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[PlayBit]Correlation-Co _OI | https://www.tradingview.com/script/rPNPvxmK-PlayBit-Correlation-Co-OI/ | FFriZz | https://www.tradingview.com/u/FFriZz/ | 98 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © FFriZz inspired by © mortdiggiddy
//@version=5
indicator('[PlayBit]Correlation-Co _OI', shorttitle='[PlayBit]Cor-Co _OI',format = format.price)
//sym1 = input.symbol('Binance:BTCUSDT', 'sym₿ol 1')
autoSym = input.bool(true,'Auto Change to Chart Open Interest | On/Off?',group='Read Tooltip')
sym2 = input.symbol('BTCUSDTPERP', 'Crypto/Stock/Future(Read Tooltip)',group='Read Tooltip',inline='a',tooltip='If indicator moves up it means the 2 assets are correlating(moving together) and it goes down it means the 2 assets are diverging(moving differently). If comparing a Stock or Future to Crypto chart the Stock or Future and change indicator to the Crypto you want to compare. The reason is Crypto is open 24/7 and will have more bars than an asset with closed hours causing the indicator to produce gaps in the data, if comparing crypto to crypto disreguard this information.')
length = input.int(14, 'Ammount of bars data is correlated(Similar to length of a MA)', minval=1)
length2 = input.int(14, 'Length of MA', minval=1)
sym = syminfo.ticker//+'PERP_OI'
symm = str.replace(sym,'USDT.P','USDTPERP')
symmm = str.replace(symm,'_OI','')
sym33 = symmm + '_OI'
sym3 = 'Binance:'+ sym33
symTable = autoSym ? sym33 : sym2
src1 = input.source(close,'Source of Chart Asset')
src2ind = input.source(close,'Source of symbol of indicator Asset')
//TF = input.timeframe('D','TimeFrame')
//src1 = request.security(sym1,timeframe.period, src1ind ,gaps=barmerge.gaps_off)
src3 = request.security(sym2,timeframe.period, src2ind ,gaps=barmerge.gaps_off)
src4 = request.security(sym3,timeframe.period, src2ind ,gaps=barmerge.gaps_off)
maof = input(true,'MA on/off')
float src2 = na
if autoSym
src2 := src4
else
src2 := src3
var a1 = array.new_float(0)
var a2 = array.new_float(0)
var a1_sorted = array.new_float(0)
var a2_sorted = array.new_float(0)
var a1_ranked = array.new_float(length, 0)
var a2_ranked = array.new_float(length, 0)
var diff = array.new_float(length, 0)
// initially the array sizes are zero at the very first bar
// index, they grow to 'length' as the chart data is traversed
if array.size(a1) <= length
array.unshift(a1, src1)
array.unshift(a2, src2)
// pop off last value if a.size > 'length'
if array.size(a1) > length
array.pop(a1)
if array.size(a2) > length
array.pop(a2)
// update arrays with the current values at the array head
array.set(a1, 0, src1)
array.set(a2, 0, src2)
rank(a, sorted, ranked) =>
dupe = array.new_float(0)
size = array.size(a)
// re-populate and re-sort
array.clear(sorted)
array.concat(sorted, a)
array.sort(sorted, order.ascending)
for i = 0 to (size - 1)
v = array.get(sorted, i)
if not array.includes(dupe, v)
// locate the original index of the sorted value at index 'i'
index = array.indexof(a, v)
lastIndex = array.lastindexof(a, v)
if index >= 0
// we have to check for duplicate entries
//
// ex) a = [1 5 3 7 5 9 8]
// a_ranked = [1 3.5 2 5 3.5 6 7]
rank = if index != lastIndex
array.push(dupe, v)
total = array.lastindexof(sorted, v) - i + 1
mod = i
for j = 1 to (total - 1)
mod := mod + i + j
rank = mod / total
else
rank = i
// assign the rank to all occurrences of the value
for j = index to lastIndex
if array.get(a, j) == v
array.set(ranked, j, rank)
tie = array.size(dupe)
corr(tie) =>
// https://i.imgur.com/W6yPFGk.png
size = array.size(a1)
d2_sum = 0.0
corr = if tie == 0
for i = 0 to (size - 1)
v1 = array.get(a1_ranked, i)
v2 = array.get(a2_ranked, i)
d2_sum := d2_sum + (v1 - v2) * (v1 - v2)
corr = 1 - (6 * d2_sum / (size * (size * size - 1)))
else
// Tied Ranks (Full calc): https://i.imgur.com/iVieah3.png
r1_avg = array.avg(array.slice(a1_ranked, 0, size))
r2_avg = array.avg(array.slice(a2_ranked, 0, size))
covar = 0.0
r1_sq_sum = 0.0
r2_sq_sum = 0.0
for i = 0 to (size - 1)
v1 = array.get(a1_ranked, i) - r1_avg
v2 = array.get(a2_ranked, i) - r2_avg
covar := covar + v1 * v2
r1_sq_sum := r1_sq_sum + v1 * v1
r2_sq_sum := r2_sq_sum + v2 * v2
corr = covar / math.sqrt(r1_sq_sum * r2_sq_sum)
corr
tie1 = rank(a1, a1_sorted, a1_ranked)
tie2 = rank(a2, a2_sorted, a2_ranked)
correlation = corr(tie1 + tie2)
//HOURSP= hours ? PL : ZL
//HOURSN= hours ? NL : ZL
var table Tbl = table.new(position.top_right,columns = 1 ,rows = 1, bgcolor = color.new(chart.bg_color,100),
frame_color = color.new(chart.fg_color,0), frame_width = 1, border_color = color.new(chart.fg_color, 0), border_width = 1)
if barstate.islast
table.cell(Tbl,0,0,symTable,text_color = chart.fg_color,text_size = size.small)
colorUp = 1
colorDn = -1
cu=input.color(color.new(#00FF00FF,0),'Color Up Correlation')
cd=input.color(color.new(#FF0000FF,0),'Color Down Correlation')
ccu=input.color(color.new(#000000,0),'Color MA')
bgc=input.color(color.new(color.black,100),'Background Color')
colorg=color.from_gradient(correlation,colorDn,colorUp,cd,cu)
c=correlation * src2
plot(correlation * src2, 'P₿ Correlation', color=colorg, style=plot.style_columns)
bgcolor(color=bgc, title= 'BG Color')
ComCp = maof ? ta.sma(correlation,length) * ta.sma(src2, length2) : na
plot(ComCp,'Asset Selected MA',color=ccu,style=plot.style_line,linewidth=2) |
Nadaraya-Watson: Envelope (Non-Repainting) | https://www.tradingview.com/script/WeLssFxl-Nadaraya-Watson-Envelope-Non-Repainting/ | jdehorty | https://www.tradingview.com/u/jdehorty/ | 1,372 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jdehorty
// @version=5
indicator(title="Nadaraya-Watson: Envelope (Non-Repainting)", overlay=true, timeframe='')
// In technical analysis, an "envelope" typically refers to a pair of upper and lower bounds that surrounds price action to help characterize extreme overbought and oversold conditions. Envelopes are often derived from a simple moving average (SMA) and are placed at a predefined distance above and below the SMA from which they were generated.
// However, envelopes do not necessarily need to be derived from a moving average. In fact, they can be derived from any estimator, including a kernel density estimator (KDE) such as Nadaraya-Watson (NW). Nadaraya-Watson Estimation is a non-parametric regression technique that uses a kernel function to estimate the value of a function at a given point.
// In this indicator, the Rational Quadratic (RQ) Kernel is used to estimate the value of the price at each bar. From this estimation, the upper and lower bounds of the envelope are calculated based on ATR and a user-defined multiplier.
// Libraries
import jdehorty/KernelFunctions/2 as kernels
// Helper Functions
getBounds(_atr, _nearFactor, _farFactor, _yhat) =>
_upper_far = _yhat + _farFactor*_atr
_upper_near = _yhat + _nearFactor*_atr
_lower_near = _yhat - _nearFactor*_atr
_lower_far = _yhat - _farFactor*_atr
_upper_avg = (_upper_far + _upper_near) / 2
_lower_avg = (_lower_far + _lower_near) / 2
[_upper_near, _upper_far, _upper_avg, _lower_near, _lower_far, _lower_avg]
kernel_atr(length, _high, _low, _close) =>
trueRange = na(_high[1])? _high-_low : math.max(math.max(_high - _low, math.abs(_high - _close[1])), math.abs(_low - _close[1]))
ta.rma(trueRange, length)
// Kernel Settings
h = input.int(8, 'Lookback Window', tooltip='The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars. Recommended range: 3-50', group='Kernel Settings')
alpha = input.float(8., 'Relative Weighting', step=0.25, tooltip='Relative weighting of time frames. As this value approaches zero, the longer time frames will exert more influence on the estimation. As this value approaches infinity, the behavior of the Rational Quadratic Kernel will become identical to the Gaussian kernel. Recommended range: 0.25-25', group='Kernel Settings')
x_0 = input.int(25, "Start Regression at Bar", tooltip='Bar index on which to start regression. The first bars of a chart are often highly volatile, and omission of these initial bars often leads to a better overall fit. Recommended range: 5-25', group='Kernel Settings')
// Envelope Calculations
yhat_close = kernels.rationalQuadratic(close, h, alpha, x_0)
yhat_high = kernels.rationalQuadratic(high, h, alpha, x_0)
yhat_low = kernels.rationalQuadratic(low, h, alpha, x_0)
yhat = yhat_close
atr_length = input.int(60, 'ATR Length', minval=1, tooltip='The number of bars associated with the Average True Range (ATR).')
ktr = kernel_atr(atr_length, yhat_high, yhat_low, yhat_close)
nearFactor = input.float(1.5, 'Near ATR Factor', minval=0.5, step=0.25, tooltip='The factor by which to multiply the ATR to calculate the near bound of the envelope. Recommended range: 0.5-2.0')
farFactor = input.float(8.0, 'Far ATR Factor', minval=1.0, step=0.25, tooltip='The factor by which to multiply the ATR to calculate the far bound of the envelope. Recommended range: 6.0-8.0')
[upper_near, upper_far, upper_avg, lower_near, lower_far, lower_avg] = getBounds(ktr, nearFactor, farFactor, yhat_close)
// Colors
red_far = input.color(color.new(color.red, 60), title='Upper Boundary Color: Far', tooltip='The color of the farmost upper boundary of the envelope.', group='Color Settings')
red_near = input.color(color.new(color.red, 80), title='Upper Boundary Color: Near', tooltip='The color of the nearmost upper boundary of the envelope.', group='Color Settings')
yhat_green = input.color(color.new(color.green, 50), title='Bullish Estimator Color', tooltip='The Bullish color of the Nadaraya-Watson estimator.', group='Color Settings')
yhat_red = input.color(color.new(color.red, 50), title='Bearish Estimator Color', tooltip='The Bearish color of the Nadaraya-Watson estimator.', group='Color Settings')
green_near = input.color(color.new(color.green, 80), title='Lower Boundary Color: Near', tooltip='The color of the nearmost lower boundary of the envelope.', group='Color Settings')
green_far = input.color(color.new(color.green, 60), title='Lower Boundary Color: Far', tooltip='The color of the farmost lower boundary of the envelope.', group='Color Settings')
// Plots
p_upper_far = plot(upper_far, color=red_far, title='Upper Boundary: Far')
p_upper_avg = plot(upper_avg, color=red_near,title='Upper Boundary: Average')
p_upper_near = plot(upper_near, color=red_near, title='Upper Boundary: Near')
p_yhat = plot(yhat_close, color=yhat > yhat[1] ? yhat_green : yhat_red, linewidth=2, title='Nadaraya-Watson Estimation')
p_lower_near = plot(lower_near, color=green_near, title='Lower Boundary: Near')
p_lower_avg = plot(lower_avg, color=green_near, title='Lower Boundary: Average')
p_lower_far = plot(lower_far, color=green_far, title='Lower Boundary: Far')
// Fills
fill(p_upper_far, p_upper_avg, color=red_far, title='Upper Boundary: Farmost Region')
fill(p_upper_near, p_upper_avg, color=red_near, title='Upper Boundary: Nearmost Region')
fill(p_lower_near, p_lower_avg, color=green_near, title='Lower Boundary: Nearmost Region')
fill(p_lower_far, p_lower_avg, color=green_far, title='Lower Boundary: Farmost Region') |
Rolling MACD | https://www.tradingview.com/script/vzTUAvsR/ | chervolino | https://www.tradingview.com/u/chervolino/ | 71 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © chervolino
//@version=5
indicator("Rolling MACD", "RMACD")
// Rolling MACD
// v1.1
// ———————————————————— Constants and Inputs {
// ————— Constants
int MS_IN_MIN = 60 * 1000
int MS_IN_HOUR = MS_IN_MIN * 60
int MS_IN_DAY = MS_IN_HOUR * 24
string TT_SRC = "The source used to calculate the MACD."
string TT_WINDOW = "By default, the time period used to calculate the RMACD automatically adjusts with the chart's timeframe.
Check this to use a fixed-size time period instead, which you define with the following three values."
string TT_MINBARS = "The minimum number of last values to keep in the moving window, even if these values are outside the time period.
This avoids situations where a large time gap between two bars would cause the time window to be empty."
string TT_TABLE = "Displays the time period of the rolling window."
// ————— Inputs
float srcInput = input.source(close, "Source", tooltip = TT_SRC)
string GRP2 = '═══════════ Time Period ═══════════'
bool fixedTfInput = input.bool(false, "Use a fixed time period", group = GRP2, tooltip = TT_WINDOW)
int daysInput = input.int(1, "Days", group = GRP2, minval = 0, maxval = 90) * MS_IN_DAY
int hoursInput = input.int(0, "Hours", group = GRP2, minval = 0, maxval = 23) * MS_IN_HOUR
int minsInput = input.int(0, "Minutes", group = GRP2, minval = 0, maxval = 59) * MS_IN_MIN
bool showInfoBoxInput = input.bool(true, "Show time period", group = GRP2)
string infoBoxSizeInput = input.string("small", "Size ", inline = "21", group = GRP2, options = ["tiny", "small", "normal", "large", "huge", "auto"])
string infoBoxYPosInput = input.string("bottom", "↕", inline = "21", group = GRP2, options = ["top", "middle", "bottom"])
string infoBoxXPosInput = input.string("left", "↔", inline = "21", group = GRP2, options = ["left", "center", "right"])
color infoBoxColorInput = input.color(color.black, "", inline = "21", group = GRP2)
color infoBoxTxtColorInput = input.color(color.white, "T", inline = "21", group = GRP2)
string GRP4 = '════════ Minimum Window Size ════════'
int minBarsInput = input.int(10, "Bars", group = GRP4, tooltip = TT_MINBARS)
// }
// ———————————————————— Functions {
// @function Determines a time period from the chart's timeframe.
// @returns (int) A value of time in milliseconds that is appropriate for the current chart timeframe. To be used in the RMACD calculation.
timeStep() =>
int tfInMs = timeframe.in_seconds() * 1000
float step =
switch
tfInMs <= MS_IN_MIN => MS_IN_HOUR
tfInMs <= MS_IN_MIN * 5 => MS_IN_HOUR * 4
tfInMs <= MS_IN_HOUR => MS_IN_DAY * 1
tfInMs <= MS_IN_HOUR * 4 => MS_IN_DAY * 3
tfInMs <= MS_IN_HOUR * 12 => MS_IN_DAY * 7
tfInMs <= MS_IN_DAY => MS_IN_DAY * 30.4375
tfInMs <= MS_IN_DAY * 7 => MS_IN_DAY * 90
=> MS_IN_DAY * 365
int result = int(step)
totalForTimeWhen(src, ms, cond, minBars) =>
var float[] sources = array.new_float(0)
var int[] times = array.new_int(0)
if cond
array.push(sources, src)
array.push(times, time)
if array.size(sources) > 0
while time - array.get(times, 0) >= ms and array.size(sources) > minBars
array.shift(sources)
array.shift(times)
float result = array.sum(sources)
// @function Produces a string corresponding to the input time in days, hours, and minutes.
// @param (series int) A time value in milliseconds to be converted to a string variable.
// @returns (string) A string variable reflecting the amount of time from the input time.
tfString(int timeInMs) =>
int s = timeInMs / 1000
int m = s / 60
int h = m / 60
int tm = math.floor(m % 60)
int th = math.floor(h % 24)
int d = math.floor(h / 24)
string result =
switch
d == 30 and th == 10 and tm == 30 => "1M"
d == 7 and th == 0 and tm == 0 => "1W"
=>
string dStr = d ? str.tostring(d) + "D " : ""
string hStr = th ? str.tostring(th) + "H " : ""
string mStr = tm ? str.tostring(tm) + "min" : ""
dStr + hStr + mStr
// }
// ———————————————————— Calculations and Plots {
// Stop the indicator on charts with no volume.
if barstate.islast and ta.cum(nz(volume)) == 0
runtime.error("No volume is provided by the data vendor.")
int timeInMs = fixedTfInput ? minsInput + hoursInput + daysInput : timeStep()
z = input.int(45, title='Inventory Retracement Percentage %', maxval=100)
rv = math.abs(close - open) < z / 100 * math.abs(high - low)
x = low + z / 100 * math.abs(high - low)
y = high - z / 100 * math.abs(high - low)
x_1 = totalForTimeWhen(x, timeInMs, true, minBarsInput)
y_1 = totalForTimeWhen(y, timeInMs, true, minBarsInput)
sl = rv == 1 and high > y_1 and close < y_1 and open < y_1
ss = rv == 1 and low < x_1 and close > x_1 and open > x_1
li = sl ? y_1 : ss ? x_1 : (x_1 + y_1) / 2
clo_1=totalForTimeWhen(srcInput, timeInMs, true, minBarsInput)
macd = clo_1 - li
macd_pre = clo_1[1] - li[1]
msignal = ta.ema(macd, 9)
signal = ta.ema(msignal, 9)
plotColor = macd > 0 ? macd > macd_pre ? color.lime : color.green : macd < macd_pre ? color.maroon : color.red
plot(msignal,color=plotColor, style = plot.style_columns)
plot(signal, color=color.white, style = plot.style_line)
is_long_short_text = msignal > signal? "Long" : "Short"
is_bullish_bearish_text = msignal > 0 ? "Bullish" : "Bearish"
is_long_short_css = msignal > signal? color.green : color.red
is_bullish_bearish_css = msignal > signal? color.green : color.red
// Display of time period.
var table tfDisplay = table.new(infoBoxYPosInput + "_" + infoBoxXPosInput, 3, 3)
if showInfoBoxInput and barstate.islastconfirmedhistory
table.cell(tfDisplay, 1, 0, tfString(timeInMs), bgcolor = infoBoxColorInput, text_color = infoBoxTxtColorInput, text_size = infoBoxSizeInput)
table.cell(tfDisplay, 1, 1, is_long_short_text, bgcolor = infoBoxColorInput, text_color = is_long_short_css, text_size = infoBoxSizeInput)
table.cell(tfDisplay, 1, 2, is_bullish_bearish_text, bgcolor = infoBoxColorInput, text_color = is_bullish_bearish_css, text_size = infoBoxSizeInput)
// } |
LazyScalp Board | https://www.tradingview.com/script/rMVnXgGN-lazyscalp-board/ | Aleksandr400 | https://www.tradingview.com/u/Aleksandr400/ | 488 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Aleksandr400
//@version=5
indicator("LazyScalp Board", overlay = true)
avgVolLength = input.int(title="Avg Vol length", defval = 30, minval = 3, maxval=100, step=1)
natrLength = input.int(title="NATR length", defval = 14)
avgType = input.string("EMA", "Avg type", options = ["SMA", "EMA", "RMA", "WMA"])
position = input.string("Right bottom", "Board position", options = ["Right top", "Right bottom", "Center bottom", "Left bottom", "Left top"])
cellWidth = input.int(8, "Cell width", 1, 20, 1)
backColor = input.color(#434651, "Cell Background color")
textColor = input.color(color.white, "Cell Text color")
backColorAlert = input.color(#FBC02D, "Cell Background color alert")
textColorAlert = input.color(color.black, "Cell Text color alert")
showTitles = input.bool(true, "Show titles")
showDayVol = input.bool(true, "Show Day Volume")
showAvgVol = input.bool(true, "Show Avg Volume")
showNatr = input.bool(true, "Show NATR")
showCorr = input.bool(true, "Show Correlation")
corrTicker = input.symbol("BINANCE:BTCUSDT.P", "Correlation symbol")
corrPeriod = input.int(title = "Correlation period", defval = 20, step = 1)
thresholdDayVol = input.int(title = "Day VOL threshold ($)", defval = 100000000, step = 1000000)
thresholdAvgVol = input.int(title = "Avg VOL threshold ($)", defval = 3000000, step = 100000)
thresholdNatr = input.float(title = "NATR threshold", defval = 1, step = 0.1)
// Titles
dv = ""
av = ""
n = ""
c = ""
if showTitles
dv := "DV "
av := "AV "
n := "N "
c := "C "
// FORMATTER
formater(data) =>
if str.length(data) > 11
str.substring(data, 0, 3) + " B"
else if str.length(data) > 10
str.substring(data, 0, 2) + " B"
else if str.length(data) > 9
str.substring(data, 0, 1) + " B"
else if str.length(data) > 8
str.substring(data, 0, 3) + " M"
else if str.length(data) > 7
str.substring(data, 0, 2) + " M"
else if str.length(data) > 6
str.substring(data, 0, 1) + " M"
else if str.length(data) > 5
str.substring(data, 0, 3) + " K"
else if str.length(data) > 4
str.substring(data, 0, 2) + " K"
else if str.length(data) > 3
str.substring(data, 0, 1) + " K"
// NART
natr = ta.ema(ta.tr(true), natrLength) / close * 100
if avgType == "RMA"
natr := ta.rma(ta.tr(true), natrLength) / close * 100
if avgType == "SMA"
natr := ta.sma(ta.tr(true), natrLength) / close * 100
if avgType == "WMA"
natr := ta.wma(ta.tr(true), natrLength) / close * 100
natrFormated = str.tostring(math.round(natr, 2))
// DAY VOLUME from different timeframe
d1 = request.security(syminfo.tickerid, "60", volume * close)
d2 = request.security(syminfo.tickerid, "60", volume[1] * close[1])
d3 = request.security(syminfo.tickerid, "60", volume[2] * close[2])
d4 = request.security(syminfo.tickerid, "60", volume[3] * close[3])
d5 = request.security(syminfo.tickerid, "60", volume[4] * close[4])
d6 = request.security(syminfo.tickerid, "60", volume[5] * close[5])
d7 = request.security(syminfo.tickerid, "60", volume[6] * close[6])
d8 = request.security(syminfo.tickerid, "60", volume[7] * close[7])
d9 = request.security(syminfo.tickerid, "60", volume[8] * close[8])
d10 = request.security(syminfo.tickerid, "60", volume[9] * close[9])
d11 = request.security(syminfo.tickerid, "60", volume[10] * close[10])
d12 = request.security(syminfo.tickerid, "60", volume[11] * close[11])
d13 = request.security(syminfo.tickerid, "60", volume[12] * close[12])
d14 = request.security(syminfo.tickerid, "60", volume[13] * close[13])
d15 = request.security(syminfo.tickerid, "60", volume[14] * close[14])
d16 = request.security(syminfo.tickerid, "60", volume[15] * close[15])
d17 = request.security(syminfo.tickerid, "60", volume[16] * close[16])
d18 = request.security(syminfo.tickerid, "60", volume[17] * close[17])
d19 = request.security(syminfo.tickerid, "60", volume[18] * close[18])
d20 = request.security(syminfo.tickerid, "60", volume[19] * close[19])
d21 = request.security(syminfo.tickerid, "60", volume[20] * close[20])
d22 = request.security(syminfo.tickerid, "60", volume[21] * close[21])
d23 = request.security(syminfo.tickerid, "60", volume[22] * close[22])
d24 = request.security(syminfo.tickerid, "60", volume[23] * close[23])
dayVolNumber = math.round(d1 + d2 + d3 + d4 + d5 + d6 + d7 + d8 + d9 + d10 + d11 + d12 + d13 + d14 + d15 + d16 + d17 + d18 + d19 + d20 + d21 + d22 + d23 + d24)
dayVol = str.tostring(dayVolNumber)
dayVol := formater(dayVol)
// AVG VOLUME
avgVolArr = array.new_float(1, volume * close)
for i = 1 to avgVolLength - 1
array.push(avgVolArr, volume[i] * close[i])
avgVolNumber = math.round(array.avg(avgVolArr))
avgVol = str.tostring(avgVolNumber)
avgVol := formater(avgVol)
// CORRELATION
corrTickerData = request.security(corrTicker, "1", close)
corr = math.round(ta.correlation(corrTickerData, close, corrPeriod), 2)
// Styles
backColorDayVol = backColor
textColorDayVol = textColor
backColorAvgVol = backColor
textColorAvgVol = textColor
backColorNatr = backColor
textColorNatr = textColor
if dayVolNumber >= thresholdDayVol
backColorDayVol := backColorAlert
textColorDayVol := textColorAlert
if avgVolNumber >= thresholdAvgVol
backColorAvgVol := backColorAlert
textColorAvgVol := textColorAlert
if natr >= thresholdNatr
backColorNatr := backColorAlert
textColorNatr := textColorAlert
var tablePosition = position.top_right
if position == "Right top"
tablePosition := position.top_right
if position == "Right bottom"
tablePosition := position.bottom_right
if position == "Center bottom"
tablePosition := position.bottom_center
if position == "Left bottom"
tablePosition := position.bottom_left
if position == "Left top"
tablePosition := position.top_left
// Render table
var infoTable = table.new(tablePosition, 1, 4, border_width = 1)
if barstate.islast
if showDayVol
table.cell(infoTable, 0, 0, text = dv + str.tostring(dayVol), width = cellWidth, bgcolor = backColorDayVol, text_color = textColorDayVol)
if showAvgVol
table.cell(infoTable, 0, 1, text = av + str.tostring(avgVol), width = cellWidth, bgcolor = backColorAvgVol, text_color = textColorAvgVol)
if showNatr
table.cell(infoTable, 0, 2, text = n + natrFormated + " %", width = cellWidth, bgcolor = backColorNatr, text_color = textColorNatr)
if showCorr
table.cell(infoTable, 0, 3, text = c + " " + str.tostring(corr), width = cellWidth, bgcolor = backColor, text_color = textColor)
|
Pinbar by BirdCoin | https://www.tradingview.com/script/LqhKo2kK-Pinbar-by-BirdCoin/ | BirdCoin11 | https://www.tradingview.com/u/BirdCoin11/ | 38 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © BirdCoin11
//@version=5
indicator('Pinbar by BirdCoin', overlay=true)
candle = math.abs(high - low)
body = math.abs(open - close)
upshadow = open>close?(high-open):(high-close)
downshadow = open>close?(close-low):(open-low)
minspread = input.float(defval = 0.15, title = "Min Spread, %", minval = 0.01, maxval = 100, step=0.01, tooltip="Percentage of Min Spread compared to Price", group="Pinbar Condition")
maxspread = input.float(defval = 1.5, title = "Max Spread, %", minval = 0.01, maxval = 100, step=0.01, tooltip="Percentage of Max Spread compared to Price", group="Pinbar Condition")
longwick = input.float(defval = 50, title = "Min Long Wick, %", minval = 25, maxval = 100, step=1, tooltip="Percent longer than the total candle", group="Pinbar Condition")
shortwick = input.float(defval = 20, title = "Max Short Wick, %", minval = 0, maxval = 50, step=1, tooltip="Percent shorter than the total candle", group="Pinbar Condition")
realbody = input.float(defval = 33, title = "Max Body, %", minval = 0, maxval = 50, step=1, tooltip="Percent shorter than the total candle", group="Pinbar Condition")
minvol = input.float(defval = 500, title = "Min Volume", minval = 1, step=1, group="Pinbar Condition")
hunt = input.int(defval = 1, title = "Hunt?", minval = 0, step=1, tooltip = "How many previous candles were hunted?", group="Pinbar Condition")
hunt1 = hunt > 0 ? hunt : 1
upperbound = input.float(defval = 0, title = "Upper Bound", minval = 0, tooltip = "Alert when pinbar appear in range", group="Alert in Range")
lowerbound = input.float(defval = 0, title = "Lower Bound", minval = 0, tooltip = "Alert when pinbar appear in range", group="Alert in Range")
//Pinbar condition check?
l1 = candle > close * minspread / 100
l2 = candle < close * maxspread / 100
l3 = high > ta.highest (high,hunt1)[1]
l4 = downshadow < candle * shortwick / 100
l5 = upshadow > candle * longwick / 100
l6 = volume > minvol
l7 = close < open
l8 = body < candle * realbody / 100
//bearish pin bar
bearishpin = hunt > 0 ? l1 and l2 and l3 and l4 and l5 and l6 and l7 and l8 : l1 and l2 and l4 and l5 and l6 and l7 and l8
plotshape(bearishpin, title = "Pinbar Down", style=shape.triangledown, color=color.new(color.red, 0), size=size.tiny, location=location.abovebar)
//Pinbar condition check?
h1 = candle > close * minspread / 100
h2 = candle < close * maxspread / 100
h3 = low < ta.lowest (low,hunt1)[1]
h4 = downshadow > candle * longwick / 100
h5 = upshadow < candle * shortwick / 100
h6 = volume > minvol
h7 = close > open
h8 = body < candle * realbody / 100
//bullish pin bar
bullishpin = hunt > 0 ? h1 and h2 and h3 and h4 and h5 and h6 and h7 and h8 : h1 and h2 and h4 and h5 and h6 and h7 and h8
plotshape(bullishpin, title = "Pinbar Up", style=shape.triangleup, color=color.new(color.green, 0), size=size.tiny, location=location.belowbar)
//pin bar in range
inrange_up_alert = high[1] >= lowerbound and low[1] <= upperbound and bullishpin
inrange_down_alert = high[1] >= lowerbound and low[1] <= upperbound and bearishpin
//================================= Alerts ===================================
NewPinbar = bullishpin[1] or bearishpin[1]
alertcondition(bullishpin, title='Pinbar Up', message='Pinbar Up')
alertcondition(bearishpin, title='Pinbar Down', message='Pinbar Down')
alertcondition(bullishpin, title='New Pinbar', message='New Pinbar')
alertcondition(inrange_up_alert, title='Pinbar Up in Range', message='Pinbar Up in Range')
alertcondition(inrange_down_alert, title='Pinbar Down in Range', message='Pinbar Down in Range')
|
Times-Revenue (Fundamental Metric) | https://www.tradingview.com/script/qFDCH1Ng-Times-Revenue-Fundamental-Metric/ | jcode773 | https://www.tradingview.com/u/jcode773/ | 18 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jcode773
//@version=5
indicator("Times Revenue")
TSO = request.financial(syminfo.tickerid, "TOTAL_SHARES_OUTSTANDING", "FQ")
MarketCap = TSO * close
TRY = request.financial(syminfo.tickerid, "TOTAL_REVENUE", "FY")
TRQ = request.financial(syminfo.tickerid, "TOTAL_REVENUE", "FQ")
TVY = MarketCap / TRY
plot(TVY, "Annual", color.red)
qftBarTime = timeframe.change('3M')
counter = 0
number = 1
max = 4
total= 0.0
latest = TRQ[0]
prices = array.new_float(4,-1)
array.set(prices, 0, latest)
while number < max
if (na(TRQ[counter]))
break
else if TRQ[counter] != latest
array.set(prices, number, TRQ[counter])
number:= number + 1
latest := TRQ[counter]
counter := counter + 1
TVQ = MarketCap / (array.get(prices,0) + array.get(prices,1) + array.get(prices,2) + array.get(prices,3))
plot(TVQ, "Past 4 Quarters", color.black)
//test = str.tostring(array.get(prices,3))
//test = str.tostring(bar_index)
//if (barstate.islast)
// label.new(bar_index, 0, "ex: " + test)
sTV = str.tostring(TVQ[0])
sTY = str.tostring(TVY[0])
if barstate.islast
var label = label.new(x=bar_index, y=TVQ[0], yloc = yloc.price, color=color.black, textcolor=color.white, text=sTV)
label.set_style(label, label.style_label_lower_left)
var red = label.new(x=bar_index, y=TVY[0], yloc = yloc.price, color=color.black, textcolor=color.red, text=sTY)
label.set_style(red, label.style_label_upper_right)
|
ema20-50-200 | https://www.tradingview.com/script/z9z37NZ9/ | rakanishux | https://www.tradingview.com/u/rakanishux/ | 6 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © rakanishux
//@version=5
indicator("Conjunto",overlay=true)
ema20 = ta.ema(close, 20)
ema50 = ta.ema(close, 50)
ema200 = ta.ema(close, 200)
plot( ema20, color=color.red, title="ema20", linewidth=1)
plot( ema50, color=color.green, title="ema50", linewidth=1)
plot( ema200, color=color.white, title="ema200", linewidth=1)
|
Automatic Closest FVG with BPR | https://www.tradingview.com/script/W2DlVs8C-Automatic-Closest-FVG-with-BPR/ | Texmoonbeam | https://www.tradingview.com/u/Texmoonbeam/ | 1,183 | study | 5 | MPL-2.0 | // // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// // © Texmoonbeam
//@version=5
indicator("Auto Closest FVG with BPR", overlay = true, max_boxes_count = 100, max_lines_count = 100, max_labels_count = 500, max_bars_back = 5000)
bullfvg = input.color(defval=color.new(color.teal,25), title='Bull FVG')
bearfvg = input.color(defval=color.new(color.maroon,25), title='Bear FVG')
style = input.string(line.style_solid, 'Line Style', options=[line.style_solid, line.style_dotted, line.style_dashed])
width = input.int(1, 'Line Width', minval=0)
lookback = input.int(defval=50, title='Bars to look back')
mit = input.string(defval="full fill high/low", title = "Mitigation Type", options = ["full fill high/low","full fill open/close","half fill high/low","half fill open/close","no mitigation"], tooltip="Defines when an FVG will be mitigated and not used/displayed. This can be when full or half filled, by a high/low value or open/close value. When using no mitigation the nearest FVG will be shown always.")
gap = input.float(defval = 0.0, minval = 0.0, title = "Minimum Price Gap of FVGs", tooltip = "When the price gap for an FVG is less than this, it will not be used in the nearest selection", step=0.1)
bprs = input.bool(defval=true, title='Show when nearest FVGs create a BPR ▼', tooltip="BPR refers to balanced price range, and an overlapped bull/bear FVG pair.")
//Convert a given string resolution into seconds
ResolutionToSec(res)=>
mins = res == "1" ? 1 :
res == "3" ? 3 :
res == "5" ? 5 :
res == "10" ? 10 :
res == "15" ? 15 :
res == "30" ? 30 :
res == "45" ? 45 :
res == "60" ? 60 :
res == "120" ? 120 :
res == "180" ? 180 :
res == "240" ? 240 :
res == "D" or res == "1D" ? 1440 :
res == "W" or res == "1W" ? 10080 :
res == "M" or res == "1M" ? 43200 :
res == "" ? int(str.tonumber(timeframe.period)) : int(str.tonumber(res))
ms = mins * 60 * 1000
bar = ResolutionToSec(timeframe.period)
//addition = ResolutionToSec(timeframe == "" ? timeframe.period : timeframe)
var n = 0
var m = 0
var bullmit = false
var bearmit = false
var float bullhigh = na
var float bearlow = na
var float prevnearbull = high
var float prevnearbear = high
var line bullhighline = na
var line bearhighline = na
var line bulllowline = na
var line bearlowline = na
var label bearbpr = na
var label bullbpr = na
var bullfvghight = array.new_int()
var bullfvglowt= array.new_int()
var bearfvghight = array.new_int()
var bearfvglowt = array.new_int()
var bullfvghighttemp = array.new_int()
var bullfvglowttemp= array.new_int()
var bearfvghighttemp = array.new_int()
var bearfvglowttemp = array.new_int()
//array.copy
var bullfvghigh = array.new_float()
var bullfvglow = array.new_float()
var bearfvghigh = array.new_float()
var bearfvglow = array.new_float()
var bullfvghightemp = array.new_float()
var bullfvglowtemp = array.new_float()
var bearfvghightemp = array.new_float()
var bearfvglowtemp = array.new_float()
nearest(prev, curr, target) =>
if (math.abs(prev-target) < math.abs(curr-target))
prev
else
curr
arrayadd(n, arr1, arr2) =>
array.push(arr2, array.get(arr1, n))
if (high[2] < low and (math.abs(high[2] - low) / high[2]) * 100 > gap)
array.push(bullfvghigh, high[2])
array.push(bullfvglow, low)
array.push(bullfvghight, time[2])
array.push(bullfvglowt, time)
if (array.size((bullfvglow)) > 0)
for x = array.size((bullfvglow))-1 to 0
if (mit == "full fill high/low")
if (not(low <= array.get(bullfvghigh, x)) and array.get(bullfvghight, x) >= time - lookback*(bar+2))
arrayadd(x, bullfvghigh, bullfvghightemp)
arrayadd(x, bullfvghight, bullfvghighttemp)
arrayadd(x, bullfvglow, bullfvglowtemp)
arrayadd(x, bullfvglowt, bullfvglowttemp)
if (mit == "half fill high/low")
if (not(low <= array.get(bullfvglow, x)-(array.get(bullfvglow, x)-array.get(bullfvghigh, x))/2) and array.get(bullfvghight, x) >= time - lookback*(bar+2))
arrayadd(x, bullfvghigh, bullfvghightemp)
arrayadd(x, bullfvghight, bullfvghighttemp)
arrayadd(x, bullfvglow, bullfvglowtemp)
arrayadd(x, bullfvglowt, bullfvglowttemp)
if (mit == "full fill open/close")
if ((close<open ? close : open) >= array.get(bullfvghigh, x) and array.get(bullfvghight, x) >= time - lookback*(bar+2))
arrayadd(x, bullfvghigh, bullfvghightemp)
arrayadd(x, bullfvghight, bullfvghighttemp)
arrayadd(x, bullfvglow, bullfvglowtemp)
arrayadd(x, bullfvglowt, bullfvglowttemp)
if (mit == "half fill open/close")
if ((close<open ? close : open) >= array.get(bullfvglow, x)-(array.get(bullfvglow, x)-array.get(bullfvghigh, x))/2) and array.get(bullfvghight, x) >= time - lookback*(bar+2)
arrayadd(x, bullfvghigh, bullfvghightemp)
arrayadd(x, bullfvghight, bullfvghighttemp)
arrayadd(x, bullfvglow, bullfvglowtemp)
arrayadd(x, bullfvglowt, bullfvglowttemp)
if (mit == "no mitigation")
if (array.get(bullfvghight, x) >= time - lookback*(bar+2))
arrayadd(x, bullfvghigh, bullfvghightemp)
arrayadd(x, bullfvghight, bullfvghighttemp)
arrayadd(x, bullfvglow, bullfvglowtemp)
arrayadd(x, bullfvglowt, bullfvglowttemp)
bullfvghigh := array.copy(bullfvghightemp)
bullfvghight := array.copy(bullfvghighttemp)
bullfvglow := array.copy(bullfvglowtemp)
bullfvglowt := array.copy(bullfvglowttemp)
array.clear(bullfvghightemp)
array.clear(bullfvghighttemp)
array.clear(bullfvglowtemp)
array.clear(bullfvglowttemp)
if (low[2] > high and (math.abs(high - low[2]) / high) * 100 > gap)
array.push(bearfvghigh, high)
array.push(bearfvglow, low[2])
array.push(bearfvghight, time)
array.push(bearfvglowt, time[2])
if (array.size((bearfvglow)) > 0)
for x = array.size((bearfvglow))-1 to 0
if (mit == "full fill high/low")
if (not(high >= array.get(bearfvglow, x)) and array.get(bearfvglowt, x) >= time - lookback*(bar+2))
arrayadd(x, bearfvghigh, bearfvghightemp)
arrayadd(x, bearfvghight, bearfvghighttemp)
arrayadd(x, bearfvglow, bearfvglowtemp)
arrayadd(x, bearfvglowt, bearfvglowttemp)
if (mit == "half fill high/low")
if (not(high >= array.get(bearfvglow, x)-(array.get(bearfvglow, x)-array.get(bearfvghigh, x))/2) and array.get(bearfvglowt, x) >= time - lookback*(bar+2))
arrayadd(x, bearfvghigh, bearfvghightemp)
arrayadd(x, bearfvghight, bearfvghighttemp)
arrayadd(x, bearfvglow, bearfvglowtemp)
arrayadd(x, bearfvglowt, bearfvglowttemp)
if (mit == "full fill open/close")
if ((close>open ? close : open) < array.get(bearfvglow, x) and array.get(bearfvglowt, x) >= time - lookback*(bar+2))
arrayadd(x, bearfvghigh, bearfvghightemp)
arrayadd(x, bearfvghight, bearfvghighttemp)
arrayadd(x, bearfvglow, bearfvglowtemp)
arrayadd(x, bearfvglowt, bearfvglowttemp)
if (mit == "half fill open/close")
if ((close>open ? close : open) < array.get(bearfvglow, x)-(array.get(bearfvglow, x)-array.get(bearfvghigh, x))/2 and array.get(bearfvglowt, x) >= time - lookback*(bar+2))
arrayadd(x, bearfvghigh, bearfvghightemp)
arrayadd(x, bearfvghight, bearfvghighttemp)
arrayadd(x, bearfvglow, bearfvglowtemp)
arrayadd(x, bearfvglowt, bearfvglowttemp)
if (mit == "no mitigation")
if (array.get(bearfvglowt, x) >= time - lookback*(bar+2))
arrayadd(x, bearfvghigh, bearfvghightemp)
arrayadd(x, bearfvghight, bearfvghighttemp)
arrayadd(x, bearfvglow, bearfvglowtemp)
arrayadd(x, bearfvglowt, bearfvglowttemp)
bearfvghigh := array.copy(bearfvghightemp)
bearfvghight := array.copy(bearfvghighttemp)
bearfvglow := array.copy(bearfvglowtemp)
bearfvglowt := array.copy(bearfvglowttemp)
array.clear(bearfvghightemp)
array.clear(bearfvghighttemp)
array.clear(bearfvglowtemp)
array.clear(bearfvglowttemp)
var bullhighlinearr = array.new_line()
var bulllowlinearr = array.new_line()
var bearhighlinearr = array.new_line()
var bearlowlinearr = array.new_line()
if (bar_index == last_bar_index)
if (array.size(bullfvghigh) > 0)
n:=0
prevnearbull := high
for x = array.size((bullfvghigh))-1 to 0
if (math.abs(close-(array.get(bullfvglow, x)-(array.get(bullfvglow, x)-array.get(bullfvghigh, x))/2)) < prevnearbull)
prevnearbull := math.abs(close-(array.get(bullfvglow, x)-(array.get(bullfvglow, x)-array.get(bullfvghigh, x))/2))
n := x
bullhighline := line.new(x1=array.get(bullfvghight, n), y1=array.get(bullfvghigh, n), x2=time+(bar*2), y2 = array.get(bullfvghigh, n), xloc=xloc.bar_time, color = bullfvg, style=style, width=width)
bulllowline := line.new(x1=array.get(bullfvglowt, n), y1=array.get(bullfvglow, n), x2=time+(bar*2), y2 = array.get(bullfvglow, n), xloc=xloc.bar_time, color = bullfvg, style=style, width=width)
line.set_x2(bullhighline, time+(bar*2))
line.set_x2(bulllowline, time+(bar*2))
array.push(bullhighlinearr, bullhighline)
array.push(bulllowlinearr, bulllowline)
if (array.size(bullhighlinearr) > 1)
delline1 = array.remove(bullhighlinearr, 0)
line.delete(delline1)
delline2 = array.remove(bulllowlinearr, 0)
line.delete(delline2)
if (array.size(bearfvghigh) > 0)
m:=0
prevnearbear := high
for x = array.size((bearfvghigh))-1 to 0
if (math.abs(close-(array.get(bearfvglow, x)-(array.get(bearfvglow, x)-array.get(bearfvghigh, x))/2)) < prevnearbear)
prevnearbear := math.abs(close-(array.get(bearfvglow, x)-(array.get(bearfvglow, x)-array.get(bearfvghigh, x))/2))
m := x
bearhighline := line.new(x1=array.get(bearfvghight, m), y1=array.get(bearfvghigh, m), x2=time+(bar*2), y2 = array.get(bearfvghigh, m), xloc=xloc.bar_time, color = bearfvg, style=style, width=width)
bearlowline := line.new(x1=array.get(bearfvglowt, m), y1=array.get(bearfvglow, m), x2=time+(bar*2), y2 = array.get(bearfvglow, m), xloc=xloc.bar_time, color = bearfvg, style=style, width=width)
line.set_x2(bearhighline, time+(bar*2))
line.set_x2(bearlowline, time+(bar*2))
array.push(bearhighlinearr, bearhighline)
array.push(bearlowlinearr, bearlowline)
if (array.size(bearhighlinearr) > 1)
delline3 = array.remove(bearhighlinearr, 0)
line.delete(delline3)
delline4 = array.remove(bearlowlinearr, 0)
line.delete(delline4)
label.delete(bearbpr)
label.delete(bullbpr)
if (array.size(bulllowlinearr) > 0 and array.size(bearlowlinearr) > 0)
if (line.get_y1(array.get(bulllowlinearr, 0)) < line.get_y1(array.get(bearlowlinearr, 0)) and line.get_y1(array.get(bullhighlinearr, 0)) > line.get_y1(array.get(bearhighlinearr, 0)) and bprs)
bearbpr := label.new(x=time, y=high, text=str.tostring("▼"), xloc=xloc.bar_time, color=color.white, style=label.style_none, textcolor=bearfvg, size=size.normal, textalign=text.align_right)
if (line.get_y1(array.get(bearlowlinearr, 0)) < line.get_y1(array.get(bulllowlinearr, 0)) and line.get_y1(array.get(bearhighlinearr, 0)) > line.get_y1(array.get(bullhighlinearr, 0)) and bprs)
bearbpr := label.new(x=time, y=high, text=str.tostring("▼"), xloc=xloc.bar_time, color=color.white, style=label.style_none, textcolor=bullfvg, size=size.normal, textalign=text.align_right)
// debug label.new(x=time, y=high, text=str.tostring(prevnearbear), xloc=xloc.bar_time, color=color.white, style=label.style_none, textcolor=color.green, size=size.normal, textalign=text.align_right)
|
[ENT] Indicators | https://www.tradingview.com/script/D1GOg8p4-ent-indicators/ | Lancelot6303 | https://www.tradingview.com/u/Lancelot6303/ | 32 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Edgar Ovsepyan/Lancelot6303/ENT
//@version=5
indicator('[ENT] Indicators', overlay=true)
var grp23 = 'NewYorkMidnight по NY GTM -4. Стандарт 00:00'
//NYM//
sess2Show = input.bool(true, title='', inline='2', group=grp23)
sess2Hour = input.int(0, title='', minval=0, maxval=0, inline='2', group=grp23)
sess2Minute = input.int(0, title='', minval=0, maxval=0, inline='2', group=grp23)
sess2Text = input.string("NYM ", title='', inline='2', group=grp23)
sess2Col = input.color(color.rgb(81, 19, 138), title='', inline="2", group=grp23)
inSession2 = hour == sess2Hour and minute == sess2Minute and second == 0
var grp24 = 'Настройки NYM'
MAX_LINES = input.int(1, title='История открытий', minval=1, maxval=1, group=grp24)
extendHours = input.int(16, title='Длина линии в часах', minval=16, maxval=16, group=grp24)
linesWidth = input.int(2, title='Ширина линии', minval=1, maxval=2, group=grp24)
_labelSize = input.string("Normal", title='Размер текста', options=['Small', 'Normal'], group=grp24)
labelSize = _labelSize == "Small" ? size.small : _labelSize == "Normal" ? size.normal : size.huge
var line[] l1 = array.new_line(0)
var line[] l2 = array.new_line(0)
var line[] l3 = array.new_line(0)
var label[] la1 = array.new_label(0)
var label[] la2 = array.new_label(0)
var label[] la3 = array.new_label(0)
_extend = extendHours * 3600000
if inSession2 and not inSession2[1] and sess2Show
array.push(l2, line.new(time, open, time + _extend, open, xloc=xloc.bar_time, color=sess2Col, width=linesWidth))
array.push(la2, label.new(time + _extend, open, sess2Text, xloc=xloc.bar_time, style=label.style_none, size=labelSize, textcolor=sess2Col))
// Delete lines if more than max
if array.size(l1) > MAX_LINES
line.delete(array.shift(l1))
label.delete(array.shift(la1))
if array.size(l2) > MAX_LINES
line.delete(array.shift(l2))
label.delete(array.shift(la2))
if array.size(l3) > MAX_LINES
line.delete(array.shift(l3))
label.delete(array.shift(la3))
//DO//
daily_time = request.security(syminfo.tickerid, 'D', time, lookahead=barmerge.lookahead_on)
daily_open = request.security(syminfo.tickerid, 'D', open, lookahead=barmerge.lookahead_on)
daily_close = request.security(syminfo.tickerid, 'D', close, lookahead=barmerge.lookahead_on)
var dailyopen = input(defval=true, title='Daily Open')
var extend_right = 20
var show_open = dailyopen and timeframe.isintraday and timeframe.multiplier <= 60
DOcolor = close >= daily_open
daily_color = DOcolor ? color.rgb(0, 0, 0, 53) : color.rgb(0, 0, 0, 53)
rightbar(bars) =>
time_close + (time - time[1]) * bars
if barstate.islast
if show_open and DOcolor and not barstate.isconfirmed and barstate.isrealtime
var open_line = line.new(x1=daily_time, x2=rightbar(extend_right), y1=daily_open, y2=daily_open, color = daily_color, width=1, xloc = xloc.bar_time)
var open_label = label.new(x=rightbar(extend_right), y=daily_open, text='Open ' + str.tostring(daily_open), style = label.style_none, textcolor = #ff0000, size = size.small, xloc = xloc.bar_time)
line.set_x1(open_line, daily_time)
line.set_x2(open_line, rightbar(extend_right))
line.set_y1(open_line, daily_open)
line.set_y2(open_line, daily_open)
label.set_x(open_label, rightbar(extend_right))
label.set_y(open_label, daily_open)
if show_open and not DOcolor and not barstate.isconfirmed and barstate.isrealtime
var open_line = line.new(x1=daily_time, x2=rightbar(extend_right), y1=daily_open, y2=daily_open, color = daily_color, width=1, xloc = xloc.bar_time)
var open_label = label.new(x=rightbar(extend_right), y=daily_open, text='Open ' + str.tostring(daily_open), style = label.style_none, textcolor = #ff0000, size = size.small, xloc = xloc.bar_time)
line.set_x1(open_line, daily_time)
line.set_x2(open_line, rightbar(extend_right))
line.set_y1(open_line, daily_open)
line.set_y2(open_line, daily_open)
label.set_x(open_label, rightbar(extend_right))
label.set_y(open_label, daily_open)
//weeklyOpen
weekly_time = request.security(syminfo.tickerid, 'W', time, lookahead=barmerge.lookahead_on)
weekly_open = request.security(syminfo.tickerid, 'W', open, lookahead=barmerge.lookahead_on)
weekly_close = request.security(syminfo.tickerid, 'W', close, lookahead=barmerge.lookahead_on)
var weeklyopen = input(defval=true, title='Weekly Open')
var extend_right1 = 20
var showweekly_open = weeklyopen and timeframe.isintraday and timeframe.multiplier <= 60
WOcolor = close >= weekly_open
weekly_color = WOcolor ? color.rgb(0, 0, 0, 53) : color.rgb(0, 0, 0, 53)
rightbar1(bars) =>
time_close + (time - time[1]) * bars
if barstate.islast
if showweekly_open and WOcolor and not barstate.isconfirmed and barstate.isrealtime
var open_line = line.new(x1=weekly_time, x2=rightbar1(extend_right1), y1=weekly_open, y2=weekly_open, color = weekly_color, width=1, xloc = xloc.bar_time)
var open_label = label.new(x=rightbar1(extend_right1), y=weekly_open, text='Weekly Open ' + str.tostring(weekly_open), style = label.style_none, textcolor = #ff0000, size = size.small, xloc = xloc.bar_time)
line.set_x1(open_line, weekly_time)
line.set_x2(open_line, rightbar1(extend_right1))
line.set_y1(open_line, weekly_open)
line.set_y2(open_line, weekly_open)
label.set_x(open_label, rightbar1(extend_right1))
label.set_y(open_label, weekly_open)
if showweekly_open and not WOcolor and not barstate.isconfirmed and barstate.isrealtime
var open_line = line.new(x1=weekly_time, x2=rightbar1(extend_right1), y1=weekly_open, y2=weekly_open, color = weekly_color, width=1, xloc = xloc.bar_time)
var open_label = label.new(x=rightbar1(extend_right1), y=weekly_open, text='Weekly Open ' + str.tostring(weekly_open), style = label.style_none, textcolor = #ff0000, size = size.small, xloc = xloc.bar_time)
line.set_x1(open_line, weekly_time)
line.set_x2(open_line, rightbar1(extend_right1))
line.set_y1(open_line, weekly_open)
line.set_y2(open_line, weekly_open)
label.set_x(open_label, rightbar1(extend_right1))
label.set_y(open_label, weekly_open)
//MonthlyOpen
monthly_time = request.security(syminfo.tickerid, 'M', time, lookahead=barmerge.lookahead_on)
monthly_open = request.security(syminfo.tickerid, 'M', open, lookahead=barmerge.lookahead_on)
monthly_close = request.security(syminfo.tickerid, 'M', close, lookahead=barmerge.lookahead_on)
var monthlyopen = input(defval=true, title='Monthly Open')
var extend_right2 = 20
var showmonthly_open = monthlyopen and timeframe.isintraday and timeframe.multiplier <= 60
MOcolor = close >= monthly_open
monthly_color = MOcolor ? color.rgb(0, 0, 0, 53) : color.rgb(0, 0, 0, 53)
rightbar2(bars) =>
time_close + (time - time[1]) * bars
if barstate.islast
if showmonthly_open and MOcolor and not barstate.isconfirmed and barstate.isrealtime
var open_line = line.new(x1=monthly_time, x2=rightbar2(extend_right2), y1=monthly_open, y2=monthly_open, color = monthly_color, width=1, xloc = xloc.bar_time)
var open_label = label.new(x=rightbar2(extend_right2), y=monthly_open, text='Monthly Open ' + str.tostring(monthly_open), style = label.style_none, textcolor = #ff0000, size = size.small, xloc = xloc.bar_time)
line.set_x1(open_line, monthly_time)
line.set_x2(open_line, rightbar2(extend_right2))
line.set_y1(open_line, monthly_open)
line.set_y2(open_line, monthly_open)
label.set_x(open_label, rightbar2(extend_right2))
label.set_y(open_label, monthly_open)
if showmonthly_open and not MOcolor and not barstate.isconfirmed and barstate.isrealtime
var open_line = line.new(x1=monthly_time, x2=rightbar2(extend_right2), y1=monthly_open, y2=monthly_open, color = monthly_color, width=1, xloc = xloc.bar_time)
var open_label = label.new(x=rightbar2(extend_right2), y=monthly_open, text='Monthly Open ' + str.tostring(monthly_open), style = label.style_none, textcolor = #ff0000, size = size.small, xloc = xloc.bar_time)
line.set_x1(open_line, monthly_time)
line.set_x2(open_line, rightbar2(extend_right2))
line.set_y1(open_line, monthly_open)
line.set_y2(open_line, monthly_open)
label.set_x(open_label, rightbar2(extend_right2))
label.set_y(open_label, monthly_open)
//PDH&PDL
disp_dp = input(true, title='PDH/PDL')
firstbar(resolution) =>
ch = 0
if resolution == 'Y'
t = year(time('D'))
ch := ta.change(t) != 0 ? 1 : 0
ch
else
t = time(resolution)
ch := ta.change(t) != 0 ? 1 : 0
ch
ch
pp_res = 'D'
bars_sinse = 0
bars_sinse := firstbar(pp_res) ? 0 : bars_sinse[1] + 1
phigh_d = request.security(syminfo.tickerid, 'D', high[1], barmerge.gaps_off, barmerge.lookahead_on)
plow_d = request.security(syminfo.tickerid, 'D', low[1], barmerge.gaps_off, barmerge.lookahead_on)
y_th = line.new(bar_index[math.min(bars_sinse, 300)], disp_dp ? phigh_d : na, bar_index, disp_dp ? phigh_d : na, color=color.rgb(0, 0, 0, 56), style=line.style_solid, width=1, extend=extend.none)
y_tl = line.new(bar_index[math.min(bars_sinse, 300)], disp_dp ? plow_d : na, bar_index, disp_dp ? plow_d : na, color=color.rgb(0, 0, 0, 60), style=line.style_solid, width=1, extend=extend.none)
line.delete(y_th[1])
line.delete(y_tl[1])
label_yh = label.new(bar_index, disp_dp ? phigh_d : na, text='PDH', textcolor = color.rgb(0, 0, 0, 52), style=label.style_none)
label_yl = label.new(bar_index, disp_dp ? plow_d : na, text='PDL', textcolor = #00000063,style=label.style_none)
label.delete(label_yh[1])
label.delete(label_yl[1])
// -------------------- INPUTS --------------------
var GRP0 = "=============== Часовой пояс ==============="
hoursOffsetInput = input.string(title='Часовой пояс NY', defval='-4', options=['-4'], group=GRP0)
newDayHr = input.int(17, title='Начало дня по NY 17 не менять!', minval=0, maxval=23, group=GRP0)
// --- CONSTANTS ---
TIMEZONE = "GMT"+hoursOffsetInput
ISNEWDAY = dayofweek != dayofweek[1]
TRANSPARENT = color.new(color.white, 100)
exchangeOffset = hour(timenow, TIMEZONE) - hour(timenow, syminfo.timezone)
HOUR = hour + exchangeOffset <= 23 ? hour + exchangeOffset : (hour + exchangeOffset) - 24
// --- CONSTANTS ---
var grp1 = '-------------------- Сессии - выставить время по NY --------------'
session1Text = input.string('London Open', title='', inline='1', group=grp1)
session1Time = input.session(title='', defval='0400-0700', inline='1', group=grp1)
session1Color = input.color(color.new(color.blue, 0), title='', inline='1', group=grp1)
session1Show = input.bool(true, title='', inline='1', group=grp1)
session2Text = input.string('NY Open', title='', inline='2', group=grp1)
session2Time = input.session(title='', defval='0900-1100', inline='2', group=grp1)
session2Color = input.color(color.new(color.red, 0), title='', inline='2', group=grp1)
session2Show = input.bool(true, title='', inline='2', group=grp1)
session3Text = input.string('London Close', title='', inline='3', group=grp1)
session3Time = input.session(title='', defval='1100-1300', inline='3', group=grp1)
session3Color = input.color(color.new(color.lime, 0), title='', inline='3', group=grp1)
session3Show = input.bool(true, title='', inline='3', group=grp1)
session4Text = input.string('Tokyo', title='', inline='4', group=grp1)
session4Time = input.session(title='', defval='1900-0300', inline='4', group=grp1)
session4Color = input.color(color.new(#d89b19, 0), title='', inline='4', group=grp1)
session4Show = input.bool(true, title='', inline='4', group=grp1)
bgType = input.string(title='Type', defval='Line', options=['Line'], inline='5', group=grp1)
linePosition = input.string(title='Lines Position', defval='Bottom', options=['Top', 'Bottom'], inline='5', group=grp1)
var grp2 = "-------------------- Табло сессий --------------------"
showTable = input.bool(true, title='Показать табло', inline='1', group=grp2)
showNextSession = input.bool(true, title='Показать следующую сессию', inline='1', group=grp2)
theme = input.string(title='Цвет темы табло', defval='Light', options=['Dark', 'Light'], inline='2', group = grp2)
position = input.string(title='Позиция табло', defval='Top Right', options=['Top Right'], inline='2', group = grp2)
alignment = input.string(title='Позиция сессий', defval='Horizontal', options=['Vertical', 'Horizontal'], inline='3', group = grp2)
noSessionText = input.string('Нет сессий', title='Нет сессий', inline='3', group=grp2)
var grp3 = "-------------------- Daily Dividers --------------------"
showDailyDividers = input(title='Show Daily Dividers ?', defval=true, inline='1', group=grp3)
showDOW = input(true, title='Show days of week', inline='1', group=grp3)
divider_text_color = input(color.blue, 'Divider and Text Color', group=grp3)
dayLabelOffset = input.int(4, title='Days label offset', minval=1, maxval=15, group=grp3)
// -------------------- INPUTS --------------------
// -------------------- FUNCTIONS --------------------
_color1 = theme == "Dark" ? color.white : color.black
vline(BarIndex, Color, LineStyle, LineWidth) =>
LineLengthMult = 10
LineLength = ta.atr(100) * 100
line.new(BarIndex, low-LineLength, BarIndex, high+LineLength, extend=extend.both, color=Color, style=LineStyle, width=LineWidth)
// return_1 = line.new(BarIndex, low - ta.tr, BarIndex, high + ta.tr, xloc.bar_index, extend=extend.both, color=Color, style=LineStyle, width=LineWidth)
// return_1
timeTillPeriodEnd(sess, _type = 1) =>
sessionEnd = array.get(str.split(sess, '-'), _type)
int endHour = math.round(str.tonumber(str.substring(sessionEnd, 0, 2)))
int endMinute = math.round(str.tonumber(str.substring(sessionEnd, 2, 4)))
tsNow = timestamp(TIMEZONE, year(time, TIMEZONE), month(time, TIMEZONE), dayofmonth(time, TIMEZONE), hour(time, TIMEZONE), minute(time, TIMEZONE))
tsEnd = timestamp(TIMEZONE, year(time, TIMEZONE), month(time, TIMEZONE), dayofmonth(time, TIMEZONE), endHour, endMinute)
timeRemaining = tsEnd - tsNow < 0 ? math.round(((tsEnd+86400000) - tsNow) / 1000) : math.round((tsEnd - tsNow) / 1000)
days = math.floor(timeRemaining / 86400)
hours = math.floor((timeRemaining % 86400) / 3600)
minutes = math.floor((timeRemaining % 3600) / 60)
seconds = timeRemaining % 60
[hours, minutes, seconds]
resolutionInMinutes() =>
resInMinutes = timeframe.multiplier * (timeframe.isseconds ? 1. / 60 : timeframe.isminutes ? 1. : timeframe.isdaily ? 60. * 24 : timeframe.isweekly ? 60. * 24 * 7 : timeframe.ismonthly ? 60. * 24 * 30.4375 : na)
int(resInMinutes)
// -------------------- FUNCTIONS --------------------
// -------------------- SESSIONS --------------------
sess1 = session1Show ? time(timeframe.period, session1Time, TIMEZONE) : na
sess2 = session2Show ? time(timeframe.period, session2Time, TIMEZONE) : na
sess3 = session3Show ? time(timeframe.period, session3Time, TIMEZONE) : na
sess4 = session4Show ? time(timeframe.period, session4Time, TIMEZONE) : na
// -------------------- SESSIONS --------------------
// -------------------- PLOT --------------------
_linPos = linePosition == 'Top' ? location.top : location.bottom
plotshape(not na(sess1) and bgType == 'Line' and timeframe.isintraday == true, title='London', style=shape.square, location=_linPos, color=session1Color, size=size.auto)
plotshape(not na(sess2) and bgType == 'Line' and timeframe.isintraday == true, title='NY', style=shape.square, location=_linPos, color=session2Color, size=size.auto)
plotshape(not na(sess3) and bgType == 'Line' and timeframe.isintraday == true, title='LC', style=shape.square, location=_linPos, color=session3Color, size=size.auto)
plotshape(not na(sess4) and bgType == 'Line' and timeframe.isintraday == true, title='Asia', style=shape.square, location=_linPos, color=session4Color, size=size.auto)
// -------------------- PLOT --------------------
// -------------------- SESSIONS LOGIC --------------------
sessions_arr = array.new_string(0)
if session1Show
array.push(sessions_arr, '1')
if session2Show
array.push(sessions_arr, '2')
if session3Show
array.push(sessions_arr, '3')
if session4Show
array.push(sessions_arr, '4')
_findSess(_i) =>
arr_size = array.size(sessions_arr) - 1
_index = array.indexof(sessions_arr, _i)
_next = _i
if _index < arr_size
_next := array.get(sessions_arr, _index + 1)
else
_next := array.get(sessions_arr, 0)
_next
_currentSess = noSessionText
_currentSessCol = _color1
var _nextSess = noSessionText
var _nextSessCol = _color1
var _ni = '0'
end_hours = 0
end_minutes = 0
end_seconds = 0
start_hours = 0
start_minutes = 0
start_seconds = 0
// Current Sessions
if(sess1)
_currentSess := session1Text
_currentSessCol := session1Color
_ni := _findSess('1')
[_h, _m, _s] = timeTillPeriodEnd(session1Time)
end_hours := _h
end_minutes := _m
end_seconds := _s
else if(sess2)
_currentSess := session2Text
_currentSessCol := session2Color
_ni := _findSess('2')
[_h, _m, _s] = timeTillPeriodEnd(session2Time)
end_hours := _h
end_minutes := _m
end_seconds := _s
else if(sess3)
_currentSess := session3Text
_currentSessCol := session3Color
_ni := _findSess('3')
[_h, _m, _s] = timeTillPeriodEnd(session3Time)
end_hours := _h
end_minutes := _m
end_seconds := _s
else if(sess4)
_currentSess := session4Text
_currentSessCol := session4Color
_ni := _findSess('4')
[_h, _m, _s] = timeTillPeriodEnd(session4Time)
end_hours := _h
end_minutes := _m
end_seconds := _s
else
_currentSess := noSessionText
_currentSessCol := _color1
end_hours := 0
end_minutes := 0
end_seconds := 0
// Next Session
if _ni == '1'
_nextSess := session1Text
_nextSessCol := session1Color
[_h, _m, _s] = timeTillPeriodEnd(session1Time, 0)
start_hours := _h
start_minutes := _m
start_seconds := _s
else if _ni == '2'
_nextSess := session2Text
_nextSessCol := session2Color
[_h, _m, _s] = timeTillPeriodEnd(session2Time, 0)
start_hours := _h
start_minutes := _m
start_seconds := _s
else if _ni == '3'
_nextSess := session3Text
_nextSessCol := session3Color
[_h, _m, _s] = timeTillPeriodEnd(session3Time, 0)
start_hours := _h
start_minutes := _m
start_seconds := _s
else if _ni == '4'
_nextSess := session4Text
_nextSessCol := session4Color
[_h, _m, _s] = timeTillPeriodEnd(session4Time, 0)
start_hours := _h
start_minutes := _m
start_seconds := _s
else
_nextSess := noSessionText
_nextSessCol := _color1
start_hours := 0
start_minutes := 0
start_seconds := 0
// -------------------- SESSIONS LOGIC --------------------
// -------------------- TABLE --------------------
_position = switch position
"Top Left" => position.top_left
"Top Right" => position.top_right
"Bottom Left" => position.bottom_left
=> position.bottom_right
end_txt = str.tostring(end_hours) + "h " + str.tostring(end_minutes) + "m"
start_txt = str.tostring(start_hours) + "h " + str.tostring(start_minutes) + "m"
var table _table = table.new(_position, columns = 2, rows = 4, border_width=3)
_vert = alignment == 'Vertical'
if showTable
table.cell(_table, column = 0, row = 0, text = _currentSess, text_color=color.new(_currentSessCol, 0), bgcolor=color.new(_currentSessCol, 90))
table.cell(_table, column = _vert ? 0 : 1, row = _vert ? 1 : 0, text = end_txt, text_color=color.new(_currentSessCol, 0))
if showNextSession
table.cell(_table, column = 0, row = 2, text = _nextSess, text_color=color.new(_nextSessCol, 0), bgcolor=color.new(_nextSessCol, 90))
table.cell(_table, column = _vert ? 0 : 1, row = _vert ? 3 : 2, text = start_txt, text_color=color.new(_nextSessCol, 0))
// -------------------- TABLE --------------------
// -------------------- DAILY DIVIDERS --------------------
tickerExchangeOffset = 5
int dayLabelStartTime = 1
_rin = resolutionInMinutes()
if syminfo.timezone == 'Etc/UTC'
dayLabelStartTime += tickerExchangeOffset
dayLabelStartTime
isStartTime = HOUR == newDayHr and HOUR[1] != newDayHr //and minute == 0
_inTimeframe = _rin <= 180 and timeframe.isintraday
isMon() => _inTimeframe ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.monday : false
isTue() => _inTimeframe ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.tuesday : false
isWed() => _inTimeframe ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.wednesday : false
isThu() => _inTimeframe ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.thursday : false
isFri() => _inTimeframe ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.friday : false
isSat() => _inTimeframe ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.saturday : false
isSun() => _inTimeframe ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.sunday : false
if isStartTime and showDailyDividers
vline(bar_index, divider_text_color, line.style_dashed, 1)
_offset = _rin <= 7 ? math.round(dayLabelOffset * 12) : _rin <= 14 ? math.round(dayLabelOffset * 6) : _rin <= 20 ? math.round(dayLabelOffset * 4) : _rin <= 30 ? math.round(dayLabelOffset * 2) : _rin <= 60 ? math.round(dayLabelOffset * 1) : math.round(dayLabelOffset * 0.2)
txtMonH = "Понедельник"
txtTueH = "Вторник"
txtWedH = "Среда"
txtThuH = "Четверг"
txtFriH = "Пятница"
txtSatH = "Суббота"
txtSunH = "Воскресенье"
// Days Label
plotshape(showDOW and isMon(), text=txtMonH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=divider_text_color, size=size.tiny, editable=false)
plotshape(showDOW and isTue(), text=txtTueH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=divider_text_color, size=size.tiny, editable=false)
plotshape(showDOW and isWed(), text=txtWedH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=divider_text_color, size=size.tiny, editable=false)
plotshape(showDOW and isThu(), text=txtThuH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=divider_text_color, size=size.tiny, editable=false)
plotshape(showDOW and isFri(), text=txtFriH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=divider_text_color, size=size.tiny, editable=false)
plotshape(showDOW and isSat(), text=txtSatH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=divider_text_color, size=size.tiny, editable=false)
plotshape(showDOW and isSun(), text=txtSunH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=divider_text_color, size=size.tiny, editable=false)
// -------------------- DAILY DIVIDERS --------------------
// Watermark ENT
/////////////////////////////////////////////////
// FONTS
/////////////////////////////////////////////////
//{
var FONT1 = array.new<string>(0)
if barstate.isfirst
array.push(FONT1, "░█████╗░,██████╗░,░█████╗░,██████╗░,███████╗,███████╗,░██████╗░,██╗░░██╗,██╗,░░░░░██╗,██╗░░██╗,██╗░░░░░,███╗░░░███╗,███╗░░██╗,░█████╗░,██████╗░,░██████╗░,██████╗░,░██████╗,████████╗,██╗░░░██╗,██╗░░░██╗,░██╗░░░░░░░██╗,██╗░░██╗,██╗░░░██╗,███████╗,░█████╗░,░░███╗░░,██████╗░,██████╗░,░░██╗██╗,███████╗,░█████╗░,███████╗,░█████╗░,░█████╗░,░░░░")
array.push(FONT1, "██╔══██╗,██╔══██╗,██╔══██╗,██╔══██╗,██╔════╝,██╔════╝,██╔════╝░,██║░░██║,██║,░░░░░██║,██║░██╔╝,██║░░░░░,████╗░████║,████╗░██║,██╔══██╗,██╔══██╗,██╔═══██╗,██╔══██╗,██╔════╝,╚══██╔══╝,██║░░░██║,██║░░░██║,░██║░░██╗░░██║,╚██╗██╔╝,╚██╗░██╔╝,╚════██║,██╔══██╗,░████║░░,╚════██╗,╚════██╗,░██╔╝██║,██╔════╝,██╔═══╝░,╚════██║,██╔══██╗,██╔══██╗,░░░░")
array.push(FONT1, "███████║,██████╦╝,██║░░╚═╝,██║░░██║,█████╗░░,█████╗░░,██║░░██╗░,███████║,██║,░░░░░██║,█████═╝░,██║░░░░░,██╔████╔██║,██╔██╗██║,██║░░██║,██████╔╝,██║██╗██║,██████╔╝,╚█████╗░,░░░██║░░░,██║░░░██║,╚██╗░██╔╝,░╚██╗████╗██╔╝,░╚███╔╝░,░╚████╔╝░,░░███╔═╝,██║░░██║,██╔██║░░,░░███╔═╝,░█████╔╝,██╔╝░██║,██████╗░,██████╗░,░░░░██╔╝,╚█████╔╝,╚██████║,░░░░")
array.push(FONT1, "██╔══██║,██╔══██╗,██║░░██╗,██║░░██║,██╔══╝░░,██╔══╝░░,██║░░╚██╗,██╔══██║,██║,██╗░░██║,██╔═██╗░,██║░░░░░,██║╚██╔╝██║,██║╚████║,██║░░██║,██╔═══╝░,╚██████╔╝,██╔══██╗,░╚═══██╗,░░░██║░░░,██║░░░██║,░╚████╔╝░,░░████╔═████║░,░██╔██╗░,░░╚██╔╝░░,██╔══╝░░,██║░░██║,╚═╝██║░░,██╔══╝░░,░╚═══██╗,███████║,╚════██╗,██╔══██╗,░░░██╔╝░,██╔══██╗,░╚═══██║,░░░░")
array.push(FONT1, "██║░░██║,██████╦╝,╚█████╔╝,██████╔╝,███████╗,██║░░░░░,╚██████╔╝,██║░░██║,██║,╚█████╔╝,██║░╚██╗,███████╗,██║░╚═╝░██║,██║░╚███║,╚█████╔╝,██║░░░░░,░╚═██╔═╝░,██║░░██║,██████╔╝,░░░██║░░░,╚██████╔╝,░░╚██╔╝░░,░░╚██╔╝░╚██╔╝░,██╔╝╚██╗,░░░██║░░░,███████╗,╚█████╔╝,███████╗,███████╗,██████╔╝,╚════██║,██████╔╝,╚█████╔╝,░░██╔╝░░,╚█████╔╝,░█████╔╝,░░░░")
array.push(FONT1, "╚═╝░░╚═╝,╚═════╝░,░╚════╝░,╚═════╝░,╚══════╝,╚═╝░░░░░,░╚═════╝░,╚═╝░░╚═╝,╚═╝,░╚════╝░,╚═╝░░╚═╝,╚══════╝,╚═╝░░░░░╚═╝,╚═╝░░╚══╝,░╚════╝░,╚═╝░░░░░,░░░╚═╝░░░,╚═╝░░╚═╝,╚═════╝░,░░░╚═╝░░░,░╚═════╝░,░░░╚═╝░░░,░░░╚═╝░░░╚═╝░░,╚═╝░░╚═╝,░░░╚═╝░░░,╚══════╝,░╚════╝░,╚══════╝,╚══════╝,╚═════╝░,░░░░░╚═╝,╚═════╝░,░╚════╝░,░░╚═╝░░░,░╚════╝░,░╚════╝░,░░░░")
var FONT_REF = array.from("A","B","C","D","E","F","G","H","I","J","K","L","M","N","O","P","Q","R","S","T","U","V","W","X","Y","Z","0","1","2","3","4","5","6","7","8","9"," ")
//}
/////////////////////////////////////////////////
// SETTINGS
/////////////////////////////////////////////////
//{
var watermarkent = input(defval=true, title='Watermark')
WATERMARK_TEXT = input.string("ENT", "Text")
WATERMARK_STYLE = input.string("Type1", "Style", options=["Type1"])
WATERMARK_COLOR = input.color(color.new(color.gray,85), "Color")
WATERMARK_SIZE_OPT = input.string("Normal", "Size", options=["Large","Normal"])
WATERMARK_POS_OPT = input.string("Middle-Center", "Position", options=["Middle-Center"])
WATERMARK_REP_ROW = input.int(1, "Количество: Vertical ", inline="repetition")
WATERMARK_REP_COL = input.int(1, "Horizontal ", inline="repetition")
WATERMARK_SIZE = switch WATERMARK_SIZE_OPT
"Large" => size.large
"Normal" => size.normal
WATERMARK_POS = switch WATERMARK_POS_OPT
"Middle-Center" => position.middle_center
FONT = switch WATERMARK_STYLE
"Type1" => FONT1
//}
/////////////////////////////////////////////////
// MAIN
/////////////////////////////////////////////////
var watermark_table = table.new(WATERMARK_POS, WATERMARK_REP_COL, WATERMARK_REP_ROW, na, na)
gen_watermark(message) =>
msg = str.split(str.upper(message), "")
idx_list = array.new<int>(0)
for ii=0 to array.size(msg)-1
for jj=0 to array.size(FONT_REF)-1
if array.get(msg, ii) == array.get(FONT_REF, jj)
array.push(idx_list, jj)
break
watermark_width = 0
watermark_msg = ""
for ii=0 to array.size(FONT)-1
watermark_msg := watermark_msg
font_line = str.split(array.get(FONT,ii), ",")
for jj=0 to array.size(idx_list)-1
idx = array.get(idx_list, jj)
watermark_msg := watermark_msg + array.get(font_line, idx)
watermark_width := ( ii == 0 )? watermark_width + str.length(array.get(font_line, idx)) : watermark_width
watermark_msg := watermark_msg + "\n"
for mm=0 to WATERMARK_REP_COL-1
for nn=0 to WATERMARK_REP_ROW-1
table.cell(watermark_table, mm, nn, watermark_msg, text_color=WATERMARK_COLOR, text_halign=text.align_left, text_size=WATERMARK_SIZE)
if barstate.islastconfirmedhistory and watermarkent == true
gen_watermark(WATERMARK_TEXT)
|
Support Bands indicator | https://www.tradingview.com/script/sUnZhmup-Support-Bands-indicator/ | RCBInvestments | https://www.tradingview.com/u/RCBInvestments/ | 27 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © RCBInvestments
//@version=5
indicator("Support Bands",overlay=true)
ema8= ta.ema(close,8)
sma10= ta.sma(close,10)
ema8_c=plot (ema8, "EMA8",color=color.rgb(89, 238, 109))
sma10_c=plot (sma10, "SMA 10",color=color.rgb(91, 158, 221))
MA8Index= ema8
MA10Index=sma10
plotshape(ta.crossover(MA8Index,MA10Index), style=shape.arrowup, color=color.green)
plotshape(ta.crossover(MA10Index,MA8Index), style=shape.arrowdown, color=color.rgb(190, 10, 10))
fill(ema8_c,sma10_c, title="Support Band 1",color = ema8 > sma10? color.new(color.green,50): ema8 < sma10 ? color.new(color.red,50):na)
ema21= ta.ema(close,21)
sma30= ta.sma(close,30)
ema21_c=plot(ema21,"EMA 21",color=color.orange)
sma30_c=plot(sma30,"SMA 30",color=color.rgb(70, 61, 61))
MA21Index= ema21
MA30Index=sma30
plotshape(ta.crossover(MA21Index,MA30Index), style=shape.arrowup, color=color.rgb(107, 188, 241))
plotshape(ta.crossover(MA30Index,MA21Index), style=shape.arrowdown, color=color.rgb(250, 169, 76))
fill(ema21_c,sma30_c, title="Support Band 2", color = ema21 > sma30? color.new(color.green,50): ema21 < sma30 ? color.new(color.red,50):na)
a=ta.sma(close,5)
j=ta.sma(close,195)
c=ta.sma(close,130)
h=ta.sma(close,65)
i=ta.sma(close,30)
b=ta.sma(close,40)
src1 = input(close, "SMA Source")
len1 = input(50, "SMA")
out1 =ta.sma(src1, len1)
plot(out1, title="SMA 50", color=close >= out1 ? color.rgb(31, 167, 14, 42) : color.rgb(155, 32, 32))
d=ta.sma(close,100)
e=ta.sma(close,150)
f=ta.sma(close,200)
g=ta.sma(close,300)
plot(a, "B Shannon 5 SMA",color=color.rgb(212, 141, 208))
plot(j,"10 Min 5 SMA", color= color.rgb(212, 141, 208))
plot(c,"15 Min 5 SMA", color= color.rgb(212, 141, 208))
plot(h,"30 Min 5 SMA", color= color.rgb(212, 141, 208))
plot(i,"65 Min 5 SMA", color= color.rgb(212, 141, 208))
plot(b, "SMA 40", color=color.rgb(97,97,97))
plot(d,"SMA 100",color=color.rgb(252, 251, 251))
plot(e, "SMA 150",color=color.rgb(243, 33, 233))
plot(f,"SMA 200",color=color.yellow)
plot(g,"SMA 300",color=color.rgb (112,2,2))
|
Pivot Points | https://www.tradingview.com/script/7Pe5Jf5I-Pivot-Points/ | bandelier | https://www.tradingview.com/u/bandelier/ | 118 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © bandelier
//@version=5
indicator("Pivot Points", overlay = true)
prevClose = request.security(syminfo.tickerid, "D", close[1], gaps = barmerge.gaps_off, lookahead = barmerge.lookahead_on)
prevHigh = request.security(syminfo.tickerid, "D", high[1], gaps = barmerge.gaps_off, lookahead = barmerge.lookahead_on)
prevLow = request.security(syminfo.tickerid, "D", low[1], gaps = barmerge.gaps_off, lookahead = barmerge.lookahead_on)
pivot = (prevClose + prevHigh + prevLow) / 3
R1 = (pivot * 2) - prevLow
R2 = pivot + (prevHigh - prevLow)
R3 = prevHigh + (2*(pivot - prevLow))
S1 = (pivot * 2) - prevHigh
S2 = pivot - (prevHigh - prevLow)
S3 = prevLow - (2*(prevHigh - pivot))
plot(pivot, color = color.white)
plot(R1, color = color.red)
plot(R2, color = color.red)
plot(R3, color = color.red)
plot(S1, color = color.green)
plot(S2, color = color.green)
plot(S3, color = color.green)
PivotLabel = label.new(bar_index, pivot, text = "P", color = color.white)
R1Label = label.new(bar_index, R1, text = "R1", color = color.red)
R2Label = label.new(bar_index, R2, text = "R2", color = color.red)
R3Label = label.new(bar_index, R3, text = "R3", color = color.red)
S1Label = label.new(bar_index, S1, text = "S1", color = color.green)
S2Label =label.new(bar_index, S2, text = "S2", color = color.green)
S3Label = label.new(bar_index, S3, text = "S3", color = color.green)
label.delete(PivotLabel[1])
label.delete(R1Label[1])
label.delete(R2Label[1])
label.delete(R3Label[1])
label.delete(S1Label[1])
label.delete(S2Label[1])
label.delete(S3Label[1]) |
Yield Curve (1-10yr) | https://www.tradingview.com/script/7J1QerZA-Yield-Curve-1-10yr/ | capriole_charles | https://www.tradingview.com/u/capriole_charles/ | 119 | study | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © charles edwards
//@version=4
study("Yield Curve (1-10yr)", overlay=false)
OneYear = security("DGS1", "D", close)
TenYear = security("DGS10", "D", close)
YC = (TenYear - OneYear)
curveO = plot(YC)
lineO = plot(0, color=color.gray)
fill(plot1=curveO, plot2=lineO, color= YC<0 ? color.new(color.red,70): na, title="Inverted")
// Sourcing
var table_source = table(na)
table_source := table.new(position=position.bottom_left, columns=1, rows=1, bgcolor=color.white, border_width=1)
table.cell(table_source, 0, 0, text="Source: Capriole Investments Limited", bgcolor=color.white, text_color=color.black, width=20, height=7, text_size=size.normal, text_halign=text.align_left) |
PDs - MID ADVANCE RANGE | https://www.tradingview.com/script/2Gjgtw1w-PDs-MID-ADVANCE-RANGE/ | tejedawx | https://www.tradingview.com/u/tejedawx/ | 6 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © tejedawx
//@version=5
//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//
indicator('PDs - MID ADVANCE RANGE', overlay=true, timeframe="")
//len = input.int(2, minval=2, title='Length')
//SMlen = input.int(10, minval=2, title='HMA Smoothing')
//MULT = input.int(2, minval=1, title="Multiplier")
col_grow_above = input(#26A69A, "Above Grow", group="Histogram", inline="Above")
col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// I have consolidated some of this code from a prior example
o = open
c = close
h = high
l = low
//so = ta.hma(o, SMlen)
//sc = ta.hma(c, SMlen)
//sh = ta.hma(h, SMlen)
//sl = ta.hma(l, SMlen)
//Initial Price Average Data
//ohlcFour = ta.hma(ohlc4, len)
//ohlcFourSMT = ta.ema(ohlcFour, 4)
//Close Data
//Close = ta.hma(close, len)
//CloseSMT = ta.hma(Close, 3)
//MID OPEN-CLOSE
OC = (o+c)/2
//FIRST AVERAGES
UA_ONE= if o < c //VERDE
(h+c)/2
else
(h+o)/2
LA_ONE = if o > c // ROJA
(l+c)/2
else
(l+o)/2
MID = (UA_ONE+LA_ONE)/2
EMA1 = ta.ema(UA_ONE, 1)
EMA2 = ta.ema(LA_ONE, 1)
//SECOND AVERAGES
UA_TWO = (OC+UA_ONE)/2
LA_TWO = (OC+LA_ONE)/2
EMA10 = ta.ema(UA_TWO, 1)
EMA20 = ta.ema(LA_TWO, 1)
MID2 = (UA_TWO+LA_TWO)/2
MID3 = (MID2+MID2[1])/2
//RANGE
//UPA = UPPER_AVE+((MID-LOWER_AVE)*MULT)
//LWA = LOWER_AVE-((UPPER_AVE-MID)*MULT)
DIFF = EMA1-EMA2 //ta.ema(((EMA1) - (EMA2)), 1)
DIFF2 = MID3-MID3[1]
LRANGE = if MID3 > MID3[1]
MID3-(MID3 - ((l+l[1]+l[2])/3))
else
MID3-(MID3-l)
URANGE = if MID3 < MID3[1]
MID3+(((h+h[1]+h[2])/3)- MID3)
else
MID3+(h-MID3)
//MIDAVE = (ta.ema(MID, SMlen) + ohlcFourSMT)/2
//DIFFMIDAVE= ta.ema(MIDAVE - (ta.ema(MID, SMlen)), 2)
//colorBody = sc > so[1] ? color.lime : color.red
//plotcandle(so, sh, sl, sc, color=colorBody, title='Hull Candles')
//plot(ohlcFourSMT, color=color.new(color.black, 0))
//plot(EMA1, color=color.blue)
//plot(EMA2, color=color.maroon)
//plot(EMA10, color=color.green)
//plot(EMA20, color=color.lime)
//plot(MID, color=color.yellow)
plot(MID3, color=color.black)
plot(LRANGE, color=color.blue)
plot(URANGE, color=color.purple) //
//plot(RES, color=color.blue)
//plot(LWA, color=color.maroon)
//plot(ta.ema(EMA0, 3), color=color.blue)
//plot(ta.ema(EMA01, 3), color=color.purple)
//plot(DIFF, title="Power+ Histogram", style=plot.style_columns, color=(DIFF>=0 ? (DIFF[1] < DIFF ? col_grow_above : col_fall_above) : (DIFF[1] < DIFF ? col_grow_below : col_fall_below)))
//plot(SDIFF, color=color.black)
//plot(ta.hma(DIFF, 10))
//plot(DIFF, color=color.green)
//plot(DIFF2, color=color.purple)
//plot(LAST, color=color.black)
//plot(DIFFMIDAVE, color=color.blue)
//plot(c, color=color.blue)
//plot(so, color=color.new(color.blue, 0))
//plot(sc, color=color.new(color.purple, 0))
//plot(sh, color=color.new(color.red, 0))
//plot(sl, color=color.new(color.lime, 0))
|
PDs - MID ADVANCE DIRECTION | https://www.tradingview.com/script/ZlOGkJr8-PDs-MID-ADVANCE-DIRECTION/ | tejedawx | https://www.tradingview.com/u/tejedawx/ | 6 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © tejedawx
//@version=5
//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//
indicator('PDs - MID ADVANCE DIRECTION', overlay=true, timeframe="")
//len = input.int(2, minval=2, title='Length')
//SMlen = input.int(10, minval=2, title='HMA Smoothing')
//MULT = input.int(2, minval=1, title="Multiplier")
col_grow_above = input(#26A69A, "Above Grow", group="Histogram", inline="Above")
col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// I have consolidated some of this code from a prior example
o = open
c = close
h = high
l = low
//so = ta.hma(o, SMlen)
//sc = ta.hma(c, SMlen)
//sh = ta.hma(h, SMlen)
//sl = ta.hma(l, SMlen)
//Initial Price Average Data
//ohlcFour = ta.hma(ohlc4, len)
//ohlcFourSMT = ta.ema(ohlcFour, 4)
//Close Data
//Close = ta.hma(close, len)
//CloseSMT = ta.hma(Close, 3)
//MID OPEN-CLOSE
OC = (o+c)/2
//FIRST AVERAGES
UA_ONE= if o < c //VERDE
(h+c)/2
else
(h+o)/2
LA_ONE = if o > c // ROJA
(l+c)/2
else
(l+o)/2
MID = (UA_ONE+LA_ONE)/2
EMA1 = ta.ema(UA_ONE, 1)
EMA2 = ta.ema(LA_ONE, 1)
//SECOND AVERAGES
UA_TWO = (OC+UA_ONE)/2
LA_TWO = (OC+LA_ONE)/2
EMA10 = ta.ema(UA_TWO, 1)
EMA20 = ta.ema(LA_TWO, 1)
MID2 = (UA_TWO+LA_TWO)/2
MID3 = (MID2+MID2[1])/2
//RANGE
//UPA = UPPER_AVE+((MID-LOWER_AVE)*MULT)
//LWA = LOWER_AVE-((UPPER_AVE-MID)*MULT)
DIFF = EMA1-EMA2 //ta.ema(((EMA1) - (EMA2)), 1)
DIFF2 = MID3-MID3[1]
LRANGE = if MID3 > MID3[1]
MID3-(MID3 - ((l+l[1]+l[2])/3))
else
MID3-(MID3-l)
URANGE = if MID3 < MID3[1]
MID3+(((h+h[1]+h[2])/3)- MID3)
else
MID3+(h-MID3)
//MIDAVE = (ta.ema(MID, SMlen) + ohlcFourSMT)/2
//DIFFMIDAVE= ta.ema(MIDAVE - (ta.ema(MID, SMlen)), 2)
//colorBody = sc > so[1] ? color.lime : color.red
//plotcandle(so, sh, sl, sc, color=colorBody, title='Hull Candles')
//plot(ohlcFourSMT, color=color.new(color.black, 0))
//plot(EMA1, color=color.blue)
//plot(EMA2, color=color.maroon)
//plot(EMA10, color=color.green)
//plot(EMA20, color=color.lime)
//plot(MID, color=color.yellow)
plot(MID3, color=color.black)
//plot(LRANGE, color=color.blue)
//plot(URANGE, color=color.purple)
//plot(UPA, color=color.blue)
//plot(LWA, color=color.maroon)
//plot(ta.ema(EMA0, 3), color=color.blue)
//plot(ta.ema(EMA01, 3), color=color.purple)
//plot(DIFF, title="Power+ Histogram", style=plot.style_columns, color=(DIFF>=0 ? (DIFF[1] < DIFF ? col_grow_above : col_fall_above) : (DIFF[1] < DIFF ? col_grow_below : col_fall_below)))
//plot(SDIFF, color=color.black)
//plot(ta.hma(DIFF, 10))
//plot(DIFF, color=color.green)
//plot(DIFF2, color=color.purple)
//plot(LAST, color=color.black)
//plot(DIFFMIDAVE, color=color.blue)
//plot(c, color=color.blue)
//plot(so, color=color.new(color.blue, 0))
//plot(sc, color=color.new(color.purple, 0))
//plot(sh, color=color.new(color.red, 0))
//plot(sl, color=color.new(color.lime, 0))
|
PADR | https://www.tradingview.com/script/w2yd0JvH-PADR/ | Andrew_Yong | https://www.tradingview.com/u/Andrew_Yong/ | 0 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Andrew_Yong
//@version=5
indicator("PADR", overlay=true)
lengthInput = input.int(14, title="Length")
smaHigh = ta.sma(high, lengthInput)
smaLow = ta.sma(low, lengthInput)
i_res = input.timeframe('D', "Resolution")
s = request.security("FCPO1!", i_res, smaHigh - smaLow)
plot(s ? s : na, style=plot.style_line, linewidth=2, color=color.rgb(0, 255, 0)) |
Relative Bi-Directional Volatility Range | https://www.tradingview.com/script/86VHetM6/ | metka183 | https://www.tradingview.com/u/metka183/ | 66 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © metka183
//@version=5
indicator(title="Relative Bi-Directional Volatility Range", shorttitle="RBVR2.1", overlay=false, max_bars_back=3000, timeframe="", timeframe_gaps=false)
//Input ----------------------------------
category = "Moving Average Control"
ma_type = input.string("Relative", title="Type", options=["Median", "Simple", "Relative", "Exponential", "Weighted", "Volume Weighted", "Hull 2xL Weighted"], group=category)
ma_len = input.int(8, "Length", minval=1, group=category)
ma_lohi = input.bool(false, "Activate Moving Averages for Volatility Lows and Highs", group=category)
category2 = "Trend Signal Separation"
ma_pow = input.float(0, "Power", minval=0, step=0.5, group=category2, tooltip="This factor potentiates the separation of strong and weak signals. Background color will become brighter for weaker signals. A too high factor can wipe out the weaker signals and therefore make trend indication maybe useless.")
[curO, curC, curH, curL] = request.security(syminfo.tickerid, timeframe.period, [open, close, high, low])
curG = not na(curC[1]) ? curO-curC[1] : 0.
//----------------------------------------
//Volatility -----------------------------
volaC = 0., volaL = 0., volaH = 0., divisor = 1., nrg = 1.
if bar_index > 0
divisor := math.abs(curC[1]) > 0 ? math.abs(curC[1]) : 0.00000001
volaC := (curC-curC[1])/divisor
nrg := ma_pow > 0 ? math.pow(1-1/(1+volaC*volaC), ma_pow) : 1.
if volaC > 0
volaL := (curL-curG-curH[1])/divisor
volaH := (curH-curL[1])/divisor
else
volaL := (curL-curH[1])/divisor
volaH := (curH-curG-curL[1])/divisor
volaC := volaC > 0 ? 1-1/(1+volaC) : 1/(1-volaC)-1
volaL := volaL > 0 ? 1-1/(1+volaL) : 1/(1-volaL)-1
volaH := volaH > 0 ? 1-1/(1+volaH) : 1/(1-volaH)-1
volaC *= 100, volaL *= 100, volaH *= 100
//----------------------------------------
//Moving Average -------------------------
ma = 0., ma_nrg = 0., ma_low = 0., ma_high = 0.
dL = bar_index >= ma_len ? ma_len : bar_index+1 //limitation for insufficient data history
if ma_type == "Relative" or ma_type == "Exponential"
len = ma_type == "Relative" ? 1/ma_len : 2/(ma_len+1) //does not need a limitation
ma := (1-len)*nz(ma[1]) + len*volaC
ma_nrg := (1-len)*nz(ma_nrg[1]) + len*volaC*nrg
ma_low := (1-len)*nz(ma_low[1]) + len*volaL
ma_high := (1-len)*nz(ma_high[1]) + len*volaH
else if ma_type == "Median"
ma := ta.median(volaC, dL)
ma_nrg := ta.median(volaC*nrg, dL)
ma_low := ta.median(volaL, dL)
ma_high := ta.median(volaH, dL)
else if ma_type == "Simple"
ma := ta.sma(volaC, dL)
ma_nrg := ta.sma(volaC*nrg, dL)
ma_low := ta.sma(volaL, dL)
ma_high := ta.sma(volaH, dL)
else if ma_type == "Weighted"
ma := ta.wma(volaC, dL)
ma_nrg := ta.wma(volaC*nrg, dL)
ma_low := ta.wma(volaL, dL)
ma_high := ta.wma(volaH, dL)
else if ma_type == "Volume Weighted"
ma := ta.vwma(volaC, dL)
ma_nrg := ta.vwma(volaC*nrg, dL)
ma_low := ta.vwma(volaL, dL)
ma_high := ta.vwma(volaH, dL)
else if ma_type == "Hull 2xL Weighted"
dL := bar_index >= 2*ma_len ? 2*ma_len : bar_index+1 //make Hull more comparable to Weighted Moving Average
len = math.round(math.sqrt(dL))
len2 = math.round(dL/2)
len2 := dL != 2 ? len2 : 2 //small correction to avoid overshooting
wma = ta.wma(volaC, dL), wma_nrg = ta.wma(volaC*nrg, dL)
wma_low = ta.wma(volaL, dL), wma_high = ta.wma(volaH, dL)
wma2 = 2*ta.wma(volaC, len2), wma2_nrg = 2*ta.wma(volaC*nrg, len2)
wma2_low = 2*ta.wma(volaL, len2), wma2_high = 2*ta.wma(volaH, len2)
ma := ta.wma(wma2-wma, len)
ma_nrg := ta.wma(wma2_nrg-wma_nrg, len)
ma_low := ta.wma(wma2_low-wma_low, len)
ma_high := ta.wma(wma2_high-wma_high, len)
//----------------------------------------
//Status and Color -----------------------
var ma_status = 0
var ma_color = color.gray
var ma_color_up = color.purple
var ma_color_down = color.yellow
var fill_color_up = color.rgb(76, 175, 79, 100)
var fill_color_down = color.rgb(255, 82, 82, 100)
var volaH_color = color.rgb(50, 115, 50, 40)
var volaL_color = color.rgb(175, 50, 50, 40)
ma_sum = 0.
if not na(ma[1])
if ma_nrg < 0 and ma < 0
ma_sum -= 1
else if ma_nrg > 0 and ma < 0
ma_sum -= 0.5
else if ma_nrg > 0 and ma > 0
ma_sum += 1
else if ma_nrg < 0 and ma > 0
ma_sum += 0.5
if ma_status >= 0 and ma_sum < -0.5
ma_status := -1
else if ma_status <= 0 and ma_sum > 0.5
ma_status := 1
if ma_sum <= -1
ma_color := ma_color_down
fill_color_up := color.rgb(76, 175, 79, 100)
fill_color_down := color.rgb(255, 82, 82, 65)
volaH_color := color.rgb(50, 115, 50, 40)
volaL_color := color.rgb(175, 50, 50, 0)
else if ma_sum < 0
ma_color := ma_color_down
fill_color_up := color.rgb(76, 175, 79, 100)
fill_color_down := color.rgb(255, 82, 82, 85)
volaH_color := color.rgb(50, 115, 50, 40)
volaL_color := color.rgb(175, 50, 50, 40)
else if ma_sum >= 1
ma_color := ma_color_up
fill_color_up := color.rgb(76, 175, 79, 65)
fill_color_down := color.rgb(255, 82, 82, 100)
volaH_color := color.rgb(50, 115, 50, 0)
volaL_color := color.rgb(175, 50, 50, 40)
else if ma_sum > 0
ma_color := ma_color_up
fill_color_up := color.rgb(76, 175, 79, 85)
fill_color_down := color.rgb(255, 82, 82, 100)
volaH_color := color.rgb(50, 115, 50, 40)
volaL_color := color.rgb(175, 50, 50, 40)
else
ma_color := color.gray
if ma_status > 0
fill_color_up := color.rgb(120, 123, 134, 85)
fill_color_down := color.rgb(255, 82, 82, 100)
else if ma_status < 0
fill_color_up := color.rgb(76, 175, 79, 100)
fill_color_down := color.rgb(120, 123, 134, 85)
else
fill_color_up := color.rgb(76, 175, 79, 100)
fill_color_down := color.rgb(255, 82, 82, 100)
volaH_color := color.rgb(50, 115, 50, 40)
volaL_color := color.rgb(175, 50, 50, 40)
var volaC_color = color.gray
if volaC > 0
volaC_color := ma_status > 0 ? color.rgb(76, 175, 79, 0) : color.rgb(76, 175, 79, 40)
else
volaC_color := ma_status < 0 ? color.rgb(255, 82, 82, 0) : color.rgb(255, 82, 82, 40)
//----------------------------------------
//Trend Shift Signal ---------------------
signal = 0.
if ma_status > 0 and nz(ma_status[1]) <= 0
signal := 1.0
else if ma_status < 0 and nz(ma_status[1]) >= 0
signal := -1.0
//----------------------------------------
//Output ---------------------------------
line_center = hline(0, "Center Line", color=color.new(#000000, 30), linestyle=hline.style_solid, linewidth=1)
line_max = hline(100, "Max Line", color=color.new(#000000, 30), linestyle=hline.style_solid, linewidth=1, display=display.none)
line_min = hline(-100, "Min Line", color=color.new(#000000, 30), linestyle=hline.style_solid, linewidth=1, display=display.none)
plot(volaC, "Vola", color=volaC_color, linewidth=2, style=plot.style_columns) //Volatility
plot(volaH, "Vola High", color=volaH_color, linewidth=2, display=ma_lohi ? display.none : display.all) //Volatility High
plot(volaL, "Vola Low", color=volaL_color, linewidth=2, display=ma_lohi ? display.none : display.all) //Volatility Low
plot(ma, "VMA", color=ma_color, linewidth=2) //Volatility Moving Average
plot(ma_high, "VMA Heigh", color=volaH_color, linewidth=2, display=ma_lohi ? display.all : display.none) //Volatility High Moving Average
plot(ma_low, "VMA Low", color=volaL_color, linewidth=2, display=ma_lohi ? display.all : display.none) //Volatility Low Moving Average
plot(ma_nrg, "PVMA", color=ma_color, linewidth=2, display=display.none) //Powered Volatility Moving Average
plot(signal, "TSS", color=color.new(color.black, 100), linewidth=1, display=display.none) //Trend Shift Signal
fill(line_center, line_max, color=fill_color_up, title="Background High")
fill(line_center, line_min, color=fill_color_down, title="Background Low")
//---------------------------------------- |
Donchian Channels Multitimeframe Jaime | https://www.tradingview.com/script/aiKZI8oz/ | jaimecruz3 | https://www.tradingview.com/u/jaimecruz3/ | 17 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jaimecruz3
// Create the popular Donchian Chanels in Multiframe periods
//@version=5
indicator('Donchian Channels Multitimeframe Jaime', overlay=true)
// GET TIMEFRAMES
TimeframeU = input.string(defval='Auto', title='Higher Time Frame', options=['Auto', '1', '3', '5', '10', '15', '30', '60', '120', '180', '240', '360', '480', '720', 'D', 'W', '2W', 'M', '3M', '6M', '12M'])
higher_tf = TimeframeU == 'Auto' ? timeframe.period == '1' ? '60' : timeframe.period == '2' ? '60' : timeframe.period == '3' ? '60' : timeframe.period == '5' ? '60' : timeframe.period == '10' ? '120' : timeframe.period == '15' ? '120' : timeframe.period == '30' ? 'D' : timeframe.period == '45' ? 'D' : timeframe.period == '60' ? 'D' : timeframe.period == '120' ? 'D' : timeframe.period == '180' ? 'D' : timeframe.period == '240' ? 'D' : timeframe.period == 'D' ? 'W' : timeframe.period == 'W' ? 'M' : timeframe.period : TimeframeU
actual_tf = timeframe.period
donchian_period = input.int(defval=20, minval=1, title="Donchian Periods", group="General options")
var bool_bullish_donchian_trend = false
donchian(highSource, lowSource, rangeLength)=>
top = ta.highest(highSource, rangeLength)
bottom = ta.lowest(lowSource, rangeLength)
middle = (top+bottom)/2
[middle, top, bottom]
[donchian_middle, donchian_upper, donchian_lower] = request.security(syminfo.tickerid, actual_tf, donchian(high, low, donchian_period), lookahead=barmerge.lookahead_off)
[donchian_middle_HTF, donchian_upper_HTF, donchian_lower_HTF] = request.security(syminfo.tickerid, higher_tf, donchian(high, low, donchian_period), lookahead=barmerge.lookahead_off)
plot(donchian_upper, color=color.new(color.gray, 0), editable=false)
mdonchian = plot(donchian_middle, color=color.new(color.yellow, 0), editable=false)
plot(donchian_lower, color=color.new(color.gray, 0), editable=false)
plot(donchian_upper_HTF, color=color.new(color.blue, 0), editable=false)
mdonchian_HTF = plot(donchian_middle_HTF, color=color.new(color.orange, 0), editable=false)
plot(donchian_lower_HTF, color=color.new(color.blue, 0), editable=false)
// See trend
if close >= donchian_upper[1]
bool_bullish_donchian_trend := true
if close <= donchian_lower[1]
bool_bullish_donchian_trend := false
// plotshape(bool_bullish_donchian_trend, style=shape.triangleup, location=location.abovebar, color=color.green)
// plotshape(not bool_bullish_donchian_trend, style=shape.triangledown, location=location.belowbar, color=color.red)
fill(mdonchian, mdonchian_HTF, color=color.yellow, title='Middle donchian')
|
Adaptive Fisherized Stochastic Center of Gravity | https://www.tradingview.com/script/wAwgiNjD-Adaptive-Fisherized-Stochastic-Center-of-Gravity/ | simwai | https://www.tradingview.com/u/simwai/ | 168 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © simwai
//@version=5
indicator('Adaptive Fisherized Stochastic Center of Gravity', 'AF_SCG', overlay=false)
// -- Input --
// Gradient color schemes
var string SH1 = 'Red ⮀ Green'
var string SH2 = 'Purple ⮀ Blue'
var string SH3 = 'Yellow ⮀ Dark Green'
var string SH4 = 'White ⮀ Black'
var string SH5 = 'White ⮀ Blue'
var string SH6 = 'White ⮀ Red'
var string SH7 = 'Rainbow'
string stochResolution = input.timeframe(defval='', title='Resolution', group='Stochastic/CG', inline='1')
float source = input.source(close, 'Source', group='Stochastic/CG', inline='2')
int min = input.int(5, 'Min. Period', minval=1, group='Stochastic/CG', inline='3', tooltip='Used as min length for adaptive mode')
int length = input.int(20, 'Period', minval=1, group='Stochastic/CG', inline='4', tooltip='Used as length or max length when adaptive mode is enabled')
bool isStoch = input.bool(false, 'Use Stochastic Instead Of CG', tooltip='For overbought/oversold and cross Signals', group='Stochastic/CG', inline='5')
bool isFisherized = input.bool(true, 'Enable Inverse Fisher Transform (IFT)', group='Stochastic/CG', inline='6')
string signalMode = input.string('Fast Overbought/Oversold', 'Choose Signal Mode', options=['Fast Overbought/Oversold', 'Overbought/Oversold', 'Cross', 'Stoch/CG Cross', 'None'], tooltip='Upper and lower lines are the overbought/oversold trigger lines', group='Stochastic/CG', inline='7')
var bool isGradientEnabled = input.bool(true, 'Enable Gradient', group='Gradient', inline='1')
var bool isGradientInverted = input.bool(true, 'Invert Colors', group='Gradient', inline='1')
var string gradientScheme = input.string(SH2, 'Choose Color Scheme', options = [SH1, SH2, SH3, SH4, SH5, SH6, SH7], group='Gradient', inline='2')
string adaptiveMode = input.string('Hilbert Transform', 'Choose Adaptive Mode', options=['Hilbert Transform', 'Inphase-Quadrature Transform', 'Median', 'Homodyne Discriminator', 'None'], group='Adaptiveness', inline='1')
bool isLengthPlotEnabled = input.bool(false, 'Enable Length Plot', tooltip='Interesting to see the adaptive length', group='Adaptiveness', inline='2')
string smoothingMode = input.timeframe('T3', 'Choose Smoothing Mode', options=['T3', 'Hann Window', 'None'], group='Smoothing', inline='1', tooltip='Smooths the price')
int smoothingLength = input.int(3, 'Smoothing Length', minval=2, group='Smoothing', inline='2')
float t3Hot = input.float(title='T3 Smoothing Factor', defval=0.5, minval=0.00001, maxval=1, step=0.1, group='Smoothing', inline='3', tooltip='Called hot in code')
string t3Type = input.string(title='T3 Type', defval='T3 Normal', options=['T3 Normal', 'T3 New'], group='Smoothing', inline='3')
bool isNetEnabled = input.bool(false, 'Enable NET', group='Smoothing', inline='3', tooltip='Ehlers Noise Elmimination Technique')
int netLength = input.int(9, 'NET Length', minval=2, group='Smoothing', inline='4')
// -- Global States --
[_high, _low, src] = request.security(syminfo.tickerid, stochResolution, [high[1], low[1], source[1]], barmerge.gaps_off, barmerge.lookahead_on)
bool areBuySellLabelsEnabled = signalMode != 'None'
// -- Colors --
color maximumYellowRed = color.rgb(255, 203, 98) // yellow
color rajah = color.rgb(242, 166, 84) // orange
color magicMint = color.rgb(171, 237, 198)
color lightPurple = color.rgb(193, 133, 243)
color languidLavender = color.rgb(232, 215, 255)
color maximumBluePurple = color.rgb(181, 161, 226)
color skyBlue = color.rgb(144, 226, 244)
color lightGray = color.rgb(214, 214, 214)
color quickSilver = color.rgb(163, 163, 163)
color mediumAquamarine = color.rgb(104, 223, 153)
color transpLightGray = color.new(lightGray, 50)
// -- Functions --
// Get highest val in period
getHighest(src, len) =>
H = src[len]
for i = 0 to len by 1
if src[i] > H
H := src[i]
H
H
// Get lowest val in period
getLowest(src, len) =>
L = src[len]
for i = 0 to len by 1
if src[i] < L
L := src[i]
L
L
// Get normal stochastic
stoch(src, len) => 100 * (src - getLowest(_low, len)) / (getHighest(_high, len) - getLowest(_low, len))
// Apply normalization
normalize(float _src, int _min, int _max) =>
var float _historicMin = 1.0
var float _historicMax = -1.0
_historicMin := math.min(nz(_src, _historicMin), _historicMin)
_historicMax := math.max(nz(_src, _historicMax), _historicMax)
_min + (_max - _min) * (_src - _historicMin) / math.max(_historicMax - _historicMin, 1)
// Inverse Fisher Transformation (IFT)
fisherize(float _value) => (math.exp(2 * _value) - 1) / (math.exp(2 * _value) + 1)
// Convert length to alpha
getAlpha(float _length) => 2 / (_length + 1)
// Get dominant cyber cycle – Median – Credits to @blackcat1402
getMedianDc(float Price, float alpha=0.07, simple float CycPart=0.5) =>
Smooth = 0.00
Cycle = 0.00
Q1 = 0.00
I1 = 0.00
DeltaPhase = 0.00
MedianDelta = 0.00
DC = 0.00
InstPeriod = 0.00
Period = 0.00
I2 = 0.00
Q2 = 0.00
IntPeriod = 0
Smooth := (Price + 2 * nz(Price[1]) + 2 * nz(Price[2]) + nz(Price[3])) / 6
Cycle := (1 - .5 * alpha) * (1 - .5 * alpha) * (Smooth - 2 * nz(Smooth[1]) + nz(Smooth[2])) + 2 * (1 - alpha) * nz(Cycle[1]) - (1 - alpha) * (1 - alpha) * nz(Cycle[2])
Cycle := bar_index < 7 ? (Price - 2 * nz(Price[1]) + nz(Price[2])) / 4 : Cycle
Q1 := (.0962 * Cycle + .5769 * nz(Cycle[2]) - .5769 * nz(Cycle[4]) - .0962 * nz(Cycle[6])) * (.5 + .08 * nz(InstPeriod[1]))
I1 := nz(Cycle[3])
DeltaPhase := Q1 != 0 and nz(Q1[1]) != 0 ? (I1 / Q1 - nz(I1[1]) / nz(Q1[1])) / (1 + I1 * nz(I1[1]) / (Q1 * nz(Q1[1]))) : DeltaPhase
DeltaPhase := DeltaPhase < 0.1 ? 0.1 : DeltaPhase
DeltaPhase := DeltaPhase > 1.1 ? 1.1 : DeltaPhase
MedianDelta := ta.median(DeltaPhase, 5)
DC := MedianDelta == 0.00 ? 15.00 : 6.28318 / MedianDelta + .5
InstPeriod := .33 * DC + .67 * nz(InstPeriod[1])
Period := .15 * InstPeriod + .85 * nz(Period[1])
IntPeriod := math.round(Period * CycPart) < 1 ? 1 : math.round(Period * CycPart)
IntPeriod
// Get dominant cyber cycle – Inphase-Quadrature -- Credits to @DasanC
getIQ(float src, int min, int max) =>
PI = 3.14159265359
P = src - src[7]
lenIQ = 0.0
lenC = 0.0
imult = 0.635
qmult = 0.338
inphase = 0.0
quadrature = 0.0
re = 0.0
im = 0.0
deltaIQ = 0.0
instIQ = 0.0
V = 0.0
inphase := 1.25 * (P[4] - imult * P[2]) + imult * nz(inphase[3])
quadrature := P[2] - qmult * P + qmult * nz(quadrature[2])
re := 0.2 * (inphase * inphase[1] + quadrature * quadrature[1]) + 0.8 * nz(re[1])
im := 0.2 * (inphase * quadrature[1] - inphase[1] * quadrature) + 0.8 * nz(im[1])
if re != 0.0
deltaIQ := math.atan(im / re)
deltaIQ
for i = 0 to max by 1
V += deltaIQ[i]
if V > 2 * PI and instIQ == 0.0
instIQ := i
instIQ
if instIQ == 0.0
instIQ := nz(instIQ[1])
instIQ
lenIQ := 0.25 * instIQ + 0.75 * nz(lenIQ[1], 1)
length = lenIQ < min ? min : lenIQ > max ? max : lenIQ
math.round(length)
// Get dominant cyber cycle – Hilbert Transform -- Credits to @DasanC
getHT(float src) =>
Imult = .635
Qmult = .338
PI = 3.14159
InPhase = 0.0
Quadrature = 0.0
Phase = 0.0
DeltaPhase = 0.0
InstPeriod = 0.0
Period = 0.0
Value4 = 0.0
if bar_index > 5
// Detrend src
Value3 = src - src[7]
// Compute InPhase and Quadrature components
InPhase := 1.25 * (Value3[4] - Imult * Value3[2]) + Imult * nz(InPhase[3])
Quadrature := Value3[2] - Qmult * Value3 + Qmult * nz(Quadrature[2])
// Use ArcTangent to compute the current phase
if math.abs(InPhase + InPhase[1]) > 0
Phase := 180 / PI * math.atan(math.abs((Quadrature + Quadrature[1]) / (InPhase + InPhase[1])))
Phase
// Resolve the ArcTangent ambiguity
if InPhase < 0 and Quadrature > 0
Phase := 180 - Phase
Phase
if InPhase < 0 and Quadrature < 0
Phase := 180 + Phase
Phase
if InPhase > 0 and Quadrature < 0
Phase := 360 - Phase
Phase
// Compute a differential phase, resolve phase wraparound, and limit delta phase errors
DeltaPhase := Phase[1] - Phase
if Phase[1] < 90 and Phase > 270
DeltaPhase := 360 + Phase[1] - Phase
DeltaPhase
if DeltaPhase < 1
DeltaPhase := 1
DeltaPhase
if DeltaPhase > 60
DeltaPhase := 60
DeltaPhase
// Sum DeltaPhases to reach 360 degrees. The sum is the instantaneous period.
for i = 0 to 50 by 1
Value4 += DeltaPhase[i]
if Value4 > 360 and InstPeriod == 0
InstPeriod := i
InstPeriod
// Resolve Instantaneous Period errors and smooth
if InstPeriod == 0
nz(InstPeriod[1])
Period := .25 * InstPeriod + .75 * Period[1]
math.round(Period)
// Get Dominant Cyber Cycle - Homodyne Discriminator With Hilbert Dominant Cycle – Credits to @blackcat1402
getHdDc(float Price, int min, int max, simple float CycPart = 0.5) =>
Smooth = 0.00
Detrender = 0.00
I1 = 0.00
Q1 = 0.00
jI = 0.00
jQ = 0.00
I2 = 0.00
Q2 = 0.00
Re = 0.00
Im = 0.00
Period = 0.00
SmoothPeriod = 0.00
pi = 2 * math.asin(1)
DomCycle = 0.0
// Hilbert Transform
Smooth := bar_index > 7 ? (4 * Price + 3 * nz(Price[1]) + 2 * nz(Price[2]) + nz(Price[3])) / 10 : Smooth
Detrender := bar_index > 7 ? (.0962 * Smooth + .5769 * nz(Smooth[2]) - .5769 * nz(Smooth[4]) - .0962 * nz(Smooth[6])) * (.075 * nz(Period[1]) + .54) : Detrender
// Compute InPhase and Quadrature components
Q1 := bar_index > 7 ? (.0962 * Detrender + .5769 * nz(Detrender[2]) - .5769 * nz(Detrender[4]) - .0962 * nz(Detrender[6])) * (.075 * nz(Period[1]) + .54) : Q1
I1 := bar_index > 7 ? nz(Detrender[3]) : I1
// Advance the phase of I1 and Q1 by 90 degrees
jI := (.0962 * I1 + .5769 * nz(I1[2]) - .5769 * nz(I1[4]) - .0962 * nz(I1[6])) * (.075 * nz(Period[1]) + .54)
jQ := (.0962 * Q1 + .5769 * nz(Q1[2]) - .5769 * nz(Q1[4]) - .0962 * nz(Q1[6])) * (.075 * nz(Period[1]) + .54)
// Phasor addition for 3 bar averaging
I2 := I1 - jQ
Q2 := Q1 + jI
// Smooth the I and Q components before applying the discriminator
I2 := .2 * I2 + .8 * nz(I2[1])
Q2 := .2 * Q2 + .8 * nz(Q2[1])
// Homodyne Discriminator
Re := I2 * nz(I2[1]) + Q2 * nz(Q2[1])
Im := I2 * nz(Q2[1]) - Q2 * nz(I2[1])
Re := .2 * Re + .8 * nz(Re[1])
Im := .2 * Im + .8 * nz(Im[1])
Period := Im != 0 and Re != 0 ? 2 * pi / math.atan(Im / Re) : Period
Period := Period > 1.5 * nz(Period[1]) ? 1.5 * nz(Period[1]) : Period
Period := Period < .67 * nz(Period[1]) ? .67 * nz(Period[1]) : Period
Period := Period < min ? min : Period
Period := Period > max ? max : Period
Period := .2 * Period + .8 * nz(Period[1])
SmoothPeriod := .33 * Period + .67 * nz(SmoothPeriod[1])
DomCycle := math.ceil(CycPart * SmoothPeriod) < 1 ? 1 : math.ceil(CycPart * SmoothPeriod)
// Limit dominant cycle
DomCycle := DomCycle < min ? min : DomCycle > max ? max : DomCycle
math.round(DomCycle)
// Noise Elimination Technology (NET) – Credits to @blackcat1402
doNet(float _series, simple int _netLength, int _lowerBand=-1, int _upperBand=1) =>
var netX = array.new_float(102)
var netY = array.new_float(102)
num = 0.00
denom = 0.00
net = 0.00
trigger = 0.00
for count = 1 to _netLength
array.set(netX, count, nz(_series[count - 1]))
array.set(netY, count, -count)
num := 0
for count = 2 to _netLength
for k = 1 to count - 1
num := num - math.sign(nz(array.get(netX, count)) - nz(array.get(netX, k)))
denom := 0.5 * _netLength * (_netLength - 1)
net := num / denom
trigger := 0.05 + 0.9 * nz(net[1])
trigger := normalize(trigger, _lowerBand, _upperBand)
// Hann Window Smoothing – Credits to @cheatcountry
doHannWindow(float _series, float _hannWindowLength) =>
sum = 0.0, coef = 0.0
for i = 1 to _hannWindowLength
cosine = 1 - math.cos(2 * math.pi * i / (_hannWindowLength + 1))
sum := sum + (cosine * nz(_series[i - 1]))
coef := coef + cosine
h = coef != 0 ? sum / coef : 0
var color[] colors = array.new_color(na)
// T3 - Credits to @loxx
t3(float _src, float _length, float hot=1, string clean='T3 Normal')=>
a = hot
_c1 = -a * a * a
_c2 = 3 * a * a + 3 * a * a * a
_c3 = -6 * a * a - 3 * a - 3 * a * a * a
_c4 = 1 + 3 * a + a * a * a + 3 * a * a
alpha = 0.
if (clean == 'T3 New')
alpha := 2.0 / (2.0 + (_length - 1.0) / 2.0)
else
alpha := 2.0 / (1.0 + _length)
_t30 = _src, _t31 = _src
_t32 = _src, _t33 = _src
_t34 = _src, _t35 = _src
_t30 := nz(_t30[1]) + alpha * (_src - nz(_t30[1]))
_t31 := nz(_t31[1]) + alpha * (_t30 - nz(_t31[1]))
_t32 := nz(_t32[1]) + alpha * (_t31 - nz(_t32[1]))
_t33 := nz(_t33[1]) + alpha * (_t32 - nz(_t33[1]))
_t34 := nz(_t34[1]) + alpha * (_t33 - nz(_t34[1]))
_t35 := nz(_t35[1]) + alpha * (_t34 - nz(_t35[1]))
out =
_c1 * _t35 + _c2 * _t34 +
_c3 * _t33 + _c4 * _t32
out
// Credits to @LucF, https://www.pinecoders.com/faq_and_code/#how-can-i-rescale-an-indicator-from-one-scale-to-another
// Rescales series with known min/max to the color array size.
rescale(_src, _min, _max) =>
var int _size = array.size(colors) - 1
int _colorStep = int(_size * (_src - _min)) / int(math.max(_max - _min, 10e-10))
_colorStep := _colorStep > _size ? _size : _colorStep < 0 ? 0 : _colorStep
int(_colorStep)
colGrad(_src, _min, _max) => array.get(colors, rescale(_src, _min, _max))
// -- Calculation --
// Price Smoothing
if (smoothingMode == 'Hann Window')
src := doHannWindow(src, smoothingLength)
if (smoothingMode == 'T3')
src := t3(src, smoothingLength, t3Hot, t3Type)
// Adaptiveness
float alpha = getAlpha(length)
float cyclePart = 0.5
// Cannot override input length variable
int _length = length
switch adaptiveMode
'Hilbert Transform' => _length := getHT(src)
'Inphase-Quadrature Transform' => _length := getIQ(src, min, _length)
'Median' => _length := getMedianDc(src, alpha, cyclePart),
'Homodyne Discriminator' => _length := getHdDc(src, min, _length)
if (_length < min and adaptiveMode != 'None')
_length := min
plot(isLengthPlotEnabled ? getHT(src) / 2 : na, 'HT', color=skyBlue)
plot(isLengthPlotEnabled ? getIQ(src, min, _length) / 2 : na, 'IQ', color=maximumBluePurple)
plot(isLengthPlotEnabled ? getMedianDc(src, alpha, cyclePart) / 2 : na, 'M', color=languidLavender)
plot(isLengthPlotEnabled ? getHdDc(src, min, _length) : na, 'HD', color=lightPurple)
plot(isLengthPlotEnabled ? _length : na, 'CG/Stoch Length', color=maximumYellowRed)
// CoG/CG
Num = 0.0
Denom = 0.0
CG = 0.0
MaxCG = 0.0
MinCG = 0.0
Value1 = 0.0
Value2 = 0.0
Value3 = 0.0
for i = 0 to _length - 1 by 1
Num += (1 + i) * src[i]
Denom += src[i]
if (Denom != 0)
CG := -Num / Denom + (_length + 1) / 2
MaxCG := getHighest(CG, _length)
MinCG := getLowest(CG, _length)
if (MaxCG != MinCG)
Value1 := (CG - MinCG) / (MaxCG - MinCG)
Value2 := (4 * Value1 + 3 * Value1[1] + 2 * Value1[2] + Value1[3]) / 10
Value3 := .5 * math.log((1 + 1.98 * (Value2 - .5)) / (1 - 1.98 * (Value2 - .5)))
// Stoch
int topBand = 1
int bottomBand = -1
float upperBand = 0.9
float lowerBand = -0.9
int zeroLine = 0
float _stoch = stoch(src, _length)
if (isStoch and (not isFisherized) and (signalMode != 'Stoch/CG Cross'))
topBand := 100
bottomBand := 0
upperBand := 80
lowerBand := 20
zeroLine := 50
if ((not isStoch) and (not isFisherized))
// topBand := math.round(getHighest(Value3, 20))
// bottomBand := math.round(getLowest(Value3, 20))
topBand := 3
bottomBand := -3
lowerBand := -2.5
upperBand := 2.5
zeroLine := 0
if (isNetEnabled or isFisherized)
topBand := 1
bottomBand := -1
upperBand := 0.9
lowerBand := -0.9
zeroLine := 0
// Normalization and Fisherization
if (isFisherized or (signalMode == 'Stoch/CG Cross'))
Value3 := fisherize(Value3)
_stoch := fisherize(0.1 * (_stoch - 50))
// _stoch := fisherize(normalize(_stoch, lowerBand, upperBand))
// Indicator Smoothing
if (isNetEnabled)
Value3 := doNet(Value3, smoothingLength)
_stoch := doNet(_stoch, smoothingLength)
// Gradient - Credits @e2e4mfck
// Fill the array with colors only on the first iteration of the script
if barstate.isfirst
if gradientScheme == SH1
array.push(colors, #ff0000), array.push(colors, #ff2c00), array.push(colors, #fe4200), array.push(colors, #fc5300), array.push(colors, #f96200), array.push(colors, #f57000), array.push(colors, #f07e00), array.push(colors, #ea8a00), array.push(colors, #e39600), array.push(colors, #dca100), array.push(colors, #d3ac00), array.push(colors, #c9b600), array.push(colors, #bfc000), array.push(colors, #b3ca00), array.push(colors, #a6d400), array.push(colors, #97dd00), array.push(colors, #86e600), array.push(colors, #71ee00), array.push(colors, #54f700), array.push(colors, #1eff00)
else if gradientScheme == SH2
array.push(colors, #ff00d4), array.push(colors, #f71fda), array.push(colors, #ef2ee0), array.push(colors, #e63ae5), array.push(colors, #de43ea), array.push(colors, #d44bee), array.push(colors, #cb52f2), array.push(colors, #c158f6), array.push(colors, #b75df9), array.push(colors, #ac63fb), array.push(colors, #a267fe), array.push(colors, #966bff), array.push(colors, #8b6fff), array.push(colors, #7e73ff), array.push(colors, #7276ff), array.push(colors, #6479ff), array.push(colors, #557bff), array.push(colors, #437eff), array.push(colors, #2e80ff), array.push(colors, #0082ff)
else if gradientScheme == SH3
array.push(colors, #fafa6e), array.push(colors, #e0f470), array.push(colors, #c7ed73), array.push(colors, #aee678), array.push(colors, #97dd7d), array.push(colors, #81d581), array.push(colors, #6bcc86), array.push(colors, #56c28a), array.push(colors, #42b98d), array.push(colors, #2eaf8f), array.push(colors, #18a48f), array.push(colors, #009a8f), array.push(colors, #00908d), array.push(colors, #008589), array.push(colors, #007b84), array.push(colors, #0c707d), array.push(colors, #196676), array.push(colors, #215c6d), array.push(colors, #275263), array.push(colors, #2a4858)
else if gradientScheme == SH4
array.push(colors, #ffffff), array.push(colors, #f0f0f0), array.push(colors, #e1e1e1), array.push(colors, #d2d2d2), array.push(colors, #c3c3c3), array.push(colors, #b5b5b5), array.push(colors, #a7a7a7), array.push(colors, #999999), array.push(colors, #8b8b8b), array.push(colors, #7e7e7e), array.push(colors, #707070), array.push(colors, #636363), array.push(colors, #575757), array.push(colors, #4a4a4a), array.push(colors, #3e3e3e), array.push(colors, #333333), array.push(colors, #272727), array.push(colors, #1d1d1d), array.push(colors, #121212), array.push(colors, #000000)
else if gradientScheme == SH5
array.push(colors, #ffffff), array.push(colors, #f4f5fa), array.push(colors, #e9ebf5), array.push(colors, #dee1f0), array.push(colors, #d3d7eb), array.push(colors, #c8cde6), array.push(colors, #bdc3e1), array.push(colors, #b2b9dd), array.push(colors, #a7b0d8), array.push(colors, #9ca6d3), array.push(colors, #919dce), array.push(colors, #8594c9), array.push(colors, #7a8bc4), array.push(colors, #6e82bf), array.push(colors, #6279ba), array.push(colors, #5570b5), array.push(colors, #4768b0), array.push(colors, #385fab), array.push(colors, #2557a6), array.push(colors, #004fa1)
else if gradientScheme == SH6
array.push(colors, #ffffff), array.push(colors, #fff4f1), array.push(colors, #ffe9e3), array.push(colors, #ffded6), array.push(colors, #ffd3c8), array.push(colors, #fec8bb), array.push(colors, #fdbdae), array.push(colors, #fbb2a1), array.push(colors, #f8a794), array.push(colors, #f69c87), array.push(colors, #f3917b), array.push(colors, #f0856f), array.push(colors, #ec7a62), array.push(colors, #e86e56), array.push(colors, #e4634a), array.push(colors, #df563f), array.push(colors, #db4933), array.push(colors, #d63a27), array.push(colors, #d0291b), array.push(colors, #cb0e0e)
else if gradientScheme == SH7
array.push(colors, #E50000), array.push(colors, #E6023B), array.push(colors, #E70579), array.push(colors, #E908B7), array.push(colors, #E00BEA), array.push(colors, #A70DEB), array.push(colors, #6E10ED), array.push(colors, #3613EE), array.push(colors, #162DEF), array.push(colors, #1969F1), array.push(colors, #1CA4F2), array.push(colors, #1FDFF4), array.push(colors, #22F5D2), array.push(colors, #25F69C), array.push(colors, #28F867), array.push(colors, #2CF933), array.push(colors, #5DFA2F), array.push(colors, #96FC32), array.push(colors, #CDFD35), array.push(colors, #FFF938)
// Invert colors in array
if isGradientInverted
array.reverse(colors)
// Colorize the bounded source
color stochGradient = isGradientEnabled ? colGrad(_stoch, bottomBand, topBand) : skyBlue
color stochTriggerGradient = isGradientEnabled ? colGrad(_stoch[1], bottomBand, topBand) : color.new(skyBlue, 50)
color cgGradient = isGradientEnabled ? colGrad(Value3, bottomBand, topBand) : maximumBluePurple
color cgTriggerGradient = isGradientEnabled ? colGrad(Value3[1], bottomBand, topBand) : color.new(maximumBluePurple, 50)
bool isCgPlotEnabled = (not isStoch) or (signalMode == 'Stoch/CG Cross')
bool isStochPlotEnabled = isStoch or (signalMode == 'Stoch/CG Cross')
stochPlot = plot(isStochPlotEnabled ? _stoch : na, 'Stoch', stochGradient, editable=false)
stochTriggerPlot = plot((isStochPlotEnabled and (signalMode != 'Stoch/CG Cross')) ? _stoch[1] :na, 'Stoch Trigger', stochTriggerGradient, editable=false)
cgPlot = plot(isCgPlotEnabled ? Value3 : na, 'CG', cgGradient, editable=false)
cgTriggerPlot = plot((isCgPlotEnabled and (signalMode != 'Stoch/CG Cross')) ? Value3[1] : na, 'CG Trigger', cgTriggerGradient, editable=false)
plot(zeroLine, 'Zero Line', color=transpLightGray)
plot(upperBand, 'Upper Band', color=transpLightGray)
plot(lowerBand, 'Lower Band', color=transpLightGray)
plot(topBand, 'Top Band', color=transpLightGray)
plot(bottomBand, 'Bottom Band', color=transpLightGray)
fill(stochPlot, stochTriggerPlot, color=isGradientEnabled ? stochTriggerGradient : color.new(skyBlue, 50), editable=false)
fill(cgPlot, cgTriggerPlot, color=isGradientEnabled ? cgTriggerGradient : color.new(languidLavender, 50), editable=false)
// -- Signals --
bool longSignal = false
bool shortSignal = false
if (areBuySellLabelsEnabled)
float baseLine = isStoch ? _stoch : Value3
// Check slope
int lookback = 2
float slope = (baseLine[lookback] - baseLine) / (ta.lowest(baseLine, lookback) - ta.highest(baseLine, lookback))
slope := (not slope) ? 0 : slope
if (signalMode == 'Overbought/Oversold')
longSignal := ta.crossover(baseLine, lowerBand)
shortSignal := ta.crossunder(baseLine, upperBand)
if (signalMode == 'Fast Overbought/Oversold')
// longSignal := (math.round(slope[1]) == 0) and (ta.crossover(baseLine, lowerBand) or ta.crossover(baseLine, lowerBand)[1] and math.round(slope) > 0)
// shortSignal := (math.round(slope[1]) == 0) and (ta.crossunder(baseLine, upperBand) or ta.crossover(baseLine, upperBand)[1] and math.round(slope) < 0)
longSignal := (math.round(baseLine[2], 3) == math.round(baseLine[1], 3)) and baseLine > baseLine[1] and baseLine < lowerBand
shortSignal := (math.round(baseLine[2], 3) == math.round(baseLine[1], 3)) and baseLine < baseLine[1] and baseLine > upperBand
if (signalMode == 'Stoch/CG Cross')
longSignal := ta.cross(Value3, _stoch) and _stoch < zeroLine and Value3 < zeroLine
shortSignal := ta.cross(Value3, _stoch) and _stoch > zeroLine and Value3 > zeroLine
if ((signalMode == 'Cross') and (not isStoch))
longSignal := ta.crossover(Value3, Value3[1]) and Value3 < zeroLine
shortSignal := ta.crossunder(Value3, Value3[1]) and Value3 > zeroLine
if ((signalMode == 'Cross') and isStoch)
longSignal := ta.crossover(_stoch[1], _stoch) and _stoch < zeroLine
shortSignal := ta.crossunder(_stoch[1], _stoch) and _stoch > zeroLine
plotshape(longSignal ? bottomBand - 0.5 : na, title='BUY', style=shape.triangleup, color=magicMint, size=size.tiny, location=location.absolute)
plotshape(shortSignal ? topBand + 0.5: na, title='SELL', style=shape.triangledown, color=rajah, size=size.tiny, location=location.absolute)
// -- Alerts --
alertcondition(longSignal, title='BUY', message='Adaptive Fisherized Center of Gravity -> BUY')
alertcondition(shortSignal, title='SELL', message='Adaptive Fisherized Center of Gravity -> SELL') |
1stDay_3rdFriday of Month by RM | https://www.tradingview.com/script/qt9VK6Tp-1stDay-3rdFriday-of-Month-by-RM/ | raul3429 | https://www.tradingview.com/u/raul3429/ | 14 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// by © raul3429, with thanks to @StaticNoise et all.
// This script is meant for use on a daily chart on indices like SPY to set a line in the sand for Bullish/Bearish trends
// This indicator marks the 1st and 3rd Friday of current month in the chart with: Vertical, High-Low lines
//
//@version=5
indicator('1stDay_3rdFriday of Month by RM', '1stDay_3rdFri by RM', true)
gr9 = '***** 1st Day and 3rd Friday of the Month ******'
// --------- Colors
c_orange = #f17f17 //Orange
c_green = #006400 //Green
c_green100 = #006400FF//Green 100%
c_greenLight= #388e3c //Green Light
c_red = #8B0000 //Red
c_red100 = #8B0000FF//Red 100%
c_redLight = #b71c1c //Red Light
c_white = #ffffff //White
c_grey = #808080 //Grey
c_navy = #000080 //Navy
c_yellow = #FFFF00 //Yellow
c_teal = #008080 //Teal
Clr = input.color(title='Color 1stMo', defval=c_orange, group=gr9)
Clr2 = input.color(title='Color 3rdFri', defval=c_yellow, group=gr9)
line_Style = input.string(defval = 'Dashed', title = "Line Style" , options = ['Solid', 'Dotted', 'Dashed'])
Lst = line_Style == 'Solid' ? line.style_solid : line_Style == 'Dashed' ?
line.style_dashed : line_Style == 'Dotted' ? line.style_dotted : line.style_solid
LB = input.bool(title='Show Date', defval=true, group=gr9)
days_in_month = 30 + month % 2
if month == 2
leap_day = year % 4 == 0 ? 1 : 0
days_in_month := 28 + leap_day
days_in_month
bar_date_ts = timestamp(year(time),month(time),dayofmonth(time),0,0,0)
is_new_date = ta.change(bar_date_ts)
is_newbar(timeframe.period) => ta.change(time(timeframe.period)) != 0
high_rangeL = ta.valuewhen(is_newbar('D'),high,0)
low_rangeL = ta.valuewhen(is_newbar('D'),low,0)
if (is_new_date) and dayofmonth == 1
thisMonth = month (time)
isMon = dayofweek == dayofweek.monday
isFri = dayofweek == dayofweek.friday
isSat = dayofweek == dayofweek.saturday
isSun = dayofweek == dayofweek.sunday
isWeekend = isSun or isSat ? true:false
isWeekDay = not isWeekend
w1 = isFri and dayofmonth(time) >= 1 and dayofmonth(time) <= 7 ? true : false
w2 = isFri and dayofmonth(time) > 7 and dayofmonth(time) <= 14 ? true : false
w3 = isFri and dayofmonth(time) > 14 and dayofmonth(time) <= 21 ? true : false
w4 = isFri and dayofmonth(time) > 21 and dayofmonth(time) <= 28 ? true : false
w5 = isFri and dayofmonth(time) > 28 and dayofmonth(time) <= days_in_month ? true : false
//firstOfMonth = firstOfMonthWeekday ? true : firstOfMonthSat and dayofmonth == 3 ? true : firstOfMonthSun and dayofmonth == 2 ? true : false
//firstOfMonth = (is_new_date) and dayofmonth(time) == 1 and not isWeekend ? true : dayofmonth(time) == 2 and dayofweek.monday ? true : dayofmonth(time) == 3 and dayofweek.monday ? true : false
var line l1 = na
var line l2 = na
var line l3 = na
var line l4 = na
var line V = na
var label lbl = na
bool is3rdFri = na
bool is1sMonWkDay = na
bool is1sMonSat = na
bool is1sMonSun = na
if (is_new_date)
is3rdFri := w3 ? true : na
is1sMonWkDay := dayofmonth(time) == 1 and isWeekDay ? true : na
is1sMonSat := not is1sMonWkDay and isMon and dayofmonth(time) == 2 ? true : na
is1sMonSun := not is1sMonWkDay and isMon and dayofmonth(time) == 3 ? true : na
if is3rdFri or is1sMonWkDay or is1sMonSat or is1sMonSun
line.delete(l1)
line.delete(l2)
line.delete(V)
line.delete(l3)
line.delete(l4)
V := line.new (x1=bar_index, x2=bar_index, y1=1, y2=2, extend=extend.both, color=Clr2, style=line.style_dashed, width=1)
l1 := line.new (x1=bar_index, y1=high , x2=bar_index+10, y2=high , extend=extend.right, color = Clr2, style = Lst, width=1)
l2 := line.new (x1=bar_index, y1=low , x2=bar_index+10, y2=low , extend=extend.right, color = Clr2, style = Lst, width=1)
linefill.new(l1, l2, color=color.new(c_white,90))
if LB
label.delete(lbl[1])
lbl := label.new(bar_index, low, xloc = xloc.bar_index , yloc=yloc.belowbar , text = str.format("{0, date, full}", time), color= c_yellow , size = size.normal, style = label.style_label_up)
|
Range Slicer | https://www.tradingview.com/script/EfZDkukX-Range-Slicer/ | melodicfish | https://www.tradingview.com/u/melodicfish/ | 62 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © melodicfish
//@version=5
indicator("Range Slicer",overlay = true)
p1=input.price(100.0,title="Price Level One",tooltip = "Select Price Level Point 1 on Chart ",confirm = true)
p2=input.price(50.0,title="Price Level Two",tooltip = "Select Price Level Point 2 on Chart ",confirm = true)
slices=input.int(5,title="Number of slices")
pr_col=input.color(color.teal,title="Price Range Line Color",inline = "+")
pr_lw=input.int(2,title="Price Range Line Width",inline = "+")
slice_col=input.color(color.purple,title="Slice Line Color",inline = "=")
slice_lw=input.int(1,title="Slice Line Width",inline = "=")
ext=input.string(defval = "To Right",options = ["To Right","Both"],title="Extend lines: ", inline="c")
var p1Line=line.new(1,1,1,1,color=pr_col,extend=ext=="Both"?extend.both:extend.right,width=pr_lw)
var p2Line=line.new(1,1,1,1,color=pr_col,extend=ext=="Both"?extend.both:extend.right,width = pr_lw)
var sliceLines = array.new<line>(slices)
topVal=math.max(p1,p2)
bottomVal=math.min(p1,p2)
priceRange=topVal-bottomVal
sliceSize=priceRange/slices
line.set_xy1(p1Line,bar_index,p1),line.set_xy2(p1Line,bar_index+1,p1)
line.set_xy1(p2Line,bar_index,p2),line.set_xy2(p2Line,bar_index+1,p2)
line.set_extend(p1Line,ext=="Both"?extend.both:extend.right), line.set_extend(p2Line,ext=="Both"?extend.both:extend.right)
if array.size(sliceLines)>0 and barstate.isconfirmed
for i=0 to array.size(sliceLines)-1
line.delete(array.get(sliceLines,i))
array.clear(sliceLines)
sliceLines:=array.new<line>(slices)
if barstate.isconfirmed
for i=1 to slices-1
level=(sliceSize*i)+bottomVal
line=line.new(bar_index,level,bar_index+6,level,color=slice_col,extend=ext=="Both"?extend.both:extend.right,width = slice_lw)
array.insert(sliceLines,i,line)
|
Nadaraya-Watson Envelope Alternative [CHE] Super Envelope | https://www.tradingview.com/script/TKWJDDoj/ | chervolino | https://www.tradingview.com/u/chervolino/ | 274 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © chervolino
//@version=5
indicator("Nadaraya-Watson Envelope Alternative [CHE] Super Envelope", shorttitle="Super Envelope [CHE]", overlay=true, max_bars_back=1000, max_lines_count=500, max_labels_count=500)
// ———————————————————— Constants and Inputs {
// ————— Constants
string TT_len = "Length for John Ehlers’ 2-pole Butterworth filter “Super Smoother”"
string TT_mult = "Multiplier for the bands"
string TT_showMiddle = "On and off center line"
string TT_showdisclaimer = "Uncheck to hide the disclaimer"
string GRP2 = '═══════════ Settings ═══════════'
// ————— Inputs
int len = input(50, "smoothing length" , tooltip = TT_len , group = GRP2)
float mult = input(5.0,"Adjustable multiplier", tooltip = TT_mult , group = GRP2)
bool showMiddle = input(false, "Show middle band" , tooltip = TT_showMiddle , group = GRP2)
bool disclaimer = input(false, 'Hide Disclaimer' , tooltip = TT_showdisclaimer, group = GRP2)
up_col = input.color(#39ff14,'Colors',inline='col')
dn_col = input.color(#ff1100,'',inline='col')
// ———————————————————— Functions {
super(float src, int len) =>
f = (1.414 * math.pi)/len
a = math.exp(-f)
c2 = 2 * a * math.cos(f)
c3 = -a*a
c1 = 1-c2-c3
smooth = 0.0
smooth := c1*(src+src[1])*0.5+c2*nz(smooth[1])+c3*nz(smooth[2])
// ———————————————————— Calculations and Plots {
// Stop the indicator on charts with no volume.
if barstate.islast and ta.cum(nz(volume)) == 0
runtime.error("No volume is provided by the data vendor.")
a=super(high,len)
b=super(low,len)
c=(a-b)/2*mult
d=b+(a-b)/2
plotcolor = d>d[1]? up_col : dn_col
bullish_bearish = d>d[1]? true : false
plot(a+c, color=up_col)
plot(b-c, color=dn_col)
plot(showMiddle? d:na, color=plotcolor)
plotchar(ta.crossover(high,a+c),char = "💰", location = location.abovebar, size = size.tiny)
plotchar(ta.crossunder(low,b-c),char = "🛒",location = location.belowbar , size = size.tiny)
// ———————————————————— Alerts
alertcondition(bullish_bearish == true ,title='Bearish Change', message='Nadaraya-Watson: {{ticker}} ({{interval}}) turned Bearish ▼')
alertcondition(bullish_bearish == false, title='Bullish Change', message='Nadaraya-Watson: {{ticker}} ({{interval}}) turned Bullish ▲')
alertcondition(ta.crossunder(high,a+c) , title='Price close under lower band', message='Nadaraya-Watson: {{ticker}} ({{interval}}) crossed under lower band 💰')
alertcondition(ta.crossover(low,b-c) , title='Price close above upper band', message='Nadaraya-Watson: {{ticker}} ({{interval}}) Crossed above upper band 🛒')
//----
var tb = table.new(position.top_right, 1, 1
, bgcolor = #35202b)
if barstate.isfirst and not disclaimer
table.cell(tb, 0, 0, 'Super Envelope [CHE] non repaiting'
, text_size = size.small
, text_color = #cc2f3c)
|
Multi-Indicator Divergence Screener | https://www.tradingview.com/script/dA0l6tFx-Multi-Indicator-Divergence-Screener/ | DoctaBot | https://www.tradingview.com/u/DoctaBot/ | 290 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © DoctaBot
//@version=5
indicator('Divergence Screener', shorttitle = 'Div. Screener', overlay = true)
/////////////////////Indicators///////////////////////
// Macd
[macd, signal, hist] = ta.macd(close, 12, 26, 9)
// Mfi
mfi = ta.mfi(hlc3, 14)
// Stoch
k = ta.sma(ta.stoch(close, high, low, 14), 1)
stoch = ta.sma(k, 3)
OBV = ta.obv
RSI = ta.rsi(close, 14)
rsidelta = ta.mom(RSI, 9)
rsisma = ta.sma(ta.rsi(close, 3), 3)
FSR = rsidelta+rsisma
IndSel1 = input.string('RSI', title = 'Indicator 1', group = 'Indicators', options = ['MACD', 'MFI', 'Stoch', 'OBV', 'RSI', 'FSR'])
IndSel2 = input.string('OBV', title = 'Indicator 2', group = 'Indicators', options = ['MACD', 'MFI', 'Stoch', 'OBV', 'RSI', 'FSR'])
IndSel3 = input.string('MACD', title = 'Indicator 3', group = 'Indicators', options = ['MACD', 'MFI', 'Stoch', 'OBV', 'RSI', 'FSR'])
Ind1 = switch IndSel1
'MACD' => macd,
'MFI' => mfi,
'Stoch' => stoch,
'OBV' => OBV,
'FSR' => FSR,
=> RSI
Ind2 = switch IndSel2
'MACD' => macd,
'MFI' => mfi,
'Stoch' => stoch,
'OBV' => OBV,
'FSR' => FSR,
=> RSI
Ind3 = switch IndSel3
'MACD' => macd,
'MFI' => mfi,
'Stoch' => stoch,
'OBV' => OBV,
'FSR' => FSR,
=> RSI
//////////////////////////////////////////////////////
plotBull = input.bool(defval = true, title = 'Regular Bullish ', group = 'Alert Options', inline = 'Divs1')
plotBear = input.bool(defval = true, title = 'Regular Bearish', group = 'Alert Options', inline = 'Divs1')
plotHiddenBull = input.bool(defval = false, title = 'Hidden Bullish ', group = 'Alert Options', inline = 'Divs2')
plotHiddenBear = input.bool(defval = false, title = 'Hidden Bearish', group = 'Alert Options', inline = 'Divs2')
PotAlerts = input.bool(defval = false, title = 'Potential Divergences', group = 'Alert Options', inline = 'Divs3')
AlertFilt = input.string('All', title = 'Alert Confluence Filter', group = 'Alert Options', inline = 'Divs4', options = ['All', 'Min 2', 'Triple Only'])
rangeLower = input.int(defval = 2, title = 'Min/Max of Lookback Range', group = 'Divergence Settings', inline = 'Divs5', minval = 2)
rangeUpper = input.int(defval = 20, title = '', group = 'Divergence Settings', inline = 'Divs5')
lbR = 1
lbL = 1
CustAsset1 = input.symbol(defval='BTCUSDT', group = 'Assets', inline = 'Assets4', title ='Custom 1 & 2')
CustAsset2 = input.symbol(defval='ETHUSDT', group = 'Assets', inline = 'Assets4', title ='')
CustAsset3 = input.symbol(defval='BNBUSDT', group = 'Assets', inline = 'Assets5', title ='Custom 3 & 4')
CustAsset4 = input.symbol(defval='ADAUSDT', group = 'Assets', inline = 'Assets5', title ='')
CustAsset5 = input.symbol(defval='SOLUSDT', group = 'Assets', inline = 'Assets6', title ='Custom 5 & 6')
CustAsset6 = input.symbol(defval='XRPUSDT', group = 'Assets', inline = 'Assets6', title ='')
//----------//COLOR OPTIONS//----------//
DispTab = input.bool(true, title = 'Table', group = 'Table', inline = 'Table0')
TabLocOpt = input.string(defval = 'Bottom Right', group = 'Table', inline = 'Table0', title ='', options =['Bottom Right', 'Bottom Left', 'Top Right', 'Top Left', 'Top Center', 'Bottom Center'])
LightMode = input.bool(defval=false, group = 'Table', inline = 'Table1', title = 'Invert Text Colors', tooltip='Useful if you view charts in Light Mode')
BullBaseCol = input.color(defval = color.green, group = 'Table', inline = 'Table2', title = 'Bull/Bear Colors')
BearBaseCol = input.color(defval = color.red, group = 'Table', inline = 'Table2', title = '')
BullColor1 = color.new(BullBaseCol, 25)
BullColor2 = color.new(BullBaseCol, 75)
BearColor1 = color.new(BearBaseCol, 25)
BearColor2 = color.new(BearBaseCol, 75)
noneColor = color.new(color.white, 100)
//Load Pivots{
//Check Arrays are even to ensure Price and Bar values have been added properly
f_checkPivArrays(float[] PriceArr, float[] OscArr, int[] BarsArr) =>
if array.size(PriceArr) != array.size(OscArr) or array.size(PriceArr) != array.size(BarsArr) or array.size(OscArr) != array.size(BarsArr)
runtime.error('Array sizes are not equal!')
//Load new Price, Osc, and Bar values into their respective arrays
f_loadNewPivValues(float[] PriceArr, Price, float[] OscArr, Osc, int[] BarsArr, Bars) =>
f_checkPivArrays(PriceArr, OscArr, BarsArr)
array.unshift(PriceArr, Price)
array.unshift(OscArr, Osc)
array.unshift(BarsArr, Bars)
f_loadPivArrays(_osc) =>
phFound = na(ta.pivothigh(_osc, lbL, lbR)) ? false : true
plFound = na(ta.pivotlow(_osc, lbL, lbR)) ? false : true
//Declare Pivot High Arrays
var PricePHArr = array.new_float()
var OscPHArr = array.new_float()
var BarPHArr = array.new_int()
//Declare Pivot Low Arrays
var PricePLArr = array.new_float()
var OscPLArr = array.new_float()
var BarPLArr = array.new_int()
//Declare Pivot Values
PricePH = math.max(open[lbR], close[lbR]) //ta.highest(close, lbR + 2)
PricePL = math.min(open[lbR], close[lbR]) //ta.lowest(close, lbR + 2)
//Load Pivot High Values into Arrays and remove pivots outside range lookback
if phFound
f_loadNewPivValues(PricePHArr, PricePH, OscPHArr, _osc[lbR], BarPHArr, bar_index - lbR)
if bar_index - array.min(BarPHArr) > rangeUpper
array.pop(PricePHArr)
array.pop(OscPHArr)
array.pop(BarPHArr)
//Load Pivot Low Values into Arrays and remove pivots outside range lookback
if plFound
f_loadNewPivValues(PricePLArr, PricePL, OscPLArr, _osc[lbR], BarPLArr, bar_index - lbR)
if bar_index - array.min(BarPLArr) > rangeUpper
array.pop(PricePLArr)
array.pop(OscPLArr)
array.pop(BarPLArr)
[PricePH, PricePL, phFound, plFound, PricePHArr, OscPHArr, BarPHArr, PricePLArr, OscPLArr, BarPLArr] //}
//Get Divergences{
f_getDivergence(_osc, _plotOn, _divType, _divDir, _conf)=>
[PricePH, PricePL, phFound, plFound, PricePHArr, OscPHArr, BarPHArr, PricePLArr, OscPLArr, BarPLArr] = f_loadPivArrays(_osc)
_OscArr = _divDir == 'Bull' ? OscPLArr : OscPHArr
_PriceArr = _divDir == 'Bull' ? PricePLArr : PricePHArr
_BarArr = _divDir == 'Bull' ? BarPLArr : BarPHArr
IntLBStart = _conf ? lbR + 1 : 1
DivCount = 0
OscEnd = _conf ? _osc[lbR] : _osc
PriceEnd = _conf ? _divDir == 'Bull' ? PricePL : PricePH : close
BarEnd = _conf ? bar_index - lbR : bar_index
if array.size(_OscArr) > 0
for i = array.size(_OscArr) - 1 to 0
OscStart = array.get(_OscArr, i)
PriceStart = array.get(_PriceArr, i)
BarStart = array.get(_BarArr, i)
oscH = OscEnd > OscStart
oscL = OscEnd < OscStart
PriceH = PriceEnd > PriceStart
PriceL = PriceEnd < PriceStart
DivLen = BarEnd - BarStart
Divergence = (_conf ? _divDir == 'Bull' ? plFound : phFound : true) and (((_divType == 'Regular' and _divDir == 'Bull') or (_divType == 'Hidden' and _divDir == 'Bear')) ? (oscH and PriceL) : (oscL and PriceH))
if DivLen >= rangeLower and Divergence and _plotOn
NoIntersect = true
OscSlope = (OscEnd - OscStart)/(BarEnd - BarStart)
PriceSlope = (PriceEnd - PriceStart)/(BarEnd - BarStart)
OscLine = OscEnd - OscSlope
PriceLine = PriceEnd - PriceSlope
for x = IntLBStart to DivLen - 1
if (_divDir == 'Bull' and (_osc[x] < OscLine or nz(close[x]) < PriceLine)) or (_divDir == 'Bear' and (_osc[x] > OscLine or nz(close[x]) > PriceLine))
NoIntersect := false
break
OscLine -= OscSlope
PriceLine -= PriceSlope
NoIntersect
if NoIntersect
DivCount := DivCount + 1
DivCount
DivCount
////////////////////////////////Screener////////////////////////////////////////////
f_getAllDivs() =>
//Indicator 1
//Confirmed
Ind1RegBullDiv = f_getDivergence(Ind1, plotBull, 'Regular', 'Bull', true)
Ind1HidBullDiv = f_getDivergence(Ind1, plotHiddenBull, 'Hidden', 'Bull', true)
Ind1RegBearDiv = f_getDivergence(Ind1, plotBear, 'Regular', 'Bear', true)
Ind1HidBearDiv = f_getDivergence(Ind1, plotHiddenBear, 'Hidden', 'Bear', true)
Ind1BullDivCount = Ind1RegBullDiv + Ind1HidBullDiv
Ind1BearDivCount = Ind1RegBearDiv + Ind1HidBearDiv
Ind1BullDiv = Ind1BullDivCount > 0
Ind1BearDiv = Ind1BearDivCount > 0
//Potentials
PotInd1RegBullDiv = f_getDivergence(Ind1, PotAlerts and plotBull, 'Regular', 'Bull', false)
PotInd1HidBullDiv = f_getDivergence(Ind1, PotAlerts and plotHiddenBull, 'Hidden', 'Bull', false)
PotInd1RegBearDiv = f_getDivergence(Ind1, PotAlerts and plotBear, 'Regular', 'Bear', false)
PotInd1HidBearDiv = f_getDivergence(Ind1, PotAlerts and plotHiddenBear, 'Hidden', 'Bear', false)
PotInd1BullDivCount = PotInd1RegBullDiv + PotInd1HidBullDiv
PotInd1BearDivCount = PotInd1RegBearDiv + PotInd1HidBearDiv
PotInd1BullDiv = PotInd1BullDivCount > 0
PotInd1BearDiv = PotInd1BearDivCount > 0
//Indicator 2
//Confirmed
Ind2RegBullDiv = f_getDivergence(Ind2, plotBull, 'Regular', 'Bull', true)
Ind2HidBullDiv = f_getDivergence(Ind2, plotHiddenBull, 'Hidden', 'Bull', true)
Ind2RegBearDiv = f_getDivergence(Ind2, plotBear, 'Regular', 'Bear', true)
Ind2HidBearDiv = f_getDivergence(Ind2, plotHiddenBear, 'Hidden', 'Bear', true)
Ind2BullDivCount = Ind2RegBullDiv + Ind2HidBullDiv
Ind2BearDivCount = Ind2RegBearDiv + Ind2HidBearDiv
Ind2BullDiv = Ind2BullDivCount > 0
Ind2BearDiv = Ind2BearDivCount > 0
//Potentials
PotInd2RegBullDiv = f_getDivergence(Ind2, PotAlerts and plotBull, 'Regular', 'Bull', false)
PotInd2HidBullDiv = f_getDivergence(Ind2, PotAlerts and plotHiddenBull, 'Hidden', 'Bull', false)
PotInd2RegBearDiv = f_getDivergence(Ind2, PotAlerts and plotBear, 'Regular', 'Bear', false)
PotInd2HidBearDiv = f_getDivergence(Ind2, PotAlerts and plotHiddenBear, 'Hidden', 'Bear', false)
PotInd2BullDivCount = PotInd2RegBullDiv + PotInd2HidBullDiv
PotInd2BearDivCount = PotInd2RegBearDiv + PotInd2HidBearDiv
PotInd2BullDiv = PotInd2BullDivCount > 0
PotInd2BearDiv = PotInd2BearDivCount > 0
//Indicator 3
//Confirmed
Ind3RegBullDiv = f_getDivergence(Ind3, plotBull, 'Regular', 'Bull', true)
Ind3HidBullDiv = f_getDivergence(Ind3, plotHiddenBull, 'Hidden', 'Bull', true)
Ind3RegBearDiv = f_getDivergence(Ind3, plotBear, 'Regular', 'Bear', true)
Ind3HidBearDiv = f_getDivergence(Ind3, plotHiddenBear, 'Hidden', 'Bear', true)
Ind3BullDivCount = Ind3RegBullDiv + Ind3HidBullDiv
Ind3BearDivCount = Ind3RegBearDiv + Ind3HidBearDiv
Ind3BullDiv = Ind3BullDivCount > 0
Ind3BearDiv = Ind3BearDivCount > 0
//Potentials
PotInd3RegBullDiv = f_getDivergence(Ind3, PotAlerts and plotBull, 'Regular', 'Bull', false)
PotInd3HidBullDiv = f_getDivergence(Ind3, PotAlerts and plotHiddenBull, 'Hidden', 'Bull', false)
PotInd3RegBearDiv = f_getDivergence(Ind3, PotAlerts and plotBear, 'Regular', 'Bear', false)
PotInd3HidBearDiv = f_getDivergence(Ind3, PotAlerts and plotHiddenBear, 'Hidden', 'Bear', false)
PotInd3BullDivCount = PotInd3RegBullDiv + PotInd3HidBullDiv
PotInd3BearDivCount = PotInd3RegBearDiv + PotInd3HidBearDiv
PotInd3BullDiv = PotInd3BullDivCount > 0
PotInd3BearDiv = PotInd3BearDivCount > 0
ColInd1 = Ind1BullDiv ? BullColor1 : Ind1BearDiv ? BearColor1 : PotInd1BullDiv ? BullColor2 : PotInd1BearDiv ? BearColor2 : noneColor
ColInd2 = Ind2BullDiv ? BullColor1 : Ind2BearDiv ? BearColor1 : PotInd2BullDiv ? BullColor2 : PotInd2BearDiv ? BearColor2 : noneColor
ColInd3 = Ind3BullDiv ? BullColor1 : Ind3BearDiv ? BearColor1 : PotInd3BullDiv ? BullColor2 : PotInd3BearDiv ? BearColor2 : noneColor
ColorArr = array.from(ColInd1, ColInd2, ColInd3)
DivArr = array.from(Ind1BullDivCount, Ind1BearDivCount, PotInd1BullDivCount, PotInd1BearDivCount, Ind2BullDivCount, Ind2BearDivCount, PotInd2BullDivCount, PotInd2BearDivCount, Ind3BullDivCount, Ind3BearDivCount, PotInd3BullDivCount, PotInd3BearDivCount)
[ColorArr, DivArr]
////////////////////////////////////////////////////////////////////////////////
// Securities //
////////////////////////////////////////////////////////////////////////////////
[Ass1ColorArr, Ass1DivArr] = request.security(CustAsset1 ,timeframe.period, f_getAllDivs())
[Ass2ColorArr, Ass2DivArr] = request.security(CustAsset2 ,timeframe.period, f_getAllDivs())
[Ass3ColorArr, Ass3DivArr] = request.security(CustAsset3 ,timeframe.period, f_getAllDivs())
[Ass4ColorArr, Ass4DivArr] = request.security(CustAsset4 ,timeframe.period, f_getAllDivs())
[Ass5ColorArr, Ass5DivArr] = request.security(CustAsset5 ,timeframe.period, f_getAllDivs())
[Ass6ColorArr, Ass6DivArr] = request.security(CustAsset6 ,timeframe.period, f_getAllDivs())
ColorMatrix = matrix.new<color>()
DivMatrix = matrix.new<int>()
if barstate.islast
//Load Color Matrix
matrix.add_row(ColorMatrix, 0, Ass1ColorArr)
matrix.add_row(ColorMatrix, 1, Ass2ColorArr)
matrix.add_row(ColorMatrix, 2, Ass3ColorArr)
matrix.add_row(ColorMatrix, 3, Ass4ColorArr)
matrix.add_row(ColorMatrix, 4, Ass5ColorArr)
matrix.add_row(ColorMatrix, 5, Ass6ColorArr)
//Load Div Matrix
matrix.add_row(DivMatrix, 0, Ass1DivArr)
matrix.add_row(DivMatrix, 1, Ass2DivArr)
matrix.add_row(DivMatrix, 2, Ass3DivArr)
matrix.add_row(DivMatrix, 3, Ass4DivArr)
matrix.add_row(DivMatrix, 4, Ass5DivArr)
matrix.add_row(DivMatrix, 5, Ass6DivArr)
Asset1 = array.get(str.split(CustAsset1, ':'), 1)
Asset2 = array.get(str.split(CustAsset2, ':'), 1)
Asset3 = array.get(str.split(CustAsset3, ':'), 1)
Asset4 = array.get(str.split(CustAsset4, ':'), 1)
Asset5 = array.get(str.split(CustAsset5, ':'), 1)
Asset6 = array.get(str.split(CustAsset6, ':'), 1)
AssetArr = array.from(Asset1, Asset2, Asset3, Asset4, Asset5, Asset6)
TabLoc = TabLocOpt == 'Bottom Right' ? position.bottom_right :
TabLocOpt == 'Bottom Left' ? position.bottom_left :
TabLocOpt == 'Top Right' ? position.top_right :
TabLocOpt == 'Top Left' ? position.top_left :
TabLocOpt == 'Top Center' ? position.top_center : position.bottom_center
var table DivTable = table.new(TabLoc, columns = 4, rows = 7, border_width = 1)
//----------//Early Alert Arrays//----------//
if barstate.islast and DispTab
//Table Headers
HeaderBGCol = LightMode ? color.black : color.white
HeaderTextCol = LightMode ? color.white : color.black
table.cell(DivTable, 0, 0, 'Asset', text_halign = text.align_center, bgcolor = HeaderBGCol, text_color = HeaderTextCol, text_size = size.normal)
table.cell(DivTable, 1, 0, IndSel1, text_halign = text.align_center, bgcolor = HeaderBGCol, text_color = HeaderTextCol, text_size = size.normal)
table.cell(DivTable, 2, 0, IndSel2, text_halign = text.align_center, bgcolor = HeaderBGCol, text_color = HeaderTextCol, text_size = size.normal)
table.cell(DivTable, 3, 0, IndSel3, text_halign = text.align_center, bgcolor = HeaderBGCol, text_color = HeaderTextCol, text_size = size.normal)
//Populate Table
for i = 0 to 5
//Colors
Ind1Col = matrix.get(ColorMatrix, i, 0)
Ind2Col = matrix.get(ColorMatrix, i, 1)
Ind3Col = matrix.get(ColorMatrix, i, 2)
Ind1Bull = Ind1Col == BullColor1 or Ind1Col == BullColor2
Ind2Bull = Ind2Col == BullColor1 or Ind2Col == BullColor2
Ind3Bull = Ind3Col == BullColor1 or Ind3Col == BullColor2
Ind1Bear = Ind1Col == BearColor1 or Ind1Col == BearColor2
Ind2Bear = Ind2Col == BearColor1 or Ind2Col == BearColor2
Ind3Bear = Ind3Col == BearColor1 or Ind3Col == BearColor2
AllBull = Ind1Bull and Ind2Bull and Ind3Bull
AllBear = Ind1Bear and Ind3Bear and Ind3Bear
symBGColor = AllBull ? BullColor1 : AllBear ? BearColor1 : HeaderBGCol
symColor = symBGColor != HeaderBGCol ? HeaderBGCol : HeaderTextCol
Ind1Mess = Ind1Col == BullColor1 ? str.tostring(matrix.get(DivMatrix, i, 0)) : Ind1Col == BearColor1 ? str.tostring(matrix.get(DivMatrix, i, 1)) : Ind1Col == BullColor2 ? str.tostring(matrix.get(DivMatrix, i, 2)) : Ind1Col == BearColor2 ? str.tostring(matrix.get(DivMatrix, i, 3)): ''
Ind2Mess = Ind2Col == BullColor1 ? str.tostring(matrix.get(DivMatrix, i, 4)) : Ind2Col == BearColor1 ? str.tostring(matrix.get(DivMatrix, i, 5)) : Ind2Col == BullColor2 ? str.tostring(matrix.get(DivMatrix, i, 6)) : Ind2Col == BearColor2 ? str.tostring(matrix.get(DivMatrix, i, 7)): ''
Ind3Mess = Ind3Col == BullColor1 ? str.tostring(matrix.get(DivMatrix, i, 8)) : Ind3Col == BearColor1 ? str.tostring(matrix.get(DivMatrix, i, 9)) : Ind3Col == BullColor2 ? str.tostring(matrix.get(DivMatrix, i, 10)) : Ind3Col == BearColor2 ? str.tostring(matrix.get(DivMatrix, i, 11)): ''
//Values
table.cell(DivTable, 0, i + 1, array.get(AssetArr, i) , text_halign = text.align_center, bgcolor = symBGColor, text_color = symColor, text_size = size.normal)
table.cell(DivTable, 1, i + 1, Ind1Mess , text_halign = text.align_center, bgcolor = Ind1Col , text_color = HeaderBGCol, text_size = size.normal)
table.cell(DivTable, 2, i + 1, Ind2Mess , text_halign = text.align_center, bgcolor = Ind2Col, text_color = HeaderBGCol, text_size = size.normal)
table.cell(DivTable, 3, i + 1, Ind3Mess , text_halign = text.align_center, bgcolor = Ind3Col, text_color = HeaderBGCol, text_size = size.normal)
// //Alerts
// BullDivArr = array.new_bool(0) //Oversold
// BearDivArr = array.new_bool(0) //Overbought
// PotBullDivArr = array.new_bool(0) //Oversold V2
// PotBearDivArr = array.new_bool(0) //Overbought V2
f_convertTFtoString(_TF)=>
TFConv = _TF == '' ? timeframe.isminutes ? timeframe.multiplier >= 60 ? str.tostring(timeframe.multiplier / 60) + 'H' : str.tostring(timeframe.multiplier) + 'm' : timeframe.period == "D" ? '1D' : timeframe.period :
str.endswith(_TF, 'D') or str.endswith(_TF, 'M') ? _TF : str.tonumber(_TF) >= 60 ? str.tostring(str.tonumber(_TF) / 60) + 'H' : _TF + 'm'
TFConv
TFConv = f_convertTFtoString('')
AlertFiltText = AlertFilt == 'Min 2' ? ' Double' : AlertFilt == 'Triple Only' ? ' Triple' : na
BullDivText = TFConv + AlertFiltText + ' Bull Div \n'
BearDivText = TFConv + AlertFiltText + ' Bear Div \n'
if barstate.islast
for i = 0 to 5
Ind1Col = matrix.get(ColorMatrix, i, 0)
Ind2Col = matrix.get(ColorMatrix, i, 1)
Ind3Col = matrix.get(ColorMatrix, i, 2)
Ind1Bull = Ind1Col == BullColor1 or Ind1Col == BullColor2
Ind2Bull = Ind2Col == BullColor1 or Ind2Col == BullColor2
Ind3Bull = Ind3Col == BullColor1 or Ind3Col == BullColor2
Ind1Bear = Ind1Col == BearColor1 or Ind1Col == BearColor2
Ind2Bear = Ind2Col == BearColor1 or Ind2Col == BearColor2
Ind3Bear = Ind3Col == BearColor1 or Ind3Col == BearColor2
AnyBull = Ind1Bull or Ind2Bull or Ind3Bull
AnyBear = Ind1Bear or Ind2Bear or Ind3Bear
Min2Bull = (Ind1Bull and Ind2Bull) or (Ind1Bull and Ind3Bull) or (Ind2Bull and Ind3Bull)
Min2Bear = (Ind1Bear and Ind2Bear) or (Ind1Bear and Ind3Bear) or (Ind2Bear and Ind3Bear)
AllBull = Ind1Bull and Ind2Bull and Ind3Bull
AllBear = Ind1Bear and Ind3Bear and Ind3Bear
if (AnyBull and AlertFilt == 'All') or (Min2Bull and AlertFilt == 'Min 2') or (AllBull and AlertFilt == 'Triple Only')
BullDivText := BullDivText + str.tostring(array.get(AssetArr, i)) + ': '
if Ind1Col == BullColor1
BullDivText := BullDivText + str.tostring(matrix.get(DivMatrix, i, 0)) + 'x ' + IndSel1
if Ind1Col == BullColor2
BullDivText := BullDivText + str.tostring(matrix.get(DivMatrix, i, 2)) + 'x Pot ' + IndSel1
if Ind1Bull and (Ind2Bull or Ind3Bull)
BullDivText := BullDivText + ', '
if Ind2Col == BullColor1
BullDivText := BullDivText + str.tostring(matrix.get(DivMatrix, i, 4)) + 'x ' + IndSel2
if Ind2Col == BullColor2
BullDivText := BullDivText + str.tostring(matrix.get(DivMatrix, i, 6)) + 'x Pot ' + IndSel2
if Ind2Bull and Ind3Bull
BullDivText := BullDivText + ', '
if Ind3Col == BullColor1
BullDivText := BullDivText + str.tostring(matrix.get(DivMatrix, i, 8)) + 'x ' + IndSel3
if Ind3Col == BullColor2
BullDivText := BullDivText + str.tostring(matrix.get(DivMatrix, i, 10)) + 'x Pot ' + IndSel3
BullDivText := BullDivText + '\n'
if (AnyBear and AlertFilt == 'All') or (Min2Bear and AlertFilt == 'Min 2') or (AllBear and AlertFilt == 'Triple Only')
BearDivText := BearDivText + str.tostring(array.get(AssetArr, i)) + ': '
if Ind1Col == BearColor1
BearDivText := BearDivText + str.tostring(matrix.get(DivMatrix, i, 1)) + 'x ' + IndSel1
if Ind1Col == BearColor2
BearDivText := BearDivText + str.tostring(matrix.get(DivMatrix, i, 3)) + 'x Pot ' + IndSel1
if Ind1Bear and (Ind2Bear or Ind3Bear)
BearDivText := BearDivText + ', '
if Ind2Col == BearColor1
BearDivText := BearDivText + str.tostring(matrix.get(DivMatrix, i, 5)) + 'x ' + IndSel2
if Ind2Col == BearColor2
BearDivText := BearDivText + str.tostring(matrix.get(DivMatrix, i, 7)) + 'x Pot ' + IndSel2
if Ind2Bear and Ind3Bear
BearDivText := BearDivText + ', '
if Ind3Col == BearColor1
BearDivText := BearDivText + str.tostring(matrix.get(DivMatrix, i, 9)) + 'x ' + IndSel3
if Ind3Col == BearColor2
BearDivText := BearDivText + str.tostring(matrix.get(DivMatrix, i, 11)) + 'x Pot' + IndSel3
BearDivText := BearDivText + '\n'
if BullDivText != TFConv + AlertFiltText + ' Bull Div \n'
alert(BullDivText, alert.freq_once_per_bar_close)
if BearDivText != TFConv + AlertFiltText + ' Bear Div \n'
alert(BearDivText, alert.freq_once_per_bar_close)
|
Support & Resistance Trendlines with PP + Fib. Channel | https://www.tradingview.com/script/q3EHsmuK-Support-Resistance-Trendlines-with-PP-Fib-Channel/ | Yatagarasu_ | https://www.tradingview.com/u/Yatagarasu_/ | 1,001 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
//@version=5
indicator("S&R • Yata",
overlay = true,
max_bars_back = 5000)
// ---------------------
groupPP = "Pivot Points"
groupPL = "Pivot Labels & Lines"
groupSR = "Support & Resistance"
groupFR = "Fibonacci Retracement"
groupFE = "Fibonacci Extension"
// ---------------------
length = input (21 , title="Length" , inline="PP1", group=groupPP)
//max_h_pivot_points = input.float (5, minval=2, title="Lookback: High" , inline="PP2", group=groupPP)
//max_l_pivot_points = input.float (5, minval=2, title="Low" , inline="PP2", group=groupPP)
max_pivot_points = input.float (5, minval=2, title="Pivot Points Lookback" , inline="PP2", group=groupPP)
max_h_pivot_points = max_pivot_points
max_l_pivot_points = max_pivot_points
//min_difference = input.float (0.0 , title="" , inline="", group=groupPP)
min_difference = 0.0
channel_ext_length = input (14 , title="Lines Extension" , inline="EXT", group=groupPP)
source = input (close , title="Source" , inline="PP1", group=groupPP)
// ---------------------
show_plabels = input.bool(true, title="Show Pivot Labels", inline="PP4", group=groupPL)
//d_lbl_pivh = input.bool(true, title="Draw Pivot High Labels", inline="", group=groupPL)
//d_lbl_pivl = input.bool(true, title="Draw Pivot Low Labels", inline="", group=groupPL)
d_lbl_pivh = show_plabels ? true : false
d_lbl_pivl = show_plabels ? true : false
ALB1 = input.color(color.new(#99D31B, 25), title="Active" , inline="PP4A", group=groupPL) // Active Pivot High Labels
ALB2 = input.color(color.new(#FA5032, 25), title="" , inline="PP4A", group=groupPL) // Active Pivot Low Labels
ILB1 = input.color(color.new(#99D31B, 75), title="| Inactive",inline="PP4A", group=groupPL) // Inactive Pivot High Labels
ILB2 = input.color(color.new(#FF4500, 75), title="" , inline="PP4A", group=groupPL) // Inactive Pivot Low Labels
// ---------------------
show_plines = input.bool(true, title="Show Pivot Lines" , inline="PP5", group=groupPL)
//d_pivh = input.bool(true, title="Draw Pivot High Lines", inline="", group=groupPL)
//d_pivl = input.bool(true, title="Draw Pivot Low Lines" , inline="", group=groupPL)
d_pivh = show_plines ? true : false
d_pivl = show_plines ? true : false
ALN1 = input.color(color.new(#99D31B, 50), title="Active" , inline="PP5A", group=groupPL) // Active Pivot High Lines
ALN2 = input.color(color.new(#FA5032, 50), title="" , inline="PP5A", group=groupPL) // Active Pivot Low Lines
ILN1 = input.color(color.new(#99D31B, 50), title="Inactive" , inline="PP5B", group=groupPL) // Inactive Pivot High Lines
ILN2 = input.color(color.new(#FF4500, 50), title="" , inline="PP5B", group=groupPL) // Inactive Pivot Low Lines
// ---------------------
show_chan = input.bool(true, title="Show Channel Lines" , inline="CH1", group=groupSR)
//d_chanh = input.bool(true, title="Draw Channel High" , inline="", group=groupSR)
//d_chanl = input.bool(true, title="Draw Channel Low" , inline="", group=groupSR)
d_chanh = show_chan ? true : false
d_chanl = show_chan ? true : false
show_extendL = input.bool(false, title="Extend Channel Lines" , inline="CH1B", group=groupSR)
extendL = show_extendL ? extend.left : extend.none
RLN = input.color(color.new(#99D31B, 25), title="High" , inline="CH1A", group=groupSR) // Resistance Line
SLN = input.color(color.new(#FA5032, 25), title="Low" , inline="CH1A", group=groupSR) // Support Line
// ---------------------
d_fib = input.bool(true, title="Draw Fib. Retr. Lines", inline="CH2", group=groupFR)
FRH = input.color(color.new(#99D31B, 25), title="High" , inline="CH2A", group=groupFR) // Fibonacci Retracement High
FRL = input.color(color.new(#FA5032, 25), title="Low" , inline="CH2A", group=groupFR) // Fibonacci Retracement Low
sfib_R01 = input.bool(true , title="01" , inline="CH21", group=groupFR)
sfib_R02 = input.bool(true , title="02" , inline="CH22", group=groupFR)
sfib_R03 = input.bool(true , title="03" , inline="CH23", group=groupFR)
sfib_R04 = input.bool(true , title="04" , inline="CH24", group=groupFR)
sfib_R05 = input.bool(true , title="05" , inline="CH25", group=groupFR)
fib_R01 = sfib_R01 ? input.float(0.236 , title="" , inline="CH21", group=groupFR) : na
fib_R02 = sfib_R02 ? input.float(0.382 , title="" , inline="CH22", group=groupFR) : na
fib_R03 = sfib_R03 ? input.float(0.5 , title="" , inline="CH23", group=groupFR) : na
fib_R04 = sfib_R04 ? input.float(0.618 , title="" , inline="CH24", group=groupFR) : na
fib_R05 = sfib_R05 ? input.float(0.786 , title="" , inline="CH25", group=groupFR) : na
sfib_R06 = input.bool(false , title="06" , inline="CH21", group=groupFR)
sfib_R07 = input.bool(false , title="07" , inline="CH22", group=groupFR)
sfib_R08 = input.bool(false , title="08" , inline="CH23", group=groupFR)
sfib_R09 = input.bool(false , title="09" , inline="CH24", group=groupFR)
sfib_R10 = input.bool(false , title="10" , inline="CH25", group=groupFR)
fib_R06 = sfib_R06 ? input.float(0.09 , title="" , inline="CH21", group=groupFR) : na
fib_R07 = sfib_R07 ? input.float(0.146 , title="" , inline="CH22", group=groupFR) : na
fib_R08 = sfib_R08 ? input.float(0.35 , title="" , inline="CH23", group=groupFR) : na
fib_R09 = sfib_R09 ? input.float(0.65 , title="" , inline="CH24", group=groupFR) : na
fib_R10 = sfib_R10 ? input.float(0.886 , title="" , inline="CH25", group=groupFR) : na
// ---------------------
d_fib2 = input.bool(true, title="Draw Fib. Ext. Lines", inline="CH3", group=groupFE)
FEH = input.color(color.new(#99D31B, 25), title="High" , inline="CH3A", group=groupFE) // Fibonacci Extension High
FEL = input.color(color.new(#FA5032, 25), title="Low" , inline="CH3A", group=groupFE) // Fibonacci Extension Low
sfib_E01 = input.bool(true , title="01" , inline="CH31", group=groupFE)
sfib_E02 = input.bool(false , title="02" , inline="CH32", group=groupFE)
sfib_E03 = input.bool(true , title="03" , inline="CH33", group=groupFE)
sfib_E04 = input.bool(false , title="04" , inline="CH34", group=groupFE)
fib_E01 = sfib_E01 ? input.float(1.618 , title="" , inline="CH31", group=groupFE) : na
fib_E02 = sfib_E02 ? input.float(2 , title="" , inline="CH32", group=groupFE) : na
fib_E03 = sfib_E03 ? input.float(-0.618 , title="" , inline="CH33", group=groupFE) : na
fib_E04 = sfib_E04 ? input.float(-1 , title="" , inline="CH34", group=groupFE) : na
sfib_E05 = input.bool(false , title="05" , inline="CH31", group=groupFE)
sfib_E06 = input.bool(false , title="06" , inline="CH32", group=groupFE)
sfib_E07 = input.bool(false , title="07" , inline="CH33", group=groupFE)
sfib_E08 = input.bool(false , title="08" , inline="CH34", group=groupFE)
fib_E05 = sfib_E05 ? input.float(1.13 , title="" , inline="CH31", group=groupFE) : na
fib_E06 = sfib_E06 ? input.float(1.272 , title="" , inline="CH32", group=groupFE) : na
fib_E07 = sfib_E07 ? input.float(1.41 , title="" , inline="CH33", group=groupFE) : na
fib_E08 = sfib_E08 ? input.float(1.786 , title="" , inline="CH34", group=groupFE) : na
// ---------------------
f_bg = input.bool(true, title="Fill Channel Background" , inline="CH4", group=groupSR)
GF2 = input.color(color.new(#99D31B, 0) , title="Rising" , inline="CH4A", group=groupSR) // Falling Fill
GF1 = input.color(color.new(#FF4500, 0) , title="Falling" , inline="CH4A", group=groupSR) // Rising Fill
f_transp = input.float(97 , title="| Tra." , inline="CH4A", group=groupSR)
// ---------------------
lwidth_piv = input.int(1, minval=0, title="| Width", inline="PP5", group=groupPL)
lwidth_chan = input.int(2, minval=0, title="| Width", inline="CH1", group=groupSR)
lwidth_FR = input.int(1, minval=0, title="| Width", inline="CH2", group=groupFR)
lwidth_FE = input.int(1, minval=0, title="| Width", inline="CH3", group=groupFE)
i_line0 = "Solid"
i_line1 = "Dotted"
i_line2 = "Dashed"
ppstyleAHL_input = input.string(i_line2, title="|", options=[i_line0, i_line1, i_line2], inline="PP5A", group=groupPL) // Active Pivot Lines
ppstyleIHL_input = input.string(i_line1, title="|", options=[i_line0, i_line1, i_line2], inline="PP5B", group=groupPL) // Inactive Pivot Lines
ppstyleSRL_input = input.string(i_line0, title="|", options=[i_line0, i_line1, i_line2], inline="CH1A", group=groupSR) // Support and Resistance Lines
ppstyleFRL_input = input.string(i_line1, title="|", options=[i_line0, i_line1, i_line2], inline="CH2A", group=groupFR) // Fibonacci Retracement Lines
ppstyleFEL_input = input.string(i_line1, title="|", options=[i_line0, i_line1, i_line2], inline="CH3A", group=groupFE) // Fibonacci Extension Lines
f_getLineStyle(_inputStyle) =>
_return = _inputStyle == i_line1 ? line.style_dotted : _inputStyle == i_line2 ? line.style_dashed : line.style_solid
_return
// ---------------------
var ph_index = array.new_int()
var pl_index = array.new_int()
var ph_value = array.new_float()
var pl_value = array.new_float()
interp(l, h, s) => l + (h - l) * s
// ---------------------
ph = ta.pivothigh(source, length, length)
if ph
ok = true
ph := high[length]
if array.size(ph_index) > 0
if array.size(ph_index) >= max_h_pivot_points
array.shift(ph_index)
array.shift(ph_value)
for i = 0 to array.size(ph_value) - 1
if math.abs(ph - array.get(ph_value, i)) < min_difference
ok := false
if ph > array.get(ph_value, i)
array.set(ph_value, i , ph)
array.set(ph_index, i , bar_index[length])
if ok
array.push(ph_index, bar_index[length])
array.push(ph_value, ph)
// ---------------------
pl = ta.pivotlow(source, length, length)
if pl
ok = true
pl := low[length]
if array.size(pl_index) > 0
if array.size(pl_index) >= max_l_pivot_points
array.shift(pl_index)
array.shift(pl_value)
for i = 0 to array.size(pl_value) - 1
if math.abs(pl - array.get(pl_value, i)) < min_difference
ok := false
if pl < array.get(pl_value, i)
array.set(pl_value, i , pl)
array.set(pl_index, i , bar_index[length])
if ok
array.push(pl_index, bar_index[length])
array.push(pl_value, pl)
// ---------------------
var lines = array.new_line()
var labels = array.new_label()
var fibs = array.new_line()
var line line_fc_up = line(na)
var line line_fc_down = line(na)
var linefill fill_fc = linefill(na)
// ---------------------
if barstate.isconfirmed
ph_count = array.size(ph_index)
pl_count = array.size(pl_index)
for i = 0 to array.size(lines)
if array.size(lines) > 0
line.delete(array.shift(lines))
for i = 0 to array.size(labels)
if array.size(labels) > 0
label.delete(array.shift(labels))
if ph_count > 0
for i = 0 to ph_count - 1
// alpha = 80//math.min(100 - int((i / (ph_count - 1)) * 100), 80)
// clr = color.from_gradient(100 - alpha, 0, 100, #E8E965, #99D31B)
if d_lbl_pivh
array.push(labels, label.new(array.get(ph_index, i), array.get(ph_value, i), "", style=label.style_label_down, color=ILB1, size=size.tiny))
if d_pivh
array.push(lines, line.new(array.get(ph_index, i), array.get(ph_value, i), bar_index + channel_ext_length, array.get(ph_value, i), color=ILN1, width=lwidth_piv, style=f_getLineStyle(ppstyleIHL_input), extend=extend.none))
if pl_count > 0
for i = 0 to pl_count - 1
// alpha = 80//math.min(100 - int((i / (pl_count - 1)) * 100), 80)
// clr = color.from_gradient(100 - alpha, 0, 100, #64C5C7, #FA5032)
if d_lbl_pivl
array.push(labels, label.new(array.get(pl_index, i), array.get(pl_value, i), "", style=label.style_label_up, color=ILB2, size=size.tiny))
if d_pivl
array.push(lines, line.new(array.get(pl_index, i), array.get(pl_value, i), bar_index + channel_ext_length, array.get(pl_value, i), color=ILN2, width=lwidth_piv, style=f_getLineStyle(ppstyleIHL_input), extend=extend.none))
// ---------------------
if d_chanh
if ph_count > 1
tmp_arr = array.new_line()
for i = 0 to ph_count - 1
for j = 0 to ph_count - 1
h0 = array.get(ph_value, i)
h1 = array.get(ph_value, j)
h0i = array.get(ph_index, i) //array.indexof(ph_value, h0))
h1i = array.get(ph_index, j) //array.indexof(ph_value, h1))
if h0i < h1i
array.push(tmp_arr, line.new(h0i, h0, h1i, h1, color=RLN, width=lwidth_chan, extend=extend.none, style=f_getLineStyle(ppstyleSRL_input)))
if h0i > h1i
array.push(tmp_arr, line.new(h1i, h1, h0i, h0, color=RLN, width=lwidth_chan, extend=extend.none, style=f_getLineStyle(ppstyleSRL_input)))
int min_ind = na
float min_val = 100000.0
for i = 0 to array.size(tmp_arr) - 1
lp = line.get_price(array.get(tmp_arr, i), bar_index)
if lp > high
if min_val > math.abs(lp - close)
min_val := math.abs(lp - close)
min_ind := i
if not na(min_ind)
line.delete(line_fc_up[1])
best_line = array.get(tmp_arr, min_ind)
line_fc_up := line.new(line.get_x1(best_line), line.get_y1(best_line), line.get_x2(best_line), line.get_y2(best_line), color=RLN, width=lwidth_chan, extend=extendL, style=f_getLineStyle(ppstyleSRL_input))
for i = 0 to array.size(tmp_arr) - 1
if array.size(tmp_arr) > 0
line.delete(array.shift(tmp_arr))
for l in labels
if label.get_x(l) == line.get_x1(line_fc_up) or label.get_x(l) == line.get_x2(line_fc_up)
label.set_color(l, ALB1)
for l in lines
if line.get_x1(l) == line.get_x1(line_fc_up) or line.get_x1(l) == line.get_x2(line_fc_up)
line.set_color(l, ALN1)
line.set_style(l, f_getLineStyle(ppstyleAHL_input))
line.set_width(l, lwidth_piv)
line.set_y2(line_fc_up, line.get_price(line_fc_up, bar_index + channel_ext_length))
line.set_x2(line_fc_up, bar_index + channel_ext_length)
// ---------------------
if d_chanl
if pl_count > 1
tmp_arr = array.new_line()
for i = 0 to pl_count - 1
for j = 0 to pl_count - 1
l0 = array.get(pl_value, i)
l1 = array.get(pl_value, j)
l0i = array.get(pl_index, i) //array.indexof(pl_value, l0))
l1i = array.get(pl_index, j) //array.indexof(pl_value, l1))
if l0i < l1i
array.push(tmp_arr, line.new(l0i, l0, l1i, l1, color=SLN, width=lwidth_chan, extend=extend.none, style=f_getLineStyle(ppstyleSRL_input)))
if l0i > l1i
array.push(tmp_arr, line.new(l1i, l1, l0i, l0, color=SLN, width=lwidth_chan, extend=extend.none, style=f_getLineStyle(ppstyleSRL_input)))
int min_ind = na
float min_val = 100000.0
for i = 0 to array.size(tmp_arr) - 1
lp = line.get_price(array.get(tmp_arr, i), bar_index)
if lp < low
if min_val > math.abs(lp - close)
min_val := math.abs(lp - close)
min_ind := i
if not na(min_ind)
line.delete(line_fc_down[1])
best_line = array.get(tmp_arr, min_ind)
line_fc_down := line.new(line.get_x1(best_line), line.get_y1(best_line), line.get_x2(best_line), line.get_y2(best_line), color=SLN, width=lwidth_chan, extend=extendL, style=f_getLineStyle(ppstyleSRL_input))
for i = 0 to array.size(tmp_arr) - 1
if array.size(tmp_arr) > 0
line.delete(array.shift(tmp_arr))
for l in labels
if label.get_x(l) == line.get_x1(line_fc_down) or label.get_x(l) == line.get_x2(line_fc_down)
label.set_color(l, ALB2)
for l in lines
if line.get_x1(l) == line.get_x1(line_fc_down) or line.get_x1(l) == line.get_x2(line_fc_down)
line.set_color(l, ALN2)
line.set_style(l, f_getLineStyle(ppstyleAHL_input))
line.set_width(l, lwidth_piv)
line.set_y2(line_fc_down, line.get_price(line_fc_down, bar_index + channel_ext_length))
line.set_x2(line_fc_down, bar_index + channel_ext_length)
// ---------------------
if not na(line_fc_up) and not na(line_fc_down) and f_bg
linefill.delete(fill_fc[1])
fill_color = color.new(color.from_gradient(ta.rsi(close, 14), 30, 70, GF1, GF2), f_transp)
fill_fc := linefill.new(line_fc_up, line_fc_down, fill_color)
if not na(line_fc_up) and not na(line_fc_down) and d_fib
for i = 0 to array.size(fibs) - 1
if array.size(fibs) > 0
line.delete(array.shift(fibs))
left = math.min(line.get_x1(line_fc_up), line.get_x1(line_fc_down))
right = bar_index + channel_ext_length
left_val = interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R01)
right_val = interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R01)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R02)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R02)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R03)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R03)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R04)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R04)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R05)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R05)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R06)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R06)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R07)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R07)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R08)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R08)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R09)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R09)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_R10)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_R10)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFRL_input), width=lwidth_FR, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FRL, FRH)))
if d_fib2
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_E01)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_E01)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFEL_input), width=lwidth_FE, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FEL, FEH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_E02)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_E02)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFEL_input), width=lwidth_FE, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FEL, FEH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_E03)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_E03)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFEL_input), width=lwidth_FE, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FEL, FEH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_E04)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_E04)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFEL_input), width=lwidth_FE, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FEL, FEH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_E05)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_E05)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFEL_input), width=lwidth_FE, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FEL, FEH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_E06)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_E06)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFEL_input), width=lwidth_FE, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FEL, FEH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_E07)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_E07)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFEL_input), width=lwidth_FE, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FEL, FEH)))
left_val := interp(line.get_price(line_fc_down, left), line.get_price(line_fc_up, left) , fib_E08)
right_val := interp(line.get_price(line_fc_down, right), line.get_price(line_fc_up, right) , fib_E08)
array.push(fibs, line.new(left, left_val, right, right_val, style=f_getLineStyle(ppstyleFEL_input), width=lwidth_FE, color=color.from_gradient(right_val, line.get_price(line_fc_down, right), line.get_price(line_fc_up, right), FEL, FEH))) |
Advanced Donchian Channels | https://www.tradingview.com/script/TRYeJZDd-Advanced-Donchian-Channels/ | SamRecio | https://www.tradingview.com/u/SamRecio/ | 211 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © SamRecio
//@version=5
indicator("Advanced Donchian Channels", shorttitle = "[ADC]",overlay = true, max_lines_count = 500)
len = input.int(20, title ="Len", minval = 1, maxval = 166, group = "Advanced Donchian Channel")
fut_tog = input.bool(true, title = "Plot Future Lines?")
color1 = input.color(color.rgb(38,208,124), title = "", inline = "1", group = "Colors")
color2 = input.color(color.rgb(0,150,255), title = "", inline = "1", group = "Colors")
color3 = input.color(color.rgb(255,3,62), title = "", inline = "1", group = "Colors")
highst = ta.highest(high,len)
lowst = ta.lowest(low,len)
mean = math.avg(highst,lowst)
highbar = ta.barssince(high == highst)
lowbar = ta.barssince(low == lowst)
dir = highbar>lowbar?2:lowbar>highbar?1:0
var fut_lines = array.new_line(na)
if array.size(fut_lines) > 0
for i = 0 to array.size(fut_lines) - 1
line.delete(array.get(fut_lines, i))
array.clear(fut_lines)
if fut_tog
for i = len to 2
low1 = ta.lowest(low,i)
low2 = ta.lowest(low,i-1)
high1 = ta.highest(high,i)
high2 = ta.highest(high,i-1)
array.push(fut_lines,line.new(bar_index + (len-i), high1,(bar_index +(len-i))+ 1,high2, color = color1, style = line.style_dotted))
array.push(fut_lines,line.new(bar_index + (len-i), math.avg(high1,low1),(bar_index +(len-i))+ 1,math.avg(high2,low2), color = color2, style = line.style_dotted))
array.push(fut_lines,line.new(bar_index + (len-i), low1,(bar_index +(len-i))+ 1,low2, color = color3, style = line.style_dotted))
//PLOTS
plot(highst, title = "Highest", color = color1, linewidth = 2, editable = false)
plot(mean,title = "Mean", color = color2, linewidth = 1, editable = false)
plot(lowst, title = "Lowest", color = color3, linewidth = 2, editable = false)
//ALERTS////////////////////////////////////////////////////////////////////////
up = (close<=mean)[1] and (close>mean)
down = (close>=mean)[1] and (close<mean)
alertcondition(up, "Close Over Mean")
alertcondition(down, "Close Under Mean")
|
EMA Gradient | https://www.tradingview.com/script/D3Kif6lU-EMA-Gradient/ | m_b_round | https://www.tradingview.com/u/m_b_round/ | 30 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © m_b_round
//@version=5
indicator("EMA Gradient", precision=5, overlay=true)
emaLength = input.int(200, "EMA Length", group="EMA Inputs")
emaSource = input.source(close, "Source", group="EMA Inputs")
sampleLength = input.int(10, "Linreg length", group="Linear Regression")
showLine = input.bool(true, "Show best fit line", group="Linear Regression")
linregColor = input.color(color.purple, "Best fit line colour", group="Linear Regression")
gradientThreshold = input.float(75, "Gradient Threshold", group="Gradient Comparison")
gradientComparison = input.int(200, "Gradient Lookback", group="Gradient Comparison")
emaLine = ta.ema(emaSource, emaLength)
gradient = (ta.linreg(emaLine,sampleLength,-10) - ta.linreg(emaLine,sampleLength,10)) / 20
var line li = na
if showLine
line.delete(li)
// Use sampleLength as the plot length of the line to show how many data points it refers to.
li := line.new(bar_index-sampleLength, ta.linreg(emaLine, sampleLength, sampleLength), bar_index, ta.linreg(emaLine, sampleLength, 0), xloc=xloc.bar_index, color=linregColor, style=line.style_dashed, width=2)
percRank = ta.percentrank(math.abs(gradient), gradientComparison)
plot(percRank, "Percentage Rank", display=display.data_window)
plot(emaLine, color= percRank >= gradientThreshold ? gradient > 0 ? color.green : color.red : color.yellow)
plot(gradient/close*100, "Gradient (%)", display=display.data_window)
// plot(ta.atr(emaLength) / close * 100, "ATRP", display=display.data_window) |
Bandas de Bollinger + 3 Medias Moviles Simples | https://www.tradingview.com/script/Bgxp3png/ | jeanjara77 | https://www.tradingview.com/u/jeanjara77/ | 34 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jeanjara77
//@version=5
indicator(shorttitle="BB+3MA", title="Bollinger Bands + Medias Moviles Simples", overlay=true, timeframe="", timeframe_gaps=true)
length = input.int(20, minval=1)
src = input(close, title="Source")
mult = input.float(2.0, minval=0.001, maxval=50, title="StdDev")
basis = ta.sma(src, length)
dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev
offset = input.int(0, "Offset", minval = -500, maxval = 500)
plot(basis, "Basis", color=#2962FF, offset = offset)
p1 = plot(upper, "Upper", color=#bbbdc2, offset = offset)
p2 = plot(lower, "Lower", color=#bbbdc2, offset = offset)
fill(p1, p2, title = "Background", color=color.rgb(76, 169, 245, 96))
//Evaluation
Bear = high >= upper
Bull = low <= lower
//Plots
plotshape(Bear, style=shape.triangledown, location=location.abovebar,
color=color.rgb(255, 82, 82, 66), size=size.tiny)
plotshape(Bull, style=shape.triangleup, location=location.belowbar,
color=color.rgb(76, 175, 79, 64), size=size.tiny)
// Alert Functionality
alertcondition(Bear or Bull, title="Any Signal", message="{{exchange}}:{{ticker}}" + " {{interval}}")
alertcondition(Bear, title="Bearish Signal", message="{{exchange}}:{{ticker}}" + " {{interval}}")
alertcondition(Bull, title="Bullish Signal", message="{{exchange}}:{{ticker}}" + " {{interval}}")
//3SMA
plot(ta.sma(close, 200), color=#f00808, title="SMA200")
plot(ta.sma(close, 100), color=color.rgb(238, 215, 4), title="SMA100")
plot(ta.sma(close, 50), color=#099b2d, title="SMA50")
|
First Derivative | https://www.tradingview.com/script/ADm7Ar4M-First-Derivative/ | jas9360 | https://www.tradingview.com/u/jas9360/ | 2 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jas9360
//@version=5
indicator("First Derivative", shorttitle="ROC", format=format.price, precision=2, timeframe="", timeframe_gaps=true)
roc = 100* ((close - hl2)/hl2)
plot(roc, color=#2962FF, title="ROC", linewidth=2, style=plot.style_circles)
hline(0, color=#787B86, title="Zero Line")
|
Divergence Backtester | https://www.tradingview.com/script/vNAFeZFR-Divergence-Backtester/ | Trendoscope | https://www.tradingview.com/u/Trendoscope/ | 655 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © HeWhoMustNotBeNamed
// __ __ __ __ __ __ __ __ __ __ __ _______ __ __ __
// / | / | / | _ / |/ | / \ / | / | / \ / | / | / \ / \ / | / |
// $$ | $$ | ______ $$ | / \ $$ |$$ |____ ______ $$ \ /$$ | __ __ _______ _$$ |_ $$ \ $$ | ______ _$$ |_ $$$$$$$ | ______ $$ \ $$ | ______ _____ ____ ______ ____$$ |
// $$ |__$$ | / \ $$ |/$ \$$ |$$ \ / \ $$$ \ /$$$ |/ | / | / |/ $$ | $$$ \$$ | / \ / $$ | $$ |__$$ | / \ $$$ \$$ | / \ / \/ \ / \ / $$ |
// $$ $$ |/$$$$$$ |$$ /$$$ $$ |$$$$$$$ |/$$$$$$ |$$$$ /$$$$ |$$ | $$ |/$$$$$$$/ $$$$$$/ $$$$ $$ |/$$$$$$ |$$$$$$/ $$ $$< /$$$$$$ |$$$$ $$ | $$$$$$ |$$$$$$ $$$$ |/$$$$$$ |/$$$$$$$ |
// $$$$$$$$ |$$ $$ |$$ $$/$$ $$ |$$ | $$ |$$ | $$ |$$ $$ $$/$$ |$$ | $$ |$$ \ $$ | __ $$ $$ $$ |$$ | $$ | $$ | __ $$$$$$$ |$$ $$ |$$ $$ $$ | / $$ |$$ | $$ | $$ |$$ $$ |$$ | $$ |
// $$ | $$ |$$$$$$$$/ $$$$/ $$$$ |$$ | $$ |$$ \__$$ |$$ |$$$/ $$ |$$ \__$$ | $$$$$$ | $$ |/ |$$ |$$$$ |$$ \__$$ | $$ |/ |$$ |__$$ |$$$$$$$$/ $$ |$$$$ |/$$$$$$$ |$$ | $$ | $$ |$$$$$$$$/ $$ \__$$ |
// $$ | $$ |$$ |$$$/ $$$ |$$ | $$ |$$ $$/ $$ | $/ $$ |$$ $$/ / $$/ $$ $$/ $$ | $$$ |$$ $$/ $$ $$/ $$ $$/ $$ |$$ | $$$ |$$ $$ |$$ | $$ | $$ |$$ |$$ $$ |
// $$/ $$/ $$$$$$$/ $$/ $$/ $$/ $$/ $$$$$$/ $$/ $$/ $$$$$$/ $$$$$$$/ $$$$/ $$/ $$/ $$$$$$/ $$$$/ $$$$$$$/ $$$$$$$/ $$/ $$/ $$$$$$$/ $$/ $$/ $$/ $$$$$$$/ $$$$$$$/
//
//
//
//@version=5
indicator("Divergence Backtester", overlay=true, max_lines_count = 500, max_labels_count = 500)
import HeWhoMustNotBeNamed/mZigzag/10 as zg
import HeWhoMustNotBeNamed/enhanced_ta/14 as eta
import HeWhoMustNotBeNamed/arrays/1 as pa
//*********************** Debug method *************************//
i_start = 0
i_page = 100
i_maxLogSize = 1000
i_showHistory = false
i_showBarIndex = false
var DebugArray = array.new_string(0)
var DebugBarArray = array.new_string(0)
add_to_debug_array(arr, val, maxItems) =>
array.unshift(arr, str.tostring(val))
if array.size(arr) > maxItems
array.pop(arr)
debug(debugMsg) =>
if barstate.islast or i_showHistory
barTimeString = str.tostring(year, '0000') + '/' + str.tostring(month, '00') + '/' + str.tostring(dayofmonth, '00') + (timeframe.isintraday ? '-' + str.tostring(hour, '00') + ':' + str.tostring(minute, '00') + ':' + str.tostring(second, '00') : '')
add_to_debug_array(DebugBarArray, i_showBarIndex ? str.tostring(bar_index) : barTimeString, i_maxLogSize)
add_to_debug_array(DebugArray, debugMsg, i_maxLogSize)
//*********************** Debug method *************************//
length = input.int(8, 'Length', group='Zigzag')
oscillatorType = input.string("rsi", title="Oscillator", inline="osc", options=["cci", "cmo", "cog", "mfi", "roc", "rsi"], group='Oscillator')
oscLength = input.int(14, title="", inline="osc", group='Oscillator')
supertrendLength = input.int(5, 'History', inline='st', group='Supertrend')
drawSupertrend = input.bool(true, "Draw Zigzag Supertrend", inline='st2', group='Supertrend')
txtSize = input.string(size.tiny, 'Text Size', [size.tiny, size.small, size.normal, size.large, size.huge], inline='txt')
txtColor = input.color(color.white, '', inline='txt')
getPivotLowDivergenceIndex(divergence)=>
switch(divergence)
4 => 0 //Bullish Continuation - Uptrend HL, HL
3 => 1 //Bullish Hidden Divergence - Uptrend HL, LL
2 => 2 //Bullish Divergence - Downtrend LL, HL
1 => 3 //Bullish Against Trend - Downtrend HL, HL
-4 => 4 //Bearish Continuation - Downtrend LL, LL
-1 => 5 //Bearish Against Trend - Uptrend LL, LL
=> 6 //Indeterminate - Uptrend LL, HL and Downtrend HL, LL
getPivotHighDivergenceIndex(divergence)=>
switch(divergence)
-4 => 0 //Bearish Continuation - Downtrend LH, LH
-3 => 1 //Bearish Hidden Divergence - Downtrend LH, HH
-2 => 2 //Bearish Divergence - Uptrend HH, LH
-1 => 3 //Bearish Against Trend - Uptrend LH, LH
4 => 4 //Bullish Continuation - Uptrend HH, HH
1 => 5 //Bullish Against Trend - Downtrend HH, HH
=> 6 //Indeterminate - Downtrend HH, HL and Uptrend LH, HH
getPivotLowDivergenceColor(index)=>
switch(index)
0=> color.green
1=> color.green
2=> color.lime
3=> color.lime
4=> color.red
5=> color.orange
6=> color.silver
getPivotHighDivergenceColor(index)=>
switch(index)
0=> color.red
1=> color.orange
2=> color.orange
3=> color.orange
4=> color.green
5=> color.lime
6=> color.silver
getPivotLowDivergenceLabel(index)=>
switch(index)
0 => "Bullish Continuation (Uptrend - HL/HL)"
1 => "Bullish Hidden Divergence (Uptrend - HL/LL)"
2 => "Bullish Divergence (Downtrend - LL/HL)"
3 => "Bullish Against Trend (Downtrend - HL/HL)"
4 => "Bearish Continuation (Downtrend - LL/LL)"
5 => "Bearish Against Trend (Uptrend - LL/LL)"
6 => "Indeterminate (Uptrend - LL/HL, Downtrend - HL/LL)"
=> "None"
getPivotHighDivergenceLabel(index)=>
switch(index)
0 => "Bearish Continuation (Downtrend - LH/LH)"
1 => "Bearish Hidden Divergence (Downtrend - LH/HH)"
2 => "Bearish Divergence (Uptrend - HH/LH)"
3 => "Bearish Against Trend (Uptrend - LH/LH)"
4 => "Bullish Continuation (Uptrend - HH/HH)"
5 => "Bullish Against Trend (Downtrend - HH/HH)"
6 => "Indeterminate (Downtrend - HH/LH, Uptrend - LH/HH)"
=> "None"
draw_zg_line(idx1, idx2, zigzaglines, zigzaglabels, valueMatrix, directionMatrix, ratioMatrix, divergenceMatrix, doubleDivergenceMatrix,
barArray, lineColor, lineWidth, lineStyle) =>
if matrix.rows(valueMatrix) > 2
idxLen1 = matrix.rows(valueMatrix)-idx1
idxLen2 = matrix.rows(valueMatrix)-idx2
lastValues = matrix.row(valueMatrix, idxLen1)
llastValues = matrix.row(valueMatrix, idxLen2)
lastDirections = matrix.row(directionMatrix, idxLen1)
lastRatios = matrix.row(ratioMatrix, idxLen1)
lastDivergence = matrix.row(divergenceMatrix, idxLen1)
lastDoubleDivergence = matrix.row(doubleDivergenceMatrix, idxLen1)
y1 = array.get(lastValues, 0)
y2 = array.get(llastValues, 0)
x1 = array.get(barArray, idxLen1)
x2 = array.get(barArray, idxLen2)
zline = line.new(x1=x1, y1=y1, x2=x2, y2=y2, color=lineColor, width=lineWidth, style=lineStyle)
currentDir = y1 > y2? 1 : -1
lastDivergenceLabel = currentDir > 0? getPivotHighDivergenceLabel(getPivotHighDivergenceIndex(array.get(lastDivergence, 1))) :
getPivotLowDivergenceLabel(getPivotLowDivergenceIndex(array.get(lastDivergence, 1)))
labelStyle = currentDir > 0? label.style_label_down : label.style_label_up
lblColor = currentDir > 0? getPivotHighDivergenceColor(getPivotHighDivergenceIndex(array.get(lastDivergence, 1))) :
getPivotLowDivergenceColor(getPivotLowDivergenceIndex(array.get(lastDivergence, 1)))
zlabel = label.new(x=x1, y=y1, yloc=yloc.price, color=lblColor, style=labelStyle, text=lastDivergenceLabel,
textcolor=color.black, size = size.small, tooltip=lastDivergenceLabel)
if array.size(zigzaglines) > 0
lastLine = array.get(zigzaglines, array.size(zigzaglines)-1)
if line.get_x2(lastLine) == x2 and line.get_x1(lastLine) <= x1
pa.pop(zigzaglines)
pa.pop(zigzaglabels)
pa.push(zigzaglines, zline, 500)
pa.push(zigzaglabels, zlabel, 500)
draw(matrix<float> valueMatrix, matrix<int> directionMatrix, matrix<float> ratioMatrix, matrix<int> divergenceMatrix, matrix<int> doubleDivergenceMatrix, array<int> barArray,
bool newZG, bool doubleZG, color lineColor = color.blue, int lineWidth = 1, string lineStyle = line.style_solid)=>
var zigzaglines = array.new_line(0)
var zigzaglabels = array.new_label(0)
if(newZG)
if doubleZG
draw_zg_line(2, 3, zigzaglines, zigzaglabels, valueMatrix, directionMatrix, ratioMatrix, divergenceMatrix, doubleDivergenceMatrix, barArray,
lineColor, lineWidth, lineStyle)
if matrix.rows(valueMatrix) >= 2
draw_zg_line(1, 2, zigzaglines, zigzaglabels, valueMatrix, directionMatrix, ratioMatrix, divergenceMatrix, doubleDivergenceMatrix, barArray,
lineColor, lineWidth, lineStyle)
[valueMatrix, directionMatrix, ratioMatrix, divergenceMatrix, doubleDivergenceMatrix, barArray, zigzaglines, zigzaglabels]
increment(matrix<int> mtx, row, col)=>matrix.set(mtx, row, col, matrix.get(mtx, row, col)+1)
indicatorHigh = array.new_float()
indicatorLow = array.new_float()
indicatorLabels = array.new_string()
[oscHigh, _, _] = eta.oscillator(oscillatorType, oscLength, oscLength, oscLength, high)
[oscLow, _, _] = eta.oscillator(oscillatorType, oscLength, oscLength, oscLength, low)
array.push(indicatorHigh, math.round(oscHigh,2))
array.push(indicatorLow, math.round(oscLow,2))
array.push(indicatorLabels, oscillatorType+str.tostring(oscLength))
[valueMatrix, directionMatrix, ratioMatrix, divergenceMatrix, doubleDivergenceMatrix, barArray, supertrendDir, supertrend, newZG, doubleZG] =
zg.calculate(length, array.from(high, low), indicatorHigh, indicatorLow, supertrendLength = supertrendLength)
lastDirection = matrix.rows(directionMatrix) > 1? matrix.row(directionMatrix, matrix.rows(directionMatrix)-2) : array.new_int()
lastRatio = matrix.rows(ratioMatrix) > 1? matrix.row(ratioMatrix, matrix.rows(ratioMatrix)-2) : array.new_float()
lastDivergence = matrix.rows(divergenceMatrix) > 1? matrix.row(divergenceMatrix, matrix.rows(divergenceMatrix)-2) : array.new_int()
lastDoubleDivergence = matrix.rows(doubleDivergenceMatrix) > 1? matrix.row(doubleDivergenceMatrix, matrix.rows(doubleDivergenceMatrix)-2) : array.new_int()
llastRatio = matrix.rows(ratioMatrix) > 2? matrix.row(ratioMatrix, matrix.rows(ratioMatrix)-3) : array.new_float()
llastDivergence = matrix.rows(divergenceMatrix) > 2? matrix.row(divergenceMatrix, matrix.rows(divergenceMatrix)-3) : array.new_int()
llastDoubleDivergence = matrix.rows(doubleDivergenceMatrix) > 2? matrix.row(doubleDivergenceMatrix, matrix.rows(doubleDivergenceMatrix)-3) : array.new_int()
lllastRatio = matrix.rows(ratioMatrix) > 3? matrix.row(ratioMatrix, matrix.rows(ratioMatrix)-4) : array.new_float()
lllastDivergence = matrix.rows(divergenceMatrix) > 3? matrix.row(divergenceMatrix, matrix.rows(divergenceMatrix)-4) : array.new_int()
lllastDoubleDivergence = matrix.rows(doubleDivergenceMatrix) > 3? matrix.row(doubleDivergenceMatrix, matrix.rows(doubleDivergenceMatrix)-4) : array.new_int()
var bullishPivotCount = 0
var bearishPivotCount = 0
var pivotHighDivergenceStats = matrix.new<int>(4, 7, 0)
var pivotLowDivergenceStats = matrix.new<int>(4, 7, 0)
if(array.size(lllastRatio) > 0)
priceDirection = array.get(lastDirection, 0)
lastPriceDivergence = array.get(llastDivergence, 1)
llastPriceDivergence = array.get(lllastDivergence,1)
if(math.abs(priceDirection) > 2 or math.abs(priceDirection) < 1)
runtime.error('Incorrect direction :'+str.tostring(priceDirection))
if(math.sign(priceDirection) > 0)
lastIndex = getPivotLowDivergenceIndex(lastPriceDivergence)
llastIndex = getPivotHighDivergenceIndex(llastPriceDivergence)
rowLast = math.abs(priceDirection) %2
rowLLast = 2 + rowLast
increment(pivotHighDivergenceStats, rowLast, lastIndex)
increment(pivotHighDivergenceStats, rowLLast, llastIndex)
bullishPivotCount+=1
else
lastIndex = getPivotHighDivergenceIndex(lastPriceDivergence)
llastIndex = getPivotLowDivergenceIndex(llastPriceDivergence)
rowLast = math.abs(priceDirection) %2
rowLLast = 2 + rowLast
increment(pivotLowDivergenceStats, rowLast, lastIndex)
increment(pivotLowDivergenceStats, rowLLast, llastIndex)
bearishPivotCount+=1
draw(valueMatrix, directionMatrix, ratioMatrix, divergenceMatrix, doubleDivergenceMatrix, barArray, newZG, doubleZG)
var statsTable = table.new(position=position.top_right, columns=6, rows=20, border_color = color.black, border_width = 2)
table.cell(statsTable, 0, 0, 'Piot High', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.merge_cells(statsTable, 0, 0, 5, 0)
table.cell(statsTable, 0, 1, 'Last Pivot Trend', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 1, 1, 'HH Count', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 2, 1, 'LH Count', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 3, 1, 'Previous Last Pivot Trend', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 4, 1, 'HH Count', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 5, 1, 'LH Count', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 0, 9, '', bgcolor = color.silver, text_color = txtColor, text_size = size.tiny)
table.merge_cells(statsTable, 0, 9, 5, 9)
table.cell(statsTable, 0, 10, 'Piot Low', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.merge_cells(statsTable, 0, 10, 5, 10)
table.cell(statsTable, 0, 11, 'Last Pivot Trend', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 1, 11, 'LL Count', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 2, 11, 'HL Count', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 3, 11, 'Previous Last Pivot Trend', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 4, 11, 'LL Count', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 5, 11, 'HL Count', bgcolor = color.maroon, text_color = txtColor, text_size = txtSize)
if(barstate.islast)
for i=0 to matrix.columns(pivotHighDivergenceStats)-1
hhStatLPivot = matrix.get(pivotHighDivergenceStats, 0, i)
lhStatLPivot = matrix.get(pivotHighDivergenceStats, 1, i)
hhStatLLPivot = matrix.get(pivotHighDivergenceStats, 2, i)
lhStatLLPivot = matrix.get(pivotHighDivergenceStats, 3, i)
table.cell(statsTable, 0, 2+i, getPivotLowDivergenceLabel(i), bgcolor = color.teal, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 3, 2+i, getPivotHighDivergenceLabel(i), bgcolor = color.teal, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 1, 2+i, str.tostring(hhStatLPivot), bgcolor = color.new(color.green, 70), text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 2, 2+i, str.tostring(lhStatLPivot), bgcolor = color.new(color.red, 70), text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 4, 2+i, str.tostring(hhStatLLPivot), bgcolor = color.new(color.green, 70), text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 5, 2+i, str.tostring(lhStatLLPivot), bgcolor = color.new(color.red, 70), text_color = txtColor, text_size = txtSize)
for i=0 to matrix.columns(pivotLowDivergenceStats)-1
llStatLPivot = matrix.get(pivotLowDivergenceStats, 0, i)
hlStatLPivot = matrix.get(pivotLowDivergenceStats, 1, i)
llStatLLPivot = matrix.get(pivotLowDivergenceStats, 2, i)
hlStatLLPivot = matrix.get(pivotLowDivergenceStats, 3, i)
table.cell(statsTable, 0, 12+i, getPivotHighDivergenceLabel(i), bgcolor = color.teal, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 3, 12+i, getPivotLowDivergenceLabel(i), bgcolor = color.teal, text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 1, 12+i, str.tostring(llStatLPivot), bgcolor = color.new(color.red, 70), text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 2, 12+i, str.tostring(hlStatLPivot), bgcolor = color.new(color.green, 70), text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 4, 12+i, str.tostring(llStatLLPivot), bgcolor = color.new(color.red, 70), text_color = txtColor, text_size = txtSize)
table.cell(statsTable, 5, 12+i, str.tostring(hlStatLLPivot), bgcolor = color.new(color.green, 70), text_color = txtColor, text_size = txtSize)
plot(drawSupertrend? supertrend:na, color=supertrendDir>0? color.green:color.red, style=plot.style_linebr)
//************************************************************ Print debug message on table ********************************************************/
var debugTable = table.new(position=position.bottom_right, columns=2, rows=i_page + 1, border_width=1)
if array.size(DebugArray) > 0
table.cell(table_id=debugTable, column=0, row=0, text=i_showBarIndex ? 'Bar Index' : 'Bar Time', bgcolor=color.teal, text_color=txtColor, text_size=size.normal)
table.cell(table_id=debugTable, column=1, row=0, text='Debug Message', bgcolor=color.teal, text_color=txtColor, text_size=size.normal)
for i = 0 to math.min(array.size(DebugArray) - 1 - i_start, i_page - 1) by 1
table.cell(table_id=debugTable, column=0, row=i + 1, text=array.get(DebugBarArray, i + i_start), bgcolor=color.black, text_color=txtColor, text_size=size.normal)
table.cell(table_id=debugTable, column=1, row=i + 1, text=array.get(DebugArray, i + i_start), bgcolor=color.black, text_color=txtColor, text_size=size.normal)
//************************************************************ Finish Printing ********************************************************/
|
Williams Fractals + SMMA | https://www.tradingview.com/script/aEddme3o-Williams-Fractals-SMMA/ | rangu9101994 | https://www.tradingview.com/u/rangu9101994/ | 10 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © rangu9101994
//@version=5
indicator("Williams Fractals", shorttitle="Williams fractail + Moving average", format=format.price, precision=0, overlay=true)
// Define "n" as the number of periods and keep a minimum value of 2 for error handling.
n = input.int(title="Periods", defval=2, minval=2)
// UpFractal
bool upflagDownFrontier = true
bool upflagUpFrontier0 = true
bool upflagUpFrontier1 = true
bool upflagUpFrontier2 = true
bool upflagUpFrontier3 = true
bool upflagUpFrontier4 = true
for i = 1 to n
upflagDownFrontier := upflagDownFrontier and (high[n-i] < high[n])
upflagUpFrontier0 := upflagUpFrontier0 and (high[n+i] < high[n])
upflagUpFrontier1 := upflagUpFrontier1 and (high[n+1] <= high[n] and high[n+i + 1] < high[n])
upflagUpFrontier2 := upflagUpFrontier2 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+i + 2] < high[n])
upflagUpFrontier3 := upflagUpFrontier3 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+i + 3] < high[n])
upflagUpFrontier4 := upflagUpFrontier4 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+4] <= high[n] and high[n+i + 4] < high[n])
flagUpFrontier = upflagUpFrontier0 or upflagUpFrontier1 or upflagUpFrontier2 or upflagUpFrontier3 or upflagUpFrontier4
upFractal = (upflagDownFrontier and flagUpFrontier)
// downFractal
bool downflagDownFrontier = true
bool downflagUpFrontier0 = true
bool downflagUpFrontier1 = true
bool downflagUpFrontier2 = true
bool downflagUpFrontier3 = true
bool downflagUpFrontier4 = true
for i = 1 to n
downflagDownFrontier := downflagDownFrontier and (low[n-i] > low[n])
downflagUpFrontier0 := downflagUpFrontier0 and (low[n+i] > low[n])
downflagUpFrontier1 := downflagUpFrontier1 and (low[n+1] >= low[n] and low[n+i + 1] > low[n])
downflagUpFrontier2 := downflagUpFrontier2 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+i + 2] > low[n])
downflagUpFrontier3 := downflagUpFrontier3 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+i + 3] > low[n])
downflagUpFrontier4 := downflagUpFrontier4 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+4] >= low[n] and low[n+i + 4] > low[n])
flagDownFrontier = downflagUpFrontier0 or downflagUpFrontier1 or downflagUpFrontier2 or downflagUpFrontier3 or downflagUpFrontier4
downFractal = (downflagDownFrontier and flagDownFrontier)
plotshape(downFractal, style=shape.triangledown, location=location.belowbar, offset=-n, color=#F44336, size = size.small)
plotshape(upFractal, style=shape.triangleup, location=location.abovebar, offset=-n, color=#009688, size = size.small)
len = input.int(7, minval=1, title="Length")
src = input(close, title="Source")
smma = 0.0
smma := na(smma[1]) ? ta.sma(src, len) : (smma[1] * (len - 1) + src) / len
plot(smma, color=#673AB7)
|
Williams Fractals + SMMA | https://www.tradingview.com/script/xeNH5BUA-Williams-Fractals-SMMA/ | rangu9101994 | https://www.tradingview.com/u/rangu9101994/ | 16 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © rangu9101994
//@version=5
indicator("Williams Fractals", shorttitle="Williams fractail + SMMA", format=format.price, precision=0, overlay=true)
// Define "n" as the number of periods and keep a minimum value of 2 for error handling.
n = input.int(title="Periods", defval=2, minval=2)
// UpFractal
bool upflagDownFrontier = true
bool upflagUpFrontier0 = true
bool upflagUpFrontier1 = true
bool upflagUpFrontier2 = true
bool upflagUpFrontier3 = true
bool upflagUpFrontier4 = true
for i = 1 to n
upflagDownFrontier := upflagDownFrontier and (high[n-i] < high[n])
upflagUpFrontier0 := upflagUpFrontier0 and (high[n+i] < high[n])
upflagUpFrontier1 := upflagUpFrontier1 and (high[n+1] <= high[n] and high[n+i + 1] < high[n])
upflagUpFrontier2 := upflagUpFrontier2 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+i + 2] < high[n])
upflagUpFrontier3 := upflagUpFrontier3 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+i + 3] < high[n])
upflagUpFrontier4 := upflagUpFrontier4 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+4] <= high[n] and high[n+i + 4] < high[n])
flagUpFrontier = upflagUpFrontier0 or upflagUpFrontier1 or upflagUpFrontier2 or upflagUpFrontier3 or upflagUpFrontier4
upFractal = (upflagDownFrontier and flagUpFrontier)
// downFractal
bool downflagDownFrontier = true
bool downflagUpFrontier0 = true
bool downflagUpFrontier1 = true
bool downflagUpFrontier2 = true
bool downflagUpFrontier3 = true
bool downflagUpFrontier4 = true
for i = 1 to n
downflagDownFrontier := downflagDownFrontier and (low[n-i] > low[n])
downflagUpFrontier0 := downflagUpFrontier0 and (low[n+i] > low[n])
downflagUpFrontier1 := downflagUpFrontier1 and (low[n+1] >= low[n] and low[n+i + 1] > low[n])
downflagUpFrontier2 := downflagUpFrontier2 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+i + 2] > low[n])
downflagUpFrontier3 := downflagUpFrontier3 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+i + 3] > low[n])
downflagUpFrontier4 := downflagUpFrontier4 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+4] >= low[n] and low[n+i + 4] > low[n])
flagDownFrontier = downflagUpFrontier0 or downflagUpFrontier1 or downflagUpFrontier2 or downflagUpFrontier3 or downflagUpFrontier4
downFractal = (downflagDownFrontier and flagDownFrontier)
plotshape(downFractal, style=shape.triangledown, location=location.belowbar, offset=-n, color=#F44336, size = size.small)
plotshape(upFractal, style=shape.triangleup, location=location.abovebar, offset=-n, color=#009688, size = size.small)
len = input.int(7, minval=1, title="Length")
src = input(close, title="Source")
smma = 0.0
smma := na(smma[1]) ? ta.sma(src, len) : (smma[1] * (len - 1) + src) / len
plot(smma, color=#673AB7)
|
RSI Phi Phi | https://www.tradingview.com/script/5gZ58KRU/ | galaxys10mmo | https://www.tradingview.com/u/galaxys10mmo/ | 45 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © galaxys10mmo
//@version=5
indicator(title="RSI Su Phu PhiPhi")
// Get user input
rsiLength = input(title="Độ dài RSI", defval=7)
rsiOB = input.float(title="Điểm quán mua", defval=70)
rsiOS = input.float(title="Điểm quá bán", defval=30)
timeframe1 = input.timeframe(title="Khung thời gian #1", defval="1")
timeframe2 = input.timeframe(title="Khung thời gian #2", defval="5")
timeframe3 = input.timeframe(title="Khung thời gian #3", defval="15")
// Declare custom security function
f_sec(_market, _res, _exp) => request.security(_market, _res, _exp[barstate.isrealtime ? 1 : 0])
// Get RSI on all timeframes
rsi_timeframe1 = f_sec(syminfo.tickerid, timeframe1, ta.rsi(close, rsiLength))
rsi_timeframe2 = f_sec(syminfo.tickerid, timeframe2, ta.rsi(close, rsiLength))
rsi_timeframe3 = f_sec(syminfo.tickerid, timeframe3, ta.rsi(close, rsiLength))
// Check OB levels
rsi_ob1 = rsi_timeframe1 >= rsiOB
rsi_ob2 = rsi_timeframe2 >= rsiOB
rsi_ob3 = rsi_timeframe3 >= rsiOB
// Check OS levels
rsi_os1 = rsi_timeframe1 <= rsiOS
rsi_os2 = rsi_timeframe2 <= rsiOS
rsi_os3 = rsi_timeframe3 <= rsiOS
// Plot RSIs
plot(rsi_timeframe1, color=rsi_ob1 or rsi_os1 ? color.purple : color.green, title="RSI Timeframe #1")
plot(rsi_timeframe2, color=rsi_ob2 or rsi_os2 ? color.purple : color.red, title="RSI Timeframe #2")
plot(rsi_timeframe3, color=rsi_ob3 or rsi_os3 ? color.purple : color.orange, title="RSI Timeframe #3")
hline(rsiOB, color=color.gray, title="RSI quán mua")
hline(rsiOS, color=color.gray, title="RSI quá bán")
hline(50, color=color.new(color.gray,50), title="Thanh giữa")
// Change color based on superstack condition
obTrigger = rsi_ob1 and rsi_ob2 and rsi_ob3
osTrigger = rsi_os1 and rsi_os2 and rsi_os3
bgcolor(obTrigger ? color.red : osTrigger ? color.green : na, title="Màu thông báo tín hiệu")
// Trigger alert
alertcondition(obTrigger or osTrigger, title="RSI Superstack Alert", message="{{ticker}} has 3 RSI values at extreme levels!")
|
SUPER Alligator[Gabbo] | https://www.tradingview.com/script/S0Ttroab-SUPER-Alligator-Gabbo/ | Gabbo1064 | https://www.tradingview.com/u/Gabbo1064/ | 93 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Gabbo1064
//@version=5
indicator("SUPER Alligator[Gabbo]", "Alligator", true, precision=2)
// ══════════════════════════ Input {
jawLength = input.int( 13, "Jaw Length", 1, 100, 1, inline="1", group="Alligator")
jawOffset = input.int( 8, "Jaw Offset", 1, 100, 1, inline="1", group="Alligator")
teethLength = input.int( 8, "Teeth Length", 1, 100, 1, inline="2", group="Alligator")
teethOffset = input.int( 5, "Teeth Offset", 1, 100, 1, inline="2", group="Alligator")
lipsLength = input.int( 5, "Lips Length", 1, 100, 1, inline="3", group="Alligator")
lipsOffset = input.int( 3, "Lips Offset", 1, 100, 1, inline="3", group="Alligator")
sourceAllig = input.source( hl2, "Source", inline="4", group="Alligator")
maSlowType = input.string( "EMA", "Type Line", ["SMA", "EMA", "WMA", "RMA", "HMA", "JMA", "DEMA", "TEMA", "LSMA", "VWMA", "SMMA", "KAMA", "ALMA", "FRAMA", "VIDYA"], inline="4", group="Alligator")
phaseSlow = input.int( 50, "Phase", 1, 1000, 1, inline="5", group="Alligator", tooltip="FOR JMA")
powerSlow = input.int( 2, "Power", 1, 1000, 1, inline="5", group="Alligator", tooltip="FOR JMA")
offsetSlow = input.float( 0.85, "Offset", 0, 1000, 1, inline="6", group="Alligator", tooltip="FOR ALMA")
sigmaSlow = input.float( 6, "Sigma", 0, 1000, 1, inline="6", group="Alligator", tooltip="FOR ALMA")
FCSlow = input.int( 1, "Lower shift (FC)", 1, 1000, 1, inline="7", group="Alligator", tooltip="FOR FRAMA")
SCSlow = input.int( 198, "Upper shift (SC)", 1, 1000, 1, inline="7", group="Alligator", tooltip="FOR FRAMA")
fixCMOSlow = input.bool( true, "Fixed CMO Length (9)?", inline="8", group="Alligator", tooltip="FOR VIDYA")
selectSlow = input.bool( true, "Calculation Method: CMO/StDev?", inline="8", group="Alligator", tooltip="FOR VIDYA")
timeCandles = input( "", "Timeframe", inline="9", group="Alligator")
alligStrong = input.bool( false, "Use Different Source???", inline="9", group="Alligator")
Alligsource1 = input.bool( true, "Source 1", inline="10", group="Alligator")
alligsource1 = input.source( close, "", inline="10", group="Alligator")
Alligsource2 = input.bool( true, "Source 2", inline="10", group="Alligator")
alligsource2 = input.source( open, "", inline="10", group="Alligator")
Alligsource3 = input.bool( true, "Source 3", inline="11", group="Alligator")
alligsource3 = input.source( hl2, "", inline="11", group="Alligator")
Alligsource4 = input.bool( true, "Source 4", inline="11", group="Alligator")
alligsource4 = input.source( ohlc4, "", inline="11", group="Alligator")
Alligsource5 = input.bool( false, "Source 5", inline="12", group="Alligator")
alligsource5 = input.source( hlcc4, "", inline="12", group="Alligator")
plotLine = input.bool( true, "Jaw/ Teeth/ Lips ???", inline="1", group="Plot")
fillLine = input.bool( true, "Fill Line???", inline="1", group="Plot")
fillBack = input.bool( false, "Fill Background???", inline="1", group="Plot")
fillLineLong = input.color( color.new(#58E600, 90), "Fill Line Long", inline="2", group="Plot")
fillLineShort = input.color( color.new(#FA2878, 90), "Fill Line Short", inline="2", group="Plot")
fillLineNeut = input.color( color.new(color.yellow, 90), "Fill Line Neutral", inline="2", group="Plot")
fillBackLong = input.color( color.new(#58E600, 96), "BG Long", inline="3", group="Plot")
fillBackShort = input.color( color.new(#FA2878, 96), "BG Short", inline="3", group="Plot")
fillBackNeut = input.color( color.new(color.yellow, 96), "BG Neutral", inline="3", group="Plot")
// }
// ══════════════════════════ Calculations {
sourceNum1 = Alligsource1? 1: 0
sourceNum2 = Alligsource2? 1: 0
sourceNum3 = Alligsource3? 1: 0
sourceNum4 = Alligsource4? 1: 0
sourceNum5 = Alligsource5? 1: 0
sourceNum = sourceNum1 + sourceNum2 + sourceNum3 + sourceNum4 + sourceNum5
sourceSomm = (Alligsource1? alligsource1: 0) + (Alligsource2? alligsource2: 0) + (Alligsource3? alligsource3: 0) + (Alligsource4? alligsource4: 0) + (Alligsource5? alligsource5: 0)
source = alligStrong? sourceSomm / sourceNum: sourceAllig
hma(source, lenght) => ta.wma(2 * ta.wma(source, lenght / 2) -ta.wma(source, lenght), math.round(math.sqrt(lenght)))
jma(phase, lenght, power, source) =>
phaseRatio = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5
beta = 0.45 * (lenght - 1) / (0.45 * (lenght - 1) + 2)
alpha = math.pow(beta, power)
jma = 0.0
e0 = 0.0
e0 := (1 - alpha) * source + alpha * nz(e0[1])
e1 = 0.0
e1 := (source - e0) * (1 - beta) + beta * nz(e1[1])
e2 = 0.0
e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * math.pow(1 - alpha, 2) + math.pow(alpha, 2) * nz(e2[1])
jma := e2 + nz(jma[1])
dema(source, lenght) => 2 * (ta.ema(source, lenght)) - (ta.ema(ta.ema(source, lenght), lenght))
tema(source, lenght) => 3 * ((ta.ema(source, lenght)) - (ta.ema(ta.ema(source, lenght), lenght))) + (ta.ema(ta.ema(ta.ema(source, lenght), lenght), lenght))
smma(source, lenght) =>
smma1 = 0.0000
smma11 = ta.sma(source, lenght)
smma1 := na(smma1[1]) ? smma11 : ((smma1[1] * (lenght - 1) + source) / lenght)
kama(source, lenght) =>
xvnoise = math.abs(source - source[1])
nAMA = 0.0
nfastend = 0.666
nslowend = 0.0645
nsignal = math.abs(source - source[lenght])
nnoise = math.sum(xvnoise, lenght)
nefratio = nnoise != 0? nsignal / nnoise: 0
nsmooth = math.pow(nefratio * (nfastend - nslowend) + nslowend, 2)
nAMA := nz(nAMA[1]) + nsmooth * (source - nz(nAMA[1]))
frama(source, length, FC, SC) =>
HL = (ta.highest(high, length) - ta.lowest(low, length)) / length
HL1 = (ta.highest(high, length/2) - ta.lowest(low, length/2)) / (length/2)
HL2 = (ta.highest(high, length/2)[length/2] - ta.lowest(low, length/2)[length/2]) / (length/2)
D = (math.log(HL1+HL2) - math.log(HL)) / math.log(2)
dim = HL1>0 and HL2>0 and HL>0? D: nz(D[1])
w = math.log(2/(SC+1))
alpha = math.exp(w*(dim-1))
alpha1 = alpha>1 ? 1 : (alpha<0.01 ? 0.01 : alpha)
oldN = (2-alpha1) / alpha1
newN = (((SC-FC) * (oldN-1)) / (SC-1)) + FC
newalpha = 2/(newN+1)
newalpha1 = newalpha<2/(SC+1) ? 2/(SC+1) : (newalpha>1 ? 1 : newalpha)
frama = 0.0
frama := (1-newalpha1) * nz(frama[1]) + newalpha1*source
vidya(source, lenght, bool1, bool2) =>
alpha = 2/(lenght+1)
momm = ta.change(source)
m1 = momm >= 0.0 ? momm : 0.0
m2 = momm >= 0.0 ? 0.0 : -momm
sm1 = bool1 ? math.sum(m1, 9) : math.sum(m1, lenght)
sm2 = bool1 ? math.sum(m2, 9) : math.sum(m2, lenght)
chandeMO = nz(100 * (sm1 - sm2) / (sm1 + sm2))
k = bool2 ? math.abs(chandeMO)/100 : ta.stdev(source,lenght)
VIDYA = 0.0
VIDYA := nz(alpha*k*source)+(1-alpha*k)*nz(VIDYA[1])
jawInput = maSlowType == "SMA"? ta.sma(source, jawLength): maSlowType == "EMA"? ta.ema(source, jawLength): maSlowType == "WMA"? ta.wma(source, jawLength): maSlowType == "DEMA"?
dema(source, jawLength): maSlowType == "TEMA"? tema(source, jawLength): maSlowType == "VWMA"? ta.vwma(source, jawLength): maSlowType == "RMA"? ta.rma(source, jawLength): maSlowType == "LSMA"?
ta.linreg(source, jawLength, 0): maSlowType == "SMMA"? smma(source, jawLength): maSlowType == "HMA"? hma(source, jawLength): maSlowType == "ALMA"? ta.alma(source, jawLength, offsetSlow, sigmaSlow):
maSlowType == "JMA"? jma(phaseSlow, jawLength, powerSlow, source): maSlowType == "KAMA"? kama(source, jawLength): maSlowType == "VIDYA"? vidya(source, jawLength, fixCMOSlow, selectSlow):
frama(source, jawLength, FCSlow, SCSlow)
jaw = request.security(syminfo.tickerid, timeCandles, jawInput)
teethInput = maSlowType == "SMA"? ta.sma(source, teethLength): maSlowType == "EMA"? ta.ema(source, teethLength): maSlowType == "WMA"? ta.wma(source, teethLength): maSlowType == "DEMA"?
dema(source, teethLength): maSlowType == "TEMA"? tema(source, teethLength): maSlowType == "VWMA"? ta.vwma(source, teethLength): maSlowType == "RMA"? ta.rma(source, teethLength): maSlowType == "LSMA"?
ta.linreg(source, teethLength, 0): maSlowType == "SMMA"? smma(source, teethLength): maSlowType == "HMA"? hma(source, teethLength): maSlowType == "ALMA"? ta.alma(source, teethLength, offsetSlow, sigmaSlow):
maSlowType == "JMA"? jma(phaseSlow, teethLength, powerSlow, source): maSlowType == "KAMA"? kama(source, teethLength): maSlowType == "VIDYA"? vidya(source, teethLength, fixCMOSlow, selectSlow):
frama(source, teethLength, FCSlow, SCSlow)
teeth = request.security(syminfo.tickerid, timeCandles, teethInput)
lipsInput = maSlowType == "SMA"? ta.sma(source, lipsLength): maSlowType == "EMA"? ta.ema(source, lipsLength): maSlowType == "WMA"? ta.wma(source, lipsLength): maSlowType == "DEMA"?
dema(source, lipsLength): maSlowType == "TEMA"? tema(source, lipsLength): maSlowType == "VWMA"? ta.vwma(source, lipsLength): maSlowType == "RMA"? ta.rma(source, lipsLength): maSlowType == "LSMA"?
ta.linreg(source, lipsLength, 0): maSlowType == "SMMA"? smma(source, lipsLength): maSlowType == "HMA"? hma(source, lipsLength): maSlowType == "ALMA"? ta.alma(source, lipsLength, offsetSlow, sigmaSlow):
maSlowType == "JMA"? jma(phaseSlow, lipsLength, powerSlow, source): maSlowType == "KAMA"? kama(source, lipsLength): maSlowType == "VIDYA"? vidya(source, lipsLength, fixCMOSlow, selectSlow):
frama(source, lipsLength, FCSlow, SCSlow)
lips = request.security(syminfo.tickerid, timeCandles, lipsInput)
// }
// ══════════════════════════ Plot {
alligatorLong = jaw[jawOffset] <= teeth[teethOffset] and jaw[jawOffset] <= lips[lipsOffset] and teeth[teethOffset] <= lips[lipsOffset]
alligatorShort = jaw[jawOffset] > teeth[teethOffset] and jaw[jawOffset] > lips[lipsOffset] and teeth[teethOffset] > lips[lipsOffset]
jawPlot = plot(jaw[jawOffset], "Jaw", #2962FF, display=plotLine? display.all: display.none)
teethPlot = plot(teeth[teethOffset], "Teeth", #E91E63, display=plotLine? display.all: display.none)
lipsPlot = plot(lips[lipsOffset], "Lips", #66BB6A, display=plotLine? display.all: display.none)
fill(jawPlot, lipsPlot, alligatorLong? fillLineLong: alligatorShort? fillLineShort: fillLineNeut, title="Fill Line", display=fillLine? display.all: display.none)
bgcolor(alligatorLong? fillBackLong: alligatorShort? fillBackShort: fillBackNeut, display=fillBack? display.all: display.none)
// } |
Ichimoku MA Up & Down | https://www.tradingview.com/script/mAvrK6du/ | Feel_Long_KIM | https://www.tradingview.com/u/Feel_Long_KIM/ | 36 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Feel_Long_KIM
//
// Ichimoku and MA use the default.
//
// It is repainted because it uses a moving average line.
// A marker is only true if it was created after the candle closed.
// The principle is too simple.
// Please enjoy using it.
//
// [Trend]
// - Up : Conversion Line > MA #1 and Base Line > MA #2
// It is an uptrend. The short-term moving average should be above the conversion line. And the long-term should be above the Base Line.
// - Down : Conversion Line < MA #1 and Base Line < MA #2
// It's a downtrend. The short-term moving average should be below the conversion line. And the long-term should be below the Base Line.
//
// You can get better results if you use a momentum indicator like RSI.
// Thank you.
//@version=5
indicator("Ichimoku MA Up & Down", shorttitle="Ichimoku MA Up & Down", overlay=true, timeframe="", timeframe_gaps=true)
// Ichimoku
conversionPeriods = input.int(9, minval=1, title="Conversion Line Length", group="Ichimoku Cloud")
basePeriods = input.int(26, minval=1, title="Base Line Length", group="Ichimoku Cloud")
laggingSpan2Periods = input.int(52, minval=1, title="Leading Span B Length", group="Ichimoku Cloud")
displacement = input.int(26, minval=1, title="Lagging Span", group="Ichimoku Cloud")
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))
conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = math.avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Periods)
plot(conversionLine, color=#2962FF, title="Conversion Line")
plot(baseLine, color=#B71C1C, title="Base Line")
plot(close, offset = -displacement + 1, color=#43A047, title="Lagging Span")
p1 = plot(leadLine1, offset = displacement - 1, color=#A5D6A7, title="Leading Span A")
p2 = plot(leadLine2, offset = displacement - 1, color=#EF9A9A, title="Leading Span B")
fill(p1, p2, color = leadLine1 > leadLine2 ? color.rgb(67, 160, 71, 90) : color.rgb(244, 67, 54, 90))
// MA 1
len = input.int(10, minval=1, title="Length", group="MA #1")
src = input(close, title="Source", group="MA #1")
out = ta.sma(src, len)
plot(out, color=color.red, title="MA #1")
// MA 2
len2 = input.int(20, minval=1, title="Length", group="MA #2")
src2 = input(close, title="Source", group="MA #2")
out2 = ta.sma(src2, len2)
plot(out2, color=color.blue, title="MA #2")
// Function
conversionUpMa1(period) =>
conversionLine[period] > out[period]
conversionUpMa2(period) =>
baseLine[period] > out2[period]
conversionDownMa1(period) =>
conversionLine[period] < out[period]
conversionDownMa2(period) =>
baseLine[period] < out2[period]
conversionUpMk(period) =>
conversionLine[period] > out[0] and baseLine[period] > out2[0]
conversionDownMk(period) =>
conversionLine[period] < out[0] and baseLine[period] < out2[0]
// Background
conversionBgUp = false
conversionBgDn = false
if conversionUpMa1(0) and conversionUpMa2(0)
conversionBgUp := true
if conversionDownMa1(0) and conversionDownMa2(0)
conversionBgDn := true
bgcolor(conversionBgUp ? color.new(#33CCFF, 95) : color.new(#33CCFF, 100))
bgcolor(conversionBgDn ? color.new(#EE0D59, 95) : color.new(#EE0D59, 100))
// Marker
upMk = false
dnMk = false
if conversionDownMk(1) and conversionUpMk(0)
upMk := true
if conversionUpMk(1) and conversionDownMk(0)
dnMk := true
bgTrend = false
if upMk == true
bgTrend := true
if dnMk == true
bgTrend := false
plotshape(upMk ? upMk : na, title='Up Marker', location=location.belowbar, style=shape.square, color=color.new(#2962FF, 0), size=size.auto, text='UP', textcolor=color.new(#2962FF, 0))
plotshape(dnMk ? dnMk : na, title='Down Marker', location=location.abovebar, style=shape.square, color=color.new(#B71C1C, 0), size=size.auto, text='DOWN', textcolor=color.new(#B71C1C, 0))
// Alert
alertcondition(upMk, title="Up Alert",message="Up")
alertcondition(dnMk, title="Down Alert",message="Down") |
UFO + Realtime Divergences (UO x MFI) | https://www.tradingview.com/script/ahPVdZQY-UFO-Realtime-Divergences-UO-x-MFI/ | tvenn | https://www.tradingview.com/u/tvenn/ | 164 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © tvenn
//@version=5
indicator("UFO + Realtime Divergences", shorttitle="UFO+", overlay=false, max_bars_back = 1000, max_lines_count = 400, max_labels_count = 400, precision=3)
pulldatafromtimeframe = input.string("Chart", title="Select alternate timeframe in mins", options=["Chart", "1", "2", "3", "4", "5", "10", "15", "30", "45", "60", "120", "240"])
customOscColor = input.color(color.new(color.blue, 0), title="Oscillator color")
green = color.new(#95BD5F, 30)
red = color.new(#EA1889, 30)
//UO
grp_UOS = "UO Settings"
length1 = input.int(7, minval=1, title = "Fast Length", group=grp_UOS)
length2 = input.int(14, minval=1, title = "Middle Length", group=grp_UOS)
length3 = input.int(28, minval=1, title = "Slow Length", group=grp_UOS)
//MFI
grp_MFIS = "MFI Settings"
mfilength1 = input(10, title="MFI Length", group=grp_MFIS)
mfisrc = input(hlc3, title="MFI Source", group=grp_MFIS)
mfi = ta.mfi(mfisrc, mfilength1)
//MFI end
//Divergence Settings
grp_DivS = "Divergence Settings"
showlines = input(defval = true, title = "Show Divergence Lines", group=grp_DivS)
showlast = input(defval = true, title = "Show Only Last Divergence", group=grp_DivS)
dontconfirm = input(defval = true, title = "Don't Wait for Confirmation", group=grp_DivS)
//Detail
grp_Detail = "Details"
centerline = input(true, title="Centerline", group=grp_Detail, inline="0")
showBands = input(false, title="Range bands", group=grp_Detail, inline="1")
obosHighlightEnabled= input(false, title="Highlight overbought & oversold", group=grp_Detail, inline="2")
fadeOutOsc = input(false, title="Fade out oscillator", group=grp_Detail, tooltip="Face out the oscillator leaving only the most recent periods prominent for a clearer chart.")
flipOsc = input(false, title="Flip Oscillator", group=grp_Detail, tooltip="This will flip the oscillator upside down. The purpose is for use with the flip chart feature of Tradingview (Alt+i), which does not also flip the oscillator. This may help those with a particular long/short bias to see the other side of things. Divergence lines will not be drawn.")
showMTFRibbon = input(true, title="Enable MTF ribbon", group=grp_Detail)
showLabel = input(true, title="Show MTF OB/OS label", group=grp_Detail, tooltip="This will show a text label in the bottom left of the panel to notify when the MTF CCI or MTF Stoch RSI is either overbought or oversold, for clarity, or colour blind users.")
showMTFVals = input(false, title="Show MTF table for", group=grp_Detail, inline="table")
MTFTableType = input.string("MTF Stoch RSI", options=["MTF Stoch RSI", "MTF CCI", "Both"], title="", group=grp_Detail, inline="table")
MTFTableTheme = input.string("Dark", options=["Dark", "Light"], title="", group=grp_Detail, inline="table")
// MTFOBOSDivSignal = input(true, title="Show MTF OB/OS + Div", group=grp_Detail, tooltip="Places label to indicate where MTF Stoch RSI / MTF CCI oversold AND recent bullish divergence, and where MTF Stoch RSI / MTF CCI overbought AND recent bearish divergence.\n\nYou can alert these using the alert called 'MTF OB/OS + Div on RF+'")
grp_BG = "Background styles"
backgroundColor = input(color.new(color.white, 97), title = "", group=grp_BG, inline='clc')
showBackground = input(false, title="Background", group=grp_BG, inline='clc')
centerlineXBgColor = input(color.new(red, 90), title='', group=grp_BG, inline='clc1')
backgroundSignalOn = input(false, title="Centerline crossunder background color", group=grp_BG, tooltip="This will colour the background according to whether the RSI is above or below the 50 level.", inline='clc1')
centerlineXOscColor = input(color.new(red, 10), title='', group=grp_BG, inline='clc2')
oscSignalOn = input(false, title="Centerline crossunder oscillator color", group=grp_BG, tooltip="This will colour the oscillator according to whether the RSI is above or below the 50 level.", inline='clc2')
//UO
average(bp, tr_, length) => math.sum(bp, length) / math.sum(tr_, length)
high_ = math.max(high, close[1])
low_ = math.min(low, close[1])
bp = close - low_
tr_ = high_ - low_
avg7 = average(bp, tr_, length1)
avg14 = average(bp, tr_, length2)
avg28 = average(bp, tr_, length3)
uo_val = 100 * (4*avg7 + 2*avg14 + avg28)/7
//UO end
ufo_val = (uo_val + mfi) / 2
osc = (flipOsc ? 100-ufo_val : ufo_val)
ultimate_value = request.security(syminfo.tickerid, pulldatafromtimeframe == "Chart" ? "" : pulldatafromtimeframe, osc, barmerge.gaps_on)
oscColor = ((obosHighlightEnabled and ultimate_value > 75) ? red : ((obosHighlightEnabled and ultimate_value < 25) ? red : (oscSignalOn and ultimate_value > 50 ? customOscColor : (oscSignalOn and ultimate_value < 50 ? centerlineXOscColor : customOscColor))))
distanceTransparency = (bar_index > (last_bar_index - 30) ? 10 : (bar_index > last_bar_index - 60 ? 20 : (bar_index > last_bar_index - 80 ? 30 : (bar_index > last_bar_index - 100 ? 40 : (bar_index > last_bar_index - 120 ? 50 : (bar_index > last_bar_index - 140 ? 60 : (bar_index > last_bar_index - 160 ? 70 : 80)))))))
plot(ultimate_value, color=(fadeOutOsc ? color.new(oscColor, distanceTransparency) : oscColor), linewidth=2, title="Ultimate Oscillator")
//MTF confluences
//===============================================================================================================================
grp_SRSI = "MTF Stoch RSI for ribbon"
srsiribbonPos= input.string(title="MTF Stoch RSI ribbon position", defval='Absolute', options=['Top', 'Bottom', 'Absolute'], group=grp_SRSI)
smoothK = input.int(3, "K line", minval=1, group=grp_SRSI)
smoothD = input.int(3, "D line", minval=1, group=grp_SRSI)
lengthRSI = input.int(14, "RSI Length", minval=1, group=grp_SRSI)
lengthStoch = input.int(14, "Stochastic Length", minval=1, group=grp_SRSI)
src = input(close, title="RSI Source", group=grp_SRSI)
rsi1 = ta.rsi(src, lengthRSI)
k = ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = ta.sma(k, smoothD)
k1 = request.security(syminfo.tickerid, pulldatafromtimeframe == "Chart" ? "" : pulldatafromtimeframe, k, barmerge.gaps_off)
d1 = request.security(syminfo.tickerid, pulldatafromtimeframe == "Chart" ? "" : pulldatafromtimeframe, d, barmerge.gaps_off)
//Bands
bandColor = showBands ? color.new(#777777, 30) : color.new(#777777, 100)
band1 = hline(75, color=bandColor, linestyle=hline.style_dotted, title="Band high", linewidth=1)
band2 = hline(50, color=(centerline ? color.new(#777777, 0) : na), linestyle=hline.style_dotted, title="Centerline", linewidth=1)
band0 = hline(25, color=bandColor, linestyle=hline.style_dotted, title="Band low", linewidth=1)
//Primary timeframes confluences
grp_MTFSRSI1 = "MTF Stoch RSI for ribbon"
overboughtColor_1 = input.color(color.new(red, 0), title="MTF Stoch RSI OB color", group=grp_MTFSRSI1)
oversoldColor_1 = input.color(color.new(green, 0), title="MTF Stoch RSI OS color", group=grp_MTFSRSI1)
useBgColorMTFStochOBOS_1 = input(true, title="Color ribbon where MTF Stoch RSI OB/OS", group=grp_MTFSRSI1, tooltip="This will signal the overbought / oversold state of the Stochastic RSI on all 3x selected timeframes together at the same time.")
useBarColorMTFStochOBOS_1 = input(false, title="Color candles where MTF Stoch RSI OB/OS", group=grp_MTFSRSI1, tooltip="This will signal the overbought / oversold state of the Stochastic RSI on all 3x selected timeframes together at the same time.")
grp_CTFSRSI1 = "Show Current Timeframe OB/OS in Ribbon"
includeCurrentTFOBOS = input(false, title="Show selected timeframe OB/OS in ribbon", group=grp_CTFSRSI1, tooltip="this will include in the ribbon indications where the Stoch RSI is overbought or oversold on the current timeframe")
CTF_1 = input.string("Chart", title="CTF", options=["Chart"], group=grp_CTFSRSI1, inline="tf1")
CTF_OSTHRESH_1 = input(20, title="", group=grp_CTFSRSI1, inline="tf1")
CTF_OBTHRESH_1 = input(80, title="", group=grp_CTFSRSI1, inline="tf1")
grp_MTFSRSI1Conf = "MTF Stoch RSI confluences [Timeframe] [OS level] [OB level]"
TF_1_1 = input.string("1", title="TF1", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI1Conf, inline="mtf1")
TF_2_1 = input.string("5", title="TF2", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI1Conf, inline="mtf2")
TF_3_1 = input.string("15", title="TF3", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI1Conf, inline="mtf3")
MTF_OSTHRESH_1_1 = input(20, title="", group=grp_MTFSRSI1Conf, inline="mtf1")
MTF_OSTHRESH_2_1 = input(20, title="", group=grp_MTFSRSI1Conf, inline="mtf2")
MTF_OSTHRESH_3_1 = input(20, title="", group=grp_MTFSRSI1Conf, inline="mtf3")
MTF_OBTHRESH_1_1 = input(80, title="", group=grp_MTFSRSI1Conf, inline="mtf1")
MTF_OBTHRESH_2_1 = input(80, title="", group=grp_MTFSRSI1Conf, inline="mtf2")
MTF_OBTHRESH_3_1 = input(80, title="", group=grp_MTFSRSI1Conf, inline="mtf3")
MTF1_1 = request.security(syminfo.tickerid, TF_1_1 == "Chart" ? "" : TF_1_1, k, barmerge.gaps_off)
MTF2_1 = request.security(syminfo.tickerid, TF_2_1 == "Chart" ? "" : TF_2_1, k, barmerge.gaps_off)
MTF3_1 = request.security(syminfo.tickerid, TF_3_1 == "Chart" ? "" : TF_3_1, k, barmerge.gaps_off)
allMTFStochOB_1 = (MTF1_1 > MTF_OBTHRESH_1_1 and MTF2_1 > MTF_OBTHRESH_2_1 and MTF3_1 > MTF_OBTHRESH_3_1)
allMTFStochOS_1 = (MTF1_1 < MTF_OSTHRESH_1_1 and MTF2_1 < MTF_OSTHRESH_2_1 and MTF3_1 < MTF_OSTHRESH_3_1)
allOBColor_1 = (allMTFStochOB_1 ? overboughtColor_1 : na)
allOSColor_1 = (allMTFStochOS_1 ? oversoldColor_1 : na)
isCTFOB_1 = (k > CTF_OBTHRESH_1 ? true : false)
isCTFOS_1 = (k < CTF_OSTHRESH_1 ? true : false)
ctfOBColor_1 = (k > CTF_OBTHRESH_1+10 ? color.new(overboughtColor_1, 60) : k > CTF_OBTHRESH_1+10 ? color.new(overboughtColor_1, 80) : na)
ctfOSColor_1 = (k < CTF_OSTHRESH_1-10 ? color.new(oversoldColor_1, 60) : k < CTF_OSTHRESH_1 ? color.new(oversoldColor_1, 80) : na)
//Secondary timeframes confluences
grp_CCI = "MTF CCI settings for ribbon"
cciribbonPos= input.string(title="MTF CCI ribbon position", defval='Top', options=['Top', 'Bottom', 'Absolute'], group=grp_CCI)
ccilength = input.int(20, minval=1, title="CCI source", group=grp_CCI)
ccisrc = input(hlc3, title="CCI source", group=grp_CCI)
ma = ta.sma(src, ccilength)
cci_value = (src - ma) / (0.015 * ta.dev(src, ccilength))
grp_MTFCCI2 = "MTF CCI for ribbon"
overboughtColor_2 = input.color(color.new(color.red, 50), title="MTF CCI OB color", group=grp_MTFCCI2)
oversoldColor_2 = input.color(color.new(color.green, 50), title="MTF CCI OS color", group=grp_MTFCCI2)
useBgColorMTFCCIOBOS_2 = input(true, title="Color ribbon where MTF CCI OB/OS", group=grp_MTFCCI2, tooltip="This will signal the overbought / oversold state of the CCI on all 3x selected timeframes together at the same time.")
useBarColorMTFCCIOBOS_2 = input(false, title="Color candles where MTF CCI OB/OS", group=grp_MTFCCI2, tooltip="This will signal the overbought / oversold state of the CCI on all 3x selected timeframes together at the same time.")
grp_MTFCCI2Conf = "MTF CCI confluences 2 [Timeframe] [OS level] [OB level]"
TF_1_2 = input.string("1", title="TF1", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFCCI2Conf, inline="mtf1")
TF_2_2 = input.string("5", title="TF2", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFCCI2Conf, inline="mtf2")
TF_3_2 = input.string("15", title="TF3", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFCCI2Conf, inline="mtf3")
MTF_OSTHRESH_1_2 = input(-150, title="", group=grp_MTFCCI2Conf, inline="mtf1")
MTF_OSTHRESH_2_2 = input(-150, title="", group=grp_MTFCCI2Conf, inline="mtf2")
MTF_OSTHRESH_3_2 = input(-150, title="", group=grp_MTFCCI2Conf, inline="mtf3")
MTF_OBTHRESH_1_2 = input(150, title="", group=grp_MTFCCI2Conf, inline="mtf1")
MTF_OBTHRESH_2_2 = input(150, title="", group=grp_MTFCCI2Conf, inline="mtf2")
MTF_OBTHRESH_3_2 = input(150, title="", group=grp_MTFCCI2Conf, inline="mtf3")
MTF1_2 = request.security(syminfo.tickerid, TF_1_2 == "Chart" ? "" : TF_1_2, cci_value, barmerge.gaps_off)
MTF2_2 = request.security(syminfo.tickerid, TF_2_2 == "Chart" ? "" : TF_2_2, cci_value, barmerge.gaps_off)
MTF3_2 = request.security(syminfo.tickerid, TF_3_2 == "Chart" ? "" : TF_3_2, cci_value, barmerge.gaps_off)
allMTFCCIOB_2 = (MTF1_2 > MTF_OBTHRESH_1_2 and MTF2_2 > MTF_OBTHRESH_2_2 and MTF3_2 > MTF_OBTHRESH_3_2)
allMTFCCIOS_2 = (MTF1_2 < MTF_OSTHRESH_1_2 and MTF2_2 < MTF_OSTHRESH_2_2 and MTF3_2 < MTF_OSTHRESH_3_2)
allOBColor_2 = (allMTFCCIOB_2 ? overboughtColor_2 : na)
allOSColor_2 = (allMTFCCIOS_2 ? oversoldColor_2 : na)
_srsiribbonLocation = switch srsiribbonPos
"Absolute" => location.absolute
"Top" => location.top
"Bottom" => location.bottom
_cciribbonLocation = switch cciribbonPos
"Absolute" => location.absolute
"Top" => location.top
"Bottom" => location.bottom
plotshape(showMTFRibbon and useBgColorMTFStochOBOS_1 and allMTFStochOB_1, title="OB/OS", location=_srsiribbonLocation, color=allOBColor_1, style=shape.circle, size=size.auto)
plotshape(showMTFRibbon and useBgColorMTFStochOBOS_1 and allMTFStochOS_1, title="OB/OS", location=_srsiribbonLocation, color=allOSColor_1, style=shape.circle, size=size.auto)
plotshape(showMTFRibbon and useBgColorMTFCCIOBOS_2 and allMTFCCIOB_2, title="OB/OS", location=_cciribbonLocation, color=allOBColor_2, style=shape.circle, size=size.auto)
plotshape(showMTFRibbon and useBgColorMTFCCIOBOS_2 and allMTFCCIOS_2, title="OB/OS", location=_cciribbonLocation, color=allOSColor_2, style=shape.circle, size=size.auto)
barcolor(useBarColorMTFStochOBOS_1 and allMTFStochOB_1 ? allOBColor_1 : (useBarColorMTFStochOBOS_1 and allMTFStochOS_1 ? allOSColor_1 : na))
barcolor(useBarColorMTFCCIOBOS_2 and allMTFCCIOB_2 ? allOBColor_2 : (useBarColorMTFCCIOBOS_2 and allMTFCCIOS_2 ? allOSColor_2 : na))
plotshape(showMTFRibbon and includeCurrentTFOBOS and isCTFOB_1, title="Current TF SRSI overbought", color=(showMTFRibbon and includeCurrentTFOBOS ? ctfOBColor_1 : na), location=_srsiribbonLocation, style=shape.circle, size=size.auto)
plotshape(showMTFRibbon and includeCurrentTFOBOS and isCTFOS_1, title="Current TF SRSI oversold", color=(showMTFRibbon and includeCurrentTFOBOS ? ctfOSColor_1 : na), location=_srsiribbonLocation, style=shape.circle, size=size.auto)
//Pivot settings
grp_PPS = "Pivot Point Settings"
pp = input.int(defval = 12, title = "Pivot period", minval = 1, maxval = 50, group=grp_PPS)
maxpp = input.int(defval = 5, title = "Maximum Pivot periods to check for divs", minval = 1, maxval = 100, group=grp_PPS)
maxbars = input.int(defval = 100, title = "Maximum Bars to Check", minval = 1, maxval = 300, group=grp_PPS)
source = "Close"
searchdiv = input.string(defval = "Regular/Hidden", title = "Divergence Type", options = ["Regular", "Hidden", "Regular/Hidden"], group=grp_DivS)
prd = pp
//Styles
grp_STY = "Styles"
MTFTableColor = input.color(color.new(color.black, 100), title="Table Color", group=grp_STY)
pos_reg_div_col = input(defval = green, title = "Positive Regular Divergence", group=grp_STY)
neg_reg_div_col = input(defval = red, title = "Negative Regular Divergence", group=grp_STY)
pos_hid_div_col = input(defval = green, title = "Positive Hidden Divergence", group=grp_STY)
neg_hid_div_col = input(defval = red, title = "Negative Hidden Divergence", group=grp_STY)
reg_div_l_style_= input.string(defval = "Solid", title = "Regular Divergence Line Style", options = ["Solid", "Dashed", "Dotted"], group=grp_STY)
hid_div_l_style_= input.string(defval = "Dotted", title = "Hdden Divergence Line Style", options = ["Solid", "Dashed", "Dotted"], group=grp_STY)
reg_div_l_width = input.int(defval = 2, title = "Regular Divergence Line Width", minval = 1, maxval = 2, group=grp_STY)
hid_div_l_width = input.int(defval = 2, title = "Hidden Divergence Line Width", minval = 1, maxval = 2, group=grp_STY)
//background fill options
fill(band0, band1, backgroundSignalOn and ultimate_value > 50 ? na : backgroundSignalOn and ultimate_value < 50 ? centerlineXBgColor : na, title="Centerline crossover background color", editable=1)
fill(band0, band1, showBackground ? backgroundColor : na, title="Centerline crossover background color", editable=1)
// set line styles
var reg_div_l_style = reg_div_l_style_ == "Solid" ? line.style_solid :
reg_div_l_style_ == "Dashed" ? line.style_dashed :
line.style_dotted
var hid_div_l_style = hid_div_l_style_ == "Solid" ? line.style_solid :
hid_div_l_style_ == "Dashed" ? line.style_dashed :
line.style_dotted
// get indicators
uo = ultimate_value
// keep indicator colors in arrays
var indicators_name = array.new_string(11)
var div_colors = array.new_color(4)
if barstate.isfirst
//colors
array.set(div_colors, 0, pos_reg_div_col)
array.set(div_colors, 1, neg_reg_div_col)
array.set(div_colors, 2, pos_hid_div_col)
array.set(div_colors, 3, neg_hid_div_col)
// Check if we get new Pivot High Or Pivot Low
float ph = ta.pivothigh(close, prd, prd)
float pl = ta.pivotlow(close, prd, prd)
// keep values and positions of Pivot Highs/Lows in the arrays
var int maxarraysize = 20
var ph_positions = array.new_int(maxarraysize, 0)
var pl_positions = array.new_int(maxarraysize, 0)
var ph_vals = array.new_float(maxarraysize, 0.)
var pl_vals = array.new_float(maxarraysize, 0.)
// add PHs to the array
if ph
array.unshift(ph_positions, bar_index)
array.unshift(ph_vals, ph)
if array.size(ph_positions) > maxarraysize
array.pop(ph_positions)
array.pop(ph_vals)
// add PLs to the array
if pl
array.unshift(pl_positions, bar_index)
array.unshift(pl_vals, pl)
if array.size(pl_positions) > maxarraysize
array.pop(pl_positions)
array.pop(pl_vals)
// functions to check Regular Divergences and Hidden Divergences
// function to check positive regular or negative hidden divergence
// cond == 1 => positive_regular, cond == 2=> negative_hidden
positive_regular_positive_hidden_divergence(src, cond)=>
divlen = 0
prsc = close
// if indicators higher than last value and close price is higher than las close
if dontconfirm or src > src[1] or close > close[1]
startpoint = dontconfirm ? 0 : 1 // don't check last candle
// we search last 15 PPs
for x = 0 to maxpp - 1
len = bar_index - array.get(pl_positions, x) + prd
// if we reach non valued array element or arrived 101. or previous bars then we don't search more
if array.get(pl_positions, x) == 0 or len > maxbars
break
if len > 5 and
((cond == 1 and src[startpoint] > src[len] and prsc[startpoint] < nz(array.get(pl_vals, x))) or
(cond == 2 and src[startpoint] < src[len] and prsc[startpoint] > nz(array.get(pl_vals, x))))
slope1 = (src[startpoint] - src[len]) / (len - startpoint)
virtual_line1 = src[startpoint] - slope1
slope2 = (close[startpoint] - close[len]) / (len - startpoint)
virtual_line2 = close[startpoint] - slope2
arrived = true
for y = 1 + startpoint to len - 1
if src[y] < virtual_line1 or nz(close[y]) < virtual_line2
arrived := false
break
virtual_line1 := virtual_line1 - slope1
virtual_line2 := virtual_line2 - slope2
if arrived
divlen := len
break
divlen
// function to check negative regular or positive hidden divergence
// cond == 1 => negative_regular, cond == 2=> positive_hidden
negative_regular_negative_hidden_divergence(src, cond)=>
divlen = 0
prsc = close
// if indicators higher than last value and close price is higher than las close
if dontconfirm or src < src[1] or close < close[1]
startpoint = dontconfirm ? 0 : 1 // don't check last candle
// we search last 15 PPs
for x = 0 to maxpp - 1
len = bar_index - array.get(ph_positions, x) + prd
// if we reach non valued array element or arrived 101. or previous bars then we don't search more
if array.get(ph_positions, x) == 0 or len > maxbars
break
if len > 5 and
((cond == 1 and src[startpoint] < src[len] and prsc[startpoint] > nz(array.get(ph_vals, x))) or
(cond == 2 and src[startpoint] > src[len] and prsc[startpoint] < nz(array.get(ph_vals, x))))
slope1 = (src[startpoint] - src[len]) / (len - startpoint)
virtual_line1 = src[startpoint] - slope1
slope2 = (close[startpoint] - nz(close[len])) / (len - startpoint)
virtual_line2 = close[startpoint] - slope2
arrived = true
for y = 1 + startpoint to len - 1
if src[y] > virtual_line1 or nz(close[y]) > virtual_line2
arrived := false
break
virtual_line1 := virtual_line1 - slope1
virtual_line2 := virtual_line2 - slope2
if arrived
divlen := len
break
divlen
// calculate 4 types of divergence if enabled in the options and return divergences in an array
calculate_divs(cond, indicator)=>
divs = array.new_int(4, 0)
array.set(divs, 0, cond and (searchdiv == "Regular" or searchdiv == "Regular/Hidden") ? positive_regular_positive_hidden_divergence(indicator, 1) : 0)
array.set(divs, 1, cond and (searchdiv == "Regular" or searchdiv == "Regular/Hidden") ? negative_regular_negative_hidden_divergence(indicator, 1) : 0)
array.set(divs, 2, cond and (searchdiv == "Hidden" or searchdiv == "Regular/Hidden") ? positive_regular_positive_hidden_divergence(indicator, 2) : 0)
array.set(divs, 3, cond and (searchdiv == "Hidden" or searchdiv == "Regular/Hidden") ? negative_regular_negative_hidden_divergence(indicator, 2) : 0)
divs
// array to keep all divergences
var all_divergences = array.new_int(4) // 1 indicator * 4 divergence = 4 elements
// set related array elements
array_set_divs(div_pointer, index)=>
for x = 0 to 3
array.set(all_divergences, index * 4 + x, array.get(div_pointer, x))
// set divergences array
array_set_divs(calculate_divs(true, uo), 0)
// keep line in an array
var pos_div_lines = array.new_line(0)
var neg_div_lines = array.new_line(0)
var pos_div_labels = array.new_label(0)
var neg_div_labels = array.new_label(0)
// remove old lines and labels if showlast option is enabled
delete_old_pos_div_lines()=>
if array.size(pos_div_lines) > 0
for j = 0 to array.size(pos_div_lines) - 1
line.delete(array.get(pos_div_lines, j))
array.clear(pos_div_lines)
delete_old_neg_div_lines()=>
if array.size(neg_div_lines) > 0
for j = 0 to array.size(neg_div_lines) - 1
line.delete(array.get(neg_div_lines, j))
array.clear(neg_div_lines)
delete_old_pos_div_labels()=>
if array.size(pos_div_labels) > 0
for j = 0 to array.size(pos_div_labels) - 1
label.delete(array.get(pos_div_labels, j))
array.clear(pos_div_labels)
delete_old_neg_div_labels()=>
if array.size(neg_div_labels) > 0
for j = 0 to array.size(neg_div_labels) - 1
label.delete(array.get(neg_div_labels, j))
array.clear(neg_div_labels)
// delete last creted lines and labels until we met new PH/PV
delete_last_pos_div_lines_label(n)=>
if n > 0 and array.size(pos_div_lines) >= n
asz = array.size(pos_div_lines)
for j = 1 to n
line.delete(array.get(pos_div_lines, asz - j))
array.pop(pos_div_lines)
if array.size(pos_div_labels) > 0
label.delete(array.get(pos_div_labels, array.size(pos_div_labels) - 1))
array.pop(pos_div_labels)
delete_last_neg_div_lines_label(n)=>
if n > 0 and array.size(neg_div_lines) >= n
asz = array.size(neg_div_lines)
for j = 1 to n
line.delete(array.get(neg_div_lines, asz - j))
array.pop(neg_div_lines)
if array.size(neg_div_labels) > 0
label.delete(array.get(neg_div_labels, array.size(neg_div_labels) - 1))
array.pop(neg_div_labels)
// variables for Alerts
pos_reg_div_detected = false
neg_reg_div_detected = false
pos_hid_div_detected = false
neg_hid_div_detected = false
// to remove lines/labels until we met new // PH/PL
var last_pos_div_lines = 0
var last_neg_div_lines = 0
var remove_last_pos_divs = false
var remove_last_neg_divs = false
if pl
remove_last_pos_divs := false
last_pos_div_lines := 0
if ph
remove_last_neg_divs := false
last_neg_div_lines := 0
// draw divergences lines and labels
divergence_text_top = ""
divergence_text_bottom = ""
distances = array.new_int(0)
dnumdiv_top = 0
dnumdiv_bottom = 0
top_label_col = color.white
bottom_label_col = color.white
old_pos_divs_can_be_removed = true
old_neg_divs_can_be_removed = true
startpoint = dontconfirm ? 0 : 1 // used for don't confirm option
for x = 0 to 0
div_type = -1
for y = 0 to 3
if array.get(all_divergences, x * 4 + y) > 0 // any divergence?
div_type := y
if (y % 2) == 1
dnumdiv_top := dnumdiv_top + 1
top_label_col := array.get(div_colors, y)
if (y % 2) == 0
dnumdiv_bottom := dnumdiv_bottom + 1
bottom_label_col := array.get(div_colors, y)
if not array.includes(distances, array.get(all_divergences, x * 4 + y)) // line not exist ?
array.push(distances, array.get(all_divergences, x * 4 + y))
new_line = (showlines and not flipOsc) ? line.new(x1 = bar_index - array.get(all_divergences, x * 4 + y),
y1 = (source == "Close" ? uo[array.get(all_divergences, x * 4 + y)] :
(y % 2) == 0 ? low[array.get(all_divergences, x * 4 + y)] :
high[array.get(all_divergences, x * 4 + y)]),
x2 = bar_index - startpoint,
y2 = (source == "Close" ? uo[startpoint] :
(y % 2) == 0 ? low[startpoint] :
high[startpoint]),
color = array.get(div_colors, y),
style = y < 2 ? reg_div_l_style : hid_div_l_style,
width = y < 2 ? reg_div_l_width : hid_div_l_width
)
: na
if (y % 2) == 0
if old_pos_divs_can_be_removed
old_pos_divs_can_be_removed := false
if not showlast and remove_last_pos_divs
delete_last_pos_div_lines_label(last_pos_div_lines)
last_pos_div_lines := 0
if showlast
delete_old_pos_div_lines()
array.push(pos_div_lines, new_line)
last_pos_div_lines := last_pos_div_lines + 1
remove_last_pos_divs := true
if (y % 2) == 1
if old_neg_divs_can_be_removed
old_neg_divs_can_be_removed := false
if not showlast and remove_last_neg_divs
delete_last_neg_div_lines_label(last_neg_div_lines)
last_neg_div_lines := 0
if showlast
delete_old_neg_div_lines()
array.push(neg_div_lines, new_line)
last_neg_div_lines := last_neg_div_lines + 1
remove_last_neg_divs := true
// set variables for alerts
if y == 0
pos_reg_div_detected := true
if y == 1
neg_reg_div_detected := true
if y == 2
pos_hid_div_detected := true
if y == 3
neg_hid_div_detected := true
alertcondition(pos_reg_div_detected and not pos_reg_div_detected[1], title='Bullish Regular Divergence in UFO', message='Bullish Regular Divergence in UFO')
alertcondition(pos_hid_div_detected and not pos_hid_div_detected[1], title='Bullish Hidden Divergence in UFO', message='Bullish Hidden Divergence in UFO')
alertcondition(neg_reg_div_detected and not neg_reg_div_detected[1], title='Bearish Regular Divergence in UFO', message='Bearish Regular Divergence in UFO')
alertcondition(neg_hid_div_detected and not neg_hid_div_detected[1], title='Bearish Hidden Divergence in UFO', message='Bearish Hidden Divergence in UFO')
alertcondition((pos_reg_div_detected and not pos_reg_div_detected[1]) or (pos_hid_div_detected and not pos_hid_div_detected[1]), title='Bullish Divergence in UFO', message='Bullish Divergence in UFO')
alertcondition((neg_reg_div_detected and not neg_reg_div_detected[1]) or (neg_hid_div_detected and not neg_hid_div_detected[1]), title='Bearish Divergence in UFO', message='Bearish Divergence in UFO')
alertcondition((neg_reg_div_detected and not neg_reg_div_detected[1]) or (neg_hid_div_detected and not neg_hid_div_detected[1]) or (pos_reg_div_detected and not pos_reg_div_detected[1]) or (pos_hid_div_detected and not pos_hid_div_detected[1]), title='Divergence in UFO', message='Divergence in UFO')
alertcondition((allMTFStochOB_1 and not allMTFStochOB_1[1]) or (allMTFCCIOB_2 and not allMTFCCIOB_2[1]), title='MTF Overbought on UFO', message='MTF Overbought on UFO')
alertcondition((allMTFStochOS_1 and not allMTFStochOS_1[1]) or (allMTFCCIOS_2 and not allMTFCCIOS_2[1]), title='MTF Oversold on UFO', message='MTF Oversold on UFO')
alertcondition((allMTFStochOS_1 and not allMTFStochOS_1[1]) or (allMTFStochOB_1 and not allMTFStochOB_1[1]) or (allMTFCCIOB_2 and not allMTFCCIOB_2[1]) or (allMTFCCIOS_2 and not allMTFCCIOS_2[1]), title='MTF OB/OS on UFO', message='MTF OB/OS on UFO')
//Oscillator name label
var table label = table.new(position.bottom_left, 1, 1, bgcolor = color.new(color.black, 100), frame_width = 0, frame_color = color.new(#000000, 100))
// var table flippedLabel = table.new(position.bottom_left, 1, 1, bgcolor = color.new(color.black, 100), frame_width = 0, frame_color = color.new(#000000, 100))
if barstate.islast and flipOsc
// We only populate the table on the last bar.
table.cell(label, 0, 0, text="Flipped", text_color=color.gray, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
if barstate.islast and (not flipOsc) and allMTFStochOB_1 and showLabel
table.cell(label, 0, 0, text="MTF Stoch RSI Overbought", text_color=overboughtColor_1, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
if barstate.islast and (not flipOsc) and allMTFStochOS_1 and showLabel
table.cell(label, 0, 0, text="MTF Stoch RSI Oversold", text_color=oversoldColor_1, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
if barstate.islast and (not flipOsc) and allMTFCCIOB_2 and showLabel
table.cell(label, 0, 0, text="MTF CCI Overbought", text_color=overboughtColor_2, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
if barstate.islast and (not flipOsc) and allMTFCCIOS_2 and showLabel
table.cell(label, 0, 0, text="MTF CCI Oversold", text_color=oversoldColor_2, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
if barstate.islast and (not flipOsc and not allMTFStochOB_1 and not allMTFStochOS_1 and not allMTFCCIOB_2 and not allMTFCCIOS_2)
table.cell(label, 0, 0, text="", text_color=color.black, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
// We use `var` to only initialize the table on the first bar.
var table dashboard = table.new(position.top_right, 4, 4, bgcolor = MTFTableColor, frame_width = 0, frame_color = na)
LabelColor = MTFTableTheme=="Dark" ? color.new(color.white, 70) : color.new(color.black, 70)
ValueColor = MTFTableTheme=="Dark" ? color.new(color.white, 20) : color.new(color.black, 20)
_CCIlabelColor(val, ob, os) =>
val > ob ? overboughtColor_2 : (val < os ? oversoldColor_2 : ValueColor)
_SRSIlabelColor(val, ob, os) =>
val > ob ? overboughtColor_1 : (val < os ? oversoldColor_1 : ValueColor)
// We call functions like `ta.atr()` outside the `if` block so it executes on each bar.
if barstate.islast and showMTFVals
// We only populate the table on the last bar.
if (MTFTableType=="MTF CCI")
table.cell(dashboard, 0, 0, text="CCI", text_color=LabelColor, text_halign=text.align_left, text_size=size.small, width=2)
table.cell(dashboard, 0, 1, text=TF_1_2+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 0, 2, text=TF_2_2+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 0, 3, text=TF_3_2+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 1, 0, text="", width=3, text_color=LabelColor, text_halign=text.align_left, text_size=size.small)
table.cell(dashboard, 1, 1, text=str.tostring(math.round(MTF1_2, 0)) , text_color=_CCIlabelColor(MTF1_2, MTF_OBTHRESH_1_2, MTF_OSTHRESH_1_2), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 1, 2, text=str.tostring(math.round(MTF2_2, 0)) , text_color=_CCIlabelColor(MTF2_2, MTF_OBTHRESH_2_2, MTF_OSTHRESH_2_2), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 1, 3, text=str.tostring(math.round(MTF3_2, 0)), text_color=_CCIlabelColor(MTF3_2, MTF_OBTHRESH_3_2, MTF_OSTHRESH_3_2), text_halign=text.align_right, text_size=size.small)
if (MTFTableType=="MTF Stoch RSI")
table.cell(dashboard, 2, 0, text="SRSI", text_color=LabelColor, text_halign=text.align_left, text_size=size.small, width=2)
table.cell(dashboard, 2, 1, text=TF_1_1+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 2, 2, text=TF_2_1+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 2, 3, text=TF_3_1+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 3, 0, text="", width=3, text_color=LabelColor, text_halign=text.align_left, text_size=size.small)
table.cell(dashboard, 3, 1, text=str.tostring(math.round(MTF1_1, 0)) , text_color=_SRSIlabelColor(MTF1_1, MTF_OBTHRESH_1_1, MTF_OSTHRESH_1_1), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 3, 2, text=str.tostring(math.round(MTF2_1, 0)) , text_color=_SRSIlabelColor(MTF2_1, MTF_OBTHRESH_2_1, MTF_OSTHRESH_2_1), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 3, 3, text=str.tostring(math.round(MTF3_1, 0)) , text_color=_SRSIlabelColor(MTF3_1, MTF_OBTHRESH_3_1, MTF_OSTHRESH_3_1), text_halign=text.align_right, text_size=size.small)
if (MTFTableType=="Both")
table.cell(dashboard, 0, 0, text="CCI", text_color=LabelColor, text_halign=text.align_left, text_size=size.small, width=2)
table.cell(dashboard, 0, 1, text=TF_1_2+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 0, 2, text=TF_2_2+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 0, 3, text=TF_3_2+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 1, 0, text="", width=3, text_color=LabelColor, text_halign=text.align_left, text_size=size.small)
table.cell(dashboard, 1, 1, text=str.tostring(math.round(MTF1_2, 0)) , text_color=_CCIlabelColor(MTF1_2, MTF_OBTHRESH_1_2, MTF_OSTHRESH_1_2), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 1, 2, text=str.tostring(math.round(MTF2_2, 0)) , text_color=_CCIlabelColor(MTF2_2, MTF_OBTHRESH_2_2, MTF_OSTHRESH_2_2), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 1, 3, text=str.tostring(math.round(MTF3_2, 0)), text_color=_CCIlabelColor(MTF3_2, MTF_OBTHRESH_3_2, MTF_OSTHRESH_3_2), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 2, 0, text="SRSI", text_color=LabelColor, text_halign=text.align_left, text_size=size.small, width=2)
table.cell(dashboard, 2, 1, text=TF_1_1+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 2, 2, text=TF_2_1+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 2, 3, text=TF_3_1+"m", text_color=LabelColor, text_halign=text.align_left, text_size=size.tiny)
table.cell(dashboard, 3, 0, text="", width=3, text_color=LabelColor, text_halign=text.align_left, text_size=size.small)
table.cell(dashboard, 3, 1, text=str.tostring(math.round(MTF1_1, 0)) , text_color=_SRSIlabelColor(MTF1_1, MTF_OBTHRESH_1_1, MTF_OSTHRESH_1_1), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 3, 2, text=str.tostring(math.round(MTF2_1, 0)) , text_color=_SRSIlabelColor(MTF2_1, MTF_OBTHRESH_2_1, MTF_OSTHRESH_2_1), text_halign=text.align_right, text_size=size.small)
table.cell(dashboard, 3, 3, text=str.tostring(math.round(MTF3_1, 0)) , text_color=_SRSIlabelColor(MTF3_1, MTF_OBTHRESH_3_1, MTF_OSTHRESH_3_1), text_halign=text.align_right, text_size=size.small)
|
Physics Candles | https://www.tradingview.com/script/LNQfFgXU-Physics-Candles/ | Techotomy | https://www.tradingview.com/u/Techotomy/ | 223 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Techotomy
//@version=5
indicator(title="Physics Candles", shorttitle = "Physics Beta", overlay=true, max_labels_count=500, max_boxes_count=500)
EMPTY_COLOR = color.new(color.black, 100)
BUG_PREFIX = "ᄽ(◉෴◉)ᄿ Evil Bug Detected: "
ERROR_PREFIX = "(◎_◎) Error Detected: "
MIN_COLOR_UP = color.new(color.green, 90)
MAX_COLOR_UP = color.new(color.green, 10)
MIN_COLOR_DN = color.new(color.red, 90)
MAX_COLOR_DN = color.new(color.red, 10)
price_source_tooltip = "[Optional] Specify the candle price source by entering the
data feed source and ticker symbol bisected by a colon (E.g., NASDAQ:TSLA or
CME_MINI:ES!.). The price source defaults to the TV chart symbol."
physics_source_tooltip = "[Optional] Specify the candle volume source by entering
the data feed source and ticker symbol bisected by a colon (E.g., NASDAQ:TSLA or
CME_MINI:ES!). The price source defaults to the TV chart symbol. "
cycle_tooltip = "Specify the cycle time frame that restarts window collection
when compares current volume intensity against. For example, to compare real-time
relative volume in the current 15-minute window for each day, select Daily"
sample_tooltip = "Specify the raw sampling granularity. A lower timeframe may
give higher accuracy in volume segmentation at the cost of sample count due to
TV data limits. Raw volume samples are processed by segmentation and are not
equivalent to the processed sample count."
window_tooltip = "Specify the window time frame to compare current relative volume
against. For example, to compare real-time relative volume in the f
current 15-minute window for each day, select 15-minute. Low window timeframes
are useful for market open and closes to account for their inherent variability
minute-to-minute"
sample_date_tooltip = "Specify the start and end date for data collection. These
default to the maximum start and end date times enforced by TV data limits."
distribution_tooltip = "Describe the distribution of volume in candle segments.
A normal distribution assumes samples are distributed as a standard bell-curve
while a log-normal distribution takes the logarithm of samples to convert to
a standard bell-curve."
method_tooltip = "Describe the method of volume data transformation before
normalization to the color range. Linear uses raw volume values without
transformation, logarithm takes the log of volume, z-score converts volume to
the multiples of the standard deviations away from the mean, and power-law takes
the exponent of volume to the power of gamma. Logarithm and power-law with a
gamma below one tend to increase sensitivity while power-law with a gamma above
one decreases sensivity to highlight large volume anomalies."
gamma_tooltip = "Specify the value of the exponent when using a power-law
indicator transformation"
cutoff_tooltip = "Specify the static minimum and maximum values to normalize between the
minimum and maximum color range. The scores at or below the minimum
cutoff will have the same intensity as the minimum color settings while the
scores at or above the maximum cutoff will have the same intensity as the
maximum color settings with a linear transition to color for scores in between
the two cutoffs"
autonorm_tooltip = "Auto-Normalization automatically interpolates color intensity
between the minimum and maximum multiples of standard deviations from the mean for
each distribution/window of physics values. For example, a minimum multiplier of 0
and a maximum multiplier of 3 interpolates colors between the mean (mean + 0*stdev)
and 3 standard deviations from the mean (mean + 3*stdev) for each window. Values
below the mean are pinned to the minimum color scheme while values above 3 are pinned
to the maximum color scheme. This is different than the static min and max cutoff
values above since those values remain constant across every window and are not
automatically adjusted according to the aggregrated statistics of each window."
plot_dist_tooltip = "Plot the processed sample distribution for a given window,
where samples are segmented and scored. To find the window of interest to plot,
use the Print Windows feature."
resolution_tooltip = "Specify the number of volume segments per candle. The
maximum number is 8 when using one indicator, but additional indicators can be
applied to the chart to increase the resolution. For example, for 16 segments
per candle, set the resolution to 16 with one indicator Stack Number set to 0
and the other indicator Stack Number set to 1."
stack_tooltip = "Specify the indicator number when increasing candle resolution
in increasing order starting with 0 (e.g., 0 for first indicator, 1 for second,
2 for the third)"
overlay_tooltip = "Specify the number of indicator overlays to
automaticaly decrease the transparency of the color scheme for each individual
indicator such that combined overlay equals the target transparency. The maximum
transparency of the color scheme should be less than 100% since only an infinite
number of transparent overlays can equal 100%."
hide_tooltip = "Specify the intraday time to hide theindicator. This is useful
when calibrating multiple indicators to different parts of the trading day."
price_source = input.string(defval='', title='Candle Source ',
group='Sources', tooltip=price_source_tooltip)
physics_source = input.string(defval='', title='Physics Source ',
group='Sources', tooltip=physics_source_tooltip)
mass_selection = input.string(defval='Volume', title='Mass', group='Sources',
options=['Volume', 'Time'])
physics_selection = input.string(defval='Mass', title='Physics', group='Sources',
options= ['Mass', 'Position', 'Velocity', 'Acceleration', 'Momentum',
'Force', 'Kinetic Energy'])
input_to_timeframe(str) =>
string tf = switch str
"1 Min" => "1"
"2 Mins" => "2"
"3 Mins" => "3"
"5 Mins" => "5"
"10 Mins" => "10"
"15 Mins" => "15"
"30 Mins" => "30"
"45 Mins" => "45"
"1 Hour" => "60"
"2 Hours" => "120"
"3 Hours" => "180"
"4 Hours" => "240"
"24 Hours" => "1440"
"1 day" => "1D"
"1 week" => "1W"
"1 month" => "1M"
"1 quarter" => "3M"
"1 year" => "12M"
"Daily" => "1D"
"Weekly" => "1W"
"Monthly" => "1M"
"Quarterly" => "3M"
"Yearly" => "12M"
"Day" => "1D"
"Week" => "1W"
"Month" => "1M"
"Quarter" => "3M"
"Year" => "12M"
ctf = input.timeframe(
defval="Daily", title='Cycle Time Frame', group='Data Collection', options=
["Daily", "Weekly", "Monthly", "Quarterly", "Yearly"], tooltip=cycle_tooltip)
cycle_tf = input_to_timeframe(ctf)
stf = input.string(
defval="1 Min", title='Sample Time Frame', group='Data Collection', options=
["1 Min", "2 Mins", "3 Mins", "5 Mins", "10 Mins", "15 Mins", "30 Mins",
"45 Mins", "1 Hour", "2 Hours", "3 Hours", "4 Hours", "24 Hours", "Daily",
"Weekly", "Monthly", "Quarterly", "Yearly"], tooltip=sample_tooltip)
sample_tf = input_to_timeframe(stf)
wtf = input.string(
defval="30 Mins", title='Window Time Frame', group='Data Collection', options=
["1 Min", "2 Mins", "3 Mins", "5 Mins", "10 Mins", "15 Mins", "30 Mins",
"45 Mins", "1 Hour", "2 Hours", "3 Hours", "4 Hours", "24 Hours", "Daily",
"Weekly", "Monthly", "Quarterly", "Yearly"], tooltip=window_tooltip)
window_tf = input_to_timeframe(wtf)
use_start_date = input.bool(defval=false, title='Start', inline='start',
group='Data Collection')
start_date = input.time(
defval=timestamp("1 Jan 2021 0:00"), title='', inline='start',
group='Data Collection', tooltip=sample_date_tooltip)
use_end_date = input.bool(defval=false, title='End ', inline='end',
group='Data Collection')
end_date = input.time(
defval=timestamp("1 Jan 2022 0:00"), title='', inline='end',
group='Data Collection', tooltip=sample_date_tooltip)
dist_type = input.string(
defval='Log-Normal', title='Distribution', group='Physics Normalization',
options=['Normal', 'Log-Normal'], tooltip=distribution_tooltip)
norm_type = input.string(
defval="Z-Score", title='Method', group='Physics Normalization',
options=["Linear", "Logarithm", "Z-Score", "Power-Law"],
tooltip=method_tooltip)
min_score = input.float(
defval=0, title='Min Score Cutoff', group='Physics Normalization',
tooltip=cutoff_tooltip)
max_score = input.float(
defval=3, title='Max Score Cutoff', group='Physics Normalization',
tooltip=cutoff_tooltip)
is_auto_norm = input.bool(
defval=true, title='Auto-Normalization', group='Auto-Normalization',
tooltip=autonorm_tooltip)
min_auto = input.float(defval=0, title='Min Stdev Multiplier', group='Auto-Normalization')
max_auto = input.float(defval=3, title='Max Stdev Multiplier', group='Auto-Normalization')
gamma = input.float(defval=2.0, title='Gamma', group='Power-Law Normalization',
tooltip=gamma_tooltip)
smooth_method = input.string(defval='WMA', title='Method', options=['SMA', 'EMA', 'SMMA (RMA)', 'WMA'],
group='Smoothing')
smooth_length = input.int(defval=1, title='Length', minval=1, group='Smoothing')
is_plot = input.bool(
defval=false, title='Plot Window ', inline='plot0',
group='Data Validation')
plot_index = input.int(
defval=10, title=' ', minval=0, inline='plot0', group='Data Validation')
plot_color = input.color(
defval=#9598a1, title='', inline='plot0', group='Data Validation',
tooltip=plot_dist_tooltip)
// plot_width = input.int(
// defval=400, title='Width', inline='plot2', group='Data Validation')
// plot_height = input.int(
// defval=5, title='Height', inline='plot2', group='Data Validation')
// plot_y_shift = input.int(
// defval=0, title='y-Shift', inline='plot3', group='Data Validation')
// plot_x_shift = input.int(
// defval=50, title='x-Shift', inline='plot3', group='Data Validation')
plot_width=400
plot_height=5
plot_y_shift=0
plot_x_shift=35
is_print_stats = input.bool(
defval=false, title='Print Statistics ', inline='print', group='Data Validation')
is_print_windows = input.bool(
defval=false, title='Print Windows', inline='print', group='Data Validation')
print_color = input.color(
defval=color.new(#434651, 0), title='', inline='print', group='Data Validation')
res = input.int(defval=8, title='Resolution', minval=1, group='Multiplicity',
tooltip=resolution_tooltip)
ind_num = input.int(
defval=0, title='Stack Number', minval=0, group='Multiplicity',
tooltip=stack_tooltip)
num_overlays = input.float(
defval=1, title='Number of Overlays', minval=0, group='Multiplicity',
tooltip=overlay_tooltip)
shift_percent = input.float(
defval=0, title='Overlay Shift (%)', group='Multiplicity')
hide_0 = input.bool(
defval=false, title='Hide', inline='h0', group='Multiplicity')
session_0 = input.session(
defval="0000-0000", title="", inline='h0', group='Multiplicity',
tooltip=hide_tooltip)
hide_1 = input.bool(
defval=false, title='Hide', inline='h1', group='Multiplicity')
session_1 = input.session(
defval="0000-0000", title="", inline='h1', group='Multiplicity',
tooltip=hide_tooltip)
hide_2 = input.bool(
defval=false, title='Hide', inline='h2', group='Multiplicity')
session_2 = input.session(
defval="0000-0000", title="", inline='h2', group='Multiplicity',
tooltip=hide_tooltip)
divide_transp(transp, divisions) =>
100 * math.pow(transp / 100, 1 / divisions)
filter_color(_color, num_overlays, use_global_coloring, global_color) =>
color c = _color
if use_global_coloring
c := global_color
transp = color.t(_color)
if num_overlays > 1
transp := divide_transp(transp, num_overlays)
color.new(c, transp)
min_global_color_up = input.color(defval=MIN_COLOR_UP,
inline='min', title='Minimum Global Color Up', group='Global Coloring')
min_global_color_dn = input.color(defval=MIN_COLOR_DN,
inline='min', title='Down', group='Global Coloring')
max_global_color_up = input.color(defval=MAX_COLOR_UP,
inline='max', title='Maximum Global Color Up', group='Global Coloring')
max_global_color_dn = input.color(defval=MAX_COLOR_DN,
inline='max', title='Down', group='Global Coloring')
use_global_coloring = input.bool(defval=false,
title='Use Global Coloring', group='Global Coloring')
min_body_color_up = filter_color(input.color(defval=MIN_COLOR_UP,
inline='min0', title='Minimum Body Color Up', group='Segment Coloring'),
num_overlays, use_global_coloring, min_global_color_up)
min_body_color_dn = filter_color(input.color(defval=MIN_COLOR_DN,
inline='min0', title='Down', group='Segment Coloring'), num_overlays,
use_global_coloring, min_global_color_dn)
max_body_color_up = filter_color(input.color(defval=MAX_COLOR_UP,
inline='max0', title='Maximum Body Color Up', group='Segment Coloring'),
num_overlays, use_global_coloring, max_global_color_up)
max_body_color_dn = filter_color(input.color(defval=MAX_COLOR_DN,
inline='max0', title='Down', group='Segment Coloring'), num_overlays,
use_global_coloring, max_global_color_dn)
min_tail_color_up = filter_color(input.color(defval=MIN_COLOR_UP,
inline='min1', title='Minimum Tail Color Up', group='Segment Coloring'),
num_overlays, use_global_coloring, min_global_color_up)
min_tail_color_dn = filter_color(input.color(defval=MIN_COLOR_DN,
inline='min1', title='Down', group='Segment Coloring'), num_overlays,
use_global_coloring, min_global_color_dn)
max_tail_color_up = filter_color(input.color(defval=MAX_COLOR_UP,
inline='max1', title='Maximum Tail Color Up', group='Segment Coloring'),
num_overlays, use_global_coloring, max_global_color_up)
max_tail_color_dn = filter_color(input.color(defval=MAX_COLOR_DN,
inline='max1', title='Down', group='Segment Coloring'),
num_overlays, use_global_coloring, max_global_color_dn)
min_border_color_up = filter_color(input.color(defval=MIN_COLOR_UP,
inline='min2', title='Minimum Border Color Up', group='Segment Coloring'),
num_overlays, use_global_coloring, min_global_color_up)
min_border_color_dn = filter_color(input.color(defval=MIN_COLOR_DN,
inline='min2', title='Down', group='Segment Coloring'), num_overlays,
use_global_coloring, min_global_color_dn)
max_border_color_up = filter_color(input.color(defval=MAX_COLOR_UP,
inline='max2', title='Maximum Border Color Up', group='Segment Coloring'),
num_overlays, use_global_coloring, max_global_color_up)
max_border_color_dn = filter_color(input.color(defval=MAX_COLOR_DN,
inline='max2', title='Down', group='Segment Coloring'), num_overlays,
use_global_coloring, max_global_color_dn)
min_wick_color_up = filter_color(input.color(defval=MIN_COLOR_UP,
inline='min4', title='Minimum Wick Color Up', group='Segment Coloring'),
num_overlays, use_global_coloring, min_global_color_up)
min_wick_color_dn = filter_color(input.color(defval=MIN_COLOR_DN,
inline='min4', title='Down', group='Segment Coloring'), num_overlays,
use_global_coloring, min_global_color_dn)
max_wick_color_up = filter_color(input.color(defval=MAX_COLOR_UP,
inline='max4', title='Maximum Wick Color Up', group='Segment Coloring'),
num_overlays, use_global_coloring, max_global_color_up)
max_wick_color_dn = filter_color(input.color(defval=MAX_COLOR_DN,
inline='max4', title='Down', group='Segment Coloring'), num_overlays,
use_global_coloring, max_global_color_dn)
min_outline_body_color_up = filter_color(input.color(defval=MIN_COLOR_UP,
inline='min3', title='Minimum Border Color Up', group='Candle Outline Coloring'),
num_overlays, use_global_coloring, min_global_color_up)
min_outline_body_color_dn = filter_color(input.color(defval=MIN_COLOR_DN,
inline='min3', title='Down', group='Candle Outline Coloring'), num_overlays,
use_global_coloring, min_global_color_dn)
max_outline_body_color_up = filter_color(input.color(defval=MAX_COLOR_UP,
inline='max3', title='Maximum Border Color Up', group='Candle Outline Coloring'),
num_overlays, use_global_coloring, max_global_color_up)
max_outline_body_color_dn = filter_color(input.color(defval=MAX_COLOR_DN,
inline='max3', title='Down', group='Candle Outline Coloring'), num_overlays,
use_global_coloring, max_global_color_dn)
min_outline_wick_color_up = filter_color(input.color(defval=MIN_COLOR_UP,
inline='min4', title='Minimum Wick Color Up', group='Candle Outline Coloring'),
num_overlays, use_global_coloring, min_global_color_up)
min_outline_wick_color_dn = filter_color(input.color(defval=MIN_COLOR_DN,
inline='min4', title='Down', group='Candle Outline Coloring'), num_overlays,
use_global_coloring, min_global_color_dn)
max_outline_wick_color_up = filter_color(input.color(defval=MAX_COLOR_UP,
inline='max4', title='Maximum Wick Color Up', group='Candle Outline Coloring'),
num_overlays, use_global_coloring, max_global_color_up)
max_outline_wick_color_dn = filter_color(input.color(defval=MAX_COLOR_DN,
inline='max4', title='Down', group='Candle Outline Coloring'), num_overlays,
use_global_coloring, max_global_color_dn)
close_based = input.bool(defval=false,
title='Color by previous close', group='Candle Settings')
fat_wicks = input.bool(defval=false,
title='Thick Wicks', group='Candle Settings')
source_to_ticker(source) =>
pos = str.pos(source, ':')
prefix = str.substring(source, 0, pos)
suffix = str.substring(source, pos+1)
ticker = ticker.new(prefix, suffix, syminfo.session)
chart_ticker= ticker.new(syminfo.prefix, syminfo.ticker, syminfo.session)
price_ticker = source_to_ticker(price_source)
value_ticker = source_to_ticker(physics_source)
[open_, high_, low_, close_] = request.security(
price_source == '' ? chart_ticker: str.contains(price_source, '-')
or str.contains(price_source, '+') or str.contains(price_source, '*')
or str.contains(price_source, '/') ? price_source : price_ticker,
timeframe.period, [open, high, low, close])
[iopen, ihigh, ilow, iclose] = request.security_lower_tf(
price_source == '' ? chart_ticker: str.contains(price_source, '-')
or str.contains(price_source, '+') or str.contains(price_source, '*')
or str.contains(price_source, '/') ? price_source : price_ticker,
sample_tf, [open, high, low, close])
if timeframe.in_seconds(timeframe.period) >= timeframe.in_seconds("D")
and array.size(iopen) > 0
open_ := array.get(iopen, 0)
high_ := array.max(ihigh)
low_ := array.min(ilow)
close_ := array.get(iclose, array.size(iclose)-1)
print(price, _text, _color=color.gray, _textcolor=color.silver,
_size=size.auto, _style=label.style_label_down, _yloc=yloc.price) =>
label.new(bar_index, price, color=_color,
textcolor=_textcolor, size=_size, style=_style,
yloc=_yloc, text=str.tostring(_text))
get_price_range(bin_num, res) =>
float max_price = ((bin_num + 1) / res) * (high_ - low_) + low_
float min_price = (bin_num / res) * (high_ - low_) + low_
[min_price, max_price]
get_body_range() =>
float body_low = math.min(open_, close_)
float body_high = math.max(open_, close_)
[body_low, body_high]
updn_color(zscore, min_value, max_value, min_color_dn, max_color_dn,
min_color_up, max_color_up, close_based) =>
color _color = color.from_gradient(
zscore, min_value, max_value, min_color_dn, max_color_dn)
if (close_[0] >= close_[1] and close_based) or (close_ >= open_ and not close_based)
_color := color.from_gradient(
zscore, min_value, max_value, min_color_up, max_color_up)
_color
get_candle_colors(
zscores, bin_num, res, fat_wicks, close_based, min_value, max_value,
min_body_color_up, min_body_color_dn, max_body_color_up, max_body_color_dn,
min_tail_color_up, min_tail_color_dn, max_tail_color_up, max_tail_color_dn) =>
color _color = EMPTY_COLOR
[min_price, max_price] = get_price_range(bin_num, res)
[body_low, body_high] = get_body_range()
float z = 0
if bin_num < res
z := array.get(zscores, bin_num)
// if it doesn't have a thin wick
if not (max_price <= body_low or min_price >= body_high)
_color := updn_color(z, min_value, max_value, min_body_color_dn,
max_body_color_dn, min_body_color_up, max_body_color_up, close_based)
// if it does have thin wick, but we want a fat tail
if fat_wicks and (max_price <= body_low or min_price >= body_high)
_color := updn_color(z, min_value, max_value, min_tail_color_dn,
max_tail_color_dn, min_tail_color_up, max_tail_color_up, close_based)
_color
get_wick_color(
zscores, bin_num, res, fat_wicks, close_based, min_value, max_value,
min_color_up, min_color_dn, max_color_up, max_color_dn) =>
color _color = EMPTY_COLOR
[min_price, max_price] = get_price_range(bin_num, res)
[body_low, body_high] = get_body_range()
// if it has a thin wick
if (max_price < body_low or min_price > body_high or
(max_price >= body_low and min_price < body_low) or
(min_price <= body_high and max_price > body_high)) and not fat_wicks
float z = 0
if bin_num < res
z := array.get(zscores, bin_num)
_color := updn_color(z, min_value, max_value, min_color_dn,
max_color_dn, min_color_up, max_color_up, close_based)
_color
// match border segment color with body color
get_border_color(
zscores, bin_num, res, fat_wicks, close_based, min_value, max_value,
min_color_up, min_color_dn, max_color_up, max_color_dn) =>
color _color = EMPTY_COLOR
[body_low, body_high] = get_body_range()
[min_price, max_price] = get_price_range(bin_num, res)
// if inside body
if not (max_price <= body_low or min_price >= body_high)
float z = 0
if bin_num < res
z := array.get(zscores, bin_num)
_color := updn_color(z, min_value, max_value, min_color_dn,
max_color_dn, min_color_up, max_color_up, close_based)
_color := color.new(_color, divide_transp(color.t(_color), 2))
// if outside body but we want a fat wick
if fat_wicks and (max_price <= body_low or min_price >= body_high)
_color := EMPTY_COLOR
_color
get_bin_ohlc(bin_num, res, fat_wicks) =>
[min_price, max_price] = get_price_range(bin_num, res)
float _open = open_
float _high = max_price
float _low = min_price
float _close = close_
body_low = math.min(open_, close_)
body_high = math.max(open_, close_)
// create lower wick
if max_price < body_low
_close := max_price
_open := fat_wicks ? min_price : max_price
// create lower wick and body
else if max_price >= body_low and min_price < body_low
and max_price <= body_high
_close := max_price
_open := fat_wicks ? min_price : body_low
// create body
else if max_price <= body_high and min_price >= body_low
_open := min_price
_close := max_price
// create upper wick and body
else if max_price >= body_high and min_price < body_high
and min_price >= body_low
_open := min_price
_close := fat_wicks ? max_price : body_high
// create upper wick
else if min_price > body_high
_open := min_price
_close := fat_wicks ? max_price : min_price
[_open, _high, _low, _close]
//http://www.burtonsys.com/climate/composite_standard_deviations.html
update_group_stats(new_count, old_count, new_mean,
old_mean, new_stdev, old_stdev) =>
count = new_count + old_count
mean = ((new_count * new_mean) + (old_count * old_mean)) / count
var1 = math.pow(new_stdev, 2)
essg1 = (new_count - 1) * var1
var2 = math.pow(old_stdev, 2)
essg2 = (old_count - 1) * var2
ess = essg1 + essg2
gss1 = math.pow(new_mean - mean, 2) * new_count
gss2 = math.pow(old_mean - mean, 2) * old_count
tgss = gss1 + gss2
gv = (ess + tgss) / (count - 1)
stdev = math.sqrt(gv)
[count, mean, stdev]
set_value(value, values, index) =>
prev_value = array.get(values, index)
if na(prev_value)
array.set(values, index, value)
else
array.set(values, index, value + prev_value)
interpolate_segment_values(lows, highs, values, resolution) =>
float[] segment_values = array.new_float(resolution, na)
for v=0 to array.size(values)-1
_low = array.get(lows, v)
_high = array.get(highs, v)
_val = array.get(values, v)
lowest = array.min(lows)
highest = array.max(highs)
seg_low = (_low - low_)/(high_ - low_) * resolution
seg_high = (_high - low_)/(high_ - low_) * resolution
start = math.floor(seg_low)
end = math.ceil(seg_high)
sl = seg_low
seg_tot = seg_high - seg_low
//
if na(start) or na(end)
for i=0 to resolution-1
set_value(_val / resolution, segment_values, i)
if start >=0 and end <= resolution
if (start == end or _low == _high)
i = int((_low - low_)/(high_ - low_) * resolution)
i := math.min(i, resolution-1)
set_value(_val, segment_values, i)
else
for i=start to end-1
sh = seg_high
if seg_high >= (i+1)
sh := i+1
seg_val = ((sh - sl) / seg_tot) * _val
set_value(seg_val, segment_values, i)
sl := i+1
segment_values
get_tick_values(value, newbar_value, resolution) =>
varip float[] highs = array.new_float(0)
varip float[] lows = array.new_float(0)
varip float[] closes = array.new_float(0)
varip float[] values = array.new_float(0)
varip float prev_value = newbar_value
varip reset = false
if barstate.isnew
array.clear(highs)
array.clear(lows)
array.clear(closes)
array.clear(values)
prev_value := newbar_value
reset := true
last = open_
if array.size(closes) > 0
last := array.get(closes, array.size(closes)-1)
if close_ > last
array.push(highs, close_)
array.push(lows, last)
else
array.push(highs, last)
array.push(lows, close_)
array.push(closes, close_)
array.push(values, value - prev_value)
prev_value := value
segment_values = interpolate_segment_values(lows, highs, values, resolution)
segment_values
filter_nans(a) =>
float[] filter = array.new_float(0)
for i=0 to array.size(a)-1
if not na(array.get(a, i))
array.push(filter, array.get(a, i))
filter
update_stats(
is_update, samples, index, prev_index, num_indices, index_change,
hist_counts, hist_means, hist_stdevs) =>
var int window_count = na
var float window_mean = na
var float window_stdev = na
_samples = filter_nans(samples)
if (index_change or num_indices == 2)
and window_count > 0 and is_update
hist_count = array.get(hist_counts, prev_index)
hist_mean = array.get(hist_means, prev_index)
hist_stdev = array.get(hist_stdevs, prev_index)
if na(hist_count)
hist_count := window_count
hist_mean := window_mean
hist_stdev := window_stdev
else
[update_count, update_mean, update_stdev] = update_group_stats(
window_count, hist_count, window_mean, hist_mean,
window_stdev, hist_stdev)
hist_count := update_count
hist_mean := update_mean
hist_stdev := update_stdev
array.set(hist_counts, prev_index, hist_count)
array.set(hist_means, prev_index, hist_mean)
array.set(hist_stdevs, prev_index, hist_stdev)
window_count := na
window_mean := na
window_stdev := na
candle_count = array.size(_samples)
candle_mean = array.avg(_samples)
candle_stdev = array.stdev(_samples, biased=false)
if na(candle_stdev)
candle_stdev := 0.0
if candle_count > 0 and is_update
if na(window_count)
window_count := candle_count
window_mean := candle_mean
window_stdev := candle_stdev
else
[update_count, update_mean, update_stdev] = update_group_stats(
candle_count, window_count, candle_mean, window_mean,
candle_stdev, window_stdev)
window_count := update_count
window_mean := update_mean
window_stdev := update_stdev
calc_zscore(x, mean, stdev) =>
zscore = (x - mean) / stdev
linears_to_logs(linears) =>
float[] logs = array.new_float(array.size(linears), 0)
for i=0 to array.size(linears)-1
val = array.get(linears, i)
array.set(logs, i, math.log(val))
logs
linears_to_powers(linears, gamma) =>
float[] powers = array.new_float(array.size(linears), 0)
for i=0 to array.size(linears)-1
val = array.get(linears, i)
array.set(powers, i, math.pow(val, gamma))
powers
linears_to_zscores(linears, mean, stdev) =>
float[] zscores = array.new_float(array.size(linears), 0)
for i=0 to array.size(linears)-1
val = array.get(linears, i)
float z = calc_zscore(val, mean, stdev)
array.set(zscores, i, z)
zscores
map_linears(map_type, linears, mean, stdev, gamma) =>
float[] values = linears
if map_type == 'Z-Score'
values := linears_to_zscores(linears, mean, stdev)
else if map_type == 'Logarithm'
values := linears_to_logs(linears)
else if map_type == 'Power-Law'
values := linears_to_powers(linears, gamma)
values
extract_timeframe(tf) =>
unit = str.substring(tf, str.length(tf)-1)
multiplier = 0
period = ''
if unit == 'D' or unit == 'W' or unit == 'M'
multiplier :=
int(str.tonumber(str.substring(tf, 0, str.length(tf)-1)))
period := unit
[multiplier, period]
verticalize_scores(scores) =>
string verticals = 'Scores : \n'
for i=array.size(scores)-1 to 0
verticals +=
str.tostring(
str.format("{0, number, .####}",array.get(scores, i)) + '\n')
verticals
get_index(_time, cycle_tf, window_tf) =>
index = -1
cycle_tf_mins = timeframe.in_seconds(cycle_tf) / 60
window_tf_mins = timeframe.in_seconds(window_tf) / 60
if cycle_tf_mins <= timeframe.in_seconds("1D") / 60
index := math.floor(
(hour(_time) * 60 + minute(_time)) / window_tf_mins)
else if cycle_tf_mins <= (timeframe.in_seconds("1W") / 60)
index:= math.floor(
((dayofweek(_time)-1) * 24 * 60 + hour(_time) * 60 + minute(_time))
/ window_tf_mins)
else if cycle_tf_mins <= timeframe.in_seconds("1M") / 60
index := math.floor(
((dayofmonth(_time)-1) * 24 * 60 + hour(_time) * 60 + minute(_time))
/ window_tf_mins)
else if cycle_tf_mins == timeframe.in_seconds("3M") / 60
and window_tf_mins % (timeframe.in_seconds("W") / 60) == 0
and window_tf_mins < timeframe.in_seconds("M") / 60
quarter = math.floor((month(_time)-1) / 3) + 1
first_month = quarter * 3 - 2
t0_s = timestamp(year(_time), first_month, 0) / 1000
t1_s = timestamp(year(_time), month(_time), dayofmonth(_time)) / 1000
index := math.floor((t1_s - t0_s - 1) / timeframe.in_seconds("1W"))
else if cycle_tf_mins <= timeframe.in_seconds("12M") / 60
and timeframe.in_seconds(window_tf) % timeframe.in_seconds("M") == 0
[cyc_mult, _] = extract_timeframe(cycle_tf)
[win_mult, _] = extract_timeframe(window_tf)
index := math.floor(((month(_time)-1) % (cyc_mult)) / win_mult)
if index == -1
runtime.error(
"The chart and window time frame combination is not available")
index
update_mean(count, mean, value) =>
_count = count + 1
delta = value - mean
_mean = delta / _count + mean
[_count, _mean]
partition_candles(lows, highs, values) =>
low_highs = array.concat(array.copy(lows), highs)
array.sort(low_highs)
parts = array.from(array.get(low_highs, 0))
// remove duplicates
for i=1 to array.size(low_highs)-1
v1 = array.get(low_highs, i)
v0 = array.get(parts, array.size(parts)-1)
if v1 != v0
array.push(parts, v1)
parts
average_partitions(parts, lows, highs, values) =>
counts = array.new_float(array.size(parts)-1, 0)
part_avgs = array.new_float(array.size(parts)-1, 0)
indices = array.new_int(0)
for i=0 to array.size(values)-1
array.push(indices, i)
part_lows = array.new_float(0)
part_highs = array.new_float(0)
for i=0 to array.size(parts)-2
part_low = array.get(parts, i)
array.push(part_lows, part_low)
part_high = array.get(parts, i+1)
array.push(part_highs, part_high)
new_indices = array.new_int(0)
for j=0 to array.size(indices)-1
k = array.get(indices, j)
value_low = array.get(lows, k)
value_high = array.get(highs, k)
value = array.get(values, k)
if value_low <= part_low and value_high >= part_high
[c, m] = update_mean(array.get(counts, i), array.get(part_avgs, i), value)
array.set(counts, i, c)
array.set(part_avgs, i, m)
if value_high > part_high
array.push(new_indices, k)
indices := new_indices
[part_lows, part_highs, part_avgs]
scale_partition_values(part_lows, part_highs, part_values, res) =>
float segment_size = (high_ - low_) / res
float[] scaled_parts = array.new_float(0)
for i=0 to array.size(part_values)-1
v = array.get(part_values, i)
h = array.get(part_highs, i)
l = array.get(part_lows, i)
array.push(scaled_parts, v * (h-l)/segment_size)
scaled_parts
percent_change(v0, v1) =>
percent = 100 * (v1 - v0) / v0
get_velocity(v0, v1) =>
percent_change(v0, v1)
get_acceleration(v0, v1) =>
percent_change(v0, v1) - percent_change(v0[1], v1[1])
get_physics(mass_option, physics_option) =>
float mass = na
if mass_option == "Volume"
mass := volume
else if mass_option == "Time"
mass := time_close - time
float motion = na
motion := switch physics_option
'Position' => close
'Velocity' => get_velocity(open, close)
'Momentum' => get_velocity(open, close)
'Kinetic Energy' => get_velocity(open, close)
'Acceleration' => get_acceleration(open, close)
'Force' => get_acceleration(open, close)
'Potential Energy' => 1 / get_velocity(open, close)
[mass, motion, time]
should_have_motion(option) =>
bool is_sum = switch option
'Position' => true
'Velocity' => true
'Momentum' => true
'Kinetic Energy' => true
'Acceleration' => true
'Force' => true
'Potential Energy' => true
=> false
should_have_mass(option) =>
bool is_avg = switch option
'Mass' => true
// if mass is said to "have" energy, then time also
// has mass via E=mc^2 where time ≈ distance * sqrt(mass/E).
'Time' => true
'Volume' => true
'Momentum' => true
'Kinetic Energy' => true
'Force' => true
'Potential Energy' => true
=> false
multiply_arrays(a0, a1) =>
float[] product = array.new_float(0)
for i=0 to array.size(a0)-1
array.push(product, array.get(a0, i) * array.get(a1, i))
product
calc_segment_physics(mass_segments, motion_segments, physics_selection, resolution) =>
float[] segment_values = switch physics_selection
'Mass' => mass_segments
'Time' => mass_segments
'Volume' => mass_segments
'Position' => motion_segments
'Velocity' => motion_segments
'Momentum' => multiply_arrays(mass_segments, motion_segments)
'Kinetic Energy' => multiply_arrays(mass_segments,
multiply_arrays(motion_segments, motion_segments))
'Acceleration' => motion_segments
'Force' => multiply_arrays(mass_segments, motion_segments)
'Potential Energy' => multiply_arrays(mass_segments, motion_segments)
=> array.new_float(resolution, na)
absolute_array(a) =>
for i=0 to array.size(a)-1
array.set(a, i, math.abs(array.get(a, i)))
a
get_segment_values(is_get, mass, masses, motions, lows, highs,
sample_tf, resolution, mass_selection, physics_selection) =>
float[] mass_segments = array.new_float(resolution, na)
float[] motion_segments = array.new_float(resolution, na)
if is_get
has_mass = should_have_mass(physics_selection)
has_motion = should_have_motion(physics_selection)
if has_motion and array.size(motions) == array.size(lows)
and array.size(motions) == array.size(highs)
partitions = partition_candles(lows, highs, motions)
if array.size(partitions) > 1
[part_lows, part_highs, part_avgs] = average_partitions(
partitions, lows, highs, motions)
scaled_values = scale_partition_values(
part_lows, part_highs, part_avgs, resolution)
motion_segments := interpolate_segment_values(
part_lows, part_highs, scaled_values, resolution)
else
motion_segments := interpolate_segment_values(lows, highs, motions, resolution)
if has_mass and array.size(masses) == array.size(lows)
and array.size(masses) == array.size(highs)
values = masses
if barstate.isrealtime
if mass_selection == "Time"
mass_segments := get_tick_values(timenow, time, resolution)
else if mass_selection == "Volume"
mass_segments := get_tick_values(mass, 0, resolution)
else
mass_segments := interpolate_segment_values(lows, highs, masses, resolution)
motion_segments := absolute_array(motion_segments)
segment_values = calc_segment_physics(
mass_segments, motion_segments, physics_selection, resolution)
get_scores(
is_get, segment_values, lows, highs,
resolution, mean, stdev, norm_type, gamma) =>
float[] scores = array.new_float(resolution, na)
if is_get
scores := map_linears(norm_type, segment_values, mean, stdev, gamma)
scores
auto_norm(mean, stdev, min_mult, max_mult) =>
min_cutoff = mean + min_mult*stdev
max_cutoff = mean + max_mult*stdev
[min_cutoff, max_cutoff]
print_statistics(
is_print, scores, index, num_indices, cycle_tf, mean, stdev,
raw_sample_count, score_sample_count, print_color) =>
if (ta.change(index) or (timeframe.change(cycle_tf) and num_indices == 2))
and is_print
print(low_, verticalize_scores(scores), _color=print_color,
_style=label.style_label_up)
stats = 'Window [' + str.tostring(index) + ']\n'
+ 'Mean:' + '\n' + str.tostring(
str.format("{0, number, .####}", mean))
+ '\n' + 'Std Dev:' + '\n' + str.tostring(
str.format("{0, number, .####}", stdev))
+ '\n' + 'Raw Samples:' + '\n' + str.tostring(
raw_sample_count)
+ '\n' + 'Score Samples:' + '\n' + str.tostring(
score_sample_count)
print(high_, stats, _color=print_color)
print_windows(is_print, index, num_indices, cycle_tf, print_color) =>
if (ta.change(index) or (timeframe.change(cycle_tf) and num_indices == 2))
and is_print
print(high_, index, _color=print_color, _yloc=yloc.price)
label_sampling_start_date(is_label, print_color) =>
var bool show = false
if not show and is_label
show := true
print(low_, "Start Data Collection", _color=print_color, _size=size.small)
plot_stat_line(stat_x0, x0, y0, y1, txt, plot_color, label_style) =>
line li = line.new(stat_x0 + x0, y0, stat_x0 + x0, y1, color=plot_color,
style=line.style_dotted, xloc=xloc.bar_index)
y = y1
if label_style == label.style_label_down
y := y0
label la = label.new(stat_x0 + x0, y, text=txt, size=size.small,
color=EMPTY_COLOR, textcolor=plot_color,
style=label_style, xloc=xloc.bar_index)
[li, la]
bin_distribution(samples, min_value, max_value, num_bins) =>
float[] bins = array.new_float(num_bins, 0)
bin_size = (max_value - min_value) / num_bins
for i=0 to array.size(samples)-1
sample = array.get(samples, i)
if sample >= min_value and sample <= max_value
bin_index = math.floor(
((sample - min_value) / (max_value - min_value)) * (num_bins-1))
prev_count = array.get(bins, bin_index)
array.set(bins, bin_index, prev_count + 1)
bins
construct_plot(
x0, y0, x1, y1, stat_x0, stat_x1, samples, plot_index, plot_color, plot_width,
text_width, mean, stdev, is_auto_norm, min_auto, max_auto, norm_type, dist_type,
min_score, max_score) =>
var box histogram_frame = na
var box[] histograms = array.new_box(0)
var box stat_box = na
var line[] plot_lines = array.new_line(0)
var label[] plot_labels = array.new_label(0)
sample_count = array.size(samples)
sample_min = array.min(samples)
sample_max = array.max(samples)
sample_mean = array.avg(samples)
sample_stdev = array.stdev(samples, biased=false)
sample_min := sample_min < sample_mean - 4*sample_stdev ?
sample_mean - 4*sample_stdev : sample_min
sample_max := sample_max > sample_mean + 4*sample_stdev ?
sample_mean + 4*sample_stdev : sample_max
score_min = min_score
score_max = max_score
if is_auto_norm
[mi, mx] = auto_norm(mean, stdev, min_auto, max_auto)
score_min := mi
score_max := mx
bin_width = plot_width - text_width
binned_distribution = bin_distribution(
samples, sample_min, sample_max, bin_width)
binned_min = bin_distribution(
array.from(score_min), sample_min, sample_max, bin_width)
binned_max = bin_distribution(
array.from(score_max), sample_min, sample_max, bin_width)
binned_mean = bin_distribution(
array.from(sample_mean), sample_min, sample_max, bin_width)
binned_stdev_pos = bin_distribution(
array.from(sample_mean+sample_stdev), sample_min, sample_max, bin_width)
binned_stdev_neg = bin_distribution(
array.from(sample_mean-sample_stdev), sample_min, sample_max, bin_width)
max_count = array.max(binned_distribution)
max_height = (y0-y1)
for i=0 to array.size(binned_distribution)-1
count = array.get(binned_distribution, i)
height = (count / max_count) * max_height
array.push(histograms, box.new(
x0+(i), height + y1, x0+(i+1), y1, xloc=xloc.bar_index,
border_color=plot_color, bgcolor=plot_color))
histogram_frame := box.new(x0-1, y0, x1+1, y1,
bgcolor=color.new(color.black, 100),
text='\n' + norm_type + ' on ' + dist_type + ' Distribution',
xloc=xloc.bar_index, text_size=size.normal, text_valign=text.align_top,
text_halign=text.align_right, border_color=plot_color, text_color=plot_color)
bin_min = array.indexof(binned_min, 1)
bin_max = array.lastindexof(binned_max, 1)
bin_mean = array.indexof(binned_mean, 1)
bin_stdev_pos = array.indexof(binned_stdev_pos, 1)
bin_stdev_neg = array.indexof(binned_stdev_neg, 1)
int[] bin_stats = array.from(
bin_min, bin_max, bin_mean, bin_stdev_pos, bin_stdev_neg)
string[] bin_txts = array.from(
'Min\nCutoff', 'Max\nCutoff', 'Mean', '[+]\nStdev', '[-]\nStdev')
for i=0 to array.size(bin_stats)-1
bs = array.get(bin_stats, i)
bt = array.get(bin_txts, i)
style = label.style_label_down
if i > 1
style := label.style_label_up
line plot_line = na
label plot_label = na
if bs != -1
[li, la] = plot_stat_line(bs, x0, y0, y1, bt, plot_color, style)
plot_line := li
plot_label := la
array.push(plot_lines, plot_line)
array.push(plot_labels, plot_label)
stat_txt =
'Window [' + str.tostring(plot_index) + ']' + '\n' +
'Mean: ' + str.format("{0, Number, .###}", sample_mean) + '\n' +
'Std Dev: ' + str.format("{0, Number, .###}", sample_stdev) + '\n' +
'Min Value: ' + str.format("{0, Number, .###}", sample_min) + '\n' +
'Max Value: ' + str.format("{0, Number, .###}", sample_max) + '\n' +
'Min Cutoff: ' + str.format("{0, Number, .###}", score_min) + '\n' +
'Max Cutoff: ' + str.format("{0, Number, .###}", score_max) + '\n' +
'Samples: ' + str.tostring(sample_count)
stat_box := box.new(stat_x0, y0, stat_x1, y1, text=stat_txt,
bgcolor=EMPTY_COLOR, text_color=plot_color, text_size=size.auto,
text_halign=text.align_right, border_color=EMPTY_COLOR)
[histogram_frame, histograms, stat_box, bin_stats, plot_lines, plot_labels]
update_plot(
x0, x1, stat_x0, stat_x1, histogram_frame, histograms, stat_box,
bin_stats, plot_lines, plot_labels) =>
for i=0 to array.size(histograms)-1
h = array.get(histograms, i)
box.set_left(h, x0+i)
box.set_right(h, x0+(i+1))
box.set_left(histogram_frame, x0)
box.set_right(histogram_frame, x1)
box.set_left(stat_box, stat_x0)
box.set_right(stat_box, stat_x1)
for i=0 to array.size(bin_stats)-1
bs = array.get(bin_stats, i)
line.set_xloc(array.get(plot_lines, i), x0+bs, x0+bs,
xloc=xloc.bar_index)
label.set_xloc(array.get(plot_labels, i), x0+bs,
xloc=xloc.bar_index)
plot_distribution(
is_plot, samples, plot_index, plot_color, plot_width, plot_height,
plot_x_shift, plot_y_shift, means, stdevs, is_auto_norm, min_auto,
max_auto, norm_type, dist_type, min_score, max_score) =>
var box histogram_frame = na
var box[] histograms = na
var box stat_box = na
var line[] plot_lines = na
var label[] plot_labels = na
var int[] bin_stats = na
if is_plot
int text_width = 60
float y0 = close_*(plot_y_shift/100 + 1)
float y1 = y0 - (plot_height/100)*close_
int x0 = bar_index + plot_x_shift
int x1 = x0 + plot_width
int stat_x0 = x0 + plot_width - text_width
int stat_x1 = stat_x0+text_width-10
if barstate.isconfirmed and not na(histograms)
update_plot(
x0, x1, stat_x0, stat_x1, histogram_frame, histograms, stat_box,
bin_stats, plot_lines, plot_labels)
if barstate.islast and na(histograms)
if array.size(samples) == 0
runtime.error(ERROR_PREFIX +
"No data was collected in this window to plot. Turn distribution
plotting off or change window number to one that exists in this plane
of existence.")
mean = array.get(means, plot_index)
stdev = array.get(stdevs, plot_index)
[hf, hs, sb, bs, lis, las] =
construct_plot(
x0, y0, x1, y1, stat_x0, stat_x1, samples, plot_index,
plot_color, plot_width, text_width, mean, stdev, is_auto_norm,
min_auto, max_auto, norm_type, dist_type, min_score, max_score)
histogram_frame := hf
histograms := hs
stat_box := sb
plot_lines := lis
plot_labels := las
bin_stats := bs
collect_distribution(is_collect, scores) =>
var float[] distribution = array.new_float(0)
if is_collect
for i=0 to array.size(scores)-1
if not na(array.get(scores, i))
array.push(distribution, array.get(scores, i))
distribution
should_hide_candles(hide_0, session_0, hide_1, session_1, hide_2, session_2) =>
bool is_hide = false
if (hide_0 and not na(time(timeframe.period, session_0))) or
(hide_1 and not na(time(timeframe.period, session_1))) or
(hide_2 and not na(time(timeframe.period, session_2)))
is_hide := true
is_hide
should_collect_samples(use_start_date, start_date, use_end_date, end_date) =>
var bool is_collect = false
if (time >= start_date and use_start_date) or not use_start_date
is_collect := true
if is_collect and (time >= end_date and use_end_date)
is_collect := false
is_collect
zero_array_nans(a) =>
if array.size(a) > 0
for i=0 to array.size(a)-1
array.set(a, i, nz(array.get(a, i)))
a
calc_sma(v0, v1, length) =>
delta = v0 - v1
float sma = delta / length + v1
calc_ema(v0, v1, length) =>
var alpha = 2 / (length + 1)
float ema = alpha * v0 + (1 - alpha) * v1
calc_rma(v0, v1, length) =>
var alpha = 1 / length
float rma = alpha * v0 + (1 - alpha) * v1
calc_wma(v0, v1, length) =>
float wma = ((length-1) * v1 + length * v0) / length
smooth_operator(is_smooth, values, value_mean, smooth_method, smooth_length) =>
smoothed_values = values
if is_smooth
rolling_mean = switch smooth_method
"SMA" => ta.sma(value_mean, smooth_length-1)
"EMA" => ta.ema(value_mean, smooth_length-1)
"SMMA (RMA)" => ta.rma(value_mean, smooth_length-1)
"WMA" => ta.wma(value_mean, smooth_length-1)
smoothed_values := array.new_float(0)
for i=0 to array.size(values)-1
switch smooth_method
"SMA" => array.push(smoothed_values,
calc_sma(array.get(values, i), rolling_mean, smooth_length))
"EMA" => array.push(smoothed_values,
calc_ema(array.get(values, i), rolling_mean, smooth_length))
"SMMA (RMA)" => array.push(smoothed_values,
calc_rma(array.get(values, i), rolling_mean, smooth_length))
"WMA" => array.push(smoothed_values,
calc_wma(array.get(values, i), rolling_mean, smooth_length))
smoothed_values
input_validation(sample_tf, window_tf, chart_tf, cycle_tf, use_start_date,
start_date, use_end_date, end_date, masses, physics_selection, physics_source) =>
sample_tf_mins = timeframe.in_seconds(sample_tf) / 60
window_tf_mins = timeframe.in_seconds(window_tf) / 60
chart_tf_mins = timeframe.in_seconds(timeframe.period) / 60
cycle_tf_mins = timeframe.in_seconds(cycle_tf) / 60
if window_tf_mins > cycle_tf_mins
runtime.error(ERROR_PREFIX +
"Sample time frame must be lower or equal to the cycle timeframe")
else if cycle_tf_mins == timeframe.in_seconds("M") / 60
and window_tf_mins < timeframe.in_seconds("D") / 60
runtime.error(ERROR_PREFIX +
"Sample time frame is too low for the cycle timeframe")
else if cycle_tf_mins == timeframe.in_seconds("3M") / 60
and window_tf_mins < timeframe.in_seconds("W") / 60
runtime.error(ERROR_PREFIX +
"Sample time frame is too low for the cycle timeframe")
else if cycle_tf_mins == timeframe.in_seconds("12M") / 60
and window_tf_mins < timeframe.in_seconds("M") / 60
runtime.error(ERROR_PREFIX +
"Sample time frame is too low for the cycle timeframe")
if chart_tf_mins < sample_tf_mins
runtime.error(ERROR_PREFIX +
"Chart time frame is too low for sample time frame")
if chart_tf_mins % sample_tf_mins != 0
runtime.error(ERROR_PREFIX +
"Chart time frame should be evenly divisible by sample time frame")
if use_start_date and start_date > timenow
runtime.error(ERROR_PREFIX +
"The Data Collection Start Date is in the future.
Please taxi a time machine to start collecting that data")
if use_start_date and use_end_date and end_date <= start_date
runtime.error(ERROR_PREFIX +
"The Data Collection Start Date is at or after the End Date.
Did Bill and Ted take you for a ride again?")
var float total_mass = 0
var bool has_mass = should_have_mass(physics_selection)
if has_mass
if array.size(masses) > 0
total_mass += array.sum(zero_array_nans(masses))
if barstate.islast and (total_mass == 0 or na(total_mass))
source = physics_source == '' ? syminfo.ticker : physics_source
runtime.error("No volume is available from " +
+ source + " to calculate " + physics_selection)
update_minmax(values, mins, maxs, index) =>
min = array.get(mins, index)
max = array.get(maxs, index)
if na(min)
min := array.get(values, 0)
if na(max)
max := array.get(values, 0)
for i=0 to array.size(values)-1
v = array.get(values, i)
if v < min
min := v
if v > max
max := v
array.set(mins, index, min)
array.set(maxs, index, max)
sample_tf_mins = timeframe.in_seconds(sample_tf) / 60
window_tf_mins = timeframe.in_seconds(window_tf) / 60
chart_tf_mins = timeframe.in_seconds(timeframe.period) / 60
cycle_tf_mins = timeframe.in_seconds(cycle_tf) / 60
scale_factor = (chart_tf_mins / sample_tf_mins)
num_indices = math.ceil((cycle_tf_mins / window_tf_mins)) + 1
var int[] sample_counts = array.new_int(num_indices, 0)
var float[] seg_counts = array.new_float(num_indices, na)
var float[] seg_means = array.new_float(num_indices, na)
var float[] seg_stdevs = array.new_float(num_indices, na)
var float[] score_counts = array.new_float(num_indices, na)
var float[] score_means = array.new_float(num_indices, na)
var float[] score_stdevs = array.new_float(num_indices, na)
var float[] score_min = array.new_float(num_indices, na)
var float[] score_max = array.new_float(num_indices, na)
[masses, motions, mtimes] = request.security_lower_tf(
physics_source == '' ? chart_ticker: str.contains(physics_source, '-')
or str.contains(physics_source, '+') or str.contains(physics_source, '*')
or str.contains(physics_source, '/') ? physics_source : value_ticker ,
sample_tf, get_physics(mass_selection, physics_selection))
// Ironically, the sum of lower timeframe volumes from security_lower_tf
// is not equal ot the real-time volume so a separate request is needed
[mass, motion, _] = request.security(
physics_source == '' ? chart_ticker: str.contains(physics_source, '-')
or str.contains(physics_source, '+') or str.contains(physics_source, '*')
or str.contains(physics_source, '/') ? physics_source : value_ticker ,
timeframe.period, get_physics(mass_selection, physics_selection))
input_validation(sample_tf, window_tf, timeframe.period, cycle_tf,
use_start_date, start_date, use_end_date, end_date, masses,
physics_selection, physics_source)
[highs, lows, hltimes] = request.security_lower_tf(
price_source == '' ? chart_ticker: str.contains(price_source, '-')
or str.contains(price_source, '+') or str.contains(price_source, '*')
or str.contains(price_source, '/') ? price_source : price_ticker,
sample_tf, [high, low, time])
is_hide = should_hide_candles(
hide_0, session_0, hide_1, session_1, hide_2, session_2)
is_collect = should_collect_samples(
use_start_date, start_date, use_end_date, end_date)
first_index = get_index(time, cycle_tf, window_tf)
last_index = get_index(time_close-1, cycle_tf, window_tf)
normalize(value, min, max) =>
v = value < min ? min : value
v := value > max ? max : v
float norm = (v - min) / (max - min)
norm
var prev_index = 0
float[] scores = array.new_float(res, na)
int[] counts = array.new_int(res, 0)
var float plot_min_score = 0
var float plot_max_score = 0
var float[] distribution = na
for index=first_index to last_index
float[] index_masses = array.new_float(0)
float[] index_motions = array.new_float(0)
float[] index_highs = array.new_float(0)
float[] index_lows = array.new_float(0)
if array.size(masses) > 0 and array.size(masses) == array.size(lows)
for i=0 to array.size(masses)-1
if index == get_index(array.get(mtimes, i), cycle_tf, window_tf) and
index == get_index(array.get(hltimes, i), cycle_tf, window_tf)
array.push(index_masses, array.get(masses, i))
array.push(index_motions, array.get(motions, i))
array.push(index_highs, array.get(highs, i))
array.push(index_lows, array.get(lows, i))
array.set(sample_counts, index,
array.get(sample_counts, index) + array.size(index_masses))
segment_values = get_segment_values(
array.size(index_masses) > 0,
mass, index_masses, index_motions, index_lows, index_highs, sample_tf,
res, mass_selection, physics_selection)
if dist_type == 'Log-Normal'
segment_values := linears_to_logs(segment_values)
index_change = false
if index != prev_index
index_change := true
update_stats(
is_collect,
segment_values, index, prev_index, num_indices, index_change,
seg_counts, seg_means, seg_stdevs)
index_scores = get_scores(
not is_hide and array.size(index_masses) > 0,
segment_values, index_lows, index_highs, res, array.get(seg_means, index),
array.get(seg_stdevs, index), norm_type, gamma)
distribution := collect_distribution(
is_plot and is_collect and array.size(masses) > 0 and index == plot_index,
index_scores)
update_stats(
not is_hide,
index_scores, index, prev_index, num_indices, index_change,
score_counts, score_means, score_stdevs)
if is_auto_norm
[mi, mx] = auto_norm(
array.get(score_means, index), array.get(score_stdevs, index),
min_auto, max_auto)
min_score := mi
max_score := mx
if index == plot_index
plot_min_score := min_score
plot_max_score := max_score
for i=0 to array.size(scores)-1
index_score = array.get(index_scores, i)
score = array.get(scores, i)
if not na(index_score) and na(score)
norm = normalize(index_score, min_score, max_score)
array.set(counts, i, 1)
array.set(scores, i, norm)
else if not na(index_score) and not na(score)
norm = normalize(index_score, min_score, max_score)
[c, m] = update_mean(array.get(counts, i), score, norm)
array.set(counts, i, c)
array.set(scores, i, m)
prev_index := index
score_mean = array.avg(scores)
for i=0 to array.size(scores)-1
if na(array.get(scores, i))
array.set(scores, i, 0)
print_statistics(
is_print_stats and not is_hide,
scores, first_index, num_indices, cycle_tf,
array.get(score_means, first_index), array.get(score_stdevs, first_index),
array.get(sample_counts, first_index), array.get(score_counts, first_index),
print_color)
print_windows(
is_print_windows and not is_hide,
first_index, num_indices, cycle_tf, print_color)
label_sampling_start_date(
array.sum(masses) and is_collect, print_color)
plot_distribution(
is_plot,
distribution, plot_index, plot_color, plot_width, plot_height, plot_x_shift,
plot_y_shift, score_means, score_stdevs, is_auto_norm, min_auto, max_auto, norm_type,
dist_type, plot_min_score, plot_max_score)
scores := smooth_operator(
smooth_length > 1 and not is_hide and array.size(masses) > 0 and not na(score_mean[1]),
scores, score_mean[1], smooth_method, smooth_length)
if smooth_length > 1 and not is_hide and array.size(masses) > 0
score_mean := array.avg(scores)
offset = ind_num * 8
shift = (shift_percent/100)*close
[o0, h0, l0, c0] = get_bin_ohlc(0+offset, res, fat_wicks)
plotcandle(is_hide or res < 1 ? na : o0+shift, h0+shift, l0+shift, c0+shift,
color=get_candle_colors(scores, 0+offset, res, fat_wicks, close_based,
0, 1, min_body_color_up, min_body_color_dn, max_body_color_up,
max_body_color_dn, min_tail_color_up, min_tail_color_dn, max_tail_color_up,
max_tail_color_dn),
wickcolor=get_wick_color(scores, 0+offset, res, fat_wicks, close_based,
0, 1, min_wick_color_up, min_wick_color_dn, max_wick_color_up,
max_wick_color_dn),
bordercolor=get_border_color(scores, 0+offset, res, fat_wicks, close_based,
0, 1, min_border_color_up, min_border_color_dn,
max_border_color_up, max_border_color_dn),
display=display.all - display.price_scale, editable=false)
[o1, h1, l1, c1] = get_bin_ohlc(1+offset, res, fat_wicks)
plotcandle(is_hide or res < 2 ? na : o1+shift, h1+shift, l1+shift, c1+shift,
color=get_candle_colors(scores, 1+offset, res, fat_wicks, close_based,
0, 1, min_body_color_up, min_body_color_dn, max_body_color_up,
max_body_color_dn, min_tail_color_up, min_tail_color_dn, max_tail_color_up,
max_tail_color_dn),
wickcolor=get_wick_color(scores, 1+offset, res, fat_wicks, close_based,
0, 1, min_wick_color_up, min_wick_color_dn, max_wick_color_up,
max_wick_color_dn),
bordercolor=get_border_color(scores, 1+offset, res, fat_wicks, close_based,
0, 1, min_border_color_up, min_border_color_dn,
max_border_color_up, max_border_color_dn),
display=display.all - display.price_scale, editable=false)
[o2, h2, l2, c2] = get_bin_ohlc(2+offset, res, fat_wicks)
plotcandle(is_hide or res < 3 ? na : o2+shift, h2+shift, l2+shift, c2+shift,
color=get_candle_colors(scores, 2+offset, res, fat_wicks, close_based,
0, 1, min_body_color_up, min_body_color_dn, max_body_color_up,
max_body_color_dn, min_tail_color_up, min_tail_color_dn, max_tail_color_up,
max_tail_color_dn),
wickcolor=get_wick_color(scores, 2+offset, res, fat_wicks, close_based,
0, 1, min_wick_color_up, min_wick_color_dn, max_wick_color_up,
max_wick_color_dn),
bordercolor=get_border_color(scores, 2+offset, res, fat_wicks, close_based,
0, 1, min_border_color_up, min_border_color_dn,
max_border_color_up, max_border_color_dn),
display=display.all - display.price_scale, editable=false)
[o3, h3, l3, c3] = get_bin_ohlc(3+offset, res, fat_wicks)
plotcandle(is_hide or res < 4 ? na : o3+shift, h3+shift, l3+shift, c3+shift,
color=get_candle_colors(scores, 3+offset, res, fat_wicks, close_based,
0, 1, min_body_color_up, min_body_color_dn, max_body_color_up,
max_body_color_dn, min_tail_color_up, min_tail_color_dn, max_tail_color_up,
max_tail_color_dn),
wickcolor=get_wick_color(scores, 3+offset, res, fat_wicks, close_based,
0, 1, min_wick_color_up, min_wick_color_dn, max_wick_color_up,
max_wick_color_dn),
bordercolor=get_border_color(scores, 3+offset, res, fat_wicks, close_based,
0, 1, min_border_color_up, min_border_color_dn,
max_border_color_up, max_border_color_dn),
display=display.all - display.price_scale, editable=false)
[o4, h4, l4, c4] = get_bin_ohlc(4+offset, res, fat_wicks)
plotcandle(is_hide or res < 5 ? na : o4+shift, h4+shift, l4+shift, c4+shift,
color=get_candle_colors(scores, 4+offset, res, fat_wicks, close_based,
0, 1, min_body_color_up, min_body_color_dn, max_body_color_up,
max_body_color_dn, min_tail_color_up, min_tail_color_dn, max_tail_color_up,
max_tail_color_dn),
wickcolor=get_wick_color(scores, 4+offset, res, fat_wicks, close_based,
0, 1, min_wick_color_up, min_wick_color_dn, max_wick_color_up,
max_wick_color_dn),
bordercolor=get_border_color(scores, 4+offset, res, fat_wicks, close_based,
0, 1, min_border_color_up, min_border_color_dn,
max_border_color_up, max_border_color_dn),
display=display.all - display.price_scale, editable=false)
[o5, h5, l5, c5] = get_bin_ohlc(5+offset, res, fat_wicks)
plotcandle(is_hide or res < 6 ? na : o5+shift, h5+shift, l5+shift, c5+shift,
color=get_candle_colors(scores, 5+offset, res, fat_wicks, close_based,
0, 1, min_body_color_up, min_body_color_dn, max_body_color_up,
max_body_color_dn, min_tail_color_up, min_tail_color_dn, max_tail_color_up,
max_tail_color_dn),
wickcolor=get_wick_color(scores, 5+offset, res, fat_wicks, close_based,
0, 1, min_wick_color_up, min_wick_color_dn, max_wick_color_up,
max_wick_color_dn),
bordercolor=get_border_color(scores, 5+offset, res, fat_wicks, close_based,
0, 1, min_border_color_up, min_border_color_dn,
max_border_color_up, max_border_color_dn),
display=display.all - display.price_scale, editable=false)
[o6, h6, l6, c6] = get_bin_ohlc(6+offset, res, fat_wicks)
plotcandle(is_hide or res < 7 ? na : o6+shift, h6+shift, l6+shift, c6+shift,
color=get_candle_colors(scores, 6+offset, res, fat_wicks, close_based,
0, 1, min_body_color_up, min_body_color_dn, max_body_color_up,
max_body_color_dn, min_tail_color_up, min_tail_color_dn, max_tail_color_up,
max_tail_color_dn),
wickcolor=get_wick_color(scores, 6+offset, res, fat_wicks, close_based,
0, 1, min_wick_color_up, min_wick_color_dn, max_wick_color_up,
max_wick_color_dn),
bordercolor=get_border_color(scores, 6+offset, res, fat_wicks, close_based,
0, 1, min_border_color_up, min_border_color_dn,
max_border_color_up, max_border_color_dn),
display=display.all - display.price_scale, editable=false)
[o7, h7, l7, c7] = get_bin_ohlc(7+offset, res, fat_wicks)
plotcandle(is_hide or res < 8 ? na : o7+shift, h7+shift, l7+shift, c7+shift,
color=get_candle_colors(scores, 7+offset, res, fat_wicks, close_based,
0, 1, min_body_color_up, min_body_color_dn, max_body_color_up,
max_body_color_dn, min_tail_color_up, min_tail_color_dn, max_tail_color_up,
max_tail_color_dn),
wickcolor=get_wick_color(scores, 7+offset, res, fat_wicks, close_based,
0, 1, min_wick_color_up, min_wick_color_dn, max_wick_color_up,
max_wick_color_dn),
bordercolor=get_border_color(scores, 7+offset, res, fat_wicks, close_based,
0, 1, min_border_color_up, min_border_color_dn,
max_border_color_up, max_border_color_dn),
display=display.all - display.price_scale, editable=false)
// skeletor candle
plotcandle(is_hide ? na :
open_+shift, high_+shift, low_+shift, close_+shift, color=EMPTY_COLOR,
wickcolor=ind_num == 0 ? updn_color(score_mean, 0, 1,
min_outline_wick_color_dn, max_outline_wick_color_dn, min_outline_wick_color_up,
max_outline_wick_color_up, close_based): EMPTY_COLOR,
bordercolor=ind_num == 0 ? updn_color(score_mean, 0, 1,
min_outline_body_color_dn, max_outline_body_color_dn, min_outline_body_color_up,
max_outline_body_color_up, close_based) : EMPTY_COLOR,
display=display.all - display.price_scale, editable=false)
|
[MAD] almost RSI | https://www.tradingview.com/script/Tqze749W-MAD-almost-RSI/ | djmad | https://www.tradingview.com/u/djmad/ | 200 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © djmad
//@version=5
indicator('[MAD MBS] almost RSI', shorttitle='[MAD MBS] almost RSI', format=format.price, precision=2)
// Inputs {
int n1 = input.int(10, 'RSI Length')
string TF = input.timeframe('', 'Timeframe 1')
float POWFACTOR = input.float(1.0, "POW - Faktor",group="Wave compression", tooltip='0 < compress < 1 < expand < 10',step=0.1)
bool triggersignal_use_avg = input(false, 'Activate Smoothing',group="final averaging")
int sma = input.int(20, 'sma',group="final averaging",inline='1a')
int ema = input.int(5, 'ema',group="final averaging",inline='1a', tooltip='disabled with "1"')
float obLevel1 = input.float(30, 'Over Bought Level',group='Triggerlines')
float osLevel1 = input.float(-30, 'Over Sold Level',group='Triggerlines')
string Alertmode = input.string('ChangeDir-Outside', title='Alert mode', options=['Outside', 'CrossIn', 'CrossOut', 'ChangeDir-All','ChangeDir-Outside'],group='Triggerlines',inline='00a')
bool showalerts_L1 = input.bool(true,'Show Alerts')
//}
////////// GET AND MAP ALL DATA ////////////////
//The code calculates the relative strength index (RSI) of a security in
//TradingView and processes the data to obtain a modified version of the RSI for
//further analysis. The modified RSI is either the average of the RSI over a
//specified period of time, or the RSI itself, depending on the value of the "triggersignal_use_avg" input.
// Get RSI {
f_rsi(_src, _n1) =>
rsi = ta.rsi(_src, _n1)
rsi
rsi_TF1 = request.security(syminfo.tickerid, TF,f_rsi(close, n1), barmerge.gaps_on, barmerge.lookahead_off)
// }
// compression and sloothing {
rsi_mtf = (rsi_TF1 -50) > 0 ? math.pow(rsi_TF1 -50,POWFACTOR) : - math.pow(math.abs(rsi_TF1 -50),POWFACTOR)
rsi_mtf_average = ta.ema(ta.sma(rsi_mtf, sma), ema)
rsi_work = triggersignal_use_avg ? rsi_mtf_average : rsi_mtf
// }
// Alarms {
var signalout = 0
bool signal_buy = na, bool signal_sell = na
if Alertmode == 'CrossIn'
signal_buy := ta.crossover(rsi_work, osLevel1)
signal_sell := ta.crossunder(rsi_work, obLevel1)
if Alertmode == 'CrossOut'
signal_buy := ta.crossunder(rsi_work, osLevel1)
signal_sell := ta.crossover(rsi_work, obLevel1)
if Alertmode == 'ChangeDir-Outside'
signal_buy := rsi_work[5] > rsi_work[4] and rsi_work[4] > rsi_work[3] and rsi_work[3] > rsi_work[2] and rsi_work[2] > rsi_work[1] and rsi_work[1] < rsi_work[0] and rsi_work < osLevel1
signal_sell := rsi_work[5] < rsi_work[4] and rsi_work[4] < rsi_work[3] and rsi_work[3] < rsi_work[2] and rsi_work[2] < rsi_work[1] and rsi_work[1] > rsi_work[0] and rsi_work > obLevel1
if Alertmode == 'ChangeDir-All'
signal_buy := rsi_work[5] > rsi_work[4] and rsi_work[4] > rsi_work[3] and rsi_work[3] > rsi_work[2] and rsi_work[2] > rsi_work[1] and rsi_work[1] < rsi_work[0]
signal_sell := rsi_work[5] < rsi_work[4] and rsi_work[4] < rsi_work[3] and rsi_work[3] < rsi_work[2] and rsi_work[2] < rsi_work[1] and rsi_work[1] > rsi_work[0]
filter_sell = (rsi_work) > obLevel1
filter_buy = (rsi_work) < osLevel1
// }
// plotting all the data {
trl = plot(rsi_work, 'Triggerline', color=color.new(color.yellow, 0))
hline(0, title='Middle Level', linestyle=hline.style_dotted, color=#606060)
osl = plot(osLevel1, 'Oversell-Line', color=color.gray)
obl = plot(obLevel1, 'Overbuy-Line', color=color.gray)
fill(osl, trl, color=(rsi_work) < osLevel1 ? color.new(color.green, 40) : na)
fill(obl, trl, color=(rsi_work) > obLevel1 ? color.new(color.red, 40) : na)
plotshape(showalerts_L1? signal_buy? rsi_work+rsi_work*0.6: na :na,
style=shape.triangleup, location=location.absolute, color=color.new(#44ff44, 0), size=size.small)
plotshape(showalerts_L1? signal_sell? rsi_work+rsi_work*0.6: na :na,
style=shape.triangledown, location=location.absolute, color=color.new(#ff4444, 0), size=size.small)
//}
//*** MULTIBIT Inputs ***{
string inputtype = input.string("NoInput" , title="Signal Type", group='Signal transmission config', options=["MultiBit", "MultiBit_pass", "NoInput"], tooltip='Multibit Daisychain with and without infusing\nMutlibit is the Signal-Type used in my Backtestsystem',inline='3a')
float inputModule = input(title='Select L1 Indicator Signal', group='Signal transmission config', defval=close, inline='3a')
int Signal_Channel_1 = input.int(2, "Channel long trend", minval=-1, maxval=15,group='Signal transmission config',inline='1a')
int Signal_Channel_2 = input.int(3, "Channel short trend", minval=-1, maxval=15,group='Signal transmission config',inline='1a')
int Signal_Channel_3 = input.int(4, "Channel long signal", minval=-1, maxval=15,group='Signal transmission config',inline='2a')
int Signal_Channel_4 = input.int(5, "Channel short signal", minval=-1, maxval=15,group='Signal transmission config',inline='2a')
// }
//*** MULTIBIT LIBARY AND INFUSE *** {
import djmad/Signal_transcoder_library/7 as transcode
bool [] Multibit = array.new<bool>(16,false)
if inputtype == "MultiBit" or inputtype == "MultiBit_pass"
Multibit := transcode._16bit_decode(inputModule)
if inputtype != "MultiBit_pass"
transcode.f_infuse_signal(Signal_Channel_1, filter_buy, Signal_Channel_2, filter_sell, Signal_Channel_3, signal_buy, Signal_Channel_4, signal_sell, Multibit)
float plot_output = transcode._16bit_encode(Multibit)
plot(plot_output,title='MultiBit Signal',display=display.none)
// } |
Candlestick OB Finder | https://www.tradingview.com/script/sFIN2FEz-Candlestick-OB-Finder/ | simwai | https://www.tradingview.com/u/simwai/ | 114 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © simwai
//@version=5
indicator(title='Candlestick OB Finder', overlay=true)
bool isReverted = input.bool(false, 'Is logic reverted?')
bool isCurrentBarGreen = open[1] < close[1]
bool isCurrentBarRed = open[1] > close[1]
bool isLastBarGreen = open[2] < close[2]
bool isLastBarRed = open[2] > close[2]
float currentGreenBarBody = close[1] - open[1]
float currentRedBarBody = open[1] - close[1]
float lastGreenBarBody = close[2] - open[2]
float lastRedBarBody = open[2] - close[2]
bool shortPlotCondition = isReverted ? (isLastBarRed and isCurrentBarGreen) and (currentGreenBarBody > (4 * lastRedBarBody)) : (isLastBarGreen and isCurrentBarRed) and (currentGreenBarBody < (4 * lastRedBarBody))
plotshape(shortPlotCondition, color=color.orange, location=location.abovebar, style=shape.circle)
bool longPlotCondition = isReverted ? (isLastBarGreen and isCurrentBarRed) and (currentGreenBarBody < (4 * lastRedBarBody)) : (isLastBarRed and isCurrentBarGreen) and (currentGreenBarBody > (4 * lastRedBarBody))
plotshape(longPlotCondition, color=color.lime, location=location.belowbar, style=shape.circle)
|
ICT - GAPs and Volume Imbalance | https://www.tradingview.com/script/MDxlrsRo-ICT-GAPs-and-Volume-Imbalance/ | Vulnerable_human_x | https://www.tradingview.com/u/Vulnerable_human_x/ | 1,052 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Vulnerable_human_x
//@version=5
indicator("ICT - GAPS, BPR, Volume & Price Imbalance", shorttitle = "ICT - Imbalances [VHX]", overlay=true)
//Volume Imbalance
showbullvi = input.bool(true, "Show Bullish Volume Imbalance", group="Volume Imbalance")
showbearvi = input.bool(true, "Show Bearish Volume Imbalance", group="Volume Imbalance")
bullimbalance = input.color(color.new(#00e640,90), "Bullish VI Color", group="Volume Imbalance", inline="1")
bearimbalance = input.color(color.new(#e30000,90), "Bearish VI Color", group="Volume Imbalance", inline="1")
viMaxBoxSet = input.int(defval=5, title='Maximum Box Displayed', minval=1, maxval=100, group="Volume Imbalance", tooltip='Minimum = 1, Maximum = 100')
vimitigationtype = input.string(defval="Engulf", title="VI Mitigation Type", options = ["Engulf","Mitigate"], group="Volume Imbalance", tooltip = "Body close below Bullish VI and above Bearish VI required for Engulf Mitigation Type")
extendvibox = input.bool(true, title="Extend Unmitigated VI Boxes", group="Volume Imbalance")
extendallvis = input.bool(false,title="Extend all VI Boxes", group="Volume Imbalance")
//Gaps
showgaps = input.bool(true, "Show Gaps in Price", group="GAP")
gapcolor = input.color(color.new(#4ec1f7, 90), "GAP Color", group="GAP")
gapsMaxBoxSet = input.int(defval=7, title='Maximum Box Displayed', minval=1, maxval=100, group="GAP", tooltip='Minimum = 1, Maximum = 100')
gapmitigationtype = input.string(defval="C.E.", title="GAP Mitigation Type", options = ["Engulf","C.E."], group="GAP", tooltip = "Body close abov/below a GAP is required for Engulf Mitigation Type. 50% mitigation required Consequent Encroachment Type.")
extendgapbox = input.bool(true, title="Extend Unmitigated GAP Boxes", group="GAP")
//FVG and BPR
plotFVG = input.bool(true, "FVG BOX", inline="18", group="FVG/BPR")
plotBPR = input.bool(false, "BPR BOX", inline="18", group="FVG/BPR")
showifvg = input.bool(true,"I.FVG", inline="18", group="FVG/BPR")
fvgBullColor = input.color(defval=color.new(color.green, 90), title='Bullish FVG',inline="1", group="FVG/BPR")
fvgBearColor = input.color(defval=color.new(color.red, 90), title='Bearish FVG',inline="1", group="FVG/BPR")
bprBullColor = input.color(defval=color.new(color.green, 90), title='Bullish BPR',inline="2", group="FVG/BPR")
bprBearColor = input.color(defval=color.new(color.red, 90), title='Bearish BPR',inline="2", group="FVG/BPR")
ifvgBullColor = input.color(defval=color.new(color.green, 90), title='Bullish I.FVG',inline="3", group="FVG/BPR")
ifvgBearColor = input.color(defval=color.new(color.red, 90), title='Bearish I.FVG',inline="3", group="FVG/BPR")
var float bprprecision = input.float(0.00005,"BPR Precision",step=0.00001, group="FVG/BPR")
fvgMaxBoxSet = input.int(defval=10, title='Maximum Box Displayed', minval=1, maxval=100, group="FVG/BPR", tooltip='Minimum = 1, Maximum = 100')
fvgmitigationtype = input.string(defval="Engulf", title="FVG Mitigation", options = ["Engulf","Mitigate"], group="FVG/BPR", tooltip = "Body close below Bullish FVG and above Bearish FVG required for Engulf Mitigation Type")
cefvg = input.bool(false,title="C.E. FVG", group="FVG/BPR")
cetransparency = input.int(50,title="C.E. Transparency", group="FVG/BPR")
extendfvgbox = input.bool(true, title="Extend Unmitigated FVG/BPR Boxes", group="FVG/BPR")
//Box Styling
BoxBorder = input.string(defval=line.style_solid, title='Box Border Style', options=[line.style_dashed, line.style_dotted, line.style_solid], group="Box Style", tooltip='To disable border, set Border Width below to 0')
BorderTransparency = input.int(defval=85, title='Border Box Transparency', minval=0, maxval=100, group="Box Style")
Highlightboxtransparancy = input.int(75, "Highlight Box BG", group="Box Style", tooltip = "Highlight box background color when price is inside the box")
Highlightboxbordertransparancy = input.int(50, "Highlight Box Border", group="Box Style", tooltip = "Highlight box Border color when price is inside the box")
plotBoxLabel = input.bool(defval=true, title='Plot Label', group="Box Style")
BoxLabelSize = input.string(defval=size.tiny, title="Label Size", options=[size.huge, size.large, size.small, size.tiny, size.auto, size.normal], group="Box Style")
BoxLabelColor = input.color(defval=color.rgb(161, 163, 171), title='Label Color', group="Box Style")
filterMitBOX = input.bool(defval=true, title='Mitigated Box Color', group="Mitigated Box Style")
mitBOXColor = input.color(defval=color.new(color.gray, 85), title='Mitigated Box Color', group="Mitigated Box Style", tooltip='Set Transparency to 0 to make mitigated Boxes disappear')
MitBoxLabelColor = input.color(defval=color.rgb(161, 163, 171, 70), title='Mitigated Box Label Color', group="Mitigated Box Style")
var bool buifvgtouch = false
var bool beifvgtouch = false
var bool bufvgtouch = false
var bool befvgtouch = false
var bool buvitouch = false
var bool bevitouch = false
var bool bugaptouch = false
var bool begaptouch = false
var int _fvg = 2
var int _vi = 3
//Box Labels
var string _fvgLabel = "FVG"
var string _plus = "+"
var string _minus = "-"
var string _empty = ""
var string _bprLabel = "BPR"
var box[] _bearBoxesFVG = array.new_box()
var box[] _bullBoxesFVG = array.new_box()
var box[] _gapsboxesbu = array.new_box()
var box[] _gapsboxesbe = array.new_box()
var box[] _bullishvi = array.new_box()
var box[] _bearishvi = array.new_box()
var box[] _bullishifvg = array.new_box()
var box[] _bearishifvg = array.new_box()
var line[] _bufvgce = array.new_line()
var line[] _befvgce = array.new_line()
_controlBox(_boxes, _high, _low, _type) =>
if array.size(_boxes) > 0
for i = array.size(_boxes) - 1 to 0 by 1
_box = array.get(_boxes, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if (filterMitBOX and _type == _fvg)
if na or (bar_index == _boxRight and not((_high > _boxLow and _low < _boxLow) or (_high > _boxHigh and _low < _boxHigh)))
box.set_right(_box, bar_index + 1)
else
if _type == _fvg
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
else
if na or (bar_index == _boxRight and not((_high > _boxLow and _low < _boxLow) or (_high > _boxHigh and _low < _boxHigh)))
box.set_right(_box, bar_index + 1)
_controlBox2(_boxes, _high, _low, _type) =>
if array.size(_boxes) > 0
for i = array.size(_boxes) - 1 to 0 by 1
_box = array.get(_boxes, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if extendallvis
box.set_right(_box, bar_index + 1)
//Volume Imbalance
isBuVI(index) =>
(open[index] > close[index+1] and low[index] <= high[index+1] and close[index] > close[index+1] and open[index] > open[index+1])
isBeVI(index) =>
(open[index] < close[index+1] and open[index] < open[index+1] and high[index] >= low[index+1] and close[index] < close[index+1] and close[index] < open[index+1])
//Bullish Volume Imbalance
if showbullvi and isBuVI(0)
box _bullboxVI = na
_bullboxVI := box.new(left=bar_index-1, top=math.min(open,close), right=bar_index+1, bottom=math.max(close[1],open[1]), bgcolor=bullimbalance,border_style=BoxBorder, border_color=color.new(bullimbalance,BorderTransparency), text=plotBoxLabel?"VI+":na, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
if array.size(_bullishvi) > viMaxBoxSet
box.delete(array.shift(_bullishvi))
array.push(_bullishvi, _bullboxVI)
//Bearish Volume Imbalance
if showbearvi and isBeVI(0)
box _bearboxVI = na
_bearboxVI := box.new(left=bar_index-1, top=math.min(close[1],open[1]), right=bar_index+1, bottom=math.max(open,close), bgcolor=bearimbalance,border_style=BoxBorder, border_color=color.new(bearimbalance,BorderTransparency),text=plotBoxLabel?"VI-":na, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
if array.size(_bearishvi) > viMaxBoxSet
box.delete(array.shift(_bearishvi))
array.push(_bearishvi, _bearboxVI)
_controlBox2(_bullishvi,high,low,_fvg)
_controlBox2(_bearishvi,high,low,_fvg)
//Gap
if (showgaps and high[1] < low) or (showgaps and low[1] > high)
box _gapsbu = na
box _gapsbe = na
if high[1] < low
_gapsbu := box.new(left=bar_index-1, top=math.min(open,close), right=bar_index+1, bottom=math.max(open[1],close[1]), bgcolor=gapcolor, border_color=color.new(gapcolor,BorderTransparency), text=plotBoxLabel?"GAP+":na,border_style=BoxBorder, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
else if low[1] > high
_gapsbe := box.new(left=bar_index-1, top=math.min(open[1],close[1]), right=bar_index+1, bottom=math.max(open,close), bgcolor=gapcolor, border_color=color.new(gapcolor,BorderTransparency), text=plotBoxLabel?"GAP-":na,border_style=BoxBorder, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
if array.size(_gapsboxesbu) > gapsMaxBoxSet
box.delete(array.shift(_gapsboxesbu))
array.push(_gapsboxesbu, _gapsbu)
if array.size(_gapsboxesbe) > gapsMaxBoxSet
box.delete(array.shift(_gapsboxesbe))
array.push(_gapsboxesbe, _gapsbe)
//fvg
isFvgUp(index) =>
(low[index] > high[index + 2] and low[index + 1] <= high[index + 2] and high[index + 1] >= low[index])
isFvgDown(index) =>
(high[index] < low[index + 2] and high[index] >= low[index + 1] and high[index +1] >= low[index +2])
//Balanced Price Range
isbprdown (index) =>
low[index + 3] > high[index] and low[index + 3] < low[index + 2] and low[index + 3] < close[index + 3] and high[index + 2] >= close[index + 2] and high[index + 1] <= ((open[index + 1]) + (open[index + 1] * bprprecision)) and (low[index + 2] >= ((open[index + 2]) - (open[index + 2] * bprprecision)) or low[index + 2] >= ((close[index + 2]) - (close[index + 2] * bprprecision)))
isbprup (index) =>
high[index + 3] < low[index] and high[index + 3] > high[index + 2] and high[index + 3] > close[index + 3] and low[index + 2] <= close[index + 2] and low[index + 1] >= ((open[index + 1]) - (open[index + 1] * bprprecision)) and (high[index + 2] <= ((open[index + 2]) + (open[index + 2] * bprprecision)) or high[index + 2] <= ((close[index + 2]) + (close[index + 2] * bprprecision)))
//Bullish FVG Box Plotting
if isbprup(0) and isFvgUp(0)
box _bullboxFVG = na
line _buline = na
if plotBPR
_bullboxFVG := box.new(left=bar_index-3, top=low[0], right=bar_index, bottom=high[3], bgcolor=bprBullColor, border_color=color.new(bprBullColor,BorderTransparency), border_style=BoxBorder, border_width=1,
text=plotBoxLabel ? _bprLabel + _plus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
else if plotFVG
_bullboxFVG := box.new(left=bar_index-2, top=low[0], right=bar_index, bottom=high[2], bgcolor=fvgBullColor, border_color=color.new(fvgBullColor,BorderTransparency), border_style=BoxBorder, border_width=1,
text=plotBoxLabel ? _fvgLabel + _plus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
_buline := cefvg?line.new(bar_index-2,math.avg(low,high[2]),bar_index,math.avg(low,high[2]),color=color.new(fvgBullColor,cetransparency)):na
if array.size(_bullBoxesFVG) > fvgMaxBoxSet and array.size(_bufvgce) > fvgMaxBoxSet
box.delete(array.shift(_bullBoxesFVG))
line.delete(array.shift(_bufvgce))
array.push(_bullBoxesFVG, _bullboxFVG)
array.push(_bufvgce,_buline)
else if isFvgUp(0)
box _bullboxFVG = na
line _buline = na
if plotFVG
_bullboxFVG := box.new(left=bar_index-2, top=low[0], right=bar_index, bottom=high[2], bgcolor=fvgBullColor, border_color=color.new(fvgBullColor,BorderTransparency), border_style=BoxBorder, border_width=1,
text=plotBoxLabel ? _fvgLabel + _plus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
_buline := cefvg?line.new(bar_index-2,math.avg(low,high[2]),bar_index,math.avg(low,high[2]), color=color.new(fvgBullColor,cetransparency)):na
if array.size(_bullBoxesFVG) > fvgMaxBoxSet and array.size(_bufvgce) > fvgMaxBoxSet
box.delete(array.shift(_bullBoxesFVG))
line.delete(array.shift(_bufvgce))
array.push(_bullBoxesFVG, _bullboxFVG)
array.push(_bufvgce,_buline)
//Bearish FVG Box Plotting
if isbprdown(0) and isFvgDown(0)
box _bearboxFVG = na
line _beline = na
if plotBPR
_bearboxFVG := box.new(left=bar_index-3, top=low[3], right=bar_index, bottom=high[0], bgcolor=bprBearColor, border_color=color.new(bprBearColor,BorderTransparency), border_style=BoxBorder, border_width=1,
text=plotBoxLabel ? _bprLabel + _minus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
else if plotFVG
_bearboxFVG := box.new(left=bar_index-2, top=low[2], right=bar_index, bottom=high[0], bgcolor=fvgBearColor, border_color=color.new(fvgBearColor,BorderTransparency), border_style=BoxBorder, border_width=1,
text=plotBoxLabel ? _fvgLabel + _minus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
_beline := cefvg?line.new(bar_index-2,math.avg(low[2],high),bar_index,math.avg(low[2],high),color=color.new(fvgBearColor,cetransparency)):na
if array.size(_bearBoxesFVG) > fvgMaxBoxSet and array.size(_befvgce) > fvgMaxBoxSet
box.delete(array.shift(_bearBoxesFVG))
line.delete(array.shift(_befvgce))
array.push(_bearBoxesFVG, _bearboxFVG)
array.push(_befvgce,_beline)
else if isFvgDown(0)
box _bearboxFVG = na
line _beline = na
if plotFVG
_bearboxFVG := box.new(left=bar_index-2, top=low[2], right=bar_index, bottom=high[0], bgcolor=fvgBearColor, border_color=color.new(fvgBearColor,BorderTransparency), border_style=BoxBorder, border_width=1,
text=plotBoxLabel ? _fvgLabel + _minus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
_beline := cefvg?line.new(bar_index-2,math.avg(low[2],high),bar_index,math.avg(low[2],high),color=color.new(fvgBearColor,cetransparency)):na
if array.size(_bearBoxesFVG) > fvgMaxBoxSet and array.size(_befvgce) > fvgMaxBoxSet
box.delete(array.shift(_bearBoxesFVG))
line.delete(array.shift(_befvgce))
array.push(_bearBoxesFVG, _bearboxFVG)
array.push(_befvgce,_beline)
//-----BEARISH IMPLIED FAIR VALUE GAP---------------//
isBeIFvg(index) =>
(low[index] < low[index+2] and high[index+2] > high[index] and high[index] >= low[index+2] and math.min(open[index+2],close[index+2]) - low[index+2] > (math.max(open[index+2],close[index+2]) - math.min(open[index+2],close[index+2]))/2 and high[index] - math.max(open[index],close[index]) > (math.max(open[index],close[index]) - math.min(open[index],close[index]))/2 and high[index] < high[index+1] and (math.min(open[index+2],close[index+2]) + low[index+2])/2 > (high[index] + math.max(open[index],close[index]))/2)
//-----BULLISH IMPLIED FAIR VALUE GAP---------------//
isBuIFvg(index) =>
(high[index] > high[index+2] and low[index+2] < low[index] and low[index] <= high[index+2] and high[index+2] - math.max(open[index+2],close[index+2]) > (math.max(open[index+2],close[index+2]) - math.min(open[index+2],close[index+2]))/2 and math.min(open[index],close[index]) - low[index] > (math.max(open[index],close[index]) - math.min(open[index],close[index]))/2 and low[index] > low[index+1] and (high[2] + math.max(open[2],close[2]))/2 < (math.min(open,close) + low)/2)
if isBeIFvg(0) and showifvg
box _bearboxifvg = na
_bearboxifvg := box.new(left=bar_index-2, top=(math.min(open[2],close[2]) + low[2])/2, right=bar_index+1, bottom=(math.max(open,close) + high)/2, bgcolor=ifvgBearColor,border_style=BoxBorder, border_color=color.new(ifvgBearColor,BorderTransparency),text=plotBoxLabel?"I.FVG-":na, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
if array.size(_bearishifvg) > fvgMaxBoxSet
box.delete(array.shift(_bearishifvg))
array.push(_bearishifvg, _bearboxifvg)
if isBuIFvg(0) and showifvg
box _bullboxifvg = na
_bullboxifvg := box.new(left=bar_index-2, top=(high[2] + math.max(open[2],close[2]))/2, right=bar_index+1, bottom=(math.min(open,close) + low)/2, bgcolor=ifvgBullColor,border_style=BoxBorder, border_color=color.new(ifvgBullColor,BorderTransparency),text=plotBoxLabel?"I.FVG+":na, text_halign=text.align_right, text_valign=text.align_bottom, text_size=BoxLabelSize, text_color=BoxLabelColor)
if array.size(_bullishifvg) > fvgMaxBoxSet
box.delete(array.shift(_bullishifvg))
array.push(_bullishifvg, _bullboxifvg)
//-------IMPLIED FVG EXTEND - MITIGATION TYPE = ENGULF -----------
//ifvg boxes extend (bullish)
if array.size(_bullishifvg) > 0 and array.size(_bufvgce) > 0 and extendfvgbox and barstate.isconfirmed and fvgmitigationtype=="Engulf"
for i = array.size(_bullishifvg) - 1 to 0 by 1
_box = array.get(_bullishifvg, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close >= _boxHigh and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if close < _boxHigh and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
//ifvg boxes extend (bearish)
if array.size(_bearishifvg) > 0 and extendfvgbox and barstate.isconfirmed and fvgmitigationtype=="Engulf"
for i = array.size(_bearishifvg) - 1 to 0 by 1
_box = array.get(_bearishifvg, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close <= _boxHigh and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if close > _boxHigh and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
// ifvg box border animation (bullish)
if array.size(_bullishifvg) > 0 and extendfvgbox and fvgmitigationtype=="Engulf"
for i = array.size(_bullishifvg) - 1 to 0 by 1
_box = array.get(_bullishifvg, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close >= _boxLow and bar_index == _boxRight and low < _boxHigh
box.set_bgcolor(_box,color.new(ifvgBullColor,Highlightboxtransparancy))
box.set_border_color(_box,color.new(ifvgBullColor,Highlightboxbordertransparancy))
buifvgtouch := true
// ifvg box border animation (bearish)
if array.size(_bearishifvg) > 0 and extendfvgbox and fvgmitigationtype=="Engulf"
for i = array.size(_bearishifvg) - 1 to 0 by 1
_box = array.get(_bearishifvg, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close <= _boxHigh and bar_index == _boxRight and high > _boxLow
box.set_bgcolor(_box,color.new(ifvgBearColor,Highlightboxtransparancy))
box.set_border_color(_box,color.new(ifvgBearColor,Highlightboxbordertransparancy))
beifvgtouch := true
//-------IMPLIED FVG EXTEND - MITIGATION TYPE = MITIGATE -----------
if extendfvgbox and barstate.isconfirmed and fvgmitigationtype=="Mitigate"
_controlBox(_bearishifvg, high, low, _fvg)
_controlBox(_bullishifvg, high, low, _fvg)
//-------FVG EXTEND - MITIGATION TYPE = ENGULF -----------
//Bullish FVG Extend
if array.size(_bullBoxesFVG) > 0 and array.size(_bufvgce) > 0 and extendfvgbox and barstate.isconfirmed and fvgmitigationtype=="Engulf"
for i = array.size(_bullBoxesFVG) - 1 to 0 by 1
_line = array.get(_bufvgce, i)
_box = array.get(_bullBoxesFVG, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close >= _boxLow and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
line.set_x2(_line, bar_index + 1)
else
if close < _boxLow and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
line.set_color(_line,mitBOXColor)
//Bearish FVG Extend
if array.size(_bearBoxesFVG) > 0 and array.size(_bufvgce) > 0 and extendfvgbox and barstate.isconfirmed and fvgmitigationtype=="Engulf"
for i = array.size(_bearBoxesFVG) - 1 to 0 by 1
_line = array.get(_befvgce, i)
_box = array.get(_bearBoxesFVG, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close <= _boxHigh and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
line.set_x2(_line, bar_index + 1)
else
if close > _boxHigh and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
line.set_color(_line,mitBOXColor)
//box border animation - FVG+
if array.size(_bullBoxesFVG) > 0 and extendfvgbox and fvgmitigationtype=="Engulf"
for i = array.size(_bullBoxesFVG) - 1 to 0 by 1
_box = array.get(_bullBoxesFVG, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close >= _boxLow and bar_index == _boxRight and low < _boxHigh
box.set_bgcolor(_box,color.new(fvgBullColor,Highlightboxtransparancy))
box.set_border_color(_box,color.new(fvgBullColor,Highlightboxbordertransparancy))
bufvgtouch := true
//box border animation - FVG-
if array.size(_bearBoxesFVG) > 0 and extendfvgbox and fvgmitigationtype=="Engulf"
for i = array.size(_bearBoxesFVG) - 1 to 0 by 1
_box = array.get(_bearBoxesFVG, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close <= _boxHigh and bar_index == _boxRight and high > _boxLow
box.set_bgcolor(_box,color.new(fvgBearColor,Highlightboxtransparancy))
box.set_border_color(_box,color.new(fvgBearColor,Highlightboxbordertransparancy))
befvgtouch := true
//-------FVG EXTEND - MITIGATION TYPE = MITIGATE -----------
//bullish FVG
if array.size(_bullBoxesFVG) > 0 and array.size(_bufvgce) > 0 and extendfvgbox and barstate.isconfirmed and fvgmitigationtype=="Mitigate"
for i = array.size(_bullBoxesFVG) - 1 to 0 by 1
_line = array.get(_bufvgce, i)
_box = array.get(_bullBoxesFVG, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if low >= _boxHigh and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
line.set_x2(_line, bar_index + 1)
else
if low < _boxHigh and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
line.set_color(_line,mitBOXColor)
//Bearish FVG
if array.size(_bearBoxesFVG) > 0 and array.size(_befvgce) > 0 and extendfvgbox and barstate.isconfirmed and fvgmitigationtype=="Mitigate"
for i = array.size(_bearBoxesFVG) - 1 to 0 by 1
_line = array.get(_befvgce, i)
_box = array.get(_bearBoxesFVG, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if high <= _boxLow and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
line.set_x2(_line, bar_index + 1)
else
if high > _boxLow and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
line.set_color(_line,mitBOXColor)
//-------VI EXTEND - MITIGATION TYPE = ENGULF -----------
//bullish VI extend
if array.size(_bullishvi) > 0 and extendvibox and barstate.isconfirmed and vimitigationtype=="Engulf"
for i = array.size(_bullishvi) - 1 to 0 by 1
_box = array.get(_bullishvi, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close >= _boxLow and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if close < _boxLow and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
//Bearish VI Extend
if array.size(_bearishvi) > 0 and extendvibox and barstate.isconfirmed and vimitigationtype=="Engulf"
for i = array.size(_bearishvi) - 1 to 0 by 1
_box = array.get(_bearishvi, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close <= _boxHigh and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if close > _boxHigh and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
//Vi Box Border Animation (bullish)
if array.size(_bullishvi) > 0 and extendvibox and vimitigationtype=="Engulf"
for i = array.size(_bullishvi) - 1 to 0 by 1
_box = array.get(_bullishvi, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close >= _boxLow and bar_index == _boxRight and low < _boxHigh
box.set_bgcolor(_box,color.new(bullimbalance,Highlightboxtransparancy))
box.set_border_color(_box,color.new(bullimbalance,Highlightboxbordertransparancy))
buvitouch := true
//Vi Box Border Animation (bearish)
if array.size(_bearishvi) > 0 and extendvibox and vimitigationtype=="Engulf"
for i = array.size(_bearishvi) - 1 to 0 by 1
_box = array.get(_bearishvi, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close <= _boxHigh and bar_index == _boxRight and high > _boxLow
box.set_bgcolor(_box,color.new(bearimbalance,Highlightboxtransparancy))
box.set_border_color(_box,color.new(bearimbalance,Highlightboxbordertransparancy))
bevitouch := true
//-------VI EXTEND - MITIGATION TYPE = MITIGATE -----------
//bullish VI extend MITIGATION TYPE - MITIGATE
if array.size(_bullishvi) > 0 and extendvibox and barstate.isconfirmed and vimitigationtype=="Mitigate"
for i = array.size(_bullishvi) - 1 to 0 by 1
_box = array.get(_bullishvi, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if low > _boxHigh and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if low <= _boxHigh and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
//Bearish VI Extend MITIGATION TYPE MITIGATE
if array.size(_bearishvi) > 0 and extendvibox and barstate.isconfirmed and vimitigationtype=="Mitigate"
for i = array.size(_bearishvi) - 1 to 0 by 1
_box = array.get(_bearishvi, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if high < _boxHigh and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if high >= _boxHigh and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
//-------GAP EXTEND - MITIGATION TYPE = C.E. -----------
//gap boxes extend (bullish)
if array.size(_gapsboxesbu) > 0 and extendgapbox and barstate.isconfirmed and gapmitigationtype=="C.E."
for i = array.size(_gapsboxesbu) - 1 to 0 by 1
_box = array.get(_gapsboxesbu, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if low > (_boxHigh+_boxLow)/2 and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if low <= (_boxHigh+_boxLow)/2 and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
//gap boxes extend (bearish)
if array.size(_gapsboxesbe) > 0 and extendgapbox and barstate.isconfirmed and gapmitigationtype=="C.E."
for i = array.size(_gapsboxesbe) - 1 to 0 by 1
_box = array.get(_gapsboxesbe, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if high < (_boxHigh+_boxLow)/2 and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if high >= (_boxHigh+_boxLow)/2 and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
//-------GAP EXTEND - MITIGATION TYPE = ENGULF -----------
//gap boxes extend (bullish)
if array.size(_gapsboxesbu) > 0 and extendgapbox and barstate.isconfirmed and gapmitigationtype=="Engulf"
for i = array.size(_gapsboxesbu) - 1 to 0 by 1
_box = array.get(_gapsboxesbu, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close >= _boxLow and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if close < _boxLow and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
//gap boxes extend (bearish)
if array.size(_gapsboxesbe) > 0 and extendgapbox and barstate.isconfirmed and gapmitigationtype=="Engulf"
for i = array.size(_gapsboxesbe) - 1 to 0 by 1
_box = array.get(_gapsboxesbe, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close <= _boxHigh and bar_index == _boxRight
box.set_right(_box, bar_index + 1)
else
if close > _boxHigh and bar_index == _boxRight and filterMitBOX
box.set_bgcolor(_box, mitBOXColor)
box.set_border_color(_box, mitBOXColor)
box.set_text_color(_box,MitBoxLabelColor)
// gap box border animation(bullish)
if array.size(_gapsboxesbu) > 0 and extendgapbox and gapmitigationtype=="Engulf"
for i = array.size(_gapsboxesbu) - 1 to 0 by 1
_box = array.get(_gapsboxesbu, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close >= _boxLow and bar_index == _boxRight and low < _boxHigh
box.set_bgcolor(_box,color.new(gapcolor,Highlightboxtransparancy))
box.set_border_color(_box,color.new(gapcolor,Highlightboxbordertransparancy))
bugaptouch := true
// gap box border animation (bearish)
if array.size(_gapsboxesbe) > 0 and extendgapbox and gapmitigationtype=="Engulf"
for i = array.size(_gapsboxesbe) - 1 to 0 by 1
_box = array.get(_gapsboxesbe, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if close <= _boxHigh and bar_index == _boxRight and high > _boxLow
box.set_bgcolor(_box,color.new(gapcolor,Highlightboxtransparancy))
box.set_border_color(_box,color.new(gapcolor,Highlightboxbordertransparancy))
begaptouch := true
//---------ALERTS----------------
alertcondition(barstate.isconfirmed and isFvgUp(0) , title="FVG+", message="FVG+ : {{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(barstate.isconfirmed and isFvgDown(0) , title="FVG-", message="FVG- : {{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(barstate.isconfirmed and isBuIFvg(0) , title="I.FVG+", message="I.FVG+ : {{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(barstate.isconfirmed and isBeIFvg(0) , title="I.FVG-", message="I.FVG- : {{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(barstate.isconfirmed and open > close[1] and low <= high[1] and close > close[1] and open > open[1],title="VI+",message="VI+ : {{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(barstate.isconfirmed and open < close[1] and open < open[1] and high >= low[1] and close < close[1] and close < open[1],title="VI-",message="VI- : {{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(barstate.isconfirmed and high[1] < low,title="GAP+", message="GAP+ : {{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(barstate.isconfirmed and low[1] > high,title="GAP-", message="GAP- : {{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(bugaptouch, title="GAP(+) Mitigation", message="GAP(+) Mitigated :{{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(begaptouch, title="GAP(-) Mitigation", message="GAP(-) Mitigated :{{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(buifvgtouch, title="I.FVG(+) Mitigation", message="I.FVG(+) Mitigated :{{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(beifvgtouch, title="I.FVG(-) Mitigation", message="I.FVG(-) Mitigated :{{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(bufvgtouch, title="FVG(+) Mitigation", message="FVG(+) Mitigated :{{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(befvgtouch, title="FVG(-) Mitigation", message="FVG(-) Mitigated :{{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(buvitouch, title="VI(+) Mitigation", message="VI(+) Mitigated :{{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
alertcondition(bevitouch, title="VI(-) Mitigation", message="VI(-) Mitigated :{{exchange}}:{{ticker}} TIMEFRAME:{{interval}}")
//end of script
|
RF+ Replay for Heikin Ashi | https://www.tradingview.com/script/uWitps3o-RF-Replay-for-Heikin-Ashi/ | tvenn | https://www.tradingview.com/u/tvenn/ | 310 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © tvenn
//@version=5
indicator(title="RF+ Replay for Heikin Ashi", shorttitle="RF+ Replay", overlay = true, max_bars_back = 1000, max_lines_count = 400, max_labels_count = 400)
//=Constants
green = #95BD5F
red = #EA1889
mocha = #C0A392
transp = color.new(#000000, 100)
haTicker = ticker.heikinashi(syminfo.tickerid)
initO = request.security(haTicker, timeframe.period, open)
initC = request.security(haTicker, timeframe.period, close)
initH = request.security(haTicker, timeframe.period, high)
initL = request.security(haTicker, timeframe.period, low)
haC = (open + high + low + close) / 4
haO = float(na)
haO := na(haO[1]) ? (initO + initC) / 2 : (nz(initO[1]) + nz(initC[1])) / 2
haH = high
haL = low
useHAMode = input(true, title="Enable Heikin Ashi Mode", tooltip="Range filters and moving averages will be calculated using Heikin Ashi OHLC values when this is enabled.")
showHACandles = input(true, title="Show Heikin Ashi Candles", tooltip="This will print HA candles onto your standard chart, to help backtest using the Tradingview replay mode using Heikin Ashi type candles while using realprice data.\n\nYou will need to hide your existing chart candles, so you don't see two sets of candles.\n\nThese settings can be found by clicking the settings Cog icon, or right-clicking on your chart and selecting 'Chart Settings' from the menu, then selecting the tab named 'Symbol' and unchecking 'Body', 'Borders' and 'Wick'. This can also then be saved as a template and applied to a layout.")
showRangeFilters = input(true, title="Show Range Filters")
enableMA = input(true, title="Show Moving Averages")
enableMTFMA = input(false, title="Show MTF Moving Average levels")
showRealPriceLine = input(false, title="Show Real Price Line", tooltip="This will show a real price line for use with Heikin Ashi candles.\n\nNOTE: this feature may lag slightly due to the large number of features. Consider using a standalone indicator such as 'Real Price Line + Dots (for Heikin Ashi), linked in my Tradingview profile.")
plotrealclosedots = input(false, title="Show Real Price Close Dots")
enableSessions = input(true, title="Show Sessions", tooltip="This simply toggles your sessions so you don't have to reselect all the options to turn your prefered sessions settings on and off.")
showWatermark = input(true, title="Show Watermark")
grp_HA = "Heikin Ashi candles"
candleUpColor = input.color(#ffffff, title="", group=grp_HA, inline="2")
candleDownColor = input.color(color.rgb(131, 131, 131), title="", group=grp_HA, inline="2")
candleBodyEnabled = input(true, title="Body", group=grp_HA, inline="2")
candleUpBorderColor = input.color(color.black, title="", group=grp_HA, inline="3")
candleDownBorderColor = input.color(color.black, title="", group=grp_HA, inline="3")
candleBorderEnabled = input(true, title="Border", group=grp_HA, inline="3")
wickUpColor = input.color(color.rgb(110, 110, 110), title="", group=grp_HA, inline="4")
wickDownColor = input.color(color.rgb(110, 110, 110), title="", group=grp_HA, inline="4")
candleWickEnabled = input(true, title="Wick", group=grp_HA, inline="4")
candleColor = haC >= haO and showHACandles and candleBodyEnabled ? candleUpColor : showHACandles and candleBodyEnabled ? candleDownColor : na
candleBorderColor = haC >= haO and showHACandles and candleBorderEnabled ? candleUpBorderColor : showHACandles and candleBorderEnabled ? candleDownBorderColor : na
candleWickColor = haC >= haO and showHACandles and candleWickEnabled ? wickUpColor : showHACandles and candleWickEnabled ? wickDownColor : na
//=Moving averages
//==================================================================================================================================
ma(length, type) =>
if(useHAMode)
switch type
"SMA" => ta.sma(haC, length)
"EMA" => ta.ema(haC, length)
"SMMA (RMA)" => ta.rma(haC, length)
"WMA" => ta.wma(haC, length)
"VWMA" => ta.vwma(haC, length)
else
switch type
"SMA" => ta.sma(close, length)
"EMA" => ta.ema(close, length)
"SMMA (RMA)" => ta.rma(close, length)
"WMA" => ta.wma(close, length)
"VWMA" => ta.vwma(close, length)
grp_MA = "Moving averages"
ma1color = input(color.new(color.orange, 40), title="", group=grp_MA, inline="1")
lenMA1 = input(144, title="", group=grp_MA, inline="1")
typeMA1 = input.string(title = "", defval = "EMA", options=["EMA", "SMA", "SMMA (RMA)", "WMA", "VWMA"], group=grp_MA, inline="1")
showma1 = input(true, title="Show", group=grp_MA, inline="1")
ma2color = input(color.new(green, 40), title="", group=grp_MA, inline="2")
lenMA2 = input(50, title="", group=grp_MA, inline="2")
typeMA2 = input.string(title = "", defval = "EMA", options=["EMA", "SMA", "SMMA (RMA)", "WMA", "VWMA"], group=grp_MA, inline="2")
showma2 = input(false, title="Show", group=grp_MA, inline="2")
ma3color = input(color.new(red, 40), title="", group=grp_MA, inline="3")
lenMA3 = input(21, title="", group=grp_MA, inline="3")
typeMA3 = input.string(title = "", defval = "EMA", options=["EMA", "SMA", "SMMA (RMA)", "WMA", "VWMA"], group=grp_MA, inline="3")
showma3 = input(false, title="Show", group=grp_MA, inline="3")
plot(enableMA and showma1 ? ma(lenMA1, typeMA1) : na, title="MA 1", color = ma1color, linewidth=2)
plot(enableMA and showma2 ? ma(lenMA2, typeMA2) : na, title="MA 2", color = ma2color, linewidth=2)
plot(enableMA and showma3 ? ma(lenMA3, typeMA3) : na, title="MA 3", color = ma3color, linewidth=2)
priceCrossingMA1 = ta.crossover(ma(lenMA1, typeMA1), close)
//=MTF MA settings
//==================================================================================================================================
grp_MTFMA = "MTF MA Settings"
MTFMALen = input.int(144, title="", minval=2, maxval=200, step=1, group=grp_MTFMA, inline="0")
MTFMAType = input.string("EMA", title="", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group=grp_MTFMA, inline="0")
realPriceTicker = ticker.new(prefix=syminfo.prefix, ticker=syminfo.ticker)
getTimeframe(timeframe) =>
switch timeframe
"1 min" => "1"
"2 min" => "2"
"3 min" => "3"
"5 min" => "5"
"10 min" => "10"
"15 min" => "15"
// MTF MA #1
tf1LineColor = input.color(color.new(color.orange, 40), title="", group=grp_MTFMA, inline='1')
tf1 = input.string("3 min", title="", options=["1 min", "2 min", "3 min", "5 min", "10 min", "15 min"], group=grp_MTFMA, inline='1')
enableTF1 = input.bool(true, title='Show Level', group=grp_MTFMA, inline='1', tooltip="")
// MTF MA #2
tf2LineColor = input.color(color.new(color.orange, 40), title="", group=grp_MTFMA, inline='2')
tf2 = input.string("5 min", title="", options=["1 min", "2 min", "3 min", "5 min", "10 min", "15 min"], group=grp_MTFMA, inline='2')
enableTF2 = input.bool(true, title='Show Level', group=grp_MTFMA, inline='2')
// MTF MA #3
tf3LineColor = input.color(color.new(color.orange, 40), title='', group=grp_MTFMA, inline='3')
tf3 = input.string("15 min", title='', options=["1 min", "2 min", "3 min", "5 min", "10 min", "15 min"], group=grp_MTFMA, inline='3')
enableTF3 = input.bool(true, title='Show Level', group=grp_MTFMA, inline='3')
mtf1MA = request.security(symbol=realPriceTicker, timeframe=getTimeframe(tf1), expression=ma(MTFMALen, MTFMAType), lookahead=barmerge.lookahead_off, gaps=barmerge.gaps_off)
mtf2MA = request.security(symbol=realPriceTicker, timeframe=getTimeframe(tf2), expression=ma(MTFMALen, MTFMAType), lookahead=barmerge.lookahead_off, gaps=barmerge.gaps_off)
mtf3MA = request.security(symbol=realPriceTicker, timeframe=getTimeframe(tf3), expression=ma(MTFMALen, MTFMAType), lookahead=barmerge.lookahead_off, gaps=barmerge.gaps_off)
mtfMATextColor = input.color(color.new(color.orange, 70), title="", group=grp_MTFMA, inline="4")
showTFLabel = input.bool(true, title='Show Timeframe Labels', group=grp_MTFMA, inline="4")
if (enableMTFMA and enableTF1)
mtf1MALine = line.new(x1=bar_index, x2=bar_index + 10, y1=mtf1MA, y2=mtf1MA, extend=extend.right, style=line.style_dotted, color=tf1LineColor)
line.delete(mtf1MALine[1])
if(showTFLabel)
mtf1MALabel = label.new(x=(bar_index + 20), y=mtf1MA, style=label.style_label_down, text=tf1, color=na, textcolor=mtfMATextColor)
label.delete(mtf1MALabel[1])
if(enableMTFMA and enableTF2)
mtf2MALine = line.new(x1=bar_index, x2=bar_index + 10, y1=mtf2MA, y2=mtf2MA, extend=extend.right, style=line.style_dotted, color=tf2LineColor)
line.delete(mtf2MALine[1])
if(showTFLabel)
mtf2MALabel = label.new(x=(bar_index + 20), y=mtf2MA, style=label.style_label_down, text=tf2, color=na, textcolor=mtfMATextColor)
label.delete(mtf2MALabel[1])
if(enableMTFMA and enableTF3)
mtf3MALine = line.new(x1=bar_index, x2=bar_index + 10, y1=mtf3MA, y2=mtf3MA, extend=extend.right, style=line.style_dotted, color=tf3LineColor)
line.delete(mtf3MALine[1])
if(showTFLabel)
mtf3MALabel = label.new(x=(bar_index + 20), y=mtf3MA, style=label.style_label_down, text=tf3, color=na, textcolor=mtfMATextColor)
label.delete(mtf3MALabel[1])
//=Real price line & real price close dots
//==================================================================================================================================
//Real price line and dot settings
grp_RPHA = "Real price for Heikin Ashi candles"
showRealPriceLinelinecolor = input(color.new(#41ffb0, 0), title="Real Price Line Color", group=grp_RPHA)
realpricelinewidth = input.string("Thin", options=["Thin", "Thicc"], title="Real Price Line Width", group=grp_RPHA)
realclosedotscolor = input(color.new(#41ffb0, 40), title="Real Price Close Dot Color", group=grp_RPHA)
size = input.string("Auto", options=["Auto", "Tiny", "Small"], title="Real Price Close Dot Size", group=grp_RPHA)
_realPriceLineWidth = switch realpricelinewidth
"Thin" => 1
"Thicc" => 2
real_price = ticker.new(prefix=syminfo.prefix, ticker=syminfo.ticker)
real_close = request.security(symbol=real_price, timeframe='', expression=close, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
if(showRealPriceLine)
real_price_line = line.new(bar_index[1], real_close, bar_index, real_close, xloc.bar_index, extend.both, showRealPriceLinelinecolor, line.style_dotted, _realPriceLineWidth)
line.delete(real_price_line[1])
//=Plot candles above MA and Below Range Filters
//==================================================================================================================================
plotcandle(haO, haH, haL, haC, color=candleColor, bordercolor=candleBorderColor, wickcolor=candleWickColor)
//Show real price close dots above candles
showrealpricemicrodotstiny = (plotrealclosedots and size=="Tiny" ? display.all : display.none)
showrealpricemicrodotsauto = (plotrealclosedots and size=="Auto" ? display.all : display.none)
showrealpricedotslarge = (plotrealclosedots and size=="Small" ? display.all : display.none)
plotchar(series=real_close, title="Real close dots", location=location.absolute, color=realclosedotscolor, editable=false, char="•", size=size.tiny, display=showrealpricemicrodotstiny)
plotchar(series=real_close, title="Real close dots", location=location.absolute, color=realclosedotscolor, editable=false, char="•", size=size.auto, display=showrealpricemicrodotsauto)
plotshape(series=real_close, title="Real close dots", location=location.absolute, color=realclosedotscolor, editable=false, style=shape.circle, size=size.auto, display=showrealpricedotslarge)
//=Range Filter settings
//==================================================================================================================================
//Range Filter #1 Settings
grp_RF1 = "Range Filter #1 settings"
rf1UpColor = input.color(color.new(#ffffff, 40), title="Range Filter 1 bullish color", group=grp_RF1)
rf1DownColor = input.color(color.new(color.blue, 40), title="Range Filter 1 bearish color", group=grp_RF1)
rf1LineWidth = input.int(1, minval=1, maxval=3, title="Range Filter 1 line width", group=grp_RF1)
src1 = input(defval=hl2, title="Source", group=grp_RF1)
per1 = input(defval=30, title="Sampling Period", group=grp_RF1)
mult1 = input(defval=2.6, title="Range Multiplier", group=grp_RF1)
//Range Filter #2 Settings
grp_RF2 = "Range Filter #2 settings"
rf2UpColor = input.color(color.new(#ffffff, 10), title="Range Filter 2 bullish color", group=grp_RF2)
rf2DownColor = input.color(color.new(color.blue, 10), title="Range Filter 2 bearish color", group=grp_RF2)
rf2LineWidth = input.int(2, minval=1, maxval=3, title="Range Filter 2 line width", group=grp_RF2)
src2 = input(defval=ohlc4, title="Source", group=grp_RF2)
per2 = input(defval=48, title="Sampling Period", group=grp_RF2)
mult2 = input(defval=3.4, title="Range Multiplier", group=grp_RF2)
sourceType(type, showHA) =>
if(useHAMode)
switch type
open => initO
high => initH
low => initL
close => initC
hl2 => ((initH + initL) / 2)
hlc3 => (initH + initL + initC / 3)
ohlc4 => ((initO + initH + initL + initC) / 4)
hlcc4 => ((initH + initL + initC + initC) / 4)
else if(useHAMode==false)
switch type
open => open
high => high
low => low
close => close
hl2 => hl2
hlc3 => hlc3
ohlc4 => ohlc4
hlcc4 => hlcc4
filterSrc1 = sourceType(src1, useHAMode)
filterSrc2 = sourceType(src2, useHAMode)
// Smooth average
smoothrng(x, t, m) =>
wper = t * 2 - 1
avrng = ta.ema(math.abs(x - x[1]), t)
smoothrng = ta.ema(avrng, wper) * m
smoothrng
smrng1 = smoothrng(filterSrc1, per1, mult1)
smrng2 = smoothrng(filterSrc2, per2, mult2)
// Range Filter calculation
rngfilt(x, r) =>
rngfilt = x
rngfilt := x > nz(rngfilt[1]) ? x - r < nz(rngfilt[1]) ? nz(rngfilt[1]) : x - r :
x + r > nz(rngfilt[1]) ? nz(rngfilt[1]) : x + r
rngfilt
filt1 = rngfilt(filterSrc1, smrng1)
filt2 = rngfilt(filterSrc2, smrng2)
//RF Filter direction
upward1 = 0.0
downward1 = 0.0
upward2 = 0.0
downward2 = 0.0
upward1 := filt1 > filt1[1] ? nz(upward1[1]) + 1 : filt1 < filt1[1] ? 0 : nz(upward1[1])
downward1 := filt1 < filt1[1] ? nz(downward1[1]) + 1 : filt1 > filt1[1] ? 0 : nz(downward1[1])
upward2 := filt2 > filt2[1] ? nz(upward2[1]) + 1 : filt2 < filt2[1] ? 0 : nz(upward2[1])
downward2 := filt2 < filt2[1] ? nz(downward2[1]) + 1 : filt2 > filt2[1] ? 0 : nz(downward2[1])
//RF Target bands
hband1 = filt1 + smrng1
lband1 = filt1 - smrng1
hband2 = filt2 + smrng2
lband2 = filt2 - smrng2
//RF Colors
filtcolor1 = upward1 > 0 ? rf1UpColor : rf1DownColor
filtcolor2 = upward2 > 0 ? rf2UpColor : rf2DownColor
filtplot1 = plot((showRangeFilters ? filt1 : na), color=filtcolor1, linewidth=rf1LineWidth, title="Range Filter #1")
filtplot2 = plot((showRangeFilters ? filt2 : na), color=filtcolor2, linewidth=rf2LineWidth, title="Range Filter #2")
//RF range bands upper / lower
hbandplot1 = plot(hband1, color=transp, title="RF #1 high", linewidth=1, display=display.none)
lbandplot1 = plot(lband1, color=transp, title="RF #1 low", linewidth=1, display=display.none)
hbandplot2 = plot(hband2, color=color.new(#CCCCCC, 70), title="RF #2 high", linewidth=1, display=display.none)
lbandplot2 = plot(lband2, color=color.new(#CCCCCC, 70), title="RF #2 low", linewidth=1, display=display.none)
//RF Fills
fill(hbandplot1, filtplot1, color=color.new(#5B9CF6, 100), title="RF #1 area high")
fill(lbandplot1, filtplot1, color=color.new(#5B9CF6, 100), title="RF #1 area low")
fill(hbandplot2, filtplot2, color=color.new(#cccccc, 100), title="RF #2 area high")
fill(lbandplot2, filtplot2, color=color.new(#cccccc, 100), title="RF #2 area low")
//=Sessions
//==================================================================================================================================
london_color = color.new(color.green, 90)
newyork_color = color.new(color.blue, 90)
tokyo_color = color.new(color.red, 90)
sydney_color = color.new(color.orange, 90)
grp_SESS = "Sessions"
utcsetting = input.string(title="Select UTC timezone", defval="UTC+1", options=["UTC-11","UTC-10","UTC-9","UTC-8","UTC-7","UTC-6","UTC-5","UTC-4","UTC-3","UTC-2:30","UTC-2","UTC-1","UTC","UTC+1","UTC+2","UTC+3","UTC+4","UTC+4:30","UTC+5","UTC+6","UTC+7","UTC+8","UTC+9","UTC+10","UTC+11","UTC+12","UTC+13"], group=grp_SESS)
daylightsavings = input(false, title="Add 1hr for daylight savings time (DST)", group=grp_SESS)
// Show sessions
timelondon = time(timeframe.period, daylightsavings ? "0800-1700:23456" : "0700-1600:23456", utcsetting)
timenewyork = time(timeframe.period, daylightsavings ? "1300-2200:23456" : "1200-2100:23456", utcsetting)
timetokyo = time(timeframe.period, daylightsavings ? "0000-0900:23456" : "2300-0800:23456", utcsetting)
timesydney = time(timeframe.period, daylightsavings ? "2200-0700:23456" : "2100-0600:23456", utcsetting)
// Show Trading Sessions
// Inverted Sessions Logic
invertedsessioncolor= input.color(color.new(color.blue, 90), title="", group=grp_SESS, inline="0")
invertsessioncolour = input(false, title="Enable inverted session(s) color", tooltip="This will color the background of the entire chart - except the trading session(s) you select, to give you a clear chart, free of a distracting background colors. 👌", group=grp_SESS, inline="0")
// London Session
londonsessioncolor = input.color(london_color, title="", group=grp_SESS, inline="1")
showlondonsession = input(false, title="Show London session", group=grp_SESS, inline="1")
bgcolor((enableSessions and timelondon and showlondonsession and not invertsessioncolour) ? londonsessioncolor : na)
// New York Session
newyorksessioncolor = input.color(newyork_color, title="", group=grp_SESS, inline="2")
shownewyorksession = input(false, title="Show New York session", group=grp_SESS, inline="2")
bgcolor((enableSessions and timenewyork and shownewyorksession and not invertsessioncolour) ? newyorksessioncolor : na)
// Tokyo Session
tokyosessioncolor = input.color(tokyo_color, title="", group=grp_SESS, inline="3")
showtokyosession = input(false, title="Show Tokyo session", group=grp_SESS, inline="3")
bgcolor((enableSessions and timetokyo and showtokyosession and not invertsessioncolour) ? tokyosessioncolor : na)
// Sydney Session
sydneysessioncolor = input.color(sydney_color, title="", group=grp_SESS, inline="4")
showsydneysession = input(false, title="Show Sydney session", group=grp_SESS, inline="4")
bgcolor((enableSessions and timesydney and showsydneysession and not invertsessioncolour) ? sydneysessioncolor : na)
bgcolor((enableSessions and invertsessioncolour and not (showlondonsession ? timelondon : na) and not (shownewyorksession ? timenewyork : na) and not (showtokyosession ? timetokyo : na) and not (showsydneysession ? timesydney : na)) ? invertedsessioncolor : na)
//=Watermark
//==================================================================================================================================
textVPosition = input.string("top", "", options = ["top", "middle", "bottom"], group = "Watermark text", inline="w0")
showText = input(true, title="Show text", group = "Watermark text", inline="w0")
s_title = input.string("normal", "", options = ["small", "normal", "large", "huge", "auto"], group = "Watermark text", inline="w1")
c_title = input.color(color.new(color.gray, 0), "", group = "Watermark text", inline="w1")
title = input("RF+", "", group = "Watermark text", inline="w1")
s_subtitle = input.string("normal", "", options = ["small", "normal", "large", "huge", "auto"], group = "Watermark text", inline="w2")
c_subtitle = input(color.new(color.gray, 0), "", group = "Watermark text", inline="w2")
subtitle = input("Replay for Heikin Ashi", "", group = "Watermark text", inline="w2")
symVPosition = input.string("bottom", "", options = ["top", "middle", "bottom"], group = "Watermark symbol", inline="w3")
showSymText = input(true, title="Show symbol", group = "Watermark symbol", inline="w3")
symInfo = syminfo.ticker + " | " + timeframe.period + (timeframe.isminutes ? "M" : na)
date = str.tostring(dayofmonth(time_close)) + "/" + str.tostring(month(time_close)) + "/" + str.tostring(year(time_close))
s_symInfo = input.string("normal", "", options = ["small", "normal", "large", "huge", "auto"], group = "Watermark symbol", inline="w4")
c_symInfo = input(color.new(color.gray, 30), "", group = "Watermark symbol", inline="w4")
c_bg = color.new(color.blue, 100)
//text watermark creation
textWatermark = table.new(textVPosition + "_" + "center", 1, 3)
if showText == true and showWatermark
table.cell(textWatermark, 0, 0, title, 0, 0, c_title, "center", text_size = s_title, bgcolor = c_bg)
table.cell(textWatermark, 0, 1, subtitle, 0, 0, c_subtitle, "center", text_size = s_subtitle, bgcolor = c_bg)
//symbol info watermark creation
symWatermark = table.new(symVPosition + "_" + "center", 5, 5)
if showSymText == true and showWatermark
table.cell(symWatermark, 0, 1, symInfo, 0, 0, c_symInfo, "center", text_size = s_symInfo, bgcolor = c_bg)
|
FieryTrading: Buy The Dip - Sell The Rip | https://www.tradingview.com/script/jA5Bzt2Q-FieryTrading-Buy-The-Dip-Sell-The-Rip/ | FieryTrading | https://www.tradingview.com/u/FieryTrading/ | 371 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © FieryTrading
//@version=5
indicator("FieryTrading BTD - STR", overlay=true)
/// RSI
rsi = ta.rsi(close, 14)
smooth_len = input.int(3, "RSI Smoothing")
smooth_rsi = ta.sma(rsi,smooth_len)
/// MTF SMA
sma_res = input.timeframe('W', "MTF Resolution")
mtf_len = input.int(20, "MTF Length")
rp_security(_symbol, _mtflen, _src) =>
request.security(_symbol, _mtflen, _src[barstate.isrealtime ? 1 : 0])
mtf_sma = rp_security(syminfo.tickerid, sma_res, ta.sma(close, 20))
/// Entry conditions
long = smooth_rsi<30 and smooth_rsi>smooth_rsi[1] and close>mtf_sma
short = smooth_rsi>70 and smooth_rsi<smooth_rsi[1] and close<mtf_sma
/// Plots & Alerts
plotshape(long and not long[1], style = shape.triangleup, color=color.green, size=size.small, location = location.belowbar)
plotshape(short and not short[1], style = shape.triangledown, color=color.red, size=size.small, location = location.abovebar)
alertcondition(long and not long[1], "Long Entry")
alertcondition(short and not short[1], "Short Entry")
|
Hammer & Shooting Star [C] - Kaspricci | https://www.tradingview.com/script/6Mj7sHoE/ | Kaspricci | https://www.tradingview.com/u/Kaspricci/ | 180 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Kaspricci
//@version=5
indicator("Hammer & Shooting Star [C] - Kaspricci", shorttitle = "Hammer & Shooting Star [C]", overlay = true)
FIB_LEVEL = input.float(
defval = 0.382,
title = "Fibonacci Level",
options = [0.236, 0.382, 0.5])
confirm = input.bool(
defval = false,
title = "Confirm by next candle",
tooltip = "A green candle confirms a hammer and a red candle confirms a shooting star")
showLabels = input.bool(
defval = true,
title = "Show labels on chart")
isGreen = open < close
isRed = open > close
candleSize = math.abs(high - low)
// hammer candle = the whole body of the candle is within 38.2% of the upper part of the candle
isHammer = high - FIB_LEVEL * candleSize < math.min(open, close)
// shooting star candle = the whole body of the candle is within 38.2% of the lower part of the candle
isShoot = low + FIB_LEVEL * candleSize > math.max(open, close)
isConfirmedHammer = confirm ? isHammer[1] and isGreen : isHammer
isConfirmedShoot = confirm ? isShoot[1] and isRed : isShoot
plotshape(
series = isConfirmedHammer ? low : na,
title = "Hammer Candle",
text = "Hammer",
style = shape.arrowup,
location = location.belowbar,
color = color.green,
textcolor = color.green,
offset = confirm ? -1 : 0,
display = showLabels ? display.pane : display.none)
plotshape(
series= isConfirmedShoot ? high : na,
title = "Shooting Star Candle",
text = "Shooting",
style = shape.arrowdown,
location = location.abovebar,
color = color.red,
textcolor = color.red,
offset = confirm ? -1 : 0,
display = showLabels ? display.pane : display.none)
// ----------------------------------------------------------------------------------------------------------------------
// handle entry & exit signals
longEntry = isConfirmedHammer
shortEntry = isConfirmedShoot
// support alerts for entry $ exit signals
alertcondition(
condition = longEntry,
title = "Hammer Candle Alert",
message = "Hammer candle occured for {{ticker\}} at {{close}}")
alertcondition(
condition = shortEntry,
title = "Shooting Start Alert",
message = "Shooting Start candle occured for {{ticker}} at {{close}}")
// connector to backtester strategy
connector = 0
connector := longEntry ? 2 : 0
connector := shortEntry ? -2 : connector
plot(connector, title = "Connector", display = display.status_line, color = color.gray) |
KH MA Cross, | https://www.tradingview.com/script/gnNDDpfZ-KH-MA-Cross/ | kurthennig18 | https://www.tradingview.com/u/kurthennig18/ | 8 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © kurthennig18
import ZenAndTheArtOfTrading/ZenLibrary/5
//@version=5
indicator("MA Cross", overlay = true)
///GET MAs///
sma1 = ta.sma (close, 8)
sma2 = ta.sma (close, 21)
sma3 = ta.sma(close, 50)
//Draw MAs
plot(sma1, color = color.lime)//8//
plot(sma2, color = color.red)//21//
plot(sma3, color = color.black)//50//
//MA input//
short = input.int(8, minval = 1, title = "Short-Period")
medium = input.int(21, minval = 1, title = "Medium-Period")
long = input.int(50, minval = 1, title = "Long-Period")
//Get crosses//
maCrossOver1 = ta.crossover(sma1, sma2)
maCrossUnder2 = ta.crossunder(sma1, sma2)
/////////////////////////////////////////
maCrossOver3 = ta.crossover(sma2, sma3)
maCrossOver4 = ta.crossunder(sma2, sma3)
//Draw BG cross
bgcolor (maCrossOver1 ? color.new(color.lime, 90) : na, show_last = 100, title = "8/21 Bull")
bgcolor (maCrossUnder2 ? color.new(color.black, 90) : na, show_last = 100, title = "21/50 Bear")
bgcolor(maCrossOver3 ? color.new(color.red, 90) : na, show_last = 100, title = "21/50 Bull ")
bgcolor(maCrossOver4 ? color.new(color.blue, 90) : na, show_last = 100, title = "21/50 Bull ")
|
MA Crosses | https://www.tradingview.com/script/R6BvhlQd-MA-Crosses/ | kurthennig18 | https://www.tradingview.com/u/kurthennig18/ | 13 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © kurthennig18
import ZenAndTheArtOfTrading/ZenLibrary/5
//@version=5
indicator("MA Cross", overlay = true)
///GET MAs///
sma1 = ta.sma (close, 8)
sma2 = ta.sma (close, 21)
sma3 = ta.sma(close, 50)
//Draw MAs
plot(sma1, color = color.lime)//8//
plot(sma2, color = color.red)//21//
plot(sma3, color = color.black)//50//
//MA input//
short = input.int(8, minval = 1, title = "Short-Period")
medium = input.int(21, minval = 1, title = "Medium-Period")
long = input.int(50, minval = 1, title = "Long-Period")
//Get crosses//
maCrossOver1 = ta.crossover(sma1, sma2)
maCrossUnder2 = ta.crossunder(sma1, sma2)
/////////////////////////////////////////
maCrossOver3 = ta.crossover(sma2, sma3)
maCrossOver4 = ta.crossunder(sma2, sma3)
//Draw BG cross
bgcolor (maCrossOver1 ? color.new(color.lime, 90) : na, show_last = 100, title = "8/21 Bull")
bgcolor (maCrossUnder2 ? color.new(color.black, 90) : na, show_last = 100, title = "21/50 Bear")
bgcolor(maCrossOver3 ? color.new(color.red, 90) : na, show_last = 100, title = "21/50 Bull ")
bgcolor(maCrossOver4 ? color.new(color.blue, 90) : na, show_last = 100, title = "21/50 Bull ")
|
Traders Reality Main | https://www.tradingview.com/script/Etj1ixAs-Traders-Reality-Main/ | TradersReality | https://www.tradingview.com/u/TradersReality/ | 3,239 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Original pattern formation by plasmapug, rise retrace continuation to the upside by infernix, peshocore and xtech5192
// dst auto f-n and psy refactor for dst by xtech5192
// Range daily/weekly Hi/Lo added with research contributions from xtech5192
// Please note while the code is open source and you are free to use it however you like - the 'Traders Reality' name is not - ie if you produce derivatives of this
// source code you to name those scripts using "Traders Reality", "Pattern Watchers" or any other name that relates to Traders Reality in any way.
//Session Local Time DST OFF (UCT+0) DST ON (UTC+0) DST ON 2022 DST OFF 2022 DST ON 2023 DST OFF 2023 DST ON 2024 DST OFF 2024
//London 8am-430pm 0800-1630 0700-1530 March, 27 October, 30 March, 26 October, 29 March, 31 October, 27
//NewYork 930am-4pm 1430-2100 1330-2000 March, 13 November, 6 March, 12 November, 5 March, 10 November, 3
//Tokyo 9am-3pm 0000-0600 0000-0600 N/A N/A N/A N/A N/A N/A
//HongKong 930am-4pm 0130-0800 0130-0800 N/A N/A N/A N/A N/A N/A
//Sydney (NZX+ASX) NZX start 10am, ASX end 4pm 2200-0600 2100-0500 October, 2 April, 3 October, 1 April, 2 October, 6 April, 7
//EU Brinx 800am-900am 0800-0900 0700-0800 March, 27 October, 30 March, 26 October, 29 March, 31 October, 27
//US Brinx 900am-10am 1400-1500 1300-1400 March, 13 November, 6 March, 12 November, 5 March, 10 November, 3
//Frankfurt 800am-530pm 0700-1630 0600-1530 March, 27 October, 30 March, 26 October, 29 March, 31 October, 27
//@version=5
indicator(title = 'Traders Reality Main', shorttitle='TR_MAIN', overlay=true, max_bars_back=300,max_boxes_count=500, max_lines_count=500, max_labels_count=500)
import TradersReality/Traders_Reality_Lib/2 as trLib
// Config
labelOffsetInput = input.int(group='Label offsets', title='General', defval=12, inline='labeloffset1')
pivotOffsetInput = input.int(group='Label offsets', title='Pivots', defval=6, inline='labeloffset1')
adrOffsetInput = input.int(group='Label offsets', title='ADR', defval=12, inline='labeloffset1')
adrOffsetInput50 = input.int(group='Label offsets', title='50% ADR', defval=12, inline='labeloffset1')
rdOffsetInput = input.int(group='Label offsets', title='RD/W', defval=24, inline='labeloffset1')
rdOffsetInput50 = input.int(group='Label offsets', title='50% RD/W', defval=24, inline='labeloffset1')
color redVectorColor = input.color(title='Vector: Red', group='PVSRA Colors', defval=color.red, inline='vectors')
color greenVectorColor = input.color(title='Green', group='PVSRA Colors', defval=color.lime, inline='vectors')
color violetVectorColor = input.color(title='Violet', group='PVSRA Colors', defval=color.fuchsia, inline='vectors')
color blueVectorColor = input.color(title='Blue', group='PVSRA Colors', defval=color.blue, inline='vectors', tooltip='Bull bars are green and bear bars are red when the bar is with volume >= 200% of the average volume of the 10 previous bars, or bars where the product of candle spread x candle volume is >= the highest for the 10 previous bars.\n Bull bars are blue and bear are violet when the bar is with with volume >= 150% of the average volume of the 10 previous bars.')
color regularCandleUpColor = input.color(title='Regular: Up Candle', group='PVSRA Colors', defval=#999999, inline='nonVectors')
color regularCandleDownColor = input.color(title='Down Candle', group='PVSRA Colors', defval=#4d4d4d, inline='nonVectors', tooltip='Bull bars are light gray and bear are dark gray when none of the red/green/blue/violet vector conditions are met.')
showEmas = input.bool(group='EMAs', title='Show EMAs?', defval=true, inline='showemas')
labelEmas = input.bool(group='EMAs', title='EMA Labels?', defval=false, inline='showemas')
oneEmaColor = input.color(group='EMAs', title='EMA Color: 5', defval=color.rgb(254, 234, 74, 0), inline='emacolors')
twoEmaColor = input.color(group='EMAs', title='13', defval=color.rgb(253, 84, 87, 0), inline='emacolors')
threeEmaColor = input.color(group='EMAs', title='50', defval=color.rgb(31, 188, 211, 0), inline='emacolors')
fourEmaColor = input.color(group='EMAs', title='200', defval=color.rgb(255, 255, 255, 0), inline='emacolors')
fiveEmaColor = input.color(group='EMAs', title='800', defval=color.rgb(50, 34, 144, 0), inline='emacolors')
emaCloudColor = input.color(group='EMAs', title='EMA Cloud', defval=color.rgb(155, 47, 174, 60), inline='emacloud')
emaCloudBorderColor = input.color(group='EMAs', title='Border', defval=color.rgb(18, 137, 123, 100), inline='emacloud')
//Daily Pivot Points
showLevelOnePivotPoints = input.bool(group='Pivot Points', title='Show Level: 1 R/S?', defval=false, inline='pivotlevels')
showLevelTwoPivotPoints = input.bool(group='Pivot Points', title='2 R/S?', defval=false, inline='pivotlevels')
showLevelThreePivotPoints = input.bool(group='Pivot Points', title=' 3 R/S?', defval=false, inline='pivotlevels')
showPivotLabels = input.bool(group='Pivot Points', title='Show labels?', defval=true, inline='pivotlevels')
string rsStyleX = input.string(group='Pivot Points', defval='Dashed', title='R/S Levels Line Style', options=['Dotted', 'Dashed', 'Solid'], inline='pivotcolorsRS')
rsStyle = rsStyleX == 'Dotted' ? line.style_dotted : (rsStyleX == 'Dashed' ? line.style_dashed : (rsStyleX == 'Solid' ? line.style_solid : line.style_dashed))
activeM = input.bool(group='Pivot Points', title='Show M levels?', defval=true, inline='mlevels')
showMLabels = input.bool(group='Pivot Points', title='Labels?', defval=true, inline='mlevels')
extendPivots = input.bool(group='Pivot Points', title='Extend lines in both directions?', defval=false)
pivotColor = input.color(group='Pivot Points', title='Colors: Pivot Point', defval=color.rgb(254, 234, 78, 50), inline='pivotcolors')
pivotLabelColor = input.color(group='Pivot Points', title='Pivot Point Label', defval=color.rgb(254, 234, 78, 50), inline='pivotcolors')
mColor = input.color(group='Pivot Points', title='Colors: M Levels', defval=color.rgb(255, 255, 255, 50), inline='pivotcolors1')
mLabelColor = input.color(group='Pivot Points', title='M Levels Label', defval=color.rgb(255, 255, 255, 50), inline='pivotcolors1')
string mStyleX = input.string(group='Pivot Points', defval='Dashed', title='M Levels Line Style', options=['Dotted', 'Dashed', 'Solid'], inline='pivotcolors2')
mStyle = mStyleX == 'Dotted' ? line.style_dotted : (mStyleX == 'Dashed' ? line.style_dashed : (mStyleX == 'Solid' ? line.style_solid : line.style_dashed))
showDayHighLow = input.bool(group="Yesterday's and Last Week's High/low", title='Show Hi/Lo: Daily?', defval=true, inline='highlow')
dailyHiLoColor = color.new(color.blue, 50) //input.color(group="Yesterday's and Last Week's High/low", title='Color', defval=color.new(color.blue, 50), inline='dhighlow')
showWeekHighLow = input.bool(group="Yesterday's and Last Week's High/low", title='Weekly?', defval=true, inline='highlow')
weeklyHiLoColor = color.new(color.green, 60) //input.color(group="Yesterday's and Last Week's High/low", title='Color', defval=color.new(color.green, 60), inline='whighlow')
showDayHighLowLabels = input.bool(group="Yesterday's and Last Week's High/low", title='Show labels?', defval=true, inline='highlow')
showADR = input.bool(group='Average Daily Range - ADR', title='Show ADR?', defval=true, inline='adr')
showADRDO = input.bool(group='Average Daily Range - ADR', title='Use Daily Open (DO) calc?', defval=false, inline='adr', tooltip='Measure the ADR from the daily open. This will make the ADR static throughout the day. ADR is usually measured taking today high and low. Since todays high and low will change throughout the day, some might prefer to have a static range instead.')
showADRLabels = input.bool(group='Average Daily Range - ADR', title='Labels?', defval=true, inline='adr1')
showADRRange = input.bool(group='Average Daily Range - ADR', title='Range label?', defval=false, inline='adr1')
showADR50 = input.bool(group='Average Daily Range - ADR', title='Show 50% ADR?', defval=false, inline='adr1')
aDRRange = input.int(group='Average Daily Range - ADR', title='ADR length (days)?', defval=14, minval=1, maxval=31, step=1, inline='adr2', tooltip="Defaults taken from mt4. This defines how many days back to take into consideration when calculating the ADR")
adrColor = input.color(group='Average Daily Range - ADR', title='ADR Color', defval=color.new(color.silver, 50), inline='adr3')
string adrStyleX = input.string(group='Average Daily Range - ADR', defval='Dotted', title='ADR Line Style', options=['Dotted', 'Dashed', 'Solid'], inline='adr3')
adrStyle = adrStyleX == 'Dotted' ? line.style_dotted : (adrStyleX == 'Dashed' ? line.style_dashed : (adrStyleX == 'Solid' ? line.style_solid : line.style_dotted))
showAWR = input.bool(group='Average Weekly Range - AWR', title='Show AWR?', defval=false, inline='awr')
showAWRWO = input.bool(group='Average Weekly Range - AWR', title='Use Weekly Open (WO) calc?', defval=false, inline='awr', tooltip='Measure the AWR from the weekly open. This will make the AWR static throughout the week. AWR is usually measured taking this weeks high and low. Since this weeks high and low will change throughout the week, some might prefer to have a static range instead.')
showAWRLabels = input.bool(group='Average Weekly Range - AWR', title='Labels?', defval=true, inline='awr1')
showAWRRange = input.bool(group='Average Weekly Range - AWR', title='Range label?', defval=false, inline='awr1')
showAWR50 = input.bool(group='Average Weekly Range - AWR', title='Show 50% AWR?', defval=false, inline='awr1')
aWRRange = input.int(group='Average Weekly Range - AWR', title='AWR length (weeks)?', defval=4, minval=1, maxval=52, step=1, inline='awr2', tooltip="Defaults taken from mt4. This defines how many weeks back to take into consideration when calculating the AWR")
awrColor = input.color(group='Average Weekly Range - AWR', title='AWR Color', defval=color.new(color.orange, 50), inline='awr3')
string awrStyleX = input.string(group='Average Weekly Range - AWR', defval='Dotted', title='AWR Line Style', options=['Dotted', 'Dashed', 'Solid'], inline='awr3')
awrStyle = awrStyleX == 'Dotted' ? line.style_dotted : (awrStyleX == 'Dashed' ? line.style_dashed : (awrStyleX == 'Solid' ? line.style_solid : line.style_dotted))
showAMR = input.bool(group='Average Monthly Range - AMR', title='Show AMR?', defval=false, inline='amr')
showAMRMO = input.bool(group='Average Monthly Range - AMR', title='Use Monthly Open (MO) calc?', defval=false, inline='amr',tooltip='Measure the AMR from the monthly open. This will make the AMR static throughout the month. AMR is usually measured taking this months high and low. Since this months high and low will change throughout the month, some might prefer to have a static range instead.')
showAMRLabels = input.bool(group='Average Monthly Range - AMR', title='Labels?', defval=true, inline='amr1')
showAMRRange = input.bool(group='Average Monthly Range - AMR', title='Range label?', defval=false, inline='amr1')
showAMR50 = input.bool(group='Average Monthly Range - AMR', title='Show 50% AMR?', defval=false, inline='amr1')
aMRRange = input.int(group='Average Monthly Range - AMR', title='AMR length (months)?', defval=6, minval=1, maxval=12, step=1, inline='amr2', tooltip="Defaults taken from mt4. This defines how many months back to take into consideration when calculating the AMR")
amrColor = input.color(group='Average Monthly Range - AMR', title='AMR Color', defval=color.new(color.red, 50), inline='amr3')
string amrStyleX = input.string(group='Average Monthly Range - AMR', defval='Dotted', title='AMR Line Style', options=['Dotted', 'Dashed', 'Solid'], inline='amr3')
amrStyle = amrStyleX == 'Dotted' ? line.style_dotted : (amrStyleX == 'Dashed' ? line.style_dashed : (amrStyleX == 'Solid' ? line.style_solid : line.style_dotted))
showRD = input.bool(group='Range Daily Hi/Lo - RD Hi/Lo', title='Show RD?', defval=false, inline='rd')
showRDDO = input.bool(group='Range Daily Hi/Lo - RD Hi/Lo', title='Use Daily Open (DO) calc?', defval=false, inline='rd',tooltip='Measure the RD from the daily open. This will make the RD static throughout the day. RD is usually measured taking todays high and low. Since today high and low will change throughout the day, some might prefer to have a static range instead.')
showRDLabels = input.bool(group='Range Daily Hi/Lo - RD Hi/Lo', title='Labels?', defval=true, inline='rd1')
showRDRange = input.bool(group='Range Daily Hi/Lo - RD Hi/Lo', title='Range label?', defval=false, inline='rd1')
showRD50 = input.bool(group='Range Daily Hi/Lo - RD Hi/Lo', title='Show 50% RD?', defval=false, inline='rd1')
rdRange = input.int(group='Range Daily Hi/Lo - RD Hi/Lo', title='RD length (days)?', defval=15, minval=1, maxval=31, step=1, inline='rd2', tooltip="Defaults taken from Trader At Home PVSRA documentation. This defines how many days back to take into consideration when calculating the RD")
rdColor = input.color(group='Range Daily Hi/Lo - RD Hi/Lo', title='RD Color', defval=color.new(color.red, 30), inline='rd3')
string rdStyleX = input.string(group='Range Daily Hi/Lo - RD Hi/Lo', defval='Solid', title='RD Line Style', options=['Dotted', 'Dashed', 'Solid'], inline='rd3')
rdStyle = rdStyleX == 'Dotted' ? line.style_dotted : (rdStyleX == 'Dashed' ? line.style_dashed : (rdStyleX == 'Solid' ? line.style_solid : line.style_dotted))
showRW = input.bool(group='Range Weekly Hi/Lo - RW Hi/Lo', title='Show RW?', defval=false, inline='rw')
showRWWO = input.bool(group='Range Weekly Hi/Lo - RW Hi/Lo', title='Use Weekly Open (WO) calc?', defval=false, inline='rw', tooltip='Measure the RW from the weekly open. This will make the RW static throughout the week. RW is usually measured taking this weeks high and low. Since this weeks high and low will change throughout the week, some might prefer to have a static range instead.')
showRWLabels = input.bool(group='Range Weekly Hi/Lo - RW Hi/Lo', title='Labels?', defval=true, inline='rw1')
showRWRange = input.bool(group='Range Weekly Hi/Lo - RW Hi/Lo', title='Range label?', defval=false, inline='rw1')
showRW50 = input.bool(group='Range Weekly Hi/Lo - RW Hi/Lo', title='Show 50% RW?', defval=false, inline='rw1')
rwRange = input.int(group='Range Weekly Hi/Lo - RW Hi/Lo', title='RW length (weeks)?', defval=13, minval=1, maxval=52, step=1, inline='rw2', tooltip="Defaults taken from Trader At Home PVSRA documentation. This defines how many weeks back to take into consideration when calculating the RW")
rwColor = input.color(group='Range Weekly Hi/Lo - RW Hi/Lo', title='RW Color', defval=color.new(color.blue, 30), inline='rw3')
string rwStyleX = input.string(group='Range Weekly Hi/Lo - RW Hi/Lo', defval='Solid', title='RW Line Style', options=['Dotted', 'Dashed', 'Solid'], inline='rw3')
rwStyle = rwStyleX == 'Dotted' ? line.style_dotted : (rwStyleX == 'Dashed' ? line.style_dashed : (rwStyleX == 'Solid' ? line.style_solid : line.style_dotted))
showAdrTable = input.bool(group='ADR/ADRx3/AWR/AMR Table', title='Show ADR Table', inline='adrt', defval=true)
showAdrPips = input.bool(group='ADR/ADRx3/AWR/AMR Table', title='Show ADR PIPS', inline='adrt', defval=true) and showAdrTable
showAdrCurrency = input.bool(group='ADR/ADRx3/AWR/AMR Table', title='Show ADR Currency', inline='adrt', defval=false) and showAdrTable
showRDPips = input.bool(group='ADR/ADRx3/AWR/AMR Table', title='Show RD PIPS', inline='adrt', defval=false) and showAdrTable
showRDCurrency = input.bool(group='ADR/ADRx3/AWR/AMR Table', title='Show RD Currency', inline='adrt', defval=false) and showAdrTable
choiceAdrTable = input.string(group='ADR/ADRx3/AWR/AMR Table', title='ADR Table postion', inline='adrt', defval='top_right', options=['top_right', 'top_left', 'top_center', 'bottom_right', 'bottom_left', 'bottom_center'])
adrTableBgColor = input.color(group='ADR/ADRx3/AWR/AMR Table', title='ADR Table: Background Color', inline='adrtc', defval=color.rgb(93, 96, 107, 70))
adrTableTxtColor = input.color(group='ADR/ADRx3/AWR/AMR Table', title='Text Color', inline='adrtc', defval=color.rgb(31, 188, 211, 0))
/// market boxes and daily open only on intraday
bool show = timeframe.isminutes and timeframe.multiplier <= 240 and timeframe.multiplier >= 1
bool showDly = timeframe.isminutes //and timeframe.multiplier < 240
bool showRectangle9 = input.bool(group='Daily Open', defval=true, title='Show: line ?', inline='dopenconf') and showDly
bool showLabel9 = input.bool(group='Daily Open', defval=true, title='Label?', inline='dopenconf') and showRectangle9 and showDly
bool showallDly = input.bool(group='Daily Open', defval=false, title='Show historical daily opens?', inline='dopenconf')
color sess9col = input.color(group='Daily Open', title='Daily Open Color', defval=color.rgb(254, 234, 78, 0), inline='dopenconf1')
bool overrideSym = input.bool(group='PVSRA Override', title='Override chart symbol?', defval=false, inline='pvsra')
string pvsraSym = input.string(group='PVSRA Override', title='', defval='INDEX:BTCUSD', tooltip='You can use INDEX:BTCUSD or you can combine multiple feeds, for example BINANCE:BTCUSDT+COINBASE:BTCUSD. Note that adding too many will slow things down.', inline='pvsra')
bool showVCZ = input.bool(true, 'Show VCZ?' , group='Vector Candle Zones', inline="vczOn")
int zonesMax = input.int(500, 'Maximum zones to draw', group='Vector Candle Zones', inline="vczOn")
string zoneType = input.string(group='Vector Candle Zones', defval='Body only', title='Zone top/bottom is defined with: ', options=['Body only', 'Body with wicks'])
string zoneUpdateType = input.string(group='Vector Candle Zones', defval='Body with wicks', title='Zones are cleared using candle: ', options=['Body only', 'Body with wicks'])
int borderWidth = input.int(0, 'Zone border width', group='Vector Candle Zones')
bool colorOverride = input.bool(true, 'Override color?' , group='Vector Candle Zones', inline="vcz1")
color zoneColor = input.color(title='Color', group='Vector Candle Zones', defval=color.rgb(255, 230, 75, 90), inline="vcz1", tooltip='the vector candle zones color to use if you dont not want to use the PVSRA Candle Colors.')
int transperancy = input.int(90, 'Zone Transperancy', minval = 0, maxval = 100, group='Vector Candle Zones', tooltip='If the vector candle zones color is not overriden, then we want to set the transparancy of the vector candle colors as defined by the PBSRA candle colors. This setting only affects the candle zone colors not the candle colors themselves.')
string rectStyle = input.string(group='Market sessions', defval='Dashed', title='Line style of Market Session hi/lo line', options=['Dashed', 'Solid'])
bool showMarkets = input.bool(true, group='Market sessions', title='Show Market Sessions?', tooltip='Turn on or off all market sessions') and show
bool showMarketsWeekends = input.bool(false, group='Market sessions', title='Show Market Session on Weekends?', tooltip='Turn on or off market sessions in the weekends. Note do not turn this on for exchanges that dont have weekend data like OANDA') and show
string weekendSessions = ':1234567'
string noWeekendSessions = ':23456'
bool showRectangle1 = input.bool(group='Market session: London (0800-1630 UTC+0) - DST Aware', defval=true, title='Show: session?', inline='session1conf', tooltip='If this checkbox is off, Label and Open Range have no effect') and showMarkets
bool showLabel1 = input.bool(group='Market session: London (0800-1630 UTC+0) - DST Aware', defval=true, title='Label?', inline='session1conf') and showRectangle1 and showMarkets
bool showOr1 = input.bool(group='Market session: London (0800-1630 UTC+0) - DST Aware', defval=true, title='Opening Range?', inline='session1conf', tooltip='This controls the shaded area for the session') and showRectangle1 and showMarkets
string sess1Label = input.string(group='Market session: London (0800-1630 UTC+0) - DST Aware', defval='London', title='Name:', inline='session1style')
color sess1col = input.color(group='Market session: London (0800-1630 UTC+0) - DST Aware', title='Color: Box', defval=color.rgb(120, 123, 134, 75), inline='session1style')
color sess1colLabel = input.color(group='Market session: London (0800-1630 UTC+0) - DST Aware', title='Label', defval=color.rgb(120, 123, 134, 0), inline='session1style')
string sess1TimeX = '0800-1630'//input.session(group='Market session: London (0800-1630 UTC+0)', defval='0800-1630', title='Time (UTC+0):', inline='session1style', tooltip='Normally you will not want to adjust these times. Defaults are taken as if the session is NOT in DST and times must be in UTC+0. Note due to limitations of pinescript some values sellected here other than the default might not work correctly on all exchanges.')
sess1Time = showMarketsWeekends ? sess1TimeX + weekendSessions : sess1TimeX + noWeekendSessions
bool showRectangle2 = input.bool(group='Market session: New York (1430-2100 UTC+0) - DST Aware', defval=true, title='Show: session?', inline='session2conf', tooltip='If this checkbox is off, Label and Open Range have no effect') and showMarkets
bool showLabel2 = input.bool(group='Market session: New York (1430-2100 UTC+0) - DST Aware', defval=true, title='Label?', inline='session2conf') and showRectangle2 and showMarkets
bool showOr2 = input.bool(group='Market session: New York (1430-2100 UTC+0) - DST Aware', defval=true, title='Opening Range?', inline='session2conf', tooltip='This controls the shaded area for the session') and showRectangle2 and showMarkets
string sess2Label = input.string(group='Market session: New York (1430-2100 UTC+0) - DST Aware', defval='NewYork', title='Name:', inline='session2style')
color sess2col = input.color(group='Market session: New York (1430-2100 UTC+0) - DST Aware', title='Color: Box', defval=color.rgb(251, 86, 91, 75), inline='session2style')
color sess2colLabel = input.color(group='Market session: New York (1430-2100 UTC+0) - DST Aware', title='Label', defval=color.rgb(253, 84, 87, 25), inline='session2style')
string sess2TimeX = '1430-2100'//input.session(group='Market session: New York (1430-2100 UTC+0)', defval='1430-2100', title='Time (UTC+0):', inline='session2style', tooltip='Normally you will not want to adjust these times. Defaults are taken as if the session is NOT in DST times must be in UTC+0. Note due to limitations of pinescript some values sellected here other than the default might not work correctly on all exchanges.')
sess2Time = showMarketsWeekends ? sess2TimeX + weekendSessions : sess2TimeX + noWeekendSessions
bool showRectangle3 = input.bool(group='Market session: Tokyo (0000-0600 UTC+0) - DST Aware', defval=true, title='Show: session?', inline='session3conf', tooltip='If this checkbox is off, Label and Open Range have no effect') and showMarkets
bool showLabel3 = input.bool(group='Market session: Tokyo (0000-0600 UTC+0) - DST Aware', defval=true, title='Label?', inline='session3conf') and showRectangle3 and showMarkets
bool showOr3 = input.bool(group='Market session: Tokyo (0000-0600 UTC+0) - DST Aware', defval=true, title='Opening Range?', inline='session3conf', tooltip='This controls the shaded area for the session') and showRectangle3 and showMarkets
string sess3Label = input.string(group='Market session: Tokyo (0000-0600 UTC+0) - DST Aware', defval='Tokyo', title='Name:', inline='session3style')
color sess3col = input.color(group='Market session: Tokyo (0000-0600 UTC+0) - DST Aware', title='Color: Box', defval=color.rgb(80, 174, 85, 75), inline='session3style')
color sess3colLabel = input.color(group='Market session: Tokyo (0000-0600 UTC+0) - DST Aware', title='Label', defval=color.rgb(80, 174, 85, 25), inline='session3style')
string sess3TimeX = '0000-0600'//input.session(group='Market session: Tokyo (0000-0600 UTC+0)', defval='0000-0600', title='Time (UTC+0):', inline='session3style', tooltip='Normally you will not want to adjust these times. Defaults are taken as if the session is NOT in DST times must be in UTC+0. Note due to limitations of pinescript some values sellected here other than the default might not work correctly on all exchanges.')
sess3Time = showMarketsWeekends ? sess3TimeX + weekendSessions : sess3TimeX + noWeekendSessions
bool showRectangle4 = input.bool(group='Market session: Hong Kong (0130-0800 UTC+0) - DST Aware', defval=true, title='Show: session?', inline='session4conf', tooltip='If this checkbox is off, Label and Open Range have no effect') and showMarkets
bool showLabel4 = input.bool(group='Market session: Hong Kong (0130-0800 UTC+0) - DST Aware', defval=true, title='Label?', inline='session4conf') and showRectangle4 and showMarkets
bool showOr4 = input.bool(group='Market session: Hong Kong (0130-0800 UTC+0) - DST Aware', defval=true, title='Opening Range?', inline='session4conf', tooltip='This controls the shaded area for the session') and showRectangle4 and showMarkets
string sess4Label = input.string(group='Market session: Hong Kong (0130-0800 UTC+0) - DST Aware', defval='HongKong', title='Name:', inline='session4style')
color sess4col = input.color(group='Market session: Hong Kong (0130-0800 UTC+0) - DST Aware', title='Color: Box', defval=color.rgb(128, 127, 23, 75), inline='session4style')
color sess4colLabel = input.color(group='Market session: Hong Kong (0130-0800 UTC+0) - DST Aware', title='Label', defval=color.rgb(128, 127, 23, 25), inline='session4style')
string sess4TimeX = '0130-0800'//input.session(group='Market session: Hong Kong (0130-0800 UTC+0)', defval='0130-0800', title='Time (UTC+0):', inline='session4style', tooltip='Normally you will not want to adjust these times. Defaults are taken as if the session is NOT in DST times must be in UTC+0. Note due to limitations of pinescript some values sellected here other than the default might not work correctly on all exchanges.')
sess4Time = showMarketsWeekends ? sess4TimeX + weekendSessions : sess4TimeX + noWeekendSessions
bool showRectangle5 = input.bool(group='Market session: Sydney (NZX+ASX 2200-0600 UTC+0) - DST Aware', defval=true, title='Show: session?', inline='session5conf', tooltip='If this checkbox is off, Label and Open Range have no effect') and showMarkets
bool showLabel5 = input.bool(group='Market session: Sydney (NZX+ASX 2200-0600 UTC+0) - DST Aware', defval=true, title='Label?', inline='session5conf') and showRectangle5 and showMarkets
bool showOr5 = input.bool(group='Market session: Sydney (NZX+ASX 2200-0600 UTC+0) - DST Aware', defval=true, title='Opening Range?', inline='session5conf', tooltip='This controls the shaded area for the session') and showRectangle5 and showMarkets
string sess5Label = input.string(group='Market session: Sydney (NZX+ASX 2200-0600 UTC+0) - DST Aware', defval='Sydney', title='Name:', inline='session5style')
color sess5col = input.color(group='Market session: Sydney (NZX+ASX 2200-0600 UTC+0) - DST Aware', title='Color: Box', defval=color.rgb(37, 228, 123, 75), inline='session5style')
color sess5colLabel = input.color(group='Market session: Sydney (NZX+ASX 2200-0600 UTC+0) - DST Aware', title='Label', defval=color.rgb(37, 228, 123, 25), inline='session5style')
string sess5TimeX = '2200-0600'//input.session(group='Market session: Sydney (NZX+ASX 2200-0600 UTC+0)', defval='2200-0600', title='Time (UTC+0):', inline='session5style', tooltip='Normally you will not want to adjust these times. Defaults are taken as if the session is NOT in DST times must be in UTC+0. Note due to limitations of pinescript some values sellected here other than the default might not work correctly on all exchanges.')
sess5Time = showMarketsWeekends ? sess5TimeX + weekendSessions : sess5TimeX + noWeekendSessions
bool showRectangle6 = input.bool(group='Market session: EU Brinks (0800-0900 UTC+0) - DST Aware', defval=true, title='Show: session?', inline='session6conf', tooltip='If this checkbox is off, Label and Open Range have no effect') and showMarkets
bool showLabel6 = input.bool(group='Market session: EU Brinks (0800-0900 UTC+0) - DST Aware', defval=true, title='Label?', inline='session6conf') and showRectangle6 and showMarkets
bool showOr6 = input.bool(group='Market session: EU Brinks (0800-0900 UTC+0) - DST Aware', defval=true, title='Opening Range?', inline='session6conf', tooltip='This controls the shaded area for the session') and showRectangle6 and showMarkets
string sess6Label = input.string(group='Market session: EU Brinks (0800-0900 UTC+0) - DST Aware', defval='EU Brinks', title='Name:', inline='session6style')
color sess6col = input.color(group='Market session: EU Brinks (0800-0900 UTC+0) - DST Aware', title='Color: Box', defval=color.rgb(255, 255, 255, 65), inline='session6style')
color sess6colLabel = input.color(group='Market session: EU Brinks (0800-0900 UTC+0) - DST Aware', title='Label', defval=color.rgb(255, 255, 255, 25), inline='session6style')
string sess6TimeX = '0800-0900'//input.session(group='Market session: EU Brinks (0800-0900 UTC+0)', defval='0800-0900', title='Time (UTC+0):', inline='session6style', tooltip='Normally you will not want to adjust these times. Defaults are taken as if the session is NOT in DST times must be in UTC+0. Note due to limitations of pinescript some values sellected here other than the default might not work correctly on all exchanges.')
sess6Time = showMarketsWeekends ? sess6TimeX + weekendSessions : sess6TimeX + noWeekendSessions
bool showRectangle7 = input.bool(group='Market session: US Brinks (1400-1500 UTC+0) - DST Aware', defval=true, title='Show: session?', inline='session7conf', tooltip='If this checkbox is off, Label and Open Range have no effect') and showMarkets
bool showLabel7 = input.bool(group='Market session: US Brinks (1400-1500 UTC+0) - DST Aware', defval=true, title='Label?', inline='session7conf') and showRectangle7 and showMarkets
bool showOr7 = input.bool(group='Market session: US Brinks (1400-1500 UTC+0) - DST Aware', defval=true, title='Opening Range?', inline='session7conf', tooltip='This controls the shaded area for the session') and showRectangle7 and showMarkets
string sess7Label = input.string(group='Market session: US Brinks (1400-1500 UTC+0) - DST Aware', defval='US Brinks', title='Name:', inline='session7style')
color sess7col = input.color(group='Market session: US Brinks (1400-1500 UTC+0) - DST Aware', title='Color: Box', defval=color.rgb(255, 255, 255, 65), inline='session7style')
color sess7colLabel = input.color(group='Market session: US Brinks (1400-1500 UTC+0) - DST Aware', title='Label', defval=color.rgb(255, 255, 255, 25), inline='session7style')
string sess7TimeX = '1400-1500'//input.session(group='Market session: US Brinks (1400-1500 UTC+0)', defval='1400-1500', title='Time (UTC+0):', inline='session7style', tooltip='Normally you will not want to adjust these times. Defaults are taken as if the session is NOT in DST times must be in UTC+0. Note due to limitations of pinescript some values sellected here other than the default might not work correctly on all exchanges.')
sess7Time = showMarketsWeekends ? sess7TimeX + weekendSessions : sess7TimeX + noWeekendSessions
bool showRectangle8 = input.bool(group='Market session: Frankfurt (0700-1630 UTC+0) - DST Aware', defval=false, title='Show: session?', inline='session8conf', tooltip='If this checkbox is off, Label and Open Range have no effect') and showMarkets
bool showLabel8 = input.bool(group='Market session: Frankfurt (0700-1630 UTC+0) - DST Aware', defval=true, title='Label?', inline='session8conf') and showRectangle8 and showMarkets
bool showOr8 = input.bool(group='Market session: Frankfurt (0700-1630 UTC+0) - DST Aware', defval=true, title='Opening Range?', inline='session8conf', tooltip='This controls the shaded area for the session') and showRectangle8 and showMarkets
string sess8Label = input.string(group='Market session: Frankfurt (0700-1630 UTC+0) - DST Aware', defval='Frankfurt', title='Name:', inline='session8style')
color sess8col = input.color(group='Market session: Frankfurt (0700-1630 UTC+0) - DST Aware', title='Color: Box', defval=color.rgb(253, 152, 39, 75), inline='session8style')
color sess8colLabel = input.color(group='Market session: Frankfurt (0700-1630 UTC+0) - DST Aware', title='Label', defval=color.rgb(253, 152, 39, 25), inline='session8style')
string sess8TimeX = '0700-1630'//input.session(group='Market session: Frankfurt (0700-1630 UTC+0)', defval='0700-1630', title='Time (UTC+0):', inline='session8style', tooltip='Normally you will not want to adjust these times. Defaults are taken as if the session is NOT in DST times must be in UTC+0. Note due to limitations of pinescript some values sellected here other than the default might not work correctly on all exchanges.')
sess8Time = showMarketsWeekends ? sess8TimeX + weekendSessions : sess8TimeX + noWeekendSessions
bool showPsy = timeframe.isminutes and (timeframe.multiplier == 60 or timeframe.multiplier == 30 or timeframe.multiplier == 15 or timeframe.multiplier == 5 or timeframe.multiplier == 3 or timeframe.multiplier == 1)
bool showPsylevels = input.bool(group='Weekly Psy Levels (valid tf 1h/30min/15min/5min/3min/1min)', defval=true, title='Show: Levels?', inline='psyconf') and showPsy
bool showPsylabel = input.bool(group='Weekly Psy Levels (valid tf 1h/30min/15min/5min/3min/1min)', defval=true, title='Labels?', inline='psyconf', tooltip="The Psy High/Low will only show on these timeframes: 1h/30min/15min/5min/3min/1min. It is disabled on all others. This is because the calculation requires a candle to start at the correct time for Sydney/Tokyo but in other timeframes the data does not have values at the designated time for the Sydney/Tokyo sessions.") and showPsylevels
bool showAllPsy = input.bool(group='Weekly Psy Levels (valid tf 1h/30min/15min/5min/3min/1min)', defval=false, title='Show historical psy levels?', inline='psyconf') and showPsylevels
color psyColH = input.color(group='Weekly Psy Levels (valid tf 1h/30min/15min/5min/3min/1min)', title='Psy Hi Color', defval=color.new(color.orange, 30), inline='psyconf1')
color psyColL = input.color(group='Weekly Psy Levels (valid tf 1h/30min/15min/5min/3min/1min)', title='Psy Low Color', defval=color.new(color.orange, 30), inline='psyconf1')
bool overridePsyType = input.bool(group='Weekly Psy Levels (valid tf 1h/30min/15min/5min/3min/1min)', defval=false, title='Override PsyType', inline='psyconf12')
string psyTypeX = input.string(group='Weekly Psy Levels (valid tf 1h/30min/15min/5min/3min/1min)', defval='crypto', title='Psy calc type', options=['crypto', 'forex'], inline='psyconf12', tooltip="Selecting the override psy type lets you manually adjust the psy type otherwise it will be automatic. If the override psy type checkbox is of then this setting has no effect. usAre you looking at Crypto or Forex? Crypto calculations start with the Sydney session on Saturday night. Forex calculations start with the Tokyo session on Monday morning. Note some exchanges like Oanda do not have sessions on the weekends so you might be forced to select Forex for exchanges like Oanda even when looking at symbols like BITCOIN on Oanda.")
string psyType = overridePsyType ? psyTypeX : (syminfo.type == 'forex' ? 'forex' : 'crypto')
showDstTable = input.bool(group='Daylight Saving Time Info (DST)', title='Show DST Table : ', inline='dstt', defval=false)
choiceDstTable = input.string(group='Daylight Saving Time Info (DST)', title='DST Table postion', inline='dstt', defval='bottom_center', options=['top_right', 'top_left', 'top_center', 'bottom_right', 'bottom_left', 'bottom_center'])
dstTableBgColor = input.color(group='Daylight Saving Time Info (DST)', title='DST Table: Background Color', inline='dsttc', defval=color.rgb(93, 96, 107, 70))
dstTableTxtColor = input.color(group='Daylight Saving Time Info (DST)', title='Text Color', inline='dsttc', defval=color.rgb(31, 188, 211, 0))
//Non repainting security
f_security(_symbol, _res, _src, _repaint) =>
request.security(_symbol, _res, _src[_repaint ? 0 : barstate.isrealtime ? 1 : 0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1]
// Basic vars (needed in functions)
// Only render intraday
validTimeFrame = timeframe.isintraday == true
// If above the 5 minute, we start drawing yesterday. below, we start today
levelStart = timeframe.isseconds == true or timeframe.isminutes == true and timeframe.multiplier < 5 ? time('D') : time('D') - 86400 * 1000
//levelsstartbar = ta.barssince(levelsstart)
pivotLabelXOffset = time_close + pivotOffsetInput * timeframe.multiplier * 60 * 1000
labelXOffset = time_close + labelOffsetInput * timeframe.multiplier * 60 * 1000
adrLabelXOffset = time_close + adrOffsetInput * timeframe.multiplier * 60 * 1000
adrLabelXOffset50 = time_close + adrOffsetInput50 * timeframe.multiplier * 60 * 1000
rdLabelXOffset = time_close + rdOffsetInput * timeframe.multiplier * 60 * 1000
rdLabelXOffset50 = time_close + rdOffsetInput50 * timeframe.multiplier * 60 * 1000
//Emas
oneEmaLength = 5
twoEmaLength = 13
threeEmaLength = 50
fourEmaLength = 200
fiveEmaLength = 800
oneEma = ta.ema(close, oneEmaLength)
plot(showEmas ? oneEma : na, color=oneEmaColor, title='5 Ema')
twoEma = ta.ema(close, twoEmaLength)
plot(showEmas ? twoEma : na, color=twoEmaColor, title='13 Ema')
threeEma = ta.ema(close, threeEmaLength)
plot(showEmas ? threeEma : na, color=threeEmaColor, title='50 Ema')
fourEma = ta.ema(close, fourEmaLength)
plot(showEmas ? fourEma : na, color=fourEmaColor, title='200 Ema')
fiveEma = ta.ema(close, fiveEmaLength)
plot(showEmas ? fiveEma : na, color=fiveEmaColor, linewidth=2, title='800 Ema')
// Ema 50 cloud placed here for readability on data window
cloudSize = ta.stdev(close, threeEmaLength * 2) / 4
p1 = plot(showEmas ? threeEma + cloudSize : na, 'Upper 50 Ema Cloud', color=emaCloudBorderColor, offset=0)
p2 = plot(showEmas ? threeEma - cloudSize : na, 'Lower 50 Ema Cloud', color=emaCloudBorderColor, offset=0)
fill(p1, p2, title='EMA 50 Cloud', color=emaCloudColor)
//Label emas
trLib.rLabel(oneEma, '5 Ema', label.style_none, oneEmaColor, labelEmas, labelXOffset) //ry, rtext, rstyle, rcolor,valid
trLib.rLabel(twoEma, '13 Ema', label.style_none, twoEmaColor, labelEmas, labelXOffset)
trLib.rLabel(threeEma, '50 Ema', label.style_none, threeEmaColor, labelEmas, labelXOffset)
trLib.rLabel(fourEma, '200 Ema', label.style_none, fourEmaColor, labelEmas, labelXOffset)
trLib.rLabel(fiveEma, '800 Ema', label.style_none, fiveEmaColor, labelEmas, labelXOffset)
// Get Daily price data
dayHigh = f_security(syminfo.tickerid, 'D', high, false)
dayLow = f_security(syminfo.tickerid, 'D', low, false)
dayOpen = f_security(syminfo.tickerid, 'D', open, false)
dayClose = f_security(syminfo.tickerid, 'D', close, false)
//Compute Values
pivotPoint = (dayHigh + dayLow + dayClose) / 3
// Updated 2021-03-25 by infernix
pivR1 = 2 * pivotPoint - dayLow
pivS1 = 2 * pivotPoint - dayHigh
pivR2 = pivotPoint - pivS1 + pivR1
pivS2 = pivotPoint - pivR1 + pivS1
pivR3 = 2 * pivotPoint + dayHigh - 2 * dayLow
pivS3 = 2 * pivotPoint - (2 * dayHigh - dayLow)
//Plot Values
pivline = trLib.drawPivot(validTimeFrame and (showLevelOnePivotPoints or showLevelTwoPivotPoints or showLevelThreePivotPoints or activeM) ? pivotPoint : na, 'D', 'PP', pivotColor, pivotLabelColor, mStyle, 1, extendPivots ? extend.both : extend.right, showPivotLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
pivr1line = trLib.drawPivot(validTimeFrame and showLevelOnePivotPoints ? pivR1 : na, 'D', 'R1', color.new(color.green, 50), color.new(color.green, 50), rsStyle, 1, extendPivots ? extend.both : extend.right, showLevelOnePivotPoints and showPivotLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
pivs1line = trLib.drawPivot(validTimeFrame and showLevelOnePivotPoints ? pivS1 : na, 'D', 'S1', color.new(color.red, 50), color.new(color.red, 50), rsStyle, 1, extendPivots ? extend.both : extend.right, showLevelOnePivotPoints and showPivotLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
pivr2line = trLib.drawPivot(validTimeFrame and showLevelTwoPivotPoints ? pivR2 : na, 'D', 'R2', color.new(color.green, 50), color.new(color.green, 50), rsStyle, 1, extendPivots ? extend.both : extend.right, showLevelTwoPivotPoints and showPivotLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
pivs2line = trLib.drawPivot(validTimeFrame and showLevelTwoPivotPoints ? pivS2 : na, 'D', 'S2', color.new(color.red, 50), color.new(color.red, 50), rsStyle, 1, extendPivots ? extend.both : extend.right, showLevelTwoPivotPoints and showPivotLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
pivr3line = trLib.drawPivot(validTimeFrame and showLevelThreePivotPoints ? pivR3 : na, 'D', 'R3', color.new(color.green, 50), color.new(color.green, 50), rsStyle, 1, extendPivots ? extend.both : extend.right, showLevelThreePivotPoints and showPivotLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
pivs3line = trLib.drawPivot(validTimeFrame and showLevelThreePivotPoints ? pivS3 : na, 'D', 'S3', color.new(color.red, 50), color.new(color.red, 50), rsStyle, 1, extendPivots ? extend.both : extend.right, showLevelThreePivotPoints and showPivotLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
// Daily H/L
weekHigh = f_security(syminfo.tickerid, 'W', high, false)
weekLow = f_security(syminfo.tickerid, 'W', low, false)
validDHLTimeFrame = timeframe.isintraday == true
validWHLTimeFrame = timeframe.isintraday == true or timeframe.isdaily == true
isToday = year(timenow) == year(time) and month(timenow) == month(time) and dayofmonth(timenow) == dayofmonth(time)
isThisWeek = year(timenow) == year(time) and weekofyear(timenow) == weekofyear(time)
plot(validDHLTimeFrame and showDayHighLow and (showDayHighLow ? true : isToday) ? dayHigh : na, linewidth=2, color=dailyHiLoColor, style=plot.style_stepline, title="YDay Hi", editable=true)
plot(validDHLTimeFrame and showDayHighLow and (showDayHighLow ? true : isToday) ? dayLow : na, linewidth=2, color=dailyHiLoColor, style=plot.style_stepline, title="YDay Lo" , editable=true)
trLib.rLabel(dayHigh, 'YDay Hi', label.style_none, color.new(dailyHiLoColor, 0), validDHLTimeFrame and showDayHighLow and showDayHighLowLabels, labelXOffset) //ry, rtext, rstyle, rcolor, valid
trLib.rLabel(dayLow, 'YDay Lo', label.style_none, color.new(dailyHiLoColor, 0), validDHLTimeFrame and showDayHighLow and showDayHighLowLabels, labelXOffset)
plot(validWHLTimeFrame and showWeekHighLow and (showWeekHighLow ? true : isThisWeek) ? weekHigh : na, linewidth=2, color=weeklyHiLoColor, style=plot.style_stepline, title="LWeek Hi", editable=true)
plot(validWHLTimeFrame and showWeekHighLow and (showWeekHighLow ? true : isThisWeek) ? weekLow : na, linewidth=2, color=weeklyHiLoColor, style=plot.style_stepline, title="LWeek Lo", editable=true)
trLib.rLabel(weekHigh, 'LWeek Hi', label.style_none, color.new(weeklyHiLoColor, 0), validWHLTimeFrame and showWeekHighLow and showDayHighLowLabels, labelXOffset) //ry, rtext, rstyle, rcolor, valid
trLib.rLabel(weekLow, 'LWeek Lo', label.style_none, color.new(weeklyHiLoColor, 0), validWHLTimeFrame and showWeekHighLow and showDayHighLowLabels, labelXOffset)
trLib.rLabel(high - (high - low) / 2, 'PVSRA Override Active!', label.style_none, color.orange, overrideSym, labelXOffset) //ry, rtext, rstyle, rcolor, valid
pvsraVolume(overrideSymbolX, pvsraSymbolX, tickerIdX) =>
request.security(overrideSymbolX ? pvsraSymbolX : tickerIdX, '', [volume,high,low,close,open], barmerge.gaps_off, barmerge.lookahead_off)
[pvsraVolume, pvsraHigh, pvsraLow, pvsraClose, pvsraOpen] = pvsraVolume(overrideSym, pvsraSym, syminfo.tickerid)
[pvsraColor, alertFlag, averageVolume, volumeSpread, highestVolumeSpread] = trLib.calcPvsra(pvsraVolume, pvsraHigh, pvsraLow, pvsraClose, pvsraOpen, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, regularCandleDownColor, regularCandleUpColor)
barcolor(pvsraColor)
alertcondition(alertFlag, title='Alert on Any Vector Candle', message='{{ticker}} Vector Candle on the {{interval}}')
alertcondition(pvsraColor == greenVectorColor, title='Green Vector Candle', message='{{ticker}} Green Vector Candle on the {{interval}} Note: alert triggers in real time before the candle is closed unless you choose "once per bar close" option - ie the alert might trigger at some point and the pa after that could change the vector color completely. Use with caution.')
alertcondition(pvsraColor == redVectorColor, title='Red Vector Candle', message='{{ticker}} Red Vector Candle on the {{interval}} Note: alert triggers in real time before the candle is closed unless you choose "once per bar close" option- ie the alert might trigger at some point and the pa after that could change the vector color completely. Use with caution.')
alertcondition(pvsraColor == blueVectorColor, title='Blue Vector Candle', message='{{ticker}} Blue Vector Candle on the {{interval}} Note: alert triggers in real time before the candle is closed unless you choose "once per bar close" option- ie the alert might trigger at some point and the pa after that could change the vector color completely. Use with caution.')
alertcondition(pvsraColor == violetVectorColor, title='Purple Vector Candle', message='{{ticker}} Purple Vector Candle on the {{interval}} Note: alert triggers in real time before the candle is closed unless you choose "once per bar close" option- ie the alert might trigger at some point and the pa after that could change the vector color completely. Use with caution.')
redGreen = pvsraColor == greenVectorColor and pvsraColor[1] == redVectorColor
greenRed = pvsraColor == redVectorColor and pvsraColor[1] == greenVectorColor
redBlue = pvsraColor == blueVectorColor and pvsraColor[1] == redVectorColor
blueRed = pvsraColor == redVectorColor and pvsraColor[1] == blueVectorColor
greenPurpule = pvsraColor == violetVectorColor and pvsraColor[1] == greenVectorColor
purpleGreen = pvsraColor == greenVectorColor and pvsraColor[1] == violetVectorColor
bluePurpule = pvsraColor == violetVectorColor and pvsraColor[1] == blueVectorColor
purpleBlue = pvsraColor == blueVectorColor and pvsraColor[1] == violetVectorColor
alertcondition(redGreen, title='Red/Green Vector Candle Pattern', message='{{ticker}} Red/Green Vector Candle Pattern on the {{interval}}')
alertcondition(greenRed, title='Green/Red Vector Candle Pattern', message='{{ticker}} Green/Red Vector Candle Pattern on the {{interval}}')
alertcondition(redBlue, title='Red/Blue Vector Candle Pattern', message='{{ticker}} Red/Blue Vector Candle Pattern on the {{interval}}')
alertcondition(blueRed, title='Blue/Red Vector Candle Pattern', message='{{ticker}} Blue/Red Vector Candle Pattern on the {{interval}}')
alertcondition(greenPurpule, title='Green/Purple Vector Candle Pattern', message='{{ticker}} Green/Purple Vector Candle Pattern on the {{interval}}')
alertcondition(purpleGreen, title='Purple/Green Vector Candle Pattern', message='{{ticker}} Purple/Green Vector Candle Pattern on the {{interval}}')
alertcondition(bluePurpule, title='Blue/Purple Vector Candle Pattern', message='{{ticker}} Blue/Purple Vector Candle Pattern on the {{interval}}')
alertcondition(purpleBlue, title='Purple/Blue Vector Candle Pattern', message='{{ticker}} Purple/Blue Vector Candle Pattern on the {{interval}}')
//ADR
// Daily ADR
[dayAdr, dayAdrHigh, dayAdrLow] = request.security(syminfo.tickerid, 'D', trLib.adrHiLo(aDRRange,1, showADRDO), lookahead=barmerge.lookahead_on)
dayAdrHigh50 = dayAdrHigh - (dayAdr/2)
dayAdrLow50 = dayAdrLow + (dayAdr/2)
if showADR
string hl = 'Hi-ADR'+ (showADRDO?'(DO)':'')
string ll = 'Lo-ADR'+ (showADRDO?'(DO)':'')
trLib.drawLine(dayAdrHigh, 'D', hl, adrColor, adrStyle, 2, extend.right, showADRLabels and validTimeFrame, adrLabelXOffset, validTimeFrame)
trLib.drawLine(dayAdrLow, 'D', ll, adrColor, adrStyle, 2, extend.right, showADRLabels and validTimeFrame, adrLabelXOffset, validTimeFrame)
trLib.rLabelOffset((dayAdrHigh + dayAdrLow) / 2, 'ADR ' + str.format('{0,number,#.##}', trLib.toPips(dayAdr)) + 'PIPS|' + str.tostring(dayAdr, format.mintick) + syminfo.currency, label.style_none, adrColor, showADRLabels and validTimeFrame and showADRRange, adrLabelXOffset) //ry, rtext, rstyle, rcolor, valid
if showADR and showADR50
string hl = '50% Hi-ADR'+ (showADRDO?'(DO)':'')
string ll = '50% Lo-ADR'+ (showADRDO?'(DO)':'')
trLib.drawLine(dayAdrHigh50, 'D', hl, adrColor, adrStyle, 2, extend.right, showADRLabels and validTimeFrame, adrLabelXOffset50, validTimeFrame)
trLib.drawLine(dayAdrLow50, 'D', ll, adrColor, adrStyle, 2, extend.right, showADRLabels and validTimeFrame, adrLabelXOffset50, validTimeFrame)
trLib.rLabelOffset((dayAdrHigh50 + dayAdrLow50) / 2, '50% ADR ' + str.format('{0,number,#.##}', trLib.toPips(dayAdr/2)) + 'PIPS|' + str.tostring(dayAdr/2, format.mintick) + syminfo.currency, label.style_none, adrColor, showADRLabels and validTimeFrame and showADRRange, adrLabelXOffset50) //ry, rtext, rstyle, rcolor, valid
alertcondition(ta.crossover(close,dayAdrHigh) and dayAdrHigh != 0.0 , "ADR High reached", "PA has reached the calculated ADR High")
alertcondition(ta.crossunder(close,dayAdrLow) and dayAdrLow != 0.0 , "ADR Low reached", "PA has reached the calculated ADR Low")
alertcondition(ta.crossover(close,dayAdrHigh50) and dayAdrHigh50 != 0.0 , "50% of ADR High reached", "PA has reached 50% of the calculated ADR High")
alertcondition(ta.crossunder(close,dayAdrLow50) and dayAdrLow50 != 0.0 , "50% ADR Low reached", "PA has reached 50% the calculated ADR Low")
//Weekly ADR
[weekAdr, weekAdrHigh,weekAdrLow] = request.security(syminfo.tickerid, 'W', trLib.adrHiLo(aWRRange, 1, showAWRWO), lookahead=barmerge.lookahead_on)
weekAdrHigh50 = weekAdrHigh - (weekAdr/2)
weekAdrLow50 = weekAdrLow + (weekAdr/2)
if showAWR
string hl = 'Hi-AWR'+ (showAWRWO?'(WO)':'')
string ll = 'Lo-AWR'+ (showAWRWO?'(WO)':'')
trLib.drawLine(weekAdrHigh, 'W', hl, awrColor, awrStyle, 1, extend.right, showAWRLabels and validTimeFrame, adrLabelXOffset, validTimeFrame)
trLib.drawLine(weekAdrLow, 'W', ll, awrColor, awrStyle, 1, extend.right, showAWRLabels and validTimeFrame, adrLabelXOffset, validTimeFrame)
trLib.rLabelOffset((weekAdrHigh + weekAdrLow) / 2, 'AWR ' + str.format('{0,number,#.##}', trLib.toPips(weekAdr)) + 'PIPS|' + str.tostring(weekAdr, format.mintick) + syminfo.currency, label.style_none, awrColor, showAWRLabels and validTimeFrame and showAWRRange, adrLabelXOffset) //ry, rtext, rstyle, rcolor, valid
if showAWR and showAWR50
string hl = '50% Hi-AWR'+ (showAWRWO?'(WO)':'')
string ll = '50% Lo-AWR'+ (showAWRWO?'(WO)':'')
trLib.drawLine(weekAdrHigh50, 'W', hl, awrColor, awrStyle, 1, extend.right, showAWRLabels and validTimeFrame, adrLabelXOffset50, validTimeFrame)
trLib.drawLine(weekAdrLow50, 'W', ll, awrColor, awrStyle, 1, extend.right, showAWRLabels and validTimeFrame, adrLabelXOffset50, validTimeFrame)
trLib.rLabelOffset((weekAdrHigh50 + weekAdrLow50) / 2, '50% AWR ' + str.format('{0,number,#.##}', trLib.toPips(weekAdr/2)) + 'PIPS|' + str.tostring(weekAdr/2, format.mintick) + syminfo.currency, label.style_none, awrColor, showAWRLabels and validTimeFrame and showAWRRange, adrLabelXOffset50) //ry, rtext, rstyle, rcolor, valid
alertcondition(ta.crossover(close,weekAdrHigh) and weekAdrHigh != 0 , "AWR High reached", "PA has reached the calculated AWR High")
alertcondition(ta.crossunder(close,weekAdrLow) and weekAdrLow != 0 , "AWR Low reached", "PA has reached the calculated AWR Low")
alertcondition(ta.crossover(close,weekAdrHigh50) and weekAdrHigh50 != 0 , "50% of AWR High reached", "PA has reached 50% of the calculated AWR High")
alertcondition(ta.crossunder(close,weekAdrLow50) and weekAdrLow50 != 0 , "50% AWR Low reached", "PA has reached 50% of the calculated AWR Low")
//Monthly ADR
[monthAdr, monthAdrHigh,monthAdrLow] = request.security(syminfo.tickerid, 'M', trLib.adrHiLo(aMRRange, 1, showAMRMO), lookahead=barmerge.lookahead_on)
monthAdrHigh50 = monthAdrHigh - (monthAdr/2)
monthAdrLow50 = monthAdrLow + (monthAdr/2)
if showAMR and timeframe.isminutes and timeframe.multiplier >= 3
string hl = 'Hi-AMR'+ (showAMRMO?'(MO)':'')
string ll = 'Lo-AMR'+ (showAMRMO?'(MO)':'')
trLib.drawLine(monthAdrHigh, 'M', hl, amrColor, amrStyle, 1, extend.right, showAMRLabels and validTimeFrame, adrLabelXOffset, validTimeFrame)
trLib.drawLine(monthAdrLow, 'M', ll, amrColor, amrStyle, 1, extend.right, showAMRLabels and validTimeFrame, adrLabelXOffset, validTimeFrame)
trLib.rLabelOffset((monthAdrHigh + monthAdrLow) / 2, 'AMR ' + str.format('{0,number,#.##}', trLib.toPips(monthAdr)) + 'PIPS|' + str.tostring(monthAdr, format.mintick) + syminfo.currency, label.style_none, amrColor, showAMRLabels and validTimeFrame and showAMRRange,adrLabelXOffset) //ry, rtext, rstyle, rcolor, valid
if showAMR and showAMR50 and timeframe.isminutes and timeframe.multiplier >= 3
string hl = '50% Hi-AMR'+ (showAMRMO?'(MO)':'')
string ll = '50% Lo-AMR'+ (showAMRMO?'(MO)':'')
trLib.drawLine(monthAdrHigh50, 'M', hl, amrColor, amrStyle, 1, extend.right, showAMRLabels and validTimeFrame, adrLabelXOffset50, validTimeFrame)
trLib.drawLine(monthAdrLow50, 'M', ll, amrColor, amrStyle, 1, extend.right, showAMRLabels and validTimeFrame, adrLabelXOffset50, validTimeFrame)
trLib.rLabelOffset((monthAdrHigh50 + monthAdrLow50) / 2, '50% AMR ' + str.format('{0,number,#.##}', trLib.toPips(monthAdr/2)) + 'PIPS|' + str.tostring(monthAdr/2, format.mintick) + syminfo.currency, label.style_none, amrColor, showAMRLabels and validTimeFrame and showAMRRange,adrLabelXOffset50) //ry, rtext, rstyle, rcolor, valid
alertcondition(ta.crossover(close,monthAdrHigh) and monthAdrHigh != 0 , "AMR High reached", "PA has reached the calculated AMR High")
alertcondition(ta.crossunder(close,monthAdrLow) and monthAdrLow != 0 , "AMR Low reached", "PA has reached the calculated AMR Low")
alertcondition(ta.crossover(close,monthAdrHigh50) and monthAdrHigh50 != 0 , "50% of AMR High reached", "PA has reached 50% of the calculated AMR High")
alertcondition(ta.crossunder(close,monthAdrLow50) and monthAdrLow50 != 0 , "50% of AMR Low reached", "PA has reached 50% of the calculated AMR Low")
//Range Daily Hi/Lo
[dayRd, dayRangeHigh, dayRangeLow] = request.security(syminfo.tickerid, 'D', trLib.adrHiLo(rdRange, 1, showRDDO), lookahead=barmerge.lookahead_on)
dayRangeHigh50 = dayRangeHigh - (dayRd/2)
dayRangeLow50 = dayRangeLow + (dayRd/2)
if showRD
string hl = 'RD-Hi'+ (showRDDO?'(DO)':'')
string ll = 'RD-Lo'+ (showRDDO?'(DO)':'')
trLib.drawLine(dayRangeHigh, 'D', hl, rdColor, rdStyle, 2, extend.right, showRDLabels and validTimeFrame, rdLabelXOffset, validTimeFrame)
trLib.drawLine(dayRangeLow, 'D', ll, rdColor, rdStyle, 2, extend.right, showRDLabels and validTimeFrame, rdLabelXOffset, validTimeFrame)
trLib.rLabelOffset((dayRangeHigh + dayRangeLow) / 2, 'RD ' + str.format('{0,number,#.##}', trLib.toPips(dayRd)) + 'PIPS|' + str.tostring(dayRd/2, format.mintick) + syminfo.currency, label.style_none, rdColor, showRDLabels and validTimeFrame and showRDRange, rdLabelXOffset) //ry, rtext, rstyle, rcolor, valid
if showRD and showRD50
string hl = '50% RD-Hi'+ (showRDDO?'(DO)':'')
string ll = '50% RD-Lo'+ (showRDDO?'(DO)':'')
trLib.drawLine(dayRangeHigh50, 'D', hl, rdColor, rdStyle, 2, extend.right, showRDLabels and validTimeFrame, rdLabelXOffset50, validTimeFrame)
trLib.drawLine(dayRangeLow50, 'D', ll, rdColor, rdStyle, 2, extend.right, showRDLabels and validTimeFrame, rdLabelXOffset50, validTimeFrame)
trLib.rLabelOffset((dayRangeHigh50 + dayRangeHigh50) / 2, '50% RD ' + str.format('{0,number,#.##}', trLib.toPips(dayRd/2)) + 'PIPS|' + str.tostring(dayRd/2, format.mintick) + syminfo.currency, label.style_none, rdColor, showRDLabels and validTimeFrame and showRDRange, rdLabelXOffset50) //ry, rtext, rstyle, rcolor, valid
alertcondition(ta.crossover(close, dayRangeHigh) and dayRangeHigh != 0 , "Range Daily High reached", "PA has reached the calculated Range Daily High")
alertcondition(ta.crossunder(close,dayRangeLow) and dayRangeLow != 0 , "Range Daily Low reached", "PA has reached the calculated Range Daily Low")
alertcondition(ta.crossover(close,dayRangeHigh50) and dayRangeHigh50 != 0 , "50% of Range Daily High reached", "PA has reached 50% of the calculated Range Daily High")
alertcondition(ta.crossunder(close,dayRangeLow50) and dayRangeLow50 != 0 , "50% of Range Daily Low reached", "PA has reached 50% of the calculated Range Daily Low")
//Range Weekly Hi/Lo
[weekRd, weekRangeHigh, weekRangeLow] = request.security(syminfo.tickerid, 'W', trLib.adrHiLo(rwRange, 1, showRWWO), lookahead=barmerge.lookahead_on)
weekRangeHigh50 = weekRangeHigh - (weekRd/2)
weekRangeLow50 = weekRangeLow + (weekRd/2)
if showRW
string hl = 'RW-Hi'+ (showRWWO?'(WO)':'')
string ll = 'RW-Lo'+ (showRWWO?'(WO)':'')
trLib.drawLine(weekRangeHigh, 'D', hl, rwColor, rwStyle, 2, extend.right, showRWLabels and validTimeFrame, rdLabelXOffset, validTimeFrame)
trLib.drawLine(weekRangeLow, 'D', ll, rwColor, rwStyle, 2, extend.right, showRWLabels and validTimeFrame, rdLabelXOffset, validTimeFrame)
trLib.rLabelOffset((weekRangeHigh + weekRangeLow) / 2, 'RW ' + str.format('{0,number,#.##}', trLib.toPips(weekRd)) + 'PIPS|' + str.tostring(weekRd/2, format.mintick) + syminfo.currency, label.style_none, rwColor, showRWLabels and validTimeFrame and showRWRange,rdLabelXOffset) //ry, rtext, rstyle, rcolor, valid
if showRW and showRW50
string hl = '50% RW-Hi'+ (showRWWO?'(WO)':'')
string ll = '50% RW-Lo'+ (showRWWO?'(WO)':'')
trLib.drawLine(weekRangeHigh50, 'D', hl, rwColor, rwStyle, 2, extend.right, showRWLabels and validTimeFrame, rdLabelXOffset50, validTimeFrame)
trLib.drawLine(weekRangeLow50, 'D', ll, rwColor, rwStyle, 2, extend.right, showRWLabels and validTimeFrame, rdLabelXOffset50, validTimeFrame)
trLib.rLabelOffset((weekRangeHigh50 + weekRangeLow50) / 2, '50% RW ' + str.format('{0,number,#.##}', trLib.toPips(weekRd/2)) + 'PIPS|' + str.tostring(weekRd/2, format.mintick) + syminfo.currency, label.style_none, rwColor, showRWLabels and validTimeFrame and showRWRange, rdLabelXOffset50) //ry, rtext, rstyle, rcolor, valid
alertcondition(ta.crossover(close,weekRangeHigh) and weekRangeHigh != 0 , "Range Weekly High reached", "PA has reached the calculated Range Weekly High")
alertcondition(ta.crossunder(close,weekRangeLow) and weekRangeLow != 0 , "Range Weekly Low reached", "PA has reached the calculated Range Weekly Low")
alertcondition(ta.crossover(close,weekRangeHigh50) and weekRangeHigh50 != 0 , "50% of Range Weekly High reached", "PA has reached 50% of the calculated Range Weekly High")
alertcondition(ta.crossunder(close,weekRangeLow50) and weekRangeLow50 != 0 , "50% of Range Weekly Low reached", "PA has reached 50% of the calculated Range Weekly Low")
if barstate.islast and showAdrTable and validTimeFrame
if showAdrPips or showAdrCurrency
var table panel = table.new(choiceAdrTable, 2, 16, bgcolor=adrTableBgColor)
// Table header.
table.cell(panel, 0, 0, '')
table.cell(panel, 1, 0, '')
if showAdrPips
table.cell(panel, 0, 2, 'ADR', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 2, str.format('{0,number,#.##}', trLib.toPips(dayAdr)) + "PIPS" , text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 3, 'ADRx3', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 3, str.format('{0,number,#.##}', trLib.toPips(dayAdr) * 3)+ "PIPS", text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 4, 'AWR', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 4, str.format('{0,number,#.##}', trLib.toPips(weekAdr)) + "PIPS", text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 5, 'AMR', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 5, str.format('{0,number,#.##}', trLib.toPips(monthAdr)) + "PIPS", text_color=adrTableTxtColor, text_halign=text.align_left)
if showAdrCurrency
table.cell(panel, 0, 6, 'ADR', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 6, str.tostring(dayAdr, format.mintick) + syminfo.currency, text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 7, 'ADRx3', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 7, str.tostring(dayAdr * 3, format.mintick) + syminfo.currency, text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 8, 'AWR', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 8, str.tostring(weekAdr, format.mintick) + syminfo.currency, text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 9, 'AMR', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 9, str.tostring(monthAdr, format.mintick) + syminfo.currency, text_color=adrTableTxtColor, text_halign=text.align_left)
if showRDPips
table.cell(panel, 0, 10, 'RD', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 10, str.format('{0,number,#.##}', trLib.toPips(dayRd)) + "PIPS" , text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 11, 'RDx3', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 11, str.format('{0,number,#.##}', trLib.toPips(dayRd) * 3)+ "PIPS", text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 12, 'RW', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 12, str.format('{0,number,#.##}', trLib.toPips(weekRd)) + "PIPS", text_color=adrTableTxtColor, text_halign=text.align_left)
if showRDCurrency
table.cell(panel, 0, 13, 'RD', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 13, str.tostring(dayRd, format.mintick) + syminfo.currency, text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 14, 'RDx3', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 14, str.tostring(dayRd * 3, format.mintick) + syminfo.currency, text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 0, 15, 'RW', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(panel, 1, 15, str.tostring(weekRd, format.mintick) + syminfo.currency, text_color=adrTableTxtColor, text_halign=text.align_left)
// M - Levels
//Calculate Pivot Point
// 2021-03025 updated by infernix
//M calculations
m0C = (pivS2 + pivS3) / 2
m1C = (pivS1 + pivS2) / 2
m2C = (pivotPoint + pivS1) / 2
m3C = (pivotPoint + pivR1) / 2
m4C = (pivR1 + pivR2) / 2
m5C = (pivR2 + pivR3) / 2
trLib.drawPivot(validTimeFrame and activeM and m0C ? m0C : na, 'D', 'M0', mColor, mLabelColor, mStyle, 1, extendPivots ? extend.both : extend.right, showMLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
trLib.drawPivot(validTimeFrame and activeM and m1C ? m1C : na, 'D', 'M1', mColor, mLabelColor, mStyle, 1, extendPivots ? extend.both : extend.right, showMLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
trLib.drawPivot(validTimeFrame and activeM and m2C ? m2C : na, 'D', 'M2', mColor, mLabelColor, mStyle, 1, extendPivots ? extend.both : extend.right, showMLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
trLib.drawPivot(validTimeFrame and activeM and m3C ? m3C : na, 'D', 'M3', mColor, mLabelColor, mStyle, 1, extendPivots ? extend.both : extend.right, showMLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
trLib.drawPivot(validTimeFrame and activeM and m4C ? m4C : na, 'D', 'M4', mColor, mLabelColor, mStyle, 1, extendPivots ? extend.both : extend.right, showMLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
trLib.drawPivot(validTimeFrame and activeM and m5C ? m5C : na, 'D', 'M5', mColor, mLabelColor, mStyle, 1, extendPivots ? extend.both : extend.right, showMLabels and validTimeFrame, validTimeFrame, levelStart, pivotLabelXOffset)
//*****************
// Market sessions
//*****************
[nyDST, ukDST, sydDST] = trLib.calcDst()
if ukDST
trLib.drawOpenRange(sess1Time,sess1col,showOr1,'GMT+1')
trLib.drawSessionHiLo(sess1Time, showRectangle1, showLabel1, sess1colLabel, sess1Label, 'GMT+1', rectStyle)
else
trLib.drawOpenRange(sess1Time,sess1col,showOr1,'GMT+0')
trLib.drawSessionHiLo(sess1Time, showRectangle1, showLabel1, sess1colLabel, sess1Label, 'GMT+0', rectStyle)
if nyDST
trLib.drawOpenRange(sess2Time,sess2col,showOr2,'GMT+1')
trLib.drawSessionHiLo(sess2Time, showRectangle2, showLabel2, sess2colLabel, sess2Label, 'GMT+1', rectStyle)
else
trLib.drawOpenRange(sess2Time,sess2col,showOr2,'GMT+0')
trLib.drawSessionHiLo(sess2Time, showRectangle2, showLabel2, sess2colLabel, sess2Label, 'GMT+0', rectStyle)
// Tokyo
trLib.drawOpenRange(sess3Time,sess3col,showOr3,'GMT+0')
trLib.drawSessionHiLo(sess3Time, showRectangle3, showLabel3, sess3colLabel, sess3Label, 'GMT+0', rectStyle)
// Hong Kong
trLib.drawOpenRange(sess4Time,sess4col,showOr4,'GMT+0')
trLib.drawSessionHiLo(sess4Time, showRectangle4, showLabel4, sess4colLabel, sess4Label, 'GMT+0', rectStyle)
if sydDST
trLib.drawOpenRange(sess5Time,sess5col,showOr5,'GMT+1')
trLib.drawSessionHiLo(sess5Time, showRectangle5, showLabel5, sess5colLabel, sess5Label, 'GMT+1', rectStyle)
else
trLib.drawOpenRange(sess5Time,sess5col,showOr5,'GMT+0')
trLib.drawSessionHiLo(sess5Time, showRectangle5, showLabel5, sess5colLabel, sess5Label, 'GMT+0', rectStyle)
//eu brinks is for london
if ukDST
trLib.drawOpenRange(sess6Time,sess6col,showOr6,'GMT+1')
trLib.drawSessionHiLo(sess6Time, showRectangle6, showLabel6, sess6colLabel, sess6Label, 'GMT+1', rectStyle)
else
trLib.drawOpenRange(sess6Time,sess6col,showOr6,'GMT+0')
trLib.drawSessionHiLo(sess6Time, showRectangle6, showLabel6, sess6colLabel, sess6Label, 'GMT+0', rectStyle)
//us brinks is ny
if nyDST
trLib.drawOpenRange(sess7Time,sess7col,showOr7,'GMT+1')
trLib.drawSessionHiLo(sess7Time, showRectangle7, showLabel7, sess7colLabel, sess7Label, 'GMT+1', rectStyle)
else
trLib.drawOpenRange(sess7Time,sess7col,showOr7,'GMT+0')
trLib.drawSessionHiLo(sess7Time, showRectangle7, showLabel7, sess7colLabel, sess7Label, 'GMT+0', rectStyle)
//becuase frankfurt changes with london
if ukDST
trLib.drawOpenRange(sess8Time,sess8col,showOr8,'GMT+1')
trLib.drawSessionHiLo(sess8Time, showRectangle8, showLabel8, sess8colLabel, sess8Label, 'GMT+1', rectStyle)
else
trLib.drawOpenRange(sess8Time,sess8col,showOr8,'GMT+0')
trLib.drawSessionHiLo(sess8Time, showRectangle8, showLabel8, sess8colLabel, sess8Label, 'GMT+0', rectStyle)
//************//
// Psy Levels //
//************//
var int oneWeekMillis = (7 * 24 * 60 * 60 * 1000)
[psyHi, psyLo, psyHiLabel, psyLoLabel, psySessionStartTime] = trLib.calcPsyLevels(oneWeekMillis, showPsylevels, psyType, sydDST)
// Draw Psy Level Lines
if (barstate.islast) and not showAllPsy and showPsylevels
// Extend line back to the previous start time (after Psy-Hi/Lo have been calculated)
psyHiLine = line.new(time, psyHi, psySessionStartTime, psyHi, xloc.bar_time, extend.none, psyColH)
line.delete(psyHiLine[1])
psyLoLine = line.new(time, psyLo, psySessionStartTime, psyLo, xloc.bar_time, extend.none, psyColL)
line.delete(psyLoLine[1])
// Write Psy Level Labels - same label regardless if line.new or plot used
trLib.rLabelLastBar(psyHi, psyHiLabel, label.style_none, psyColH, showPsylabel, labelXOffset)
trLib.rLabelLastBar(psyLo, psyLoLabel, label.style_none, psyColL, showPsylabel, labelXOffset)
// Plot Historical Psy Level
plot(showPsy and showPsylevels and showAllPsy ? psyHi : na, color=psyColH, style=plot.style_stepline, linewidth=2, editable=false, title="Psy-Hi") //, offset=psy_plot_offset)
plot(showPsy and showPsylevels and showAllPsy ? psyLo : na, color=psyColL, style=plot.style_stepline, linewidth=2, editable=false, title="Psy-Lo") //, offset=psy_plot_offset)
alertcondition(ta.crossunder(close,psyHi) and not na(psyHi) and psyHi != 0 , "PA crossed under Psy Hi", "PA has crossed under the Psy Hi")
alertcondition(ta.crossover(close,psyHi) and not na(psyHi) and psyHi != 0 , "PA crossed over Psy Hi", "PA has crossed over the Psy Hi")
alertcondition(ta.crossunder(close,psyLo) and not na(psyLo) and psyLo != 0 , "PA crossed under Psy Lo", "PA has crossed under the Psy Lo")
alertcondition(ta.crossover(close,psyLo) and not na(psyLo) and psyLo != 0 , "PA crossed over Psy Lo", "PA has crossed over the Psy Lo")
//***********
// Daily open
//***********
dailyOpen = trLib.getdayOpen()
//this plot is only to show historical values when the option is selected.
plot(showRectangle9 and validTimeFrame and showallDly ? dailyOpen : na, color=sess9col, style=plot.style_stepline, linewidth=2, editable=false, title="Daily Open")
if showallDly
//if historical values are selected to be shown - then add a label to the plot
trLib.rLabel(dailyOpen, 'Daily Open', label.style_none, sess9col, validTimeFrame and showLabel9, labelXOffset)
showallDly
else
if showRectangle9
//othewise we draw the line and label together - showing only todays line.
trLib.drawLineDO(dailyOpen, 'D', 'Daily Open', sess9col, line.style_solid, 1, extend.none, validTimeFrame and showLabel9, labelXOffset, validTimeFrame)
alertcondition(ta.cross(close,dailyOpen) and not na(dailyOpen) and dailyOpen != 0 , "PA crossed Daily open", "PA has crossed the Daily open")
//London DST Starts Last Sunday of March DST Edns Last Sunday of October
//New York DST Starts 2nd Sunday of March DST Edns 1st Sunday of November
//Sydney DST Start on 1st Sunday of October DST ends 1st Sunday of Arpil
//Frankfurt DST Starts Last Sunday of March DST Edns Last Sunday of October
if barstate.islast and showDstTable
var table dstTable = table.new(choiceDstTable, 2, 8, bgcolor=dstTableBgColor)
//general
table.cell(dstTable, 0, 0, 'London DST Starts Last Sunday of March | DST Ends Last Sunday of October', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(dstTable, 0, 1, 'New York DST Starts 2nd Sunday of March | DST Ends 1st Sunday of November', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(dstTable, 0, 2, 'Tokyo does not observe DST', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(dstTable, 0, 3, 'Hong Kong does not observe DST', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(dstTable, 0, 4, 'Sydney DST Start on 1st Sunday of October | DST Ends 1st Sunday of Arpil', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(dstTable, 0, 5, 'EU Brinks DST Starts Last Sunday of March | DST Ends Last Sunday of October', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(dstTable, 0, 6, 'US Brinks DST Starts 2nd Sunday of March | DST Ends 1st Sunday of November', text_color=adrTableTxtColor, text_halign=text.align_left)
table.cell(dstTable, 0, 7, 'Frankfurt DST Starts Last Sunday of March | DST Ends Last Sunday of October', text_color=adrTableTxtColor, text_halign=text.align_left)
//Vector Candle Zones
var zoneBoxesAbove = array.new_box()
var zoneBoxesBelow = array.new_box()
if showVCZ
pvsra = trLib.getPvsraFlagByColor(pvsraColor, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, regularCandleUpColor)
trLib.updateZones(pvsra, 0, zoneBoxesBelow, zonesMax, pvsraHigh, pvsraLow, pvsraOpen, pvsraClose, transperancy, zoneUpdateType, zoneColor, zoneType, borderWidth, colorOverride, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor)
trLib.updateZones(pvsra, 1, zoneBoxesAbove, zonesMax, pvsraHigh, pvsraLow, pvsraOpen, pvsraClose, transperancy, zoneUpdateType, zoneColor, zoneType, borderWidth, colorOverride, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor)
trLib.cleanarr(zoneBoxesAbove)
trLib.cleanarr(zoneBoxesBelow) |
Spider Lines For Bitcoin (Daily And Weekly) | https://www.tradingview.com/script/fdSLB8oI-Spider-Lines-For-Bitcoin-Daily-And-Weekly/ | chinmaysk1 | https://www.tradingview.com/u/chinmaysk1/ | 108 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © chinmaysk1
//@version=5
indicator("Daily and Weekly Spider Lines For Bitcoin", overlay=true)
if timeframe.isweekly
// CANDLE POSITIONS
yeartd = year(timenow)
monthtd = month(timenow)
daytd = dayofmonth(timenow)
timestamp_today = timestamp("GMT",yeartd,monthtd,daytd,00,00,00)
timestamp_july = timestamp("GMT",2019,07,01,00,00,00)
days = (timestamp_today - timestamp_july) / (24 * 60 * 60 * 1000)
weeks = days / 7
connection_candle = weeks
//connection_candle = input(135, title="If on weekly chart, number of weeks since 01 July 2019: ")
candle0 = connection_candle + 32
candle0_ = connection_candle + 33
candle1 = connection_candle + 34
candle2 = connection_candle + 36
candle3 = connection_candle + 38
candle4 = connection_candle + 40
candle5 = connection_candle + 42
candle6 = connection_candle + 44
candle7 = connection_candle + 46
candle8 = connection_candle + 48
candle9 = connection_candle + 50
candle10 = connection_candle + 52
candle11 = connection_candle + 54
candle12 = connection_candle + 56
candle13 = connection_candle + 58
candle14 = connection_candle + 60
// RAYS
if barstate.islast
ray = line.new(x1=bar_index[candle0], y1=high[candle0], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle0_], y1=high[candle0_], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle1], y1=high[candle1], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle2], y1=high[candle2], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle3], y1=high[candle3], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle4], y1=high[candle4], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle5], y1=high[candle5], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle6], y1=high[candle6], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle7], y1=high[candle7], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle8], y1=high[candle8], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle9], y1=high[candle9], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle10], y1=high[candle10], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle11], y1=high[candle11], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle12], y1=high[candle12], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle13], y1=high[candle13], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle14], y1=high[candle14], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if timeframe.isdaily
// CANDLE POSITIONS
yeartd = year(timenow)
monthtd = month(timenow)
daytd = dayofmonth(timenow)
timestamp_today = timestamp("GMT",yeartd,monthtd,daytd,00,00,00)
timestamp_july = timestamp("GMT",2019,07,01,00,00,00)
days = (timestamp_today - timestamp_july) / (24 * 60 * 60 * 1000)
connection_candle = days
candle0 = connection_candle + 224
candle0_ = connection_candle + 238
candle1 = connection_candle + 252
candle2 = connection_candle + 266
candle3 = connection_candle + 280
candle4 = connection_candle + 294
candle5 = connection_candle + 308
candle6 = connection_candle + 322
candle7 = connection_candle + 336
candle8 = connection_candle + 350
candle9 = connection_candle + 364
candle10 = connection_candle + 378
candle11 = connection_candle + 392
candle12 = connection_candle + 406
candle13 = connection_candle + 420
candle14 = connection_candle + 434
// RAYS
if barstate.islast
ray = line.new(x1=bar_index[candle0], y1=high[candle0], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle0_], y1=high[candle0_], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle1], y1=high[candle1], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle2], y1=high[candle2], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle3], y1=high[candle3], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle4], y1=high[candle4], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle5], y1=high[candle5], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle6], y1=high[candle6], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle7], y1=high[candle7], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle8], y1=high[candle8], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle9], y1=high[candle9], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle10], y1=high[candle10], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle11], y1=high[candle11], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle12], y1=high[candle12], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle13], y1=high[candle13], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
if barstate.islast
ray = line.new(x1=bar_index[candle14], y1=high[candle14], x2=bar_index[connection_candle], y2=close[connection_candle])
line.set_color(ray, color.white)
line.set_extend(ray, extend.right)
line.set_style(ray, line.style_dashed)
line.set_width(ray, 1)
line.delete(ray[1])
|
Newzage - Fed Net Liquidity | https://www.tradingview.com/script/uEdoudsx-Newzage-Fed-Net-Liquidity/ | azurablev | https://www.tradingview.com/u/azurablev/ | 391 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © azurablev
//@version=5
indicator(title='Fed Net Liquidity', shorttitle='Net Liq.', overlay=false)
factor = input.float(1.5,"factor: ",1,2,0.01)
minus_value = input.float(1655,"minus value: ",1000,20000,10)
fairVal = request.security("((FRED:WALCL-FRED:WTREGEN-FRED:RRPONTSYD)/100000000)","", ta.ema(close, 1))
fv = (fairVal / factor - minus_value) / 10
spx = request.security("SPX","D", ta.ema(close, 3))
lema = spx - fv
spy = request.security("SPY","D", ta.ema(close, 1))
len = input.int(12, minval=1, title="RSI Length")
len2 = input.int(9, minval=1, title="EMA of RSI Length")
emaRSI = ta.ema(ta.rsi(spy,len),len2)
plot(lema, title='Net Liquidity', style=plot.style_line, linewidth=2, color=color.new(color.white, 0))
band1 = hline(280, title='Upper Line', linestyle=hline.style_dashed, linewidth=1, color=color.gray)
band3 = hline(-40, title='Lower Line', linestyle=hline.style_dashed, linewidth=1, color=color.white)
band0 = hline(-150, title='Lower Line', linestyle=hline.style_dashed, linewidth=1, color=color.gray)
rsi_col1 = lema>=281 and emaRSI>=50 ? color.red : lema<=-150 and emaRSI<=42.5 ? color.green : color.black
bgcolor(rsi_col1, transp=30)
mult1 = spx < fv and emaRSI <= 36 ? 1.08: (spx < fv and emaRSI >= 36 ? 1.035 : 1)
mult2 = spx > fv and emaRSI >= 60 ? 0.94: (spx < fv and emaRSI <= 60 ? 0.97 : 1)
lblTxt = spx < fv ? str.tostring(math.round(spx/10)) + "->" + str.tostring(math.round(fv/10*mult1)) :
str.tostring(math.round(spx/10)) + "->" + str.tostring(math.round(fv/10*mult2))
showLabel = (lema >= 281 and emaRSI >= 50) or (lema <= -150 and emaRSI <= 38.5)
if showLabel and not showLabel[1]
label.new(bar_index, lema, text=lblTxt, style=label.style_label_down, color=color.orange, size=size.small)
|
Keltner Channel Volatility Filter | https://www.tradingview.com/script/IpKGSxLv-Keltner-Channel-Volatility-Filter/ | bjr117 | https://www.tradingview.com/u/bjr117/ | 55 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © bjr117
//@version=5
indicator(title = "Keltner Channel Volatility Filter", shorttitle = "KCVF", overlay = true)
//==============================================================================
// Function: Calculate a given type of moving average
//==============================================================================
get_ma_out(type, src, len, alma_offset, alma_sigma, kama_fastLength, kama_slowLength, vama_vol_len, vama_do_smth, vama_smth, mf_beta, mf_feedback, mf_z, eit_alpha, ssma_pow, ssma_smooth, rsrma_pw, svama_method, svama_vol_or_volatility, wrma_smooth) =>
float baseline = 0.0
if type == 'SMA | Simple MA'
baseline := ta.sma(src, len)
else if type == 'EMA | Exponential MA'
baseline := ta.ema(src, len)
else if type == 'DEMA | Double Exponential MA'
e = ta.ema(src, len)
baseline := 2 * e - ta.ema(e, len)
else if type == 'TEMA | Triple Exponential MA'
e = ta.ema(src, len)
baseline := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
else if type == 'TMA | Triangular MA' // by everget
baseline := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
else if type == 'WMA | Weighted MA'
baseline := ta.wma(src, len)
else if type == 'VWMA | Volume-Weighted MA'
baseline := ta.vwma(src, len)
else if type == 'SMMA | Smoothed MA'
w = ta.wma(src, len)
baseline := na(w[1]) ? ta.sma(src, len) : (w[1] * (len - 1) + src) / len
else if type == 'RMA | Rolling MA'
baseline := ta.rma(src, len)
else if type == 'HMA | Hull MA'
baseline := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
else if type == 'LSMA | Least Squares MA'
baseline := ta.linreg(src, len, 0)
else if type == 'Kijun' //Kijun-sen
kijun = math.avg(ta.lowest(len), ta.highest(len))
baseline := kijun
else if type == 'MD | McGinley Dynamic'
mg = 0.0
mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
baseline := mg
else if type == 'JMA | Jurik MA' // by everget
DEMAe1 = ta.ema(src, len)
DEMAe2 = ta.ema(DEMAe1, len)
baseline := 2 * DEMAe1 - DEMAe2
else if type == 'ALMA | Arnaud Legoux MA'
baseline := ta.alma(src, len, alma_offset, alma_sigma)
else if type == 'VAR | Vector Autoregression MA'
valpha = 2 / (len+1)
vud1 = (src > src[1]) ? (src - src[1]) : 0
vdd1 = (src < src[1]) ? (src[1] - src) : 0
vUD = math.sum(vud1, 9)
vDD = math.sum(vdd1, 9)
vCMO = nz( (vUD - vDD) / (vUD + vDD) )
baseline := nz(valpha * math.abs(vCMO) * src) + (1 - valpha * math.abs(vCMO)) * nz(baseline[1])
else if type == 'ZLEMA | Zero-Lag Exponential MA' // by HPotter
xLag = (len) / 2
xEMAData = (src + (src - src[xLag]))
baseline := ta.ema(xEMAData, len)
else if type == 'AHMA | Ahrens Moving Average' // by everget
baseline := nz(baseline[1]) + (src - (nz(baseline[1]) + nz(baseline[len])) / 2) / len
else if type == 'EVWMA | Elastic Volume Weighted MA'
volumeSum = math.sum(volume, len)
baseline := ( (volumeSum - volume) * nz(baseline[1]) + volume * src ) / volumeSum
else if type == 'SWMA | Sine Weighted MA' // by everget
sum = 0.0
weightSum = 0.0
for i = 0 to len - 1
weight = math.sin(i * math.pi / (len + 1))
sum := sum + nz(src[i]) * weight
weightSum := weightSum + weight
baseline := sum / weightSum
else if type == 'LMA | Leo MA'
baseline := 2 * ta.wma(src, len) - ta.sma(src, len)
else if type == 'VIDYA | Variable Index Dynamic Average' // by KivancOzbilgic
mom = ta.change(src)
upSum = math.sum(math.max(mom, 0), len)
downSum = math.sum(-math.min(mom, 0), len)
out = (upSum - downSum) / (upSum + downSum)
cmo = math.abs(out)
alpha = 2 / (len + 1)
baseline := src * alpha * cmo + nz(baseline[1]) * (1 - alpha * cmo)
else if type == 'FRAMA | Fractal Adaptive MA'
length2 = math.floor(len / 2)
hh2 = ta.highest(length2)
ll2 = ta.lowest(length2)
N1 = (hh2 - ll2) / length2
N2 = (hh2[length2] - ll2[length2]) / length2
N3 = (ta.highest(len) - ta.lowest(len)) / len
D = (math.log(N1 + N2) - math.log(N3)) / math.log(2)
factor = math.exp(-4.6 * (D - 1))
baseline := factor * src + (1 - factor) * nz(baseline[1])
else if type == 'VMA | Variable MA' // by LazyBear
k = 1.0/len
pdm = math.max((src - src[1]), 0)
mdm = math.max((src[1] - src), 0)
pdmS = float(0.0)
mdmS = float(0.0)
pdmS := ((1 - k)*nz(pdmS[1]) + k*pdm)
mdmS := ((1 - k)*nz(mdmS[1]) + k*mdm)
s = pdmS + mdmS
pdi = pdmS/s
mdi = mdmS/s
pdiS = float(0.0)
mdiS = float(0.0)
pdiS := ((1 - k)*nz(pdiS[1]) + k*pdi)
mdiS := ((1 - k)*nz(mdiS[1]) + k*mdi)
d = math.abs(pdiS - mdiS)
s1 = pdiS + mdiS
iS = float(0.0)
iS := ((1 - k)*nz(iS[1]) + k*d/s1)
hhv = ta.highest(iS, len)
llv = ta.lowest(iS, len)
d1 = hhv - llv
vI = (iS - llv)/d1
baseline := (1 - k*vI)*nz(baseline[1]) + k*vI*src
else if type == 'GMMA | Geometric Mean MA'
lmean = math.log(src)
smean = math.sum(lmean, len)
baseline := math.exp(smean / len)
else if type == 'CMA | Corrective MA' // by everget
sma = ta.sma(src, len)
baseline := sma
v1 = ta.variance(src, len)
v2 = math.pow(nz(baseline[1], baseline) - baseline, 2)
v3 = v1 == 0 or v2 == 0 ? 1 : v2 / (v1 + v2)
var tolerance = math.pow(10, -5)
float err = 1
// Gain Factor
float kPrev = 1
float k = 1
for i = 0 to 5000 by 1
if err > tolerance
k := v3 * kPrev * (2 - kPrev)
err := kPrev - k
kPrev := k
kPrev
baseline := nz(baseline[1], src) + k * (sma - nz(baseline[1], src))
else if type == 'MM | Moving Median' // by everget
baseline := ta.percentile_nearest_rank(src, len, 50)
else if type == 'QMA | Quick MA' // by everget
peak = len / 3
num = 0.0
denom = 0.0
for i = 1 to len + 1
mult = 0.0
if i <= peak
mult := i / peak
else
mult := (len + 1 - i) / (len + 1 - peak)
num := num + src[i - 1] * mult
denom := denom + mult
baseline := (denom != 0.0) ? (num / denom) : src
else if type == 'KAMA | Kaufman Adaptive MA' // by everget
mom = math.abs(ta.change(src, len))
volatility = math.sum(math.abs(ta.change(src)), len)
// Efficiency Ratio
er = volatility != 0 ? mom / volatility : 0
fastAlpha = 2 / (kama_fastLength + 1)
slowAlpha = 2 / (kama_slowLength + 1)
alpha = math.pow(er * (fastAlpha - slowAlpha) + slowAlpha, 2)
baseline := alpha * src + (1 - alpha) * nz(baseline[1], src)
else if type == 'VAMA | Volatility Adjusted MA' // by Joris Duyck (JD)
mid = ta.ema(src, len)
dev = src - mid
vol_up = ta.highest(dev, vama_vol_len)
vol_down = ta.lowest(dev, vama_vol_len)
vama = mid + math.avg(vol_up, vol_down)
baseline := vama_do_smth ? ta.wma(vama, vama_smth) : vama
else if type == 'Modular Filter' // by alexgrover
//----
b = 0.0, c = 0.0, os = 0.0, ts = 0.0
//----
alpha = 2/(len+1)
a = mf_feedback ? mf_z*src + (1-mf_z)*nz(baseline[1],src) : src
//----
b := a > alpha*a+(1-alpha)*nz(b[1],a) ? a : alpha*a+(1-alpha)*nz(b[1],a)
c := a < alpha*a+(1-alpha)*nz(c[1],a) ? a : alpha*a+(1-alpha)*nz(c[1],a)
os := a == b ? 1 : a == c ? 0 : os[1]
//----
upper = mf_beta*b+(1-mf_beta)*c
lower = mf_beta*c+(1-mf_beta)*b
baseline := os*upper+(1-os)*lower
else if type == 'EIT | Ehlers Instantaneous Trendline' // by Franklin Moormann (cheatcountry)
baseline := bar_index < 7 ? (src + (2 * nz(src[1])) + nz(src[2])) / 4 : ((eit_alpha - (math.pow(eit_alpha, 2) / 4)) * src) + (0.5 * math.pow(eit_alpha, 2) * nz(src[1])) -
((eit_alpha - (0.75 * math.pow(eit_alpha, 2))) * nz(src[2])) + (2 * (1 - eit_alpha) * nz(baseline[1])) - (math.pow(1 - eit_alpha, 2) * nz(baseline[2]))
else if type == 'ESD | Ehlers Simple Decycler' // by everget
// High-pass Filter
alphaArg = 2 * math.pi / (len * math.sqrt(2))
alpha = 0.0
alpha := math.cos(alphaArg) != 0
? (math.cos(alphaArg) + math.sin(alphaArg) - 1) / math.cos(alphaArg)
: nz(alpha[1])
hp = 0.0
hp := math.pow(1 - (alpha / 2), 2) * (src - 2 * nz(src[1]) + nz(src[2])) + 2 * (1 - alpha) * nz(hp[1]) - math.pow(1 - alpha, 2) * nz(hp[2])
baseline := src - hp
else if type == 'SSMA | Shapeshifting MA' // by alexgrover
//----
ssma_sum = 0.0
ssma_sumw = 0.0
alpha = ssma_smooth ? 2 : 1
power = ssma_smooth ? ssma_pow - ssma_pow % 2 : ssma_pow
//----
for i = 0 to len-1
x = i/(len-1)
n = ssma_smooth ? -1 + x*2 : x
w = 1 - 2*math.pow(n,alpha)/(math.pow(n,power) + 1)
ssma_sumw := ssma_sumw + w
ssma_sum := ssma_sum + src[i] * w
baseline := ssma_sum/ssma_sumw
//----
else if type == 'RSRMA | Right Sided Ricker MA' // by alexgrover
//----
rsrma_sum = 0.0
rsrma_sumw = 0.0
rsrma_width = rsrma_pw/100*len
for i = 0 to len-1
w = (1 - math.pow(i/rsrma_width,2))*math.exp(-(i*i/(2*math.pow(rsrma_width,2))))
rsrma_sumw := rsrma_sumw + w
rsrma_sum := rsrma_sum + src[i] * w
baseline := rsrma_sum/rsrma_sumw
//----
else if type == 'DSWF | Damped Sine Wave Weighted Filter' // by alexgrover
//----
dswf_sum = 0.0
dswf_sumw = 0.0
for i = 1 to len
w = math.sin(2.0*math.pi*i/len)/i
dswf_sumw := dswf_sumw + w
dswf_sum := dswf_sum + w*src[i-1]
//----
baseline := dswf_sum/dswf_sumw
else if type == 'BMF | Blackman Filter' // by alexgrover
//----
bmf_sum = 0.0
bmf_sumw = 0.0
for i = 0 to len-1
k = i/len
w = 0.42 - 0.5 * math.cos(2 * math.pi * k) + 0.08 * math.cos(4 * math.pi * k)
bmf_sumw := bmf_sumw + w
bmf_sum := bmf_sum + w*src[i]
//----
baseline := bmf_sum/bmf_sumw
else if type == 'HCF | Hybrid Convolution Filter' // by alexgrover
//----
sum = 0.
for i = 1 to len
sgn = .5*(1 - math.cos((i/len)*math.pi))
sum := sum + (sgn*(nz(baseline[1],src)) + (1 - sgn)*src[i-1]) * ( (.5*(1 - math.cos((i/len)*math.pi))) - (.5*(1 - math.cos(((i-1)/len)*math.pi))) )
baseline := sum
//----
else if type == 'FIR | Finite Response Filter' // by alexgrover
//----
var b = array.new_float(0)
if barstate.isfirst
for i = 0 to len-1
w = len-i
array.push(b,w)
den = array.sum(b)
//----
sum = 0.0
for i = 0 to len-1
sum := sum + src[i]*array.get(b,i)
baseline := sum/den
else if type == 'FLSMA | Fisher Least Squares MA' // by alexgrover
//----
b = 0.0
//----
e = ta.sma(math.abs(src - nz(b[1])),len)
z = ta.sma(src - nz(b[1],src),len)/e
r = (math.exp(2*z) - 1)/(math.exp(2*z) + 1)
a = (bar_index - ta.sma(bar_index,len))/ta.stdev(bar_index,len) * r
b := ta.sma(src,len) + a*ta.stdev(src,len)
baseline := b
else if type == 'SVAMA | Non-Parametric Volume Adjusted MA' // by alexgrover and bjr117
//----
h = 0.0
l = 0.0
c = 0.0
//----
a = svama_vol_or_volatility == 'Volume' ? volume : ta.tr
h := a > nz(h[1], a) ? a : nz(h[1], a)
l := a < nz(l[1], a) ? a : nz(l[1], a)
//----
b = svama_method == 'Max' ? a / h : l / a
c := b * close + (1 - b) * nz(c[1], close)
baseline := c
else if type == 'RPMA | Repulsion MA' // by alexgrover
baseline := ta.sma(close, len*3) + ta.sma(close, len*2) - ta.sma(close, len)
else if type == 'WRMA | Well Rounded MA' // by alexgrover
//----
alpha = 2/(len+1)
p1 = wrma_smooth ? len/4 : 1
p2 = wrma_smooth ? len/4 : len/2
//----
a = float(0.0)
b = float(0.0)
y = ta.ema(a + b,p1)
A = src - y
B = src - ta.ema(y,p2)
a := nz(a[1]) + alpha*nz(A[1])
b := nz(b[1]) + alpha*nz(B[1])
baseline := y
baseline
//==============================================================================
//==============================================================================
// Inputs
//==============================================================================
// Calculation Settins
kc_length = input.int(title = "Keltner Channel Length", defval = 20, minval = 1, group = "Keltner Channel Volatility Filter Settings")
kc_mult = input.float(title = "Keltner Channel Multiplier", defval = 1.0, minval = 0.00001, step = 0.25, group = "Keltner Channel Volatility Filter Settings")
kc_src = input.source(title = "Keltner Channel Calculation Source", defval = close, group = "Keltner Channel Volatility Filter Settings")
kcvf_src = input.source(title = "Keltner Channel Price Filter Source", defval = hl2, group = "Keltner Channel Volatility Filter Settings")
kc_ma_type = input.string('EMA | Exponential MA', 'MA Type', options=[ 'EMA | Exponential MA', 'SMA | Simple MA',
'WMA | Weighted MA', 'DEMA | Double Exponential MA',
'TEMA | Triple Exponential MA', 'TMA | Triangular MA',
'VWMA | Volume-Weighted MA', 'SMMA | Smoothed MA',
'HMA | Hull MA', 'LSMA | Least Squares MA',
'Kijun', 'MD | McGinley Dynamic',
'RMA | Rolling MA', 'JMA | Jurik MA',
'ALMA | Arnaud Legoux MA', 'VAR | Vector Autoregression MA',
'ZLEMA | Zero-Lag Exponential MA',
'AHMA | Ahrens Moving Average', 'EVWMA | Elastic Volume Weighted MA',
'SWMA | Sine Weighted MA', 'LMA | Leo MA',
'VIDYA | Variable Index Dynamic Average', 'FRAMA | Fractal Adaptive MA',
'VMA | Variable MA', 'GMMA | Geometric Mean MA',
'CMA | Corrective MA', 'MM | Moving Median',
'QMA | Quick MA', 'KAMA | Kaufman Adaptive MA',
'VAMA | Volatility Adjusted MA', 'Modular Filter',
'EIT | Ehlers Instantaneous Trendline', 'ESD | Ehlers Simple Decycler',
'SSMA | Shapeshifting MA', 'RSRMA | Right Sided Ricker MA',
'DSWF | Damped Sine Wave Weighted Filter', 'BMF | Blackman Filter',
'HCF | Hybrid Convolution Filter', 'FIR | Finite Response Filter',
'FLSMA | Fisher Least Squares MA', 'SVAMA | Non-Parametric Volume Adjusted MA',
'RPMA | Repulsion MA', 'WRMA | Well Rounded MA'
], group = "Keltner Channel Volatility Filter Settings")
kc_band_style = input.string( title="Bands Style", defval = "Average True Range", options = ["Average True Range", "True Range", "Range"], group = "Keltner Channel Volatility Filter Settings")
kc_atr_length = input(title = "ATR Length", defval = 10, group = "Keltner Channel Volatility Filter Settings")
// Display Settings
kcvf_do_box = input.bool(title = "Display Grey Box Around Low Volatility Candles", defval = true, group = "Keltner Channel Volatility Filter Settings")
kcvf_do_barcolor = input.bool(title = "Color Low Volatility Candles Gray", defval = false, group = "Keltner Channel Volatility Filter Settings")
// Specific MA settings
kc_alma_offset = input.float(title = "Offset", defval = 0.85, step = 0.05, group = 'KCVF ALMA Settings')
kc_alma_sigma = input.int(title = 'Sigma', defval = 6, group = 'KCVF ALMA Settings')
kc_kama_fastLength = input(title = 'Fast EMA Length', defval=2, group = 'KCVF KAMA Settings')
kc_kama_slowLength = input(title = 'Slow EMA Length', defval=30, group = 'KCVF KAMA Settings')
kc_vama_vol_len = input.int(title = 'Volatality Length', defval = 51, group = 'KCVF VAMA Settings')
kc_vama_do_smth = input.bool(title = 'Do Smoothing?', defval = false, group = 'KCVF VAMA Settings')
kc_vama_smth = input.int(title = 'Smoothing length', defval = 5, minval = 1, group = 'KCVF VAMA Settings')
kc_mf_beta = input.float(title = 'Beta', defval = 0.8, step = 0.1, minval = 0, maxval=1, group = 'KCVF Modular Filter Settings')
kc_mf_feedback = input.bool(title = 'Feedback?', defval = false, group = 'KCVF Modular Filter Settings')
kc_mf_z = input.float(title = 'Feedback Weighting', defval = 0.5, step = 0.1, minval = 0, maxval = 1, group = 'KCVF Modular Filter Settings')
kc_eit_alpha = input.float(title = 'Alpha', defval = 0.07, step = 0.01, minval = 0.0, group = 'KCVF Ehlers Instantaneous Trendline Settings')
kc_ssma_pow = input.float(title = 'Power', defval = 4.0, step = 0.5, minval = 0.0, group = 'KCVF SSMA Settings')
kc_ssma_smooth = input.bool(title = 'Smooth', defval = false, group = 'KCVF SSMA Settings')
kc_rsrma_pw = input.float(title = "Percent Width", defval = 60.0, step = 10.0, minval = 0.0, maxval = 100.0, group = 'KCVF RSRMA Settings')
kc_svama_method = input.string(title = 'Max', options=['Max', 'Min'], defval = 'Max', group = 'KCVF SVAMA Settings')
kc_svama_vol_or_volatility = input.string(title = 'Use Volume or Volatility?', options = ['Volume', 'Volatility'], defval = 'Volatility', group = 'KCVF SVAMA Settings')
kc_wrma_smooth = input.bool(title = "Extra Smoothing?", defval = false, group = 'KCVF WRMA Settings')
//==============================================================================
//==============================================================================
// Keltner Channels Indicator
//==============================================================================
kc_ma = get_ma_out(kc_ma_type, kc_src, kc_length, kc_alma_offset, kc_alma_sigma, kc_kama_fastLength, kc_kama_slowLength, kc_vama_vol_len, kc_vama_do_smth, kc_vama_smth, kc_mf_beta, kc_mf_feedback, kc_mf_z, kc_eit_alpha, kc_ssma_pow, kc_ssma_smooth, kc_rsrma_pw, kc_svama_method, kc_svama_vol_or_volatility, kc_wrma_smooth)
kc_rangema = kc_band_style == "True Range" ? ta.tr(true) : kc_band_style == "Average True Range" ? ta.atr(kc_atr_length) : ta.rma(high - low, kc_length)
kc_upper = kc_ma + kc_rangema * kc_mult
kc_lower = kc_ma - kc_rangema * kc_mult
//==============================================================================
//==============================================================================
// Determining if price is within the keltner channels
//==============================================================================
price_within_kc = kcvf_src <= kc_upper and kcvf_src >= kc_lower ? true : false
//==============================================================================
//==============================================================================
// Plotting the grey box/changing bar color if price is within the KC
//==============================================================================
// Plotting grey box
kc_upper_plot = plot(kcvf_do_box ? kc_upper : na, title = "KCVF Upper", color = color.new(#000000, 100))
kc_lower_plot = plot(kcvf_do_box ? kc_lower : na, title = "KCVF Lower", color = color.new(#000000, 100))
fill(kc_upper_plot, kc_lower_plot, title = "KCVF Background", color = kcvf_do_box and price_within_kc ? color.new(#000000, 70) : color.new(#000000, 100))
// Changing bar color
kcvf_barcolor = kcvf_do_barcolor and price_within_kc ? color.new(color.gray, 0) : na
barcolor(kcvf_barcolor, title = "KCVF Barcolor")
//============================================================================== |
Abnormal bar % v.1 | https://www.tradingview.com/script/W3N0eFIl-abnormal-bar-v-1/ | EmoeTeam | https://www.tradingview.com/u/EmoeTeam/ | 60 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © EmoeTeam
//@version=5
indicator(title = "AbNorBar & VolBar", shorttitle="Bares", overlay=true)
//1. Блок по ATR
//1.1 Общие исходные данные которые можно менять
//Модуль про другие акции и их трендовое движение на выбраннном тайм фрейме
emas = input.bool(true, 'Hide EMA', tooltip = "EMA10, EMA20, EMA50, EMA100, EMA200")
blue_chips = input(false, 'Show blue chips', tooltip = "Show values of ablue chips")
tracking = input.timeframe('60', 'Time frame tracking', options = ['30', '60', '120', '240', 'D', '3D', 'W'])
// ATR
period = input.int(title="ATR Period", defval=14, minval=1, group = "ATR module input data", tooltip = "Select the number of bars on the basis of which the calculation will take place")
decimalsAtr = input.int(3, options=[1,2,3,4,5,6], title="Character count", tooltip = 'Number of decimal places and color on the ATR direction: green for rising ATRs, red for falling ones)', inline = 'ATR_group')
up_col_atr = input.color(#55b843ec,'Colors', inline = 'ATR_group')
dn_col_atr = input.color(#bc372d,'', inline = 'ATR_group')
neu_col_atr = input.color(#e3b80a,'', inline = 'ATR_group')
viewATR = input(false, 'Hide ATR', tooltip = 'Hide ATR data')
//1.2 Расчет Atr. Выделение цветом и абсолютные показатели atr, для рабочего ТФ.
atr_calc = ta.atr(period)
atr_view = math.round(atr_calc, decimalsAtr)
SL_x1 = math.round(1.7 * atr_view, decimalsAtr)
SL_x2 = math.round(2.2 * atr_view, decimalsAtr)
SL_x3 = math.round(3.2 * atr_view, decimalsAtr)
timeframe = "60"
atr_day = ta.atr(5)
ticker = ticker.new(syminfo.prefix, syminfo.ticker, session = session.regular)
atr60 = request.security(ticker, "60", atr_day, gaps = barmerge.gaps_off, lookahead = barmerge.lookahead_on)
//2. Блок про VolColor (выделяем разным цветом бары взависимости от текущего объема)
//VolBar is based on the script Vol Color Bars (2015) by IldarAkhmetgaleev
//2.1 Общие исходные данные которые можно менять
std_period = input.int(49, minval=6, title='Period volume', group = "The color of the bars depending on the volume", tooltip = "The volume calculation will be for the specified number of bars. Defolt : 49 bars = 240 min + 1 bar (for 5 min Time Frame")
col1 = input.color(#E62117, title = "Extr", inline = "col_group")
col2 = input.color(#E66F17, title = "High", inline = "col_group")
col3 = input.color(#ffffff, title = "Norm", inline = "col_group")
col4 = input.color(#0E8F81, title = "Low", inline = "col_group")
col5 = input.color(#12B225, title = "No", tooltip = 'Extr - extrime high volume * High - volume is high Norm - volume is normal * Low - volume is low ***** No - almost no volume', inline = "col_group")
thresshold1 = input.int(200, minval=0, title='h', inline = "thress") / 100
thresshold2 = input.int(300, minval=0, title='h2', inline = "thress") / 100
thresshold3 = input.int(50, minval=0, title='L', inline = "thress") / 100
thresshold4 = input.int(25, minval=0, title='L2', inline = "thress", tooltip = "Volume levels") / 100
colBar = input(false, 'Show Color Bar', tooltip = 'Выделять бары цветом (bar color)')
//2.2 Расчет и определение цвета бара на основание объема.
avg = ta.stdev(volume, std_period)
highvol1 = volume > avg * thresshold1
highvol2 = volume > avg * thresshold2
lowvol1 = volume < avg * thresshold3
lowvol2 = volume < avg * thresshold4
color_bar = colBar ? highvol2 ? col1 : highvol1 ? col2 : lowvol2 ? col5 : lowvol1 ? col4 : col3 : na
//2.3 Вывод данных о цвете на экран
barcolor (color_bar, editable = false)
//2.4 Сигнал
alertcondition(volume < avg * thresshold3, title = "Low volume", message = "Low volume, maybe there is accumulation before the next impulse. Низкий объем, возможено идет накопление перед импульсом.")
//3. Блок про аномальный бар (Abnormal Bar)
//3.1 Исходные данные для расчета аномального бара
bar_period = input.int(14, minval=5, title='Calculate the average for the period', group = "Input data for the search for anomalous bars", tooltip = "Select the number of bars, but on the basis of which the calculation will be made")
decimals = input.int(2, title="character count", tooltip = 'Number of decimal places, when displaying data on the graph')
abnormal = input.int(50, title ="anomalous bar", tooltip = 'Bar greater than the average value by a specified value (in %) - consider an abnormal bar')
Ext_col = input.color(#da3434f5,'Extr', inline = 'Abnorm_group')
//Hi_col = input.color(#dc8e1a,'High', inline = 'Abnorm_group')
//Low_col = input.color(#27ace1,'Low', inline = 'Abnorm_group', tooltip = "Color: abnormal bar > avg.bar more than 105% - ext_color; > avg.bar 40-75% - hi_color; > avg.bar up to 40% - low_color")
abnormallyBar = input(false, 'Show normal bars', tooltip = "Show values of abnormal bars")
//3.2 Расчеты для определения аномальных баров.
avg_bar_abs = ta.rma((high-low), bar_period)
avg_bar = ta.rma((high*100/low)-100, bar_period) //Средний размер бара, за выбранный период (в процентах)
avg_bar_dec = math.round(avg_bar, decimals)
sup_res = avg_bar_abs * 2
abnorm_bar = (avg_bar + avg_bar * abnormal/100) //определение аномального бара
abnorm_bar_dec = math.round(avg_bar, decimals) //округление, значения анамального бара
cur_bar = ((high*100/low)-100)
cur_bar_dec = math.round(cur_bar, decimals)
cur_bar_abs = (high-low)
up_atr_text_col = cur_bar_abs < atr_calc
dn_atr_text_col = cur_bar_abs > atr_calc
atr_text_col = up_atr_text_col ? up_col_atr : dn_atr_text_col ? dn_col_atr : neu_col_atr
//3.3 Вывод данных на график
//1.3 Вывод на экран. Значение текущего ATR, значения для SL и направление движения ATR (цвет - зеленый atr растет, красный - atr, снижается)
var CELL_TOOLTIP = "Cell color depends on the ATR direction: green for rising ATRs, red for falling one. Not to be confused with the direction of the TREND. ATR - shows the volatility !!!"
color_bg_atr = (atr_calc > atr_calc[2] and atr_calc[2] > atr_calc[4] and atr_calc > atr_calc[4] ? up_col_atr :
atr_calc < atr_calc[2] and atr_calc[2] < atr_calc[4] and atr_calc < atr_calc[4] ? dn_col_atr : neu_col_atr)
var tb_ATR = table.new(position.bottom_left, 7, 7, border_width = 2)
if barstate.islast and not viewATR
headerColor = color.new(#42434c, 50)
table.cell(tb_ATR, 0, 0, (str.tostring(atr60, '#.##')), text_color = color.yellow, text_size = size.small, tooltip = "ATR ticker - 1H")
table.cell(tb_ATR, 1, 0, (str.tostring(atr_view, '#.######')), bgcolor = color_bg_atr, text_size = size.small, tooltip = "ATR ticker !!!" + CELL_TOOLTIP)
//table.cell(tb_ATR, 0, 1, "ATR", bgcolor = headerColor, text_color = #d9e4ef, text_size = size.small, tooltip = CELL_TOOLTIP)
table.cell(tb_ATR, 2, 0, (str.tostring(SL_x1, '#.######')), bgcolor = color_bg_atr, text_size = size.small, tooltip = "1.7 x ATR ticker")
//table.cell(tb_ATR, 1, 1, "1,5x", bgcolor = headerColor, text_color = #d9e4ef, text_size = size.small, tooltip = CELL_TOOLTIP)
table.cell(tb_ATR, 3, 0, (str.tostring(SL_x2, '#.######')), bgcolor = color_bg_atr, text_size = size.small, tooltip = "2.2 x ATR ticker")
//table.cell(tb_ATR, 2, 1, "2x", bgcolor = headerColor, text_color = #d9e4ef, text_size = size.small, tooltip = CELL_TOOLTIP)
table.cell(tb_ATR, 4, 0, (str.tostring(SL_x3, '#.######')), bgcolor = color_bg_atr, text_size = size.small, tooltip = "3.2 x ATR ticker")
//table.cell(tb_ATR, 2, 1, "2x", bgcolor = headerColor, text_color = #d9e4ef, text_size = size.small, tooltip = CELL_TOOLTIP)
table.cell(tb_ATR, 5, 0, "🪫 ", text_size = size.small, text_halign = text.align_right)
//table.cell(tb_ATR, 2, 1, "2x", bgcolor = headerColor, text_color = #d9e4ef, text_size = size.small, tooltip = CELL_TOOLTIP)
table.cell(tb_ATR, 6, 0, (str.tostring(cur_bar_abs, '#.####')), text_color = atr_text_col, text_size = size.normal, text_halign = text.align_left, tooltip ="ATR progress of the current bar")
//table.cell(tb_ATR, 2, 1, "2x", bgcolor = headerColor, text_color = #d9e4ef, text_size = size.small, tooltip = CELL_TOOLTIP)
//table.cell(tb_ATR, 0, 1, '' , height = 2.5)
//table.cell(tb_ATR, 0, 5, '' , height = 3)
if abnormallyBar ? cur_bar > avg_bar and cur_bar >= abnorm_bar and cur_bar > avg_bar + avg_bar * 1.05 : na
label_perc = label.new(bar_index, low, text=str.tostring(cur_bar_dec)+"\n", yloc=yloc.abovebar, textcolor = Ext_col, size = size.small, tooltip = "bar(%) more than average > 105% - ext_color", textalign = text.align_right)
label.set_style(label_perc, label.style_none)
label.set_text_font_family(label_perc, font.family_default)
//else if abnormallyBar ? cur_bar > avg_bar and cur_bar >= abnorm_bar and cur_bar > avg_bar + avg_bar * 0.75 : na
//label_perc = label.new(bar_index, low, text=str.tostring(cur_bar_dec)+"\n", yloc=yloc.abovebar, textcolor = Hi_col, size = size.small, tooltip = "bar(%) over average value between 40 and 75% - hi_color", textalign = text.align_right)
//label.set_style(label_perc, label.style_none)
//label.set_text_font_family(label_perc, font.family_default)
//else if abnormallyBar ? cur_bar > avg_bar and cur_bar >= abnorm_bar and cur_bar > avg_bar + avg_bar * 0.4 : na
//label_perc = label.new(bar_index, low, text=str.tostring(cur_bar_dec)+"\n", yloc=yloc.abovebar, textcolor = Low_col, size = size.small, tooltip = "bar(%) more than average value up to 40% - low_color", textalign = text.align_right)
//label.set_style(label_perc, label.style_none)
//label.set_text_font_family(label_perc, font.family_default)
//var tb_temp = table.new(position.top_right, 5, 5)
//if barstate.islast
//table.cell (tb_temp, 0, 0, "avg_bar : " +(str.tostring(avg_bar, '#.##')) + "%", text_size = size.small)
//table.cell (tb_temp, 0, 0, "", height = 2.5, text_size = size.small)
//table.cell (tb_temp, 1, 0, (str.tostring(avg_bar_abs, '#.####')), text_size = size.small)
//table.cell (tb_temp, 1, 0, "x2 - " + (str.tostring(sup_res, '#.####')), text_size = size.small, text_color = color.yellow)
//3.4 Сигналы
alertcondition(cur_bar > avg_bar + avg_bar * 1.05, title = "ExTreme abnormal Bar", message = "ExTreme abnormal Bar, the current value is 105% higher than the average value - Экстримальный бар")
//alertcondition(cur_bar > avg_bar + avg_bar * 0.75, title = "Abnormal Bar", message = "Abnormal Bar, the current value is 75% higher than the average value - Высокий бар")
alertcondition(color_bg_atr == up_col_atr, title = "Волотильность растет" , message = "Волатильность растет")
alertcondition(color_bg_atr == dn_col_atr, title = "Волотильность падает" , message = "Волатильность падает")
alertcondition(color_bar == col5, title = "Нет объемов" , message = "Объемов практически нет, оценить ситуацию по тикеру")
// 4 Ориентация по другим тикерам
// code author - @AzzraelCode
fn(ticker) => request.security(ticker, tracking, open/close)
var per = 9
var tickers = array.from('LKOH', 'SBER', 'GAZP', 'GMKN', 'NLMK', 'NVTK', 'YNDX', 'ROSN', 'TATN', 'SNGS', 'MGNT', 'TCSG', 'PLZL', 'POLY', 'IMOEX', 'RTSI', 'ALRS', 'CHMF', 'RUAL', 'MAGN', 'VTBR', 'VKCO', 'OZON', 'FIVE', 'RASP', 'MX1')
vals = array.from(fn('LKOH'), fn('SBER'), fn('GAZP'), fn('GMKN'), fn('NLMK'), fn('NVTK'), fn('YNDX'), fn('ROSN'), fn('TATN'), fn('SNGS'), fn('MGNT'), fn('TCSG'), fn('PLZL'), fn('POLY'), fn('IMOEX'), fn('RTSI'), fn('ALRS'), fn('CHMF'), fn('RUAL'), fn ('MAGN'), fn('VTBR'), fn('VKCO'), fn('OZON'), fn('FIVE'), fn('RASP'), fn('MX1'))
var size = array.size(tickers)
var tbl3 = table.new(position.bottom_right, 30, 30, border_width=1)
if barstate.islast and blue_chips
for i=0 to array.size(tickers)-1
col = i % per
row = math.ceil((i+1)/per)-1
//col = math.ceil((i+1)/per)-1
//row = i % per
ticker := array.get(tickers, i)
val = array.get(vals, i)
table.cell(tbl3, col, row, ticker, text_halign=text.align_center, bgcolor=val > 1 ? color.rgb(156, 57, 57, 10):color.rgb(48, 150, 51, 10), text_color=color.white, text_size=size.small)
/// EMAS ///
//вводные данные
out1 = ta.ema(close, 8)
out2 = ta.ema(close, 21)
out3 = ta.ema(close, 50)
out4 = ta.ema(close, 18)
out5 = ta.ema(close, 200)
//Вывод на экран
view10 = plot(emas ? out1 : na, title="ema 8", color=color.rgb(29, 120, 15, 2), linewidth=2, offset = 3)
view20 = plot(emas ? out2 : na, title="ema 21", color=color.rgb(193, 27, 27, 12), linewidth=2, offset = 5)
view50 = plot(emas ? out3 : na, title="ema 50", color=color.rgb(43, 27, 227, 10), linewidth=2, offset = 5)
view100 = plot(emas ? out4 : na, title="ema 18", color=color.rgb(30, 207, 227, 14), linewidth=2, offset = 3)
view200 = plot(emas ? out5 : na, title="ema 200", color=color.rgb(207, 139, 22, 11), linewidth=2, offset = 8)
//Границы недели
useGMTOffsetInput = input.bool(false, "Use GMT Offset?", group="Timezone")
gmtOffsetInput = input.int(0, "GMT Offset", minval=-24, maxval=24, step=1, group="Timezone")
showMon = input(true, title="Show Monday?")
stateSession = syminfo.session
timezoneString = "GMT" + (gmtOffsetInput > 0 ? "+" : "") + str.tostring(gmtOffsetInput)
stateTimeZone = useGMTOffsetInput ? timezoneString : syminfo.timezone
isMon() => dayofweek(time('D', stateSession, stateTimeZone)) == dayofweek.monday
defTransp = 70
bgcolor(showMon and isMon() ? color.new(color.silver, defTransp) : na, title="Monday color")
|
Coppock Unchanged | https://www.tradingview.com/script/6BK2MLoH-Coppock-Unchanged/ | TraderLeibniz | https://www.tradingview.com/u/TraderLeibniz/ | 18 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TraderLeibniz
//@version=5
indicator("Coppock Unchanged", overlay=true, timeframe="", timeframe_gaps=true)
coppock_curve(_expr, _roc_short, _roc_long, _wma_len, _tf) =>
sum_expr = (ta.roc(_expr, _roc_short) + ta.roc(_expr, _roc_long))/100
out_expr = ta.wma(sum_expr, _wma_len)
_out = request.security(symbol=syminfo.tickerid, timeframe=_tf, expression=out_expr)
sma_expr = ta.sma(sum_expr, _wma_len)
_sma = request.security(symbol=syminfo.tickerid, timeframe=_tf, expression=sma_expr)
unch_data_expr = _expr[_roc_short]*_expr[_roc_long]*(2.0+_sma[1])/(_expr[_roc_short]+_expr[_roc_long])
_unch_data = request.security(symbol=syminfo.tickerid, timeframe=_tf, expression=unch_data_expr)
[_out, _unch_data]
cc_src = input.source(defval=close, title='Coppock Curve Input')
roc1 = input.int(defval=11, title='RoC 1')
roc2 = input.int(defval=14, title='RoC 2')
wma_len = input.int(defval=10, title='WMA Length')
[cc_out, data_cc_unch] = coppock_curve(cc_src, roc1, roc2, wma_len, timeframe.period)
ar_tf = input.timeframe("3M", "Alt Coppock Resolution", options=["65","130","195","300","1D","2D","3D","1W","2W","1M","3M","12M"])
cc_src_AR = input.source(defval=close, title='Coppock Curve Input Alt Res')
roc1_AR = input.int(defval=11, title='RoC 1 Alt Res')
roc2_AR = input.int(defval=14, title='RoC 2 Alt Res')
wma_len_AR = input.int(defval=10, title='WMA Length Alt Res')
[cc_out_AR, data_cc_unch_AR] = coppock_curve(cc_src_AR, roc1_AR, roc2_AR, wma_len_AR, ar_tf)
// -------------
plot(data_cc_unch, color=color.blue, title="Coppock Unchanged")
plot(data_cc_unch_AR, color=color.orange, title="Coppock Unchanged Alt Resolution")
|
Tunable SWMA | https://www.tradingview.com/script/ej1ADd7r-Tunable-SWMA/ | EsIstTurnt | https://www.tradingview.com/u/EsIstTurnt/ | 69 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © EsIstTurnt
//Modified From long form of ta.swma function :
//pine_swma(source) =>
//source[3] * 1 / 6 + source[2] * 2 / 6 +
//source[1] * 2 / 6 + source[0] * 1 / 6
//plot(pine_swma(close)
//SYMMETRICALLY WEIGHTED
// V
//SELECTABLY WEIGHTED
//@version=5
indicator("Tunable Selectably Weighed Moving Average",shorttitle='TSWMA',overlay=true)
tf = input.timeframe('','TimeFrame')
maInput = input.string(title="Input", defval="None", options=["None","EMA", "SMA", "VWMA", "WMA","VWAP","LRC"],group='Filter')
maOutput = input.string(title="Output", defval="None", options=["None","EMA", "SMA", "VWMA", "WMA","VWAP","LRC"],group='Filter')
length = input.int(64,'Input/Output Length',group="Filter")
customsrc = input.source(close,'Source Input')
togglesrc = input.bool(true,'Use User Selected Source',group="Source")
input = maInput == "EMA"? ta.ema(customsrc, length)
:maInput == "SMA" ? ta.sma (customsrc, length)
:maInput == "VWMA"? ta.vwma (customsrc, length)
:maInput == "WMA" ? ta.wma (customsrc, length)
:maInput == "VWAP"? ta.vwap (customsrc)
:maInput == "LRC" ? ta.linreg(customsrc, length,0)
:maInput == "None"?customsrc:na
Weight1 = input.int(16,'Weight for Bar 1 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight2 = input.int(15,'Weight for Bar 2 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight3 = input.int(14,'Weight for Bar 3 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight4 = input.int(13,'Weight for Bar 4 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight5 = input.int(12,'Weight for Bar 5 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight6 = input.int(11,'Weight for Bar 6 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight7 = input.int(10,'Weight for Bar 7 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight8 = input.int(9 ,'Weight for Bar 8 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight9 = input.int(8 ,'Weight for Bar 9 ',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight10 = input.int(8 ,'Weight for Bar 10',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight11 = input.int(7 ,'Weight for Bar 11',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight12 = input.int(7 ,'Weight for Bar 12',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight13 = input.int(6 ,'Weight for Bar 13',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight14 = input.int(6 ,'Weight for Bar 14',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight15 = input.int(5 ,'Weight for Bar 15',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Weight16 = input.int(5 ,'Weight for Bar 16',options=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],group='Weights')
Divisor1 = 1+2+2+1 // For default swma => Sum of Weight's (1,2,2,1) == Divisor
Divisor2 = (Weight1+Weight2 +Weight3 +Weight4 +Weight5 +Weight6 +Weight7 +Weight8 +Weight9 + Weight10+ Weight11+ Weight12+ Weight13+ Weight14+ Weight15+ Weight16 ) //Add weight Selections From above
int1 = input.int(0 ,' Most Recent Bar (#1)',group='Lookback')
int2 = input.int(1 ,' Previous Bar (#2) ',group='Lookback')
int3 = input.int(2 ,' Previous Bar (#3) ',group='Lookback')
int4 = input.int(3 ,' Previous Bar (#4) ',group='Lookback')
int5 = input.int(6 ,' Previous Bar (#5) ',group='Lookback')
int6 = input.int(12 ,' Previous Bar (#6) ',group='Lookback')
int7 = input.int(16 ,' Previous Bar (#7) ',group='Lookback')
int8 = input.int(24 ,' Previous Bar (#8) ',group='Lookback')
H = input.bool(true,'Use ta.highest value for 4 selections below ')
L = input.bool(true,'Use ta.lowest value for 4 selections below ')
intL = input.int(32 ,'Lowest' ,group='Lowest bar lookback ')
intH = input.int(32 ,'Highest',group='Highest bar lookback ')
int9 = input.int(64 ,' Previous Bar (#9 ) (Toggle Highest) ',group="Lookback Highest")
int10 = input.int(64 ,' Previous Bar (#10) (Toggle Lowest ) ',group="Lookback Lowest ")
int11 = input.int(96 ,' Previous Bar (#11) (Toggle Highest) ',group="Lookback Highest")
int12 = input.int(96 ,' Previous Bar (#12) (Toggle Lowest ) ',group="Lookback Lowest ")
int13 = input.int(128 ,' Previous Bar (#13) (Toggle Highest) ',group="Lookback Highest")
int14 = input.int(128 ,' Previous Bar (#14) (Toggle Lowest ) ',group="Lookback Lowest ")
int15 = input.int(256 ,' Previous Bar (#15) (Toggle Highest) ',group="Lookback Highest")
int16 = input.int(256 ,' Previous Bar (#16) (Toggle Lowest ) ',group="Lookback Lowest ")
src = ta.ema(togglesrc?input:ta.sma(math.avg(open,open[int3],open[int5])<math.avg(close,close[int3],close[int5]) ? math.avg(ta.lowest(low,16),ta.highest(high,8),close):math.avg(ta.highest(high,16),ta.lowest(low,8),close),int5),int6)
srcH1 = H? ta.highest(src[int9 ],intH):src[int9 ]
srcL1 = L? ta.lowest (src[int10],intL):src[int10]
srcH2 = H? ta.highest(src[int11],intH):src[int11]
srcL2 = L? ta.lowest (src[int12],intL):src[int12]
srcH3 = H? ta.highest(src[int13],intH):src[int13]
srcL3 = L? ta.lowest (src[int14],intL):src[int14]
srcH4 = H? ta.highest(src[int15],intH):src[int15]
srcL4 = L? ta.lowest (src[int16],intL):src[int16]
//Default SWMA
pine_swma(src) =>
src[int4] * 1 / Divisor1 +
src[int3] * 2 / Divisor1 +
src[int2] * 2 / Divisor1 +
src[int1] * 1 / Divisor1
//Configurable SWMA
tuned_swma(src) => //if Weight is Changed resulting in a different total when added together, you must change Divisor2 Above
src[int1] * Weight1 / Divisor2 +
src[int2] * Weight2 / Divisor2 +
src[int3] * Weight3 / Divisor2 +
src[int4] * Weight4 / Divisor2 +
src[int5] * Weight5 / Divisor2 +
src[int6] * Weight6 / Divisor2 +
src[int7] * Weight7 / Divisor2 +
src[int8] * Weight8 / Divisor2 +
srcH1 * Weight9 / Divisor2 +
srcL1 * Weight10 / Divisor2 +
srcH2 * Weight11 / Divisor2 +
srcL2 * Weight12 / Divisor2 +
srcH3 * Weight13 / Divisor2 +
srcL3 * Weight14 / Divisor2 +
srcH4 * Weight15 / Divisor2 +
srcL4 * Weight16 / Divisor2
basis = maOutput == "EMA"?ta.ema(tuned_swma(src), length)
:maOutput == "SMA" ? ta.sma (tuned_swma(src), length)
:maOutput == "VWMA"? ta.vwma (tuned_swma(src), length)
:maOutput == "WMA" ? ta.wma (tuned_swma(src), length)
:maOutput == "VWAP"? ta.vwap (tuned_swma(src))
:maOutput == "LRC" ? ta.linreg(tuned_swma(src), length,0)
:maOutput == "None"? tuned_swma(src):na
//Plot
plot(request.security(syminfo.ticker,tf,pine_swma (src)),color=#acfb00,title='Stock SWMA ')
plot(request.security(syminfo.ticker,tf,basis),color=#ff0000,title='Tuned SWMA')
|
Fed Net Liquidity Indicator (24-Oct-2022 update) | https://www.tradingview.com/script/smSewP0Z-Fed-Net-Liquidity-Indicator-24-Oct-2022-update/ | PragmaticMonkey | https://www.tradingview.com/u/PragmaticMonkey/ | 117 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jlb05013 (updated by Pragmatic Monkey on 20-Oct-2022)
//@version=5
indicator("Fed Net Liquidity Indicator", overlay=true, scale=scale.right)
i_res = input.timeframe('D', "Resolution", options=['D', 'W', 'M'])
unit_input = input.string('Millions', options=['Millions', 'Billions', 'Trillions'])
units = unit_input == 'Billions' ? 1e3 : unit_input == 'Millions' ? 1e0 : unit_input == 'Trillions' ? 1e6 : na
fed_bal = request.security('FRED:WALCL', i_res, close)*1e6 // trillions
tga = request.security('FRED:WTREGEN', i_res, close)*1e6 // trillions
rev_repo = request.security('FRED:RRPONTSYD', i_res, close)*1e6 // trillions
std_repo = request.security('FRED:RPONTSYD', i_res, close)*1e3 // billions
cb_liq_swaps = request.security('FRED:SWPT', i_res, close)*1e3 // billions
net_liquidity = (fed_bal - (tga + rev_repo) + std_repo + cb_liq_swaps) / (units*1e12)
var net_liquidity_offset = 10 // 2-week offset for use with daily charts
if timeframe.isdaily
net_liquidity_offset := 10
if timeframe.isweekly
net_liquidity_offset := 2
if timeframe.ismonthly
net_liquidity_offset := 0
plot(net_liquidity, title='Net Liquidity', color=color.new(color.blue, 80), style=plot.style_histogram, offset=net_liquidity_offset)
|
In Chart Currency Tickers | https://www.tradingview.com/script/TLISv42c-In-Chart-Currency-Tickers/ | hjsjshs | https://www.tradingview.com/u/hjsjshs/ | 36 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public LiceFXCM 2.0 at https://mozilla.org/MPL/2.0/
// © hjsjshs//ASIF KERIM NADUVILAPARAMBIL//
//@version=5
indicator(title='Currency Tickers', shorttitle='In Chart Currency Tickers', overlay=true)
getCloses() =>
[close, close[1]]
getArrow(bIsUp) =>
bIsUp ? ' ⯅' : ' ⯆'
getSign(bIsUp) =>
bIsUp ? '[+' : '['
getColor(bIsUp) =>
bIsUp ? #00EE00 : #EE0000
index_0 = input.symbol('XAUUSD', 'Currency #1')
index_1 = input.symbol('EURUSD', 'Currency #2')
index_2 = input.symbol('GBPUSD', 'Currency #3')
index_3 = input.symbol('USDCHF', 'Currency #4')
index_4 = input.symbol('USDJPY', 'Currency #5')
index_5 = input.symbol('USDCNH', 'Currency #6')
index_6 = input.symbol('USDRUB', 'Currency #7')
index_7 = input.symbol('AUDUSD', 'Currency #8')
index_8 = input.symbol('USDNZD', 'Currency #9')
index_9 = input.symbol('USDCAD', 'Currency #10')
index_10 = input.symbol('GBPCHF', 'Currency #11')
index_11 = input.symbol('GBPJPY', 'Currency #12')
index_12 = input.symbol('AUDCAD', 'Currency #13')
index_13 = input.symbol('AUDCHF', 'Currency #14')
index_14 = input.symbol('AUDNZD', 'Currency #15')
var table logo = table.new(position.bottom_right, 1, 1)
if barstate.islast
table.cell(logo, 0, 0, '|A|S|I|F||K|', text_size=size.normal, text_color=#0099FF,bgcolor=#00000080)
[close_0, lastClose_0] = request.security(index_0, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_1, lastClose_1] = request.security(index_1, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_2, lastClose_2] = request.security(index_2, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_3, lastClose_3] = request.security(index_3, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_4, lastClose_4] = request.security(index_4, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_5, lastClose_5] = request.security(index_5, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_6, lastClose_6] = request.security(index_6, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_7, lastClose_7] = request.security(index_7, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_8, lastClose_8] = request.security(index_8, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_9, lastClose_9] = request.security(index_9, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_10, lastClose_10] = request.security(index_10, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_11, lastClose_11] = request.security(index_11, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_12, lastClose_12] = request.security(index_12, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_13, lastClose_13] = request.security(index_13, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
[close_14, lastClose_14] = request.security(index_14, 'D', getCloses(), barmerge.gaps_off, barmerge.lookahead_on)
if barstate.islast
diff_0 = close_0 - lastClose_0
perc_0 = ((close_0 - lastClose_0)/lastClose_0*100)
isUp_0 = close_0 > lastClose_0
arrow0 = getArrow(isUp_0)
color0 = getColor(isUp_0)
sign_0 = getSign(isUp_0)
diff_1 = close_1 - lastClose_1
perc_1 = ((close_1 - lastClose_1)/lastClose_1*100)
isUp_1 = close_1 > lastClose_1
arrow1 = getArrow(isUp_1)
color1 = getColor(isUp_1)
sign_1 = getSign(isUp_1)
diff_2 = close_2 - lastClose_2
perc_2 = ((close_2 - lastClose_2)/lastClose_2*100)
isUp_2 = close_2 > lastClose_2
arrow2 = getArrow(isUp_2)
color2 = getColor(isUp_2)
sign_2 = getSign(isUp_2)
diff_3 = close_3 - lastClose_3
perc_3 = ((close_3 - lastClose_3)/lastClose_3*100)
isUp_3 = close_3 > lastClose_3
arrow3 = getArrow(isUp_3)
color3 = getColor(isUp_3)
sign_3 = getSign(isUp_3)
diff_4 = close_4 - lastClose_4
perc_4 = ((close_4 - lastClose_4)/lastClose_4*100)
isUp_4 = close_4 > lastClose_4
arrow4 = getArrow(isUp_4)
color4 = getColor(isUp_4)
sign_4 = getSign(isUp_4)
diff_5 = close_5 - lastClose_5
perc_5 = ((close_5 - lastClose_5)/lastClose_5*100)
isUp_5 = close_5 > lastClose_5
arrow5 = getArrow(isUp_5)
color5 = getColor(isUp_5)
sign_5 = getSign(isUp_5)
diff_6 = close_6 - lastClose_6
perc_6 = ((close_6 - lastClose_6)/lastClose_6*100)
isUp_6 = close_6 > lastClose_6
arrow6 = getArrow(isUp_6)
color6 = getColor(isUp_6)
sign_6 = getSign(isUp_6)
diff_7 = close_7 - lastClose_7
perc_7 = ((close_7 - lastClose_7)/lastClose_7*100)
isUp_7 = close_7 > lastClose_7
arrow7 = getArrow(isUp_7)
color7 = getColor(isUp_7)
sign_7 = getSign(isUp_7)
diff_8 = close_8 - lastClose_8
perc_8 = ((close_8 - lastClose_8)/lastClose_8*100)
isUp_8 = close_8 > lastClose_8
arrow8 = getArrow(isUp_8)
color8 = getColor(isUp_8)
sign_8 = getSign(isUp_8)
diff_9 = close_9 - lastClose_9
perc_9 = ((close_9 - lastClose_9)/lastClose_9*100)
isUp_9 = close_9 > lastClose_9
arrow9 = getArrow(isUp_9)
color9 = getColor(isUp_9)
sign_9 = getSign(isUp_9)
diff_10 = close_10 - lastClose_10
perc_10 = ((close_10 - lastClose_10)/lastClose_10*100)
isUp_10 = close_10 > lastClose_10
arrow10 = getArrow(isUp_10)
color10 = getColor(isUp_10)
sign_10 = getSign(isUp_10)
diff_11 = close_11 - lastClose_11
perc_11 = ((close_11 - lastClose_11)/lastClose_11*100)
isUp_11 = close_11 > lastClose_11
arrow11 = getArrow(isUp_11)
color11 = getColor(isUp_11)
sign_11 = getSign(isUp_11)
diff_12 = close_12 - lastClose_12
perc_12 = ((close_12 - lastClose_12)/lastClose_12*100)
isUp_12 = close_12 > lastClose_12
arrow12 = getArrow(isUp_12)
color12 = getColor(isUp_12)
sign_12 = getSign(isUp_12)
diff_13 = close_13 - lastClose_13
perc_13 = ((close_13 - lastClose_13)/lastClose_13*100)
isUp_13 = close_13 > lastClose_13
arrow13 = getArrow(isUp_13)
color13 = getColor(isUp_13)
sign_13 = getSign(isUp_13)
diff_14 = close_14 - lastClose_14
perc_14 = ((close_14 - lastClose_14)/lastClose_14*100)
isUp_14 = close_14 > lastClose_14
arrow14 = getArrow(isUp_14)
color14 = getColor(isUp_14)
sign_14 = getSign(isUp_14)
var tTickerTable = table.new(position.bottom_left, 4, 15, bgcolor=#00000080, frame_width=1, frame_color=color.black)
table.cell(tTickerTable, 0, 0, index_0, text_color=#0099FF)
table.cell(tTickerTable, 1, 0, str.tostring(close_0,"#######.######") + arrow0, text_color=color0, text_halign=text.align_right)
table.cell(tTickerTable, 2, 0, sign_0 + str.tostring(diff_0,"#######.######")+ ']'+ '[' + str.tostring(perc_0,"###.##") + '%]', text_color=color0, text_halign=text.align_left)
table.cell(tTickerTable, 0, 1, index_1, text_color=#0099FF)
table.cell(tTickerTable, 1, 1, str.tostring(close_1,"#######.#####") + arrow1, text_color=color1, text_halign=text.align_right)
table.cell(tTickerTable, 2, 1, sign_1 + str.tostring(diff_1,"#######.#####")+ ']'+ '[' + str.tostring(perc_1,"###.##") + '%]', text_color=color1, text_halign=text.align_left)
table.cell(tTickerTable, 0, 2, index_2, text_color=#0099FF)
table.cell(tTickerTable, 1, 2, str.tostring(close_2,"#######.#####") + arrow2, text_color=color2, text_halign=text.align_right)
table.cell(tTickerTable, 2, 2, sign_2 + str.tostring(diff_2,"#######.#####")+ ']'+ '[' + str.tostring(perc_2,"###.##") + '%]', text_color=color2, text_halign=text.align_left)
table.cell(tTickerTable, 0, 3, index_3, text_color=#0099FF)
table.cell(tTickerTable, 1, 3, str.tostring(close_3,"#######.#####") + arrow3, text_color=color3, text_halign=text.align_right)
table.cell(tTickerTable, 2, 3, sign_3 + str.tostring(diff_3,"#######.######")+ ']'+ '[' + str.tostring(perc_3,"###.##") + '%]', text_color=color3, text_halign=text.align_left)
table.cell(tTickerTable, 0, 4, index_4, text_color=#0099FF)
table.cell(tTickerTable, 1, 4, str.tostring(close_4,"#######.#####") + arrow4, text_color=color4, text_halign=text.align_right)
table.cell(tTickerTable, 2, 4, sign_4 + str.tostring(diff_4,"#######.######")+ ']'+ '[' + str.tostring(perc_4,"###.##") + '%]', text_color=color4, text_halign=text.align_left)
table.cell(tTickerTable, 0, 5, index_5, text_color=#0099FF)
table.cell(tTickerTable, 1, 5, str.tostring(close_5,"#######.#####") + arrow5, text_color=color5, text_halign=text.align_right)
table.cell(tTickerTable, 2, 5, sign_5 + str.tostring(diff_5,"#######.######")+ ']'+ '[' + str.tostring(perc_5,"###.##") + '%]', text_color=color5, text_halign=text.align_left)
table.cell(tTickerTable, 0, 6, index_6, text_color=#0099FF)
table.cell(tTickerTable, 1, 6, str.tostring(close_6,"#######.#####") + arrow6, text_color=color6, text_halign=text.align_right)
table.cell(tTickerTable, 2, 6, sign_6 + str.tostring(diff_6,"#######.######")+ ']'+ '[' + str.tostring(perc_6,"###.##") + '%]', text_color=color6, text_halign=text.align_left)
table.cell(tTickerTable, 0, 7, index_7, text_color=#0099FF)
table.cell(tTickerTable, 1, 7, str.tostring(close_7,"#######.#####") + arrow7, text_color=color7, text_halign=text.align_right)
table.cell(tTickerTable, 2, 7, sign_7 + str.tostring(diff_7,"#######.######")+ ']'+ '[' + str.tostring(perc_7,"###.##") + '%]', text_color=color7, text_halign=text.align_left)
table.cell(tTickerTable, 0, 8, index_8, text_color=#0099FF)
table.cell(tTickerTable, 1, 8, str.tostring(close_8,"#######.#####") + arrow8, text_color=color8, text_halign=text.align_right)
table.cell(tTickerTable, 2, 8, sign_8 + str.tostring(diff_8,"#######.######")+ ']'+ '[' + str.tostring(perc_8,"###.##") + '%]', text_color=color8, text_halign=text.align_left)
table.cell(tTickerTable, 0, 9, index_9, text_color=#0099FF)
table.cell(tTickerTable, 1, 9, str.tostring(close_9,"#######.#####") + arrow9, text_color=color9, text_halign=text.align_right)
table.cell(tTickerTable, 2, 9, sign_9 + str.tostring(diff_9,"#######.######")+ ']'+ '[' + str.tostring(perc_9,"###.##") + '%]', text_color=color9, text_halign=text.align_left)
table.cell(tTickerTable, 0, 10, index_10, text_color=#0099FF)
table.cell(tTickerTable, 1, 10, str.tostring(close_10,"#######.#####") + arrow10, text_color=color10, text_halign=text.align_right)
table.cell(tTickerTable, 2, 10, sign_10 + str.tostring(diff_10,"#######.######")+ ']'+ '[' + str.tostring(perc_10,"###.##") + '%]', text_color=color10, text_halign=text.align_left)
table.cell(tTickerTable, 0, 11, index_11, text_color=#0099FF)
table.cell(tTickerTable, 1, 11, str.tostring(close_11,"#######.#####") + arrow11, text_color=color11, text_halign=text.align_right)
table.cell(tTickerTable, 2, 11, sign_11 + str.tostring(diff_11,"#######.######")+ ']'+ '[' + str.tostring(perc_11,"###.##") + '%]', text_color=color11, text_halign=text.align_left)
table.cell(tTickerTable, 0, 12, index_12, text_color=#0099FF)
table.cell(tTickerTable, 1, 12, str.tostring(close_12,"#######.#####") + arrow12, text_color=color12, text_halign=text.align_right)
table.cell(tTickerTable, 2, 12, sign_12 + str.tostring(diff_12,"#######.######")+ ']'+ '[' + str.tostring(perc_12,"###.##") + '%]', text_color=color12, text_halign=text.align_left)
table.cell(tTickerTable, 0, 13, index_13, text_color=#0099FF)
table.cell(tTickerTable, 1, 13, str.tostring(close_13,"#######.#####") + arrow13, text_color=color13, text_halign=text.align_right)
table.cell(tTickerTable, 2, 13, sign_13 + str.tostring(diff_13,"#######.######")+ ']'+ '[' + str.tostring(perc_13,"###.##") + '%]', text_color=color13, text_halign=text.align_left)
table.cell(tTickerTable, 0, 14, index_14, text_color=#0099FF)
table.cell(tTickerTable, 1, 14, str.tostring(close_14,"#######.#####") + arrow14, text_color=color14, text_halign=text.align_right)
table.cell(tTickerTable, 2, 14, sign_14 + str.tostring(diff_14,"#######.######")+ ']'+ '[' + str.tostring(perc_14,"###.##") + '%]', text_color=color14, text_halign=text.align_left)
|
SPX Fair Value Bands V2 | https://www.tradingview.com/script/qESp7ZZh-SPX-Fair-Value-Bands-V2/ | TraderLeibniz | https://www.tradingview.com/u/TraderLeibniz/ | 84 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TraderLeibniz, an updated version of the script dharmatech and based on the liquidity concept by MaxJAnderson
// described here: https://archive.ph/gwoBq https://archive.ph/AXuMn
// Also check out the my fixed version of dharmatech's powershell script that grabs the same data:
// https://pastebin.com/NK7D89kL
//@version=5
indicator("SPX Fair Value Bands V2", overlay=true, timeframe="", timeframe_gaps=true)
var float _SCALE = 0.000001/1000 // depends on the units that TradingView decides to set from FRED
var string _NET_LIQUIDITY_EXPR = "(FRED:WALCL - FRED:WTREGEN - FRED:RRPONTSYD)"
var string _TIMEFRAME = "1D" // only RRPONTSYD data is updated daily (TGA data from treasury updates daily, but FRED:WTREGEN is weekly)
// Max J Anderson's regression of SPX vs. Net Liquidity (94% r-squared)
var float _SLOPE = 1/1.1
var float _FAIR_VALUE_OFFSET = -1625.0
var float _UPPER_BAND_OFFSET = 350.0
var float _LOWER_BAND_OFFSET = 150.0
//------------------
fred_scale = input.float(defval=_SCALE, title='FRED Unit Scaling', group="Core Settings")
netliq_expr = input.string(defval=_NET_LIQUIDITY_EXPR, title='Net Liquidity Expression', group="Core Settings")
reg_slope = input.float(defval=_SLOPE, title='Regression Slope', group="Core Settings")
reg_offset = input.float(defval=_FAIR_VALUE_OFFSET, title='Regression Offset', group="Core Settings")
//------------------
hi_offset = input.float(defval=_UPPER_BAND_OFFSET, title='Offset for Sell Band', group="Std Band Settings")
lo_offset = input.float(defval=_LOWER_BAND_OFFSET, title='Offset for Buy Band', group="Std Band Settings")
bar_offset = input.int(defval=0, title='Bar (Temporal) Offset', group="Std Band Settings")
//------------------
// Multi timeframe settings
band_tf = input.timeframe(defval=_TIMEFRAME, title="Band Timeframe",
options=["1D","2D","3D","4D","1W","2W","3W","1M","5D","6D","7D",
"8D","9D","10D","11D","12D","13D","14D","15D","16D","17D","18D",
"19D","20D","21D","22D","23D","24D"], group="Band Timeframe Settings")
bb_tf = input.timeframe(defval=_TIMEFRAME, title="Bollinger Timeframe",
options=["1D","2D","3D","4D","1W","2W","3W","1M","5D","6D","7D",
"8D","9D","10D","11D","12D","13D","14D","15D","16D","17D","18D",
"19D","20D","21D","22D","23D","24D"], group="Band Timeframe Settings")
kc_tf = input.timeframe(defval=_TIMEFRAME, title="Keltner Timeframe",
options=["1D","2D","3D","4D","1W","2W","3W","1M","5D","6D","7D","8D",
"9D","10D","11D","12D","13D","14D","15D","16D","17D","18D",
"19D","20D","21D","22D","23D","24D"], group="Band Timeframe Settings")
//------------------
scaled_expr = close*fred_scale*reg_slope + reg_offset
scaled_upper_expr = scaled_expr + hi_offset
scaled_lower_expr = scaled_expr - lo_offset
fv_band = request.security(symbol=netliq_expr, timeframe=band_tf, expression=scaled_expr)
sell_band = request.security(symbol=netliq_expr, timeframe=band_tf, expression=scaled_upper_expr)
buy_band = request.security(symbol=netliq_expr, timeframe=band_tf, expression=scaled_lower_expr)
draw_sell_band = plot(series=sell_band, color=color.new(color.fuchsia,100), offset=bar_offset, title='Sell Band')
draw_buy_band = plot(series=buy_band, color=color.new(color.teal,100), offset=bar_offset, title='Buy Band')
draw_fv_band = plot(series=fv_band, color=color.new(color.gray,0), offset=bar_offset, title='Fair Value')
//=====================================
// bollinger bands
bb_len = input.int(defval=14, title='BB (SMA) Period', group="Bollinger Band Settings")
bb_hi_stdev = input.float(defval=2.5, title='BB Sell Mult', group="Bollinger Band Settings")
bb_lo_stdev = input.float(defval=0.6, title='BB Buy Mult', group="Bollinger Band Settings")
get_bol_bands(_hi_line, _lo_line, _sma_len, _std_dev_hi, _std_dev_lo) =>
[_bb_a_sma, _bb_a_hi, _bb_a_lo] = ta.bb(_hi_line, _sma_len, _std_dev_hi)
[_bb_b_sma, _bb_b_hi, _bb_b_lo] = ta.bb(_lo_line, _sma_len, _std_dev_lo)
[_bb_a_lo, _bb_b_hi]
//=====================================
// keltner channel bands
kelt_len = input.int(defval=9, title='Keltner (EMA) Period', group="Keltner Channel Band Settings")
kelt_hi_atr = input.float(defval=1.5, title='Keltner Sell Mult', group="Keltner Channel Band Settings")
kelt_lo_atr = input.float(defval=0.5, title='Keltner Buy Mult', group="Keltner Channel Band Settings")
get_kelt_bands(_hi_line, _lo_line, _ema_len, _atr_hi, _atr_lo) =>
[_kc_a_ema, _kc_a_hi, _kc_a_lo] = ta.kc(_hi_line, _ema_len, _atr_hi)
[_kc_b_ema, _kc_b_hi, _kc_b_lo] = ta.kc(_lo_line, _ema_len, _atr_lo)
[_kc_a_ema, _kc_b_ema]
//=====================================
sell_band_bb_tf = request.security(symbol=netliq_expr, timeframe=bb_tf, expression=scaled_upper_expr)
buy_band_bb_tf = request.security(symbol=netliq_expr, timeframe=bb_tf, expression=scaled_lower_expr)
sell_band_kc_tf = request.security(symbol=netliq_expr, timeframe=kc_tf, expression=scaled_upper_expr)
buy_band_kc_tf = request.security(symbol=netliq_expr, timeframe=kc_tf, expression=scaled_lower_expr)
// ---------
[ bb_sell_band, bb_buy_band ] = get_bol_bands(sell_band_bb_tf,buy_band_bb_tf,bb_len,bb_hi_stdev,bb_lo_stdev)
draw_bb_sell_band = plot(series=bb_sell_band, color=color.new(color.fuchsia,0), offset=bar_offset, title='BB Sell Band')
draw_bb_buy_band = plot(series=bb_buy_band, color=color.new(color.teal,0), offset=bar_offset, title='BB Buy Band')
// ---------
[ kc_sell_band, kc_buy_band ] = get_kelt_bands(sell_band_kc_tf,buy_band_kc_tf,kelt_len,kelt_hi_atr,kelt_lo_atr)
draw_kc_sell_band = plot(series=kc_sell_band, color=color.new(color.fuchsia,100), offset=bar_offset, title='KC Sell Band')
draw_kc_buy_band = plot(series=kc_buy_band, color=color.new(color.teal,100), offset=bar_offset, title='KC Buy Band')
//=====================================
fill_color_src = input.source(defval=close, title='Band Fill Color Decision Source', group="Band Fill Settings")
var color _USER_SELECT_STD_BAND_FILL_BELOW_BAND_COLOR = input.color(defval=color.new(color.white,100), title='Below Band', inline='Std Band Fill Color', group='Std Band Fill Settings')
var color _USER_SELECT_STD_BAND_FILL_BELOW_FV_COLOR = input.color(defval=color.new(color.white,100), title='Below FV', inline='Std Band Fill Color', group='Std Band Fill Settings')
var color _USER_SELECT_STD_BAND_FILL_ABOVE_FV_COLOR = input.color(defval=color.new(color.white,100), title='Above FV', inline='Std Band Fill Color', group='Std Band Fill Settings')
var color _USER_SELECT_STD_BAND_FILL_ABOVE_BAND_COLOR = input.color(defval=color.new(color.white,100), title='Above Band', inline='Std Band Fill Color', group='Std Band Fill Settings')
var color _USER_SELECT_BB_BAND_FILL_BELOW_BAND_COLOR = input.color(defval=color.new(color.white,100), title='Below Band', inline='BB Fill Color', group='BB Fill Settings')
var color _USER_SELECT_BB_BAND_FILL_BELOW_FV_COLOR = input.color(defval=color.new(color.white,100), title='Below FV', inline='BB Fill Color', group='BB Fill Settings')
var color _USER_SELECT_BB_BAND_FILL_ABOVE_FV_COLOR = input.color(defval=color.new(color.white,100), title='Above FV', inline='BB Fill Color', group='BB Fill Settings')
var color _USER_SELECT_BB_BAND_FILL_ABOVE_BAND_COLOR = input.color(defval=color.new(color.white,100), title='Above Band', inline='BB Fill Color', group='BB Fill Settings')
var color _USER_SELECT_KC_BAND_FILL_BELOW_BAND_COLOR = input.color(defval=color.new(color.white,100), title='Below Band', inline='KC Fill Color', group='KC Fill Settings')
var color _USER_SELECT_KC_BAND_FILL_BELOW_FV_COLOR = input.color(defval=color.new(color.white,100), title='Below FV', inline='KC Fill Color', group='KC Fill Settings')
var color _USER_SELECT_KC_BAND_FILL_ABOVE_FV_COLOR = input.color(defval=color.new(color.white,100), title='Above FV', inline='KC Fill Color', group='KC Fill Settings')
var color _USER_SELECT_KC_BAND_FILL_ABOVE_BAND_COLOR = input.color(defval=color.new(color.white,100), title='Above Band', inline='KC Fill Color', group='KC Fill Settings')
//----
var bool below_fv_cond = false
var bool std_above_band_cond = false
var bool std_below_band_cond = false
var bool bb_above_band_cond = false
var bool bb_below_band_cond = false
var bool kc_above_band_cond = false
var bool kc_below_band_cond = false
below_fv_cond := na(fill_color_src) or na(fv_band) ? below_fv_cond[1] : fill_color_src < fv_band
std_above_band_cond := na(fill_color_src) or na(sell_band) ? std_above_band_cond[1] : fill_color_src >= sell_band
std_below_band_cond := na(fill_color_src) or na(buy_band) ? std_below_band_cond[1] : fill_color_src <= buy_band
bb_above_band_cond := na(fill_color_src) or na(bb_sell_band) ? bb_above_band_cond[1] : fill_color_src >= bb_sell_band
bb_below_band_cond := na(fill_color_src) or na(bb_buy_band) ? bb_below_band_cond[1] : fill_color_src <= bb_buy_band
kc_above_band_cond := na(fill_color_src) or na(kc_sell_band) ? kc_above_band_cond[1] : fill_color_src >= kc_sell_band
kc_below_band_cond := na(fill_color_src) or na(kc_buy_band) ? kc_below_band_cond[1] : fill_color_src <= kc_buy_band
fill(draw_sell_band, draw_buy_band,
color= std_below_band_cond ? _USER_SELECT_STD_BAND_FILL_BELOW_BAND_COLOR :
std_above_band_cond ? _USER_SELECT_STD_BAND_FILL_ABOVE_BAND_COLOR :
below_fv_cond ? _USER_SELECT_STD_BAND_FILL_BELOW_FV_COLOR: _USER_SELECT_STD_BAND_FILL_ABOVE_FV_COLOR,
title='Std Band Fill', editable=true)
fill(draw_bb_sell_band, draw_bb_buy_band,
color= bb_below_band_cond ? _USER_SELECT_BB_BAND_FILL_BELOW_BAND_COLOR :
bb_above_band_cond ? _USER_SELECT_BB_BAND_FILL_ABOVE_BAND_COLOR :
below_fv_cond ? _USER_SELECT_BB_BAND_FILL_BELOW_FV_COLOR: _USER_SELECT_BB_BAND_FILL_ABOVE_FV_COLOR,
title='Bollinger Band Fill', editable=true)
fill(draw_kc_sell_band, draw_kc_buy_band,
color= kc_below_band_cond ? _USER_SELECT_KC_BAND_FILL_BELOW_BAND_COLOR :
kc_above_band_cond ? _USER_SELECT_KC_BAND_FILL_ABOVE_BAND_COLOR :
below_fv_cond ? _USER_SELECT_KC_BAND_FILL_BELOW_FV_COLOR: _USER_SELECT_KC_BAND_FILL_ABOVE_FV_COLOR,
title='Keltner Channel Fill', editable=true)
|
Overlay - HARSI + Divergences | https://www.tradingview.com/script/6pL2Y5U5-Overlay-HARSI-Divergences/ | AlphaTurbo | https://www.tradingview.com/u/AlphaTurbo/ | 182 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LordKaan
// All credit to © geneclash & VuManChu & Arty & TheThirdFloor for their original Scripts
// TTF Based on the TMA Overlay by Arty
// Many thanks to the original script where I've extracted some code lines : Arty and TheThirdFloor
//https://www.tradingview.com/v/admGhVz7/
//https://www.tradingview.com/v/zX3fvduH/
//
// This is a trimmed down version of the OG TMA Overlay with a focus on highlighting a couple specific candlestick patterns.
// This script is organized in a way that allows each pattern to be commented-out (disabled) or uncommented (enabled) pretty easily.
//
// The original request was for 3-Line-Strike only, so that is what will be enabled/uncommented by default,
// but the engulfing code will be left in as well so that it can be turned on easily if desired.
//
// TODO: Add in a trend filter based on the trend identification method Arty discusses in his video on this candle pattern.
//
// NOTE: As-written, the symbols and 'alert()' functions are subject to repainting (firing without a confirmed signal at bar close).
// This was done deliberately as a way to give people early-warning on live charts to help give them time to prepare for an entry,
// which can be especially significant when scalping on low timeframe (1-5m) charts.
// This is open-source and open code, not to be private
//@version=5
indicator('Overlay - HARSI + Divergences + TTF ', 'Overlay - HARSI + Divergences + TTF', format=format.price, precision=0, overlay=true)
////////////////////////////////////////////////////////////////////////////////
// //
// ====== ABOUT THIS INDICATOR //
// //
// - RSI based Heikin Ashi candle oscillator //
// - Divergence based on the VuManChu Cipher B //
// //
// ====== ARTICLES and FURTHER READING //
// //
// - https://www.investopedia.com/terms/h/heikinashi.asp //
// //
// "Heikin-Ashi is a candlestick pattern technique that aims to reduce //
// some of the market noise, creating a chart that highlights trend //
// direction better than typical candlestick charts" //
// //
// ====== IDEA AND USE //
// - The use of the HA RSI indicator when in the OverSold and OverBought //
// area combined to a Divergence & a OB/OS buy/sell //
// on the Cipher B by VuManChu. //
// Can be usefull as a confluence at S/R levels. //
// Tip = 1 minute timeframe seems to work the best on FOREX //
// //
// Contributions : //
// --> Total conditions for an alert and a dot to display, resumed : //
// - Buy/Sell in OB/OS //
// - Divergence Buy/Sell //
// - RSI Overlay is in OB/OS on current bar (or was the bar before) //
// when both Buy/Sell dots from VMC appears. //
// //
// ====== DISCLAIMER //
// For Tradingview & Pinescript moderators = //
// This follow a strategy where RSI Overlay from @JayRogers script shall be //
// in OB/OS zone, while combining it with the VuManChu Cipher B Divergences //
// Buy&Sell + Buy/sell alerts In OB/OS areas. //
// Any trade decisions you make are entirely your own responsibility. //
// //
// Thanks to dynausmaux for the code
// Thanks to falconCoin for https://www.tradingview.com/script/KVfgBvDd-Market-Cipher-B-Free-version-with-Buy-and-sell/ inspired me to start this.
// Thanks to LazyBear for WaveTrend Oscillator https://www.tradingview.com/script/2KE8wTuF-Indicator-WaveTrend-Oscillator-WT/
// Thanks to RicardoSantos for https://www.tradingview.com/script/3oeDh0Yq-RS-Price-Divergence-Detector-V2/ //
////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////
// //
// ====== TOOLTIPS ====== //
// //
////////////////////////////////////////////////////////////////////////////////
string TT_HARSI = 'Period for the RSI calculations used to generate the' + 'candles. This seperate from the RSI plot/histogram length.'
string TT_PBIAS = 'Smoothing feature for the OPEN of the HARSI candles.' + '\n\nIncreases bias toward the prior open value which can' + ' help provide better visualisation of trend strength.' + '\n\n** By changing the Open values, High and Low can also' + ' be distorted - however Close will remain unchanged.'
string TT_SMRSI = 'This option smoothes the RSI in a manner similar to HA' + ' open, but uses the realtime rsi rather than the prior' + ' close value.'
string TT_STOCH = 'Uses the RSI generated by the above settings, and as such' + ' will be affected by the smoothing option.'
string TT_STFIT = 'Adjusts the vertical scaling of the stochastic, can help' + ' to prevent distortion of other data in the channel.' + '\n\nHas no impact cross conditions.'
////////////////////////////////////////////////////////////////////////////////
// //
// ====== INPUTS ====== //
// //
////////////////////////////////////////////////////////////////////////////////
// -- RSI plot config
string GROUP_PLOT = 'Config » RSI Plot'
i_source = ohlc4, group=GROUP_PLOT
i_lenRSI = 7
i_mode = true
i_showPlot = true
i_showHist = true
// -- Channel OB/OS config
string GROUP_CHAN = 'Config » OB/OS Boundaries'
i_upper = 50
i_upperx = 30
i_lower = -50
i_lowerx = -30
// Settings
// WaveTrend
wtShow = true
wtBuyShow = true
wtGoldShow = true
wtSellShow =true
wtDivShow = true
vwapShow = true
wtChannelLen = 9
wtAverageLen = 12
wtMASource = hlc3
wtMALen = 3
// WaveTrend Overbought & Oversold lines
obLevel = 53
obLevel2 = 60
obLevel3 = 100
osLevel = -53
osLevel2 = -60
osLevel3 = -75
// Divergence WT
wtShowDiv = true
wtShowHiddenDiv = false
showHiddenDiv_nl = true
wtDivOBLevel = 45
wtDivOSLevel = -65
// Divergence extra range
wtDivOBLevel_addshow = true
wtDivOBLevel_add = 15
wtDivOSLevel_add = -40
// RSI
rsiShow = false
rsiSRC = close
rsiLen = 14
rsiOversold = 30
rsiOverbought = 60
// Divergence RSI
rsiShowDiv = false
rsiShowHiddenDiv = false
rsiDivOBLevel = 60
rsiDivOSLevel = 30
// Colors
colorRed = #ff0000
colorPurple = #e600e6
colorGreen = #3fff00
colorOrange = #e2a400
colorYellow = #ffe500
colorWhite = #ffffff
colorPink = #ff00f0
colorBluelight = #31c0ff
colorWT1 = #49536151
colorWT2 = #7b9fd596
colorWT2_ = #131722
// FUNCTIONS
// Divergences
f_top_fractal(src) =>
src[4] < src[2] and src[3] < src[2] and src[2] > src[1] and src[2] > src[0]
f_bot_fractal(src) =>
src[4] > src[2] and src[3] > src[2] and src[2] < src[1] and src[2] < src[0]
f_fractalize(src) =>
f_top_fractal(src) ? 1 : f_bot_fractal(src) ? -1 : 0
f_findDivs(src, topLimit, botLimit, useLimits) =>
fractalTop = f_fractalize(src) > 0 and (useLimits ? src[2] >= topLimit : true) ? src[2] : na
fractalBot = f_fractalize(src) < 0 and (useLimits ? src[2] <= botLimit : true) ? src[2] : na
highPrev = ta.valuewhen(fractalTop, src[2], 0)[2]
highPrice = ta.valuewhen(fractalTop, high[2], 0)[2]
lowPrev = ta.valuewhen(fractalBot, src[2], 0)[2]
lowPrice = ta.valuewhen(fractalBot, low[2], 0)[2]
bearSignal = fractalTop and high[2] > highPrice and src[2] < highPrev
bullSignal = fractalBot and low[2] < lowPrice and src[2] > lowPrev
bearDivHidden = fractalTop and high[2] < highPrice and src[2] > highPrev
bullDivHidden = fractalBot and low[2] > lowPrice and src[2] < lowPrev
[fractalTop, fractalBot, lowPrev, bearSignal, bullSignal, bearDivHidden, bullDivHidden]
// WaveTrend
f_wavetrend(src, chlen, avg, malen, tf) =>
tfsrc = request.security(syminfo.tickerid, tf, src)
esa = ta.ema(tfsrc, chlen)
de = ta.ema(math.abs(tfsrc - esa), chlen)
ci = (tfsrc - esa) / (0.015 * de)
wt1 = request.security(syminfo.tickerid, tf, ta.ema(ci, avg))
wt2 = request.security(syminfo.tickerid, tf, ta.sma(wt1, malen))
wtVwap = wt1 - wt2
wtOversold = wt2 <= osLevel
wtOverbought = wt2 >= obLevel
wtCross = ta.cross(wt1, wt2)
wtCrossUp = wt2 - wt1 <= 0
wtCrossDown = wt2 - wt1 >= 0
wtCrosslast = ta.cross(wt1[2], wt2[2])
wtCrossUplast = wt2[2] - wt1[2] <= 0
wtCrossDownlast = wt2[2] - wt1[2] >= 0
[wt1, wt2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown, wtCrosslast, wtCrossUplast, wtCrossDownlast, wtVwap]
// Get higher timeframe candle
f_getTFCandle(_tf) =>
_open = request.security(ticker.heikinashi(syminfo.tickerid), _tf, open, barmerge.gaps_off, barmerge.lookahead_on)
_close = request.security(ticker.heikinashi(syminfo.tickerid), _tf, close, barmerge.gaps_off, barmerge.lookahead_on)
_high = request.security(ticker.heikinashi(syminfo.tickerid), _tf, high, barmerge.gaps_off, barmerge.lookahead_on)
_low = request.security(ticker.heikinashi(syminfo.tickerid), _tf, low, barmerge.gaps_off, barmerge.lookahead_on)
hl2 = (_high + _low) / 2.0
newBar = ta.change(_open)
candleBodyDir = _close > _open
[candleBodyDir, newBar]
// zero median rsi helper function, just subtracts 50.
f_zrsi(_source, _length) =>
ta.rsi(_source, _length) - 50
// zero median stoch helper function, subtracts 50 and includes % scaling
f_zstoch(_source, _length, _smooth, _scale) =>
float _zstoch = ta.stoch(_source, _source, _source, _length) - 50
float _smoothed = ta.sma(_zstoch, _smooth)
float _scaled = _smoothed / 100 * _scale
_scaled
// mode selectable rsi function for standard, or smoothed output
f_rsi(_source, _length, _mode) =>
// get base rsi
float _zrsi = f_zrsi(_source, _length)
// smoothing in a manner similar to HA open, but rather using the realtime
// rsi in place of the prior close value.
var float _smoothed = na
_smoothed := na(_smoothed[1]) ? _zrsi : (_smoothed[1] + _zrsi) / 2
// return the requested mode
_mode ? _smoothed : _zrsi
// RSI Heikin-Ashi generation function
f_rsiHeikinAshi(_length) =>
// get close rsi
float _closeRSI = f_zrsi(close, _length)
// emulate "open" simply by taking the previous close rsi value
float _openRSI = nz(_closeRSI[1], _closeRSI)
// the high and low are tricky, because unlike "high" and "low" by
// themselves, the RSI results can overlap each other. So first we just go
// ahead and get the raw results for high and low, and then..
float _highRSI_raw = f_zrsi(high, _length)
float _lowRSI_raw = f_zrsi(low, _length)
// ..make sure we use the highest for high, and lowest for low
float _highRSI = math.max(_highRSI_raw, _lowRSI_raw)
float _lowRSI = math.min(_highRSI_raw, _lowRSI_raw)
// ha calculation for close
float _close = (_openRSI + _highRSI + _lowRSI + _closeRSI) / 4
// Indicators
// ### 3 Line Strike
//
showBear3LS = true
showBull3LS = true
// RSI
rsi = ta.rsi(rsiSRC, rsiLen)
rsiColor = rsi <= rsiOversold ? colorGreen : rsi >= rsiOverbought ? colorRed : colorPurple
// Calculates WaveTrend
[wt1, wt2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown, wtCross_last, wtCrossUp_last, wtCrossDown_last, wtVwap] = f_wavetrend(wtMASource, wtChannelLen, wtAverageLen, wtMALen, timeframe.period)
// WT Divergences
[wtFractalTop, wtFractalBot, wtLow_prev, wtBearDiv, wtBullDiv, wtBearDivHidden, wtBullDivHidden] = f_findDivs(wt2, wtDivOBLevel, wtDivOSLevel, true)
[wtFractalTop_add, wtFractalBot_add, wtLow_prev_add, wtBearDiv_add, wtBullDiv_add, wtBearDivHidden_add, wtBullDivHidden_add] = f_findDivs(wt2, wtDivOBLevel_add, wtDivOSLevel_add, true)
[wtFractalTop_nl, wtFractalBot_nl, wtLow_prev_nl, wtBearDiv_nl, wtBullDiv_nl, wtBearDivHidden_nl, wtBullDivHidden_nl] = f_findDivs(wt2, 0, 0, false)
wtBearDivHidden_ = showHiddenDiv_nl ? wtBearDivHidden_nl : wtBearDivHidden
wtBullDivHidden_ = showHiddenDiv_nl ? wtBullDivHidden_nl : wtBullDivHidden
wtBearDivColor = wtShowDiv and wtBearDiv or wtShowHiddenDiv and wtBearDivHidden_ ? colorRed : na
wtBullDivColor = wtShowDiv and wtBullDiv or wtShowHiddenDiv and wtBullDivHidden_ ? colorGreen : na
wtBearDivColor_add = wtShowDiv and wtDivOBLevel_addshow and wtBearDiv_add or wtShowHiddenDiv and wtDivOBLevel_addshow and wtBearDivHidden_add ? #9a0202 : na
wtBullDivColor_add = wtShowDiv and wtDivOBLevel_addshow and wtBullDiv_add or wtShowHiddenDiv and wtDivOBLevel_addshow and wtBullDivHidden_add ? #1b5e20 : na
// RSI Divergences
[rsiFractalTop, rsiFractalBot, rsiLow_prev, rsiBearDiv, rsiBullDiv, rsiBearDivHidden, rsiBullDivHidden] = f_findDivs(rsi, rsiDivOBLevel, rsiDivOSLevel, true)
[rsiFractalTop_nl, rsiFractalBot_nl, rsiLow_prev_nl, rsiBearDiv_nl, rsiBullDiv_nl, rsiBearDivHidden_nl, rsiBullDivHidden_nl] = f_findDivs(rsi, 0, 0, false)
rsiBearDivHidden_ = showHiddenDiv_nl ? rsiBearDivHidden_nl : rsiBearDivHidden
rsiBullDivHidden_ = showHiddenDiv_nl ? rsiBullDivHidden_nl : rsiBullDivHidden
rsiBearDivColor = rsiShowDiv and rsiBearDiv or rsiShowHiddenDiv and rsiBearDivHidden_ ? colorRed : na
rsiBullDivColor = rsiShowDiv and rsiBullDiv or rsiShowHiddenDiv and rsiBullDivHidden_ ? colorGreen : na
// Buy signal.
buySignal = wtCross and wtCrossUp and wtOversold
buySignalDiv = wtShowDiv and wtBullDiv or wtShowDiv and wtBullDiv_add or rsiShowDiv and rsiBullDiv
buySignalDiv_color = wtBullDiv ? colorGreen : wtBullDiv_add ? color.new(colorGreen, 10) : rsiShowDiv ? colorGreen : na
// Sell signal
sellSignal = wtCross and wtCrossDown and wtOverbought
sellSignalDiv = wtShowDiv and wtBearDiv or wtShowDiv and wtBearDiv_add or rsiShowDiv and rsiBearDiv
sellSignalDiv_color = wtBearDiv ? colorRed : wtBearDiv_add ? color.new(colorRed, 10) : rsiBearDiv ? colorRed : na
// Indicators
// standard, or ha smoothed rsi for the line plot and/or histogram
float RSI = f_rsi(i_source, i_lenRSI, i_mode)
// shadow, invisible
color colShadow = color.rgb(0, 0, 0, 20)
color colNone = color.rgb(0, 0, 0, 100)
// rsi color
//color colRSI = RSI >=30 ? color.red : color.gray
color colRSI = RSI < -31 ? #00e6774a : RSI > 31 ? #ff52521a : #ffffff
//Crosses
cross_up = RSI[1] > 30
cross_down = RSI[1] < -30
crossd_up = RSI > 30
crossd_down = RSI < -30
getCandleColorIndex(barIndex) =>
int ret = na
if (close[barIndex] > open[barIndex])
ret := 1
else if (close[barIndex] < open[barIndex])
ret := -1
else
ret := 0
ret
//
// Check for engulfing candles
isEngulfing(checkBearish) =>
// In an effort to try and make this a bit more consistent, we're going to calculate and compare the candle body sizes
// to inform the engulfing or not decision, and only use the open vs close comparisons to identify the candle "color"
ret = false
sizePrevCandle = close[1] - open[1] // negative numbers = red, positive numbers = green, 0 = doji
sizeCurrentCandle = close - open // negative numbers = red, positive numbers = green, 0 = doji
isCurrentLagerThanPrevious = (math.abs(sizeCurrentCandle) > math.abs(sizePrevCandle)) ? true : false
// We now have the core info to evaluate engulfing candles
switch checkBearish
true =>
// Check for bearish engulfing (green candle followed by a larger red candle)
isGreenToRed = ((getCandleColorIndex(0) < 0) and (getCandleColorIndex(1) > 0)) ? true : false
ret := (isCurrentLagerThanPrevious and isGreenToRed) ? true : false
false =>
// Check for bullish engulfing (red candle followed by a larger green candle)
isRedToGreen = ((getCandleColorIndex(0) > 0) and (getCandleColorIndex(1) < 0)) ? true : false
ret := (isCurrentLagerThanPrevious and isRedToGreen) ? true : false
=> ret := false // This should be impossible to trigger...
ret
//
// Helper functions that wraps the isEngulfing above...
isBearishEngulfuing() =>
ret = isEngulfing(true)
ret
//
isBullishEngulfuing() =>
ret = isEngulfing(false)
ret
//
// Functions to check for 3 consecutive candles of one color, followed by an engulfing candle of the opposite color
//
// Bearish 3LS = 3 green candles immediately followed by a bearish engulfing candle
is3LSBear() =>
ret = false
is3LineSetup = ((getCandleColorIndex(1) > 0) and (getCandleColorIndex(2) > 0) and (getCandleColorIndex(3) > 0)) ? true : false
ret := (is3LineSetup and isBearishEngulfuing()) ? true : false
ret
//
// Bullish 3LS = 3 red candles immediately followed by a bullish engulfing candle
is3LSBull() =>
ret = false
is3LineSetup = ((getCandleColorIndex(1) < 0) and (getCandleColorIndex(2) < 0) and (getCandleColorIndex(3) < 0)) ? true : false
ret := (is3LineSetup and isBullishEngulfuing()) ? true : false
ret
// ### 3 Line Strike
is3LSBearSig = is3LSBear() and crossd_up
is3LSBullSig = is3LSBull() and crossd_down
/// Plots
// Standard plots for the 3LS signal
plotshape(showBull3LS ? is3LSBullSig : na, style=shape.triangleup, color=color.rgb(0, 255, 0, 0), location=location.belowbar, size=size.small, text='3LS-Bull', title='3 Line Strike Up')
plotshape(showBear3LS ? is3LSBearSig : na, style=shape.triangledown, color=color.rgb(255, 0, 0, 0), location=location.abovebar, size=size.small, text='3LS-Bear', title='3 Line Strike Down')
plotchar(cross_down[1] and wtBuyShow and buySignal[2] and wtDivShow and buySignalDiv ? -20 : na, title='Divergence buy circle + Buy + RSI OS', char='·', color=color.new(colorGreen, 0), location=location.belowbar, size=size.large, offset=-2)
plotchar(cross_up[1] and wtSellShow and sellSignal[2] and wtDivShow and sellSignalDiv ? 20 : na, title='Divergence sell circle + Sell + RSI OB', char='·', color=color.new(colorRed, 0), location=location.abovebar, size=size.large, offset=-2)
plotchar(cross_down[1] and wtBuyShow and buySignal[2] ? -20 : na, title='Buy + RSI OS', char='·', color=color.new(colorGreen, 70), location=location.belowbar, size=size.normal, offset=-2)
plotchar(cross_up[1] and wtSellShow and sellSignal[2] ? 20 : na, title='Sell + RSI OB', char='·', color=color.new(colorRed, 70), location=location.abovebar, size=size.normal, offset=-2)
/// Alerts
alertcondition((cross_down[1] and wtBuyShow and buySignal[2] and wtDivShow and buySignalDiv) or (cross_up[1] and wtSellShow and sellSignal[2] and wtDivShow and sellSignalDiv), title='Buy/Sell Signal Triggered', message='Buy/Sell Signal {{exchange}}:{{ticker}}')
alertcondition(is3LSBear() and crossd_up or is3LSBull() and crossd_down, title='3LineStrike Buy/Sell alert', message='3Line Strike Buy or Sell triggered on {{exchange}}:{{ticker}}' ) |
HL-Average | https://www.tradingview.com/script/T2NIEzDR/ | Shinichi-Kagami | https://www.tradingview.com/u/Shinichi-Kagami/ | 19 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Shinichi-Kagami
//@version=5
indicator("HL-Average",overlay=true,shorttitle="HLA")
LLngth=input(70,title="Period")
plot(ta.highest(LLngth),title="High",color=color.orange,style=plot.style_circles)
plot(ta.lowest(LLngth),title="Low",color=color.orange,style=plot.style_circles)
plot((ta.highest(LLngth)+ta.lowest(LLngth))/2,title="Average",color=color.green,style=plot.style_circles) |
Mega Pendulum Indicator | https://www.tradingview.com/script/XwIHoaZZ-Mega-Pendulum-Indicator/ | Sofien-Kaabar | https://www.tradingview.com/u/Sofien-Kaabar/ | 60 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Sofien-Kaabar
//@version=5
indicator("Mega Pendulum Indicator")
width = input(defval = 13, title = 'Width')
lookback = input(defval = 5, title = 'Lookback')
difference = close - close[width]
variation = ta.stdev(difference, width)
ratio = difference / variation
pendul = ta.sma(ratio, lookback)
pendulum = ta.rsi(pendul, 14)
signal = ta.sma(pendulum, 5)
upside_momentum_gauge = 0
if high > high[1] and close > open
upside_momentum_gauge := 2
if high > high[1] and close < open
upside_momentum_gauge := 1
if high < high[1] and close > open
upside_momentum_gauge := 1
if high < high[1] and close < open
upside_momentum_gauge := 0
downside_momentum_gauge = 0
if low > low[1] and close > open
downside_momentum_gauge := 0
if low > low[1] and close < open
downside_momentum_gauge := 1
if low < low[1] and close > open
downside_momentum_gauge := 1
if low < low[1] and close < open
downside_momentum_gauge := 2
raw_swing = upside_momentum_gauge - downside_momentum_gauge
swing_indicator = raw_swing + raw_swing[1] + raw_swing[2] + raw_swing[3] + raw_swing[4] + raw_swing[5] + raw_swing[6] + raw_swing[7]
plot(swing_indicator, color = color.black)
hline(10, color = color.red)
hline(-10, color = color.red)
plot(pendulum, color = color.green)
plot(signal, color = color.purple)
hline(80, color = color.blue)
hline(20, color = color.blue)
|
Yield Curve (2-10yr) | https://www.tradingview.com/script/5KNJX8XN-Yield-Curve-2-10yr/ | capriole_charles | https://www.tradingview.com/u/capriole_charles/ | 109 | study | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © charles edwards
//@version=4
study("Yield Curve (2-10yr)", overlay=false)
TwoYear = security("DGS2", "D", close)
TenYear = security("DGS10", "D", close)
YC = (TenYear - TwoYear)
curveO = plot(YC)
lineO = plot(0, color=color.gray)
fill(plot1=curveO, plot2=lineO, color= YC<0 ? color.new(color.red,70): na, title="Inverted")
// Sourcing
var table_source = table(na)
table_source := table.new(position=position.bottom_left, columns=1, rows=1, bgcolor=color.white, border_width=1)
table.cell(table_source, 0, 0, text="Source: Capriole Investments Limited", bgcolor=color.white, text_color=color.black, width=20, height=7, text_size=size.normal, text_halign=text.align_left) |
Higher Time Frame Average True Ranges | https://www.tradingview.com/script/gNqLclP0-Higher-Time-Frame-Average-True-Ranges/ | UnknownUnicorn30488523 | https://www.tradingview.com/u/UnknownUnicorn30488523/ | 58 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ssxsnowboarder inspired by TOS users 7of9 and John J. Smith
//This code compares the calculates the daily, weekly, and monthly true ranges and compares it to their average true ranges using a higher time frame function.
//The goal is to help traders select the most probable strike price for an given expiration and determine possible exit strategies.
//@version=5
indicator(title="Higher Time Frame Average True Ranges", shorttitle="HTF ATR", overlay=true)
//Average True Range
length = input.int(title="ATR Length", defval=1, minval=1)
ATRlength = input.int(title="ATR Length", defval=14, minval=1)
DTR = ta.atr(length)
ATR = ta.atr(ATRlength)
//Defines higher time frames for ATR
string tf = ""
security(sym, res, src) =>
request.security(sym, res, src)
//DTR/ATR
DTRpct = math.round(DTR/ATR*100, 0)
//WTR/ATR
float WATR = security(syminfo.tickerid, 'W', ATR)
float WTR = security(syminfo.tickerid, 'W', DTR)
WTRpct = math.round(WTR/WATR*100, 0)
//MTR/ATR
float MATR = security(syminfo.tickerid, 'M', ATR)
float MTR = security(syminfo.tickerid, 'M', DTR)
MTRpct = math.round(MTR/MATR*100, 0)
//QTR/ATR
float QATR = security(syminfo.tickerid, '3M', ATR)
float QTR = security(syminfo.tickerid, '3M', DTR)
QTRpct = math.round(QTR/QATR*100, 0)
//Initialize color variables
DCLR=input.color(color.orange)
WCLR=input.color(color.orange)
MCLR=input.color(color.orange)
QCLR=input.color(color.orange)
//Selects DTR Color
if(DTRpct<81)
DCLR:=input.color(color.green)
else if(DTRpct>=100)
DCLR:=input.color(color.red)
else
DCLR:=input.color(color.orange)
//Selects WTR Color
if(WTRpct<81)
WCLR:=input.color(color.green)
else if(WTRpct>=100)
WCLR:=input.color(color.red)
else
WCLR:=input.color(color.orange)
//Selects MTR Color
if(MTRpct<81)
MCLR:=input.color(color.green)
else if(MTRpct>=100)
MCLR:=input.color(color.red)
else
MCLR:=input.color(color.orange)
//Selects QTR Color
if(QTRpct<81)
QCLR:=input.color(color.green)
else if(QTRpct>=100)
QCLR:=input.color(color.red)
else
QCLR:=input.color(color.orange)
//Creates a table for the ratios
var table table = table.new(position.top_right, 7, 4)
//Creates DTR/ATR Row
table.cell(table, 0, 0, str.tostring("DTR"), bgcolor=DCLR)//Titles and fills table
table.cell(table, 1, 0, str.tostring(math.round(DTR,2)), bgcolor=DCLR)//Titles and fills table
table.cell(table, 2, 0, str.tostring("vs"), bgcolor=DCLR)//Titles and fills table
table.cell(table, 3, 0, str.tostring("DATR"), bgcolor=DCLR)//Titles and fills table
table.cell(table, 4, 0, str.tostring(math.round(ATR,2)), bgcolor=DCLR)//Titles and fills table
table.cell(table, 5, 0, str.tostring(DTRpct), bgcolor=DCLR)//Titles and fills table
table.cell(table, 6, 0, str.tostring("%"), bgcolor=DCLR)//Titles and fills table
//Creates WTR/ATR Row
table.cell(table, 0, 1, str.tostring("WTR"), bgcolor=WCLR)//Titles and fills table
table.cell(table, 1, 1, str.tostring(math.round(WTR,2)), bgcolor=WCLR)//Titles and fills table
table.cell(table, 2, 1, str.tostring("vs"), bgcolor=WCLR)//Titles and fills table
table.cell(table, 3, 1, str.tostring("WATR"), bgcolor=WCLR)//Titles and fills table
table.cell(table, 4, 1, str.tostring(math.round(WATR,2)), bgcolor=WCLR)//Titles and fills table
table.cell(table, 5, 1, str.tostring(WTRpct), bgcolor=WCLR)//Titles and fills table
table.cell(table, 6, 1, str.tostring("%"), bgcolor=WCLR)//Titles and fills table
//Creates MTR/ATR Row
table.cell(table, 0, 2, str.tostring("MTR"), bgcolor=MCLR)//Titles and fills table
table.cell(table, 1, 2, str.tostring(math.round(MTR,2)), bgcolor=MCLR)//Titles and fills table
table.cell(table, 2, 2, str.tostring("vs"), bgcolor=MCLR)//Titles and fills table
table.cell(table, 3, 2, str.tostring("MATR"), bgcolor=MCLR)//Titles and fills table
table.cell(table, 4, 2, str.tostring(math.round(MATR,2)), bgcolor=MCLR)//Titles and fills table
table.cell(table, 5, 2, str.tostring(MTRpct), bgcolor=MCLR)//Titles and fills table
table.cell(table, 6, 2, str.tostring("%"), bgcolor=MCLR)//Titles and fills table
//Creates QTR/ATR Row
table.cell(table, 0, 3, str.tostring("QTR"), bgcolor=QCLR)//Titles and fills table
table.cell(table, 1, 3, str.tostring(math.round(QTR,2)), bgcolor=QCLR)//Titles and fills table
table.cell(table, 2, 3, str.tostring("vs"), bgcolor=QCLR)//Titles and fills table
table.cell(table, 3, 3, str.tostring("QATR"), bgcolor=QCLR)//Titles and fills table
table.cell(table, 4, 3, str.tostring(math.round(QATR,2)), bgcolor=QCLR)//Titles and fills table
table.cell(table, 5, 3, str.tostring(QTRpct), bgcolor=QCLR)//Titles and fills table
table.cell(table, 6, 3, str.tostring("%"), bgcolor=QCLR)//Titles and fills table
//DTR, WTR, MTR, and QTR Plots
float UpperDTR=open+ATR
float LowerDTR=open-ATR
float UpperWTR = security(syminfo.tickerid, 'W', open)+WATR
float LowerWTR = security(syminfo.tickerid, 'W', open)-WATR
float UpperMTR = security(syminfo.tickerid, 'M', open)+MATR
float LowerMTR = security(syminfo.tickerid, 'M', open)-MATR
float UpperQTR = security(syminfo.tickerid, '3M', open)+QATR
float LowerQTR = security(syminfo.tickerid, '3M', open)-QATR
plot(UpperDTR, title="Upper DTR", color=color.red, linewidth=1, show_last = 1, trackprice = true)
plot(LowerDTR, title="Lower DTR", color=color.red, linewidth=1, show_last = 1, trackprice = true)
plot(UpperWTR, title="Upper WTR", color=color.green, linewidth=1, show_last = 1, trackprice = true)
plot(LowerWTR, title="Lower WTR", color=color.green, linewidth=1, show_last = 1, trackprice = true)
plot(UpperMTR, title="Upper MTR", color=color.blue, linewidth=1, show_last = 1, trackprice = true)
plot(LowerMTR, title="Lower MTR", color=color.blue, linewidth=1, show_last = 1, trackprice = true)
plot(UpperQTR, title="Upper QTR", color=color.purple, linewidth=1, show_last = 1, trackprice = true)
plot(LowerQTR, title="Lower QTR", color=color.purple, linewidth=1, show_last = 1, trackprice = true) |
MTF Fantastic Stochastic (FS+) | https://www.tradingview.com/script/XPJLyw3Q-MTF-Fantastic-Stochastic-FS/ | tvenn | https://www.tradingview.com/u/tvenn/ | 133 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © tvenn
//@version=5
indicator(title="MTF Fantastic Stochastic (FS+)", shorttitle="FS+", overlay = true, max_bars_back = 1000, max_lines_count = 400, max_labels_count = 400)
//=Constants
green = #95BD5F
red = #EA1889
// =MTF Stoch
//==================================================================================================================================
grp_MTFSRSI = "MTF Stoch RSI"
smoothK = input.int(3, "K", minval=1, group=grp_MTFSRSI)
smoothD = input.int(3, "D", minval=1, group=grp_MTFSRSI)
lengthRSI = input.int(14, "RSI Length", minval=1, group=grp_MTFSRSI)
lengthStoch = input.int(14, "Stochastic Length", minval=1, group=grp_MTFSRSI)
rsi1 = ta.rsi(close, lengthRSI)
k = ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = ta.sma(k, smoothD)
grp_CTFSRSI1 = "Show current timeframe OB/OS in ribbon"
includeCurrentTFOBOS = input(false, title="Show current timeframe OB/OS in ribbon", group=grp_CTFSRSI1, tooltip="this will include in the ribbon indications where the Stoch RSI is overbought or oversold on the current timeframe")
CTF_1 = input.string("Chart", title="CTF", options=["Chart"], group=grp_CTFSRSI1, inline="tf1")
CTF_OSTHRESH_1 = input(20, title="", group=grp_CTFSRSI1, inline="tf1")
CTF_OBTHRESH_1 = input(80, title="", group=grp_CTFSRSI1, inline="tf1")
//Primary MTF Stoch RSI confluences
grp_MTFSRSI1 = "MTF Stoch RSI #1"
enableOBOS_1 = input(true, title="Show MTF #1 Stoch RSI OB/OS in ribbon", group=grp_MTFSRSI1, tooltip="This will color a ribbon on the chart to indicate where the MTF Stoch RSI is oversold and overbought.")
useBgColorMTFStochOBOS_1 = input(true, title="Color background where MTF #1 Stoch RSI OB/OS", group=grp_MTFSRSI1, tooltip="This will color the background of the chart to indicate where the MTF Stoch RSI is oversold and overbought.")
useBarColorMTFStochOBOS_1 = input(false, title="Color candles where MTF #1 Stoch RSI OB/OS", group=grp_MTFSRSI1, tooltip="This will color the candles on the chart to indicate where the MTF Stoch RSI is oversold and overbought.")
overboughtColor_1 = input.color(red, title="Stoch overbought color", group=grp_MTFSRSI1)
oversoldColor_1 = input.color(green, title="Stoch oversold color", group=grp_MTFSRSI1)
grp_MTFSRSI1_ = "Stoch RSI MTF #1 [Timeframe] [OS level] [OB level]"
TF_1 = input.string("1", title="TF1", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI1_, inline="mtf1")
TF_2 = input.string("5", title="TF2", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI1_, inline="mtf2")
TF_3 = input.string("15", title="TF3", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI1_, inline="mtf3")
MTF_OSTHRESH_1 = input(20, title="", group=grp_MTFSRSI1_, inline="mtf1")
MTF_OSTHRESH_2 = input(20, title="", group=grp_MTFSRSI1_, inline="mtf2")
MTF_OSTHRESH_3 = input(20, title="", group=grp_MTFSRSI1_, inline="mtf3")
MTF_OBTHRESH_1 = input(80, title="", group=grp_MTFSRSI1_, inline="mtf1")
MTF_OBTHRESH_2 = input(80, title="", group=grp_MTFSRSI1_, inline="mtf2")
MTF_OBTHRESH_3 = input(80, title="", group=grp_MTFSRSI1_, inline="mtf3")
MTF1 = request.security(syminfo.tickerid, TF_1 == "Chart" ? "" : TF_1, k, barmerge.gaps_off)
MTF2 = request.security(syminfo.tickerid, TF_2 == "Chart" ? "" : TF_2, k, barmerge.gaps_off)
MTF3 = request.security(syminfo.tickerid, TF_3 == "Chart" ? "" : TF_3, k, barmerge.gaps_off)
allMTFStochOB_1 = (MTF1 > MTF_OBTHRESH_1 and MTF2 > MTF_OBTHRESH_2 and MTF3 > MTF_OBTHRESH_3)
allMTFStochOS_1 = (MTF1 < MTF_OSTHRESH_1 and MTF2 < MTF_OSTHRESH_2 and MTF3 < MTF_OSTHRESH_3)
obColor_1 = (k > CTF_OBTHRESH_1+10 ? color.new(overboughtColor_1, 50) : enableOBOS_1 and k > CTF_OBTHRESH_1 ? color.new(overboughtColor_1, 70) : na)
osColor_1 = (k < CTF_OSTHRESH_1-10 ? color.new(oversoldColor_1, 50) : enableOBOS_1 and k < CTF_OSTHRESH_1 ? color.new(oversoldColor_1, 70) : na)
allOBColor_1 = (allMTFStochOB_1 ? overboughtColor_1 : na)
allOSColor_1 = (allMTFStochOS_1 ? oversoldColor_1 : na)
plotchar(k, title="Current TF SRSI overbought", color=(includeCurrentTFOBOS ? obColor_1 : na), char="■", location=location.bottom)
plotchar(k, title="Current TF SRSI oversold", color=(includeCurrentTFOBOS ? osColor_1 : na), char="■", location=location.bottom)
plotchar(k, title="3x TF all overbought", color=(enableOBOS_1 ? allOBColor_1 : na), char="■", location=location.bottom)
plotchar(k, title="3x TF all oversold", color=(enableOBOS_1 ? allOSColor_1 : na), char="■", location=location.bottom)
//bgcolor
bgcolor((useBgColorMTFStochOBOS_1 and allMTFStochOB_1 ? color.new(allOBColor_1, 90) : (useBgColorMTFStochOBOS_1 and allMTFStochOS_1 ? color.new(allOSColor_1, 90) : na)), title='Stoch RSI OB/OS background colour')
barcolor(useBarColorMTFStochOBOS_1 and allMTFStochOB_1 ? allOBColor_1 : (useBarColorMTFStochOBOS_1 and allMTFStochOS_1 ? allOSColor_1 : na))
//Secondary MTF Stoch RSI confluences
grp_MTFSRSI2 = "MTF Stoch RSI #2"
enableOBOS_2 = input(true, title="Show MTF #2 Stoch RSI OB/OS in ribbon", group=grp_MTFSRSI2, tooltip="This will color a ribbon on the chart to indicate where the MTF Stoch RSI is oversold and overbought.")
useBgColorMTFStochOBOS_2 = input(false, title="Color background where MTF #2 Stoch RSI OB/OS", group=grp_MTFSRSI2, tooltip="This will color the background of the chart to indicate where the MTF Stoch RSI is oversold and overbought.")
useBarColorMTFStochOBOS_2 = input(false, title="Color candles where MTF #2 Stoch RSI OB/OS", group=grp_MTFSRSI2, tooltip="This will color the candles on the chart to indicate where the MTF Stoch RSI is oversold and overbought.")
overboughtColor_2 = input.color(color.rgb(255, 68, 68, 50), title="Stoch overbought color", group=grp_MTFSRSI2)
oversoldColor_2 = input.color(color.rgb(43, 117, 46, 50), title="Stoch oversold color", group=grp_MTFSRSI2)
grp_MTFSRSI2_= "Stoch RSI MTF #2 [Timeframe] [OS level] [OB level]"
TF_1_2 = input.string("15", title="TF1", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI2_, inline="mtf1")
TF_2_2 = input.string("30", title="TF2", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI2_, inline="mtf2")
TF_3_2 = input.string("120", title="TF3", options=["Chart", "1", "2", "3", "4", "5", "8", "10", "15", "20", "30", "45", "60", "120", "240"], group=grp_MTFSRSI2_, inline="mtf3")
MTF_OSTHRESH_1_2 = input(20, title="", group=grp_MTFSRSI2_, inline="mtf1")
MTF_OSTHRESH_2_2 = input(20, title="", group=grp_MTFSRSI2_, inline="mtf2")
MTF_OSTHRESH_3_2 = input(20, title="", group=grp_MTFSRSI2_, inline="mtf3")
MTF_OBTHRESH_1_2 = input(80, title="", group=grp_MTFSRSI2_, inline="mtf1")
MTF_OBTHRESH_2_2 = input(80, title="", group=grp_MTFSRSI2_, inline="mtf2")
MTF_OBTHRESH_3_2 = input(80, title="", group=grp_MTFSRSI2_, inline="mtf3")
MTF1_2 = request.security(syminfo.tickerid, TF_1_2 == "Chart" ? "" : TF_1_2, k, barmerge.gaps_off)
MTF2_2 = request.security(syminfo.tickerid, TF_2_2 == "Chart" ? "" : TF_2_2, k, barmerge.gaps_off)
MTF3_2 = request.security(syminfo.tickerid, TF_3_2 == "Chart" ? "" : TF_3_2, k, barmerge.gaps_off)
allMTFStochOB_2 = (MTF1_2 > MTF_OBTHRESH_1_2 and MTF2_2 > MTF_OBTHRESH_2_2 and MTF3_2 > MTF_OBTHRESH_3_2)
allMTFStochOS_2 = (MTF1_2 < MTF_OSTHRESH_1_2 and MTF2_2 < MTF_OSTHRESH_2_2 and MTF3_2 < MTF_OSTHRESH_3_2)
obColor_2 = (k > 90 ? color.new(overboughtColor_2, 50) : enableOBOS_2 and k > 80 ? color.new(overboughtColor_2, 70) : na)
osColor_2 = (k < 10 ? color.new(oversoldColor_2, 50) : enableOBOS_2 and k < 20 ? color.new(oversoldColor_2, 70) : na)
allOBColor_2 = (allMTFStochOB_2 ? overboughtColor_2 : na)
allOSColor_2 = (allMTFStochOS_2 ? oversoldColor_2 : na)
plotchar(k, title="3x TF all overbought", color=(enableOBOS_2 ? allOBColor_2 : na), char="■", location=location.bottom)
plotchar(k, title="3x TF all oversold", color=(enableOBOS_2 ? allOSColor_2 : na), char="■", location=location.bottom)
bgcolor((useBgColorMTFStochOBOS_2 and allMTFStochOB_2 ? color.new(allOBColor_2, 90) : (useBgColorMTFStochOBOS_2 and allMTFStochOS_2 ? color.new(allOSColor_2, 90) : na)), title='Stoch RSI OB/OS background colour')
barcolor(useBarColorMTFStochOBOS_2 and allMTFStochOB_2 ? allOBColor_2 : (useBarColorMTFStochOBOS_2 and allMTFStochOS_2 ? allOSColor_1 : na))
//Alerts
alertcondition((allMTFStochOB_1 and not allMTFStochOB_1[1]) or (allMTFStochOS_1 and not allMTFStochOS_1[1]), title="MTF #1 Stoch OB/OS Detected in FS+", message="MTF #1 Stoch OB/OS Detected in FS+")
alertcondition((allMTFStochOB_1 and not allMTFStochOB_1[1]), title="MTF #1 Stoch Overbought Detected in FS+", message="MTF #1 Stoch Overbought Detected in FS+")
alertcondition((allMTFStochOS_1 and not allMTFStochOS_1[1]), title="MTF #1 Stoch Oversold Detected in FS+", message="MTF #1 Stoch Oversold Detected in FS+")
alertcondition((allMTFStochOB_2 and not allMTFStochOB_2[1]) or (allMTFStochOS_2 and not allMTFStochOS_2[1]), title="MTF #2 Stoch OB/OS Detected in FS+", message="MTF #2 Stoch OB/OS Detected in FS+")
alertcondition((allMTFStochOB_2 and not allMTFStochOB_2[1]), title="MTF #2 Stoch Overbought Detected in FS+", message="MTF #2 Stoch Overbought Detected in FS+")
alertcondition((allMTFStochOS_2 and not allMTFStochOS_2[1]), title="MTF #2 Stoch Oversold Detected in FS+", message="MTF #2 Stoch Oversold Detected in FS+")
//Oscillator value table
grp_TABLE = "MTF Table"
showMTFVals = input(false, title="Show MTF table for", group=grp_TABLE, inline="table")
MTFTableType = input.string("MTF #1 & #2", options=["MTF #1", "MTF #2", "MTF #1 & #2"], title="", group=grp_TABLE, inline="table")
dashboardSize = input.string(title='', defval='Mobile', options=['Mobile', 'Desktop'], group=grp_TABLE, inline="table")
labelPos = input.string(title="Table position", defval='Top right', options=['Top right', 'Top left', 'Bottom right', 'Bottom left'], group=grp_TABLE)
MTFLabelColor = input(color.new(color.white, 100), title="Table color", group=grp_TABLE)
valueColor = color.new(color.white, 30)
labelColor = color.new(color.white, 70)
_MTF1labelColor(val, ob, os) =>
val > ob ? overboughtColor_1 : (val < os ? oversoldColor_1 : valueColor)
_MTF2labelColor(val, ob, os) =>
val > ob ? overboughtColor_2 : (val < os ? oversoldColor_2 : valueColor)
_labelPos = switch labelPos
"Top right" => position.top_right
"Top left" => position.top_left
"Bottom right" => position.bottom_right
"Bottom left" => position.bottom_left
_size = switch dashboardSize
"Mobile" => size.small
"Desktop" => size.normal
//Oscillator value label
var table label = table.new(position.top_right, 4, 4, bgcolor = MTFLabelColor, frame_width = 0, frame_color = color.new(color.gray, 100))
// We only populate the table on the last bar.
if barstate.islast and showMTFVals
if (MTFTableType=="MTF #1")
table.cell(label, 0, 0, text="StochRSI", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 1, text=TF_1+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 1, text=str.tostring(math.floor(MTF1)), width=3, text_color=_MTF1labelColor(MTF1, MTF_OBTHRESH_1, MTF_OSTHRESH_1), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 2, text=TF_2+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 2, text=str.tostring(math.floor(MTF2)), width=3, text_color=_MTF1labelColor(MTF2, MTF_OBTHRESH_2, MTF_OSTHRESH_2), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 3, text=TF_3+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 3, text=str.tostring(math.floor(MTF3)), width=3, text_color=_MTF1labelColor(MTF3, MTF_OBTHRESH_3, MTF_OSTHRESH_3), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
else if (MTFTableType=="MTF #2")
table.cell(label, 0, 0, text="StochRSI", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 1, text=TF_1_2+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 1, text=str.tostring(math.floor(MTF1_2)), width=3, text_color=_MTF2labelColor(MTF1_2, MTF_OBTHRESH_1_2, MTF_OSTHRESH_1_2), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 2, text=TF_2_2+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 2, text=str.tostring(math.floor(MTF2_2)), width=3, text_color=_MTF2labelColor(MTF2_2, MTF_OBTHRESH_2_2, MTF_OSTHRESH_2_2), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 3, text=TF_3_2+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 3, text=str.tostring(math.floor(MTF3_2)), width=3, text_color=_MTF2labelColor(MTF3_2, MTF_OBTHRESH_3_2, MTF_OSTHRESH_3_2), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
else if (MTFTableType=="MTF #1 & #2")
table.cell(label, 0, 0, text="StochRSI", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 1, text=TF_1+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 1, text=str.tostring(math.floor(MTF1)), width=3, text_color=_MTF1labelColor(MTF1, MTF_OBTHRESH_1, MTF_OSTHRESH_1), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 2, text=TF_2+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 2, text=str.tostring(math.floor(MTF2)), width=3, text_color=_MTF1labelColor(MTF2, MTF_OBTHRESH_2, MTF_OSTHRESH_2), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 0, 3, text=TF_3+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 1, 3, text=str.tostring(math.floor(MTF3)), width=3, text_color=_MTF1labelColor(MTF3, MTF_OBTHRESH_3, MTF_OSTHRESH_3), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 2, 1, text=TF_1_2+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 3, 1, text=str.tostring(math.floor(MTF1_2)), width=3, text_color=_MTF2labelColor(MTF1_2, MTF_OBTHRESH_1_2, MTF_OSTHRESH_1_2), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 2, 2, text=TF_2_2+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 3, 2, text=str.tostring(math.floor(MTF2_2)), width=3, text_color=_MTF2labelColor(MTF2_2, MTF_OBTHRESH_2_2, MTF_OSTHRESH_2_2), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
table.cell(label, 2, 3, text=TF_3_2+"m", text_color=labelColor, text_halign=text.align_left, text_size=size.small, bgcolor=color.new(#000000, 100))
table.cell(label, 3, 3, text=str.tostring(math.floor(MTF3_2)), width=3, text_color=_MTF2labelColor(MTF3_2, MTF_OBTHRESH_3_2, MTF_OSTHRESH_3_2), text_halign=text.align_right, text_size=_size, bgcolor=color.new(#000000, 100))
|
ICT IPDA Look Back | https://www.tradingview.com/script/rTJEJb5v-ICT-IPDA-Look-Back/ | toodegrees | https://www.tradingview.com/u/toodegrees/ | 1,690 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © toodegrees
//@version=5
indicator("ICT IPDA Look Back°",
shorttitle = "ICT IPDA LB°",
overlay = true)
//#region [Functions & Errors]
percenter(top, bottom) =>
math.round(((close - bottom) / (top - bottom)) * 100, 1)
//#endregion
//#region [Settings]
plotType = input.string("Boxes",
title = "IPDA Plot Format",
group = "PLOT SETTINGS",
inline = 'tt',
options = ["Boxes", "Table A", "Table B"],
tooltip = "'Boxes' plots proper IPDA ranges;\n" +
"'Table A' shows Discount / Premium label;\n" +
"'Table B' shows the distance from Equilibirum in %.")
_showT = input.bool(true,
title = "Show Text",
group = "PLOT SETTINGS",
inline = 'tt')
discountC = input.color(color.new(color.maroon, 80),
title = "Discount",
group = "PLOT SETTINGS" ,
inline = "pd")
equilibriumC = input.color(color.new(#000000, 0),
title = "Equilibrium",
group = "PLOT SETTINGS" ,
inline = "pd")
premiumC = input.color(color.new(color.navy, 80),
title = "Premium",
group = "PLOT SETTINGS" ,
inline = "pd")
ipda20 = input.bool(true,
title = "IPDA20",
group = "IPDA INTERVALS",
inline = "int")
ipda40 = input.bool(true,
title = "IPDA40",
group = "IPDA INTERVALS",
inline = "int")
ipda60 = input.bool(true,
title = "IPDA60",
group = "IPDA INTERVALS",
inline = "int")
_ipdaType = input.string("CLASSIC",
title = "IPDA Data Ranges Type",
group = "IPDA INTERVALS",
options = ["CLASSIC", "CLASSIC+LTF", "LTF"],
tooltip = "CLASSIC: standard Daily IPDA Data Ranges visible only on 1D timeframe.\n\nCLASSIC+LTF: plots the Daily 20, 40, 60 IPDA Data Ranges regardless of timeframe.\n\nLTF: plots last 20, 40, 60 IPDA Data Ranges of the current timeframe."
)
_showDLTF = _ipdaType == "CLASSIC+LTF"
_showLTF = _ipdaType == "LTF"
//#endregion
//#region [Logic]
_showDLTF := _showLTF ? true : _showDLTF
time20 = _showLTF ? time[20] : request.security(syminfo.tickerid, "D", time[20])
low20 = _showLTF ? ta.lowest(low, 20)[1] : request.security(syminfo.tickerid, "D", ta.lowest(low, 20))[1]
high20 = _showLTF ? ta.highest(high, 20)[1] : request.security(syminfo.tickerid, "D", ta.highest(high, 20))[1]
eq20 = (low20 + high20) / 2
time40 = _showLTF ? time[40] : request.security(syminfo.tickerid, "D", time[40])
low40 = _showLTF ? ta.lowest(low, 40)[1] : request.security(syminfo.tickerid, "D", ta.lowest(low, 40))[1]
high40 = _showLTF ? ta.highest(high, 40)[1] : request.security(syminfo.tickerid, "D", ta.highest(high, 40))[1]
eq40 = (low40 + high40) / 2
time60 = _showLTF ? time[60] : request.security(syminfo.tickerid, "D", time[60])
low60 = _showLTF ? ta.lowest(low, 60)[1] : request.security(syminfo.tickerid, "D", ta.lowest(low, 60))[1]
high60 = _showLTF ? ta.highest(high, 60)[1] : request.security(syminfo.tickerid, "D", ta.highest(high, 60))[1]
eq60 = (low60 + high60) / 2
loc20 = close < eq20
loc40 = close < eq40
loc60 = close < eq60
percent20 = percenter(high20, low20)
percent40 = percenter(high40, low40)
percent60 = percenter(high60, low60)
//#endregion
//#region [Plot]
var box ipda20P = na
var line ipda20E = na
var box ipda20D = na
var box ipda40P = na
var line ipda40E = na
var box ipda40D = na
var box ipda60P = na
var line ipda60E = na
var box ipda60D = na
if barstate.islast and plotType == "Boxes" and (_showDLTF ? true : timeframe.period == "D")
if ipda60
ipda60P := box.new(time60,
high60,
time[1],
eq60,
xloc = xloc.bar_time,
border_color = color.new(color.black,100),
bgcolor = premiumC)
ipda60E := line.new(time60,
eq60,
time[1],
eq60,
xloc = xloc.bar_time,
color = equilibriumC)
ipda60D := box.new(time60,
eq60,
time[1],
low60,
xloc = xloc.bar_time,
border_color = color.new(color.black,100),
bgcolor = discountC,
text = "IPDA60",
text_size = size.small,
text_color = _showT ? #000000 : color.new(#000000,100),
text_halign = text.align_left,
text_valign = text.align_bottom)
box.delete(ipda60P[1])
line.delete(ipda60E[1])
box.delete(ipda60D[1])
if ipda40
ipda40P := box.new(time40,
high40,
time[1],
eq40,
xloc = xloc.bar_time,
border_color = color.new(color.black,100),
bgcolor = premiumC)
ipda40E := line.new(time40,
eq40,
time[1],
eq40,
xloc = xloc.bar_time,
color = equilibriumC)
ipda40D := box.new(time40,
eq40,
time[1],
low40,
xloc = xloc.bar_time,
border_color = color.new(color.black,100),
bgcolor = discountC,
text = "IPDA40",
text_size = size.small,
text_color = _showT ? #000000 : color.new(#000000,100),
text_halign = text.align_left,
text_valign = text.align_bottom)
box.delete(ipda40P[1])
line.delete(ipda40E[1])
box.delete(ipda40D[1])
if ipda20
ipda20P := box.new(time20,
high20,
time[1],
eq20,
xloc = xloc.bar_time,
border_color = color.new(color.black,100),
bgcolor = premiumC)
ipda20E := line.new(time20,
eq20,
time[1],
eq20,
xloc = xloc.bar_time,
color = equilibriumC)
ipda20D := box.new(time20,
eq20,
time[1],
low20,
xloc = xloc.bar_time,
border_color = color.new(color.black,100),
bgcolor = discountC,
text = "IPDA20",
text_size = size.small,
text_color = _showT ? #000000 : color.new(#000000,100),
text_halign = text.align_left,
text_valign = text.align_bottom)
box.delete(ipda20P[1])
line.delete(ipda20E[1])
box.delete(ipda20D[1])
locTable = table.new("top_right", 2, 3, frame_color = #000000, frame_width = 1)
if plotType == "Table A"
table.cell(locTable, 0, 0, "IPDA60", 0, 0, #000000, "center", text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 0, 1, "IPDA40", 0, 0, #000000, "center", text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 0, 2, "IPDA20", 0, 0, #000000, "center", text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 1, 0, loc60 ? "Discount" : "Premium", text_color = loc60 ? color.maroon : color.navy,text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 1, 1, loc40 ? "Discount" : "Premium", text_color = loc40 ? color.maroon : color.navy,text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 1, 2, loc20 ? "Discount" : "Premium", text_color = loc20 ? color.maroon : color.navy,text_size = size.normal, bgcolor = #d1d4dc)
if plotType == "Table B"
table.cell(locTable, 0, 0, "IPDA60", 0, 0, #000000, "center", text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 0, 1, "IPDA40", 0, 0, #000000, "center", text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 0, 2, "IPDA20", 0, 0, #000000, "center", text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 1, 0, str.tostring(percent60) + "%", text_color = loc60 ? color.maroon : color.navy,text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 1, 1, str.tostring(percent40) + "%", text_color = loc40 ? color.maroon : color.navy,text_size = size.normal, bgcolor = #d1d4dc)
table.cell(locTable, 1, 2, str.tostring(percent20) + "%", text_color = loc20 ? color.maroon : color.navy,text_size = size.normal, bgcolor = #d1d4dc)
//#endregion |
HARSI + Divergences | https://www.tradingview.com/script/j72znNy7-HARSI-Divergences/ | AlphaTurbo | https://www.tradingview.com/u/AlphaTurbo/ | 107 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LordKaan
// All credit to © geneclash & VuManChu for their original Scripts
// This is open-source and open code, not to be private
//@version=5
indicator('HARSI + Divergences', 'HARSI + Divergences', false, format.price, 2)
////////////////////////////////////////////////////////////////////////////////
// //
// ====== ABOUT THIS INDICATOR //
// //
// - RSI based Heikin Ashi candle oscillator //
// - Divergence based on the VuManChu Cipher B //
// //
// ====== ARTICLES and FURTHER READING //
// //
// - https://www.investopedia.com/terms/h/heikinashi.asp //
// //
// "Heikin-Ashi is a candlestick pattern technique that aims to reduce //
// some of the market noise, creating a chart that highlights trend //
// direction better than typical candlestick charts" //
// //
// ====== IDEA AND USE //
// - The use of the HA RSI indicator when in the OverSold and OverBought //
// area combined to a Divergence & a OB/OS buy/sell //
// on the Cipher B by VuManChu. //
// Can be usefull as a confluence at S/R levels. //
// Tip = 1 minute timeframe seems to work the best on FOREX //
// //
// Contributions : //
// --> Total conditions for an alert and a dot to display, resumed : //
// - Buy/Sell in OB/OS //
// - Divergence Buy/Sell //
// - RSI Overlay is in OB/OS on current bar (or was the bar before) //
// when both Buy/Sell dots from VMC appears. //
// //
// ====== DISCLAIMER //
// For Tradingview & Pinescript moderators = //
// This follow a strategy where RSI Overlay from @JayRogers script shall be //
// in OB/OS zone, while combining it with the VuManChu Cipher B Divergences //
// Buy&Sell + Buy/sell alerts In OB/OS areas. //
// Any trade decisions you make are entirely your own responsibility. //
// //
// Thanks to dynausmaux for the code
// Thanks to falconCoin for https://www.tradingview.com/script/KVfgBvDd-Market-Cipher-B-Free-version-with-Buy-and-sell/ inspired me to start this.
// Thanks to LazyBear for WaveTrend Oscillator https://www.tradingview.com/script/2KE8wTuF-Indicator-WaveTrend-Oscillator-WT/
// Thanks to RicardoSantos for https://www.tradingview.com/script/3oeDh0Yq-RS-Price-Divergence-Detector-V2/ //
////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////
// //
// ====== TOOLTIPS ====== //
// //
////////////////////////////////////////////////////////////////////////////////
string TT_HARSI = 'Period for the RSI calculations used to generate the' + 'candles. This seperate from the RSI plot/histogram length.'
string TT_PBIAS = 'Smoothing feature for the OPEN of the HARSI candles.' + '\n\nIncreases bias toward the prior open value which can' + ' help provide better visualisation of trend strength.' + '\n\n** By changing the Open values, High and Low can also' + ' be distorted - however Close will remain unchanged.'
string TT_SMRSI = 'This option smoothes the RSI in a manner similar to HA' + ' open, but uses the realtime rsi rather than the prior' + ' close value.'
string TT_STOCH = 'Uses the RSI generated by the above settings, and as such' + ' will be affected by the smoothing option.'
string TT_STFIT = 'Adjusts the vertical scaling of the stochastic, can help' + ' to prevent distortion of other data in the channel.' + '\n\nHas no impact cross conditions.'
////////////////////////////////////////////////////////////////////////////////
// //
// ====== INPUTS ====== //
// //
////////////////////////////////////////////////////////////////////////////////
// -- Candle config
string GROUP_CAND = 'Config » HARSI Candles'
i_lenHARSI = input.int(10, 'Length', group=GROUP_CAND, minval=1, tooltip=TT_HARSI)
i_smoothing = input.int(5, 'Open Smoothing', group=GROUP_CAND, minval=1, maxval=100, tooltip=TT_PBIAS)
string INLINE_COL = 'Colour Pallette'
i_colUp = input.color(color.teal, 'Colour Pallette ', group=GROUP_CAND, inline=INLINE_COL)
i_colDown = input.color(color.red, ' ', group=GROUP_CAND, inline=INLINE_COL)
i_colWick = input.color(color.gray, ' ', group=GROUP_CAND, inline=INLINE_COL)
// -- RSI plot config
string GROUP_PLOT = 'Config » RSI Plot'
i_source = input.source(ohlc4, 'Source', group=GROUP_PLOT)
i_lenRSI = input.int(7, 'Length', group=GROUP_PLOT, minval=1)
i_mode = input.bool(true, 'Smoothed Mode RSI?', group=GROUP_PLOT, tooltip=TT_SMRSI)
i_showPlot = input.bool(true, 'Show RSI Plot?', group=GROUP_PLOT)
i_showHist = input.bool(true, 'Show RSI Histogram?', group=GROUP_PLOT)
// -- Channel OB/OS config
string GROUP_CHAN = 'Config » OB/OS Boundaries'
i_upper = input.int(50, 'OB', group=GROUP_CHAN, inline='OB', minval=1, maxval=50)
i_upperx = input.int(30, 'OB Extreme', group=GROUP_CHAN, inline='OB', minval=1, maxval=50)
i_lower = input.int(-50, 'OS', group=GROUP_CHAN, inline='OS', minval=-50, maxval=-1)
i_lowerx = input.int(-30, 'OS Extreme', group=GROUP_CHAN, inline='OS', minval=-50, maxval=-1)
// Settins
// WaveTrend
wtShow = input(true, title='Show WaveTrend')
wtBuyShow = input(true, title='Show Buy dots')
wtGoldShow = input(true, title='Show Gold dots')
wtSellShow = input(true, title='Show Sell dots')
wtDivShow = input(true, title='Show Div. dots')
vwapShow = input(true, title='Show Fast WT')
wtChannelLen = input(9, title='WT Channel Length')
wtAverageLen = input(12, title='WT Average Length')
wtMASource = input(hlc3, title='WT MA Source')
wtMALen = input(3, title='WT MA Length')
// WaveTrend Overbought & Oversold lines
obLevel = input(53, title='WT Overbought Level 1')
obLevel2 = input(60, title='WT Overbought Level 2')
obLevel3 = input(100, title='WT Overbought Level 3')
osLevel = input(-53, title='WT Oversold Level 1')
osLevel2 = input(-60, title='WT Oversold Level 2')
osLevel3 = input(-75, title='WT Oversold Level 3')
// Divergence WT
wtShowDiv = input(true, title='Show WT Regular Divergences')
wtShowHiddenDiv = input(false, title='Show WT Hidden Divergences')
showHiddenDiv_nl = input(true, title='Not apply OB/OS Limits on Hidden Divergences')
wtDivOBLevel = input(45, title='WT Bearish Divergence min')
wtDivOSLevel = input(-65, title='WT Bullish Divergence min')
// Divergence extra range
wtDivOBLevel_addshow = input(true, title='Show 2nd WT Regular Divergences')
wtDivOBLevel_add = input(15, title='WT 2nd Bearish Divergence')
wtDivOSLevel_add = input(-40, title='WT 2nd Bullish Divergence 15 min')
// RSI+MFI
rsiMFIShow = input(true, title='Show MFI')
rsiMFIperiod = input(60, title='MFI Period')
rsiMFIMultiplier = input.float(150, title='MFI Area multiplier')
rsiMFIPosY = input(2.5, title='MFI Area Y Pos')
// RSI
rsiShow = input(false, title='Show RSI')
rsiSRC = input(close, title='RSI Source')
rsiLen = input(14, title='RSI Length')
rsiOversold = input.int(30, title='RSI Oversold', minval=29, maxval=100)
rsiOverbought = input.int(60, title='RSI Overbought', minval=0, maxval=60)
// Divergence RSI
rsiShowDiv = input(false, title='Show RSI Regular Divergences')
rsiShowHiddenDiv = input(false, title='Show RSI Hidden Divergences')
rsiDivOBLevel = input(60, title='RSI Bearish Divergence min')
rsiDivOSLevel = input(30, title='RSI Bullish Divergence min')
// macd Colors
macdWTColorsShow = input(false, title='Show MACD Colors')
macdWTColorsTF = input('240', title='MACD Colors MACD TF')
//darkMode = input(false, title='Dark mode')
// Colors
colorRed = #ff0000
colorPurple = #e600e6
colorGreen = #3fff00
colorOrange = #e2a400
colorYellow = #ffe500
colorWhite = #ffffff
colorPink = #ff00f0
colorBluelight = #31c0ff
colorWT1 = #49536195
colorWT2 = #7b9fd596
colorWT2_ = #131722
colormacdWT1a = #4caf58
colormacdWT1b = #af4c4c
colormacdWT1c = #7ee57e
colormacdWT1d = #ff3535
colormacdWT2a = #305630
colormacdWT2b = #310101
colormacdWT2c = #132213
colormacdWT2d = #770000
////////////////////////////////////////////////////////////////////////////////
// //
// ====== FUNCTIONS ====== //
// //
////////////////////////////////////////////////////////////////////////////////
// FUNCTIONS
// zero median rsi helper function, just subtracts 50.
f_zrsi(_source, _length) =>
ta.rsi(_source, _length) - 50
// zero median stoch helper function, subtracts 50 and includes % scaling
f_zstoch(_source, _length, _smooth, _scale) =>
float _zstoch = ta.stoch(_source, _source, _source, _length) - 50
float _smoothed = ta.sma(_zstoch, _smooth)
float _scaled = _smoothed / 100 * _scale
_scaled
// mode selectable rsi function for standard, or smoothed output
f_rsi(_source, _length, _mode) =>
// get base rsi
float _zrsi = f_zrsi(_source, _length)
// smoothing in a manner similar to HA open, but rather using the realtime
// rsi in place of the prior close value.
var float _smoothed = na
_smoothed := na(_smoothed[1]) ? _zrsi : (_smoothed[1] + _zrsi) / 2
// return the requested mode
_mode ? _smoothed : _zrsi
// RSI Heikin-Ashi generation function
f_rsiHeikinAshi(_length) =>
// get close rsi
float _closeRSI = f_zrsi(close, _length)
// emulate "open" simply by taking the previous close rsi value
float _openRSI = nz(_closeRSI[1], _closeRSI)
// the high and low are tricky, because unlike "high" and "low" by
// themselves, the RSI results can overlap each other. So first we just go
// ahead and get the raw results for high and low, and then..
float _highRSI_raw = f_zrsi(high, _length)
float _lowRSI_raw = f_zrsi(low, _length)
// ..make sure we use the highest for high, and lowest for low
float _highRSI = math.max(_highRSI_raw, _lowRSI_raw)
float _lowRSI = math.min(_highRSI_raw, _lowRSI_raw)
// ha calculation for close
float _close = (_openRSI + _highRSI + _lowRSI + _closeRSI) / 4
// ha calculation for open, standard, and smoothed/lagged
var float _open = na
_open := na(_open[i_smoothing]) ? (_openRSI + _closeRSI) / 2 : (_open[1] * i_smoothing + _close[1]) / (i_smoothing + 1)
// ha high and low min-max selections
float _high = math.max(_highRSI, math.max(_open, _close))
float _low = math.min(_lowRSI, math.min(_open, _close))
// return the OHLC values
[_open, _high, _low, _close]
// Divergences
f_top_fractal(src) =>
src[4] < src[2] and src[3] < src[2] and src[2] > src[1] and src[2] > src[0]
f_bot_fractal(src) =>
src[4] > src[2] and src[3] > src[2] and src[2] < src[1] and src[2] < src[0]
f_fractalize(src) =>
f_top_fractal(src) ? 1 : f_bot_fractal(src) ? -1 : 0
f_findDivs(src, topLimit, botLimit, useLimits) =>
fractalTop = f_fractalize(src) > 0 and (useLimits ? src[2] >= topLimit : true) ? src[2] : na
fractalBot = f_fractalize(src) < 0 and (useLimits ? src[2] <= botLimit : true) ? src[2] : na
highPrev = ta.valuewhen(fractalTop, src[2], 0)[2]
highPrice = ta.valuewhen(fractalTop, high[2], 0)[2]
lowPrev = ta.valuewhen(fractalBot, src[2], 0)[2]
lowPrice = ta.valuewhen(fractalBot, low[2], 0)[2]
bearSignal = fractalTop and high[2] > highPrice and src[2] < highPrev
bullSignal = fractalBot and low[2] < lowPrice and src[2] > lowPrev
bearDivHidden = fractalTop and high[2] < highPrice and src[2] > highPrev
bullDivHidden = fractalBot and low[2] > lowPrice and src[2] < lowPrev
[fractalTop, fractalBot, lowPrev, bearSignal, bullSignal, bearDivHidden, bullDivHidden]
// RSI+MFI
f_rsimfi(_period, _multiplier, _tf) =>
request.security(syminfo.tickerid, _tf, ta.sma((close - open) / (high - low) * _multiplier, _period) - rsiMFIPosY)
// WaveTrend
f_wavetrend(src, chlen, avg, malen, tf) =>
tfsrc = request.security(syminfo.tickerid, tf, src)
esa = ta.ema(tfsrc, chlen)
de = ta.ema(math.abs(tfsrc - esa), chlen)
ci = (tfsrc - esa) / (0.015 * de)
wt1 = request.security(syminfo.tickerid, tf, ta.ema(ci, avg))
wt2 = request.security(syminfo.tickerid, tf, ta.sma(wt1, malen))
wtVwap = wt1 - wt2
wtOversold = wt2 <= osLevel
wtOverbought = wt2 >= obLevel
wtCross = ta.cross(wt1, wt2)
wtCrossUp = wt2 - wt1 <= 0
wtCrossDown = wt2 - wt1 >= 0
wtCrosslast = ta.cross(wt1[2], wt2[2])
wtCrossUplast = wt2[2] - wt1[2] <= 0
wtCrossDownlast = wt2[2] - wt1[2] >= 0
[wt1, wt2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown, wtCrosslast, wtCrossUplast, wtCrossDownlast, wtVwap]
// MACD
f_macd(src, fastlen, slowlen, sigsmooth, tf) =>
fast_ma = request.security(syminfo.tickerid, tf, ta.ema(src, fastlen))
slow_ma = request.security(syminfo.tickerid, tf, ta.ema(src, slowlen))
macd = fast_ma - slow_ma
signal = request.security(syminfo.tickerid, tf, ta.sma(macd, sigsmooth))
hist = macd - signal
[macd, signal, hist]
// MACD Colors on WT
f_macdWTColors(tf) =>
hrsimfi = f_rsimfi(rsiMFIperiod, rsiMFIMultiplier, tf)
[macd, signal, hist] = f_macd(close, 28, 42, 9, macdWTColorsTF)
macdup = macd >= signal
macddown = macd <= signal
macdWT1Color = macdup ? hrsimfi > 0 ? colormacdWT1c : colormacdWT1a : macddown ? hrsimfi < 0 ? colormacdWT1d : colormacdWT1b : na
macdWT2Color = macdup ? hrsimfi < 0 ? colormacdWT2c : colormacdWT2a : macddown ? hrsimfi < 0 ? colormacdWT2d : colormacdWT2b : na
[macdWT1Color, macdWT2Color]
// Get higher timeframe candle
f_getTFCandle(_tf) =>
_open = request.security(ticker.heikinashi(syminfo.tickerid), _tf, open, barmerge.gaps_off, barmerge.lookahead_on)
_close = request.security(ticker.heikinashi(syminfo.tickerid), _tf, close, barmerge.gaps_off, barmerge.lookahead_on)
_high = request.security(ticker.heikinashi(syminfo.tickerid), _tf, high, barmerge.gaps_off, barmerge.lookahead_on)
_low = request.security(ticker.heikinashi(syminfo.tickerid), _tf, low, barmerge.gaps_off, barmerge.lookahead_on)
hl2 = (_high + _low) / 2.0
newBar = ta.change(_open)
candleBodyDir = _close > _open
[candleBodyDir, newBar]
////////////////////////////////////////////////////////////////////////////////
// //
// ====== SERIES, LINES and LABELS ====== //
// //
////////////////////////////////////////////////////////////////////////////////
// CALCULATE INDICATORS {
// RSI
rsi = ta.rsi(rsiSRC, rsiLen)
rsiColor = rsi <= rsiOversold ? colorGreen : rsi >= rsiOverbought ? colorRed : colorPurple
// Calculates WaveTrend
[wt1, wt2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown, wtCross_last, wtCrossUp_last, wtCrossDown_last, wtVwap] = f_wavetrend(wtMASource, wtChannelLen, wtAverageLen, wtMALen, timeframe.period)
// macd colors
[macdWT1Color, macdWT2Color] = f_macdWTColors(macdWTColorsTF)
// WT Divergences
[wtFractalTop, wtFractalBot, wtLow_prev, wtBearDiv, wtBullDiv, wtBearDivHidden, wtBullDivHidden] = f_findDivs(wt2, wtDivOBLevel, wtDivOSLevel, true)
[wtFractalTop_add, wtFractalBot_add, wtLow_prev_add, wtBearDiv_add, wtBullDiv_add, wtBearDivHidden_add, wtBullDivHidden_add] = f_findDivs(wt2, wtDivOBLevel_add, wtDivOSLevel_add, true)
[wtFractalTop_nl, wtFractalBot_nl, wtLow_prev_nl, wtBearDiv_nl, wtBullDiv_nl, wtBearDivHidden_nl, wtBullDivHidden_nl] = f_findDivs(wt2, 0, 0, false)
wtBearDivHidden_ = showHiddenDiv_nl ? wtBearDivHidden_nl : wtBearDivHidden
wtBullDivHidden_ = showHiddenDiv_nl ? wtBullDivHidden_nl : wtBullDivHidden
wtBearDivColor = wtShowDiv and wtBearDiv or wtShowHiddenDiv and wtBearDivHidden_ ? colorRed : na
wtBullDivColor = wtShowDiv and wtBullDiv or wtShowHiddenDiv and wtBullDivHidden_ ? colorGreen : na
wtBearDivColor_add = wtShowDiv and wtDivOBLevel_addshow and wtBearDiv_add or wtShowHiddenDiv and wtDivOBLevel_addshow and wtBearDivHidden_add ? #9a0202 : na
wtBullDivColor_add = wtShowDiv and wtDivOBLevel_addshow and wtBullDiv_add or wtShowHiddenDiv and wtDivOBLevel_addshow and wtBullDivHidden_add ? #1b5e20 : na
// RSI Divergences
[rsiFractalTop, rsiFractalBot, rsiLow_prev, rsiBearDiv, rsiBullDiv, rsiBearDivHidden, rsiBullDivHidden] = f_findDivs(rsi, rsiDivOBLevel, rsiDivOSLevel, true)
[rsiFractalTop_nl, rsiFractalBot_nl, rsiLow_prev_nl, rsiBearDiv_nl, rsiBullDiv_nl, rsiBearDivHidden_nl, rsiBullDivHidden_nl] = f_findDivs(rsi, 0, 0, false)
rsiBearDivHidden_ = showHiddenDiv_nl ? rsiBearDivHidden_nl : rsiBearDivHidden
rsiBullDivHidden_ = showHiddenDiv_nl ? rsiBullDivHidden_nl : rsiBullDivHidden
rsiBearDivColor = rsiShowDiv and rsiBearDiv or rsiShowHiddenDiv and rsiBearDivHidden_ ? colorRed : na
rsiBullDivColor = rsiShowDiv and rsiBullDiv or rsiShowHiddenDiv and rsiBullDivHidden_ ? colorGreen : na
// Buy signal.
buySignal = wtCross and wtCrossUp and wtOversold
buySignalDiv = wtShowDiv and wtBullDiv or wtShowDiv and wtBullDiv_add or rsiShowDiv and rsiBullDiv
buySignalDiv_color = wtBullDiv ? colorGreen : wtBullDiv_add ? color.new(colorGreen, 60) : rsiShowDiv ? colorGreen : na
// Sell signal
sellSignal = wtCross and wtCrossDown and wtOverbought
sellSignalDiv = wtShowDiv and wtBearDiv or wtShowDiv and wtBearDiv_add or rsiShowDiv and rsiBearDiv
sellSignalDiv_color = wtBearDiv ? colorRed : wtBearDiv_add ? color.new(colorRed, 60) : rsiBearDiv ? colorRed : na
// standard, or ha smoothed rsi for the line plot and/or histogram
float RSI = f_rsi(i_source, i_lenRSI, i_mode)
// get OHLC values to use in the plotcandle()
[O, H, L, C] = f_rsiHeikinAshi(i_lenHARSI)
// shadow, invisible
color colShadow = color.rgb(0, 0, 0, 100)
color colNone = color.rgb(0, 0, 0, 100)
// rsi color
//color colRSI = RSI >=30 ? color.red : color.gray
color colRSI = RSI < -31 ? color.lime : RSI > 31 ? color.red : color.gray
cross_up = RSI[1] > 30
cross_down = RSI[1] < -30
// candle body colouring
color bodyColour = C > O ? i_colUp : i_colDown
color wickColour = i_colWick
////////////////////////////////////////////////////////////////////////////////
// //
// ====== DRAWING and PLOTTING ====== //
// //
////////////////////////////////////////////////////////////////////////////////
// WT Areas
plot(wtShow ? wt1 : na, style=plot.style_area, title='WT Wave 1', color=macdWTColorsShow ? macdWT1Color : colorWT1, transp=20)
// WT Div
plot(series=wtFractalTop ? wt2[2] : na, title='WT Bearish Divergence', color=wtBearDivColor, linewidth=2, offset=-2)
plot(series=wtFractalBot ? wt2[2] : na, title='WT Bullish Divergence', color=wtBullDivColor, linewidth=2, offset=-2)
// WT 2nd Div
plot(series=wtFractalTop_add ? wt2[2] : na, title='WT 2nd Bearish Divergence', color=wtBearDivColor_add, linewidth=2, offset=-2)
plot(series=wtFractalBot_add ? wt2[2] : na, title='WT 2nd Bullish Divergence', color=wtBullDivColor_add, linewidth=2, offset=-2)
plotchar(cross_down[1] and wtBuyShow and buySignal ? -107 : na, title='Buy circle', char='·', color=color.new(colorGreen, 10), location=location.absolute, size=size.small)
plotchar(cross_up[1] and wtSellShow and sellSignal ? 105 : na, title='Sell circle', char='·', color=color.new(colorRed, 10), location=location.absolute, size=size.small)
plotchar(cross_down[1] and wtDivShow and buySignalDiv and wtBuyShow and buySignal[2] ? -106 : na, title='Divergence buy circle', char='•', color=buySignalDiv_color, location=location.absolute, size=size.small, offset=-2, transp=10)
plotchar(cross_up[1] and wtDivShow and sellSignalDiv and wtSellShow and sellSignal[2] ? 106 : na, title='Divergence sell circle', char='•', color=sellSignalDiv_color, location=location.absolute, size=size.small, offset=-2, transp=10)
// zero median RSI channel hlines
upperx = hline(i_upperx, 'OB Extreme', color.new(color.red, 10))
//upper = hline(i_upper, 'OB', color.new(color.silver, 80))
//median = hline( 0, "Median", color.orange, hline.style_dotted )
//lower = hline(i_lower, 'OS', color.new(color.silver, 80))
lowerx = hline(i_lowerx, 'OS Extreme', color.new(color.green, 10))
// make our HA rsi candles
plotcandle(O, H, L, C, 'HARSI', bodyColour, wickColour, bordercolor=bodyColour)
// RSI overlay plot
// plot(i_showPlot ? RSI : na, 'RSI Shadow', colShadow, 3)
// plot_rsi = plot(i_showPlot ? RSI : na, 'RSI Overlay', colRSI, 1)
//Alerts
alertcondition((cross_down[1] and wtBuyShow and buySignal[2] and wtDivShow and buySignalDiv) or (cross_up[1] and wtSellShow and sellSignal[2] and wtDivShow and sellSignalDiv), title='Buy/Sell Signal', message='Buy/Sell Signal')
|
Daily Chart Pattern | https://www.tradingview.com/script/ItrjBZ6P-Daily-Chart-Pattern/ | HastaAdhidaya | https://www.tradingview.com/u/HastaAdhidaya/ | 16 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Created by @jayallways for Tom
//@version=5
indicator("Daily Chart Pattern")
bullColor = input.color(color.white, "Bull Candle")
bearColor = input.color(color.black, "Bear Candle")
timeRange1 = input.string("1000-1100", "Visible #1 Time Range")
firstCandleRange1 = input.string("1000-1005", "First Bar #1 Time Range")
isShowLabel = input.bool(true, "Show Time Label")
oddBgColor = input.color(color.new(color.silver, 75), "Background Color 1")
evenBgColor = input.color(color.new(color.white, 75), "Background Color 2")
labelColor = input.color(color.new(color.white, 100), "Label Color")
M5TimeIndex = 5 * 60 * 1000 // 5 minutes
tr1 = time(timeframe.period, timeRange1)
fcr1 = time(timeframe.period, firstCandleRange1)
var float lowestX = 0
var bool isNewDay = false
if (na(tr1))
lowestX := 0
if (not na(fcr1))
lowestX := low
isNewDay := true
else
isNewDay := false
var float[] vOpenList = array.new_float(0)
var float[] vHighList = array.new_float(0)
var float[] vLowList = array.new_float(0)
var float[] vCloseList = array.new_float(0)
var string[] vTimeList = array.new_string(0)
var bool[] vNewDayList = array.new_bool(0)
if (not na(tr1))
array.push(vOpenList, open - lowestX)
array.push(vHighList, high - lowestX)
array.push(vLowList, low - lowestX)
array.push(vCloseList, close - lowestX)
array.push(vTimeList, str.format("{0,date, y-MM-d}", time))
array.push(vNewDayList, isNewDay)
lastXCandleIndex = array.size(vOpenList)
isStartDraw = time > timenow - (lastXCandleIndex * M5TimeIndex)
var arrIdx = -1
if (isStartDraw)
arrIdx := arrIdx + 1
getPrice(arrayy, flagg, indexx) =>
flagg ? array.get(arrayy, indexx) : 0
vOpen = isStartDraw ? array.get(vOpenList, arrIdx) : 0
vHigh = isStartDraw ? array.get(vHighList, arrIdx) : 0
vLow = isStartDraw ? array.get(vLowList, arrIdx) : 0
vClose = isStartDraw ? array.get(vCloseList, arrIdx) : 0
vTime = isStartDraw ? array.get(vTimeList, arrIdx) : ""
vNewDay = isStartDraw ? array.get(vNewDayList, arrIdx) : false
plotcandle(vOpen, vHigh, vLow, vClose, color = vOpen > vClose ? bearColor : bullColor)
var oddBg = false
if (vNewDay)
if (isShowLabel)
label.new(bar_index, vHigh, text = vTime, color = labelColor)
oddBg := not oddBg
bgcolor(isStartDraw ? oddBg ? oddBgColor : evenBgColor : na) |
Daily Profile (Nephew_Sam_) | https://www.tradingview.com/script/ZnyqUIJp-Daily-Profile-Nephew-Sam/ | nephew_sam_ | https://www.tradingview.com/u/nephew_sam_/ | 2,367 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Nephew_Sam_
//@version=5
indicator('Daily Profile (Nephew_Sam_)', overlay=true, max_bars_back=500, max_lines_count=500, max_boxes_count=500, max_labels_count=500)
// --------------- INPUTS ---------------
var GRP0 = "=============== INITIALIZE ==============="
hoursOffsetInput = input.string('-4', "Timezone offset (GMT)", group=GRP0, tooltip="Enter your time zone's offset (+ or -). Eg. +5 / -3 / +9:30")
newDayHr = input.int(17, title='Day starts at what hour?', minval=0, maxval=23, group=GRP0)
autoDay = input.bool(false, title='Ignore above hour and use exchange day start hour', group=GRP0, tooltip="This comes in handy when looking at different asset classes. Ie, for Forex the daily close is at 1700 (GMT-4), but for cryptos, some exhanges are at 0800 and some are at 0000")
var GRP1 = "=============== ASIA RANGE SETTINGS ==============="
asianUseRange = input.bool(true, title='Asia Range', inline='1', group=GRP1)
asianShowBg = input(title='Show Background ?', defval=true, inline='1', group=GRP1)
asianShowMid = input(title='Show Middle Line ?', defval=true, inline='2', group=GRP1)
asianExtendLines = input(title='Extend Lines ?', defval=false, inline='2', group=GRP1)
asianRangeTime = input.session(title='Session Time', defval='1700-0259', group=GRP1)
asianExtendTime = input.session(title='Extended Lines Time', defval='1700-1600', group=GRP1)
asianMaxRanges = input.int(2, title='Max Asian Ranges to show', minval=1, maxval=200, group=GRP1)
var GRP2 = "ASIA RANGE STYLES"
asianBorderWidth = input.int(1, 'Box Width', minval=1, maxval=4, inline="1", group=GRP2)
asianBoxBg = input(color.new(color.aqua, 90), 'BG Color', inline="1", group=GRP2)
asianBoxBorderColor = input(color.new(color.blue, 50), 'Border Color', inline="1", group=GRP2)
asianExtendStyle = input.string(title="Extend Style", defval="Dotted", options=["Solid", "Dashed", "Dotted"],inline="2", group=GRP2)
asianExtendLineWidth = input.int(1, 'Width', minval=1, maxval=4, inline="2", group=GRP2)
asianExtendLineColor = input(color.blue, 'Color', inline="2", group=GRP2)
asianMiddleLineWidth = input.int(1, 'Width', minval=1, maxval=4, inline="3", group=GRP2)
asianMiddleLineColor = input(color.red, 'Middle Line Color', inline="3", group=GRP2)
var GRP3 = "=============== OPEN LINES SETTINGS ==============="
showDailyOpen = input.bool(true, title='Daily Open', inline='1', group=GRP3)
dailyColor = input.color(color.red, title='', inline="1", group=GRP3)
dailyExtendHours = input.int(12, title='Line Extend hours', minval=1, maxval=48, inline="1", group=GRP3)
showMidnightOpen = input.bool(true, title='Midnight Open', inline="2", group=GRP3)
midnightColor = input.color(color.green, title='', inline="2", group=GRP3)
midnightExtendHours = input.int(12, title='Line Extend hours', minval=1, maxval=48, inline="2", group=GRP3)
showWeeklyOpen = input.bool(true, title='Weekly Open', inline="3", group=GRP3)
weeklyColor = input.color(color.green, title='', inline="3", group=GRP3)
showMonthlyOpen = input.bool(true, title='Monthly Open', inline="4", group=GRP3)
monthlyColor = input.color(color.green, title='', inline="4", group=GRP3)
var GRP4 = "OPEN LINES STYLES"
openWidth = input.int(1, title='Width', minval=1, maxval=4, inline='1', group=GRP4)
openMaxLines = input.int(3, title='Max Lines to show', minval=1, maxval=200, inline='1', group=GRP4)
openLabelSize = input.string("Small", title='Label Size', options=['Auto', 'Tiny', 'Small', 'Normal'], inline='2', group=GRP4)
openLineStyle = input.string(title="Extend Style", defval="Dashed", options=["Solid", "Dashed", "Dotted"], inline="2", group=GRP4)
var GRP5 = "=============== SESSIONS SETTINGS ==============="
session1Time = input.session(title='', defval='0200-0400', inline='1', group=GRP5)
session1Color = input.color(color.new(color.blue, 0), title='', inline='1', group=GRP5)
session1Show = input.bool(true, title='', inline='1', group=GRP5)
session2Time = input.session(title='', defval='0700-0900', inline='2', group=GRP5)
session2Color = input.color(color.new(color.red, 0), title='', inline='2', group=GRP5)
session2Show = input.bool(true, title='', inline='2', group=GRP5)
session3Time = input.session(title='', defval='1000-1100', inline='3', group=GRP5)
session3Color = input.color(color.new(color.lime, 0), title='', inline='3', group=GRP5)
session3Show = input.bool(true, title='', inline='3', group=GRP5)
session4Time = input.session(title='', defval='1900-2000', inline='4', group=GRP5)
session4Color = input.color(color.new(color.gray, 0), title='', inline='4', group=GRP5)
session4Show = input.bool(false, title='', inline='4', group=GRP5)
sessionsLinePosition = input.string(title='Dots Position', defval='Top', options=['Top', 'Bottom'], inline='5', group=GRP5)
showDailyDividers = input.bool(true, title='Show Dividers', inline='6', group=GRP5)
dividerLineTextColor = input(color.gray, 'Divider and Text Color', inline='6', group=GRP5)
dayLabelOffset = input.int(4, title='Label Offset', minval=1, maxval=48, inline="7", group=GRP5)
var GRP6 = "=============== PREVIOUS OHLC SETTINGS ==============="
line1 = input.bool(false, title="---------- DAILY ----------", group=GRP6)
showDaily = input.string(title='View', defval='HL', options=['Off', 'HL', 'OC', 'OHLC'], group=GRP6)
dailyHText = input.string(defval='PDH', title='H', inline="1", group=GRP6)
dailyLText = input.string(defval='PDL', title='L', inline="1", group=GRP6)
dailyOText = input.string(defval='PDO', title='O', inline="1", group=GRP6)
dailyCText = input.string(defval='PDC', title='C', inline="1", group=GRP6)
line2 = input.bool(false, title="---------- WEEKLY ----------", group=GRP6)
showWeekly = input.string(title='View', defval='Off', options=['Off', 'HL', 'OC', 'OHLC'], group=GRP6)
weeklyHText = input.string(defval='PWH', title='H', inline="2", group=GRP6)
weeklyLText = input.string(defval='PWL', title='L', inline="2", group=GRP6)
weeklyCText = input.string(defval='PWC', title='C', inline="2", group=GRP6)
weeklyOText = input.string(defval='PWO', title='O', inline="2", group=GRP6)
line3 = input.bool(false, title="---------- MONTHLY ----------", group=GRP6)
showMonthly = input.string(title='View', defval='Off', options=['Off', 'HL', 'OC', 'OHLC'], group=GRP6)
monthlyHText = input.string(defval='PMH', title='H', inline="3", group=GRP6)
monthlyLText = input.string(defval='PML', title='L', inline="3", group=GRP6)
monthlyCText = input.string(defval='PMC', title='C', inline="3", group=GRP6)
monthlyOText = input.string(defval='PMO', title='O', inline="3", group=GRP6)
var GRP7 = "---------- PREVIOUS OHLC STYLES ----------"
o_color = input.color(color.new(color.gray, 50), "Open Color", inline="1", group = GRP7)
c_color = input.color(color.new(color.gray, 50), "Close Color", inline="1", group = GRP7)
h_color = input.color(color.new(color.red, 50), "High Color", inline="2", group = GRP7)
l_color = input.color(color.new(color.lime, 50), "Low Color", inline="2", group = GRP7)
ohlcLabelPosition = input.string(title='Label Position', defval='End', options=['Start', 'End'], inline="2", group=GRP2)
ohlcLineStyle = input.string(title="Extend Style", defval="Solid", options=["Solid", "Dashed", "Dotted"], inline="2", group=GRP7)
ohlcOffset = input.int(1, title='Offset', minval=0, maxval=2, inline='3', group=GRP7)
ohlcMaxLines = input.int(3, title='Max Lines to show', minval=1, maxval=200, inline='3', group=GRP7)
ohlcExtendToCurrent = input.bool(true, title='Extend lines only to current candle', group=GRP7)
// --------------- INPUTS ---------------
// --------------- CONSTANTS ---------------
TIMEZONE = "GMT"+hoursOffsetInput
ISNEWDAY = dayofweek != dayofweek[1]
TRANSPARENT = color.new(color.white, 100)
exchangeOffset = hour(timenow, TIMEZONE) - hour(timenow, syminfo.timezone)
HOUR = hour + exchangeOffset <= 23 ? hour + exchangeOffset : (hour + exchangeOffset) - 24
// label.new(bar_index, high, str.tostring(HOUR))
// --------------- CONSTANTS ---------------
// --------------- FUNCTIONS ---------------
reso(exp, res) => request.security(syminfo.tickerid, res, exp, lookahead=barmerge.lookahead_on)
getLineStyle(_style) =>
_linestyle = _style == "Solid" ? line.style_solid : _style == "Dashed" ? line.style_dashed : line.style_dotted
_linestyle
getlabelSize(_labelSize) =>
_size = _labelSize == "auto" ? size.auto : _labelSize == "Tiny" ? size.tiny : _labelSize == "Small" ? size.small : _labelSize == "Normal" ? size.normal : size.huge
_size
addToArray(_array, _val) =>
array.push(_array, _val)
resolutionInMinutes() =>
resInMinutes = timeframe.multiplier * (timeframe.isseconds ? 1. / 60 : timeframe.isminutes ? 1. : timeframe.isdaily ? 60. * 24 : timeframe.isweekly ? 60. * 24 * 7 : timeframe.ismonthly ? 60. * 24 * 30.4375 : na)
int(resInMinutes)
tfInMinutes(simple string tf = "") =>
float chartTf =
timeframe.multiplier * (
timeframe.isseconds ? 1. / 60 :
timeframe.isminutes ? 1. :
timeframe.isdaily ? 60. * 24 :
timeframe.isweekly ? 60. * 24 * 7 :
timeframe.ismonthly ? 60. * 24 * 30.4375 : na)
float result = tf == "" ? chartTf : request.security(syminfo.tickerid, tf, chartTf)
inTimeframe(_t) => tfInMinutes(_t) > tfInMinutes(timeframe.period)
getOhlcData(_t, _var, _offset) =>
o = reso(open[_offset], _t)
h = reso(high[_offset], _t)
l = reso(low[_offset], _t)
c = reso(close[_offset], _t)
show = _var != "Off" and inTimeframe(_t)
_time = time(_t)
newbar = na(_time[1]) or _time > _time[1]
hl = _var == 'HL' or _var == 'OHLC'
oc = _var == 'OC' or _var == 'OHLC'
[o, h, l, c, show, newbar, hl, oc]
vline(_bar_index, _col, _style=line.style_dashed, _width=2) =>
LineLengthMult = 10
LineLength = ta.atr(100) * 100
line.new(_bar_index, low-LineLength, _bar_index, high+LineLength, extend=extend.both, color=_col, style=_style, width=_width)
getOhlcLabelPos(_tf) =>
ohlcLabelPosition == "End" and not ohlcExtendToCurrent ? time_close(_tf) : time
getLastElementInArray(_arr) =>
_size = array.size(_arr)
_el = _size > 0 ? array.get(_arr, _size-1) : na
_el
// --------------- FUNCTIONS ---------------
// --------------- ASIAN RANGE ---------------
if asianUseRange
inAsianSession = not na(time(timeframe.period, asianRangeTime, TIMEZONE))
inAsianExtendSession = not na(time(timeframe.period, asianExtendTime, TIMEZONE))
startTime = 0
startTime := inAsianSession and not inAsianSession[1] ? time : startTime[1]
extendStartTime = 0
extendStartTime := inAsianExtendSession and not inAsianExtendSession[1] ? time : extendStartTime[1]
var box[] asianBoxes = array.new_box(0)
var line[] topLines = array.new_line(0)
var line[] bottomLines = array.new_line(0)
var line[] middleLines = array.new_line(0)
var highVal = 0.0
var lowVal = 0.0
if inAsianSession and not inAsianSession[1]
highVal := high
lowVal := low
if inAsianSession and timeframe.isintraday
if inAsianSession[1]
if array.size(asianBoxes) > 0
box.delete(array.pop(asianBoxes))
if array.size(topLines) > 0
line.delete(array.pop(topLines))
if array.size(bottomLines) > 0
line.delete(array.pop(bottomLines))
if array.size(middleLines) > 0
line.delete(array.pop(middleLines))
if low < lowVal
lowVal := low
if high > highVal
highVal := high
addToArray(asianBoxes, box.new(left=startTime,
top=highVal,
right=time,
bottom=lowVal,
xloc=xloc.bar_time,
bgcolor=asianShowBg ? asianBoxBg : TRANSPARENT,
border_width=asianBorderWidth,
border_color=asianBoxBorderColor))
if asianExtendLines
addToArray(topLines, line.new(startTime, highVal, time, highVal, xloc=xloc.bar_time, color=asianExtendLineColor, style=getLineStyle(asianExtendStyle), width=asianExtendLineWidth))
addToArray(bottomLines, line.new(startTime, lowVal, time, lowVal, xloc=xloc.bar_time, color=asianExtendLineColor, style=getLineStyle(asianExtendStyle), width=asianExtendLineWidth))
if asianShowMid
midVal = (highVal + lowVal) / 2
addToArray(middleLines, line.new(startTime, midVal, time, midVal, xloc=xloc.bar_time, color=asianMiddleLineColor, style=line.style_dotted, width=asianMiddleLineWidth))
if asianExtendLines and inAsianExtendSession and not inAsianSession
line.delete(array.pop(topLines))
line.delete(array.pop(bottomLines))
line.delete(array.pop(middleLines))
addToArray(topLines, line.new(startTime, highVal, time, highVal, xloc=xloc.bar_time, color=asianExtendLineColor, style=getLineStyle(asianExtendStyle), width=asianExtendLineWidth))
addToArray(bottomLines, line.new(startTime, lowVal, time, lowVal, xloc=xloc.bar_time, color=asianExtendLineColor, style=getLineStyle(asianExtendStyle), width=asianExtendLineWidth))
if asianShowMid
midVal = (highVal + lowVal) / 2
addToArray(middleLines, line.new(startTime, midVal, time, midVal, xloc=xloc.bar_time, color=asianMiddleLineColor, style=line.style_dotted, width=asianMiddleLineWidth))
// Delete lines if more than max
if array.size(asianBoxes) > asianMaxRanges
box.delete(array.shift(asianBoxes))
if array.size(topLines) > asianMaxRanges
line.delete(array.shift(topLines))
if array.size(bottomLines) > asianMaxRanges
line.delete(array.shift(bottomLines))
if array.size(middleLines) > asianMaxRanges
line.delete(array.shift(middleLines))
// --------------- ASIAN RANGE ---------------
// --------------- TIME LINES ---------------
var line[] dailyLines = array.new_line(0)
var line[] midnightLines = array.new_line(0)
var line[] weeklyLines = array.new_line(0)
var line[] monthlyLines = array.new_line(0)
var label[] dailyLabels = array.new_label(0)
var label[] midnightLabels = array.new_label(0)
var label[] weeklyLabels = array.new_label(0)
var label[] monthlyLabels = array.new_label(0)
inDaily = HOUR == 17 and minute == 0
inMidnight = HOUR == 0 and minute == 0
inWeek = weekofyear != weekofyear[1]
inMonth = month != month[1]
[ohlc_w_o, ohlc_w_h, ohlc_w_l, ohlc_w_c, ohlc_w_show, ohlc_w_newbar, ohlc_w_hl, ohlc_w_oc] = getOhlcData("W", showWeeklyOpen ? "OC" : "Off", 0)
[ohlc_m_o, ohlc_m_h, ohlc_m_l, ohlc_m_c, ohlc_m_show, ohlc_m_newbar, ohlc_m_hl, ohlc_m_oc] = getOhlcData("M", showMonthlyOpen ? "OC" : "Off", 0)
LABEL_SPACE = " "
if inDaily and not inDaily[1] and showDailyOpen
_extend = dailyExtendHours * 3600000
array.push(dailyLines, line.new(time, open, time + _extend, open, xloc=xloc.bar_time, color=dailyColor, style=getLineStyle(openLineStyle), width=openWidth))
array.push(dailyLabels, label.new(time + _extend, open, "Daily Open" + LABEL_SPACE, xloc=xloc.bar_time, style=label.style_none, size=getlabelSize(openLabelSize), textcolor=dailyColor))
if inMidnight and not inMidnight[1] and showMidnightOpen
_extend = midnightExtendHours * 3600000
array.push(midnightLines, line.new(time, open, time + _extend, open, xloc=xloc.bar_time, color=midnightColor, style=getLineStyle(openLineStyle), width=openWidth))
array.push(midnightLabels, label.new(time + _extend, open, "Midnight Open" + LABEL_SPACE, xloc=xloc.bar_time, style=label.style_none, size=getlabelSize(openLabelSize), textcolor=midnightColor))
if ohlc_w_show and ohlc_w_newbar
array.push(weeklyLines, line.new(time, ohlc_w_o, time, ohlc_w_o, xloc=xloc.bar_time, color=weeklyColor, style=getLineStyle(openLineStyle), width=openWidth))
array.push(weeklyLabels, label.new(time, ohlc_w_o, "Weekly Open" + LABEL_SPACE, xloc=xloc.bar_time, style=label.style_none, size=getlabelSize(openLabelSize), textcolor=weeklyColor))
if ohlc_m_show and ohlc_m_newbar
array.push(monthlyLines, line.new(time, open, time, open, xloc=xloc.bar_time, color=monthlyColor, style=getLineStyle(openLineStyle), width=openWidth))
array.push(monthlyLabels, label.new(time, open, "Monthly Open" + LABEL_SPACE, xloc=xloc.bar_time, style=label.style_none, size=getlabelSize(openLabelSize), textcolor=monthlyColor))
// EXTEND
if ohlc_w_show and not ohlc_w_newbar
_line = getLastElementInArray(weeklyLines)
_label = getLastElementInArray(weeklyLabels)
if not na(_line)
line.set_x2(_line, time)
if not na(_label)
label.set_x(_label, time)
if ohlc_m_show and not ohlc_m_newbar
_line = getLastElementInArray(monthlyLines)
_label = getLastElementInArray(monthlyLabels)
if not na(_line)
line.set_x2(_line, time)
if not na(_label)
label.set_x(_label, time)
// DELETE OLD
if array.size(dailyLines) > openMaxLines
line.delete(array.shift(dailyLines))
if array.size(dailyLabels) > openMaxLines
label.delete(array.shift(dailyLabels))
if array.size(midnightLines) > openMaxLines
line.delete(array.shift(midnightLines))
if array.size(midnightLabels) > openMaxLines
label.delete(array.shift(midnightLabels))
if array.size(weeklyLines) > openMaxLines
line.delete(array.shift(weeklyLines))
if array.size(weeklyLabels) > openMaxLines
label.delete(array.shift(weeklyLabels))
if array.size(monthlyLines) > openMaxLines
line.delete(array.shift(monthlyLines))
if array.size(monthlyLabels) > openMaxLines
label.delete(array.shift(monthlyLabels))
// --------------- TIME LINES ---------------
// --------------- SESSIONS ---------------
sess1 = session1Show ? time(timeframe.period, session1Time, TIMEZONE) : na
sess2 = session2Show ? time(timeframe.period, session2Time, TIMEZONE) : na
sess3 = session3Show ? time(timeframe.period, session3Time, TIMEZONE) : na
sess4 = session4Show ? time(timeframe.period, session4Time, TIMEZONE) : na
_linPos = sessionsLinePosition == 'Top' ? location.top : location.bottom
plotshape(not na(sess1) and timeframe.isintraday, title='Session 1', style=shape.square, location=_linPos, color=session1Color, size=size.auto)
plotshape(not na(sess2) and timeframe.isintraday, title='Session 2', style=shape.square, location=_linPos, color=session2Color, size=size.auto)
plotshape(not na(sess3) and timeframe.isintraday, title='Session 3', style=shape.square, location=_linPos, color=session3Color, size=size.auto)
plotshape(not na(sess4) and timeframe.isintraday, title='Session 4', style=shape.square, location=_linPos, color=session4Color, size=size.auto)
// Divider
tickerExchangeOffset = 5
int dayLabelStartTime = 1
_rin = resolutionInMinutes()
if syminfo.timezone == 'Etc/UTC'
dayLabelStartTime += tickerExchangeOffset
dayLabelStartTime
isStartTime = autoDay ? ISNEWDAY : HOUR == newDayHr and HOUR[1] != newDayHr //and minute == 0
_inTimeframe = _rin <= 180 and timeframe.isintraday
// if barstate.islastHOUR
// label.new(bar_index, high, str.tostring(hour) + "\n" + str.tostring(exchangeOffset))
txtMonH = "Monday"
txtTueH = "Tuesday"
txtWedH = "Wednesday"
txtThuH = "Thursday"
txtFriH = "Friday"
txtSatH = "Saturday"
txtSunH = "Sunday"
txtMonV = "M\no\nn\nd\na\ny"
txtTueV = "T\nu\ne\ns\nd\na\ny"
txtWedV = "W\ne\nd\nn\ne\ns\nd\na\ny"
txtThuV = "T\nh\nu\nr\ns\nd\na\ny"
txtFriV = "F\nr\ni\nd\na\ny"
txtSatV = "S\na\nt\nu\nr\nd\na\ny"
txtSunV = "S\nu\nn\nd\na\ny"
isMon() => _inTimeframe and showDailyDividers ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.monday : false
isTue() => _inTimeframe and showDailyDividers ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.tuesday : false
isWed() => _inTimeframe and showDailyDividers ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.wednesday : false
isThu() => _inTimeframe and showDailyDividers ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.thursday : false
isFri() => _inTimeframe and showDailyDividers ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.friday : false
isSat() => _inTimeframe and showDailyDividers ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.saturday : false
isSun() => _inTimeframe and showDailyDividers ? HOUR == dayLabelStartTime and minute == 0 and dayofweek == dayofweek.sunday : false
if isStartTime and showDailyDividers
vline(bar_index, dividerLineTextColor, line.style_dashed, 1)
_offset = _rin <= 7 ? math.round(dayLabelOffset * 12) : _rin <= 14 ? math.round(dayLabelOffset * 6) : _rin <= 20 ? math.round(dayLabelOffset * 4) : _rin <= 30 ? math.round(dayLabelOffset * 2) : _rin <= 60 ? math.round(dayLabelOffset * 1) : math.round(dayLabelOffset * 0.2)
plotshape(isMon(), text=txtMonH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=dividerLineTextColor, size=size.tiny, editable=false)
plotshape(isTue(), text=txtTueH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=dividerLineTextColor, size=size.tiny, editable=false)
plotshape(isWed(), text=txtWedH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=dividerLineTextColor, size=size.tiny, editable=false)
plotshape(isThu(), text=txtThuH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=dividerLineTextColor, size=size.tiny, editable=false)
plotshape(isFri(), text=txtFriH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=dividerLineTextColor, size=size.tiny, editable=false)
plotshape(isSat(), text=txtSatH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=dividerLineTextColor, size=size.tiny, editable=false)
plotshape(isSun(), text=txtSunH, color=TRANSPARENT, offset=_offset, style=shape.circle, location=location.bottom, textcolor=dividerLineTextColor, size=size.tiny, editable=false)
// --------------- SESSIONS ---------------
// --------------- PREVIOUS OHLC ---------------
// Daily
var line[] dailyOpenLines = array.new_line(0)
var line[] dailyCloseLines = array.new_line(0)
var line[] dailyHighLines = array.new_line(0)
var line[] dailyLowLines = array.new_line(0)
var label[] dailyOpenLabels = array.new_label(0)
var label[] dailyCloseLabels = array.new_label(0)
var label[] dailyHighLabels = array.new_label(0)
var label[] dailyLowLabels = array.new_label(0)
[d_o, d_h, d_l, d_c, d_show, d_newbar, d_hl, d_oc] = getOhlcData("D", showDaily, ohlcOffset)
if d_show and d_newbar
_timeTo = ohlcExtendToCurrent ? time : time_close("D")
if d_oc
addToArray(dailyOpenLines, line.new(x1=time, y1=d_o, x2=_timeTo, y2=d_o, xloc=xloc.bar_time, style=line.style_solid, color=o_color))
addToArray(dailyCloseLines, line.new(x1=time, y1=d_c, x2=_timeTo, y2=d_c, xloc=xloc.bar_time, style=line.style_solid, color=c_color))
addToArray(dailyOpenLabels, label.new(x=getOhlcLabelPos("D"), y= d_o, xloc=xloc.bar_time, text=dailyOText + " ", textcolor=o_color, style=label.style_none))
addToArray(dailyCloseLabels, label.new(x=getOhlcLabelPos("D"), y= d_c, xloc=xloc.bar_time, text=dailyCText + " ", textcolor=c_color, style=label.style_none))
if d_hl
addToArray(dailyHighLines, line.new(x1=time, y1=d_h, x2=_timeTo, y2=d_h, xloc=xloc.bar_time, style=line.style_solid, color=h_color))
addToArray(dailyLowLines, line.new(x1=time, y1=d_l, x2=_timeTo, y2=d_l, xloc=xloc.bar_time, style=line.style_solid, color=l_color))
addToArray(dailyHighLabels, label.new(x=getOhlcLabelPos("D"), y= d_h, xloc=xloc.bar_time, text=dailyHText + " ", textcolor=h_color, style=label.style_none))
addToArray(dailyLowLabels, label.new(x=getOhlcLabelPos("D"), y= d_l, xloc=xloc.bar_time, text=dailyLText + " ", textcolor=l_color, style=label.style_none))
// Weekly
var line[] weeklyOpenLines = array.new_line(0)
var line[] weeklyCloseLines = array.new_line(0)
var line[] weeklyHighLines = array.new_line(0)
var line[] weeklyLowLines = array.new_line(0)
var label[] weeklyOpenLabels = array.new_label(0)
var label[] weeklyCloseLabels = array.new_label(0)
var label[] weeklyHighLabels = array.new_label(0)
var label[] weeklyLowLabels = array.new_label(0)
[w_o, w_h, w_l, w_c, w_show, w_newbar, w_hl, w_oc] = getOhlcData("W", showWeekly, ohlcOffset)
if w_newbar and w_show
_timeTo = ohlcExtendToCurrent ? time : time_close("W")
if w_oc
addToArray(weeklyOpenLines, line.new(x1=time, y1=w_o, x2=_timeTo, y2=w_o, xloc=xloc.bar_time, style=getLineStyle(ohlcLineStyle), color=o_color))
addToArray(weeklyCloseLines, line.new(x1=time, y1=w_c, x2=_timeTo, y2=w_c, xloc=xloc.bar_time, style=getLineStyle(ohlcLineStyle), color=c_color))
addToArray(weeklyOpenLabels, label.new(x=getOhlcLabelPos("W"), y= w_o, xloc=xloc.bar_time, text=weeklyOText + " ", textcolor=o_color, style=label.style_none))
addToArray(weeklyCloseLabels, label.new(x=getOhlcLabelPos("W"), y= w_c, xloc=xloc.bar_time, text=weeklyCText + " ", textcolor=c_color, style=label.style_none))
if w_hl
addToArray(weeklyHighLines, line.new(x1=time, y1=w_h, x2=_timeTo, y2=w_h, xloc=xloc.bar_time, style=getLineStyle(ohlcLineStyle), color=h_color))
addToArray(weeklyLowLines, line.new(x1=time, y1=w_l, x2=_timeTo, y2=w_l, xloc=xloc.bar_time, style=getLineStyle(ohlcLineStyle), color=l_color))
addToArray(weeklyHighLabels, label.new(x=getOhlcLabelPos("W"), y= w_h, xloc=xloc.bar_time, text=weeklyHText + " ", textcolor=h_color, style=label.style_none))
addToArray(weeklyLowLabels, label.new(x=getOhlcLabelPos("W"), y= w_l, xloc=xloc.bar_time, text=weeklyLText + " ", textcolor=l_color, style=label.style_none))
// Weekly
var line[] monthlyOpenLines = array.new_line(0)
var line[] monthlyCloseLines = array.new_line(0)
var line[] monthlyHighLines = array.new_line(0)
var line[] monthlyLowLines = array.new_line(0)
var label[] monthlyOpenLabels = array.new_label(0)
var label[] monthlyCloseLabels = array.new_label(0)
var label[] monthlyHighLabels = array.new_label(0)
var label[] monthlyLowLabels = array.new_label(0)
[m_o, m_h, m_l, m_c, m_show, m_newbar, m_hl, m_oc] = getOhlcData("M", showMonthly, ohlcOffset)
if m_newbar and m_show
_timeTo = ohlcExtendToCurrent ? time : time_close("M")
if m_oc
addToArray(monthlyOpenLines, line.new(x1=time, y1=m_o, x2=_timeTo, y2=m_o, xloc=xloc.bar_time, style=getLineStyle(ohlcLineStyle), color=o_color))
addToArray(monthlyCloseLines, line.new(x1=time, y1=m_c, x2=_timeTo, y2=m_c, xloc=xloc.bar_time, style=getLineStyle(ohlcLineStyle), color=c_color))
addToArray(monthlyOpenLabels, label.new(x=getOhlcLabelPos("M"), y= m_o, xloc=xloc.bar_time, text=monthlyOText + " ", textcolor=o_color, style=label.style_none))
addToArray(monthlyCloseLabels, label.new(x=getOhlcLabelPos("M"), y= m_c, xloc=xloc.bar_time, text=monthlyCText + " ", textcolor=c_color, style=label.style_none))
if m_hl
addToArray(monthlyHighLines, line.new(x1=time, y1=m_h, x2=_timeTo, y2=m_h, xloc=xloc.bar_time, style=getLineStyle(ohlcLineStyle), color=h_color))
addToArray(monthlyLowLines, line.new(x1=time, y1=m_l, x2=_timeTo, y2=m_l, xloc=xloc.bar_time, style=getLineStyle(ohlcLineStyle), color=l_color))
addToArray(monthlyHighLabels, label.new(x=getOhlcLabelPos("M"), y= m_h, xloc=xloc.bar_time, text=monthlyHText + " ", textcolor=h_color, style=label.style_none))
addToArray(monthlyLowLabels, label.new(x=getOhlcLabelPos("M"), y= m_l, xloc=xloc.bar_time, text=monthlyLText + " ", textcolor=l_color, style=label.style_none))
// EXTEND LINES
if d_show and not d_newbar and ohlcExtendToCurrent
_lineO = getLastElementInArray(dailyOpenLines)
_lineH = getLastElementInArray(dailyHighLines)
_lineL = getLastElementInArray(dailyLowLines)
_lineC = getLastElementInArray(dailyCloseLines)
_labelO = getLastElementInArray(dailyOpenLabels)
_labelH = getLastElementInArray(dailyHighLabels)
_labelL = getLastElementInArray(dailyLowLabels)
_labelC = getLastElementInArray(dailyCloseLabels)
if not na(_lineO)
line.set_x2(_lineO, time)
if not na(_labelO)
label.set_x(_labelO, time)
if not na(_lineH)
line.set_x2(_lineH, time)
if not na(_labelH)
label.set_x(_labelH, time)
if not na(_lineL)
line.set_x2(_lineL, time)
if not na(_labelL)
label.set_x(_labelL, time)
if not na(_lineC)
line.set_x2(_lineC, time)
if not na(_labelC)
label.set_x(_labelC, time)
if w_show and not w_newbar and ohlcExtendToCurrent
_lineO = getLastElementInArray(weeklyOpenLines)
_lineH = getLastElementInArray(weeklyHighLines)
_lineL = getLastElementInArray(weeklyLowLines)
_lineC = getLastElementInArray(weeklyCloseLines)
_labelO = getLastElementInArray(weeklyOpenLabels)
_labelH = getLastElementInArray(weeklyHighLabels)
_labelL = getLastElementInArray(weeklyLowLabels)
_labelC = getLastElementInArray(weeklyCloseLabels)
if not na(_lineO)
line.set_x2(_lineO, time)
if not na(_labelO)
label.set_x(_labelO, time)
if not na(_lineH)
line.set_x2(_lineH, time)
if not na(_labelH)
label.set_x(_labelH, time)
if not na(_lineL)
line.set_x2(_lineL, time)
if not na(_labelL)
label.set_x(_labelL, time)
if not na(_lineC)
line.set_x2(_lineC, time)
if not na(_labelC)
label.set_x(_labelC, time)
if m_show and not m_newbar and ohlcExtendToCurrent
_lineO = getLastElementInArray(monthlyOpenLines)
_lineH = getLastElementInArray(monthlyHighLines)
_lineL = getLastElementInArray(monthlyLowLines)
_lineC = getLastElementInArray(monthlyCloseLines)
_labelO = getLastElementInArray(monthlyOpenLabels)
_labelH = getLastElementInArray(monthlyHighLabels)
_labelL = getLastElementInArray(monthlyLowLabels)
_labelC = getLastElementInArray(monthlyCloseLabels)
if not na(_lineO)
line.set_x2(_lineO, time)
if not na(_labelO)
label.set_x(_labelO, time)
if not na(_lineH)
line.set_x2(_lineH, time)
if not na(_labelH)
label.set_x(_labelH, time)
if not na(_lineL)
line.set_x2(_lineL, time)
if not na(_labelL)
label.set_x(_labelL, time)
if not na(_lineC)
line.set_x2(_lineC, time)
if not na(_labelC)
label.set_x(_labelC, time)
// DELETE OLD LINES
// Daily
if array.size(dailyOpenLines) > ohlcMaxLines
line.delete(array.shift(dailyOpenLines))
if array.size(dailyOpenLabels) > ohlcMaxLines
label.delete(array.shift(dailyOpenLabels))
if array.size(dailyCloseLines) > ohlcMaxLines
line.delete(array.shift(dailyCloseLines))
if array.size(dailyCloseLabels) > ohlcMaxLines
label.delete(array.shift(dailyCloseLabels))
if array.size(dailyHighLines) > ohlcMaxLines
line.delete(array.shift(dailyHighLines))
if array.size(dailyHighLabels) > ohlcMaxLines
label.delete(array.shift(dailyHighLabels))
if array.size(dailyLowLines) > ohlcMaxLines
line.delete(array.shift(dailyLowLines))
if array.size(dailyLowLabels) > ohlcMaxLines
label.delete(array.shift(dailyLowLabels))
// Weekly
if array.size(weeklyOpenLines) > ohlcMaxLines
line.delete(array.shift(weeklyOpenLines))
if array.size(weeklyOpenLabels) > ohlcMaxLines
label.delete(array.shift(weeklyOpenLabels))
if array.size(weeklyCloseLines) > ohlcMaxLines
line.delete(array.shift(weeklyCloseLines))
if array.size(weeklyCloseLabels) > ohlcMaxLines
label.delete(array.shift(weeklyCloseLabels))
if array.size(weeklyHighLines) > ohlcMaxLines
line.delete(array.shift(weeklyHighLines))
if array.size(weeklyHighLabels) > ohlcMaxLines
label.delete(array.shift(weeklyHighLabels))
if array.size(weeklyLowLines) > ohlcMaxLines
line.delete(array.shift(weeklyLowLines))
if array.size(weeklyLowLabels) > ohlcMaxLines
label.delete(array.shift(weeklyLowLabels))
// Monthly
if array.size(monthlyOpenLines) > ohlcMaxLines
line.delete(array.shift(monthlyOpenLines))
if array.size(monthlyOpenLabels) > ohlcMaxLines
label.delete(array.shift(monthlyOpenLabels))
if array.size(monthlyCloseLines) > ohlcMaxLines
line.delete(array.shift(monthlyCloseLines))
if array.size(monthlyCloseLabels) > ohlcMaxLines
label.delete(array.shift(monthlyCloseLabels))
if array.size(monthlyHighLines) > ohlcMaxLines
line.delete(array.shift(monthlyHighLines))
if array.size(monthlyHighLabels) > ohlcMaxLines
label.delete(array.shift(monthlyHighLabels))
if array.size(monthlyLowLines) > ohlcMaxLines
line.delete(array.shift(monthlyLowLines))
if array.size(monthlyLowLabels) > ohlcMaxLines
label.delete(array.shift(monthlyLowLabels))
// --------------- PREVIOUS OHLC --------------- |
MACD + EMA System with Alerts | https://www.tradingview.com/script/HJXXKfjk-MACD-EMA-System-with-Alerts/ | andryrads | https://www.tradingview.com/u/andryrads/ | 145 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © andryrads
//@version=5
indicator(title='MACD + EMA System with Alerts')
source = close
// Input Parameter
emaPeriod = input(200)
fastLength = input(12)
slowLength = input(26)
signalLength = input(9)
// EMA Logic
ema = ta.ema(source, emaPeriod)
isTrendUp = close > ema
isTrendDown = close < ema
// MACD Logic
fastMA = ta.ema(source, fastLength)
slowMA = ta.ema(source, slowLength)
macd = fastMA - slowMA
signal = ta.sma(macd, signalLength)
hist = macd - signal
outMACD = request.security(syminfo.tickerid, timeframe.period, macd)
outSignal = request.security(syminfo.tickerid, timeframe.period, signal)
outHist = request.security(syminfo.tickerid, timeframe.period, hist)
// MACD Area Logic
isMACDupside = signal > 0
isMACDdownside = signal < 0
// Histogram 4 Color Logic
histA_IsUp = outHist > outHist[1] and outHist > 0
histA_IsDown = outHist < outHist[1] and outHist > 0
histB_IsDown = outHist < outHist[1] and outHist <= 0
histB_IsUp = outHist > outHist[1] and outHist <= 0
// MACD Cross Color Logic
macd_IsAbove = outMACD >= outSignal
macd_IsBelow = outMACD < outSignal
// Indicator Color Definition
macd_color = #2963ff
signal_color = #ff9901
hist_color = histA_IsUp ? #4caf50 : histA_IsDown ? #1b5e20 : histB_IsDown ? #f33645 : histB_IsUp ? #801923 : color.gray
cross_color = macd_IsAbove ? color.rgb(0, 230, 118) : color.rgb(235, 92, 92)
// Y position of crossing signal
YPosition = outSignal
// Chart Plotting Section
plot(outMACD, title='Main Line', color=color.new(macd_color, 0), style=plot.style_line, linewidth=1)
plot(outSignal, title='Signal Line', color=color.new(signal_color, 0), style=plot.style_line, linewidth=1)
plot(outHist, title='Histogram', color=hist_color, style=plot.style_columns, linewidth=1)
plot(isTrendUp and isMACDdownside and ta.crossover(outMACD, outSignal) ? YPosition : na, title='MACD Crossover', style=plot.style_circles, linewidth=2, color=cross_color)
plot(isTrendDown and isMACDupside and ta.crossunder(outMACD, outSignal) ? YPosition : na, title='MACD Crossunder', style=plot.style_circles, linewidth=2, color=cross_color)
hline(0, 'Middle Line', linestyle=hline.style_solid, linewidth=1, color=color.white)
// Signal & Alerting section
entryLong = isTrendUp and isMACDdownside and ta.crossover(outMACD, outSignal)
entryShort = isTrendDown and isMACDupside and ta.crossunder(outMACD, outSignal)
alertcondition(entryLong, 'Buy Signal', '{{ticker}} : Buy Entry!')
alertcondition(entryShort, 'Sell Signal', '{{ticker}} : Sell Entry!')
|
REVE Markers | https://www.tradingview.com/script/6Gggf2pK-REVE-Markers/ | eykpunter | https://www.tradingview.com/u/eykpunter/ | 90 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © eykpunter
//@version=5
indicator("REVE Markers", overlay=true)
eventnorm=input.int(title="more than ### percent of usual is deemed considerable", defval=130, minval=100, step=5, group="For both range and volume:")/100
eventadd =input.int(title="add ### percent to this for excessive", defval=120, minval=10, step=5, group="For both range and volume:")/100
usual=input.int(title="as usual take the median of previous ## periods", defval=20, minval=5, group="For both range and volume:")
barwish = input.bool(title='show volume markers above and range markers below candles', defval=false, group="For both range and volume:")
//colors
scol=input.color(color.rgb(85,154,29,0), "considerable volume expansion, normal range (institutional traders)", group="Situational Colors") //green
bcol=input.color(color.new(color.aqua, 0), "excessive volume expansion, normal range (institutional traders)", group="Situational Colors") //blue
//nvcol=input.color(color.rgb(67,70,81, 0), "Beyond normal range extension, normal volume", group="Situational Colors") //dark gray when volume data provided
nvcol=input.color(color.rgb(74,20,140, 0), "Beyond normal range extension, neutral color", group="Situational Colors") //dark purple when no volume data provided
cscol=input.color(color.new(color.red, 0), "combination of considerable events (effective volume expansion, occasional traders)", group="Situational Colors") //red
cbcol=input.color(color.new(color.fuchsia, 0), "combination of considerable and excessive event (fierce trading, occasional traders)", group="Situational Colors") //fuchsia
climcol=input.color(color.new(color.maroon, 0), "combination of excessive events (climactic trading, occasional traders)", group="Situational Colors") //maroon
//calculate presence and context of events
curvol=na(volume)? 0:volume //If no volume reported, indicator will show all range extensions because curvol allways has a numerical value
//nvna=na(volume) //true if no volume reported, false when volume is provided
morevol=ta.median(curvol[1], usual)*eventnorm //small volume level at least ### times recently usual i.e. median
hugevol=ta.median(curvol[1], usual)*(eventnorm+eventadd) //big volume level at least #small + #add times recently usual
barrange=ta.tr(true)
moreran=ta.median(barrange[1], usual)*eventnorm
hugeran=ta.median(barrange[1], usual)*(eventnorm+eventadd)
//small and big volume expansions
vsevent1=curvol != 0 and curvol>=morevol and curvol<=hugevol //considerable volume expansion
vbevent1=curvol != 0 and curvol>hugevol //excessive volume expansion
vsevent=vsevent1 and barrange<moreran //considerable volume expansion without range effect
vbevent=vbevent1 and barrange<moreran //excessive volume expansion without range effect
//small and big range extensions
rsevent1=barrange>moreran and barrange<hugeran //limited range extension
rbevent1=barrange>=hugeran //big range extension
rsevent=barrange>moreran and barrange<hugeran and (curvol<=morevol or curvol==0)//limited range extension without volume support
rbevent=barrange>=hugeran and (curvol<=morevol or curvol==0) //big range extension wthout volume support
//small and big combination of volume and range expansions or extensions
csevent=vsevent1 and rsevent1 //combination of small events
cbevent=(vsevent1 and rbevent1) or (vbevent1 and rsevent1) //combination containing a big and small event (heated)
climevent=vbevent1 and rbevent1 //combination of big events (climactic)
//bar situations
barup=close>open and close>close[1]
bardown=close<open and close<close[1]
barsame=not barup and not bardown
//calculate event situations
//bottom markers
vseventup= vsevent and barup //event leading to rize
vseventdown=vsevent and bardown //event leading to fall
vseventnone=vsevent and barsame //event without effect on price
vbeventup= vbevent and barup //event leading to rize
vbeventdown=vbevent and bardown //event leading to fall
vbeventnone=vbevent and barsame //event without effect on price
rseventup= rsevent and barup //event leading to rize
rseventdown=rsevent and bardown //event leading to fall
rseventnone=rsevent and barsame //event without effect on price
rbeventup= rbevent and barup //event leading to rize
rbeventdown=rbevent and bardown //event leading to fall
rbeventnone=rbevent and barsame //event without effect on price
cseventup= csevent and barup //event leading to rize
cseventdown=csevent and bardown //event leading to fall
cseventnone=csevent and barsame //event without effect on price
cbeventup= cbevent and barup //event leading to rize
cbeventdown=cbevent and bardown //event leading to fall
cbeventnone=cbevent and barsame //event without effect on price
climeventup= climevent and barup //event leading to rize
climeventdown=climevent and bardown //event leading to fall
climeventnone=climevent and barsame //event without effect on price
//bar markers marking volume events
barvs= barwish? vsevent1:na //small volume event
barvb= barwish? vbevent1:na //big volume event
//bar markers marking range events
barrsup= barwish? rsevent1 and barup : na //limitied range event up
barrsdown= barwish? rsevent1 and bardown : na //limited range event down
barrsnone= barwish? rsevent1 and barsame : na //limited range event without effect on price
barrbup= barwish? rbevent1 and barup : na //big range event up
barrbdown= barwish? rbevent1 and bardown : na //big range event down
barrbnone= barwish? rbevent1 and barsame : na //big range event without effect on price
//plot markers
//bottom volume markers
plotshape(vseventup, style=shape.triangleup, location=location.bottom, size=size.tiny, color=scol)
plotshape(vseventdown, style=shape.triangledown, location=location.bottom, size=size.tiny, color=scol)
plotshape(vseventnone, style=shape.square, location=location.bottom, size=size.tiny, color=scol)
plotshape(vbeventup, style=shape.triangleup, location=location.bottom, size=size.tiny, color=bcol)
plotshape(vbeventdown, style=shape.triangledown, location=location.bottom, size=size.tiny, color=bcol)
plotshape(vbeventnone, style=shape.square, location=location.bottom, size=size.tiny, color=bcol)
//bottom range markers (all cross)
//plotshape(rseventup, style=shape.arrowup, location=location.bottom, size=size.tiny, color=color.blue )// color=nvna?nvnacol:nvcol )
plotchar(rseventup, char="↑", location=location.bottom, size=size.tiny, color=color.blue )
//plotshape(rseventdown, style=shape.labeldown, location=location.bottom, size=size.tiny, color=color.red )// color=nvna?nvnacol:nvcol)
plotchar(rseventdown, char="↓", location=location.bottom, size=size.tiny, color=color.red)
plotshape(rseventnone, style=shape.cross, location=location.bottom, size=size.tiny, color=nvcol ) //color=nvna?nvnacol:nvcol)
//plotshape(rbeventup, style=shape.xcross, location=location.bottom, size=size.tiny, color=color.blue )// color=nvna?nvnacol:nvcol )
plotchar(rbeventup, char="Λ", location=location.bottom, size=size.tiny, color=color.blue )
//plotshape(rbeventdown, style=shape.xcross, location=location.bottom, size=size.tiny, color=color.red )// color=nvna?nvnacol:nvcol)
plotchar(rbeventdown, char="V", location=location.bottom, size=size.tiny, color=color.red )
plotshape(rbeventnone, style=shape.xcross, location=location.bottom, size=size.tiny, color=nvcol ) //color=nvna?nvnacol:nvcol)
//bottom combination markers
plotshape(cseventup, style=shape.triangleup, location=location.bottom, size=size.tiny, color=cscol)
plotshape(cseventdown, style=shape.triangledown, location=location.bottom, size=size.tiny, color=cscol)
plotshape(cseventnone, style=shape.square, location=location.bottom, size=size.tiny, color=cscol)
plotshape(cbeventup, style=shape.triangleup, location=location.bottom, size=size.tiny, color=cbcol)
plotshape(cbeventdown, style=shape.triangledown, location=location.bottom, size=size.tiny, color=cbcol)
plotshape(cbeventnone, style=shape.square, location=location.bottom, size=size.tiny, color=cbcol)
plotshape(climeventup, style=shape.triangleup, location=location.bottom, size=size.tiny, color=climcol)
plotshape(climeventdown, style=shape.triangledown, location=location.bottom, size=size.tiny, color=climcol)
plotshape(climeventnone, style=shape.square, location=location.bottom, size=size.tiny, color=climcol)
//bar volume markers (all cross)
plotshape(barvs, style=shape.cross, location=location.abovebar, size=size.tiny, color=nvcol)
plotshape(barvb, style=shape.xcross, location=location.abovebar, size=size.tiny, color=nvcol)
//bar range markers
plotshape(barrsup, style=shape.triangleup, location=location.belowbar, size=size.tiny, color=nvcol)
plotshape(barrsdown, style=shape.triangledown, location=location.belowbar, size=size.tiny, color=nvcol)
plotshape(barrsnone, style=shape.cross, location=location.belowbar, size=size.tiny, color=nvcol)
plotshape(barrbup, style=shape.triangleup, location=location.belowbar, size=size.small, color=nvcol)
plotshape(barrbdown, style=shape.triangledown, location=location.belowbar, size=size.small, color=nvcol)
plotshape(barrbnone, style=shape.cross, location=location.belowbar, size=size.small, color=nvcol) |
Directional Movement Indicator (DMI and ADX) - Tartigradia | https://www.tradingview.com/script/5jVJuobZ-Directional-Movement-Indicator-DMI-and-ADX-Tartigradia/ | tartigradia | https://www.tradingview.com/u/tartigradia/ | 126 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © BeikabuOyaji
// This is an extended indicator, from the original one by BeikabuOyaji: https://www.tradingview.com/script/VTPMMOrx-ADX-and-DI/
// extended by tartigradia (plot DMX, added second threshold as per Welles Wilder original indicator, added background highlighting depending on ADX and thresholds to ease interpretation of trends vs ranging market, converted to pinescript v5, changed color scheme to work on black theme)
// for more infos on how to use this indicator, read (in french): https://www.leguideboursier.com/apprendre-bourse/analyse-technique/indicateur-adx.php and https://www.leguideboursier.com/apprendre-bourse/analyse-technique/dmi-indicateur.php
//
// Description: Direction Movement Indicator (DMI) is a trend indicator invented by J. Welles Wilder, who also authored RSI.
// DMI+ and DMI- respectively indicate pressure towards bullish or bearish trends.
// ADX is the average directional movement, which indicates whether the market is currently trending (high values above 25) or ranging (below 20) or undecided (between 20 and 25).
// DMX is the non smoothed ADX, which allows to detect transitions from trending to ranging markets and inversely with zero lag, but at the expense of having much more noise.
//
// Usage: To use this indicator for entry: when DMI+ crosses over DMI-, there is a bullish sentiment, however ADX also needs to be above 25 to be significant, otherwise the market is not trending.
// When ADX is below 20, the market is ranging (no trend), and when ADX is between 20 and 25, the market is undecided (we don't know if it's trending or ranging).
// Inversely, when DMI+ crosses under DMI- and ADX is above 25, then the sentiment is significantly bearish, but if ADX is below 20, the signal should be disregarded, since market is ranging.
// This indicator automatically highlights the background in purple when ADX is above 25 to indicate that there is a trend, regardless of its direction, and in dark blue when ADX is below 20, indicating that the market is ranging. When the market is undecided, the background is not highlighted.
// There is a "Trend bar" at the bottom that allows for easy interpretation:
// * it is colored in green when the market is bullishly trending (DMI+ over DMI- and ADX > 25).
// * in red when market is bearishly trending (DMI+ under DMI- and ADX > 25).
// * in dark blue when market is ranging (ADX < 20).
// * in gray when market is undecided (20 <= ADX < 25).
// To make trend changes signals appear faster, the default SMA calculations embedded inside the ADX and DMI calculations are replaceable by other types of moving averages. By default, a Zero-Lag Moving Average (ZLMA) is selected, as it provides a smooth yet very reactive signal.
// To get the most reactive signal, smoothing can be disabled by highlighting the background and trend bar using DMX, which is the non-smoothed ADX, and is hence much more reactive but also much more noisy (disabled by default).
// Finally, arrows can be activated in the Style menu to automatically show when the two conditions described above are met, or these can be used in a strategy.
// By default, this indicator is set to always calculate on the weekly timeframe, as this is when the signals appear to be the most reliable. The timeframe can however be changed in the parameters, and can be set to "Chart" to adapt to currently user selected timeframe in TradingView.
//@version=5
indicator('Directional Movement Indicator (DMI and ADX) - Tartigradia', shorttitle='ADX_DMI', timeframe="W", timeframe_gaps=false)
// AUX FUNCTIONS
//
zema(src, len) =>
// Zero-lag EMA
// by DreamsDefined in: https://www.tradingview.com/script/pFyPlM8z-Reverse-Engineered-RSI-Key-Levels-MTF/
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
d = ema1 - ema2
zlema = ema1 + d
zlema
approximate_sma(x, ma_length) =>
// Approximate SMA, which substracts the average instead of popping the oldest element
// This is the original SMA used in this indicator
// For some reason, this appears to give the same results as a standard RMA
sma = 0.0
sma := nz(sma[1]) - (nz(sma[1] / ma_length)) + x
sma
f_maSelect(serie, ma_type="sma", ma_length=14) =>
switch ma_type
"sma" => ta.sma(serie, ma_length)
"ema" => ta.ema(serie, ma_length)
"rma" => ta.rma(serie, ma_length)
"wma" => ta.wma(serie, ma_length)
"vwma" => ta.vwma(serie, ma_length)
"swma" => ta.swma(serie)
"hma" => ta.hma(serie, ma_length)
"alma" => ta.alma(serie, ma_length, 0.85, 6)
"zlma" => zema(serie, ma_length)
"approximate_sma" => approximate_sma(serie, ma_length)
=>
runtime.error("No matching MA type found.")
float(na)
detect_switch(series bool x) =>
// Detects when a series turn from false to true, this is useful to detect abrupt transitions and mark them with plotshape
x and not x[1]
// PARAMETERS
//
ma_length_dmi = input.int(14, title='Smoothing length for DMI+ and DMI-', minval=1, step=1, maxval=300)
ma_type_dmi = input.string('approximate_sma', 'Moving Average Type for DMI+ and DMI-', options=['sma', 'ema', 'rma', 'wma', 'vwma', 'swma', 'hma', 'alma', 'zlma', 'approximate_sma'], tooltip='What kind of smoothing algorithm do we apply on the signals? For the original DMI+ and DMI- as defined by Welles Wilder, set approximate_sma.')
th = input.float(20, title='ADX No trend threshold', step=1.0)
th2 = input.float(25, title='ADX trend threshold', step=1.0)
ma_length_adx = input.int(14, "SMA Length for ADX", minval=1, maxval=300, step=1)
ma_type_adx = input.string('zlma', 'Moving Average Type for ADX', options=['sma', 'ema', 'rma', 'wma', 'vwma', 'swma', 'hma', 'alma', 'zlma', 'approximate_sma'], tooltip='What algorithm to use to smooth out the signals? Default: zlma, as it provides the most reactive signal while still being smooth (less noisy, less false positives). For the original ADX as defined by Welles Wilder, select sma.')
bg_highlight = input.bool(true, title='Highlight background depending on ADX thresholds?', tooltip='Highlight background when ADX is below the no trend threshold (ranging market) or above the trend threshold (trending market). Between both thresholds, the market is undecided.')
show_trend_bar = input.bool(true, title='Show trend bar based on DMI+/DMI- crossover direction with ADX filtering?', tooltip='Display a bar with color indicating trend direction or lack of trend: bullish if DMI+ is above DMI- and ADX > trend threshold (default green), bearish if DMI+ is below DMI- and ADX > trend threshold (default red), otherwise if ADX < no-trend threshold then there is no trend (default orange) and if ADX is between the no-trend threshold and the trend threshold then the market is uncertain whether it is trending or ranging (default gray).')
bg_highlight_dmx = input.bool(false, title='Use DMX (non-smoothed ADX) instead of ADX in calculations to highlight background and trend bar?', tooltip='This allows to experience no lag in trend changes, but there is much more noise than with the smoothed ADX, hence lots of false positives.')
// CALCULATIONS
//
TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange = f_maSelect(TrueRange, ma_type_dmi, ma_length_dmi)
SmoothedDirectionalMovementPlus = f_maSelect(DirectionalMovementPlus, ma_type_dmi, ma_length_dmi)
SmoothedDirectionalMovementMinus = f_maSelect(DirectionalMovementMinus, ma_type_dmi, ma_length_dmi)
DMIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DMIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DMX = math.abs(DMIPlus - DMIMinus) / (DMIPlus + DMIMinus) * 100
ADX = f_maSelect(DMX, ma_type_adx, ma_length_adx)
// PLOTS
//
plot(DMIPlus, color=color.new(color.green, 0), title='DI+')
plot(DMIMinus, color=color.new(color.red, 0), title='DI-')
plot(ADX, color=color.new(color.white, 0), title='ADX', linewidth=2)
plot(DMX, color=color.new(color.gray, 0), title='DMX')
hline(th, color=color.new(color.white, 50), title="ADX no trend threshold level")
hline(th2, color=color.new(color.white, 50), title="ADX trend threshold level")
// Background highlight of trends
trend_val = bg_highlight_dmx ? DMX : ADX
bgcolor(not bg_highlight ? na : trend_val < th ? color.new(color.blue, 70) : trend_val >= th2 ? color.new(color.purple, 70) : na, title='Background highlight of trend existence according to ADX or DMX (not direction)')
trendbar1 = hline(0.0, title='Trend bar top line', linewidth=1, color=color.new(color.white, 100)) // use invisible color lines instead of display.none to ensure chart is scaled to include bar, otherwise with display.none the fill will still be displayed but the chart won't necessarily get scaled to display it
trendbar2 = hline(-5.0, title='Trend bar bottom line', linewidth=1, color=color.new(color.white, 100))
fill(trendbar1, trendbar2, color= not show_trend_bar ? na :
trend_val < th ? color.blue :
trend_val >= th and trend_val < th2 ? color.gray :
trend_val >= th2 and DMIPlus > DMIMinus ? color.green :
trend_val >= th2 and DMIPlus < DMIMinus ? color.red : na
, title='Trend bar (DMI+/DMI- crossover combined with ADX filtering)')
// Plot abrupt changes as arrows
dmibullish = DMIPlus > DMIMinus and trend_val >= th2
dmibearish = DMIPlus < DMIMinus and trend_val >= th2
trend_val_unsignificant = trend_val < th2
//plotarrow(detect_switch(dmibullish) ? 1 : detect_switch(dmibearish) ? -1 : na, title="DMI+ crosses DMI-", display=display.none) // TODO: display scaling is totally off for some unknown reason
plotshape(detect_switch(dmibullish), title='Signal: DMI+ crossover DMI-', style=shape.triangleup, location=location.top, color=color.new(color.green, 0), size=size.auto, display=display.pane)
plotshape(detect_switch(dmibearish), title='Signal: DMI+ crossunder DMI-', style=shape.triangledown, location=location.top, color=color.new(color.red, 0), size=size.auto, display=display.pane)
plotshape(detect_switch(trend_val_unsignificant), title='Signal: Trend disappears', style=shape.xcross, location=location.top, color=color.new(color.gray, 0), size=size.auto, display=display.pane)
|
Swing Failure Pattern | https://www.tradingview.com/script/oY9eHyso-Swing-Failure-Pattern/ | Greg_007 | https://www.tradingview.com/u/Greg_007/ | 919 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Greg_007
//@version=5
indicator("Swing Failure Pattern", overlay=true)
lookback = input.int(100, "Bars to look back")
ignore = input.int(10, "Ignore last ... bars")
char = input.string('👀', "Character to show (only 1 is allowed)")
char_color = input.color(color.blue, "Character Color")
last_high = ta.highest(lookback)
last_low = ta.lowest(lookback)
ignored_high = ta.highest(ignore)
ignored_low = ta.lowest(ignore)
plotchar(high > last_high[1] and close < last_high[1] and last_high[1] != ignored_high[1] ? close : na, char=char, color = char_color, location=location.abovebar, size=size.small)
plotchar(low < last_low[1] and close > last_low[1] and last_low[1] != ignored_low[1] ? close : na, char=char, color = char_color, location=location.belowbar, size=size.small)
|
Fed Net Liquidity Indicator v2 | https://www.tradingview.com/script/UCqiVU4F-Fed-Net-Liquidity-Indicator-v2/ | TaxShields | https://www.tradingview.com/u/TaxShields/ | 256 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jlb05013
//@version=5
indicator("Fed Net Liquidity Indicator", overlay=true)
i_res = input.timeframe('D', "Resolution", options=['D', 'W', 'M'])
fed_bal = request.security('FRED:WALCL', i_res, close)/1e9 // millions
tga = request.security('FRED:WTREGEN', i_res, close)/1e9 // billions
rev_repo = request.security('FRED:RRPONTSYD', i_res, close)/1e9 // billions
net_liquidity = (fed_bal - (tga + rev_repo)) / 1.1 - 1625
var net_liquidity_offset = 10 // 2-week offset for use with daily charts
if timeframe.isdaily
net_liquidity_offset := 10
if timeframe.isweekly
net_liquidity_offset := 2
if timeframe.ismonthly
net_liquidity_offset := 0
plot(net_liquidity, title='Net Liquidity', color=color.new(color.blue, 80), style=plot.style_area, offset=net_liquidity_offset)
|
SpreadTrade - Auto-Cointegration (ps5) | https://www.tradingview.com/script/k60icAir-SpreadTrade-Auto-Cointegration-ps5/ | capissimo | https://www.tradingview.com/u/capissimo/ | 161 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © capissimo
//@version=5
indicator('SpreadTrade - Auto-Cointegration (ps5)', 'ST-AutoCI', false)
// Auto-Cointegration-Based Pair Trading Strategy (revised version)
// There are three popular styles of Pair trading: distance-based pair trading,
// correlation-based pair trading and cointegration-based pair trading. Typically,
// they require preliminary statistical estimation of the viability of the
// corresponding strategy.
// The Cointegration strategy boild down to shorting the outperforming instrument
// and going long on the underperforming instrument whenever the temporary correlation
// weakens which means one instrument is going up and another is going down.
// Apart from the typical cointegration strategy which employs two cointegrated
// instruments, this script uses just one instrument, in base timeframe and in
// lagged timeframe. So in fact this an auto-cointegration strategy, or better
// still, an auto-correlation strategy.
// Notice that each moving average function may require different Threshold
// settings.Thr orange cross symbol indicates the exit points. To filter out
// the signals use higher values for the LongWindow and the Threshold parameters.
// Also pay attention that in some cases with some moving averages the color of
// the signals has to be inverted.
//-- Inputs
Dataset = input.source (close, 'Dataset')
Tframe = input.timeframe('', 'Timeframe', tooltip='A timeframe of the lagged dataset used as a devisor in ratio')
ShortWindow = input.int (2, 'Short Window [2..n]', 2, tooltip='A lookback period for the first moving average')
LongWindow = input.int (1500, 'Long Window [3..m]', 3, tooltip='A lookback period for the second moving average')
Maverage = input.string ('SMA', 'Moving Average Function', ['EMA','HMA','SMA','VWAP','WMA'])
Threshold = input.float (20.0, 'Z-Score Threshold [0.1..400.0]', minval=0.1, maxval=400.0, step=0.1) // 0.1 for vwap
Ticks = input.int (252, 'Tick Threshold [2..500]', 2, 500, tooltip='Used for deciding on what bar to exit a trade')
Invert = input.bool (true, 'Invert the Color', tooltip='Occasionally signal color inversion is required')
//-- Constants
var int BUY = 1
var int SELL =-1
var int CLEAR = 0
//-- Variables
var int signal = CLEAR
var array<int> ticks = array.new<int>(1, 0) // array used as a container for inter-bar variables
//-- Logic
float lagged_dataset = request.security('', Tframe, Dataset[1])
float ratios = math.log(Dataset / lagged_dataset)
float mov_avg1 = switch Maverage
'EMA' => ta.ema (ratios, ShortWindow)
'HMA' => ta.hma (ratios, ShortWindow)
'VWAP' => ta.vwap(ratios)
'WMA' => ta.wma (ratios, ShortWindow)
=> ta.sma(ratios, ShortWindow)
float mov_avg2 = switch Maverage
'EMA' => ta.ema (ratios, LongWindow)
'HMA' => ta.hma (ratios, LongWindow)
'VWAP' => ta.vwap(ratios[1])
'WMA' => ta.wma (ratios, LongWindow)
=> ta.sma(ratios, LongWindow)
float std_deviation = ta.stdev(mov_avg2, math.round(math.avg(ShortWindow, LongWindow)))
float z_score = (mov_avg1 - mov_avg2) / std_deviation // brings out the mean reverting nature of the ratio!
bool long = z_score < -Threshold
bool short = z_score > Threshold
bool clear = not(long and short)
// Ratio is BUY (+1) whenever the z-score is below -Threshold because we expect z-score to go back up to 0, hence ratio to increase
// Ratio is SELL(-1) whenever the z-score is above +Threshold because we expect z-score to go back down to 0, hence ratio to decrease
signal := long ? BUY : short ? SELL : clear ? CLEAR : nz(signal[1])
if array.get(ticks, 0)==Ticks
signal := CLEAR
array.set(ticks, 0, 0)
if signal == BUY
array.set(ticks, 0, array.get(ticks, 0) + 1)
if signal == SELL
array.set(ticks, 0, array.get(ticks, 0) + 1)
int changed = ta.change(signal)
bool long_condition = changed and signal==BUY
bool short_condition = changed and signal==SELL
bool clear_condition = changed and signal==CLEAR
color clr_green = Invert ? color.red : color.green
color clr_red = Invert ? color.green : color.red
//-- Visuals
hline(Threshold, 'Upper Bound', color.red)
hline(-Threshold, 'Lower Bound', color.green)
plot(CLEAR, 'Midline', color.silver, 1)
plot(z_score, 'Z-Score')
plot(long_condition ? z_score : na, 'Sell Signal', clr_green, 3, plot.style_circles)
plot(short_condition ? z_score : na, 'Buy Signal', clr_red, 3, plot.style_circles)
plot(clear_condition ? z_score : na, 'Clear Position', color.orange, 2, plot.style_cross)
//-- Notification
if changed and signal==BUY
alert('Buy Alert', alert.freq_once_per_bar) // alert.freq_once_per_bar_close
if changed and signal==SELL
alert('Sell Alert', alert.freq_once_per_bar)
alertcondition(long_condition, 'Buy', 'Go long!')
alertcondition(short_condition, 'Sell', 'Go short!')
//alertcondition(long_condition or short_condition, 'Alert', 'Deal Time!')
// :End: |
The Godfather | https://www.tradingview.com/script/kZAxfkPD-The-Godfather/ | JOJOGLO | https://www.tradingview.com/u/JOJOGLO/ | 60 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © JOJOGLO
//@version=5
indicator("The Godfather", "ABBA", overlay=true)
useColorUp = input(color.rgb(28, 139, 230), title = "UP")
useColorDn = input(color.rgb(224, 67, 67), title = "DN")
useColorIk = input(color.new(color.black,15), title = "WI")
useColorDr = input(color.new(color.black,15), title = "BO")
useMA = input(88, title = "MA")
//-----OLHCRange-----//
h = high
l = low
c = close
o = c[1]
r = (ta.highest(h,3) + ta.lowest(l,3) ) / 2
//----AM-BETTER-MA-----//
ma0 = (ta.sma(hlc3,3) + ta.sma(hlc3,4)[3] + (ta.sma(open, 16) + ta.sma(open, 19)[3]) ) / 4
sig = ta.lowest(ma0, 2) < ma0 ? color.rgb(28, 139, 230,0) : ta.highest(ma0,2) > ma0 ? color.new(color.red,0) : color.new(color.black,0)
//-----RSI-----//
rsiLine = ta.rsi(c, 7)
//-----SHOW-RSI-FLIPS-----//
upCon1 = rsiLine[1] <= 50 and rsiLine > 50
dnCon1 = rsiLine[1] > 50 and rsiLine <= 50
sigCon = upCon1 or dnCon1
upClr1 = color.new(color.blue,72)
dnClr1 = color.new(color.blue,72)
//-----CANDLE-COLOR-----//
sig2up = sigCon[2] and c[2] < c
sig3up = sigCon[3] and c[3] < c
sig2dn = sigCon[2] and c[2] > c
sig3dn = sigCon[3] and c[3] > c
signal = r < ma0 ? "dn" : r > ma0 ? "up" : "none"
signal := sig2up or sig3up ? "up" : signal
signal := sig2dn or sig3dn ? "dn" : signal
signal := not sig2up and not sig2dn and not sig3up and not sig3dn and sigCon[1] and ma0 < c ? "up" : signal
signal := not sig2up and not sig2dn and not sig3up and not sig3dn and sigCon[1] and ma0 > c ? "dn" : signal
///-----FINISHING-TOUCHES------///
plot(ma0, color = color.new(sig,useMA), style = plot.style_line, linewidth = 3,editable = false)
plotshape(upCon1, style = shape.triangleup, location = location.abovebar, color = upClr1,editable = false)
plotshape(dnCon1, style = shape.triangledown, location = location.belowbar, color = dnClr1,editable = false)
transpStamp = c[1] > c ? 0 : 50
palette = signal == "up" ? color.new(useColorUp,transpStamp) : signal == "dn" ? color.new(useColorDn,transpStamp) : signal == "none" ? color.new(color.yellow,transpStamp) : color.new(color.fuchsia,transpStamp)
plotcandle(o,h,l,c, color = color.new(palette, transpStamp), wickcolor = useColorIk , bordercolor = useColorDr, editable = false)
|
Spread Chart | https://www.tradingview.com/script/TEUP88cy-Spread-Chart/ | konidtaly88 | https://www.tradingview.com/u/konidtaly88/ | 51 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © konidtaly88
//@version=5
indicator("Spread Chart")
masterQuantity = input.int(1)
tickerName = input.symbol("M2K1!")
tickerQuantity = input.float(-1, step=1)
tickerPointvalue = input.float(5, minval=0)
secondTickerName = input.symbol("ZB1!")
secondTickerQuantity = input.float(0, step=1)
secondTickerPointvalue = input.float(1000, minval=0)
invert = input.bool(false)
debug = input.bool(false)
rowColor(qty) => qty>0? color.green : color.red
var table tableInfo = na
if na(tableInfo)
rowCount = 2 + (tickerQuantity!=0 ? 1 : 0) + (secondTickerQuantity!=0 ? 1 : 0)
tableInfo := table.new(position.top_right, 3, rowCount, frame_color=color.gray, frame_width=1, border_color=color.gray, border_width=1)
tableTextColor = color.white
table.cell(tableInfo, 0, 0, "Qty", text_color=tableTextColor)
table.cell(tableInfo, 1, 0, "Ticker", text_color=tableTextColor)
table.cell(tableInfo, 2, 0, syminfo.currency+"/Handle", text_color=tableTextColor)
table.cell(tableInfo, 0, 1, str.tostring(math.sign(invert?-1:1)*masterQuantity), text_color=rowColor(masterQuantity))
table.cell(tableInfo, 1, 1, syminfo.tickerid, text_color=rowColor(masterQuantity))
table.cell(tableInfo, 2, 1, str.tostring(syminfo.pointvalue), text_color=rowColor(masterQuantity))
currentRow = 2
if tickerQuantity != 0
table.cell(tableInfo, 0, currentRow, str.tostring(math.sign(invert?-1:1)*tickerQuantity), text_color=rowColor(tickerQuantity))
table.cell(tableInfo, 1, currentRow, tickerName, text_color=rowColor(tickerQuantity))
table.cell(tableInfo, 2, currentRow, str.tostring(tickerPointvalue), text_color=rowColor(tickerQuantity))
currentRow += 1
if secondTickerQuantity != 0
table.cell(tableInfo, 0, currentRow, str.tostring(math.sign(invert?-1:1)*secondTickerQuantity), text_color=rowColor(secondTickerQuantity))
table.cell(tableInfo, 1, currentRow, secondTickerName, text_color=rowColor(secondTickerQuantity))
table.cell(tableInfo, 2, currentRow, str.tostring(secondTickerPointvalue), text_color=rowColor(secondTickerQuantity))
tickerHigh = request.security(tickerName, timeframe.period, high)
tickerLow = request.security(tickerName, timeframe.period, low)
tickerOpen = request.security(tickerName, timeframe.period, open)
tickerClose = request.security(tickerName, timeframe.period, close)
// tickerPointvalue = request.security(secondTickerName, timeframe.period, syminfo.pointvalue)
barOpen = masterQuantity*open*syminfo.pointvalue + tickerQuantity*tickerOpen*tickerPointvalue
barClose = masterQuantity*close*syminfo.pointvalue + tickerQuantity*tickerClose*tickerPointvalue
barHigh = masterQuantity*high*syminfo.pointvalue + tickerQuantity*tickerHigh*tickerPointvalue
barLow = masterQuantity*low*syminfo.pointvalue + tickerQuantity*tickerLow*tickerPointvalue
secondTickerHigh = request.security(secondTickerName, timeframe.period, high)
secondTickerLow = request.security(secondTickerName, timeframe.period, low)
secondTickerOpen = request.security(secondTickerName, timeframe.period, open)
secondTickerClose = request.security(secondTickerName, timeframe.period, close)
// secondTickerPointvalue = request.security(secondTickerName, timeframe.period, syminfo.pointvalue)
barOpen += secondTickerQuantity*secondTickerOpen*secondTickerPointvalue
barClose += secondTickerQuantity*secondTickerClose*secondTickerPointvalue
barHigh += secondTickerQuantity*secondTickerHigh*secondTickerPointvalue
barLow += secondTickerQuantity*secondTickerLow*secondTickerPointvalue
if invert
barOpen *= -1
barClose *= -1
barHigh *= -1
barLow *= -1
plotbar(barOpen, barHigh, barLow, barClose, color=barOpen>barClose?color.red:(barOpen<barClose?color.green:color.white))
plot(debug?tickerClose:na, color=color.red)
plot(debug?tickerQuantity*tickerClose:na, color=color.green)
plot(debug?tickerQuantity*tickerClose*tickerPointvalue:na, color=color.blue)
|
Educational: lines, linefill, labels & boxes | https://www.tradingview.com/script/q3MOxW22-Educational-lines-linefill-labels-boxes/ | fikira | https://www.tradingview.com/u/fikira/ | 144 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © fikira
//@version=5
indicator ("Educational: lines, linefill, labels & boxes" , max_lines_count=200, overlay=true)
selection = input.string ('Linefill' , options=['Linefill' ])
options = input.string ('extend lines', options=['extend lines', 'none'])
// –––––––––––––––––––––[ Fetch previous Weekly high/low ]–––––––––––––––––––––
prevHigh_W = request.security(syminfo.tickerid, 'W', nz(high[1]), barmerge.gaps_off, barmerge.lookahead_on)
prevLow_W = request.security(syminfo.tickerid, 'W', nz(low [1]), barmerge.gaps_off, barmerge.lookahead_on)
// –––––––––––––––––––––[ Create array's ]–––––––––––––––––––––
var linefill[] lnF = array.new <linefill> ()
var int [] dir = array.new < int > ()
// –––––––––––––––––––––[ Add 1 linefill.new() ]–––––––––––––––––––––
if barstate.isfirst or timeframe.change('W')
line1 = line.new(bar_index, prevHigh_W, bar_index +1, prevHigh_W, color= color.new(color.silver, 50) )
line2 = line.new(bar_index, prevLow_W , bar_index +1, prevLow_W , color= color.new(color.silver, 50) )
array.unshift (lnF , linefill.new(line1, line2, color.new(color.blue , 75)))
array.unshift (dir , 0 )
// –––––––––––––––––––––[ If broken, change color,
// otherwise, make lines
// 1 bar_index longer ]–––––––––––––––––––––
getDir = array.get(dir, 0)
if getDir == 0
getLineF = array.get(lnF, 0)
getLine1 = linefill.get_line1(getLineF)
getLine2 = linefill.get_line2(getLineF)
// if close > top line -> change color -> lime , set dir to 1
if close > line.get_price (getLine1, bar_index )
linefill.set_color (getLineF, color.new(color.lime, 75))
array.set (dir , 0 , 1)
else
// if close < bottom line -> change color -> red , set dir to -1
if close < line.get_price(getLine2, bar_index )
linefill.set_color (getLineF, color.new(#FF0000 , 75))
array.set (dir , 0 , -1)
//
// notice the 'difference' and 'simularity' between 'extend lines' & 'none'
if options == 'extend lines'
line.set_x2 (getLine1, bar_index )
line.set_x2 (getLine2, bar_index )
plot( array.size(linefill.all), display = display.status_line) |
Auto Fibo Multi Timeframe [Misu] | https://www.tradingview.com/script/G0CVkca5-Auto-Fibo-Multi-Timeframe-Misu/ | Fontiramisu | https://www.tradingview.com/u/Fontiramisu/ | 662 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Misu
//@version=5
indicator("Auto Fibo Multi Timeframe [Misu]", shorttitle="Auto Fibo Multi TF [Misu]", overlay = true, max_lines_count = 500, max_labels_count = 500)
import Fontiramisu/fontilab/12 as fontilab
// ] —————— Input Vars —————— [
timeframe = input.timeframe(defval = '240', group="Pivot Settings")
leftBars = input.int(defval = 2, title = "Left Bars", minval = 1, group="Pivot Settings")
rightBars = input.int(defval = 2, title = "Right Bars", minval = 1, group="Pivot Settings")
// Fibo.
isColorAll = input.bool(true, "", group="UI Settings", inline="color")
colorAll = input.color(color.white, "Color All Lines ----", group="UI Settings", inline="color")
rightOffset = input.int(20, "Label Offset Right", group="UI Settings", inline="offset")
isfib0000 = input.bool(true, "", group="UI Settings", inline="0")
nFib0000 = input.float(0, "", step=0.01, group="UI Settings", inline="0")
colorFib0000 = input.color(color.white, "", group="UI Settings", inline="0")
isfib0206 = input.bool(false, "", group="UI Settings", inline="0")
nFib0206 = input.float(0.206, "", step=0.01, group="UI Settings", inline="0")
colorFib0206 = input.color(color.white, "", group="UI Settings", inline="0")
isfib0382 = input.bool(true, "", group="UI Settings", inline="0.382")
nFib0382 = input.float(0.382, "", step=0.01, group="UI Settings", inline="0.382")
colorFib0382 = input.color(color.white, "", group="UI Settings", inline="0.382")
isfib0500 = input.bool(false, "", group="UI Settings", inline="0.382")
nFib0500 = input.float(0.5, "", step=0.01, group="UI Settings", inline="0.382")
colorFib0500 = input.color(color.white, "", group="UI Settings", inline="0.382")
isfib0618 = input.bool(true, "", group="UI Settings", inline="0.618")
nFib0618 = input.float(0.618, "", step=0.01, group="UI Settings", inline="0.618")
colorFib0618 = input.color(color.white, "", group="UI Settings", inline="0.618")
isfib0786 = input.bool(true, "", group="UI Settings", inline="0.618")
nFib0786 = input.float(0.718, "", step=0.01, group="UI Settings", inline="0.618")
colorFib0786 = input.color(color.white, "", group="UI Settings", inline="0.618")
isfib1000 = input.bool(true, "", group="UI Settings", inline="1")
nFib1000 = input.float(1, "", step=0.01, group="UI Settings", inline="1")
colorFib1000 = input.color(color.white, "", group="UI Settings", inline="1")
isfib1414 = input.bool(false, "", group="UI Settings", inline="1")
nFib1414 = input.float(1.414, "", step=0.01, group="UI Settings", inline="1")
colorFib1414 = input.color(color.white, "", group="UI Settings", inline="1")
isfib1618 = input.bool(false, "", group="UI Settings", inline="1.618")
nFib1618 = input.float(1.618, "", step=0.01, group="UI Settings", inline="1.618")
colorFib1618 = input.color(color.white, "", group="UI Settings", inline="1.618")
isfib2000 = input.bool(false, "", group="UI Settings", inline="1.618")
nFib2000 = input.float(2, "", step=0.01, group="UI Settings", inline="1.618")
colorFib2000 = input.color(color.white, "", group="UI Settings", inline="1.618")
isfib2618 = input.bool(false, "", group="UI Settings", inline="2.618")
nFib2618 = input.float(2.618, "", step=0.01, group="UI Settings", inline="2.618")
colorFib2618 = input.color(color.white, "", group="UI Settings", inline="2.618")
// ] —————— Vars —————— [
var fib0000 = close
var fib0206 = close
var fib0382 = close
var fib0500 = close
var fib0618 = close
var fib0786 = close
var fib1000 = close
var fib1414 = close
var fib1618 = close
var fib2000 = close
var fib2618 = close
// ] —————— Find Dev Pivots —————— [
getMultiTfPivots()=>
float ph = ta.pivothigh(leftBars, rightBars)
float pl = ta.pivotlow(leftBars, rightBars)
phBIndexS = ph ? time[rightBars] : na
plBIndexS = pl ? time[rightBars] : na
[ph, phBIndexS, pl, plBIndexS]
// get if there if Pivot High/low and their start/end times
[ph, phBIndexS, pl, plBIndexS] = request.security(syminfo.tickerid, timeframe, getMultiTfPivots(), lookahead = barmerge.lookahead_on)
// ] —————— Fibs Handles —————— [
// Get last highs/lows.
pivothigh = na(ph[1]) and ph ? ph : na
pivotlow = na(pl[1]) and pl ? pl : na
var isHighLast = true
var curPivotP = 0.
var lastPivotP = 0.
var curPivotBi = 0
var lastPivotBi = 0
// Special case: where high & low detected at the same time.
if not na(pivothigh) and not na(pivotlow)
lastPivotP := isHighLast ? pl : ph
curPivotP := isHighLast ? ph : pl
lastPivotBi := isHighLast ? plBIndexS : phBIndexS
curPivotBi := isHighLast ? phBIndexS : plBIndexS
// All cases
else
isHighLast := not na(pivothigh) ? true : not na(pivotlow) ? false : isHighLast
lastPivotP := not na(pivothigh) and not isHighLast[1] or not na(pivotlow) and isHighLast[1] ? curPivotP : lastPivotP
curPivotP := not na(pivothigh) ? ph : not na(pivotlow) ? pl : curPivotP
lastPivotBi := not na(pivothigh) and not isHighLast[1] or not na(pivotlow) and isHighLast[1] ? curPivotBi : lastPivotBi
curPivotBi := not na(pivothigh) ? phBIndexS : not na(pivotlow) ? plBIndexS : curPivotBi
// Logic fibo direction.
fiboDirUp = isHighLast
// Last Update Barindex.
var barLastUpdate = 0
barLastUpdate := lastPivotBi
// Calculate fibs levels.
rangeD = isHighLast ? curPivotP - lastPivotP : lastPivotP - curPivotP
fib0000 := fiboDirUp ? curPivotP - nFib0000 * rangeD : curPivotP + nFib0000 * rangeD
fib0206 := fiboDirUp ? curPivotP - nFib0206 * rangeD : curPivotP + nFib0206 * rangeD
fib0382 := fiboDirUp ? curPivotP - nFib0382 * rangeD : curPivotP + nFib0382 * rangeD
fib0500 := fiboDirUp ? curPivotP - nFib0500 * rangeD : curPivotP + nFib0500 * rangeD
fib0618 := fiboDirUp ? curPivotP - nFib0618 * rangeD : curPivotP + nFib0618 * rangeD
fib0786 := fiboDirUp ? curPivotP - nFib0786 * rangeD : curPivotP + nFib0786 * rangeD
fib1000 := fiboDirUp ? curPivotP - nFib1000 * rangeD : curPivotP + nFib1000 * rangeD
fib1414 := fiboDirUp ? curPivotP - nFib1414 * rangeD : curPivotP + nFib1414 * rangeD
fib1618 := fiboDirUp ? curPivotP - nFib1618 * rangeD : curPivotP + nFib1618 * rangeD
fib2000 := fiboDirUp ? curPivotP - nFib2000 * rangeD : curPivotP + nFib2000 * rangeD
fib2618 := fiboDirUp ? curPivotP - nFib2618 * rangeD : curPivotP + nFib2618 * rangeD
// ] —————— Plot —————— [
var fib0000Line = line.new(0, low, bar_index, high)
var fib0000Label = label.new(bar_index, low, text="Init")
var fib0206Line = line.new(0, low, bar_index, high)
var fib0206Label = label.new(bar_index, low, text="Init")
var fib0382Line = line.new(0, low, bar_index, high)
var fib0382Label = label.new(bar_index, low, text="Init")
var fib0500Line = line.new(0, low, bar_index, high)
var fib0500Label = label.new(bar_index, low, text="Init")
var fib0618Line = line.new(0, low, bar_index, high)
var fib0618Label = label.new(bar_index, low, text="Init")
var fib0786Line = line.new(0, low, bar_index, high)
var fib0786Label = label.new(bar_index, low, text="Init")
var fib1000Line = line.new(0, low, bar_index, high)
var fib1000Label = label.new(bar_index, low, text="Init")
var fib1414Line = line.new(0, low, bar_index, high)
var fib1414Label = label.new(bar_index, low, text="Init")
var fib1618Line = line.new(0, low, bar_index, high)
var fib1618Label = label.new(bar_index, low, text="Init")
var fib2000Line = line.new(0, low, bar_index, high)
var fib2000Label = label.new(bar_index, low, text="Init")
var fib2618Line = line.new(0, low, bar_index, high)
var fib2618Label = label.new(bar_index, low, text="Init")
labelOffset = rightOffset
if isfib0000
line.delete(fib0000Line)
label.delete(fib0000Label)
fib0000Line := line.new(barLastUpdate, fib0000, time, fib0000, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib0000, width=1)
fib0000Label := label.new(x=bar_index + labelOffset, y = fib0000, xloc=xloc.bar_index, text=str.tostring(nFib0000), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib0000, textalign=text.align_center)
if isfib0206
line.delete(fib0206Line)
label.delete(fib0206Label)
fib0206Line := line.new(barLastUpdate, fib0206, time, fib0206, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib0206, width=1)
fib0206Label := label.new(x=bar_index + labelOffset, y = fib0206, xloc=xloc.bar_index, text=str.tostring(nFib0206), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib0206, textalign=text.align_center)
if isfib0382
line.delete(fib0382Line)
label.delete(fib0382Label)
fib0382Line := line.new(barLastUpdate, fib0382, time, fib0382, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib0382, width=1)
fib0382Label := label.new(x=bar_index + labelOffset, y = fib0382, xloc=xloc.bar_index, text=str.tostring(nFib0382), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib0382, textalign=text.align_center)
if isfib0500
line.delete(fib0500Line)
label.delete(fib0500Label)
fib0500Line := line.new(barLastUpdate, fib0500, time, fib0500, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib0500, width=1)
fib0500Label := label.new(x=bar_index + labelOffset, y = fib0500, xloc=xloc.bar_index, text=str.tostring(nFib0500), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib0500, textalign=text.align_center)
if isfib0618
line.delete(fib0618Line)
label.delete(fib0618Label)
fib0618Line := line.new(barLastUpdate, fib0618, time, fib0618, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib0618, width=1)
fib0618Label := label.new(x=bar_index + labelOffset, y = fib0618, xloc=xloc.bar_index, text=str.tostring(nFib0618), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib0618, textalign=text.align_center)
if isfib0786
line.delete(fib0786Line)
label.delete(fib0786Label)
fib0786Line := line.new(barLastUpdate, fib0786, time, fib0786, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib0786, width=1)
fib0786Label := label.new(x=bar_index + labelOffset, y = fib0786, xloc=xloc.bar_index, text=str.tostring(nFib0786), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib0786, textalign=text.align_center)
if isfib1000
line.delete(fib1000Line)
label.delete(fib1000Label)
fib1000Line := line.new(barLastUpdate, fib1000, time, fib1000, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib1000, width=1)
fib1000Label := label.new(x=bar_index + labelOffset, y = fib1000, xloc=xloc.bar_index, text=str.tostring(nFib1000), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib1000, textalign=text.align_center)
if isfib1414
line.delete(fib1414Line)
label.delete(fib1414Label)
fib1414Line := line.new(barLastUpdate, fib1414, time, fib1414, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib1414, width=1)
fib1414Label := label.new(x=bar_index + labelOffset, y = fib1414, xloc=xloc.bar_index, text=str.tostring(nFib1414), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib1414, textalign=text.align_center)
if isfib1618
line.delete(fib1618Line)
label.delete(fib1618Label)
fib1618Line := line.new(barLastUpdate, fib1618, time, fib1618, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib1618, width=1)
fib1618Label := label.new(x=bar_index + labelOffset, y = fib1618, xloc=xloc.bar_index, text=str.tostring(nFib1618), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib1618, textalign=text.align_center)
if isfib2000
line.delete(fib2000Line)
label.delete(fib2000Label)
fib2000Line := line.new(barLastUpdate, fib2000, time, fib2000, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib2000, width=1)
fib2000Label := label.new(x=bar_index + labelOffset, y = fib2000, xloc=xloc.bar_index, text=str.tostring(nFib2000), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib2000, textalign=text.align_center)
if isfib2618
line.delete(fib2618Line)
label.delete(fib2618Label)
fib2618Line := line.new(barLastUpdate, fib2618, time, fib2618, xloc=xloc.bar_time, color=isColorAll ? colorAll : colorFib2618, width=1)
fib2618Label := label.new(x=bar_index + labelOffset, y = fib2618, xloc=xloc.bar_index, text=str.tostring(nFib2618), style=label.style_none, size=size.small, textcolor=isColorAll ? colorAll : colorFib2618, textalign=text.align_center)
// linefill.new(fib0786Line, fib1000Line, color.blue)
// ]
|
Relatively Good Adviser | https://www.tradingview.com/script/xomUtcVw-Relatively-Good-Adviser/ | JOJOGLO | https://www.tradingview.com/u/JOJOGLO/ | 47 | study | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © JOJOGLO
//@version=4
study("Relatively Good Adviser", "RGA", overlay=true)
//-----Chart-Colors-----//
upColor = input(color.rgb(0, 230, 118,5), title = "upColor")
dnColor = input(color.rgb(255, 82, 82,5), title ="dnColor")
sdColor = input(color.rgb(223, 234, 120,8), title ="sdColor")
rsiColor = input(color.rgb(223, 234, 120,8), title ="sdColor") //input(color.rgb(54, 58, 69,5), title = "rsiColor")
maColor = input(color.rgb(134, 174, 221,55), title = "maColor")
//-----Smoothed Moving Average-----//
getSMMA(len) =>
smma = 0.0
smma := na(smma[1]) ? sma(hlc3, len) : (smma[1] * (len - 1) + hlc3) / len
smma
smma = getSMMA(3)
//-----Finger-Weighted-Price-----//
upPrice = (high + high + low) / 3
dnPrice = (low + low + high) / 3
//-----RSI-----//
rsiLine = rsi(close, 7)
//-----RSI-LOGIC-----//
signal = rsiLine > 50 ? "buy" : rsiLine <= 50 ? "sell" : "none"
//-----FWA-LOGIC----//
signal := signal == "buy" and smma > upPrice or signal == "sell" and smma < dnPrice ? "none" : signal
//-----RSI-BAR-FLIP-----//
signal := rsiLine[1] <= 50 and rsiLine > 50 or rsiLine[1] > 50 and rsiLine <= 50 ? "burnt" : signal
//-----RSI-LIMITER-----//
signal := signal[2] == "burnt" and signal == "burnt" or signal[1] == "burnt" and signal == "burnt" ? "none" : signal
limCon = signal == "burnt" ? true : false
//-----RSI-LAW-----//
signal := signal[2] == "burnt" and signal == "none" and close > smma and smma < upPrice ? "buy" : signal
signal := signal[2] == "burnt" and signal == "none" and close < smma and smma > dnPrice ? "sell" : signal
signal := signal[1] == "burnt" and signal == "none" and close > smma and smma < upPrice ? "buy" : signal
signal := signal[1] == "burnt" and signal == "none" and close < smma and smma > dnPrice ? "sell" : signal
//-----Color-&-Plot-----//
palette = signal == "buy" ? upColor :signal == "sell" ? dnColor : signal == "burnt" ? rsiColor : signal == "test" ? color.fuchsia : sdColor
plotbar(open, high, low, close, color=palette)
plot(smma, linewidth=1, color = maColor)
//-----Show-RSI-Flips-----//
upCon1 = rsiLine[1] <= 50 and rsiLine > 50 and limCon
dnCon1 = rsiLine[1] > 50 and rsiLine <= 50 and limCon
upCon2 = rsiLine[1] <= 50 and rsiLine > 50 and not limCon
dnCon2 = rsiLine[1] > 50 and rsiLine <= 50 and not limCon
upClr1 = color.rgb(0, 230, 118,5)
dnClr1 = color.rgb(255, 82, 82,5)
upClr2 = color.rgb(223, 234, 120,64)
dnClr2 = color.rgb(223, 234, 120,64)
plotshape(upCon1, style = shape.triangleup, location = location.abovebar, color = upClr1 , transp = 92)
plotshape(dnCon1, style = shape.triangledown, location = location.belowbar, color = dnClr1 , transp = 92)
plotshape(upCon2, style = shape.triangleup, location = location.abovebar, color = upClr2 , transp = 92)
plotshape(dnCon2, style = shape.triangledown, location = location.belowbar, color = dnClr2 , transp = 92) |
Simple Sessions - [TTF] | https://www.tradingview.com/script/hTlCjlYV-Simple-Sessions-TTF/ | TheTrdFloor | https://www.tradingview.com/u/TheTrdFloor/ | 970 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TheTrdFloor
//
// Over the years of working with people eager to learn the art and science of day-trading, one of the most common challenges
// new traders struggle with is visualizing trading sessions for various parts of the world. They generally get the idea of
// what they are and how they work - the biggest struggle is really around the time-conversion elements.
//
// Most people are pretty adept at understanding the session window for the session closest to them (e.g. EU residents can easily grasp the EU
// (London/Frankfurt) sessions), but have a harder time translating foreign sessions (e.g. the US session) into their local time
// easily and consistently. While there are a plethora of "sessions indicators" in the wild here on TradingView, most of them
// don't really solve this problem for users as they still require the user to do manual time-conversion to convert the sessions
// into their local time and don't account for regional differences like daylight savings time shifts, as well as equatorial differences in seasons.
//
// To help alleviate this issue (as well as automatically account for regional time shifts due to Daylight
// Savings Time), by building those session windows directly into this indicator (a.k.a. hard-coding) using the most commonly-accepted
// trading time windows for each included region. This is by no means ideal, but we feel it's a much-needed first-step to assist newcomers
// with forex sessions.
//
// As a final addition, we have also added a single user-customizable session that they can configure to also reference their local timezone.
// We feel this adds a nice bit of additional freedom for people that are working a full-time job and want to dip into trading outside of work.
// In this way, they can set the custom session to their personal available trading window to help with backtesting strategies that are likely
// not tested to that degree of customization to help ensure that they remain profitable.
//
//@version=5
indicator(title='Simple Sessions - [TTF]', shorttitle='Simple Sessions', overlay=true, max_labels_count=500)
///////////////////////////////////////////////
//
// Debugging/Troubleshooting Extras...
//
///////////////////////////////////////////////
//
// This is very helpful when doing dev work on this as it will print a table showing some of the raw data/calculations on the chart,
// but it's not needed for normal operation. Therefore, we're commenting out the input and forcing debug-mode to be disabled...
//
// enableDebug = input.bool(defval=true, title="Enable Debug Mode", group="Debug")
enableDebug = false
//
// Table for "debug logging" output...
//
t = table.new(position=position.top_right, columns=2, rows=25, frame_color=color.yellow, border_color=color.yellow, frame_width=3, border_width=2)
//
if (enableDebug)
table.cell(t, column=0, row=0, text="syminfo.timezone", text_color=color.lime)
table.cell(t, column=1, row=0, text=syminfo.timezone, text_color=color.lime)
table.cell(t, column=0, row=4, text="timeframe.isintraday", text_color=color.lime)
table.cell(t, column=1, row=4, text=str.tostring(timeframe.isintraday), text_color=color.lime)
table.cell(t, column=0, row=5, text="bar time", text_color=color.lime)
table.cell(t, column=1, row=5, text=str.format("{0,date,MM-dd-YYYY HH:mm:ss (zz)}", time), text_color=color.lime)
//
//
///////////////////////////////////////////////
//
// Standard/Main Code Starts Here...
//
///////////////////////////////////////////////
/////////////////////////////////////////////
//
// First, let's handle our user input settings... Each session will have 3 configs...
// 1. A toggle to enable/disable the session display
// 2. A color-picker to control the session fill color (since we can't use the Style tab for that)
// 3. 2 session inputs to define the start and end time
//
showUSSession = input.bool(title="US (New York) Session", defval=true, group="US Session Display Settings", inline="us1")
usSessionColor = input.color(title="", defval=color.rgb(255, 150, 150,85), group="US Session Display Settings", inline="us1", tooltip="Check the box to " +
"enable the session highlight for the US session.\n\n" +
"If you wish to change the default session highlight color, you may do so here as well.")
usSessInput = input.session(title="Local Time (America/New_York)", defval="0800-1600", group="US Session Display Settings")
//
showEUSession = input.bool(title="Europe (London) Session", defval=true, group="EU Session Display Settings", inline="eu")
euSessionColor = input.color(title="", defval=color.rgb(150, 255, 150,85), group="EU Session Display Settings", inline="eu", tooltip="Check the box to " +
"enable the session highlight for the EU session.\n\n" +
"If you wish to change the default session highlight color, you may do so here as well.")
euSessInput = input.session(title="Local Time (Europe/London)", defval="0800-1700", group="EU Session Display Settings")
//
showMixedSession = input.bool(title="Mixed (US/Europe) Session", defval=true, group="EU/US Mixed Session Display Settings", inline="mix")
mixedSessionColor = input.color(title="", defval=color.rgb(150, 150, 255,85), group="EU/US Mixed Session Display Settings", inline="mix", tooltip="Check the box to " +
"enable the session highlight for the US/EU Mixed session.\n\n" +
"If you wish to change the default session highlight color, you may do so here as well.\n\n" +
"Note: This session is the calculated overlap of the US and EU sessions above, so there is no custom time window for this session")
//
// Per feedback from testers, permanently hiding the AUS session...
showAUSession = false
auSessionColor = color.rgb(0, 0, 0, 100)
auSessInput = "0000-0000"
//showAUSession = input.bool(title="Australia (Sydney) Session", defval=false, group="AU Session Display Settings", inline="au")
//auSessionColor = input.color(title="", defval=color.rgb(255, 150, 255,85), group="AU Session Display Settings", inline="au", tooltip="Check the box to " +
// "enable the session highlight for the Australia (Sydney) session.\n\n" +
// "If you wish to change the default session highlight color, you may do so here as well.")
//auSessInput = input.session(title="Local Time (Australia/Sydney)", defval="0800-1600", group="AU Session Display Settings")
//
showJPSession = input.bool(title="Asia/Japan (Tokyo) Session", defval=true, group="JP Session Display Settings", inline="jp")
jpSessionColor = input.color(title="", defval=color.rgb(91, 156, 246, 75), group="JP Session Display Settings", inline="jp", tooltip="Check the box to " +
"enable the session highlight for the Tokyo/Asia/Japan session.\n\n" +
"If you wish to change the default session highlight color, you may do so here as well.")
jpSessInput = input.session(title="Local Time (Asia/Tokyo)", defval="0800-1600", group="JP Session Display Settings")
//
//
//
// As an added bonus (and for more advanced users that have a personalized trading window), we'll also add in the ability for users to define their own "personal trading session"
//
showCustomSession = input.bool(title="User-Defined Custom Session", defval=false, group="User-Defined (Custom) Session", inline="cust")
custSessionColor = input.color(title="", defval=color.rgb(125, 125, 125, 85), group="User-Defined (Custom) Session", inline="cust", tooltip="If checked, will display an additional session in the selected color.\n\n" +
"The settings for configuring this custom session are all below.")
custSessionSession = input.session(defval="0800-1600", title="Custom Session Time Window", group="User-Defined (Custom) Session", tooltip="This setting is to define a custom time window/session along with the time zone setting below and the Session Days Of The Week above.")
custSessTimezone = input.string(defval="Etc/UTC", title="Custom Session Timezone",
options=["UTC", "America/Los_Angeles", "America/Phoenix", "America/Vancouver", "America/El_Salvador", "America/Bogota", "America/Chicago", "America/New_York", "America/Toronto",
"America/Argentina/Buenos_Aires", "America/Sao_Paulo", "Etc/UTC", "GMT", "Europe/London", "Europe/Berlin", "Europe/Madrid", "Europe/Paris", "Europe/Warsaw", "Europe/Athens",
"Europe/Moscow", "Asia/Tehran", "Asia/Dubai", "Asia/Ashkhabad", "Asia/Kolkata", "Asia/Almaty", "Asia/Bangkok", "Asia/Hong_Kong", "Asia/Shanghai", "Asia/Singapore",
"Asia/Taipei", "Asia/Seoul", "Asia/Tokyo", "Australia/ACT", "Australia/Adelaide", "Australia/Brisbane", "Australia/Sydney", "Pacific/Auckland", "Pacific/Fakaofo", "Pacific/Chatham", "Pacific/Honolulu"],
group="User-Defined (Custom) Session", tooltip="This setting controls the reference timezone for the custom session window configured above.\n\n" +
"If the time window above is configured for your personal timezone, then this should be your personal timezone as well.")
//
// Now that we have the custom session inputs, we need to create the proper custom session string with the DOW selections...
//
// *** This block handles the session day-of-week selection *** //
//
incSun = input.bool(defval=false, title="Sunday", group="Session Days of the Week")
incMon = input.bool(defval=true, title="Monday", group="Session Days of the Week")
incTue = input.bool(defval=true, title="Tuesday", group="Session Days of the Week")
incWed = input.bool(defval=true, title="Wednesday", group="Session Days of the Week")
incThur = input.bool(defval=true, title="Thursday", group="Session Days of the Week")
incFri = input.bool(defval=true, title="Friday", group="Session Days of the Week")
incSat = input.bool(defval=false, title="Saturday", group="Session Days of the Week")
//
// *** This block converts the user-inputs above into the "days of the week" portion of a session string *** //
//
sessionDays = ""
if (incSun)
sessionDays := sessionDays + "1"
if (incMon)
sessionDays := sessionDays + "2"
if (incTue)
sessionDays := sessionDays + "3"
if (incWed)
sessionDays := sessionDays + "4"
if (incThur)
sessionDays := sessionDays + "5"
if (incFri)
sessionDays := sessionDays + "6"
if (incSat)
sessionDays := sessionDays + "7"
///////////////////////////////////////////////
//
//
// US Eastern (NY - America/New_York)
//
usSession = usSessInput + ":" + sessionDays
//
if (enableDebug)
table.cell(t, column=0, row=7, text='usSession', text_color=color.lime)
table.cell(t, column=1, row=7, text=str.tostring(usSession), text_color=color.lime)
///////////////////////////////////////////////
//
//
// UK (London - Europe/London) - We're adding an hour to this to also cover the Frankfurt session
//
euSession = euSessInput + ":" + sessionDays
//
if (enableDebug)
table.cell(t, column=0, row=8, text='euSession', text_color=color.lime)
table.cell(t, column=1, row=8, text=str.tostring(euSession), text_color=color.lime)
///////////////////////////////////////////////
//
//
// AU (Sydney - Australia/Sydney)
//
auSession = auSessInput + ":" + sessionDays
//
if (enableDebug)
table.cell(t, column=0, row=9, text='auSession', text_color=color.lime)
table.cell(t, column=1, row=9, text=str.tostring(auSession), text_color=color.lime)
///////////////////////////////////////////////
//
//
// JP (Tokyo - Asia/Tokyo)
//
jpSession = jpSessInput + ":" + sessionDays
//
if (enableDebug)
table.cell(t, column=0, row=10, text='jpSession', text_color=color.lime)
table.cell(t, column=1, row=10, text=str.tostring(jpSession), text_color=color.lime)
/////////////////////////////////////////////
//
// Now that we have our sessions defined, we can build some flag variables to easily tell
// if the current bar time falls within our sessions...
//
// Start with a helper function to handle the logical evaluation...
isInSession(session, ref_timezone) =>
ret = false
// The 'time' function will return 'na' if the test_time is not in the session window,
// and will return a Unix timestamp of the bar-time of test_time if it is, so we'll
// use the 'na' function to check if the time function returns "na" and effectively
// "flip" the value (if the test-time returns "na" (not in session), the "na" function
// will return "true", and we instead want this function to return "false").
temp = time(timeframe.period, session, ref_timezone)
ret := na(temp) ? false : true
ret
isUSSession = isInSession(usSession, "America/New_York")
if (enableDebug)
table.cell(t, column=0, row=11, text='isUSSession', text_color=color.lime)
table.cell(t, column=1, row=11, text=str.tostring(isUSSession), text_color=color.lime)
//
isEUSession = isInSession(euSession, "Europe/London")
if (enableDebug)
table.cell(t, column=0, row=12, text='isEUSession', text_color=color.lime)
table.cell(t, column=1, row=12, text=str.tostring(isEUSession), text_color=color.lime)
//
isAUSession = isInSession(auSession, "Australia/Sydney")
if (enableDebug)
table.cell(t, column=0, row=13, text='isAUSession', text_color=color.lime)
table.cell(t, column=1, row=13, text=str.tostring(isAUSession), text_color=color.lime)
//
isJPSession = isInSession(jpSession, "Asia/Tokyo")
if (enableDebug)
table.cell(t, column=0, row=14, text='isJPSession', text_color=color.lime)
table.cell(t, column=1, row=14, text=str.tostring(isJPSession), text_color=color.lime)
//
isUSEUMixedSession = isUSSession and isEUSession ? true : false
if (enableDebug)
table.cell(t, column=0, row=15, text='isUSEUMixedSession', text_color=color.lime)
table.cell(t, column=1, row=15, text=str.tostring(isUSEUMixedSession), text_color=color.lime)
custSession = custSessionSession + ":" + sessionDays
if (enableDebug)
table.cell(t, column=0, row=16, text='custSession', text_color=color.lime)
table.cell(t, column=1, row=16, text=str.tostring(custSession), text_color=color.lime)
isCustomSession = isInSession(custSession, custSessTimezone)
if (enableDebug)
table.cell(t, column=0, row=17, text='isCustomSession', text_color=color.lime)
table.cell(t, column=1, row=17, text=str.tostring(isCustomSession), text_color=color.lime)
//
// Since we can't apply backgrounds inside a conditional like an 'if' block, we'll have
// to use the 'color' arg and alter the transparency to 100 when it's not in that particular session.
//
// To make this a bit easier, we'll define a 'null' color (black with 100% opacity).
nullColor = color.rgb(0, 0, 0, 100)
//
bgcolor(title="US Session", color=showUSSession ? isUSSession ? usSessionColor : nullColor : nullColor, editable=false)
bgcolor(title="EU Session", color=showEUSession ? isEUSession ? euSessionColor : nullColor : nullColor, editable=false)
bgcolor(title="AU Session", color=showAUSession ? isAUSession ? auSessionColor : nullColor : nullColor, editable=false)
bgcolor(title="JP Session", color=showJPSession ? isJPSession ? jpSessionColor : nullColor : nullColor, editable=false)
// Since TV by default draws later objects on top of previous ones when there's an overlap, draw the mixed session last
bgcolor(title="US/EU Mixed Session", color=showMixedSession ? isUSEUMixedSession ? mixedSessionColor : nullColor : nullColor, editable=false)
// And our custom session last (see above for layer precedence)
bgcolor(title="User-Defined Session", color=showCustomSession ? isCustomSession ? custSessionColor : nullColor : nullColor, editable=false) |
Quarter Theory Levels | https://www.tradingview.com/script/3VPI5tMB-Quarter-Theory-Levels/ | melodicfish | https://www.tradingview.com/u/melodicfish/ | 128 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © melodicfish
//@version=5
indicator("Quarter Theory Levels",overlay = true,max_labels_count = 110,max_lines_count = 110)
incrementVal=input.float(defval=1, title="Unit Place Rounding Value/ Major Point Line Spacing ", tooltip = " The Unit Place that a number will be rounded and distance between Major Point levels. Example Value setting of 100 and a price of 225.00 would result in a line level value of 200.00; Where a price of 265.00 would result in a line level value of 300 with the same value setting of 100. If you do not see the lines reduce the Value by one unit place( 1000.0 reduce to 100.0 1.0 reduce to 0.1) ",confirm = true)
lQty=input.int(defval=2,minval=1,maxval=15, title="Line Amount",tooltip = "Each Line Amount increase will add a line level above and below baseline level; Baseline = line nearest to price) ")
offset=input.int(defval=100,minval=0, maxval=490,step=10, title="Line Price Horizontal Offset",inline = "a")
textCol=input.color(defval = color.white,title="Price Label Text Color",tooltip = "Use Horizontal Offset to adjust the X position of the price labels. To hide price labels disable Labels on the style tab",inline = "a")
showhalf= input.bool(true,title="Show 1/2 Line levels ",inline = "a2")
showquarter= input.bool(true,title="Show 1/4 Line levels ",inline = "a2")
belowColor=input.color(defval = #2962ff,title="Line Color Below price: ",inline="b")
belowColor2=input.color(defval = #2998ff,title=" 1/2: ",inline="b")
belowColor3=input.color(defval = #29e1ff,title=" 1/4: ",inline="b")
aboveColor=input.color(defval = #ff7b00,title="Line Color Above price: ",inline="b2")
aboveColor2=input.color(defval = #ffb700,title=" 1/2: ",inline="b2")
aboveColor3=input.color(defval = #ffea00,title=" 1/4: ",inline="b2")
ext1=input.string(defval = "Both",options = ["To Right","Both"],title="Extend lines: ", inline="c")
ext2=input.string(defval = "To Right",options = ["To Right","Both"],title="1/2: ", inline="c")
ext3=input.string(defval = "To Right",options = ["To Right","Both"],title="1/4: ", inline="c")
l1Wit=input.int(5,title="Line Width: ", inline="d")
l2Wit=input.int(2,title=" 1/2: ",inline="d")
l3Wit=input.int(1,title=" 1/4: ",inline="d")
style1=input.string(defval = "Solid",options = ["Solid","Dotted","Dashed"],title=" Line Style ", inline="e")
style2=input.string(defval = "Dotted",options = ["Solid","Dotted","Dashed"],title=" 1/2: ", inline="e")
style3=input.string(defval = "Dotted",options = ["Solid","Dotted","Dashed"],title=" 1/4: ", inline="e")
float iv= incrementVal
lQty:=lQty+1
var lines=array.new_line(lQty*2)
var labels=array.new_label(lQty*2)
var lines_half=array.new_line(lQty*2)
var labels_half=array.new_label(lQty*2)
var lines_quarter=array.new_line(lQty*2)
var labels_quarter=array.new_label(lQty*2)
var line baseLine=na
RoundValue(value) =>
math.round(value / iv) * iv
baseVal=RoundValue(close)
if barstate.isconfirmed and baseVal!= baseVal[1]
for i = 0 to (lQty*2) - 1
line.delete(array.get(lines,i))
label.delete(array.get(labels,i))
line.delete(array.get(lines_half,i))
label.delete(array.get(labels_half,i))
line.delete(array.get(lines_quarter,i))
label.delete(array.get(labels_quarter,i))
lines:=array.new_line(lQty*2)
labels:=array.new_label(lQty*2)
lines_half:=array.new_line(lQty*2)
labels_half:=array.new_label(lQty*2)
lines_quarter:=array.new_line(lQty*2)
labels_quarter:=array.new_label(lQty*2)
for j = 0 to lQty - 1
newLine=line.new(bar_index,baseVal+(j*iv),bar_index+1,baseVal+(j*iv),extend=ext1=="Both"?extend.both:extend.right,color=close>baseVal+(j*iv)?belowColor:aboveColor,style=style1=="Dotted"?line.style_dotted:style1=="Dashed"?line.style_dashed:line.style_solid,width=l1Wit)
newLabel=label.new(bar_index+1+offset,baseVal+(j*iv),text=str.tostring(baseVal+(j*iv)),style= label.style_none,textcolor = textCol, textalign=text.align_right)
array.insert(lines,j,newLine)
array.insert(labels,j,newLabel)
halfVal=(iv/2)
if showhalf==true
newLine_half=line.new(bar_index,baseVal+halfVal+(j*(iv)),bar_index+1,baseVal+halfVal+(j*iv),extend=ext2=="Both"?extend.both:extend.right,color=aboveColor2,style=style2=="Dotted"?line.style_dotted:style2=="Dashed"?line.style_dashed:line.style_solid,width=l2Wit) //ext=="Both"?extend.both:extend.right
newLabel_half=label.new(bar_index+1+offset,baseVal+halfVal+(j*iv),text=str.tostring(baseVal+halfVal+(j*iv)),style= label.style_none,textcolor = textCol, textalign=text.align_right)
array.insert(lines_half,j,newLine_half)
array.insert(labels_half,j,newLabel_half)
quarterVal=(halfVal/2)
if showquarter==true
newLine_quarter=line.new(bar_index,baseVal+quarterVal+(j*(halfVal)),bar_index+1,baseVal+quarterVal+(j*halfVal),extend=ext3=="Both"?extend.both:extend.right,color=aboveColor3,style=style3=="Dotted"?line.style_dotted:style3=="Dashed"?line.style_dashed:line.style_solid,width=l3Wit)
newLabel_quarter=label.new(bar_index+1+offset,baseVal+quarterVal+(j*halfVal),text=str.tostring(baseVal+quarterVal+(j*halfVal)),style= label.style_none,textcolor = textCol, textalign=text.align_right)
array.insert(lines_quarter,j,newLine_quarter)
array.insert(labels_quarter,j,newLabel_quarter)
for k = 0 to lQty - 1
if k!=0
newLine=line.new(bar_index,baseVal-(k*iv),bar_index+1,baseVal-(k*iv),extend=ext1=="Both"?extend.both:extend.right,color=belowColor,style=style1=="Dotted"?line.style_dotted:style1=="Dashed"?line.style_dashed:line.style_solid,width=l1Wit)
newLabel=label.new(bar_index+1+offset,baseVal-(k*iv),text=str.tostring(baseVal-(k*iv)),style= label.style_none,textcolor = textCol, textalign=text.align_right)
array.insert(lines,k+lQty,newLine)
array.insert(labels,k+lQty,newLabel)
halfVal=(iv/2)
if showhalf==true
newLine_half=line.new(bar_index,baseVal-halfVal-(k*(iv)),bar_index+1,baseVal-halfVal-(k*iv),extend=ext2=="Both"?extend.both:extend.right,color=belowColor2,style=style2=="Dotted"?line.style_dotted:style2=="Dashed"?line.style_dashed:line.style_solid,width=l2Wit)
newLabel_half=label.new(bar_index+1+offset,baseVal-halfVal-(k*iv),text=str.tostring(baseVal-halfVal-(k*iv)),style= label.style_none,textcolor = textCol, textalign=text.align_right)
array.insert(lines_half,k+lQty,newLine_half)
array.insert(labels_half,k+lQty,newLabel_half)
quarterVal=(halfVal/2)
if showquarter==true
newLine_quarter=line.new(bar_index,baseVal-quarterVal-(k*(halfVal)),bar_index+1,baseVal-quarterVal-(k*halfVal),extend=ext3=="Both"?extend.both:extend.right,color=belowColor3,style=style3=="Dotted"?line.style_dotted:style3=="Dashed"?line.style_dashed:line.style_solid,width=l3Wit)
newLabel_quarter=label.new(bar_index+1+offset,baseVal-quarterVal-(k*halfVal),text=str.tostring(baseVal-quarterVal-(k*halfVal)),style= label.style_none,textcolor = textCol, textalign=text.align_right)
array.insert(lines_quarter,k+lQty,newLine_quarter)
array.insert(labels_quarter,k+lQty,newLabel_quarter)
else if baseVal== baseVal[1]
for l=0 to array.size(lines)-1
line.set_color(array.get(lines,l),color=close>line.get_y1(array.get(lines,l))?belowColor:aboveColor)
if showhalf==true
for m=0 to array.size(lines)-1
line.set_color(array.get(lines_half,m),color=close>line.get_y1(array.get(lines_half,m))?belowColor2:aboveColor2)
if showquarter==true
for n=0 to array.size(lines)-1
line.set_color(array.get(lines_quarter,n),color=close>line.get_y1(array.get(lines_quarter,n))?belowColor3:aboveColor3)
for o = 0 to (lQty*2)-1
label.set_x(array.get(labels,o),bar_index+1+offset)
label.set_x(array.get(labels_half,o),bar_index+1+offset)
label.set_x(array.get(labels_quarter,o),bar_index+1+offset)
|
Price Correction to fix data manipulation and mispricing | https://www.tradingview.com/script/RGa1yeCB-Price-Correction-to-fix-data-manipulation-and-mispricing/ | Techotomy | https://www.tradingview.com/u/Techotomy/ | 42 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Techotomy
//@version=5
indicator(title="Price Correction to fix data manipulation and mispricing", shorttitle='Price Correction',
overlay=true)
preset_tooltip = "Select this option to automatically correct mispricing issues specific to the SPY and NYA"
intraday_tooltip = "Use intraday OHLC data to build daily OHLC candles"
timeframe_tooltip = "Daily Price Correction relies on intraday data, which is limited by TradingView.
Increasing the timeframe increases the number of historical daily bars that can be corrected, but may hinder
price correction accuracy for symbols that have intraday mispricing as well (e.g., NYA)"
start_tooltip = "Select this option to see the start date of Price Correction. If more historical price bars
need to be corrected, increase the intraday time frame."
deviation_tooltip = "Select this option to show daily OHLC bars that differ from intraday data by the specified
percent difference. Bars or candles that deviate are painted with the specified discrepancy color"
use_presets = input.bool(defval=true, title='Use Presets', group='Price Correction Settings',
tooltip=preset_tooltip)
use_intraday_opens = input.bool(defval=false, title='Use Intraday Open', group='Price Correction Settings',
tooltip=intraday_tooltip)
use_intraday_highs = input.bool(defval=false, title='Use Intraday High', group='Price Correction Settings',
tooltip=intraday_tooltip)
use_intraday_lows = input.bool(defval=false, title='Use Intraday Low', group='Price Correction Settings',
tooltip=intraday_tooltip)
use_intraday_closes = input.bool(defval=false, title='Use Intraday Close', group='Price Correction Settings',
tooltip=intraday_tooltip)
show_start_date = input.bool(defval=false, title='Show Start Date', group='Price Correction Settings',
tooltip=start_tooltip)
ltf = input.int(defval=1, title='Intraday Time Frame', minval=1, group='Price Correction Settings',
tooltip=timeframe_tooltip)
lower_tf = str.tostring(ltf)
chart_type = input.string(defval='Candle', title='Chart Type', options=['Candle', 'Bar'],
group='Chart Settings')
body_color_up = input.color(defval=#26a69a, inline='body', title='Body Color Up',
group='Chart Settings')
body_color_dn = input.color(defval=#ef5350, inline='body', title='Down', group='Chart Settings')
wick_color_up = input.color(defval=#26a69a, inline='wick', title='Wick Color Up',
group='Chart Settings')
wick_color_dn = input.color(defval=#ef5350, inline='wick', title='Down', group='Chart Settings')
border_color_up = input.color(defval=#26a69a, inline='border', title='Border Color Up',
group='Chart Settings')
border_color_dn = input.color(defval=#ef5350, inline='border', title='Down', group='Chart Settings')
close_based = input.bool(defval=false, title='Color by previous close', group='Chart Settings')
use_dev = input.bool(defval=false, title='Show Discrepancies (On/Off)', group='Discrepancy Reporting',
tooltip=deviation_tooltip)
thresh_dev = input.float(defval=0.1, title='Percent Discrepancy', group='Discrepancy Reporting',
tooltip=deviation_tooltip)
color_dev = input.color(defval=color.blue, title='Discrepancy Color', group='Discrepancy Reporting',
tooltip=deviation_tooltip)
updn_color(is_deviation, open_0, close_0, close_1, color_up, color_dn, color_dev, close_based) =>
_color = color_dn
if is_deviation
_color := color_dev
else if (close_0 >= close_1 and close_based) or (close_0 >= open_0 and not close_based)
_color := color_up
_color
percent_difference(v0, v1) =>
100 * math.abs(v0 - v1) / v0
[intraday_opens, intraday_highs, intraday_lows, intraday_closes] = request.security_lower_tf(
syminfo.ticker, lower_tf, [open, high, low, close])
[daily_open, daily_high, daily_low, daily_close] = request.security(
syminfo.ticker, "D", [open, high, low, close])
_open = open
_high = high
_low = low
_close = close
var start_correction = false
if array.size(intraday_opens) > 0 and not start_correction and show_start_date
label.new(bar_index, high, "Start\nPrice\nCorrection", color=color_dev)
start_correction := true
is_deviation = false
if timeframe.isdaily and array.size(intraday_opens) > 0
intraday_open = array.get(intraday_opens, 0)
intraday_high = array.max(intraday_highs)
intraday_low = array.min(intraday_lows)
intraday_close = array.get(intraday_closes, array.size(intraday_closes)-1)
if use_dev and syminfo.ticker != "NYA"
if percent_difference(open, intraday_open) >= thresh_dev or
percent_difference(high, intraday_high) >= thresh_dev or
percent_difference(low, intraday_low) >= thresh_dev or
percent_difference(close, intraday_close) >= thresh_dev
is_deviation := true
if use_intraday_opens
_open := intraday_open
if use_intraday_highs
_high := intraday_high
if use_intraday_lows
_low := intraday_low
if use_intraday_closes
_close := intraday_close
if use_presets
if syminfo.ticker == "SPY"
_low := intraday_low
_high := intraday_high
else if syminfo.ticker == "NYA"
if math.round(daily_close[1]) == math.round(array.get(intraday_opens, 0))
array.remove(intraday_opens, 0)
array.remove(intraday_lows, 0)
array.remove(intraday_highs, 0)
_open := array.get(intraday_opens, 0)
_low := array.min(intraday_lows)
_high := array.max(intraday_highs)
if use_dev
if percent_difference(open, array.get(intraday_opens, 0)) >= thresh_dev or
percent_difference(high, array.max(intraday_highs)) >= thresh_dev or
percent_difference(low, array.min(intraday_lows)) >= thresh_dev or
percent_difference(close, intraday_close) >= thresh_dev
is_deviation := true
if timeframe.isintraday
if use_presets
if syminfo.ticker == "NYA"
t = time("D", session=session.regular)
if not na(t) and (na(t[1]) or t > t[1])
if math.round(daily_close[0]) == math.round(open)
_open := _close
_high := _close
_low := _close
plotcandle(chart_type == "Candle" ? _open : na, _high, _low, _close,
color=updn_color(
is_deviation, _open[0], _close[0], _close[1], body_color_up, body_color_dn, color_dev, close_based),
bordercolor=updn_color(
is_deviation, _open[0], _close[0], _close[1], border_color_up, border_color_dn, color_dev, close_based),
wickcolor=updn_color(
is_deviation, _open[0], _close[0], _close[1], wick_color_up, wick_color_dn, color_dev, close_based),
display=display.all - display.price_scale, editable=false)
plotbar(chart_type == "Bar" ? _open : na, _high, _low, _close,
color=updn_color(
is_deviation, _open[0], _close[0], _close[1], body_color_up, body_color_dn, color_dev, close_based),
display=display.all - display.price_scale, editable=false) |
Swing Ribbon | https://www.tradingview.com/script/5KZy279l-Swing-Ribbon/ | Electrified | https://www.tradingview.com/u/Electrified/ | 347 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Electrified
//@version=5
//@description=The fast and slow moving average combine to help visualize the current trend and potential changes in trend.
indicator("Swing Ribbon", overlay = true)
// - Is used for both fast and slow moving averages.
// - Allows for selecting a moving average by a string parameter instead of having to define a switch locally.
import Electrified/MovingAverages/10 as MA
// - Time.spanToIntLen is used repeatedly here to simplify getting the number bars for a given timeframe.
// - If "Minutes" or "Days" are selected, changing the timeframe on the chart, this indicator should still look about the same.
import Electrified/Time/7
// Constants
SMA = 'SMA', EMA = 'EMA', WMA = 'WMA', VWMA = 'VWMA', VAWMA = 'VAWMA'
MINUTES = "Minutes", DAYS = "Days", BARS = "Bars"
MOVING_AVERAGES = "Moving Averages"
FAST = "Fast", SLOW = "Slow"
// HLCC4 is typically very near the close. This is just a default.
source = input.source(hlcc4, "Source")
// fastMA default: WMA of 5 days.
fastMA = MA.get(
input.string(WMA, FAST, options = [SMA, EMA, WMA, VWMA, VAWMA], inline = FAST, group = MOVING_AVERAGES),
Time.spanToIntLen(
input.float(5, "", inline = FAST, group = MOVING_AVERAGES),
input.string(DAYS, "", options = [BARS, MINUTES, DAYS], inline = FAST, group = MOVING_AVERAGES)),
source)
// slowMA default: WMA of 7 days.
// This can also be set to SMA of 5 days to create a useful divergence and visualization to demonstrate the difference in the two.
slowMA = MA.get(
input.string(WMA, SLOW, options = [SMA, EMA, WMA, VWMA, VAWMA], inline = SLOW, group = MOVING_AVERAGES),
Time.spanToIntLen(
input.float(7, "", inline = SLOW, group = MOVING_AVERAGES),
input.string(DAYS, "", options = [BARS, MINUTES, DAYS], inline = SLOW, group = MOVING_AVERAGES)),
source)
// As the tooltip says, this gives a volatility tolerance that when set to something greater than one, will need more than one bar before a change in direction is confirmed.
tolerance = input.int(2, "Tolerance", 1, tooltip = "The number of bars to measure the direction of the moving averages.")
// Simply a way of forcing a fixed integer value in order to measure a valid signal.
quantize(float k, int value = 1) =>
k > 0 ? value : k < 0 ? -value : 0
// Where is the close (live value) relative to the fastMA
closeP = close - fastMA
// What is the fastMA's direction?
fastD = quantize(ta.change(fastMA, tolerance))
// What is the slowMA's direction?
slowD = quantize(ta.change(slowMA, tolerance))
if input.bool(true, "Include price in warning condition",
tooltip = "When this is checked, the visual warning condition will displayed if the price is on the opposite side of the fast moving average even if the direction hasn't changed.")
if closeP < 0
fastD := math.min(fastD, -1)
if closeP > 0
fastD := math.max(fastD, +1)
D = fastD + slowD
THEME = "Theme"
clearColor = color.new(color.gray, 100)
upColor = input.color(color.green, "▲", group = THEME, inline = THEME)
dnColor = input.color(color.red, "▼", group = THEME, inline = THEME)
warnColor = input.color(color.yellow, "⚠", group = THEME, inline = THEME)
dirctionColor(value) => value > 0 ? upColor : value < 0 ? dnColor : warnColor
fillColor = dirctionColor(D)
slowPlot = plot(slowMA, "Slow", clearColor, 2)
fastPlot = plot(fastMA, "Fast", fillColor, 2)
fill(fastPlot, slowPlot, fastMA, slowMA, color.new(fillColor, 20), color.new(fillColor, 90)) |
Expected SPX Movement by timeframe | https://www.tradingview.com/script/t6D43IF3-Expected-SPX-Movement-by-timeframe/ | rhvarelav | https://www.tradingview.com/u/rhvarelav/ | 58 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © rhvarelav
//THIS INDICATOR ONLY WORKS FOR SPX CHART
//This code will help you to measure the expected movement of SPX in a previous selected timeframe based on the current value of VIX index
//E.g. if the current value of VIX is 30 we calculate first the expected move of the Fwd TM.
// If you selected the Daily timeframe it will calculate the expected move of SPX in the next Day by dividing the current VIX Value by the squared root of 252
// (THe 252 value corresponds to the approximate amount of trading sessions of the year)
// If you selected the Weekly timeframe it will calculate the expected move of SPX in the next Week by dividing the current VIX Value by the squared root of 52
// (THe 52 value corresponds to the amount of weeks of the year)
// If you selected the Monthly timeframe it will calculate the expected move of SPX in the next Week by dividing the current VIX Value by the squared root of 12
// (THe 12 value corresponds to the amount of months of the year)
//// For lower timeframes you have to calculate the amount of ticks in each trading session of the year in order to get that specific range
//Once you have that calculation it it'll provide the range expressed as percentage of the expected move for the following period.
//This script will plot that information in a range of 2 lines which represents the expected move of the SPX for the next period
//The red flag indicator tells if that period closed between the 2 previous values marked by the range
//@version=5
indicator(title="Expected SPX Movement by timeframe", overlay=true)
print(txt) =>
// Create label on the first bar.
var lbl = label.new(bar_index, na, txt, xloc.bar_index, yloc.price, color(na), label.style_none, color.gray, size.large, text.align_left)
// On next bars, update the label's x and y position, and the text it displays.
label.set_xy(lbl, bar_index, ta.highest(10)[1])
label.set_text(lbl, txt)
//print("Period per timeframe: " +timeframe.period)
//print("Hello world!\n\n\n\n")
vixData = request.security("CBOE:VIX", timeframe.period, close)
scaleFreq = if timeframe.period == "D"
math.sqrt(252)
else if timeframe.period == "W"
math.sqrt(52)
else if timeframe.period == "M"
math.sqrt(12)
else if timeframe.period == "15"
math.sqrt(6552)
else if timeframe.period == "60"
math.sqrt(1638)
else if timeframe.period == "120"
math.sqrt(819)
else if timeframe.period == "240"
math.sqrt(409)
else
math.sqrt(252)
probPercMove = vixData / scaleFreq
changeUpper = close + (close * (probPercMove/100))
changeLower = close - (close * (probPercMove/100))
p1 = plot(changeUpper,'Probable Upper Level',#ffffff)
p2 = plot(changeLower,'Probable Lower Level',#ffffff)
fill(p1, p2, color=color.new(#ffffff, 90))
plotshape(not(close<= changeUpper[1] and close >= changeLower[1]), style=shape.flag, location=location.belowbar, color=color.rgb(188, 76, 76), size=size.small)
|
Nadaraya-Watson non repainting [LPWN] | https://www.tradingview.com/script/YyeIcFNh-Nadaraya-Watson-non-repainting-LPWN/ | Lupown | https://www.tradingview.com/u/Lupown/ | 1,194 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Lupown
//@version=5
// The non-repainting implementation of Nadaraya–Watson Regression using a Rational Quadratic Kernel is an original idea from @jdehorty i added the upper band an lower band using ATR, with this
// we get an aproximation of Nadaraya-Watson Envelope
indicator('Nadaraya-Watson non repainting', overlay=true, timeframe="")
src = input.source(close, 'Source')
h = input.float(8., 'Lookback Window', minval=3., tooltip='The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars. Recommended range: 3-50')
r = input.float(8., 'Relative Weighting', step=0.25, tooltip='Relative weighting of time frames. As this value approaches zero, the longer time frames will exert more influence on the estimation. As this value approaches infinity, the behavior of the Rational Quadratic Kernel will become identical to the Gaussian kernel. Recommended range: 0.25-25')
x_0 = input.int(25, "Start Regression at Bar", tooltip='Bar index on which to start regression. The first bars of a chart are often highly volatile, and omission of these initial bars often leads to a better overall fit. Recommended range: 5-25')
showMiddle = input(true, "Show middle band")
smoothColors = input.bool(false, "Smooth Colors", tooltip="Uses a crossover based mechanism to determine colors. This often results in less color transitions overall.", inline='1', group='Colors')
lag = input.int(2, "Lag", tooltip="Lag for crossover detection. Lower values result in earlier crossovers. Recommended range: 1-2", inline='1', group='Colors')
lenjeje = input(32, "ATR Period", tooltip= 'Period to calculate upper and lower band', group='Bands')
coef = input(2.7,"Multiplier",tooltip= 'Multiplier to calculate upper and lower band', group='Bands')
float y1 = 0.
float y2 = 0.
srcArray = array.new<float>(0)
array.push(srcArray, src)
size = array.size(srcArray)
kernel_regression1(_src, _size, _h) =>
float _currentWeight = 0.
float _cumulativeWeight = 0.
for i = 0 to _size + x_0
y = _src[i]
w = math.pow(1 + (math.pow(i, 2) / ((math.pow(_h, 2) * 2 * r))), -r)
_currentWeight += y*w
_cumulativeWeight += w
[_currentWeight, _cumulativeWeight]
[currentWeight1, cumulativeWeight1] = kernel_regression1(src, size, h)
yhat1 = currentWeight1 / cumulativeWeight1
[currentWeight2, cumulativeWeight2] = kernel_regression1(src, size, h-lag)
yhat2 = currentWeight2 / cumulativeWeight2
// Rates of Change
bool wasBearish = yhat1[2] > yhat1[1]
bool wasBullish = yhat1[2] < yhat1[1]
bool isBearish = yhat1[1] > yhat1
bool isBullish = yhat1[1] < yhat1
bool isBearishChange = isBearish and wasBullish
bool isBullishChange = isBullish and wasBearish
// Crossovers
bool isBullishCross = ta.crossover(yhat2, yhat1)
bool isBearishCross = ta.crossunder(yhat2, yhat1)
bool isBullishSmooth = yhat2 > yhat1
bool isBearishSmooth = yhat2 < yhat1
// Colors
color c_bullish = input.color(#3AFF17, 'Bullish Color', group='Colors')
color c_bearish = input.color(#FD1707, 'Bearish Color', group='Colors')
color colorByCross = isBullishSmooth ? c_bullish : c_bearish
color colorByRate = isBullish ? c_bullish : c_bearish
color plotColor = smoothColors ? colorByCross : colorByRate
// Plot
plot(showMiddle ? yhat1 : na, "Rational Quadratic Kernel Estimate", color=plotColor, linewidth=2)
upperjeje = yhat1 + coef*ta.atr(lenjeje)
lowerjeje = yhat1 - coef*ta.atr(lenjeje)
upperje = plot(upperjeje , "Rational Quadratic Kernel Upper", color=color.rgb(0, 247, 8), linewidth=2)
lowerje = plot(lowerjeje, "Rational Quadratic Kernel Lower", color=color.rgb(255, 0, 0), linewidth=2)
//plot(yhat1 + multi, "Rational Quadratic Kernel Estimate", color=color.silver, linewidth=2)
plotchar(ta.crossover(close,upperjeje),char = "🥀", location = location.abovebar, size = size.tiny)
plotchar(ta.crossunder(close,lowerjeje),char = "🍀",location = location.belowbar , size = size.tiny)
// Alerts for Color Changes estimator
alertcondition(smoothColors ? isBearishCross : isBearishChange, title='Bearish Color Change', message='Nadaraya-Watson: {{ticker}} ({{interval}}) turned Bearish ▼')
alertcondition(smoothColors ? isBullishCross : isBullishChange, title='Bullish Color Change', message='Nadaraya-Watson: {{ticker}} ({{interval}}) turned Bullish ▲')
// Alerts when price cross upper and lower band
alertcondition(ta.crossunder(close,lowerjeje), title='Price close under lower band', message='Nadaraya-Watson: {{ticker}} ({{interval}}) crossed under lower band 🍀')
alertcondition(ta.crossover(close,upperjeje), title='Price close above upper band', message='Nadaraya-Watson: {{ticker}} ({{interval}}) Crossed above upper band 🥀') |
Gap Zones | https://www.tradingview.com/script/lC7ifYuS-Gap-Zones/ | syntaxgeek | https://www.tradingview.com/u/syntaxgeek/ | 323 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © syntaxgeek
//@version=5
indicator(title="Gap Zones", shorttitle="GZ", overlay=true, max_boxes_count=500, max_labels_count=500, max_lines_count=500)
// <inputs>
i_maxZones = input.int(title='Max Zones', defval=10, maxval=50, minval=1)
i_zoneColor = input.color(title='Zone', defval=color.gray, group='Style')
i_timeframe = input.timeframe(title='Timeframe', defval='', inline='Timeframe', group='Timeframe')
i_timeframeGapsOn = input.bool(title='Timeframe Gaps?', defval=false, inline='Timeframe', group='Timeframe')
// </inputs>
// <funcs>
f_renderGaps() =>
i_timeframeGapsOn ? barmerge.gaps_on : barmerge.gaps_off
f_regSec(f) =>
request.security(syminfo.tickerid, i_timeframe, f, f_renderGaps(), barmerge.lookahead_on)
f_isNewTimeframeBar(res) =>
t = time(res)
not na(t) and (na(t[1]) or t > t[1])
// </funcs>
// <vars>
var v_boxes = array.new_box(0)
var v_topLines = array.new_line(0)
var v_midLines = array.new_line(0)
var v_bottomLines = array.new_line(0)
var v_labels = array.new_label(0)
v_box_a = 0.0
v_box_b = 0.0
if f_isNewTimeframeBar(i_timeframe)
v_box_a := f_regSec(close[1])
v_box_b := f_regSec(open)
v_range = v_box_a > v_box_b ? v_box_a - v_box_b : v_box_b - v_box_a
v_mid = v_box_a > v_box_b ? v_box_a - (v_range / 2) : v_box_b - (v_range / 2)
v_boxes_size = array.size(v_boxes)
if v_boxes_size == i_maxZones
box.delete(array.remove(v_boxes, 0))
label.delete(array.remove(v_labels, 0))
line.delete(array.remove(v_topLines, 0))
line.delete(array.remove(v_midLines, 0))
line.delete(array.remove(v_bottomLines, 0))
array.push(v_boxes, box.new(bar_index, v_box_a, bar_index + 1, v_box_b, border_color = color.new(color.white,100), bgcolor = color.new(i_zoneColor, 90), extend = extend.right))
array.push(v_labels, label.new(bar_index + 20, v_mid, text = str.tostring(i_timeframe) + " Zone", style=label.style_text_outline, size = size.normal, textcolor = color.white, color=color.black))
array.push(v_topLines, line.new(bar_index, v_box_a, bar_index + 1, v_box_a, extend=extend.right, color=i_zoneColor))
array.push(v_midLines, line.new(bar_index, v_mid, bar_index + 1, v_mid, extend=extend.right, color=color.new(i_zoneColor, 50), style=line.style_dashed))
array.push(v_bottomLines, line.new(bar_index, v_box_b, bar_index + 1, v_box_b, extend=extend.right, color=i_zoneColor))
// </vars> |
Three Linear Regression Channels | https://www.tradingview.com/script/RQ3PgXqh-Three-Linear-Regression-Channels/ | Fuwn | https://www.tradingview.com/u/Fuwn/ | 121 | study | 5 | CC-BY-SA-4.0 | // This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License https://creativecommons.org/licenses/by-sa/4.0/
// © alexgrover
import Fuwn/StringToNumber/1
//@version=5
indicator('Three Linear Regression Channels', overlay = true)
int N = bar_index
int length = input.int(100,"Length")
float source = input.source(close)
bool e0 = input.bool(true, "Midline Visibility")
color midline = input.color(color.white, "Midline Colour")
bool e1 = input.bool(true, "Channel One Visibility")
float m1 = input.float(1, "Channel One Multiplicative Factor")
color c1 = input.color(color.green, "Channel One Colour")
bool e2 = input.bool(true, "Channel Two Visibility")
float m2 = input.float(2, "Channel Two Multiplicative Factor")
color c2 = input.color(color.yellow, "Channel Two Colour")
bool e3 = input.bool(true, "Channel Three Visibility")
float m3 = input.float(3, "Channel Three Multiplicative Factor")
color c3 = input.color(color.red, "Channel Three Colour")
float a = ta.wma(source, length)
float b = ta.sma(source, length)
float A = 4 * b - 3 * a
float B = 3 * a - 2 * b
float m = (A - B) / (length - 1)
float d = 0
for i = 0 to length - 1 by 1
l = B + m * i
d += math.pow(source[i] - l, 2)
d
l(color c, float k, s = line.style_solid) => line.delete(line.new(N - length + 1, A + k, N, B + k, extend = extend.right, color = c, style = s)[1])
c(float mf, color c) =>
rmse = math.sqrt(d / (length - 1)) * mf
l(c, rmse)
l(c, -rmse)
if e0
l(midline, 0, line.style_dashed)
if e1
c(m1, c1)
if e2
c(m2, c2)
if e3
c(m3, c3)
|
Time Range Bar Pattern | https://www.tradingview.com/script/Trtwm1qU-Time-Range-Bar-Pattern/ | HastaAdhidaya | https://www.tradingview.com/u/HastaAdhidaya/ | 18 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Created by @jayallways for Tom
//@version=5
indicator("Time Range Bar Pattern")
bullColor = input.color(color.white, "Bull Candle")
bearColor = input.color(color.black, "Bear Candle")
londonColor = input.color(color.new(color.blue, 70), "London Session Color")
newyorkColor = input.color(color.new(color.red, 70), "New York Session Color")
timeRange1 = input.string("1000-1100", "Visible #1 Time Range")
firstCandleRange1 = input.string("1000-1005", "First Bar #1 Time Range")
timeRange2 = input.string("1630-1730", "Visible #2 Time Range")
firstCandleRange2 = input.string("1630-1635", "First Bar #2 Time Range")
var string[] dateList = array.new_string(0)
tr1 = time(timeframe.period, timeRange1)
tr2 = time(timeframe.period, timeRange2)
fcr1 = time(timeframe.period, firstCandleRange1)
fcr2 = time(timeframe.period, firstCandleRange2)
var count = bar_index
number = bar_index % 10
var float lowestX = 0
if (na(tr1) and na(tr2))
lowestX := 0
if (not na(fcr1) or not na(fcr2))
lowestX := low
c_open = (na(tr1) and na(tr2)) ? 0 : open - lowestX
c_high = (na(tr1) and na(tr2)) ? 0 : high - lowestX
c_low = (na(tr1) and na(tr2)) ? 0 : low - lowestX
c_close = (na(tr1) and na(tr2)) ? 0 : close - lowestX
plotcandle(c_open, c_high, c_low, c_close, color = close >= open ? bullColor : bearColor)
bgcolor(not na(tr1) ? londonColor : not na(tr2) ? newyorkColor : na)
|
Chef Momentum | https://www.tradingview.com/script/5zuQz4XB/ | Chef_Bull | https://www.tradingview.com/u/Chef_Bull/ | 16 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Chef_Bull
//@version=5
indicator("Chef Momentum",format=format.price, overlay=false)
//STOCH//
periodK = input.int(21, title="%K Length", minval=1)
smoothK = input.int(100, title="%K Smoothing", minval=1)
//periodD = input.int(5, title="%D Smoothing", minval=1) //
k = ta.hma(ta.stoch(close, high, low, periodK), smoothK)
//d = ta.hma(k, periodD)
plot(k, title="%K", color=#FFFFFF)
//plot(d, title="%D", color=#FF6D00)
h0 = hline(80, "Upper Band", color=#787B86)
h1 = hline(20, "Lower Band", color=#787B86)
h2 = hline(50, "Lower Band", color=#787B86)
fill(h0, h1, color=color.rgb(33, 150, 243, 90), title="Background")
//CONDITION//
buy = ta.crossover(k,25)
sell = ta.crossover(k,80)
plotshape(buy, title = "BUY", color = color.green, style = shape.circle, textcolor = color.white, location = location.bottom, size = size.small)
plotshape(sell, title = "SELL", color = color.red, style = shape.circle, textcolor = color.white, location = location.top, size = size.small)
alertcondition(buy, title="Bull signal", message="Bull signal @ ${{close}}")
alertcondition(sell, title="Bear signal", message="Bear signal @ ${{close}}")
|
One Minute Algo Run (OMAR) | https://www.tradingview.com/script/KkwuK008-One-Minute-Algo-Run-OMAR/ | senpai_noticeme | https://www.tradingview.com/u/senpai_noticeme/ | 232 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org/MPL/2.0/
// Author: @ senpai_noticeme (emansenpai, doc). ack: @ silenThunderr, @ dixitsoham7, @ colejustice
//@version=5
// One Minute Algo Run (OMAR) will mark High Low of the opening candle (1min is recommended default) based on the current time frame in current session
// There are also recommended 1x and 2x extensions of the ranges for taking profit that may also be adjusted as needed.
indicator('One Minute Algo Run', shorttitle='OMAR', overlay=true)
baseOnOneMinuteCandles = input.bool(title='Base on 1 Minute Candles', defval=true, tooltip="If checked, opening range high/low will be based on 1 minute candles instead of the chart settings. Useful for short ranges, e.g. the opening minute.")
SessionInput = input.session('0930-1005')
var target1Long = 0.0
var target2Long = 0.0
var target1Short = 0.0
var target2Short = 0.0
var OmarRange = 0.0
var OmarMid = 0.0
var longT1 = line.new(na, na, na, na, extend=extend.right)
var longT2 = line.new(na, na, na, na, extend=extend.right)
var shortT1 = line.new(na, na, na, na, extend=extend.right)
var shortT2 = line.new(na, na, na, na, extend=extend.right)
var longT1Label = label.new(na, na, textcolor=color.blue, style=label.style_none)
var longT2Label = label.new(na, na, textcolor=color.blue, style=label.style_none)
var shortT1Label = label.new(na, na, textcolor=color.blue, style=label.style_none)
var shortT2Label = label.new(na, na, textcolor=color.blue, style=label.style_none)
var longT1Line = input.bool(title='Show Long T1', defval=true, group='Long')
var longT2Line = input.bool(title='Show Long T2', defval=true, group='Long')
var shortT1Line = input.bool(title='Show Short T1', defval=true, group='Short')
var shortT2Line = input.bool(title='Show Short T2', defval=true, group='Short')
var longT1Range = input.float(title='Long T1', defval=1, group='Long (x times above range of OMAR)', tooltip='Line will be plotted above high of OMAR. If value entered is 1, then T1 = range of OMAR x 1')
var longT2Range = input.float(title='Long T2', defval=2, group='Long (x times above range of OMAR)', tooltip='Line will be plotted above high of OMAR. If value entered is 2, then T2 = range of OMAR x 2')
var shortT1Range = input.float(title='Short T1', defval=1, group='Short (x times below range of OMAR)', tooltip='Line will be plotted below low of OMAR. If value entered is 1, then T1 = range of OMAR x 1')
var shortT2Range = input.float(title='Short T2', defval=2, group='Short (x times below range of OMAR)', tooltip='Line will be plotted below low of OMAR. If value entered is 2, then T2 = range of OMAR x 1')
// Section below defines what an active session is
var tz = "America/New_York"
sessionBegins(sess) =>
t = time(timeframe.period, sess,tz)
timeframe.isintraday and (not barstate.isfirst) and na(t[1]) and not na(t)
timeframe_high = baseOnOneMinuteCandles ? request.security(syminfo.ticker, "1", high, barmerge.gaps_off, barmerge.lookahead_on) : high
timeframe_low = baseOnOneMinuteCandles ? request.security(syminfo.ticker, "1", low, barmerge.gaps_off, barmerge.lookahead_on) : low
var float high_value = na
var float low_value = na
//Set required variable values during active session
if sessionBegins(SessionInput)
high_value := timeframe_high
low_value := timeframe_low
OmarRange := high_value - low_value
OmarMid := low_value + OmarRange/2
target1Long := high_value + longT1Range * OmarRange
target2Long := high_value + longT2Range * OmarRange
target1Short := low_value - shortT1Range * OmarRange
target2Short := low_value - shortT2Range * OmarRange
// Only plot the high, low and mid suring active session
plot(not(true and not time(timeframe.period, SessionInput,tz)) ? high_value : na, style=plot.style_circles, linewidth=3, color=color.new(color.orange, 0), title='High')
plot(not(true and not time(timeframe.period, SessionInput,tz)) ? low_value : na, style=plot.style_circles, linewidth=3, color=color.new(color.orange, 0), title='Low')
plot(not(true and not time(timeframe.period, SessionInput,tz)) ? OmarMid : na, style=plot.style_linebr, linewidth=2, color=color.new(color.orange, 0), title='Middle')
//long target 1
plot(not(true and not time(timeframe.period, SessionInput,tz)) ? (longT1Line ? target1Long : na) : na, style=plot.style_linebr, linewidth=2, color=color.new(color.blue, 0), title='LongT1')
if not(true and not time(timeframe.period, SessionInput,tz))
label.set_xy(longT1Label, bar_index + 15, target1Long)
label.set_text(id=longT1Label, text='T1 - ' + str.tostring(target1Long) + ' (' + str.tostring(longT1Range * OmarRange) + ') points')
//long target 2
plot(not(true and not time(timeframe.period, SessionInput,tz)) ? (longT2Line ? target2Long : na) : na, style=plot.style_linebr, linewidth=2, color=color.new(color.blue, 0), title='LongT2')
if not(true and not time(timeframe.period, SessionInput,tz))
label.set_xy(longT2Label, bar_index + 15, target2Long)
label.set_text(id=longT2Label, text='T2 - ' + str.tostring(target2Long) + ' (' + str.tostring(longT2Range * OmarRange) + ') points')
//short target 1
plot(not(true and not time(timeframe.period, SessionInput,tz)) ? (shortT1Line ? target1Short : na) : na, style=plot.style_linebr, linewidth=2, color=color.new(color.blue, 0), title='ShortT1')
if not(true and not time(timeframe.period, SessionInput,tz))
label.set_xy(shortT1Label, bar_index + 15, target1Short)
label.set_text(id=shortT1Label, text='T1 - ' + str.tostring(target1Short) + ' (' + str.tostring(shortT1Range * OmarRange) + ') points')
//short target 2
plot(not(true and not time(timeframe.period, SessionInput,tz)) ? (shortT2Line ? target2Short : na) : na, style=plot.style_linebr, linewidth=2, color=color.new(color.blue, 0), title='ShortT2')
if not(true and not time(timeframe.period, SessionInput,tz))
label.set_xy(shortT2Label, bar_index + 15, target2Short)
label.set_text(id=shortT2Label, text='T2 - ' + str.tostring(target2Short) + ' (' + str.tostring(shortT2Range * OmarRange) + ') points')
|
Directional Slope Strength Index | https://www.tradingview.com/script/Z0lWFtte-Directional-Slope-Strength-Index/ | Mik3Christ3ns3n | https://www.tradingview.com/u/Mik3Christ3ns3n/ | 39 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Mik3Christ3ns3n
//@version=5
indicator("Directional Slope Strength Index", shorttitle = "DSSI", format = format.price, precision = 1)
length = input.int(20, minval=1, title = "ROC Length")
source = input(hlc3, "ROC Source")
stdlength = input.int(1000, minval=1, title = "Sample Length")
roc = 100 * (source - source[length])/source[length]
rocstd = ta.stdev(roc, stdlength)
zscore = (roc - ta.sma(roc, stdlength)) / rocstd
zscore_color = zscore > 0 ? #4CAF50 : #FF5252
getHighest(dataSeries) =>
var highest = dataSeries
if dataSeries >= nz(highest, 0)
highest := dataSeries
highest
getLowest(dataSeries) =>
var lowest = dataSeries
if dataSeries < nz(lowest, 1e10)
lowest := dataSeries
lowest
plot(zscore, title="Slope Strength", style=plot.style_line, color=zscore_color, linewidth = 2)
hline(2, color=#787B86, linestyle = hline.style_dotted, title="2 STDEV")
hline(0, color=#787B86, title="Zero Line")
hline(-2, color=#787B86, linestyle = hline.style_dotted, title="-2 STDEV")
plot(series=getHighest(zscore), color=#4CAF50, linewidth=1, style=plot.style_line, title="Highest Score")
plot(series=getLowest(zscore), color=#FF5252, linewidth=1, style=plot.style_line, title="Lowest Score")
|
Market Beta/Beta Coefficient for CAPM [Loxx] | https://www.tradingview.com/script/A8CtHPxR-Market-Beta-Beta-Coefficient-for-CAPM-Loxx/ | loxx | https://www.tradingview.com/u/loxx/ | 47 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © loxx
//@version=5
// @description In finance, the beta (β or market beta or beta coefficient) is a measure of how an
// individual asset moves (on average) when the overall stock market increases or decreases.
// Thus, beta is a useful measure of the contribution of an individual asset to the risk
// of the market portfolio when it is added in small quantity. Thus, beta is referred to
// as an asset's non-diversifiable risk, its systematic risk, market risk, or hedge ratio.
// Beta is not a measure of idiosyncratic risk.
indicator('Market Beta/Beta Coefficient for CAPM [Loxx]',
shorttitle ="BETACAPM [Loxx]",
overlay = false)
// @function beta = (Covarianc(x[], y[]) / Variance(y[]))
// @param x float[], ticker on screen
// @param y float[], benchmark of market, typically SPY
// @return float, beta (β or market beta or beta coefficient)
beta1(float x, float y, int per) =>
float avgX = ta.sma(x, per)
float avgY = ta.sma(y, per)
float sum1 = 0.
float sum2 = 0.
for i = 0 to per - 1
sum1 += (x[i] - avgX) * (y[i] - avgY)
beta = (sum1 / per) / ta.variance(y, per)
beta
// Average sums of square differences from the mean
// ssxm = mean( (x-mean(x))^2 )
// ssxym = mean( (x-mean(x)) * (y-mean(y)) )
// @function beta = Average sums of square differences from the mean
// @param x float[], ticker on screen
// @param y float[], benchmark of market, typically SPY
// @return float, beta (β or market beta or beta coefficient)
beta2(float x, float y, int per) =>
float avgX = ta.sma(x, per)
float avgY = ta.sma(y, per)
float sum1 = 0.
float sum2 = 0.
for i = 0 to per - 1
sum1 += math.pow(nz(x[i]) - avgX, 2)
sum2 += (nz(x[i]) - avgX) * (nz(y[i]) - avgY)
float ssxm = sum1 / per
float ssxym = sum2 / per
float slope = ssxym / ssxm
slope
per = input(60, "Period")
string spyinput = input.symbol("SPY", "Benchmark")
string timeframe = input.timeframe("", "Timeframe")
float spyin = request.security(spyinput, timeframe, close)
src = math.log(close/close[1])
spy = math.log(spyin/spyin[1])
float beta1 = beta1(src, spy, per)
float beta2 = beta2(spy, src, per)
plot(beta1)
plot(beta2)
var testTable = table.new(position = position.top_right, columns = 1, rows = 2, bgcolor = color.black, border_width = 1)
if barstate.islast
table.cell(table_id = testTable,
column = 0,
row = 0,
text = "Current Market Beta/Beta Coefficient for CAPM (version 1): " + str.tostring(beta1, "#.####"),
text_size = size.normal,
bgcolor=color.yellow)
table.cell(table_id = testTable,
column = 0,
row = 1,
text = "Current Market Beta/Beta Coefficient for CAPM (version 2): " + str.tostring(beta2, "#.####"),
text_size = size.normal,
bgcolor=color.yellow) |
Price Percent Change (O/C) | https://www.tradingview.com/script/rUs3hFnj-Price-Percent-Change-O-C/ | LedzZz | https://www.tradingview.com/u/LedzZz/ | 12 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LedzZz
//@version=5
indicator("Percent Change (LedzZz)")
// ====================================================================================================
// ----------------------------------------------------------------------------------------------------
// INPUT-CHOICE => Method of Percent to calculate
var Method_A = "Close Vs Open"
var Method_B = "High vs Low"
var Method_C = "Last Close vs Curent Open"
method = input.string( title="type", defval=Method_A, options=[Method_A,Method_B,Method_C])
// declaring the proper final number for the selected Method, f=final, i=initial.
// for example for option C: final price => "open", initial price => "yesterdays close"
price_f = (Method_B == method) ? high : ((Method_C == method) ? open : close )
price_i = (Method_B == method) ? low : ((Method_C == method) ? close[1] : open )
// addition factor required for Method_B, due to high and low doesn't indicate if its a green day or red day.
hi_lo_factor = (Method_B != method)?1:(close>open)?1:-1
// Percent change based on the selected method.
perChange_MOD_A = (price_f-price_i)/price_i* 100 *hi_lo_factor
// INPUT Minimum Percent TO SHOW
min_Percent = input.float(title="Min Percent Move (%)", minval = 0, maxval = 100, defval = 0)
to_show_factor = math.abs(perChange_MOD_A) > min_Percent? 1 : 0
// Applying to show factor to percentage
perChange_MOD_B = perChange_MOD_A * to_show_factor
// Bar Color
plotStyle = plot.style_columns
plotColor = ( perChange_MOD_B > 0 ? color.green : color.red )
plot(perChange_MOD_B,style=plotStyle,color= plotColor)
// horizontal refrence lines.
horLineColor = color.new(color.olive,1)
plot(4,style=plot.style_line,color= horLineColor)
plot(2,style=plot.style_line,color= horLineColor)
plot(1,style=plot.style_line,color= horLineColor)
plot(-1,style=plot.style_line,color= horLineColor)
plot(-2,style=plot.style_line,color= horLineColor)
plot(-4,style=plot.style_line,color= horLineColor)
|
Capital Asset Pricing Model (CAPM) [Loxx] | https://www.tradingview.com/script/MSkGC7BR-Capital-Asset-Pricing-Model-CAPM-Loxx/ | loxx | https://www.tradingview.com/u/loxx/ | 72 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © loxx
//@version=5
indicator("Capital Asset Pricing Model (CAPM) [Loxx]",
shorttitle ="CAPM [Loxx]",
overlay = true)
color darkGreenColor = #1B7E02
color greencolor = #2DD204
f_security(_symbol, _res, _src, _repaint) =>
out = request.security(_symbol, _res, _src[_repaint ? 0 : barstate.isrealtime ? 1 : 0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1]
out
betaAlpha(float[] x, float[] y) =>
float avgX = array.avg(x)
float avgY = array.avg(y)
float sum1 = 0.
float sum2 = 0.
int per = array.size(x)
for i = 0 to per - 1
sum1 += (array.get(x, i) - avgX) * (array.get(y, i) - avgY)
beta = (sum1 / per) / array.variance(y)
alpha = avgX - beta * avgY
[beta, alpha]
per = input(60, "Period in Months (5 years of data)", group = "Basic Settings")
perlarge = input(29, "SPY Age in Years", group = "Basic Settings")
string spyinput = input.symbol("SPY", "Benchmark", group = "Basic Settings")
string timeframe = input.timeframe("1M", "Timeframe", group = "Basic Settings")
string rfrtype = input.string("USD", "Option Base Currency", options = ['USD', 'GBP', 'JPY', 'CAD', 'CNH', 'SGD', 'INR', 'AUD', 'SEK', 'NOK', 'DKK'], group = "Risk-free Rate Settings", tooltip = "Automatically pulls 10-year bond yield from corresponding currency")
float rfrman = input.float(3.97, "% Manual Risk-free Rate", group = "Risk-free Rate Settings") / 100
bool usdrsrman = input.bool(false, "Use manual input for Risk-free Rate?", group = "Risk-free Rate Settings")
float rmman = input.float(10., "% Expected Equity Market Return", group = "Expected Equity Market Return Settings") / 100
bool usermman = input.bool(false, "Use manual input for Expected Equity Market Return?", group = "Expected Equity Market Return Settings")
float spyt = request.security(spyinput, timeframe, close)
float srct = request.security(syminfo.tickerid, timeframe, close)
string byield = switch rfrtype
"USD"=> 'US10Y'
"GBP"=> 'GB10Y'
"JPY"=> 'US10Y'
"CAD"=> 'CA10Y'
"CNH"=> 'CN10Y'
"SGD"=> 'SG10Y'
"INR"=> 'IN10Y'
"AUD"=> 'AU10Y'
"USEKSD"=> 'SE10Y'
"NOK"=> 'NO10Y'
"DKK"=> 'DK10Y'
=> 'US10Y'
float beta = 0
float alpha = 0
[src0, src1, src2, src3, src4, src5, src6, src7, src8, src9,
src10, src11, src12, src13, src14, src15, src16, src17,
src18, src19, src20, src21, src22, src23, src24, src25,
src26, src27, src28, src29, src30, src31, src32, src33,
src34, src35, src36, src37, src38, src39, src40, src41,
src42, src43, src44, src45, src46, src47, src48, src49,
src50, src51, src52, src53, src54, src55, src56, src57,
src58, src59] = request.security("", timeframe, [
math.log(close/close[1]),
math.log(close[1]/close[2]),
math.log(close[2]/close[3]),
math.log(close[3]/close[4]),
math.log(close[4]/close[5]),
math.log(close[5]/close[6]),
math.log(close[6]/close[7]),
math.log(close[7]/close[8]),
math.log(close[8]/close[9]),
math.log(close[9]/close[10]),
math.log(close[10]/close[11]),
math.log(close[11]/close[12]),
math.log(close[12]/close[13]),
math.log(close[13]/close[14]),
math.log(close[14]/close[15]),
math.log(close[15]/close[16]),
math.log(close[16]/close[17]),
math.log(close[17]/close[18]),
math.log(close[18]/close[19]),
math.log(close[19]/close[20]),
math.log(close[20]/close[21]),
math.log(close[21]/close[22]),
math.log(close[22]/close[23]),
math.log(close[23]/close[24]),
math.log(close[24]/close[25]),
math.log(close[25]/close[26]),
math.log(close[26]/close[27]),
math.log(close[27]/close[28]),
math.log(close[28]/close[29]),
math.log(close[29]/close[30]),
math.log(close[30]/close[31]),
math.log(close[31]/close[32]),
math.log(close[32]/close[33]),
math.log(close[33]/close[34]),
math.log(close[34]/close[35]),
math.log(close[35]/close[36]),
math.log(close[36]/close[37]),
math.log(close[37]/close[38]),
math.log(close[38]/close[39]),
math.log(close[39]/close[40]),
math.log(close[40]/close[41]),
math.log(close[41]/close[42]),
math.log(close[42]/close[43]),
math.log(close[43]/close[44]),
math.log(close[44]/close[45]),
math.log(close[45]/close[46]),
math.log(close[46]/close[47]),
math.log(close[47]/close[48]),
math.log(close[48]/close[49]),
math.log(close[49]/close[50]),
math.log(close[50]/close[51]),
math.log(close[51]/close[52]),
math.log(close[52]/close[53]),
math.log(close[53]/close[54]),
math.log(close[54]/close[55]),
math.log(close[55]/close[56]),
math.log(close[56]/close[57]),
math.log(close[57]/close[58]),
math.log(close[58]/close[59]),
math.log(close[59]/close[60])])
[spy0, spy1, spy2, spy3, spy4, spy5, spy6, spy7, spy8, spy9,
spy10, spy11, spy12, spy13, spy14, spy15, spy16, spy17,
spy18, spy19, spy20, spy21, spy22, spy23, spy24, spy25,
spy26, spy27, spy28, spy29, spy30, spy31, spy32, spy33,
spy34, spy35, spy36, spy37, spy38, spy39, spy40, spy41,
spy42, spy43, spy44, spy45, spy46, spy47, spy48, spy49,
spy50, spy51, spy52, spy53, spy54, spy55, spy56,
spy57, spy58, spy59] = request.security(spyinput, timeframe, [
math.log(close/close[1]),
math.log(close[1]/close[2]),
math.log(close[2]/close[3]),
math.log(close[3]/close[4]),
math.log(close[4]/close[5]),
math.log(close[5]/close[6]),
math.log(close[6]/close[7]),
math.log(close[7]/close[8]),
math.log(close[8]/close[9]),
math.log(close[9]/close[10]),
math.log(close[10]/close[11]),
math.log(close[11]/close[12]),
math.log(close[12]/close[13]),
math.log(close[13]/close[14]),
math.log(close[14]/close[15]),
math.log(close[15]/close[16]),
math.log(close[16]/close[17]),
math.log(close[17]/close[18]),
math.log(close[18]/close[19]),
math.log(close[19]/close[20]),
math.log(close[20]/close[21]),
math.log(close[21]/close[22]),
math.log(close[22]/close[23]),
math.log(close[23]/close[24]),
math.log(close[24]/close[25]),
math.log(close[25]/close[26]),
math.log(close[26]/close[27]),
math.log(close[27]/close[28]),
math.log(close[28]/close[29]),
math.log(close[29]/close[30]),
math.log(close[30]/close[31]),
math.log(close[31]/close[32]),
math.log(close[32]/close[33]),
math.log(close[33]/close[34]),
math.log(close[34]/close[35]),
math.log(close[35]/close[36]),
math.log(close[36]/close[37]),
math.log(close[37]/close[38]),
math.log(close[38]/close[39]),
math.log(close[39]/close[40]),
math.log(close[40]/close[41]),
math.log(close[41]/close[42]),
math.log(close[42]/close[43]),
math.log(close[43]/close[44]),
math.log(close[44]/close[45]),
math.log(close[45]/close[46]),
math.log(close[46]/close[47]),
math.log(close[47]/close[48]),
math.log(close[48]/close[49]),
math.log(close[49]/close[50]),
math.log(close[50]/close[51]),
math.log(close[51]/close[52]),
math.log(close[52]/close[53]),
math.log(close[53]/close[54]),
math.log(close[54]/close[55]),
math.log(close[55]/close[56]),
math.log(close[56]/close[57]),
math.log(close[57]/close[58]),
math.log(close[58]/close[59]),
math.log(close[59]/close[60])])
if barstate.islast
float[] srcarr = array.new_float(0)
float[] spyarr = array.new_float(0)
array.push(srcarr, src0)
array.push(srcarr, src1)
array.push(srcarr, src2)
array.push(srcarr, src3)
array.push(srcarr, src4)
array.push(srcarr, src5)
array.push(srcarr, src6)
array.push(srcarr, src7)
array.push(srcarr, src8)
array.push(srcarr, src9)
array.push(srcarr, src10)
array.push(srcarr, src11)
array.push(srcarr, src12)
array.push(srcarr, src13)
array.push(srcarr, src14)
array.push(srcarr, src15)
array.push(srcarr, src16)
array.push(srcarr, src17)
array.push(srcarr, src18)
array.push(srcarr, src19)
array.push(srcarr, src20)
array.push(srcarr, src21)
array.push(srcarr, src22)
array.push(srcarr, src23)
array.push(srcarr, src24)
array.push(srcarr, src25)
array.push(srcarr, src26)
array.push(srcarr, src27)
array.push(srcarr, src28)
array.push(srcarr, src29)
array.push(srcarr, src30)
array.push(srcarr, src31)
array.push(srcarr, src32)
array.push(srcarr, src33)
array.push(srcarr, src34)
array.push(srcarr, src35)
array.push(srcarr, src36)
array.push(srcarr, src37)
array.push(srcarr, src38)
array.push(srcarr, src39)
array.push(srcarr, src40)
array.push(srcarr, src41)
array.push(srcarr, src42)
array.push(srcarr, src43)
array.push(srcarr, src44)
array.push(srcarr, src45)
array.push(srcarr, src46)
array.push(srcarr, src47)
array.push(srcarr, src48)
array.push(srcarr, src49)
array.push(srcarr, src50)
array.push(srcarr, src51)
array.push(srcarr, src52)
array.push(srcarr, src53)
array.push(srcarr, src54)
array.push(srcarr, src55)
array.push(srcarr, src56)
array.push(srcarr, src57)
array.push(srcarr, src58)
array.push(srcarr, src59)
array.push(spyarr, spy0)
array.push(spyarr, spy1)
array.push(spyarr, spy2)
array.push(spyarr, spy3)
array.push(spyarr, spy4)
array.push(spyarr, spy5)
array.push(spyarr, spy6)
array.push(spyarr, spy7)
array.push(spyarr, spy8)
array.push(spyarr, spy9)
array.push(spyarr, spy10)
array.push(spyarr, spy11)
array.push(spyarr, spy12)
array.push(spyarr, spy13)
array.push(spyarr, spy14)
array.push(spyarr, spy15)
array.push(spyarr, spy16)
array.push(spyarr, spy17)
array.push(spyarr, spy18)
array.push(spyarr, spy19)
array.push(spyarr, spy20)
array.push(spyarr, spy21)
array.push(spyarr, spy22)
array.push(spyarr, spy23)
array.push(spyarr, spy24)
array.push(spyarr, spy25)
array.push(spyarr, spy26)
array.push(spyarr, spy27)
array.push(spyarr, spy28)
array.push(spyarr, spy29)
array.push(spyarr, spy30)
array.push(spyarr, spy31)
array.push(spyarr, spy32)
array.push(spyarr, spy33)
array.push(spyarr, spy34)
array.push(spyarr, spy35)
array.push(spyarr, spy36)
array.push(spyarr, spy37)
array.push(spyarr, spy38)
array.push(spyarr, spy39)
array.push(spyarr, spy40)
array.push(spyarr, spy41)
array.push(spyarr, spy42)
array.push(spyarr, spy43)
array.push(spyarr, spy44)
array.push(spyarr, spy45)
array.push(spyarr, spy46)
array.push(spyarr, spy47)
array.push(spyarr, spy48)
array.push(spyarr, spy49)
array.push(spyarr, spy50)
array.push(spyarr, spy51)
array.push(spyarr, spy52)
array.push(spyarr, spy53)
array.push(spyarr, spy54)
array.push(spyarr, spy55)
array.push(spyarr, spy56)
array.push(spyarr, spy57)
array.push(spyarr, spy58)
array.push(spyarr, spy59)
[b, a] = betaAlpha(srcarr, spyarr)
alpha := a
beta := b
float Rf = usdrsrman ? rfrman : request.security(byield, timeframe.period, close) / 100
float rmt = ta.sma((close - close[1]) / close[1], perlarge)
float spyyeardat = f_security(spyinput, "12M", rmt, true)
float Rm = usermman ? rmman : spyyeardat
r = Rf + beta * (Rm - Rf) + alpha
var testTable = table.new(position = position.middle_right, columns = 1, rows = 9, bgcolor = color.gray, border_width = 1)
if barstate.islast
table.cell(table_id = testTable, column = 0, row = 0,
text = "Capital Asset Pricing Model (CAPM)",
bgcolor=darkGreenColor,
text_color = color.white,
text_halign = text.align_left)
table.cell(table_id = testTable,
column = 0,
row = 1,
text = "Cost of Equity (r): " + str.tostring(r * 100, format.percent),
text_size = size.normal,
bgcolor=color.yellow,
text_halign = text.align_left)
table.cell(table_id = testTable,
column = 0,
row = 2,
text = "Expected Equity Market Return (Rm): " + str.tostring(Rm * 100, format.percent),
text_size = size.normal,
bgcolor=color.yellow,
text_halign = text.align_left)
table.cell(table_id = testTable,
column = 0,
row = 3,
text = "Risk-free Rate (Rf): " + str.tostring(Rf * 100, format.percent),
text_size = size.normal,
bgcolor=color.yellow,
text_halign = text.align_left)
table.cell(table_id = testTable,
column = 0,
row = 4,
text = "Market Risk Premium (Rm - Rf): " + str.tostring((Rm - Rf) * 100, format.percent),
text_size = size.normal,
bgcolor=color.yellow,
text_halign = text.align_left)
table.cell(table_id = testTable,
column = 0,
row = 5,
text = "Beta (B): " + str.tostring(beta, "#.#####"),
text_size = size.normal,
bgcolor=color.yellow,
text_halign = text.align_left)
table.cell(table_id = testTable,
column = 0,
row =6,
text = "Alpha (a): " + str.tostring(alpha, "#.#####"),
text_size = size.normal,
bgcolor=color.yellow,
text_halign = text.align_left) |
LowLag Channel Stoch | https://www.tradingview.com/script/dIxXPF0z-LowLag-Channel-Stoch/ | capam | https://www.tradingview.com/u/capam/ | 24 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © capam
//@version=5
indicator("LowLag Channel Stoch", overlay=true)
src = close
length = input.int(10,'emalength')
lengthATR = input.int(5,'ATRlength')
lengthStoch = input.int(14,'stochlength')
smoothK = input.int(5,'smoothK')
gain = input.float(1.0,'gain')
stochlimit = input.float(0.8,'stochlimit',maxval = 1.0)
hullEMA(src,len) =>
out = ta.ema(2*ta.ema(src,len/2) - ta.ema(src,len),math.round(math.sqrt(len)))
hema = hullEMA(src,length)
ATRange = hullEMA(ta.tr(true),lengthATR)
yup = hema + ATRange
ydn = hema - ATRange
// stochastic
stoch1 = gain * (close - ta.lowest(low, lengthStoch)) / (ta.highest(high, lengthStoch) - ta.lowest(low, lengthStoch))
k = hullEMA(stoch1, smoothK)
hemacol = hema > hema[1] ? color.green : color.red
sellflag = hemacol==color.red and (ta.crossunder(k,0.8*gain) or ta.crossunder(k[1],stochlimit*gain) or ta.crossunder(k[2],0.8*gain))
buyflag = hemacol==color.green and (ta.crossover(k,0.2*gain) or ta.crossover(k[1],(1-stochlimit)*gain) or ta.crossover(k[2],0.2*gain))
plot(hema, color = hemacol,linewidth = 2)
// plot(yup, linewidth = 2)
// plot(ydn, linewidth = 2)
ytr = hullEMA(src*1.005,400)
plot(ytr+k, color=color.black, linewidth = 1)
plot(ytr+0.8*gain , linewidth = 1)
plot(ytr+0.2*gain, linewidth = 1)
plotshape(sellflag, location.abovebar, style=shape.labeldown, color=color.new(color.red,10) , size=size.small)
plotshape(buyflag, location.belowbar, style=shape.labelup, color=color.new(color.green,10) , size=size.small)
|
Oscillator Workbench — Chart [LucF] | https://www.tradingview.com/script/BY9mAioc-Oscillator-Workbench-Chart-LucF/ | LucF | https://www.tradingview.com/u/LucF/ | 2,385 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LucF
//@version=5
indicator("Oscillator Workbench — Chart [LucF]", "OWC", true, precision = 4, max_bars_back = 1000)
// Oscillator Workbench — Chart [LucF]
// v3, 2022.10.27 17:58 — LucF
// This code was written using the recommendations from the Pine Script™ User Manual's Style Guide:
// https://www.tradingview.com/pine-script-docs/en/v5/writing/Style_guide.html
import TradingView/ta/4 as TvTa
import LucF/ta/2 as LucfTa
//#region ———————————————————— Constants
// Colors
color LIME = #00FF00ff
color LIME_MD = #00FF0090
color LIME_LT = #00FF0040
color TEAL = #008080ff
color TEAL_MD = #00808090
color TEAL_LT = #00808040
color PINK = #FF0080ff
color PINK_MD = #FF008090
color PINK_LT = #FF008040
color MAROON = #800000ff
color MAROON_MD = #80000090
color MAROON_LT = #80000040
color ORANGE = #c56606ff
color ORANGE_BR = #FF8000ff
color GRAY = #808080ff
color GRAY_MD = #80808090
color GRAY_LT = #80808030
color WHITE = #FFFFFFff
// Reference MAs
string MA01 = "Simple MA"
string MA02 = "Exponential MA"
string MA03 = "Wilder MA"
string MA04 = "Weighted MA"
string MA05 = "Volume-weighted MA"
string MA06 = "Arnaud Legoux MA"
string MA07 = "Hull MA"
string MA08 = "Symmetrically-weighted MA"
// Oscillators
string OS00 = "None"
string OS01 = "RSI (SL)"
string OS02 = "MACD (S)"
string OS03 = "CCI (SL)"
string OS04 = "Chande Momentum Oscillator (SL)"
string OS05 = "Stochastic (SL)"
string OS06 = "Stochastic RSI (SL)"
string OS09 = "MFI (L)"
string OS10 = "True Strength Index (SL)"
string OS11 = "Williams % Range (L)"
string OS12 = "Ultimate Oscillator (L)"
string OS13 = "Klinger Volume Oscillator (L)"
string OS14 = "Schaff Trend Cycle (SL)"
string OS15 = "Volume Zone Oscillator (L)"
string OS16 = "Price Zone Oscillator (L)"
string OS17 = "Sentiment Zone Oscillator (SL)"
string OS18 = "Wave Period Oscillator (L)"
string OS19 = "Volume Buoyancy (L)"
string OS20 = "Coppock Curve (SL)"
string OS21 = "Aroon (L)"
string OS22 = "DMI (L)"
string OS23 = "TRIX (SL)"
string OS24 = "Ease of Movement (L)"
string OS25 = "Fisher Transform (SL)"
string OS26 = "Signs of the Times"
string OS27 = "Hilbert Transform (S)"
string OS28 = "Intraday Intensity Index"
string OS52 = "True Range"
string OS54 = "Momentum (SL)"
string OS55 = "Rate of Change (SL)"
string OS90 = "Efficient Work (L)"
// Oscillator Channel capping mode
string CAP1 = "Standard deviations"
string CAP2 = "Multiples of ATR"
// Divergence detection mode
string DIV1 = "Opposite directions of the weighted and reference lines"
string DIV2 = "Opposite directions of the oscillator and the polarity of close to close"
// Line styles
string STL1 = "Line"
string STL2 = "Circles"
string STL3 = "Crosses"
// Marker oscillator channel transitions
string ST0 = "None"
string ST1 = "Oscillator channel strong bull state"
string ST2 = "Oscillator channel bull or strong bull state"
string ST3 = "Oscillator channel strong bear state"
string ST4 = "Oscillator channel bear or strong bear state"
// Marker Divergence channel transitions
string SV0 = "None"
string SV1 = "Divergence channel strong bull state"
string SV2 = "Divergence channel bull or strong bull state"
string SV3 = "Divergence channel strong bear state"
string SV4 = "Divergence channel bear or strong bear state"
// Bar color choices
string CB0 = "None"
string CB1 = "On divergences only"
string CB2 = "On divergences and on the state of the oscillator channel"
string CB3 = "On divergences and on the state of the divergence channel"
string CB4 = "On divergences and on the combined state of both channels"
// Channel level sources
string CH1 = "High and Low"
string CH2 = "Open and Close"
// Channel breach sources
string BR1 = "`low` must breach channel's top, `high` must breach channel's bottom"
string BR2 = "`high` must breach channel's top, `low` must breach channel's bottom"
string BR3 = "Close"
string BR4 = "Open"
string BR5 = "The average of high and low (hl2)"
string BR6 = "The average of high, low and close (hlc3)"
string BR7 = "The average of high, low and two times the close (hlcc4)"
string BR8 = "The average of high, low, close and open (ohlc4)"
// Tooltips
string TT_OSC1 = "To use one of the oscillators provided in the Workbench, select it here.
\n\nThe 'S' or 'L' in parentheses indicates when the 'Source' or 'Length' fields of this line are taken into account when calculating the oscillator's value.
\n\nNote that for some of the oscillators, assumptions are made concerning their different parameters when they are more complex than just a source and length.
See the `oscCalc()` function in this indicator's code for all the details, and ask me in a comment if you can't find the information you need."
string TT_OSC2 = "To use a second oscillator provided in the Workbench, select it here.
If you select two oscillators, each of their weight will count for an equal part in the aggregate oscillator weight."
string TT_OSCX = "To use an external oscillator, check the checkbox, select the external indicator you want to use, and specify its center value.
\n\nIf you want only the external oscillator to be used, remember to select 'None' for the 'Oscillator 1' and 'Oscillator 2' choices above.
If you do have oscillators selected for 'Oscillator 1' and/or 'Oscillator 2', their weight will be combined with that of the external oscillator.
This way you can have up to three oscillator weights composing the aggregate oscillator weight."
string TT_RVOL = "When checked, the aggregate weight of the oscillator(s) will be multiplied by the weight of the relative volume for the bar.
This weight is determined using the percentile rank of the bar's volume in the number of bars you specify. The range of the weight is 0 to 1."
string TT_REF = "Your choices here determine the reference that will be used as the oscillator channel's baseline.
The MA type and length defined here are also used to calculate the MA of the weighted version of the reference's source."
string TT_CAP = "This allows you to control the Oscillator channel's maximum height by limiting how far the weighted line can extend from the reference line.
It is useful to keep the chart's vertical scale in check. The lower you set it, the less contours you will get in the weighted line.\n\n
Keep in mind that this setting can also impact where divergences will occur on the chart.\n\n
Using '" + CAP2 + "' will restrict the height more agressively. The ATR unit value used is its average over 20 bars."
string TT_LTF = "Your selection here controls how many intrabars will be analyzed for each chart bar.
The more intrabars you analyze per chart bar, the less chart bars will be covered by the indicator's calculations
because a maximum of 100K intrabars can be analyzed.\n\n
With the first four choices the quantity of intrabars is determined from the type of chart bar coverage you want.
The last four choices allow you to select approximately how many intrabars you want analyzed per chart bar."
string TT_BIAS = "This option enables a guess on the bull/bear bias of the channel before it is breached.
It uses the number of changes of the top/bottom channel levels to determine a bias.
When more changes of the top level occur, the bias is bullish. When more changes of the bottom level occur, the bias is bearish.
\n\n Note that enabling this setting will make the channel's states less reliable."
string TT_COLORS = "'🡑🡑' and '🡓🡓' indicate the colors used for strong bull/bear conditions.
\n'🡑' and '🡓' indicate bull/bear conditions."
string TT_MARKERS = "The conditions you use to determine when markers appear will also be used to trigger alerts created from this script.
\n\nMarkers are non-repainting; they appear on the close of bars."
string TT_DIV = "Using the second option here will produce less divergences with oscillators such as RSI, which closely follow price movements.
It will also produce vastly different behaviors between oscillators."
string TT_BARS = "If the coloring of bars on divergences is active, their body will always be colored in the divergence color, regardless of this checkbox's state."
string TT_FILTERS = "The filters are additional conditions that must be true for a marker to appear.
\n\n'Close-to-close polarity' means that the `close` must be higher than the previous one for an up marker, and vice versa.
\n\n'Rising volume' means the volume of the bar must be higher than that of the previous one. This condition is the same for up/dn markers.
\n\nThe filter on divergences requires a divergence to have occurred in the last number of bars you specify.
\n\n'Bull/bear Oscillator' means that the value of the oscillator you select must be above/below its centerline.
\n\nAs markers are non-repainting, keep in mind that marker conditions must be true on the bar's close, which is when the marker will appear."
//#endregion
//#region ———————————————————— Inputs
string GRP1 = "Oscillators and relative volume"
string osc1TypeInput = input.string(OS01, "Oscillator 1", group = GRP1, inline = "osc1", options = [OS00, OS21, OS03, OS04, OS20, OS22, OS24, OS90, OS25, OS27, OS28, OS13, OS02, OS09, OS54, OS16, OS55, OS01, OS14, OS17, OS26, OS05, OS06, OS23, OS52, OS10, OS12, OS19, OS15, OS18, OS11])
string osc1SourceInput = input.string("close", "", group = GRP1, inline = "osc1", options = ["open", "high", "low", "close", "hl2", "hlc3", "ohlc4", "hlcc4", "volume"])
int osc1LengthInput = input.int(20, " Length", group = GRP1, inline = "osc1", minval = 2, tooltip = TT_OSC1)
string osc2TypeInput = input.string(OS00, "Oscillator 2", group = GRP1, inline = "osc2", options = [OS00, OS21, OS03, OS04, OS20, OS22, OS24, OS90, OS25, OS27, OS28, OS13, OS02, OS09, OS54, OS16, OS55, OS01, OS14, OS17, OS26, OS05, OS06, OS23, OS52, OS10, OS12, OS19, OS15, OS18, OS11])
string osc2SourceInput = input.string("close", "", group = GRP1, inline = "osc2", options = ["open", "high", "low", "close", "hl2", "hlc3", "ohlc4", "hlcc4", "volume"])
int osc2LengthInput = input.int(20, " Length", group = GRP1, inline = "osc2", minval = 2, tooltip = TT_OSC2)
bool oscXInput = input.bool(false, "Oscillator 3 (external)", group = GRP1, inline = "oscX")
float oscXSourceInput = input.source(close, "", group = GRP1, inline = "oscX")
float oscXCenterInput = input.int(0, "Center", group = GRP1, inline = "oscX", tooltip = TT_OSCX)
bool useRelVolWeightInput = input.bool(false, "Use weight of relative volume over n bars", group = GRP1, inline = "RelVolW", tooltip = TT_RVOL)
int relVolLookbackInput = input.int(100, "", group = GRP1, inline = "RelVolW", minval = 2)
string GRP2 = "Oscillator channel"
bool reflLineShowInput = input.bool(false, "Reference line ", group = GRP2, inline = "refLine")
int refLineWidthInput = input.int(1, " Width", group = GRP2, inline = "refLine", minval = 1)
string refLineStyleInput = input.string(STL1, "", group = GRP2, inline = "refLine", options = [STL1, STL2, STL3])
color refLineUpUpColorInput = input.color(LIME, " 🡑🡑", group = GRP2, inline = "refLineColors")
color refLineDnDnColorInput = input.color(PINK, "🡓🡓", group = GRP2, inline = "refLineColors")
color refLineUpColorInput = input.color(TEAL, " 🡑", group = GRP2, inline = "refLineColors")
color refLineDnColorInput = input.color(MAROON, "🡓", group = GRP2, inline = "refLineColors", tooltip = TT_COLORS)
string refTypeInput = input.string(MA06, " ", group = GRP2, inline = "ref", options = [MA01, MA02, MA03, MA04, MA05, MA06, MA07, MA08], tooltip = TT_REF)
string refSourceInput = input.string("close", "", group = GRP2, inline = "ref", options = ["open", "high", "low", "close", "hl2", "hlc3", "ohlc4", "hlcc4", "volume"])
int refLengthInput = input.int(20, " Length", group = GRP2, inline = "ref", minval = 2)
bool osclLineShowInput = input.bool(false, "Weighted line", group = GRP2, inline = "oscLine")
int oscLineWidthInput = input.int(2, " Width", group = GRP2, inline = "oscLine", minval = 1)
string oscLineStyleInput = input.string(STL1, "", group = GRP2, inline = "oscLine", options = [STL1, STL2, STL3])
color oscLineUpUpColorInput = input.color(LIME, " 🡑🡑", group = GRP2, inline = "oscLineColors")
color oscLineDnDnColorInput = input.color(PINK, "🡓🡓", group = GRP2, inline = "oscLineColors")
color oscLineUpColorInput = input.color(TEAL, " 🡑", group = GRP2, inline = "oscLineColors")
color oscLineDnColorInput = input.color(MAROON, "🡓", group = GRP2, inline = "oscLineColors")
float oscChannelCapInput = input.float(3.0, " Cap the channel's height to", group = GRP2, inline = "cap", minval = 1, step = 0.5)
string oscChannelCapModeInput = input.string(CAP1, "", group = GRP2, inline = "cap", options = [CAP1, CAP2], tooltip = TT_CAP)
bool oscChannelShowInput = input.bool(false, "Oscillator channel", group = GRP2, inline = "oscChannel")
color oscChannelUpUpColorInput= input.color(LIME_MD, " 🡑🡑", group = GRP2, inline = "oscChannelColors")
color oscChannelDnDnColorInput= input.color(PINK_MD, "🡓🡓", group = GRP2, inline = "oscChannelColors")
color oscChannelUpColorInput = input.color(TEAL_MD, " 🡑", group = GRP2, inline = "oscChannelColors")
color oscChannelDnColorInput = input.color(MAROON_MD, "🡓", group = GRP2, inline = "oscChannelColors")
string GRP3 = "Divergence channel"
bool divLinesShowInput = input.bool(true, "Divergence levels", group = GRP3, inline = "divLines")
int divLinesWidthInput = input.int(1, " Width", group = GRP3, inline = "divLines", minval = 1)
string divLinesStyleInput = input.string(STL1, "", group = GRP3, inline = "divLines", options = [STL1, STL2, STL3])
color divLinesUpUpColorInput = input.color(LIME, " 🡑🡑", group = GRP3, inline = "divLinesColors")
color divLinesDnDnColorInput = input.color(PINK, "🡓🡓", group = GRP3, inline = "divLinesColors")
color divLinesUpColorInput = input.color(TEAL, " 🡑", group = GRP3, inline = "divLinesColors")
color divLinesDnColorInput = input.color(MAROON, "🡓", group = GRP3, inline = "divLinesColors")
color divLinesNtColorInput = input.color(GRAY, "N", group = GRP3, inline = "divLinesColors")
bool divChannelShowInput = input.bool(false, "Divergence channel", group = GRP3, inline = "divChannel")
color divChannelUpUpColorInput= input.color(LIME_MD, " 🡑🡑", group = GRP3, inline = "divChannelColors")
color divChannelDnDnColorInput= input.color(PINK_MD, "🡓🡓", group = GRP3, inline = "divChannelColors")
color divChannelUpColorInput = input.color(TEAL_MD, " 🡑", group = GRP3, inline = "divChannelColors")
color divChannelDnColorInput = input.color(MAROON_MD, "🡓", group = GRP3, inline = "divChannelColors")
color divChannelNtColorInput = input.color(GRAY_MD, "N", group = GRP3, inline = "divChannelColors")
string divChannelLevelsInput = input.string(CH1, " Levels are defined using", group = GRP3, options = [CH1, CH2])
string divChannelBreachesInput = input.string(BR1, " Breaches are determined using", group = GRP3, options = [BR1, BR2, BR3, BR4, BR5, BR6, BR7, BR8])
string divDetectionModeInput = input.string(DIV1, " Detect divergences on", group = GRP3, inline = "divDetection", options = [DIV1, DIV2], tooltip = TT_DIV)
bool divChannelBiasInput = input.string("Off", " Estimate unbreached channel bias", group = GRP3, options = ["On", "Off"], tooltip = TT_BIAS) == "On"
bool charDivShowInput = input.bool(false, "Divergence mark", group = GRP3, inline = "divChar")
string charDivInput = input.string("•", "", group = GRP3, inline = "divChar")
color charDivColorInput = input.color(ORANGE, "", group = GRP3, inline = "divChar")
bool charDivAboveInput = input.bool(true, "Above bar", group = GRP3, inline = "divChar")
string GRP4 = "Bar coloring"
bool barColorsShowInput = input.bool(true, "Color bars", group = GRP4, inline = "barMode")
string colorBarModeInput = input.string(CB2, "", group = GRP4, inline = "barMode", options = [CB1, CB2, CB3, CB4])
bool barsEmptyOnDecVolInput = input.bool(false, "Don't color falling volume bars", group = GRP4, inline = "barMode", tooltip = TT_BARS)
color barsUpUpColorInput = input.color(LIME, " 🡑🡑", group = GRP4, inline = "barColors")
color barsDnDnColorInput = input.color(PINK, "🡓🡓", group = GRP4, inline = "barColors")
color barsUpColorInput = input.color(TEAL, "🡑", group = GRP4, inline = "barColors")
color barsDnColorInput = input.color(MAROON, "🡓", group = GRP4, inline = "barColors")
color barsNtColorInput = input.color(GRAY, "N", group = GRP4, inline = "barColors")
color barsDivColorInput = input.color(ORANGE, "D", group = GRP4, inline = "barColors")
string GRP5 = "Markers & Alert conditions"
string markerUpOscModeInput = input.string(ST0, "Up markers on transitions to ", group = GRP5, inline = "upMarker", options = [ST0, ST1, ST2])
string markerUpDivModeInput = input.string(SV0, "", group = GRP5, inline = "upMarker", options = [SV0, SV1, SV2])
color markerUpColorInput = input.color(ORANGE_BR, "", group = GRP5, inline = "upMarker", tooltip = TT_MARKERS)
string markerDnOscModeInput = input.string(ST0, "Down markers on transitions to", group = GRP5, inline = "dnMarker", options = [ST0, ST3, ST4])
string markerDnDivModeInput = input.string(SV0, "", group = GRP5, inline = "dnMarker", options = [SV0, SV3, SV4])
color markerDnColorInput = input.color(ORANGE_BR, "", group = GRP5, inline = "dnMarker")
bool markerClosePolarityInput= input.bool(false, "Filter on close to close polarity ", group = GRP5, inline = "Filters1", tooltip = TT_FILTERS)
bool markerRisingVolInput = input.bool(false, "Filter on rising volume", group = GRP5, inline = "Filters1")
bool markerDivInput = input.bool(false, "Filter on divergence in last n bars", group = GRP5, inline = "Filters2")
int markerDivBarsInput = input.int(5, "", group = GRP5, inline = "Filters2", minval = 1)
bool markerOscInput = input.bool(false, "Filter on bull/bear", group = GRP5, inline = "Filters3")
string markerOscTypeInput = input.string(OS01, "", group = GRP5, inline = "Filters3", options = [OS21, OS03, OS04, OS20, OS22, OS24, OS90, OS25, OS27, OS28, OS13, OS02, OS09, OS54, OS16, OS55, OS01, OS14, OS17, OS05, OS06, OS23, OS52, OS10, OS12, OS19, OS15, OS18, OS11])
string markerOscSourceInput = input.string("close", "", group = GRP5, inline = "Filters3", options = ["open", "high", "low", "close", "hl2", "hlc3", "ohlc4", "hlcc4", "volume"])
int markerOscLengthInput = input.int(20, "", group = GRP5, inline = "Filters3", minval = 2)
string alertUpMsgInput = input.text_area("▲", "Up alert text", group = GRP5)
string alertDnMsgInput = input.text_area("▼", "Down alert text", group = GRP5)
//#endregion
//#region ———————————————————— Functions
//@function Returns the centerline value for the `type` oscillator.
//@param type (simple string) The type of oscillator (uses constants that must be defined earlier in the script).
//@returns (series float) The centerline's value.
oscCenter(simple string type) =>
float result =
switch type
OS01 => 50.
OS05 => 50.
OS06 => 50.
OS09 => 50.
OS11 => -50.
OS12 => 50.
OS14 => 50.
=> 0.
//@function Returns the calculation of the `type` oscillator.
//@param type (simple string) The type of oscillator (uses constants that must be defined earlier in the script).
//@param src (series float) The source value used to calculate the oscillator, when one is needed.
//@param length (simple int) The length value used to calculate the oscillator, when one is needed.
//@returns (series float) The oscillator's value.
oscCalc(simple string type, series float src, simple int length) =>
float result =
switch type
OS00 => na
OS01 => ta.rsi(src, length)
OS02 =>
[_, _, histLine] = ta.macd(src, 12, 26, 9)
histLine
OS03 => ta.cci(src, length)
OS04 => ta.cmo(src, length)
OS05 => ta.stoch(src, high, low, length)
OS06 =>
float rsi = ta.rsi(src, length)
ta.sma(ta.stoch(rsi, rsi, rsi, length), 3)
OS09 => ta.mfi(hlc3, length)
OS10 => ta.tsi(src, length, length * 2)
OS11 => ta.wpr(length)
OS12 => TvTa.uo(length / 2, length, length * 2)
OS13 =>
[kvo, _] = TvTa.kvo(length, length * 2, length / 2)
kvo
OS14 => TvTa.stc(src, length, length * 2, length / 2, 3, 3)
OS15 => TvTa.vzo(length)
OS16 => TvTa.pzo(length)
OS17 => TvTa.szo(src, length)
OS18 => TvTa.wpo(length)
OS19 => LucfTa.buoyancy(volume, length, 1000)
OS20 => TvTa.coppock(src, length, length / 2, length / 2)
OS21 =>
[up, dn] = TvTa.aroon(length)
up - dn
OS22 =>
[up, dn, _] = ta.dmi(length, length)
up - dn
OS23 =>
[trix, signal, hist] = TvTa.trix(src, length, int(length * 0.66))
trix
OS24 => TvTa.eom(length)
OS25 => TvTa.ft(src, length)
OS26 => LucfTa.sott()
OS27 => TvTa.ht(src)
OS28 => ta.iii
OS52 => ta.tr * math.sign(ta.change(close))
OS54 => ta.mom(src, length)
OS55 => ta.roc(src, length)
OS90 => LucfTa.efficientWork(length)
=> na
//@function Returns the weight of an oscillator's value.
//@param osc (series float) The oscillator's value.
//@param center (simple float) The oscillator's centerline value.
//@returns (series float) The weight (-1 to +1) of the oscillator's value.
oscWeight(series float osc, simple float center = 0.0) =>
float normalizedOsc = osc - center
float historicalMax = math.abs(ta.max(normalizedOsc))
float historicalMin = math.abs(ta.min(normalizedOsc))
float result =
switch
osc > center => normalizedOsc / historicalMax
osc < center => - math.abs(normalizedOsc / historicalMin)
=> 0.
//@function Throws a runtime error if the oscillator requires volume and none is available.
//@param type (simple string) The type of oscillator (uses constants that must be defined earlier in the script).
//@returns (void) Nothing.
checkForNoVolume(simple string type) =>
bool oscUsesVolume = type == OS09 or type == OS15 or type == OS19 or type == OS24
if barstate.islast and ta.cum(nz(volume)) == 0 and oscUsesVolume
runtime.error("No volume is provided by the data vendor.")
//@function Determines when a state is entered on a bar where the previous state was different.
//@param state (series bool) The state whose transition into must be identified.
//@returns (series bool) `true` on the bar where we transition into the state, `false` otherwise.
transitionTo(series bool state) =>
bool result = (not state[1] and state)
//@function Determines a "plot_style" to be used from a user's input.
//@param state (input string) The user selection string of his line style choice (depends on the `STL1`, `STL2` and `STL3` string constants).
//@returns (plot_style) The `style` named argument required in `plot()`.
lineStyleFromUserInput(userSelection) =>
result = switch userSelection
STL1 => plot.style_line
STL2 => plot.style_circles
STL3 => plot.style_cross
=> plot.style_line
//#endregion
//#region ———————————————————— Calculations
// Stop the indicator when the oscillator requires volume to calculate.
checkForNoVolume(osc1TypeInput)
checkForNoVolume(osc2TypeInput)
// Oscillator value and weight.
var float osc1Center = oscCenter(osc1TypeInput)
var float osc2Center = oscCenter(osc2TypeInput)
var float oscXCenter = oscXCenterInput
float osc1 = oscCalc(osc1TypeInput, LucfTa.sourceStrToFloat(osc1SourceInput), osc1LengthInput)
float osc2 = oscCalc(osc2TypeInput, LucfTa.sourceStrToFloat(osc2SourceInput), osc2LengthInput)
float oscX = oscXInput ? oscXSourceInput : na
int qtyOfOscillators = (not na(osc1) ? 1 : 0) + (not na(osc2) ? 1 : 0) + (not na(oscX) ? 1 : 0)
float weight1 = oscWeight(osc1, osc1Center)
float weight2 = oscWeight(osc2, osc2Center)
float weightX = oscWeight(oscX, oscXCenter)
float weight = (weight1 + weight2 + weightX) / qtyOfOscillators
// Relative volume weight
float relVolPctRank = ta.percentrank(volume, relVolLookbackInput) / 100.
float relVolumeWeight = useRelVolWeightInput and not na(volume) ? relVolPctRank : 1.
// Combined weight
float combinedWeight = weight * relVolumeWeight
// MAs of reference source and capped weighted source.
float refSource = LucfTa.sourceStrToFloat(refSourceInput)
float capUnits = oscChannelCapModeInput == CAP1 ? ta.stdev(refSource, refLengthInput) : ta.atr(20)
float weightedSource = refSource + (math.sign(combinedWeight) * math.min(refSource * math.abs(combinedWeight), capUnits * oscChannelCapInput))
float reference = LucfTa.ma(refTypeInput, refSource, refLengthInput)
float weightedRef = LucfTa.ma(refTypeInput, weightedSource, refLengthInput)
// Determine bull/bear and strong bull/bear states of the oscillator channel.
bool oscChannelBull = weightedRef > reference
bool oscChannelBear = not oscChannelBull
bool oscChannelBullStrong = oscChannelBull and close > reference and ta.rising(reference, 1) and ta.rising(weightedRef, 1)
bool oscChannelBearStrong = oscChannelBear and close < reference and ta.falling(reference, 1) and ta.falling(weightedRef, 1)
// ————— Divergence channel
// Detect divergences between the slope of the reference line and that of the weighted line.
bool divergence = divDetectionModeInput == DIV1 ? math.sign(ta.change(reference)) != math.sign(ta.change(weightedRef)) : math.sign(ta.change(combinedWeight)) != math.sign(ta.change(close))
// Level sources
float divChannelHiSrc = divChannelLevelsInput == CH1 ? high : math.max(open, close)
float divChannelLoSrc = divChannelLevelsInput == CH1 ? low : math.min(open, close)
// Breach sources
float divBreachHiSrc = na
float divBreachLoSrc = na
switch divChannelBreachesInput
BR1 =>
divBreachHiSrc := low
divBreachLoSrc := high
BR2 =>
divBreachHiSrc := high
divBreachLoSrc := low
BR3 =>
divBreachHiSrc := close
divBreachLoSrc := close
BR4 =>
divBreachHiSrc := open
divBreachLoSrc := open
BR5 =>
divBreachHiSrc := hl2
divBreachLoSrc := hl2
BR6 =>
divBreachHiSrc := hlc3
divBreachLoSrc := hlc3
BR7 =>
divBreachHiSrc := hlcc4
divBreachLoSrc := hlcc4
BR8 =>
divBreachHiSrc := ohlc4
divBreachLoSrc := ohlc4
// Update the divergence channel.
[divChannelHi, divChannelLo, divChannelBull, divChannelBear, divChannelBreached, newDivChannel, preBreachUpChanges, preBreachDnChanges] =
LucfTa.divergenceChannel(divergence, divChannelHiSrc, divChannelLoSrc, divBreachHiSrc, divBreachLoSrc)
// If needed, take a guess on the state of the channel when it has not yet been breached.
bool preBreachBiasBull = not divChannelBreached and divChannelBiasInput and preBreachUpChanges > preBreachDnChanges
bool preBreachBiasBear = not divChannelBreached and divChannelBiasInput and preBreachUpChanges < preBreachDnChanges
// Strong bull/bear states occur when the divergence channel's bull/bear state matches that of the oscillator channel.
bool divChannelBullStrong = divChannelBull and oscChannelBullStrong
bool divChannelBearStrong = divChannelBear and oscChannelBearStrong
// ————— Marker filters and triggers
// Close-to-close polarity
bool closeToCloseUp = ta.change(close) > 0
bool closeToCloseDn = ta.change(close) < 0
// Oscillator is bull/bear
var float markerOscCenter = oscCenter(markerOscTypeInput)
float markerOsc = oscCalc(markerOscTypeInput, LucfTa.sourceStrToFloat(markerOscSourceInput), markerOscLengthInput)
bool oscBull = markerOsc > markerOscCenter
bool oscBear = markerOsc < markerOscCenter
// RIsing volume
bool risingVolume = ta.change(volume) > 0
// Divergence in last n bars
bool divPresent = ta.barssince(divergence) <= markerDivBarsInput
// Base conditions for markers to appear.
bool upMarkerOscCondition =
switch markerUpOscModeInput
ST1 => transitionTo(oscChannelBullStrong)
ST2 => transitionTo(oscChannelBull) or transitionTo(oscChannelBullStrong)
=> false
bool upMarkerDivCondition =
switch markerUpDivModeInput
SV1 => transitionTo(divChannelBullStrong)
SV2 => transitionTo(divChannelBull) or transitionTo(divChannelBullStrong)
=> false
bool dnMarkerOscCondition =
switch markerDnOscModeInput
ST3 => transitionTo(oscChannelBearStrong)
ST4 => transitionTo(oscChannelBear) or transitionTo(oscChannelBearStrong)
=> false
bool dnMarkerDivCondition =
switch markerDnDivModeInput
SV3 => transitionTo(divChannelBearStrong)
SV4 => transitionTo(divChannelBear) or transitionTo(divChannelBearStrong)
=> false
// Apply filters to base conditions.
bool upMarker = upMarkerOscCondition or upMarkerDivCondition
bool dnMarker = dnMarkerOscCondition or dnMarkerDivCondition
upMarker :=
(markerUpOscModeInput != ST0 or markerUpDivModeInput != SV0) and upMarker and barstate.isconfirmed and
(not markerClosePolarityInput or closeToCloseUp) and
(not markerOscInput or oscBull) and
(not markerRisingVolInput or risingVolume) and
(not markerDivInput or divPresent)
dnMarker :=
(markerDnOscModeInput != ST0 or markerDnDivModeInput != SV0) and dnMarker and barstate.isconfirmed and
(not markerClosePolarityInput or closeToCloseDn) and
(not markerOscInput or oscBear) and
(not markerRisingVolInput or risingVolume) and
(not markerDivInput or divPresent)
//#endregion
//#region ———————————————————— Visuals
// ————— Oscillator Channel lines and fill.
// Determine colors.
color refLineColor = na
color oscLineColor = na
color oscChannelColor = na
switch
oscChannelBullStrong =>
refLineColor := refLineUpUpColorInput
oscLineColor := oscLineUpUpColorInput
oscChannelColor := oscChannelUpUpColorInput
oscChannelBearStrong =>
refLineColor := refLineDnDnColorInput
oscLineColor := oscLineDnDnColorInput
oscChannelColor := oscChannelDnDnColorInput
oscChannelBull =>
refLineColor := refLineUpColorInput
oscLineColor := oscLineUpColorInput
oscChannelColor := oscChannelUpColorInput
oscChannelBear =>
refLineColor := refLineDnColorInput
oscLineColor := oscLineDnColorInput
oscChannelColor := oscChannelDnColorInput
color oscColor = combinedWeight > 0 ? oscLineUpUpColorInput : combinedWeight < 0 ? oscLineDnDnColorInput : color.silver
// Styles for lines.
var refLineStyle = lineStyleFromUserInput(refLineStyleInput)
var oscLineStyle = lineStyleFromUserInput(oscLineStyleInput)
// Plot lines and fill them.
var bool plotOscLineValues = reflLineShowInput or osclLineShowInput or oscChannelShowInput
weightedPlot = plot(plotOscLineValues ? weightedRef : na, "Weighted Reference", osclLineShowInput ? oscLineColor : na, oscLineWidthInput, oscLineStyle)
refPlot = plot(plotOscLineValues and not na(combinedWeight) ? reference : na, "Reference", reflLineShowInput ? refLineColor : na, refLineWidthInput, refLineStyle)
fill(weightedPlot, refPlot, reference, weightedRef, oscChannelShowInput ? oscChannelColor : na, oscChannelShowInput ? color.new(oscChannelColor, 90) : na, "Fill")
// ————— Divergence channel lines and fill.
// Determine colors.
color divLinesColor = na
color divChannelColor = na
if divChannelBreached
switch
divChannelBullStrong =>
divLinesColor := divLinesUpUpColorInput
divChannelColor := divChannelUpUpColorInput
divChannelBearStrong =>
divLinesColor := divLinesDnDnColorInput
divChannelColor := divChannelDnDnColorInput
divChannelBull =>
divLinesColor := divLinesUpColorInput
divChannelColor := divChannelUpColorInput
divChannelBear =>
divLinesColor := divLinesDnColorInput
divChannelColor := divChannelDnColorInput
=>
divLinesColor := divLinesNtColorInput
divChannelColor := divChannelNtColorInput
else
switch
divChannelBiasInput and preBreachBiasBull =>
divLinesColor := divLinesUpColorInput
divChannelColor := divChannelUpColorInput
divChannelBiasInput and preBreachBiasBear =>
divLinesColor := divLinesDnColorInput
divChannelColor := divChannelDnColorInput
=>
divLinesColor := divLinesNtColorInput
divChannelColor := divChannelNtColorInput
// Plot the channel levels and fill.
var bool plotDivLineValues = divLinesShowInput or divChannelShowInput
var divLineStyle = lineStyleFromUserInput(divLinesStyleInput)
float divChannelMid = math.avg(divChannelHi, divChannelLo)
divChannelHiPlot = plot(plotDivLineValues ? divChannelHi : na, "Divergence Channel Hi", not newDivChannel and divLinesShowInput ? divLinesColor : na, divLinesWidthInput, divLineStyle)
divChannelLoPlot = plot(plotDivLineValues ? divChannelLo : na, "Divergence Channel Lo", not newDivChannel and divLinesShowInput ? divLinesColor : na, divLinesWidthInput, divLineStyle)
// This midline is used to start/end the two different gradient fills used to fill the divergence channel.
divChannelMidPlot = plot(plotDivLineValues ? divChannelMid : na, "Divergence Channel Mid", na, display = display.none)
// Fill from the middle going up and down.
fill(divChannelHiPlot, divChannelMidPlot, divChannelHi, divChannelMid, not newDivChannel and divChannelShowInput ? divChannelColor : na, not newDivChannel and divChannelShowInput ? color.new(divChannelColor, 99) : na)
fill(divChannelMidPlot, divChannelLoPlot, divChannelMid, divChannelLo, not newDivChannel and divChannelShowInput ? color.new(divChannelColor, 99) : na, not newDivChannel and divChannelShowInput ? divChannelColor : na)
// ————— Display key values in indicator values and Data Window.
displayLocations = display.status_line + display.data_window
color osc1Color = weight1 > 0 ? color.lime : color.fuchsia
color osc2Color = weight2 > 0 ? color.lime : color.fuchsia
color oscXColor = weightX > 0 ? color.lime : color.fuchsia
color weightColor = weight > 0 ? color.lime : color.fuchsia
plot(refSource, "Reference source", display = displayLocations, color = refLineColor)
plot(weightedSource, "Weighted source", display = displayLocations, color = oscLineColor)
plot(na, "═════════════════", display = displayLocations)
plot(osc1, "Oscillator 1", display = displayLocations, color = osc1Color)
plot(osc2, "Oscillator 2", display = displayLocations, color = osc2Color)
plot(oscX, "Oscillator X", display = displayLocations, color = oscXColor)
plot(weight1, "Weight 1", display = displayLocations, color = osc1Color)
plot(weight2, "Weight 2", display = displayLocations, color = osc2Color)
plot(weightX, "Weight X", display = displayLocations, color = oscXColor)
plot(relVolumeWeight, "Relative Volume weight", display = displayLocations)
plot(combinedWeight, "Combined weight", display = displayLocations, color = weightColor)
plot(na, "═════════════════", display = displayLocations)
// ————— Markers
plotchar(upMarker, "Up Marker", "▲", location.belowbar, markerUpColorInput, size = size.tiny)
plotchar(dnMarker, "Down Marker", "▼", location.abovebar, markerDnColorInput, size = size.tiny)
// ————— Alerts
switch
upMarker => alert(alertUpMsgInput)
dnMarker => alert(alertDnMsgInput)
// ————— Chart bar coloring
// Color
color barColor = if barColorsShowInput
switch colorBarModeInput
CB1 =>
switch
divergence => barsDivColorInput
CB2 =>
switch
divergence => barsDivColorInput
oscChannelBullStrong => barsUpUpColorInput
oscChannelBearStrong => barsDnDnColorInput
oscChannelBull => barsUpColorInput
oscChannelBear => barsDnColorInput
=> barsNtColorInput
CB3 =>
switch
divergence => barsDivColorInput
divChannelBullStrong => barsUpUpColorInput
divChannelBearStrong => barsDnDnColorInput
divChannelBull => barsUpColorInput
divChannelBear => barsDnColorInput
=> barsNtColorInput
CB4 =>
switch
divergence => barsDivColorInput
oscChannelBullStrong and divChannelBullStrong => barsUpUpColorInput
oscChannelBearStrong and divChannelBearStrong => barsDnDnColorInput
(oscChannelBull or oscChannelBullStrong) and (divChannelBull or divChannelBullStrong) => barsUpColorInput
(oscChannelBear or oscChannelBearStrong) and (divChannelBear or divChannelBearStrong) => barsDnColorInput
=> barsNtColorInput
=> na
else
na
// Empty bodies on decreasing chart volume.
if barsEmptyOnDecVolInput and ta.falling(volume, 1) and not divergence
barColor := na
barcolor(barColor)
// ————— Plot character showing divergences.
plotchar(charDivShowInput ? divergence : na, "Divergence character", charDivInput, charDivAboveInput ? location.abovebar : location.belowbar, charDivColorInput, size = size.tiny)
//#endregion
|
Relative Volume Prices Index by @WilliamBelini | https://www.tradingview.com/script/ulGylFAr-Relative-Volume-Prices-Index-by-WilliamBelini/ | wbelini | https://www.tradingview.com/u/wbelini/ | 19 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © wbelini
// Volume Price Course Belini - VPCB
// This indicator is a part of a pack of indicators created by William Belini, that suppose the market move based from volume effects at prices.
// !! My theory arguments are these: !!
// >> The oscillation at prices compared with the volume that make it happen, can describe the market comportment.
// >> Small oscillation with big volume denotes a stable market, and big oscillation with small volume denote a market course variation.
// - The first indicator is the Relative Volume Prices Index Belini - RVPI, that denote how volume are impacting prices. Meas the sensibility of prices by volume;
// - The second indicator is The Relative Market Status Belini - RMS, what denote the market feeling cicles;
// - The third indicator its elaborated to traders, named Trade Trigger RVPI Belini - TTR,
// that show the best moment to start a position trading. Do this based from a normal distribution analysis,
// from previous values designed by the Relative Prices Index Belini indicator and its historical impact at the future prices.
//Ps. These indicators are made based from commodities contracts environment and have adaptative mechanisms from their peculiarities.
// To use for other markets could be necessary modifications.
//Note: This site don´t recompense creators to their creations, and don´t promove the individual creativity because don´t permite we promote our work.
// Even though our creations do money to their users. So, I´m disponibilize 2 of 3 indicators here, to have the third, you need contact whit me.
//@version=5
indicator(title="Relative Volume Prices Index by @WilliamBelini", shorttitle="RVPI-B", format=format.price, precision=0, timeframe="", timeframe_gaps=true, overlay = false)
vol = volume <= 0 ? 1 : math.pow(volume,1)
/////NEGATIVE AND POSITIVE VOLUME AVERAGE/////
// This component is necessary because the volume are changing by the time, and this variation distorce de indicator.
// The volume are meas and calculate the average from last periods, to minimize the impact by desviations.
// The average volume is calculating from positive and negative prices variation to capture their peculiarities.
comprimento = 7 // Define the number of past candles from average
fonte = volume
var volp = array.new_float(comprimento,fonte)
if close[0]>=close[1]
array.push(volp, fonte)
array.shift(volp)
volpmedio = array.avg(volp)
var voln = array.new_float(comprimento, fonte)
if close[0]<close[1]
array.push(voln,fonte)
array.shift(voln)
volnmedio = array.avg(voln)
volmed = (close[0]>=close[1])? volpmedio*1000000 :volnmedio*1000000
////// THE FIRST INDICATOR: Volume Price Force Belini [VPFB] /////////
FV =((close[0]-close[1])/(close[1]))
FV2 = vol <50 ? 0 : math.pow(FV,2)/vol
FVC = FV<0 ?FV2*-1 : FV2
cor = FV>0 ? color.green : color.red
plot(FVC*volmed, color=cor, style=plot.style_columns, title = "T1") |
RSI Profile | https://www.tradingview.com/script/hqxJC0QA-RSI-Profile/ | AtifRizwan | https://www.tradingview.com/u/AtifRizwan/ | 87 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © AtifRizwan
//@version=5
indicator("RSI Profile")
profileType = input.string("RSI Values","Profile Type",options=["RSI Values","RSI Pivots High","RSI Pivots Low"])
rsilen = input.int(14,"RSI Length")
rsisrc = input.source(close,"RSI Source")
leftLenH = input.int(14,"Pivot High ",group="Pivot Length Left/Right",inline="ph")
rightLenH = input.int(14,"/",group="Pivot Length Left/Right",inline="ph")
showPivotH = input.bool(false,"Show?",group="Pivot Length Left/Right",inline="ph")
leftLenL = input.int(14,"Pivot Low",group="Pivot Length Left/Right",inline="pl")
rightLenL = input.int(14,"/",group="Pivot Length Left/Right",inline="pl")
showPivotL = input.bool(false,"Show?",group="Pivot Length Left/Right",inline="pl")
lineColor = input.color(color.purple,"Histogram",group="Visuals",inline="line")
lineWidth = input.int(1,"Width",group="Visuals",inline="line")
maxLineColor= input.color(color.red,"POC Line",group="Visuals",inline="maxline")
maxlineWidth= input.int(1,"Width",group="Visuals",inline="maxline")
maxlineEx = input.bool(true,"Extend POC Line",group="Visuals",inline="maxline")
showMax = input.bool(true,"Show POC Values?",group="Visuals",inline="showmax")
_offset = input.int(5,"Histogram Offset",group="Visuals")
maxWidth = input.int(55,"Width of Histogram",group="Visuals")
maxRSI = input.int(70,"Max RSI",group="Visuals")
minRSI = input.int(30,"Min RSI",group="Visuals")
rsi = ta.rsi(rsisrc,rsilen)
ph = ta.pivothigh(rsi,leftLenH,rightLenH)
pl = ta.pivotlow(rsi,leftLenL,rightLenL)
plot(rsi,color=color.purple,linewidth=2,title="RSI")
rsilow=hline(30,title="RSI Low Band")
rsihigh=hline(70,title="RSI High Band")
fill(rsilow,rsihigh,color=color.new(color.purple,90),title = "RSI Band Background")
var rsi_array = array.new_int(100)
var li = array.new_line(0)
var line li1 = na
var label la = na
float pivotH = na
float pivotL = na
if bar_index==1
for i = 0 to 99
array.set(rsi_array,i,0)
if bar_index > 1 and profileType=="RSI Values"
array.set(rsi_array,math.floor(rsi),array.get(rsi_array,math.floor(rsi))+1)
if bar_index > 1 and profileType=="RSI Pivots High" and not na(ph)
array.set(rsi_array,math.floor(ph),array.get(rsi_array,math.floor(ph))+1)
if bar_index > 1 and profileType=="RSI Pivots Low" and not na(pl)
array.set(rsi_array,math.floor(pl),array.get(rsi_array,math.floor(pl))+1)
if showPivotH and not na(ph)
pivotH:=ph
if showPivotL and not na(pl)
pivotL:=pl
plotshape(pivotH,"Pivot High",offset=-rightLenH,location=location.absolute,style=shape.diamond,color=color.new(color.red,30),size=size.small)
plotshape(pivotL,"Pivot Low",offset=-rightLenL,location=location.absolute,style=shape.diamond,color=color.new(color.green,30),size=size.small)
if barstate.islast
if array.size(li) > 0
for i = 0 to array.size(li)-1
line.delete(array.get(li,i))
array.clear(li)
label.delete(la)
line.delete(li1)
color c=na
int w=1
bool isMax=na
max=array.max(rsi_array)
li1:=line.new(bar_index+_offset,minRSI,bar_index+_offset,maxRSI,color=color.gray)
for i = minRSI to maxRSI
thisWidth=math.ceil((array.get(rsi_array,i))/max*maxWidth)
isMax:=thisWidth==maxWidth
w:=isMax?maxlineWidth:lineWidth
c:=isMax?maxLineColor:lineColor
array.push(li,line.new(bar_index+_offset,i,bar_index+_offset+thisWidth,i,width=w,color=c,extend=isMax?extend.left:extend.none))
if isMax and showMax
la:=label.new(bar_index+_offset+maxWidth+5,i,str.tostring(i),style=label.style_label_left,color=color.red,textcolor=color.white) |
Relative Market Status by @WilliamBelini | https://www.tradingview.com/script/qZbWtvMm-Relative-Market-Status-by-WilliamBelini/ | wbelini | https://www.tradingview.com/u/wbelini/ | 16 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © wbelini
// Volume Price Course Belini - VPCB
// This indicator is a part of a pack of indicators created by William Belini, that suppose the market move based from volume effects at prices.
// !! My theory arguments are these: !!
// >> The oscillation at prices compared with the volume that make it happen, can describe the market comportment.
// >> Small oscillation with big volume denotes a stable market, and big oscillation with small volume denote a market course variation.
// - The first indicator is the Relative Volume Prices Index Belini - RVPI, that denote how volume are impacting prices. Meas the sensibility of prices by volume;
// - The second indicator is The Relative Market Status Belini - RMS, what denote the market feeling cicles;
// - The third indicator its elaborated to traders, named Trade Trigger RVPI Belini - TTR,
// that show the best moment to start a position trading. Do this based from a normal distribution analysis,
// from previous values designed by the Relative Prices Index Belini indicator and its historical impact at the future prices.
//Ps. These indicators are made based from commodities contracts environment and have adaptative mechanisms from their peculiarities.
// To use for other markets could be necessary modifications.
//@version=5
indicator(title="Relative Market Status by @WilliamBelini", shorttitle="RMS-B", format=format.price, precision=0, timeframe="", timeframe_gaps=true, overlay = false)
vol = volume <= 0 ? 1 : math.pow(volume,1)
/////NEGATIVE AND POSITIVE VOLUME AVERAGE/////
// This component is necessary because the volume are changing by the time, and this variation distorce de indicator.
// The volume are meas and calculate the average from last periods, to minimize the impact by desviations.
// The average volume is calculating from positive and negative prices variation to capture their peculiarities.
comprimento = 7 // Define the number of past candles from average
fonte = volume
var volp = array.new_float(comprimento,fonte)
if close[0]>=close[1]
array.push(volp, fonte)
array.shift(volp)
volpmedio = array.avg(volp)
var voln = array.new_float(comprimento, fonte)
if close[0]<close[1]
array.push(voln,fonte)
array.shift(voln)
volnmedio = array.avg(voln)
volmed = (close[0]>=close[1])? volpmedio*1000000 :volnmedio*1000000
////// THE FIRST INDICATOR: Volume Price Force Belini [VPFB] /////////
FV =((close[0]-close[1])/(close[1]))
FV2 = vol <50 ? 0 : math.pow(FV,2)/vol
FVC = FV<0 ?FV2*-1 : FV2
cor = FV>0 ? color.green : color.red
//plot(FVC*volmed, color=cor, style=plot.style_columns, title = "T1")
///// THE SECOND INDICATOR: Relative Market Status Belini [RMS] ///////
///// FV ACU ///// /
FVAcu= ta.cum(FVC)
////// FV CROSS MED //////
periodK = input.int(1, title="Short Average", minval=1)
periodD = input.int(15, title="Long Average", minval=1)
FVAcuMed = ta.sma(FVAcu,periodK)
FVAcuMedM = ta.sma(FVAcu, periodD)
DifMedia = (FVAcuMed - FVAcuMedM)*volmed
cor1 = DifMedia < 0 ? color.gray : color.orange
plot(DifMedia, title="Cross averages RVFI", color=cor1, style = plot.style_area)
hline(0,color= color.gray)
|
Round Number Levels | https://www.tradingview.com/script/oE813Qz0-Round-Number-Levels/ | melodicfish | https://www.tradingview.com/u/melodicfish/ | 119 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © melodicfish
//@version=5
indicator("Round Number Levels",overlay = true,max_labels_count = 101,max_lines_count = 101)
incrementVal=input.float(defval=500, title="Unit Place Rounding Value", tooltip = "The Unit Place that a number will be rounded and distance between rounded levels. Example Value setting of 100 and a price of 225.00 would result in a line level value of 200.00; Where a price of 265.00 would result in a line level value of 300 with the same value setting of 100")
lQty=input.int(defval=2,minval=1,maxval=50, title="Line Amount",tooltip = "Each Line Amount increase will add a line level above and below baseline level; Baseline = line nearest to price) ")
offset=input.int(defval=50,minval=0, maxval=490,step=10, title="Line Price Horizontal Offset",inline = "a")
textCol=input.color(defval = color.white,title="Price Label Text Color",tooltip = "Use Horizontal Offset to adjust the X position of the price labels. To hide price labels disable Labels on the style tab",inline = "a")
belowColor=input.color(defval = color.blue,title="Line Color Below price",inline="b")
aboveColor=input.color(defval = color.orange,title="Line Color Above price",inline="b")
ext=input.string(defval = "To Right",options = ["To Right","Both"],title="Extend Line: ")
float iv= incrementVal
lQty:=lQty+1
var lines=array.new_line(lQty*2)
var labels=array.new_label(lQty*2)
var line baseLine=na
RoundValue(value) =>
math.round(value / iv) * iv
baseVal=RoundValue(close)
if barstate.isconfirmed and baseVal!= baseVal[1]
for i = 0 to (lQty*2) - 1
line.delete(array.get(lines,i))
label.delete(array.get(labels,i))
lines:=array.new_line(lQty*2)
labels:=array.new_label(lQty*2)
for j = 0 to lQty - 1
newLine=line.new(bar_index,baseVal+(j*iv),bar_index+1,baseVal+(j*iv),extend=ext=="Both"?extend.both:extend.right,color=close>baseVal+(j*iv)?belowColor:aboveColor)
newLabel=label.new(bar_index+1+offset,baseVal+(j*iv),text=str.tostring(baseVal+(j*iv)),style= label.style_none,textcolor = textCol, textalign=text.align_right)
array.insert(lines,j,newLine)
array.insert(labels,j,newLabel)
for k = 1 to lQty - 1
newLine=line.new(bar_index,baseVal-(k*iv),bar_index+1,baseVal-(k*iv),extend=ext=="Both"?extend.both:extend.right,color=belowColor)
newLabel=label.new(bar_index+1+offset,baseVal-(k*iv),text=str.tostring(baseVal-(k*iv)),style= label.style_none,textcolor = textCol, textalign=text.align_right)
array.insert(lines,k+lQty,newLine)
array.insert(labels,k+lQty,newLabel)
else if barstate.isconfirmed and baseVal== baseVal[1]
line.set_color(array.get(lines,0),color=close>baseVal?belowColor:aboveColor)
for l = 0 to (lQty*2)-1
label.set_x(array.get(labels,l),bar_index+1+offset)
|
AmitN STDEV V5 | https://www.tradingview.com/script/mDYlR901-AmitN-STDEV-V5/ | amitni82 | https://www.tradingview.com/u/amitni82/ | 12 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © amitni82
//@version=5
indicator("AmitN STDEV V5", max_bars_back = 365,overlay = true)
lookbackPeriod = input.int(365, "Lookback period for STDEV")
numberOfDays = input.int(7, "Number of candles to find the range")
extendRange = input.bool(true, "Extend the range lines")
// Daily log returns
logClose = math.log(close / close[1])
// Average/Mean
smalogClose = ta.sma(logClose, lookbackPeriod)
// Daily Volatility SD
dailyVolatility = ta.stdev(logClose, lookbackPeriod)
// Spot CMP - Close of current candle
spotCmp = close // request.security(syminfo.tickerid, "D", close, barmerge.gaps_on , barmerge.lookahead_off)
// Custom deviations
averageMean = numberOfDays * smalogClose
volatilitySD = dailyVolatility * math.sqrt(numberOfDays)
// Price range calculations
minPriceX1SD = spotCmp * math.exp(averageMean - (1 * volatilitySD))
maxPriceX1SD = spotCmp * math.exp(averageMean + 1 * volatilitySD)
minPriceX2SD = spotCmp * math.exp(averageMean - (2 * volatilitySD))
maxPriceX2SD = spotCmp * math.exp(averageMean + (2 * volatilitySD))
var tbl = table.new(position.top_right, 5, 7, border_color = color.white, border_width = 1, frame_color = color.gray, frame_width = 2)
if barstate.islast
line.new(bar_index, maxPriceX1SD, bar_index + (extendRange ? numberOfDays : 7), maxPriceX1SD, color= color.aqua, style = line.style_solid, width = 4)
label.new(bar_index + 7, maxPriceX1SD, str.tostring(math.round_to_mintick(maxPriceX1SD)) + " (" + str.tostring(math.round_to_mintick(maxPriceX1SD-close)) + " ~ " + str.tostring(math.round(((maxPriceX1SD /close) - 1) * 100, 2))+ "%)", textcolor = color.white, size = size.large)
line.new(bar_index, minPriceX1SD, bar_index + (extendRange ? numberOfDays : 7), minPriceX1SD, color= color.aqua, style = line.style_solid, width = 4)
label.new(bar_index + 7, minPriceX1SD, str.tostring(math.round_to_mintick(minPriceX1SD)) + " (" + str.tostring(math.round_to_mintick(minPriceX1SD-close)) + " ~ " + str.tostring(math.round(((minPriceX1SD /close) - 1) * 100, 2))+ "%)", textcolor = color.white, size = size.large)
line.new(bar_index, maxPriceX2SD, bar_index + (extendRange ? numberOfDays : 7), maxPriceX2SD, color= color.maroon, style = line.style_solid, width = 5)
label.new(bar_index + 7, maxPriceX2SD, str.tostring(math.round_to_mintick(maxPriceX2SD)) + " (" + str.tostring(math.round_to_mintick(maxPriceX2SD-close)) + " ~ " + str.tostring(math.round(((maxPriceX2SD /close) - 1) * 100, 2))+ "%)", textcolor = color.white, size = size.large)
line.new(bar_index, minPriceX2SD, bar_index + (extendRange ? numberOfDays : 7), minPriceX2SD, color= color.maroon, style = line.style_solid, width = 5)
label.new(bar_index + 7, minPriceX2SD, str.tostring(math.round_to_mintick(minPriceX2SD)) + " (" + str.tostring(math.round_to_mintick(minPriceX2SD-close)) + " ~ " + str.tostring(math.round(((minPriceX2SD /close) - 1) * 100, 2))+ "%)", textcolor = color.white, size = size.large)
table.cell(tbl, 0, 0, "Range for", text_color = color.white, bgcolor = color.rgb(91, 92, 95), width = 12, height = 4, text_size = size.large)
table.cell(tbl, 0, 1, str.tostring(numberOfDays) + " candles", text_color = color.white, bgcolor = color.rgb(91, 92, 95), width = 7, height = 4, text_size = size.large)
table.cell(tbl, 0, 2, str.tostring(numberOfDays) + " candles", text_color = color.white, bgcolor = color.rgb(91, 92, 95), width = 7, height = 4, text_size = size.large)
table.cell(tbl, 1, 0, "StdDev", text_color = color.white, bgcolor = color.rgb(91, 92, 95), width = 7, height = 4, text_size = size.large)
table.cell(tbl, 1, 1, "1", text_color = color.white, bgcolor = color.gray, width = 7, height = 4, text_size = size.auto)
table.cell(tbl, 1, 2, "2", text_color = color.white, bgcolor = color.gray, width = 7, height = 4, text_size = size.auto)
table.cell(tbl, 2, 0, "Min", text_color = color.white, bgcolor = color.rgb(91, 92, 95), width = 7, height = 4, text_size = size.large)
table.cell(tbl, 2, 1, str.tostring(math.round_to_mintick(minPriceX1SD)), text_color = color.white, bgcolor = color.gray, width = 7, height = 4, text_size = size.auto)
table.cell(tbl, 2, 2, str.tostring(math.round_to_mintick(minPriceX2SD)), text_color = color.white, bgcolor = color.gray, width = 7, height = 4, text_size = size.auto)
table.cell(tbl, 3, 0, "Max", text_color = color.white, bgcolor = color.rgb(91, 92, 95), width = 7, height = 4, text_size = size.large)
table.cell(tbl, 3, 1, str.tostring(math.round_to_mintick(maxPriceX1SD)), text_color = color.white, bgcolor = color.gray, width = 7, height = 4, text_size = size.auto)
table.cell(tbl, 3, 2, str.tostring(math.round_to_mintick(maxPriceX2SD)), text_color = color.white, bgcolor = color.gray, width = 7, height = 4, text_size = size.auto)
|
PatronsitoP | https://www.tradingview.com/script/EzuGkU7m/ | theinfamouspaul | https://www.tradingview.com/u/theinfamouspaul/ | 49 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © theinfamouspaul
//@version=5
indicator(title="PatronsitoP by Sr.Sombrero", shorttitle="PatronsitoP", overlay=true)
// ---- Inputs & Plotting
plotEma = input.bool(true, "EMA", group="Display in chart")
plotBB = input.bool(true, "Bollinger bands", group="Display in chart")
plotRSI = input.bool(true, "RSI", group="Display in chart")
plotOI = input.bool(true, "Open Interest", group="Display in chart")
plotRSIHeaderColor = input.color(defval=color.orange, title="RSI Header color", group = "Display in chart")
plotRSIValueColor = input.color(defval=color.white, title="RSI Value color", group = "Display in chart")
bbSource = input.source(close, "Source", group="Bollinger Bands")
bbLength = input.int(20, "Length", group="Bollinger Bands")
bbStdDev = input.int(2, "Dev", group="Bollinger Bands")
rsiSource = input.source(close, "Source", group="RSI")
rsiLength = input.int(14, "Length", 1, group="RSI")
rsiExtra1Timeframe = input.timeframe(defval = "60", title="Extra1 Timeframe", group="RSI")
rsiExtra2Timeframe = input.timeframe(defval = "240", title="Extra2 Timeframe", group="RSI")
rsiLongValue = input.int(20, "Long if RSI below", 1, 100, group="Alert signals")
rsiShortValue = input.int(80, "Short if RSI above", 1, 100, group="Alert signals")
emaSource = input.source(close, "Source", group="EMA")
emaLength = input.int(13, "Length", group="EMA")
// ---- Main
// EMA
emaLine = ta.ema(emaSource, emaLength)
// Bollinger Bands data
[bbMiddle, bbUpper, bbLower] = ta.bb(bbSource, bbLength, bbStdDev)
// Long condition
rsiValue = ta.rsi(rsiSource, rsiLength)
rsiLongCondition = ta.rsi(rsiSource, rsiLength) < rsiLongValue
bbLongCondition = close < bbLower
// Short condition
rsiShortCondition = ta.rsi(rsiSource, rsiLength) > rsiShortValue
bbShortCondition = close > bbUpper
// Long and short signals
bool longSignal = rsiLongCondition and bbLongCondition
bool shortSignal = rsiShortCondition and bbShortCondition
plotchar(longSignal, "Long", "▲", location.belowbar, color.lime, size = size.tiny)
plotchar(shortSignal, "Short", "▼", location.abovebar, color.red, size = size.tiny)
// ---- Alerts
// Specific direction alerts
alertcondition(longSignal, "Long signal", "Long signal")
alertcondition(shortSignal, "Short signal", "Short signal")
// These ones to be used if you want alerts in any direction
if longSignal
alert("Long signal")
if shortSignal
alert("Short signal")
// ---- Plotting
// Bollinger Bands
plot(plotBB ? bbUpper: na,"BB upper", color=color.gray)
plot(plotBB ? bbMiddle: na, "BB middle", color=color.teal)
plot(plotBB ? bbLower: na, "BB lower", color=color.gray)
plot(plotEma ? emaLine: na, "EMA", color=color.orange)
// Request 2 extra rsi info for higher timeframes
rsiExtra1Value = request.security(syminfo.ticker, rsiExtra1Timeframe, rsiValue[1], barmerge.gaps_off, barmerge.lookahead_on)
rsiExtra2Value = request.security(syminfo.ticker, rsiExtra2Timeframe, rsiValue[1], barmerge.gaps_off, barmerge.lookahead_on)
[oiOpen,oiClose] = request.security(syminfo.ticker + "_OI", timeframe.period, [open, close], ignore_invalid_symbol = true)
bool oiLong = oiClose > oiOpen
bool oiShort = oiOpen > oiClose
//plotchar(oiLong, "OI Long", "▲", location.belowbar, color.lime, size = size.tiny)
plotshape(plotOI ? oiLong: na, style=shape.circle, title="OI positive", location=location.abovebar, color=color.new(color.green,60), textcolor=color.new(color.black, 0))
plotshape(plotOI ? oiShort: na, style=shape.circle, title="OI negative", location=location.abovebar, color=color.new(color.red,60), textcolor=color.new(color.black, 0))
if plotRSI
var rsiTable = table.new(position=position.bottom_left, columns=3, rows=2, border_color = color.blue, border_width = 1, frame_width = 1, bgcolor = plotRSIHeaderColor)
table.cell(table_id = rsiTable, column = 0, row = 0, text = timeframe.period)
table.cell(table_id = rsiTable, column = 1, row = 0, text = rsiExtra1Timeframe)
table.cell(table_id = rsiTable, column = 2, row = 0, text = rsiExtra2Timeframe)
table.cell(table_id = rsiTable, column = 0, row = 1, text = str.tostring(math.round(rsiValue, 2)), bgcolor=plotRSIValueColor)
table.cell(table_id = rsiTable, column = 1, row = 1, text= str.tostring(math.round(rsiExtra1Value, 2)), bgcolor=plotRSIValueColor)
table.cell(table_id = rsiTable, column = 2, row = 1, text= str.tostring(math.round(rsiExtra2Value, 2)), bgcolor=plotRSIValueColor) |
Pivots | https://www.tradingview.com/script/hVEw5qxv-Pivots/ | syntaxgeek | https://www.tradingview.com/u/syntaxgeek/ | 86 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © syntaxgeek
//@version=5
indicator("Pivots", overlay=true)
// <inputs>
i_pivotLength = input.int(title='Pivot Length', defval = 8, tooltip='Length of historical data to reference when searching for pivot highs and lows.')
i_timeframe = input.timeframe(title='Timeframe', defval='')
i_timeframeGapsOn = input.bool(title='Timeframe Gaps?', defval=false)
// </inputs>
// <funcs>
f_renderGaps() =>
i_timeframeGapsOn ? barmerge.gaps_on : barmerge.gaps_off
f_regSec(f) =>
request.security(syminfo.tickerid, i_timeframe, f, f_renderGaps())
// </funcs>
// <vars>
v_barsLow = i_pivotLength
v_barsHigh = i_pivotLength
v_pivotHigh = f_regSec(fixnan(ta.pivothigh(v_barsLow, v_barsHigh)[1]))
v_pivotLow = f_regSec(fixnan(ta.pivotlow(v_barsLow, v_barsHigh)[1]))
// </vars>
// <plots>
plot(v_pivotHigh, "Resistance", ta.change(v_pivotHigh) ? na : color.red, 2, offset=-(i_pivotLength + 1), style=plot.style_linebr)
plot(v_pivotLow, "Support", ta.change(v_pivotLow) ? na : color.green, 2, offset=-(i_pivotLength + 1), style=plot.style_linebr)
var v_highLabel = label.new(bar_index, v_pivotHigh, style=label.style_label_lower_left, text=i_timeframe + ' ' + str.tostring(i_pivotLength) + ' High', color=ta.change(v_pivotHigh) ? na : color.red, textcolor=color.black)
label.set_xy(v_highLabel, bar_index , v_pivotHigh)
label.set_color(v_highLabel, ta.change(v_pivotHigh) ? na : color.red)
var v_lowLabel = label.new(bar_index, v_pivotLow, style=label.style_label_lower_left, text=i_timeframe + ' ' + str.tostring(i_pivotLength) + ' Low', color=ta.change(v_pivotLow) ? na : color.green, textcolor=color.black)
label.set_xy(v_lowLabel, bar_index , v_pivotLow)
label.set_color(v_lowLabel, ta.change(v_pivotLow) ? na : color.green)
// </plots> |
Position Tool | https://www.tradingview.com/script/WGf6XZ6K-Position-Tool/ | TradingView | https://www.tradingview.com/u/TradingView/ | 1,020 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TradingView
//@version=5
indicator("Position Tool", overlay = true)
// Position Tool
// v2, 2023.06.25
// This code was written using the recommendations from the Pine Script™ User Manual's Style Guide:
// https://www.tradingview.com/pine-script-docs/en/v5/writing/Style_guide.html
import TradingView/ta/6 as ta
//#region ———————————————————— Constants and Inputs
color VENETIAN = #C90707
color WHITE = #ffffff
color STORM_GREY = #787b86
color GRAY_LT = #9598a1
color GREEN_MD = color.new(#009688, 70)
color RED_MD = color.new(#f44336, 70)
color GREEN_LT = color.new(#009688, 90)
color RED_LT = color.new(#f44336, 90)
string CI1 = "Default"
string EI1 = "Open Position"
string EI2 = "Always"
string EI3 = "Never"
string EP_TT = "Click at the point in time where an order is placed, using the order's entry level. The trade will be entered when this level is reached."
string TP_TT = "Set the profit level where the position will be exited. It must be above the entry level for longs, and below for shorts."
string SL_TT = "Set the stop loss level where the position will be exited. It must be below the entry level for longs, and above for shorts."
string GRP1 = "Trade Sizing"
float sizeInput = input.float(1000.0, "Account Size", group = GRP1, inline = "11", minval = 0.0)
float riskValueInput = input.float(10, "Risk ", group = GRP1, inline = "12", minval = 0)
string currencyInput = input.string(CI1, "", group = GRP1, inline = "11", options = [CI1, "USD", "EUR", "CAD", "JPY", "GBP", "HKD", "CNY", "NZD", "RUB", "AUD", "CHF", "NOK", "SEK", "SGD", "TRY", "ZAR", "MYR", "KRW", "USDT", "INR"])
string riskUnitInput = input.string("%", "", group = GRP1, inline = "12", options = ["%", "Account Currency"])
int lotSizeInput = input.int(1, "Lot Size ", group = GRP1, inline = "13", minval = 1)
string GRP2 = "Trade Levels"
float entryPriceInput = input.price(0, "Entry Point", group = GRP2, confirm = true, inline = "21")
int entryTime = input.time(0, "", group = GRP2, confirm = true, tooltip = EP_TT, inline = "21")
float inputTpPrice = input.price(0, "Take Profit", group = GRP2, confirm = true, tooltip = TP_TT, inline = "22")
float inputSlPrice = input.price(0, "Stop Loss", group = GRP2, confirm = true, tooltip = SL_TT, inline = "23")
string GRP3 = "Style"
color entryColorInput = input.color(STORM_GREY, "Lines", group = GRP3, inline = "31")
color tpColorInput = input.color(GREEN_LT, " TP and SL Zones ",group = GRP3, inline = "31")
color slColorInput = input.color(RED_LT, "", group = GRP3, inline = "31")
color txtColorInput = input.color(GRAY_LT, "Text ", group = GRP3, inline = "32")
color txtBgTpColorInput = input.color(GREEN_MD, " Text backgrounds", group = GRP3, inline = "32")
color txtBgSlColorInput = input.color(RED_MD, "", group = GRP3, inline = "32")
bool showCurrencyUnits = input.bool(true, "Show currency", group = GRP3, inline = "33")
string extendInput = input.string(EI1, " Extend Right", group = GRP3, inline = "33", options = [EI1, EI2, EI3])
string GRP4 = "Target and Stop Labels"
bool showPriceInput = input.bool(true, "Price", group = GRP4, inline = "41")
bool showStopInput = input.bool(true, "Value", group = GRP4, inline = "41")
bool showPercInput = input.bool(true, "Percent", group = GRP4, inline = "41")
bool showTicksInput = input.bool(true, "Tick", group = GRP4, inline = "41")
bool showAmountInput = input.bool(true, "Amount", group = GRP4, inline = "41")
string GRP5 = "Order Label"
bool showTPriceInput = input.bool(true, "Entry price", group = GRP5, inline = "51")
bool showTPlInput = input.bool(true, "P & L", group = GRP5, inline = "51")
bool showTQtyInput = input.bool(true, "Quantity", group = GRP5, inline = "51")
bool showTRRInput = input.bool(true, "RR", group = GRP5, inline = "51")
bool showTPipInput = input.bool(true, "Per Tick/Pip", group = GRP5, inline = "51")
bool showTCagrInput = input.bool(true, "CAGR", group = GRP5, inline = "51")
//#endregion
//#region ———————————————————— Global variables
// Round trade values to chart precision.
float entryPrice = math.round_to_mintick(entryPriceInput)
float tpPrice = math.round_to_mintick(inputTpPrice)
float slPrice = math.round_to_mintick(inputSlPrice)
var bool isOrderClosedByBracket = na
var int realEntryTime = na
string extend = extendInput == EI3 ? extend.none : extend.right
// Declare line objects for display. Locations to be set during trade.
var line entryPriceLine = line.new(entryTime, entryPrice, na, na, xloc = xloc.bar_time, color = entryColorInput, extend = extend)
var line pointerOrderPriceLine = line.new(entryTime, entryPrice, na, na, xloc = xloc.bar_time, color = entryColorInput, style = line.style_dashed)
// Declare box objects for trade zones. Locations to be set during trade.
var box tpZone = box.new(entryTime, tpPrice, na, entryPrice, xloc = xloc.bar_time, extend = extend, bgcolor = tpColorInput, border_width = 0)
var box slZone = box.new(entryTime, slPrice, na, entryPrice, xloc = xloc.bar_time, extend = extend, bgcolor = slColorInput, border_width = 0)
var box orderZone = box.new(na, na, na, entryPrice, xloc = xloc.bar_time, bgcolor = na, border_width = 0)
// Declare label objects for order information display. Locations to be set during trade.
var label profit = label.new(na, tpPrice, "", style = label.style_label_center, color = txtBgTpColorInput, textcolor = txtColorInput, xloc = xloc.bar_time)
var label loss = label.new(na, slPrice, "", style = label.style_label_center, color = txtBgSlColorInput, textcolor = txtColorInput, xloc = xloc.bar_time)
var label mainInfo = label.new(na, entryPrice, "", style = label.style_label_center, color = na, textcolor = txtColorInput, xloc = xloc.bar_time)
//#endregion
//#region ———————————————————— Functions
// @function Determines the currency based on the input value selected by the user/
// @returns (float) Returns a string with short currency name.
defineCurrency() =>
string currency = currencyInput == CI1 ? "" : currencyInput
// @function Converts a price to a user defined currency using `request.security()`.
// @param price (series float) The price to convert.
// @param currency (simple string) The currency to convert
// @returns (float) Returns a value in the user-chosen currency converted from `price`.
convertCurrency(series float price, simple string currency) =>
if syminfo.basecurrency == currency and not na(syminfo.basecurrency)
string errorString = "Invalid operation: Conversion currency ({0}) cannot be the same as the base currency ({1}). Please select a different conversion currency."
runtime.error(str.format(errorString, currency, syminfo.basecurrency))
float convertedClose = request.security(syminfo.tickerid, timeframe.period, close, currency = currency, ignore_invalid_symbol = true)
float ratio = convertedClose / close
float result = math.round_to_mintick(price * ratio)
// @function Determines profit or loss given the entry price calculated against another price.
// @param price (series float) Price to calculate profit from.
// @param entryPrice (series float) The price of entry for the position.
// @param qty (series float) Number of contracts in an open position
// @param isLongPosition (series bool) The condition determining whether the trade is a "long" or a "short" position.
// @returns (float) The profit or loss of the trade based on the `price` relative to the `entryPrice` taking into account whether or not the trade `isLongPosition`.
calcPL(series float price, series float entryPrice, series float qty, series bool isLongPosition) =>
float pl = math.round_to_mintick((price - entryPrice) * qty)
float result = isLongPosition ? pl : pl * -1
// @function Calculates the risk amount for a given position size. The risk amount can be specified either as a percentage or a fixed amount through `riskUnitInput` in the settings..
// @param size (series float) The size of the position for which the risk amount is calculated.
// @returns (float) The calculated risk amount. If the risk unit input is "%", it returns the risk amount as a percentage of the size. If the risk unit input is not "%", it returns the risk amount as it is.
calcRiskAmount(series float size) =>
float currecyValueRiskAmount = riskUnitInput == "%" ? size * riskValueInput * 0.01 : riskValueInput
// @function Calculates a position size and a quantity per lot of the account size to risk based on the user-chosen "risk percent".
// @param riskAmount (series float) The account size to use in the risk calculation.
// @param lossSize (series float) The value of loss based on the user defined risk.
// @returns ([float, float]) A tuple of the trade quantity and a ratio of the quantity per lot.
calcQty(series float riskAmount, series float lossSize) =>
var bool floatContracts = syminfo.type == "crypto" or syminfo.type == "futures"
var float qty = floatContracts ? riskAmount / math.abs(lossSize) : math.floor(riskAmount / math.abs(lossSize))
var float qtyPerLot = floatContracts ? qty / lotSizeInput : math.floor(qty / lotSizeInput)
[qty, qtyPerLot]
// @function Calculates a difference between a `price` and the `entryPrice` in absolute terms.
// @param price (series float) The price to calculate the difference from.
// @param entryPrice (series float) The price of entry for the position.
// @returns (float) The absolute price displacement of a price from an entry price.
calcProfitLossSize(series float price, series float entryPrice, series bool isLongPosition) =>
float priceDiff = price - entryPrice
float result = isLongPosition ? priceDiff : priceDiff * -1
// @function Calculates the absolute size of a profit or loss given the `price` relative to the `entryPrice`, as well as the `price` as a percent of the `entry price`.
// @param price (series float) The price to calculate the difference from.
// @param entryPrice (series float) The price of entry for the position.
// @returns ([float, float]) A tuple of the PnL size in absolute terms and in a percent rounded to two decimal places.
calcOrderProfitLossParam(series float price, series float entryPrice, series bool isLongPosition) =>
float orderProfitLossSize = calcProfitLossSize(price, entryPrice, isLongPosition)
float orderProfitLossPercent = math.round(orderProfitLossSize / entryPrice * 100, 2)
[orderProfitLossSize, orderProfitLossPercent]
// @function Calculates the chart symbol's base unit of change in asset prices.
// @returns (float) A ticks or pips value of base units of change.
calcBaseUnit() =>
bool isForexSymbol = syminfo.type == "forex"
bool isYenQuote = syminfo.currency == "JPY"
bool isYenBase = syminfo.basecurrency == "JPY"
float result = isForexSymbol ? isYenQuote ? 0.01 : isYenBase ? 0.00001 : 0.0001 : syminfo.mintick
// @function Converts the `orderSize` to ticks.
// @param orderSize (series float) The order size to convert to ticks.
// @param unit (simple float) The basic units of change in asset prices.
// @returns (int) A tick value based on a given order size.
calcOrderPipsOrTicks(series float orderSize, simple float unit) =>
int result = math.abs(math.round(orderSize / unit))
// @function Calculates the money value of the PnL.
// @param qty (series float) The quantity of contracts to use in the PnL calculation.
// @param orderProfitLossSize (series float) The size of the PnL in absolute terms.
// @returns (float) A cash value of the PnL in the symbol's currency.
calcProfitLossRiskSize(series float qty, series float orderProfitLossSize) =>
float result = qty * orderProfitLossSize * syminfo.pointvalue
// @function Calculates an end equity value given the initial account equity and the open PnL.
// @param size (series float) The initial equity value before trades.
// @param riskSize (series float) The size of the profit or loss in absolute terms.
// @returns (float) The account equity after PnL.
calcOrderProfitLossAmount(series float size, series float riskSize) =>
float result = size + riskSize
// @function Calculates a risk to reward ratio given the size of profit and loss.
// @param profitSize (series float) The size of the profit in absolute terms.
// @param lossSize (series float) The size of the loss in absolute terms.
// @returns (float) The ratio between the `profitSize` to the `lossSize`
calcRiskRewardRatio(series float profitSize, series float lossSize) =>
float result = math.abs(math.round(profitSize / lossSize, 2))
// @function Calculates a ratio of the profit or loss per pip.
// @param riskSize (series float) The profit or loss for the position in absolute terms.
// @param units (series float) Amount of the basic units of change in asset prices.
// @returns (float) A ratio of the PnL on a per pip basis.
calcProfitlossPerPipOrTick(series float riskSize, series float units) =>
float result = riskSize / units
// @function Determine a color by the profit or loss value.
// @param price (series float) The profit or loss value for the color defenition.
// @returns (color) A color of for the current profit or loss value.
getColorByPositionReturn(series float price) =>
color result = price >= 0 ? txtBgTpColorInput : txtBgSlColorInput
// @function Calculates an exit price considering the `sl` and `tp` price and returns a color for the exit zone.
// @param isLongPosition (series bool) Condition that determines whether the position is long or short.
// @param tp (series float) The take profit price for the position.
// @param sl (series float) The stop loss price for the position.
// @returns ([float, color]) A tuple of the exit price and a color that is dependant on whether that price is the `tp` or the `sl`.
getExitParams(series bool isLongPosition, series float tp, series float sl) =>
float takeProfit = tp
float stopLoss = sl
if not isLongPosition
takeProfit := sl
stopLoss := tp
float exitPrice = high >= takeProfit ? takeProfit : low <= stopLoss ? stopLoss : close
color exitZoneColor = isLongPosition and exitPrice > entryPrice or
not isLongPosition and exitPrice < entryPrice ? tpColorInput : slColorInput
[exitPrice, exitZoneColor]
// @function Sets the text and the position of a label on the x axis. If the `txt` argument is blank, the label will be deleted.
// @param labelId (label) The id of the label to be modified.
// @param x (series int) The position of the label on the x axis in a timestamp.
// @param txt (series string) The text to set in the label.
// @returns (void) Updates a label identified by `labelId` with a position on the `x` axis with `text`. If no text is defined, the label is deleted.
labelSetInfo(label labelId, series int x, series string txt, series color col) =>
if txt == ""
label.delete(labelId)
else
label.set_x(labelId, x)
label.set_text(labelId, txt)
label.set_color(labelId, col)
// @function Concatenates trade metrics into a string suitable for display in a label at the take profit or stop loss level.
// @param price (series float) The price of the level.
// @param size (series float) The contract quantity of the trade.
// @param percent (series float) The distance from the entry price to the level in percent.
// @param ticks (series int) The distance from the entry price to the level in ticks.
// @param amount (series float) The money value of the account considering the size of the profit or loss.
// @param isTarget (series bool) A condition to determine if the level is the target level or not.
// @returns (void) A string for display within a label at the stop or limit level. Includes the distance in money value to the stop or target,
// the `percent` change to the level, the distance in `ticks`, the money value of the account if the level were reached, and a ratio of the amount `perPipOrTick`.
getLevelInfo(series float price, series float size, series float percent, series int ticks, series float amount, simple string currency, series bool isTarget) =>
string resultInfo = ""
string level = isTarget ? "Target: " : "Stop: "
string unit = syminfo.type == "forex" ? "Pip" : "Tick"
string cur = showCurrencyUnits ? " " + currency : ""
string targetStopPriceString = showPriceInput ? str.format("@{0,number},", price) : ""
string targetStopString = showStopInput ? str.format(" {0,number,###,###,###.######}{1}", size, cur) : ""
string targetStopPercentString = showPercInput ? str.format(" ({0,number,#.###}%)", percent) : ""
string targetStopTicksString = showTicksInput ? str.format(" {0,number,#} {1}s", ticks, unit) : ""
string targetStopAmountString = showAmountInput ? str.format("\nAmount: {0,number,###,###,###.##}{1}", amount, cur) : ""
resultInfo := targetStopPriceString + targetStopString + targetStopPercentString + targetStopTicksString + targetStopAmountString
resultInfo := resultInfo != "" and (showStopInput or showPercInput or showTicksInput) ? level + resultInfo : resultInfo
// @function Creates a string for display of order metrics in a label.
// @param price (series float) The entry price of the position.
// @param pl (series float) The PnL value of the position.
// @param qty (series float) The quantity of contracts in the position.
// @param perPipOrTick (series float) The ratio of the profit or loss on a per-pip basis.
// @param riskReward (series float) The risk to reward ratio.
// @param cagr (series float) The value of the compound annual growth rate.
// @param isOrderOpen (series bool) Condition determining if the order is currently open.
// @param isOrderClosedByBracket (series bool) Condition determining if the order is currently closed.
// @returns (string) A string concatenating the order position, PnL, quantity, risk to reward ratio, and the CAGR.
getOrderInfo(series float price, series float pl, series float qty, series float perPipOrTick, series float riskReward, series float cagr, series bool isOrderOpen, series bool isOrderClosedByBracket, simple string currency) =>
string orderPosition = switch
isOrderClosedByBracket => "Closed"
isOrderOpen => "Open"
=> "Position isn't open yet"
string cur = showCurrencyUnits ? str.format(" {0}", currency) : ""
string unit = syminfo.type == "forex" ? "Pip" : "Tick"
bool hasPositionStatus = orderPosition != "Position isn't open yet"
string priceString = showTPriceInput ? str.format("@{0,number}, ", price) : ""
string plString = showTPlInput and hasPositionStatus ? str.format(" P&L: {0,number,###,###,###.##}{1}", pl, cur) : ""
string qtyString = showTQtyInput ? str.format(", Qty: {0,number}", qty) : ""
string riskRewardString = showTRRInput ? str.format("\nRR: {0,number,#.##}:1", riskReward) : ""
string cagrString = showTCagrInput and not na(cagr) ? str.format("\nCAGR: {0,number,###,###.#}%", cagr) : ""
string perPipString = showTPipInput ? str.format(", Per {0}: {1,number}{2}", unit, math.round_to_mintick(perPipOrTick), cur) : ""
string result = priceString + orderPosition + plString + qtyString + riskRewardString + perPipString + cagrString
// @function Updates location, color, and text for order information labels.
// @param lblProfitText (series string) Text for the profit label.
// @param profitColor (series color) Color for the profit label.
// @param lblLossText (series string) Text for the loss label.
// @param lossColor (series color) Color for the loss label.
// @param lblOrderInfo (series string) Text for the main order label.
// @param plColor (series color) Color for the main order label.
// @returns (void) Sets text and location attributes for the profit, loss, and main order labels.
drawOrderInfo(series string lblProfitText, series color profitColor, series string lblLossText, series color lossColor, series string lblOrderInfo, series color plColor) =>
int drawingCenter = math.round(time - (time - entryTime)/2)
labelSetInfo(profit, drawingCenter, lblProfitText, profitColor)
labelSetInfo(loss, drawingCenter, lblLossText, lossColor)
labelSetInfo(mainInfo, drawingCenter, lblOrderInfo, plColor)
// @function Sets location and color for trade zone and order pointer line.
// @param exitPrice (series float) The exit price of the position.
// @param realEntryPrice (series float) The entry price of the position.
// @param realEntryTime (series int) The entry time of the position.
// @param orderZoneColor (series color) The color for the order zone.
// @returns (void) Sets box attributes to update the order zone dimensions and color as the trade progresses, and sets start and end locations for the trade pointer line.
redrawOrderZone(series float exitPrice, series float realEntryPrice, series int realEntryTime, series color orderZoneColor) =>
line.set_xy1(pointerOrderPriceLine, realEntryTime, realEntryPrice)
line.set_xy2(pointerOrderPriceLine, time, exitPrice)
box.set_lefttop(orderZone, realEntryTime, exitPrice)
box.set_right(orderZone, time)
box.set_bgcolor(orderZone, orderZoneColor)
//#endregion
//#region ———————————————————— Calculations
// Create an error if the target and stop are not on either side of the entry price.
if (slPrice > entryPrice and tpPrice > entryPrice) or (slPrice < entryPrice and tpPrice < entryPrice)
runtime.error("The 'Target' and 'Stop' levels are misplaced. One must be set above the 'Entry Price', the other below.")
// Calculate trade parameters in user-selected currency.
string currency = defineCurrency()
float exitPrice = close
float convertedPrice = convertCurrency(exitPrice, currency)
float convertedEntryPrice = convertCurrency(entryPrice, currency)
float convertedTpPrice = convertCurrency(tpPrice, currency)
float convertedSlPrice = convertCurrency(slPrice, currency)
float convertedAccountSize = convertCurrency(sizeInput, currency)
// Check that the entry time has been exceeded by the chart series to begin calcs and display. Stop when the order has been calculated as closed .
[p, l] = if time >= entryTime and not isOrderClosedByBracket
// Set trade parameters and locations of boxes and lines used for order display.
var color exitZoneColor = entryColorInput
bool isLongPosition = tpPrice > slPrice
realEntryTime := na(realEntryTime[1]) and (low <= entryPrice and high >= entryPrice) ? time : realEntryTime[1]
line.set_xy2(entryPriceLine, time, entryPrice)
box.set_right(tpZone, time)
box.set_right(slZone, time)
isOrderOpen = not na(realEntryTime)
// Check if an order is open.
if isOrderOpen
// Get an exit price and zone color based on the trade bias, tp, and sl price.
[currentExitPrice, currentExitZoneColor] = getExitParams(isLongPosition, tpPrice, slPrice)
exitZoneColor := currentExitZoneColor
// Check if the order has been closed.
isOrderClosedByBracket := currentExitPrice != exitPrice
if isOrderClosedByBracket
convertedPrice := convertCurrency(currentExitPrice, currency)
// Update order zone and pointer line locations/ color.
redrawOrderZone(currentExitPrice, entryPrice, realEntryTime, exitZoneColor)
var float fixedEntryPrice = convertedEntryPrice
convertedEntryPrice := fixedEntryPrice
// Check if a position was opened, if so send an alert.
if not isOrderOpen[1]
alert(str.format("The position was entered at the price {0, number}", entryPrice), alert.freq_once_per_bar)
// Check if the stop or take profit price has been hit and send an alert.
if isOrderClosedByBracket
if currentExitPrice == tpPrice
alert(str.format("The position was closed by Take Profit at the price {0, number}", currentExitPrice), alert.freq_once_per_bar)
if currentExitPrice == slPrice
alert(str.format("The position was closed by Stop Loss at the price {0, number}", currentExitPrice), alert.freq_once_per_bar)
// Calculate trade metrics for position.
[profitSize, profitPercent] = calcOrderProfitLossParam(convertedTpPrice, convertedEntryPrice, isLongPosition)
[lossSize, lossPercent] = calcOrderProfitLossParam(convertedSlPrice, convertedEntryPrice, isLongPosition)
float riskAmount = calcRiskAmount(sizeInput)
[qty, qtyPerLot] = calcQty(riskAmount, lossSize)
// Calculate PnL.
float PL = calcPL(convertedPrice, convertedEntryPrice, qty, isLongPosition)
// Calculate the profit and loss in ticks or pips.
var float unit = calcBaseUnit()
var int profitPipsOrTicks = calcOrderPipsOrTicks(profitSize, unit)
var int lossPipsOrTicks = calcOrderPipsOrTicks(lossSize, unit)
// Calculate the trade size based on the user-defined account size and risk profile.
float profitRiskSize = calcProfitLossRiskSize(qtyPerLot * lotSizeInput, profitSize)
float lossRiskSize = calcProfitLossRiskSize(qtyPerLot * lotSizeInput, lossSize)
// Calculate the money value of the profit and loss amount in the user-chosen currency.
float profitAmount = calcOrderProfitLossAmount(sizeInput, profitRiskSize)
float lossAmount = calcOrderProfitLossAmount(sizeInput, lossRiskSize)
// Calculate the ratio of profit or loss on a per-pip basis.
float profitPerPipOrTick = calcProfitlossPerPipOrTick(profitRiskSize, profitPipsOrTicks)
float lossPerPipOrTick = calcProfitlossPerPipOrTick(lossRiskSize, lossPipsOrTicks)
// Calculate the risk to reward ratio given the size of the potential profit and loss. Calculate the CAGR.
float riskRewardRatio = calcRiskRewardRatio(profitSize, lossSize)
float cagr = ta.cagr(realEntryTime, convertedEntryPrice, time, convertedPrice)
// Get the trade metrics for the stop loss and take profit level.
string currencyDisplayName = currency == "" ? syminfo.currency : currency
string lblProfitText = getLevelInfo(tpPrice, profitSize, profitPercent, profitPipsOrTicks, profitAmount, currencyDisplayName, true)
string lblLossText = getLevelInfo(slPrice, lossSize, lossPercent, lossPipsOrTicks, lossAmount, currencyDisplayName, false)
string lblOrderInfo = getOrderInfo(entryPrice, PL, qtyPerLot, profitPerPipOrTick, riskRewardRatio, cagr, isOrderOpen, isOrderClosedByBracket, currencyDisplayName)
// Set the text, color, and location of the order information labels.
color profitColor = getColorByPositionReturn(profitSize)
color lossColor = getColorByPositionReturn(lossSize)
color plColor = getColorByPositionReturn(PL)
drawOrderInfo(lblProfitText, profitColor, lblLossText, lossColor, lblOrderInfo, plColor)
// Check if the order is closed and if the user-defined box extension input is enabled.
// If the trade is closed, remove extend right from the exit zones.
if isOrderClosedByBracket and extendInput == EI1
box.set_extend(tpZone, extend.none)
box.set_extend(slZone, extend.none)
line.set_extend(entryPriceLine, extend.none)
[profitSize, lossSize]
//#endregion
plot(p, "p", display = display.data_window)
plot(l, "l", display = display.data_window)
|
Ohana_Wick_Entry | https://www.tradingview.com/script/vLDlXBsd-Ohana-Wick-Entry/ | OhanaJ | https://www.tradingview.com/u/OhanaJ/ | 11 | study | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © OhanaJ
//@version=5
indicator("Ohana Wick Entry")
a = math.abs (open - close)
b = high - low
wick = 100 * ( (b-a) / b )
bodyColor = if wick <= 35
color.green
else
color.red
plot (a, style=plot.style_columns, color=bodyColor)
|
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