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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
42 lines
1.3 KiB
Plaintext
42 lines
1.3 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Exponential Moving Average (EMA)", "EMA", overlay=true)
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//@function Calculates EMA using exponential smoothing with compensator
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//@param source Series to calculate EMA from
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//@param period Lookback period for EMA calculation
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//@param alpha Optional smoothing factor (overrides period if provided)
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//@returns EMA value from first bar with proper compensation
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//@optimized Uses exponential warmup compensator for O(1) complexity and valid output from bar 1
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ema(series float source, simple int period=0, simple float alpha=0) =>
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if alpha <= 0 and period <= 0
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runtime.error("Alpha or period must be provided")
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float a = alpha > 0 ? alpha : 2.0 / (period + 1)
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float beta = 1.0 - a
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var bool warmup = true
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var float e = 1.0
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var float ema = 0.0
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var float result = source
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ema := a * (source - ema) + ema
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if warmup
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e *= beta
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float c = 1.0 / (1.0 - e)
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result := c * ema
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warmup := e > 1e-10
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else
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result := ema
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result
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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ema_value = ema(i_source, period=i_period)
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// Plot
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plot(ema_value, "EMA", color=color.yellow, linewidth=2)
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