Stochastic Fast (STOCHF)

// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Stochastic Fast (STOCHF)", "STOCHF", overlay=false)

//@function Calculates the Stochastic Fast oscillator (%K and %D)
//@param kLength Period for calculating the raw %K line
//@param dLength Smoothing period for the %D signal line
//@returns [%K value, %D value] - fast stochastic oscillator values
stochf(simple int kLength, simple int dLength) =>
    if kLength <= 0 or dLength <= 0
        runtime.error("Both periods must be positive")
    var array<int> lowestDeque = array.new_int(0)
    var array<float> lowestBuffer = array.new_float(kLength, na)
    var array<int> highestDeque = array.new_int(0)
    var array<float> highestBuffer = array.new_float(kLength, na)
    var array<float> dBuffer = array.new_float(dLength, na)
    var int dHead = 0, var float dSum = 0.0, var int dCount = 0
    int idx = bar_index % kLength
    lv = nz(low), hv = nz(high), cv = nz(close)
    array.set(lowestBuffer, idx, lv)
    array.set(highestBuffer, idx, hv)
    while array.size(lowestDeque) > 0
        if array.get(lowestDeque, 0) <= bar_index - kLength
            array.shift(lowestDeque)
        else
            break
    while array.size(lowestDeque) > 0
        if array.get(lowestBuffer, array.get(lowestDeque, array.size(lowestDeque) - 1) % kLength) >= lv
            array.pop(lowestDeque)
        else
            break
    array.push(lowestDeque, bar_index)
    while array.size(highestDeque) > 0
        if array.get(highestDeque, 0) <= bar_index - kLength
            array.shift(highestDeque)
        else
            break
    while array.size(highestDeque) > 0
        if array.get(highestBuffer, array.get(highestDeque, array.size(highestDeque) - 1) % kLength) <= hv
            array.pop(highestDeque)
        else
            break
    array.push(highestDeque, bar_index)
    li = array.get(lowestDeque, 0), hi = array.get(highestDeque, 0)
    lowestLow = array.get(lowestBuffer, li % kLength)
    highestHigh = array.get(highestBuffer, hi % kLength)
    range_val = highestHigh - lowestLow
    kVal = range_val > 0 ? 100 * (cv - lowestLow) / range_val : 0.0
    oldest = array.get(dBuffer, dHead)
    dSum := not na(oldest) ? dSum - oldest : dSum
    dCount := not na(oldest) ? dCount - 1 : dCount
    dSum := not na(kVal) ? dSum + kVal : dSum
    dCount := not na(kVal) ? dCount + 1 : dCount
    array.set(dBuffer, dHead, kVal)
    dHead := (dHead + 1) % dLength
    dVal = dCount > 0 ? dSum / dCount : kVal
    [kVal, dVal]

// ---------- Main loop ----------

// Inputs
kLength = input.int(5, "K Length", minval=1, maxval=100, tooltip="Period for calculating the raw %K line")
dLength = input.int(3, "D Length", minval=1, maxval=50, tooltip="Smoothing period for the %D signal line")

// Calculation
[kValue, dValue] = stochf(kLength, dLength)

// Plots
plot(kValue, "Fast %K", color=color.yellow, linewidth=2)
plot(dValue, "Fast %D", color=color.blue, linewidth=2)