[RS]Temporal Median Price V1
EXPERIMENTAL: previous custom time window median price and current time window open price in a neat package :p
(JeanLouisHardy) added option for bar count system, also added a donchian average.
(JeanLouisHardy) added option for bar count system, also added a donchian average.
//@version=2
study(title='[RS]Temporal Median Price V1', shorttitle='TMP', overlay=true)
// || Functions:
f_donchian(_window)=>avg(highest(_window), lowest(_window))
// ||-----------------------------------------------------------------------------------------------------------------------------------------------------------||
USE_TF_OR_BAR = input(title='Use timeframe or bar count based system?', type=bool, defval=true)
// || Timeframe based:
timewindow = input("3M")
topen = not USE_TF_OR_BAR ? na : security(tickerid, timewindow, open)
tmedian = not USE_TF_OR_BAR ? na : security(tickerid, timewindow, hl2[1])
plot(title='', series=tmedian, color=(tmedian != tmedian[1] ? na : black), linewidth=2)
plot(title='', series=topen, color=(topen != topen[1] ? na : black), linewidth=1)
// ||
window = input(title='Time window in bars:', defval=15)
counter = USE_TF_OR_BAR ? na : na(counter[1]) ? 0 : counter[1] >= window ? 0 : change(n) != 0 ? counter[1] + 1 : counter[1]
m_open = USE_TF_OR_BAR ? na : na(m_open[1]) ? open : counter == 0 ? sma(open, window) : m_open[1]
m_hl2 = USE_TF_OR_BAR ? na : na(m_hl2[1]) ? hl2 : counter == 0 ? sma(hl2[1], window) : m_hl2[1]
m_donchian = USE_TF_OR_BAR ? na : na(m_donchian[1]) ? hl2 : counter == 0 ? f_donchian(window) : m_donchian[1]
plot(title='', series=m_open, color=change(m_open)!=0?na:black)
plot(title='', series=m_hl2, color=change(m_hl2)!=0?na:blue)
plot(title='', series=m_donchian, color=change(m_donchian)!=0?na:red)