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Added TA methods : accdist, bbw, iii, kc, kcw, nvi, pvi, pvt, range, wad, wvad
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17 files changed

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lines changed

‎docs/api-coverage/ta.md‎

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Original file line numberDiff line numberDiff line change
@@ -19,7 +19,7 @@ All functions listed below are verified to exist in Pine Script v5.
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| `ta.rma()` | ✅ | Rolling/Running Moving Average |
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| `ta.vwma()` | ✅ | Volume Weighted Moving Average |
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| `ta.alma()` | ✅ | Arnaud Legoux Moving Average |
22-
| `ta.linreg()` | ✔️ | Linear Regression |
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| `ta.linreg()` | ✅ | Linear Regression |
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| `ta.swma()` | ✅ | Symmetrically Weighted Moving Average |
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| `ta.vwap` | ✅ | Volume Weighted Average Price (variable) |
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@@ -48,13 +48,13 @@ All functions listed below are verified to exist in Pine Script v5.
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| `ta.stdev()` | ✅ | Standard Deviation |
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| `ta.variance()` | ✅ | Variance |
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| `ta.dev()` | ✅ | Mean Absolute Deviation |
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| `ta.tr` | ✔️ | True Range (variable) |
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| `ta.tr()` | ✔️ | True Range (function) |
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| `ta.tr` | ✅ | True Range (variable) |
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| `ta.tr()` | ✅ | True Range (function) |
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| `ta.bb()` | ✅ | Bollinger Bands |
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| `ta.bbw()` | ⬜ | Bollinger Bands Width |
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| `ta.kc()` | ⬜ | Keltner Channels |
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| `ta.kcw()` | ⬜ | Keltner Channels Width |
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| `ta.range()` | ⬜ | Range |
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| `ta.bbw()` | ✅ | Bollinger Bands Width |
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| `ta.kc()` | ✅ | Keltner Channels |
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| `ta.kcw()` | ✅ | Keltner Channels Width |
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| `ta.range()` | ✅ | Range |
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### Trend Analysis
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@@ -74,13 +74,13 @@ All functions listed below are verified to exist in Pine Script v5.
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| Function | Status | Description |
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| ------------ | ------ | ------------------------------------------------------ |
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| `ta.obv` | ✅ | On-Balance Volume (variable) |
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| `ta.pvt` | ⬜ | Price-Volume Trend (variable) |
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| `ta.wad` | ⬜ | Williams Accumulation/Distribution (variable) |
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| `ta.wvad` | ⬜ | Williams Variable Accumulation/Distribution (variable) |
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| `ta.accdist` | ⬜ | Accumulation/Distribution (variable) |
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| `ta.nvi` | ⬜ | Negative Volume Index (variable) |
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| `ta.pvi` | ⬜ | Positive Volume Index (variable) |
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| `ta.iii` | ⬜ | Intraday Intensity Index (variable) |
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| `ta.pvt` | ✅ | Price-Volume Trend (variable) |
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| `ta.wad` | ✅ | Williams Accumulation/Distribution (variable) |
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| `ta.wvad` | ✅ | Williams Variable Accumulation/Distribution (variable) |
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| `ta.accdist` | ✅ | Accumulation/Distribution (variable) |
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| `ta.nvi` | ✅ | Negative Volume Index (variable) |
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| `ta.pvi` | ✅ | Positive Volume Index (variable) |
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| `ta.iii` | ✅ | Intraday Intensity Index (variable) |
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### Statistical Functions
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‎src/namespaces/ta/methods/accdist.ts‎

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// SPDX-License-Identifier: AGPL-3.0-only
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import { Series } from '../../../Series';
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/**
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* Accumulation/Distribution (AccDist)
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*
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* Formula:
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* AD = cum(((close - low) - (high - close)) / (high - low) * volume)
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*/
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export function accdist(context: any) {
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return (_callId?: string) => {
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if (!context.taState) context.taState = {};
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const stateKey = _callId || 'accdist';
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if (!context.taState[stateKey]) {
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context.taState[stateKey] = {
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cumulativeSum: 0,
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};
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}
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const state = context.taState[stateKey];
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const close = context.get(context.data.close, 0);
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const high = context.get(context.data.high, 0);
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const low = context.get(context.data.low, 0);
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const volume = context.get(context.data.volume, 0);
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if (isNaN(close) || isNaN(high) || isNaN(low) || isNaN(volume)) {
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return context.precision(state.cumulativeSum);
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}
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const range = high - low;
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let term = 0;
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if (range !== 0) {
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term = ((close - low) - (high - close)) / range * volume;
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}
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state.cumulativeSum += term;
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return context.precision(state.cumulativeSum);
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};
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}
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‎src/namespaces/ta/methods/bbw.ts‎

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// SPDX-License-Identifier: AGPL-3.0-only
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import { Series } from '../../../Series';
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/**
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* Bollinger Bands Width (BBW)
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*
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* Formula:
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* basis = ta.sma(source, length)
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* dev = mult * ta.stdev(source, length)
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* bbw = (((basis + dev) - (basis - dev)) / basis) * 100
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*/
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export function bbw(context: any) {
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return (source: any, _length: any, _mult: any, _callId?: string) => {
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const length = Series.from(_length).get(0);
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const mult = Series.from(_mult).get(0);
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if (!context.taState) context.taState = {};
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const stateKey = _callId || `bbw_${length}_${mult}`;
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if (!context.taState[stateKey]) {
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context.taState[stateKey] = {
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window: [],
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sum: 0,
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};
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}
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const state = context.taState[stateKey];
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const currentValue = Series.from(source).get(0);
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if (isNaN(currentValue)) {
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return NaN;
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}
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state.window.unshift(currentValue);
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state.sum += currentValue;
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if (state.window.length < length) {
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return NaN;
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}
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if (state.window.length > length) {
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const removed = state.window.pop();
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state.sum -= removed;
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}
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const basis = state.sum / length;
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let sumSqDiff = 0;
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for (let i = 0; i < length; i++) {
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const diff = state.window[i] - basis;
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sumSqDiff += diff * diff;
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}
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const variance = sumSqDiff / length;
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const stdev = Math.sqrt(variance);
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const dev = mult * stdev;
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if (basis === 0) {
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return context.precision(0);
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}
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const bbw = ((2 * dev) / basis) * 100;
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return context.precision(bbw);
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};
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}
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‎src/namespaces/ta/methods/iii.ts‎

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// SPDX-License-Identifier: AGPL-3.0-only
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/**
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* Intraday Intensity Index (III)
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*
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* Formula:
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* (2 * close - high - low) / ((high - low) * volume)
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*/
9+
export function iii(context: any) {
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return (_callId?: string) => {
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const close = context.get(context.data.close, 0);
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const high = context.get(context.data.high, 0);
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const low = context.get(context.data.low, 0);
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const volume = context.get(context.data.volume, 0);
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if (isNaN(close) || isNaN(high) || isNaN(low) || isNaN(volume)) {
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return NaN;
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}
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const range = high - low;
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const denominator = range * volume;
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if (denominator === 0) {
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return context.precision(0);
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}
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const iii = (2 * close - high - low) / denominator;
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return context.precision(iii);
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};
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}
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‎src/namespaces/ta/methods/kc.ts‎

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// SPDX-License-Identifier: AGPL-3.0-only
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import { Series } from '../../../Series';
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/**
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* Keltner Channels (KC)
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*
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* Formula:
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* basis = ta.ema(src, length)
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* span = useTrueRange ? ta.tr : (high - low)
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* rangeEma = ta.ema(span, length)
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* upper = basis + rangeEma * mult
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* lower = basis - rangeEma * mult
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* Returns [basis, upper, lower]
15+
*/
16+
export function kc(context: any) {
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return (source: any, _length: any, _mult: any, _useTrueRange?: any, _callId?: string) => {
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const length = Series.from(_length).get(0);
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const mult = Series.from(_mult).get(0);
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let useTrueRange = true;
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if (typeof _useTrueRange === 'string') {
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//this is the _callId passed by the transpiler
23+
_callId = _useTrueRange;
24+
} else if (_useTrueRange !== undefined) {
25+
useTrueRange = Series.from(_useTrueRange).get(0);
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}
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// Calculate span
29+
let span;
30+
const high = context.get(context.data.high, 0);
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const low = context.get(context.data.low, 0);
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if (useTrueRange) {
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// Calculate TR
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const close1 = context.get(context.data.close, 1);
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if (isNaN(close1)) {
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span = NaN;
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} else {
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span = Math.max(high - low, Math.abs(high - close1), Math.abs(low - close1));
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}
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} else {
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span = high - low;
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}
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const currentValue = Series.from(source).get(0);
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if (!context.taState) context.taState = {};
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const stateKey = _callId || `kc_${length}_${mult}_${useTrueRange}`;
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if (!context.taState[stateKey]) {
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context.taState[stateKey] = {
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basisState: { prevEma: null, initSum: 0, initCount: 0 },
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rangeState: { prevEma: null, initSum: 0, initCount: 0 },
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};
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}
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const state = context.taState[stateKey];
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// Helper to update EMA state
60+
const updateEma = (emaState: any, value: number, period: number) => {
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if (isNaN(value)) return NaN;
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if (emaState.initCount < period) {
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emaState.initSum += value;
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emaState.initCount++;
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if (emaState.initCount === period) {
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emaState.prevEma = emaState.initSum / period;
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return emaState.prevEma;
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}
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return NaN;
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}
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const alpha = 2 / (period + 1);
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emaState.prevEma = value * alpha + emaState.prevEma * (1 - alpha);
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return emaState.prevEma;
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};
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const basis = updateEma(state.basisState, currentValue, length);
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const rangeEma = updateEma(state.rangeState, span, length);
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82+
if (isNaN(basis) || isNaN(rangeEma)) {
83+
return [[NaN, NaN, NaN]];
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}
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const upper = basis + rangeEma * mult;
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const lower = basis - rangeEma * mult;
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return [[context.precision(basis), context.precision(upper), context.precision(lower)]];
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};
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}

‎src/namespaces/ta/methods/kcw.ts‎

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// SPDX-License-Identifier: AGPL-3.0-only
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import { Series } from '../../../Series';
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/**
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* Keltner Channels Width (KCW)
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*
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* Formula:
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* basis = ta.ema(src, length)
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* span = useTrueRange ? ta.tr : (high - low)
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* rangeEma = ta.ema(span, length)
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* kcw = ((basis + rangeEma * mult) - (basis - rangeEma * mult)) / basis
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* = (2 * rangeEma * mult) / basis
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*/
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export function kcw(context: any) {
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return (source: any, _length: any, _mult: any, _useTrueRange?: any, _callId?: string) => {
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const length = Series.from(_length).get(0);
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const mult = Series.from(_mult).get(0);
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let useTrueRange = true;
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if (typeof _useTrueRange === 'string') {
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//this is the _callId passed by the transpiler
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_callId = _useTrueRange;
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} else if (_useTrueRange !== undefined) {
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useTrueRange = Series.from(_useTrueRange).get(0);
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}
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if (!context.taState) context.taState = {};
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const stateKey = _callId || `kcw_${length}_${mult}_${useTrueRange}`;
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if (!context.taState[stateKey]) {
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context.taState[stateKey] = {
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basisState: { prevEma: null, initSum: 0, initCount: 0 },
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rangeState: { prevEma: null, initSum: 0, initCount: 0 },
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};
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}
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const state = context.taState[stateKey];
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// Helper to update EMA state
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const updateEma = (emaState: any, value: number, period: number) => {
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if (isNaN(value)) return NaN;
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if (emaState.initCount < period) {
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emaState.initSum += value;
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emaState.initCount++;
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if (emaState.initCount === period) {
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emaState.prevEma = emaState.initSum / period;
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return emaState.prevEma;
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}
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return NaN;
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}
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const alpha = 2 / (period + 1);
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emaState.prevEma = value * alpha + emaState.prevEma * (1 - alpha);
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return emaState.prevEma;
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};
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// Calculate span
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let span;
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const high = context.get(context.data.high, 0);
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const low = context.get(context.data.low, 0);
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if (useTrueRange) {
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// Calculate TR
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const close1 = context.get(context.data.close, 1);
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if (isNaN(close1)) {
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span = NaN;
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} else {
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span = Math.max(high - low, Math.abs(high - close1), Math.abs(low - close1));
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}
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} else {
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span = high - low;
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}
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const currentValue = Series.from(source).get(0);
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const basis = updateEma(state.basisState, currentValue, length);
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const rangeEma = updateEma(state.rangeState, span, length);
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if (isNaN(basis) || isNaN(rangeEma)) {
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return NaN;
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}
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if (basis === 0) {
86+
return context.precision(0);
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}
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const kcw = (2 * rangeEma * mult) / basis;
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return context.precision(kcw);
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};
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}

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