forked from Quron/scanner_data
-
Notifications
You must be signed in to change notification settings - Fork 0
/
scanner.data.pine
720 lines (603 loc) · 26.5 KB
/
scanner.data.pine
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
//@version=4
study(title="ScannerData", shorttitle="_SD_")
// study(title="Average True Range", shorttitle="ATR", overlay=false)
plot(rma(tr(true), 14), title="ATR")
// study("Average Directional Index", shorttitle="ADX")
dirmov(len) =>
up = change(high)
down = -change(low)
truerange = rma(tr, len)
plus = fixnan(100 * rma(up > down and up > 0 ? up : 0, len) / truerange)
minus = fixnan(100 * rma(down > up and down > 0 ? down : 0, len) / truerange)
[plus, minus]
adx(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
[adx, plus, minus]
[adxValue, adxPlus, adxMinus] = adx(14, 14)
plot(adxValue, title="ADX")
plot(adxPlus, title="ADX+DI")
plot(adxMinus, title="ADX-DI")
plot(adxPlus[1], title="ADX+DI[1]")
plot(adxMinus[1], title="ADX-DI[1]")
// study(shorttitle="BB", title="Bollinger Bands", overlay=true)
lengthBB = 20
srcBB = close
multBB = 2
basisBB = sma(srcBB, lengthBB)
devBB = multBB * stdev(srcBB, lengthBB)
upperBB = basisBB + devBB
lowerBB = basisBB - devBB
plot(basisBB, title="BB.basis")
plot(upperBB, title="BB.upper")
plot(lowerBB, title="BB.lower")
// study(title="Moving Average Convergence/Divergence", shorttitle="MACD")
sourceMACD = close
fastLengthMACD = 12
slowLengthMACD = 26
signalLengthMACD = 9
fastMAMACD = ema(sourceMACD, fastLengthMACD)
slowMAMACD = ema(sourceMACD, slowLengthMACD)
macdMACD = fastMAMACD - slowMAMACD
signalMACD = ema(macdMACD, signalLengthMACD)
histMACD = macdMACD - signalMACD
plot(histMACD, title="MACD.hist")
plot(macdMACD, title="MACD.macd")
plot(signalMACD, title="MACD.signal")
//study(title="Momentum", shorttitle="Mom")
Mom = close - close[10]
plot(Mom, title="Mom")
plot(Mom[1], title="Mom[1]")
//study(title="Relative Strength Index", shorttitle="RSI")
RSI=rsi(close,14)
plot(RSI, title="RSI")
plot(rsi(close,7), title="RSI7")
plot(RSI[1], title="RSI[1]")
plot(rsi(close,7)[1], title="RSI7[1]")
// study(title="Moving Average", shorttitle="MA", overlay=true)
SMA5=sma(close, 5)
plot(SMA5, title="SMA5")
SMA10=sma(close, 10)
plot(SMA10, title="SMA10")
SMA20=sma(close, 20)
plot(SMA20, title="SMA20")
SMA30=sma(close, 30)
plot(SMA30, title="SMA30")
SMA50=sma(close, 50)
plot(SMA50, title="SMA50")
SMA100=sma(close, 100)
plot(SMA100, title="SMA100")
SMA200=sma(close, 200)
plot(SMA200, title="SMA200")
// study(title="Exponential Moving Average", shorttitle="EMA", overlay=true)
EMA5=ema(close, 5)
plot(EMA5, title="EMA5")
EMA10=ema(close, 10)
plot(EMA10, title="EMA10")
EMA20=ema(close, 20)
plot(EMA20, title="EMA20")
EMA30=ema(close, 30)
plot(EMA30, title="EMA30")
EMA50=ema(close, 50)
plot(EMA50, title="EMA50")
EMA100=ema(close, 100)
plot(EMA100, title="EMA100")
EMA200=ema(close, 200)
plot(EMA200, title="EMA200")
// study(title="Stochastic", shorttitle="Stoch")
lengthStoch = 14
smoothKStoch = 3
smoothDStoch = 3
kStoch = sma(stoch(close, high, low, lengthStoch), smoothKStoch)
dStoch = sma(kStoch, smoothDStoch)
plot(kStoch, title="Stoch.K")
plot(dStoch, title="Stoch.D")
plot(kStoch[1], title="Stoch.K[1]")
plot(dStoch[1], title="Stoch.D[1]")
// average volume
AvgVol = sma(volume,10)
plot(AvgVol, title="average_volume_10d_calc")
plot(volume/sma(volume[1],10), title="relative_volume_10d_calc")
plot(sma(volume,30), title="average_volume_30d_calc")
plot(sma(volume,60), title="average_volume_60d_calc")
plot(sma(volume,90), title="average_volume_90d_calc")
// Commodity Channel Index
CCI=cci(close, 20)
plot(CCI, title = "CCI20")
plot(CCI[1], title = "CCI20[1]")
//plot(cci(close, 100), title = "CCI100")
// Donchian Channels
donchLen = 20
donchUpper = highest(donchLen)
donchLower = lowest(donchLen)
plot(donchLower, title = "DonchCh20.Lower")
plot(donchUpper, title = "DonchCh20.Upper")
plot(avg(donchUpper, donchLower), title="DonchCh20.Middle")
// Hull Moving Average
hullMALength = 9
hullMA_n2ma=2*wma(close, hullMALength/2)
hullMA_nma=wma(close,hullMALength)
HullMA9 = wma(hullMA_n2ma - hullMA_nma, floor(sqrt(hullMALength)))
plot(HullMA9, title = "HullMA9")
// Awesome Oscillator
AO = sma(hl2, 5) - sma(hl2, 34)
plot(AO, title = "AO")
plot(AO[1], title = "AO[1]")
// Pivot Points
pivotX_open = float(na)
pivotX_open := nz(pivotX_open[1],open)
pivotX_high = float(na)
pivotX_high := nz(pivotX_high[1],high)
pivotX_low = float(na)
pivotX_low := nz(pivotX_low[1],low)
pivotX_prev_open = float(na)
pivotX_prev_open := nz(pivotX_prev_open[1])
pivotX_prev_high = float(na)
pivotX_prev_high := nz(pivotX_prev_high[1])
pivotX_prev_low = float(na)
pivotX_prev_low := nz(pivotX_prev_low[1])
pivotX_prev_close = float(na)
pivotX_prev_close := nz(pivotX_prev_close[1])
pivotXGetCurDate()=>
result = month(time)
if timeframe.isintraday
result := timeframe.multiplier <= 15 ? dayofmonth(time) : weekofyear(time)
else
if timeframe.isweekly or timeframe.ismonthly
result := year(time)
result
fNeg(value) => value <= 0 ? na : value
pivotX_Interval = pivotXGetCurDate()
if pivotX_Interval != pivotX_Interval[1]
pivotX_prev_open := pivotX_open
pivotX_prev_close := close[1]
pivotX_prev_high := pivotX_high
pivotX_prev_low := pivotX_low
pivotX_open := open
pivotX_high := high
pivotX_low := low
else
pivotX_high := max(pivotX_high, high)
pivotX_low := min(pivotX_low, low)
// Classic
pivotX_Median = (pivotX_prev_high + pivotX_prev_low + pivotX_prev_close)/3
plot(fNeg(pivotX_Median), title = 'Pivot.M.Classic.Middle')
plot(fNeg(pivotX_Median * 2 - pivotX_prev_low), title = 'Pivot.M.Classic.R1')
plot(fNeg(pivotX_Median * 2 - pivotX_prev_high), title = 'Pivot.M.Classic.S1')
plot(fNeg(pivotX_Median + 1*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Classic.R2')
plot(fNeg(pivotX_Median - 1*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Classic.S2')
plot(fNeg(pivotX_Median + 2*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Classic.R3')
plot(fNeg(pivotX_Median - 2*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Classic.S3')
// Fibonacci
plot(fNeg(pivotX_Median), title = 'Pivot.M.Fibonacci.Middle')
plot(fNeg(pivotX_Median + 0.382 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.R1')
plot(fNeg(pivotX_Median - 0.382 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.S1')
plot(fNeg(pivotX_Median + 0.618 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.R2')
plot(fNeg(pivotX_Median - 0.618 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.S2')
plot(fNeg(pivotX_Median + 1 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.R3')
plot(fNeg(pivotX_Median - 1 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.S3')
// Woodie
pivotX_Woodie_Median = (pivotX_prev_high + pivotX_prev_low + pivotX_open * 2)/4
plot(fNeg(pivotX_Woodie_Median), title = 'Pivot.M.Woodie.Middle')
plot(fNeg(pivotX_Woodie_Median * 2 - pivotX_prev_low), title = 'Pivot.M.Woodie.R1')
plot(fNeg(pivotX_Woodie_Median * 2 - pivotX_prev_high), title = 'Pivot.M.Woodie.S1')
plot(fNeg(pivotX_Woodie_Median + 1*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Woodie.R2')
plot(fNeg(pivotX_Woodie_Median - 1*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Woodie.S2')
plot(fNeg(pivotX_prev_high + 2*(pivotX_Woodie_Median - pivotX_prev_low)), title = 'Pivot.M.Woodie.R3')
plot(fNeg(pivotX_prev_low - 2*(pivotX_prev_high - pivotX_Woodie_Median)), title = 'Pivot.M.Woodie.S3')
// Demark
pivotX_Demark_X = pivotX_prev_high + pivotX_prev_low*2 + pivotX_prev_close
if pivotX_prev_close == pivotX_prev_open
pivotX_Demark_X := pivotX_prev_high + pivotX_prev_low + pivotX_prev_close*2
if pivotX_prev_close > pivotX_prev_open
pivotX_Demark_X := pivotX_prev_high*2 + pivotX_prev_low + pivotX_prev_close
plot(fNeg(pivotX_Demark_X/4), title = 'Pivot.M.Demark.Middle')
plot(fNeg(pivotX_Demark_X/2 - pivotX_prev_low), title = 'Pivot.M.Demark.R1')
plot(fNeg(pivotX_Demark_X/2 - pivotX_prev_high), title = 'Pivot.M.Demark.S1')
// Camarilla
plot(fNeg(pivotX_Median), title = 'Pivot.M.Camarilla.Middle')
plot(fNeg(pivotX_prev_close + 1.1/12.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.R1')
plot(fNeg(pivotX_prev_close - 1.1/12.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.S1')
plot(fNeg(pivotX_prev_close + 1.1/6.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.R2')
plot(fNeg(pivotX_prev_close - 1.1/6.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.S2')
plot(fNeg(pivotX_prev_close + 1.1/4.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.R3')
plot(fNeg(pivotX_prev_close - 1.1/4.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.S3')
// study("Aroon")
Aroon_length = (14)
plot(100 * (highestbars(high, Aroon_length+1) + Aroon_length)/Aroon_length, title="Aroon.Up")
plot(100 * (lowestbars(low, Aroon_length+1) + Aroon_length)/Aroon_length, title="Aroon.Down")
// value traded (dollar volume)
plot(volume*close*syminfo.pointvalue, title="Value.Traded")
// study("My Keltner Channels", overlay=true)
lengthKltChnl = 20
multKltChnl = 1
maKltChnl = ema(close, lengthKltChnl)
rangemaKltChnl = rma(tr(true), lengthKltChnl)
plot(maKltChnl + rangemaKltChnl * multKltChnl, title = "KltChnl.upper")
plot(maKltChnl - rangemaKltChnl * multKltChnl, title = "KltChnl.lower")
// study("My Parabolic SAR", overlay=true)
PSAR=sar(0.02, 0.02, 0.2)
plot(PSAR, title = "P.SAR")
// study("My Money Flow")
lenMF = 14
posMF = sum(iff(hlc3 > hlc3[1], hlc3 * volume, 0), lenMF)
negMF = sum(iff(hlc3 < hlc3[1], hlc3 * volume, 0), lenMF)
plot( rsi(posMF, negMF), title = "MoneyFlow" )
// study("My Chaikin Money Flow")
lenCMF = 20
accdistRaw = not ( ((close == low) and (close == high)) or (high == low) ) ? (((close - low) - (high - close)) / (high - low)) * volume : 0
plot( sum(accdistRaw, lenCMF) / sum(volume, lenCMF), title = "ChaikinMoneyFlow" )
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Stochastic RSI
StochRSI()=>
rsi1 = rsi(close, 14)
K = sma(stoch(rsi1, rsi1, rsi1, 14), 3)
D = sma(K, 3)
[K, D]
[Stoch_RSI_K, Stoch_RSI_D] = StochRSI()
plot(Stoch_RSI_K, title="Stoch.RSI.K")
plot(Stoch_RSI_D, title="Stoch.RSI.D")
// Williams Percent Range
WR_period = 14
WR = (highest(high,WR_period)-close)/(highest(high,WR_period)-lowest(low,WR_period)) * -100
plot(WR, title="W.R")
// Rate Of Change (ROC)
plot(roc(close,9), title="ROC")
// Bull / Bear Power
BullPower = high - ema(close, 13)
BearPower = low - ema(close, 13)
plot(BullPower + BearPower, title="BBPower")
// Ultimate Oscillator
tl()=> close[1] < low ? close[1]: low
uo(ShortLen, MiddlLen, LongLen) =>
Value1 = sum( tr, ShortLen )
Value2 = sum( tr, MiddlLen )
Value3 = sum( tr, LongLen )
Value4 = sum( close - tl(), ShortLen )
Value5 = sum( close - tl(), MiddlLen )
Value6 = sum( close - tl(), LongLen )
UO = float(na)
if Value1 != 0 and Value2 != 0 and Value3 != 0
var0 = LongLen / ShortLen
var1 = LongLen / MiddlLen
Value7 = ( Value4 / Value1 ) * ( var0 )
Value8 = ( Value5 / Value2 ) * ( var1 )
Value9 = ( Value6 / Value3 )
UO := ( Value7 + Value8 + Value9 ) / ( var0 + var1 + 1 )
UO
UO = uo(7,14,28)
if not na(UO)
UO := UO * 100
plot(UO, title="UO")
// Ichimoku Cloud
donchian(len) => avg(lowest(len), highest(len))
ichimoku_cloud()=>
conversionLine = donchian(9)
baseLine = donchian(26)
leadLine1 = avg(conversionLine, baseLine)
leadLine2 = donchian(52)
[conversionLine, baseLine, leadLine1, leadLine2]
[IC_CLine, IC_BLine, IC_Lead1, IC_Lead2] = ichimoku_cloud()
IC_displacement = 25
plot(IC_CLine, title="Ichimoku.CLine")
plot(IC_BLine, title="Ichimoku.BLine")
plot(IC_Lead1[IC_displacement], offset = IC_displacement, title="Ichimoku.Lead1")
plot(IC_Lead2[IC_displacement], offset = IC_displacement, title="Ichimoku.Lead2")
// Volume Weighted Moving Average (VWMA)
VWMA = vwma(close, 20)
plot(VWMA, title="VWMA")
// Average Day Range
plot(sma(high, 14) - sma(low, 14), title="ADR")
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
PriceAvg = ema( close, 50 )
DownTrend = close < PriceAvg
UpTrend = close > PriceAvg
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
calcRecommendMA(left,right)=> na(left) or na(right) ? na : (left == right ? 0 : ( left < right ? 1 : -1 ))
calcRecommend(buy,sell)=> buy ? 1 : ( sell ? -1 : 0 )
// calculate trading recommendation based on SMA/EMA
recMA = .0
recMAC = .0
if not na(close)
if not na(SMA10)
recMA := recMA + calcRecommendMA(SMA10, close)
recMAC := recMAC + 1
if not na(SMA20)
recMA := recMA + calcRecommendMA(SMA20, close)
recMAC := recMAC + 1
if not na(SMA30)
recMA := recMA + calcRecommendMA(SMA30, close)
recMAC := recMAC + 1
if not na(SMA50)
recMA := recMA + calcRecommendMA(SMA50, close)
recMAC := recMAC + 1
if not na(SMA100)
recMA := recMA + calcRecommendMA(SMA100, close)
recMAC := recMAC + 1
if not na(SMA200)
recMA := recMA + calcRecommendMA(SMA200, close)
recMAC := recMAC + 1
if not na(EMA10)
recMA := recMA + calcRecommendMA(EMA10, close)
recMAC := recMAC + 1
if not na(EMA20)
recMA := recMA + calcRecommendMA(EMA20, close)
recMAC := recMAC + 1
if not na(EMA30)
recMA := recMA + calcRecommendMA(EMA30, close)
recMAC := recMAC + 1
if not na(EMA50)
recMA := recMA + calcRecommendMA(EMA50, close)
recMAC := recMAC + 1
if not na(EMA100)
recMA := recMA + calcRecommendMA(EMA100, close)
recMAC := recMAC + 1
if not na(EMA200)
recMA := recMA + calcRecommendMA(EMA200, close)
recMAC := recMAC + 1
recHullMA9 = calcRecommendMA(HullMA9, close)
plot(recHullMA9, title="Rec.HullMA9")
if not na(recHullMA9)
recMA := recMA + recHullMA9
recMAC := recMAC + 1
recVWMA = calcRecommendMA(VWMA, close)
plot(recVWMA, title="Rec.VWMA")
if not na(recVWMA)
recMA := recMA + recVWMA
recMAC := recMAC + 1
recIC = float(na)
if not (na(IC_Lead1) or na(IC_Lead2) or na(close) or na(close[1]) or na(IC_BLine) or na(IC_CLine))
recIC := calcRecommend(
IC_Lead1 > IC_Lead2 and close > IC_Lead1 and close < IC_BLine and close[1] < IC_CLine and close > IC_CLine,
IC_Lead2 > IC_Lead1 and close < IC_Lead2 and close > IC_BLine and close[1] > IC_CLine and close < IC_CLine)
plot(recIC, title="Rec.Ichimoku")
if not na(recIC)
recMA := recMA + recIC
recMAC := recMAC + 1
recMA := recMAC > 0 ? recMA / recMAC : na
plot(recMA, title="Recommend.MA")
recOther = .0
recOtherC = .0
recRSI = RSI
if not(na(recRSI) or na(recRSI[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(recRSI < 30 and recRSI[1] < recRSI, recRSI > 70 and recRSI[1] > recRSI)
if not(na(kStoch) or na(dStoch) or na(kStoch[1]) or na(dStoch[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(kStoch < 20 and dStoch < 20 and kStoch > dStoch and kStoch[1] < dStoch[1], kStoch > 80 and dStoch > 80 and kStoch < dStoch and kStoch[1] > dStoch[1])
recCCI = CCI
if not(na(recCCI) or na(recCCI[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(recCCI < -100 and recCCI > recCCI[1], recCCI > 100 and recCCI < recCCI[1])
if not(na(adxValue) or na(adxPlus[1]) or na(adxMinus[1]) or na(adxPlus) or na(adxMinus))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(adxValue > 20 and adxPlus[1] < adxMinus[1] and adxPlus > adxMinus, adxValue > 20 and adxPlus[1] > adxMinus[1] and adxPlus < adxMinus)
if not(na(AO) or na(AO[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(crossover(AO,0) or (AO > 0 and AO[1] > 0 and AO > AO[1] and AO[2] > AO[1]), crossunder(AO,0) or (AO < 0 and AO[1] < 0 and AO < AO[1] and AO[2] < AO[1]))
if not(na(Mom) or na(Mom[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(Mom > Mom[1], Mom < Mom[1])
if not(na(macdMACD) or na(signalMACD))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(macdMACD > signalMACD, macdMACD < signalMACD)
recStoch_RSI = float(na)
if not(na(DownTrend) or na(UpTrend) or na(Stoch_RSI_K) or na(Stoch_RSI_D) or na(Stoch_RSI_K[1]) or na(Stoch_RSI_D[1]))
recStoch_RSI := calcRecommend(
DownTrend and Stoch_RSI_K < 20 and Stoch_RSI_D < 20 and Stoch_RSI_K > Stoch_RSI_D and Stoch_RSI_K[1] < Stoch_RSI_D[1],
UpTrend and Stoch_RSI_K > 80 and Stoch_RSI_D > 80 and Stoch_RSI_K < Stoch_RSI_D and Stoch_RSI_K[1] > Stoch_RSI_D[1])
plot(recStoch_RSI, title="Rec.Stoch.RSI")
if not na(recStoch_RSI)
recOtherC := recOtherC + 1
recOther := recOther + recStoch_RSI
recWR = float(na)
if not(na(WR) or na(WR[1]))
recWR := calcRecommend(WR < -80 and WR > WR[1], WR > -20 and WR < WR[1])
plot(recWR, title="Rec.WR")
if not na(recWR)
recOtherC := recOtherC + 1
recOther := recOther + recWR
recBBPower = float(na)
if not(na(UpTrend) or na(DownTrend) or na(BearPower) or na(BearPower[1]) or na(BullPower) or na(BullPower[1]))
recBBPower := calcRecommend(
UpTrend and BearPower < 0 and BearPower > BearPower[1],
DownTrend and BullPower > 0 and BullPower < BullPower[1])
plot(recBBPower, title="Rec.BBPower")
if not na(recBBPower)
recOtherC := recOtherC + 1
recOther := recOther + recBBPower
recUO = float(na)
if not(na(UO))
recUO := calcRecommend(UO > 70, UO < 30)
plot(recUO, title="Rec.UO")
if not na(recUO)
recOtherC := recOtherC + 1
recOther := recOther + recUO
recOther := recOtherC > 0 ? recOther / recOtherC : na
plot(recOther, title="Recommend.Other")
recTotal = .0
recTotalC = .0
if not na(recMA)
recTotal := recTotal + recMA
recTotalC := recTotalC + 1
if not na(recOther)
recTotal := recTotal + recOther
recTotalC := recTotalC + 1
recTotal := recTotalC > 0 ? recTotal / recTotalC : na
plot(recTotal, title="Recommend.All")
//////////////////////////////////// Candle Patterns ////////////////////////////////////
C_Len = (14)
C_Factor = (2.0)
C_ShadowPercent = (5)
C_ShadowEqualsPercent = (100)
C_BodyHi = max( close, open )
C_BodyLo = min( close, open )
C_Body = C_BodyHi - C_BodyLo
C_BodyAvg = ema( C_Body, C_Len )
C_SmallBody = C_Body < C_BodyAvg
C_LongBody = C_Body > C_BodyAvg
C_UpShadow = high - C_BodyHi
C_DnShadow = C_BodyLo - low
C_DownTrend = DownTrend
C_UpTrend = UpTrend
C_HasUpShadow = C_UpShadow > C_ShadowPercent / 100 * C_Body
C_HasDnShadow = C_DnShadow > C_ShadowPercent / 100 * C_Body
C_WhiteBody = open < close
C_BlackBody = open > close
C_Range = high-low
C_IsInsideBar = C_BodyHi[1] > C_BodyHi and C_BodyLo[1] < C_BodyLo
C_BodyMiddle = C_Body / 2 + C_BodyLo
C_ShadowEquals = C_UpShadow == C_DnShadow or (abs(C_UpShadow - C_DnShadow) / C_DnShadow * 100) < C_ShadowEqualsPercent and (abs(C_DnShadow - C_UpShadow) / C_UpShadow * 100) < C_ShadowEqualsPercent
// study("Hammer, Inverted Hammer, Hanging Man, Shooting Star")
C_oHammer = false
C_oHangingMan = false
if C_SmallBody and C_Body > 0 and C_BodyLo > hl2 and C_DnShadow >= C_Factor * C_Body and not C_HasUpShadow
if C_DownTrend
C_oHammer := true
else
if C_UpTrend
C_oHangingMan := true
plot(C_oHammer ? 1 : 0, title = "Candle.Hammer")
plot(C_oHangingMan ? 1 : 0, title = "Candle.HangingMan")
C_oInvertedHammer = false
C_oShootingStar = false
if C_SmallBody and C_Body > 0 and C_BodyHi < hl2 and C_UpShadow >= C_Factor * C_Body and not C_HasDnShadow
if C_DownTrend
C_oInvertedHammer := true
else
if C_UpTrend
C_oShootingStar := true
plot(C_oInvertedHammer ? 1 : 0, title = "Candle.InvertedHammer")
plot(C_oShootingStar ? 1 : 0, title = "Candle.ShootingStar")
// study("Evening & Morning Stars")
C_oMorningStar = false
C_oEveningStar = false
if C_LongBody[2] and C_SmallBody[1] and C_LongBody
if C_DownTrend and C_BlackBody[2] and C_BodyHi[1] < C_BodyLo[2] and C_WhiteBody and C_BodyHi >= C_BodyMiddle[2] and C_BodyHi < C_BodyHi[2] and C_BodyHi[1] < C_BodyLo
C_oMorningStar := true
else
if C_UpTrend and C_WhiteBody[2] and C_BodyLo[1] > C_BodyHi[2] and C_BlackBody and C_BodyLo <= C_BodyMiddle[2] and C_BodyLo > C_BodyLo[2] and C_BodyLo[1] > C_BodyHi
C_oEveningStar := true
plot(C_oMorningStar ? 1 : 0, title = "Candle.MorningStar")
plot(C_oEveningStar ? 1 : 0, title = "Candle.EveningStar")
// study("Marubozu")
C_MarubozuShadowPercent = (5)
C_Marubozu = C_LongBody and C_UpShadow <= C_MarubozuShadowPercent/100*C_Body and C_DnShadow <= C_MarubozuShadowPercent/100*C_Body
C_WhiteMarubozu = C_Marubozu and C_WhiteBody
C_BlackMarubozu = C_Marubozu and C_BlackBody
plot(C_BlackMarubozu ? 1 : 0, title = "Candle.Marubozu.Black")
plot(C_WhiteMarubozu ? 1 : 0, title = "Candle.Marubozu.White")
//study("Doji")
C_DojiBodyPercent = (5)
C_IsDojiBody = C_Range > 0 and C_Body <= C_Range * C_DojiBodyPercent / 100
C_Doji = C_IsDojiBody and C_ShadowEquals
C_DragonflyDoji = C_IsDojiBody and C_UpShadow <= C_Body
C_GravestoneDoji = C_IsDojiBody and C_DnShadow <= C_Body
plot((C_Doji and not C_DragonflyDoji and not C_GravestoneDoji) ? 1 : 0, title = "Candle.Doji")
plot(C_DragonflyDoji ? 1 : 0, title = "Candle.Doji.Dragonfly")
plot(C_GravestoneDoji ? 1 : 0, title = "Candle.Doji.Gravestone")
// study("Harami")
plot((C_LongBody[1] and C_BlackBody[1] and C_DownTrend[1] and C_IsInsideBar) ? 1 : 0, title = "Candle.Harami.Bullish")
plot((C_LongBody[1] and C_WhiteBody[1] and C_UpTrend[1] and C_IsInsideBar) ? 1 : 0, title = "Candle.Harami.Bearish")
//study("Long Shadows")
C_LongShadowPercent = (75)
plot((C_DnShadow > C_Range/100*C_LongShadowPercent) ? 1 : 0, title = "Candle.LongShadow.Lower")
plot((C_UpShadow > C_Range/100*C_LongShadowPercent) ? 1 : 0, title = "Candle.LongShadow.Upper")
//study("Spinning Top")
C_SpinningTopPercent = (34)
C_IsSpinningTop = C_DnShadow >= C_Range / 100 * C_SpinningTopPercent and C_UpShadow >= C_Range / 100 * C_SpinningTopPercent and not C_IsDojiBody
plot((C_IsSpinningTop and C_WhiteBody) ? 1 : 0, title = "Candle.SpinningTop.White")
plot((C_IsSpinningTop and C_BlackBody) ? 1 : 0, title = "Candle.SpinningTop.Black")
// study("3 White Soldiers & 3 Black Crows")
C_3WSld3WCrwShadowPercent = (5)
C_3WSld3WCrw_HaveNotUpShadow = C_Range * C_3WSld3WCrwShadowPercent / 100 > C_UpShadow
C_3WSld3WCrw_HaveNotDnShadow = C_Range * C_3WSld3WCrwShadowPercent / 100 > C_DnShadow
C_o3WhiteSoldiers = false
C_o3BlackCrows = false
if C_LongBody and C_LongBody[1] and C_LongBody[2]
if C_WhiteBody and C_WhiteBody[1] and C_WhiteBody[2]
C_o3WhiteSoldiers := close > close[1] and close[1] > close[2] and open < close[1] and open > open[1] and open[1] < close[2] and open[1] > open[2] and C_3WSld3WCrw_HaveNotUpShadow and C_3WSld3WCrw_HaveNotUpShadow[1] and C_3WSld3WCrw_HaveNotUpShadow[2]
if C_BlackBody and C_BlackBody[1] and C_BlackBody[2]
C_o3BlackCrows := close < close[1] and close[1] < close[2] and open > close[1] and open < open[1] and open[1] > close[2] and open[1] < open[2] and C_3WSld3WCrw_HaveNotDnShadow and C_3WSld3WCrw_HaveNotDnShadow[1] and C_3WSld3WCrw_HaveNotDnShadow[2]
plot(C_o3WhiteSoldiers ? 1 : 0, title = "Candle.3WhiteSoldiers")
plot(C_o3BlackCrows ? 1 : 0, title = "Candle.3BlackCrows")
// study("Engulfing")
plot((C_DownTrend and C_WhiteBody and C_LongBody and C_BlackBody[1] and C_SmallBody[1] and close >= open[1] and open <= close[1] and ( close > open[1] or open < close[1] )) ? 1 : 0, title = "Candle.Engulfing.Bullish")
plot((C_UpTrend and C_BlackBody and C_LongBody and C_WhiteBody[1] and C_SmallBody[1] and close <= open[1] and open >= close[1] and ( close < open[1] or open > close[1] )) ? 1 : 0, title = "Candle.Engulfing.Bearish")
// study("Abandoned Baby")
plot((C_DownTrend[2] and C_BlackBody[2] and C_IsDojiBody[1] and low[2] > high[1] and C_WhiteBody and high[1] < low) ? 1 : 0, title = "Candle.AbandonedBaby.Bullish")
plot((C_UpTrend[2] and C_WhiteBody[2] and C_IsDojiBody[1] and high[2] < low[1] and C_BlackBody and low[1] > high) ? 1 : 0, title = "Candle.AbandonedBaby.Bearish")
// study("Tri-Star")
C_3Dojis = C_Doji[2] and C_Doji[1] and C_Doji
C_BodyGapUp = C_BodyHi[1] < C_BodyLo
C_BodyGapDn = C_BodyLo[1] > C_BodyHi
plot((C_3Dojis and C_DownTrend[2] and C_BodyGapDn[1] and C_BodyGapUp) ? 1 : 0, title = "Candle.TriStar.Bullish")
plot((C_3Dojis and C_UpTrend[2] and C_BodyGapUp[1] and C_BodyGapDn) ? 1 : 0, title = "Candle.TriStar.Bearish")
// study("Kicking")
plot((C_BlackMarubozu[1] and C_WhiteMarubozu and high[1] < low) ? 1 : 0, title = "Candle.Kicking.Bullish")
plot((C_WhiteMarubozu[1] and C_BlackMarubozu and low[1] > high) ? 1 : 0, title = "Candle.Kicking.Bearish")
// study(title="VWAP", shorttitle="VWAP", overlay=true)
plot(vwap(hlc3), title="VWAP")
// performance
rateOfreturn(v1, v2) => (v1 - v2) * 100 / abs(v2)
rr(bb) =>
rof = rateOfreturn(close, close[bb])
rof
plot(rr(5), title="Perf.W")
//plot(rr(10), title="Perf.2W")
//plot(rr(15), title="Perf.3W")
plot(rr(21), title="Perf.1M")
plot(rr(63), title="Perf.3M")
plot(rr(126), title="Perf.6M")
//plot(rr(189), title="Perf.9M")
plot(rr(251), title="Perf.Y")
var lastYearClose = float(na)
if year > year[1]
lastYearClose := close[1]
plot(rateOfreturn(close, lastYearClose), title="Perf.YTD")
// volatility
volatility(bb) => sma((high-low)/abs(low) * 100, bb)
plot(volatility(5), title="Volatility.W")
plot(volatility(21), title="Volatility.M")
plot(tr(true)*100/abs(low), title="Volatility.D")
// high & low
var allTimeHigh = float(na)
allTimeHigh := max(nz(allTimeHigh[1], high), high)
var allTimeLow = float(na)
allTimeLow := min(nz(allTimeLow[1], low), low)
plot(allTimeHigh, title="High.All")
plot(allTimeLow, title="Low.All")
plot(allTimeHigh, title="High.All.Calc")
plot(allTimeLow, title="Low.All.Calc")
custom_lowest(x, l) =>
res = x
max_bars_back(x, 366)
res := x
for i = 0 to l
res := min(res, x[i])
res
custom_highest(x, l) =>
res = x
max_bars_back(x, 366)
for i = 0 to l
res := max(res, x[i])
res
bar_index_52wago = valuewhen(time < timenow - 1000*60*60*24*7*52, bar_index, 1)
diff = bar_index - bar_index_52wago
index = bar_index > 0 ? bar_index : 1
len = diff > 0 ? diff : index
lowest_52w = custom_lowest(low, len)
highest_52w = custom_highest(high, len)
plot(highest_52w, title="price_52_week_high")
plot(lowest_52w, title="price_52_week_low")
plot(nz(highest(high, 126), allTimeHigh), title="High.6M")
plot(nz(lowest(low, 126), allTimeLow), title="Low.6M")
plot(nz(highest(high, 63), allTimeHigh), title="High.3M")
plot(nz(lowest(low, 63), allTimeLow), title="Low.3M")
plot(nz(highest(high, 21), allTimeHigh), title="High.1M")
plot(nz(lowest(low, 21), allTimeLow), title="Low.1M")
plot(nz(highest(high, 5), allTimeHigh), title="High.5D")
plot(nz(lowest(low, 5), allTimeLow), title="Low.5D")
// business day
plot(time_tradingday/1000, title="time_business_day")