OPEN-SOURCE SCRIPT
[Elite Algo Modded]
// ALERT READY ON TELEGRAM ==> t.me/+UAk3hqvoD89jZTlk
//version=5
indicator("[Elite Algo Modded]", overlay=true, max_lines_count=500, max_labels_count=500, max_boxes_count=350)
// FUNCTIONS
// Close to Close Volatility
f_coc(x, period, sqrtAnnual) =>
mean = ta.sma(x, period)
s = array.new_float(0)
for i = 0 to period - 1 by 1
array.push(s, math.pow(x - mean, 2))
sqrtAnnual * math.sqrt(array.sum(s) / (period - 1))
//
// Parkinson Volatility
f_park(period, sqrtAnnual) =>
var LOG2 = math.log(2)
powLogHighLow = math.pow(math.log(high / low), 2)
sqrtAnnual * math.sqrt(1.0 / period * math.sum(1.0 / (4.0 * LOG2) * powLogHighLow, period))
// Garman Klass Volatility
f_gk(period, sqrtAnnual) =>
var LOG2 = math.log(2)
var SQRT_1_PERIOD = math.sqrt(1 / period)
powLogHighLow = math.pow(math.log(high / low), 2)
powLogCloseOpen = math.pow(math.log(close / open), 2)
tmp = 0.5 * powLogHighLow - (2.0 * LOG2 - 1.0) * powLogCloseOpen
sqrtAnnual * math.sqrt(math.sum(tmp, period)) * SQRT_1_PERIOD
// Rogers Satchell Volatility
f_rsv(period, sqrtAnnual) =>
tmp = math.log(high / close) * math.log(high / open) + math.log(low / close) * math.log(low / open)
sqrtAnnual * math.sqrt(math.sum(tmp, period) / period)
// Garman Klass Yang Zhang Extension Volatility
f_gkyz(period, sqrtAnnual) =>
var LOG2 = math.log(2)
var SQRT_1_PERIOD = math.sqrt(1 / period)
powLogHighLow = math.pow(math.log(high / low), 2)
powLogCloseOpen = math.pow(math.log(close / open), 2)
lastClose = nz(close[1], close)
powLogOpenClose1 = math.pow(math.log(open / lastClose), 2)
tmp = powLogOpenClose1 + 0.5 * powLogHighLow - (2.0 * LOG2 - 1.0) * powLogCloseOpen
sqrtAnnual * math.sqrt(math.sum(tmp, period)) * SQRT_1_PERIOD
// Yang Zhang Volatility
f_yz(a, period, sqrtAnnual) =>
o = math.log(open) - math.log(nz(close[1], close))
u = math.log(high) - math.log(open)
d = math.log(low) - math.log(open)
c = math.log(close) - math.log(open)
nMinusOne = period - 1
avgo = ta.sma(o, period)
avgc = ta.sma(c, period)
so = array.new_float(0)
sc = array.new_float(0)
for i = 0 to period - 1 by 1
array.push(so, math.pow(o - avgo, 2))
array.push(sc, math.pow(c - avgc, 2))
sumo = array.sum(so)
sumc = array.sum(sc)
Vo = sumo / nMinusOne
Vc = sumc / nMinusOne
Vrs = math.sum(u * (u - c) + d * (d - c), period) / period
k = (a - 1.0) / (a + (period + 1.0) / nMinusOne)
sqrtAnnual * math.sqrt(Vo + k * Vc + (1.0 - k) * Vrs)
// Exponentially Weighted Volatility
f_ewma(source, period, sqrtAnnual) =>
var lambda = (period - 1) / (period + 1)
squared = math.pow(source, 2)
float v = na
v := lambda * nz(v[1], squared) + (1.0 - lambda) * squared
sqrtAnnual * math.sqrt(v)
// Mean Absolute Deviation (Adjusted)
f_mad(source, period, sqrtAnnual) =>
var SQRT_HALF_PI = math.sqrt(math.asin(1))
mean = ta.sma(source, period)
S = array.new_float(0)
for i = 0 to period - 1 by 1
array.push(S, math.abs(source - mean))
sumS = array.sum(S)
sqrtAnnual * (sumS / period) * SQRT_HALF_PI
// Median Absolute Deviation
f_mead(source, period, sqrtAnnual) =>
median = ta.percentile_nearest_rank(source, period, 50)
E = 0.0
for i = 0 to period - 1 by 1
E += math.abs(source - median)
E
sqrtAnnual * math.sqrt(2) * (E / period)
//Rescale Function
f_rescale(_src, _size) =>
math.max(0, math.min(_size, int(_src / 100 * _size)))
// label Panel Function
_label(T, color_PnL) =>
label PnL_Label = na
label.delete(PnL_Label[1])
PnL_Label := label.new(time, 0, text=T, color=color_PnL, textcolor=color.white, size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, textalign=text.align_left)
label.set_x(PnL_Label, label.get_x(PnL_Label) + math.round(ta.change(time) * 3))
// Round Function
Round(src, digits) =>
p = math.pow(10, digits)
math.round(math.abs(src) * p) / p * math.sign(src)
//Options for Inputs
ON = 'On'
OFF = 'Off'
CTC = 'Close to Close'
PKS = 'Parkinson'
GK = 'Garman Klass'
RS = 'Rogers Satchell'
GKYZ = 'Garman Klass Yang Zhang Extension'
YZ = 'Yang Zhang'
EWMA = 'EWMA'
MAD = 'Mean Absolute Deviation'
MAAD = 'Median Absolute Deviation'
L = 'Line'
SL = 'StepLine'
Ar = 'Area'
CL = 'Columns'
// Settings
H = EWMA
period = 10
Annual = 365
a = 1.34
Plen = 365
Pco = ON
sma = ON
malen = 55
bsg = OFF
stl = CL
lT = 3
i_invert = OFF
bg = OFF
sp = OFF
// bgcolor(bg ? color.new(#000000, 20) : na, title='Dark Background', transp=90)
var sqrtAnnual = math.sqrt(Annual) * 100
logr = math.log(close / close[1])
// Historical Volatiity Models
Hv = if H == CTC
f_coc(logr, period, sqrtAnnual)
else if H == PKS
f_park(period, sqrtAnnual)
else if H == RS
f_rsv(period, sqrtAnnual)
else if H == GK
f_gk(period, sqrtAnnual)
else if H == GKYZ
f_gkyz(period, sqrtAnnual)
else if H == EWMA
f_ewma(logr, period, sqrtAnnual)
else if H == YZ
f_yz(a, period, sqrtAnnual)
else if H == MAD
f_mad(logr, period, sqrtAnnual)
else
// H == "Median Absolute Deviation"
f_mead(logr, period, sqrtAnnual)
pstyle = stl == L ? plot.style_linebr : stl == SL ? plot.style_stepline : stl == Ar ? plot.style_area : stl == CL ? plot.style_columns : plot.style_line
//Hv Stats
avgHV = ta.sma(Hv, malen)
HVP = ta.percentrank(Hv, Plen)
NearZero = HVP < 1.5 ? 1 : 0
HV50 = ta.percentile_nearest_rank(Hv, Plen, 50)
// // Text Functions
// texthv() =>
// ' HV: ' + str.tostring(Round(Hv, 2))
// textphv() =>
// 'HV 50áµ—Ê° Percentile: ' + str.tostring(Round(HV50, 2))
// texthvp() =>
// 'HV Percentile: ' + str.tostring(Round(HVP, 2)) + 'áµ—Ê°'
// // Coloring
// var c_ = array.new_color(na)
// if barstate.isfirst
// array.push(c_, #0effff)
// array.push(c_, #00fdf6)
// array.push(c_, #00fbee)
// array.push(c_, #00f9e4)
// array.push(c_, #00f6db)
// array.push(c_, #00f4d1)
// array.push(c_, #13f1c6)
// array.push(c_, #24efbc)
// array.push(c_, #31ecb1)
// array.push(c_, #3ce9a6)
// array.push(c_, #47e69b)
// array.push(c_, #51e390)
// array.push(c_, #5adf85)
// array.push(c_, #62dc7a)
// array.push(c_, #6ad96e)
// array.push(c_, #72d563)
// array.push(c_, #7ad157)
// array.push(c_, #81cd4b)
// array.push(c_, #88ca3f)
// array.push(c_, #8fc532)
// array.push(c_, #96c123)
// array.push(c_, #9cbd0e)
// array.push(c_, #a3b800)
// array.push(c_, #a9b300)
// array.push(c_, #b0ae00)
// array.push(c_, #b6a900)
// array.push(c_, #bca300)
// array.push(c_, #c29e00)
// array.push(c_, #c29e00)
// array.push(c_, #c89800)
// array.push(c_, #ce9100)
// array.push(c_, #d48b00)
// array.push(c_, #da8400)
// array.push(c_, #df7c00)
// array.push(c_, #e57400)
// array.push(c_, #ea6c00)
// array.push(c_, #ef6200)
// array.push(c_, #f35800)
// array.push(c_, #f74c00)
// array.push(c_, #fb3e00)
// array.push(c_, #ff2d00)
// if i_invert
// array.reverse(c_)
// var sizeOf = array.size(c_) - 1
// colorHV = Pco ? array.get(c_, f_rescale(HVP, sizeOf)) : color.aqua
// Plots
// plot(Hv, 'HV', color=colorHV, linewidth=lT, style=plot.style_line)
// plot(sma ? avgHV : na, 'sma', color=color.new(#FFFFFF, 25), linewidth=2)
//bgcolor(Hv > avgHV ? color.lime : na)
// if sp
// _label(H + texthv() + '\n' + textphv() + '\n' + texthvp() + '\n\n', #000000c0)
// col2 = HVP >= 1 ? color.yellow : HVP <= 1 and HVP >= 0.5 ? color.orange : HVP <= 0.5 ? #8D0000 : color.silver
// // bgcolor(bsg and NearZero ? col2 : na, transp=50)
//Custrom MAS
maa = avgHV / 100 * 140
mab = avgHV / 100 * 180
mac = avgHV / 100 * 240
mad = avgHV / 100 * 60
mae = avgHV / 100 * 20
// Auto Sensivity Volatility Band Settings
float volatility = 0.0
if Hv < maa and Hv > avgHV // ilk band ust
volatility := 3.15
else if Hv < mab and Hv > maa // ikinci band ust
volatility := 3.5
else if Hv < mac and Hv > mab // ucuncu band ust
volatility := 3.6
else if Hv > mac // volatilite en ust degerde
volatility := 4
else if Hv < maa and Hv > mad // altdaki ilk band
volatility := 3
else if Hv < mad and Hv > mae // altdaki ikinci band
volatility := 2.85
else if Hv < mae // volatilite butun bandlarin anltinda
volatility := 3
//plot(volatility,color = color.red)
// plot(maa, 'maa', color=color.new(color.aqua, 25))
// plot(mab, 'mab', color=color.new(color.aqua, 25))
// plot(mac, 'mac', color=color.new(color.aqua, 25))
// plot(mad, 'mad', color=color.new(color.aqua, 25))
// plot(mae, 'mae', color=color.new(color.aqua, 25))
//-------------- Elite Algo v22 | elitesignals.com -----------------//
// Get user input
enableDashboard = input(true, "Enable Dashboard", group="DASHBOARD SETTINGS")
locationDashboard = input.string("Middle right", "Location", ["Top right", "Top left", "Middle right", "Middle left", "Bottom right", "Bottom left"], group="DASHBOARD SETTINGS")
sizeDashboard = input.string("Tiny", "Size", ["Tiny", "Small", "Normal"], group="DASHBOARD SETTINGS")
colorBackground = input(#2A2E39, "Bg color", group="DASHBOARD SETTINGS")
colorFrame = input(#2A2E39, "Frame color", group="DASHBOARD SETTINGS")
colorBorder = input(#363A45, "Border color", group="DASHBOARD SETTINGS")
showSignals = input(true, "Show signals", group="BUY AND SELL SIGNALS SETTINGS")
strategy = input.string("Normal", "Strategy", ["Normal", "Confirmed", "Trend scalper"], group="BUY AND SELL SIGNALS SETTINGS")
sensitivity11 = input.float(defval=1.8, title="Sensitivity", minval=1, maxval=20, group = 'Signals')
sensitivity = sensitivity11
auto_button = input.bool(defval = true , title = "Auto Sensitivity", group = 'Signals')
consSignalsFilter = input(false, "Consolidation signals filter", group="BUY AND SELL SIGNALS SETTINGS")
smartSignalsOnly = input(false, "Smart signals only", group="BUY AND SELL SIGNALS SETTINGS")
candleColors = input(false, "Candle colors", group="BUY AND SELL SIGNALS SETTINGS")
momentumCandles = input(false, "Momentum candles", group="BUY AND SELL SIGNALS SETTINGS")
highVolSignals = input(false, "High volume signals only", group="BUY AND SELL SIGNALS SETTINGS")
enableTrailingSL = input(false, "Enable trailing stop-loss", group="RISK MANAGEMENT SETTINGS")
usePercSL = input(false, "% Trailing sl", inline="2", group="RISK MANAGEMENT SETTINGS")
percTrailingSL = input.float(1, "", 0, step=0.1, inline="2", group="RISK MANAGEMENT SETTINGS")
enableSwings = input(false, "Enable Swing High's & Swing's Low's", inline="3", group="RISK MANAGEMENT SETTINGS")
periodSwings = input.int(10, "", 2, inline="3", group="RISK MANAGEMENT SETTINGS")
enableTpSlAreas = input(false, "Enable take profit/stop-loss areas", group="RISK MANAGEMENT SETTINGS")
useTP1 = input(true, "", inline="4", group="RISK MANAGEMENT SETTINGS")
multTP1 = input.float(1, "TP 1", 0, inline="4", group="RISK MANAGEMENT SETTINGS")
useTP2 = input(true, "", inline="5", group="RISK MANAGEMENT SETTINGS")
multTP2 = input.float(2, "TP 2", 0, inline="5", group="RISK MANAGEMENT SETTINGS")
useTP3 = input(true, "", inline="6", group="RISK MANAGEMENT SETTINGS")
multTP3 = input.float(3, "TP 3", 0, inline="6", group="RISK MANAGEMENT SETTINGS")
tpLabels = input(true, "Take profit labels", group="RISK MANAGEMENT SETTINGS")
showTrendCloud = input(true, "Show Trend cloud", group="TREND CLOUD SETTINGS")
periodTrendCloud = input.string("New", "Trend cloud period", ["Short term", "Long term", "New"], group="TREND CLOUD SETTINGS")
signalsTrendCloud = input(false, "Trend only signals", group="TREND CLOUD SETTINGS")
fastTrendCloud = input(false, "Fast trend cloud", group="TREND CLOUD SETTINGS")
fastTrendCloudLen = input.int(55, "Fast trend cloud", 2, group="TREND CLOUD SETTINGS")
enableAutoTrend = input(false, "Enable Auto Trendlines", group="AUTO TRENDLINES SETTINGS")
srcTrendChannel = input(close, "Trend channel source", group="AUTO TRENDLINES SETTINGS")
lenTrendChannel = input.int(200, "Trend channel loopback", 2, group="AUTO TRENDLINES SETTINGS")
enableSR = input(false, "Enable support and resistance", group="AUTO SUPPORT AND RESISTANCE SETTINGS")
lineSrStyle = input.string("Dashed", "Line Style", ["Solid", "Dotted", "Dashed"], group="AUTO SUPPORT AND RESISTANCE SETTINGS")
lineSrWidth = input.int(2, "Line Width", 1, 4, group="AUTO SUPPORT AND RESISTANCE SETTINGS")
showCons = input(false, "Consolidation Zones", group="CONSOLIDATION ZONES")
lbPeriod = input.int(10, "Loopback Period", 2, 50, group="CONSOLIDATION ZONES")
lenCons = input.int(5, "Min Consolidation Length", 2, 20, group="CONSOLIDATION ZONES")
paintCons = input(true, "Paint Consolidation Area", group="CONSOLIDATION ZONES")
colorZone = input(color.new(color.blue, 70), "Zone Color", group="CONSOLIDATION ZONES")
box_ob = input.bool(false, "Toggle Order Block", group="ORDER BLOCK")
box_hide_gray = input.bool(false, "Hide gray boxes", group="ORDER BLOCK")
bos_type = input.string("High and Low", "MSB trigger", ["High and Low", "Close and Open"], group="ORDER BLOCK")
box_sv = input.bool(true, "Plot demand boxes", group="ORDER BLOCK")
box_test_delay = input.int(3, "Delay to count test of demand box", 1, group="ORDER BLOCK")
box_fill_delay = input.int(3, "Delay to count fill of demand box", 1, group="ORDER BLOCK")
box_test_sv = input.bool(true, "Dim tested demand boxes", group="ORDER BLOCK")
box_stop_sv = input.bool(true, "Stop plotting filled demand boxes", group="ORDER BLOCK")
eliteVP = input(false, "Elite volume profile", group="ELITE VOLUME PROFILE")
colorBorderVP = input(color.new(color.black, 80), "Border color", group="ELITE VOLUME PROFILE")
colorBuyVP = input(#7F1623, "Buy volume", group="ELITE VOLUME PROFILE")
colorSellVP = input(#00DD00, "Sell volume", group="ELITE VOLUME PROFILE")
offset = input.int(2, "Offset", 2, 20, group="ELITE VOLUME PROFILE")
lookback = input.int(100, "Lookback", 14, 10000, group="ELITE VOLUME PROFILE")
levelNum = input.int(100, "Number of levels", 10, 1000, group="ELITE VOLUME PROFILE")
levelWidth = input.int(50, "Level width", 2, 100, group="ELITE VOLUME PROFILE")
if auto_button == false
sensitivity
else if auto_button == true
sensitivity := volatility
// Functions
f_chartTfInMinutes() =>
float _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)
atr(len) =>
tr = ta.tr
atr = 0.0
atr := nz(atr[1] + (tr - atr[1]) / len, tr)
supertrend(src, factor, len) =>
atr = ta.atr(len)
upperBand = src + factor * atr
lowerBand = src - factor * atr
prevLowerBand = nz(lowerBand[1])
prevUpperBand = nz(upperBand[1])
lowerBand := lowerBand > prevLowerBand or close[1] < prevLowerBand ? lowerBand : prevLowerBand
upperBand := upperBand < prevUpperBand or close[1] > prevUpperBand ? upperBand : prevUpperBand
int direction = na
float superTrend = na
prevSuperTrend = superTrend[1]
if prevSuperTrend == prevUpperBand
direction := close > upperBand ? 1 : -1
else
direction := close < lowerBand ? -1 : 1
superTrend := direction == 1 ? lowerBand : direction == -1 ? upperBand : na
dchannel(len)=>
hh = ta.highest(len)
ll = ta.lowest (len)
trend = 0
trend := close > hh[1] ? 1 : close < ll[1] ? -1 : nz(trend[1])
trendScalper(show, len1, len2, len3, colorBull, colorBear, colorBarBull, colorBarBear) =>
avgOC = math.avg(open, close)
ha_o = 0.0, ha_o := na(ha_o[1]) ? avgOC : (ha_o[1] + ohlc4[1]) / 2
ema1 = ta.ema(ha_o, len1), ema2 = ta.ema(ha_o, len2), ema3 = ta.ema(ha_o, len3)
ris1 = ema1 > ema1[1], ris2 = ema2 > ema2[1], ris3 = ema3 > ema3[1]
fal1 = ema1 < ema1[1], fal2 = ema2 < ema2[1], fal3 = ema3 < ema3[1]
colorEma1 = ris1 ? colorBull : fal1 ? colorBear : na, colorEma2 = ris2 ? colorBull : fal2 ? colorBear : na, colorEma3 = ris3 ? colorBull : fal3 ? colorBear : na
fillEma1 = avgOC > ema1 ? colorBull : avgOC < ema1 ? colorBear : na, fillEma2 = ema1 > ema2 ? colorBull : ema1 < ema2 ? colorBear : na, fillEma3 = ema2 > ema3 ? colorBull : ema2 < ema3 ? colorBear : na
colorBar = close < ema1 and close < ema2 ? colorBarBear : colorBarBull
[avgOC, show ? ema1 : na, show ? ema2 : na, show ? ema3 : na, color.new(colorEma1, 55), color.new(colorEma2, 45), color.new(colorEma3, 35), color.new(fillEma1, 85), color.new(fillEma2, 80), color.new(fillEma3, 75), colorBar]
candlesMom() =>
[_, _, macd] = ta.macd(close, 12, 26, 9)
(macd > 0 and macd > macd[1]) or (macd < 0 and macd < macd[1])
trailingSL(buy, sell, factor, len, usePerc, perc) =>
atr = atr(len)
upperBand = high + (usePerc ? high * (perc / 100) : factor * atr)
lowerBand = low - (usePerc ? low * (perc / 100) : factor * atr)
prevLowerBand = nz(lowerBand[1])
prevUpperBand = nz(upperBand[1])
lowerBand := lowerBand > prevLowerBand or buy ? lowerBand : prevLowerBand
upperBand := upperBand < prevUpperBand or sell ? upperBand : prevUpperBand
int direction = na
float stop = na
prevSuperTrend = stop[1]
if prevSuperTrend == prevUpperBand
direction := buy ? 1 : -1
else
direction := sell ? -1 : 1
stop := direction == 1 ? lowerBand : direction == -1 ? upperBand : na
add_to_zz(zz, val, bi) =>
array.unshift(zz, bi)
array.unshift(zz, val)
if array.size(zz) > 12
array.pop(zz)
update_zz(zz, val, bi, dir) =>
if array.size(zz) == 0
add_to_zz(zz, val, bi)
else
if dir == 1 and val > array.get(zz, 0) or dir == -1 and val < array.get(zz, 0)
array.set(zz, 0, val)
array.set(zz, 1, bi)
0
float ph = ta.pivothigh(high, 10, 10)
float pl = ta.pivotlow (low , 10, 10)
LSRstyle = lineSrStyle == "Dashed" ? line.style_dashed : lineSrStyle == "Solid" ? line.style_solid : line.style_dotted
prdhighest = ta.highest(300)
prdlowest = ta.lowest (300)
cwidth = (prdhighest - prdlowest) * 10 / 100
var pivotvals = array.new_float(0)
if ph or pl
array.unshift(pivotvals, ph ? ph : pl)
if array.size(pivotvals) > 20
array.pop(pivotvals)
get_sr_vals(ind) =>
float lo = array.get(pivotvals, ind)
float hi = lo
int numpp = 0
for y = 0 to array.size(pivotvals) - 1 by 1
float cpp = array.get(pivotvals, y)
float wdth = cpp <= lo ? hi - cpp : cpp - lo
if wdth <= cwidth
lo := cpp <= lo ? cpp : lo
hi := cpp > lo ? cpp : hi
numpp += 1
numpp
[hi, lo, numpp]
var sr_up_level = array.new_float(0)
var sr_dn_level = array.new_float(0)
sr_strength = array.new_float(0)
find_loc(strength) =>
ret = array.size(sr_strength)
for i = ret > 0 ? array.size(sr_strength) - 1 : na to 0 by 1
if strength <= array.get(sr_strength, i)
break
ret := i
ret
ret
check_sr(hi, lo, strength) =>
ret = true
for i = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1
if array.get(sr_up_level, i) >= lo and array.get(sr_up_level, i) <= hi or array.get(sr_dn_level, i) >= lo and array.get(sr_dn_level, i) <= hi
if strength >= array.get(sr_strength, i)
array.remove(sr_strength, i)
array.remove(sr_up_level, i)
array.remove(sr_dn_level, i)
ret
else
ret := false
ret
break
ret
// Get components
rsi = ta.rsi(close, 14)
vosc = ta.obv - ta.ema(ta.obv, 20)
bs = ta.ema(nz(math.abs((open - close) / (high - low) * 100)), 3)
ema = ta.ema(close, 200)
emaBull = close > ema
equal_tf(res) => str.tonumber(res) == f_chartTfInMinutes()
higher_tf(res) => str.tonumber(res) > f_chartTfInMinutes()
too_small_tf(res) => (timeframe.isweekly and res=="1") or (timeframe.ismonthly and str.tonumber(res) < 10)
securityNoRep(sym, res, src) =>
bool bull = na
bull := equal_tf(res) ? src : bull
bull := higher_tf(res) ? request.security(sym, res, src, barmerge.gaps_off, barmerge.lookahead_on) : bull
bull_array = request.security_lower_tf(syminfo.tickerid, higher_tf(res) ? str.tostring(f_chartTfInMinutes()) : too_small_tf(res) ? (timeframe.isweekly ? "3" : "10") : res, src)
if array.size(bull_array) > 1 and not equal_tf(res) and not higher_tf(res)
bull := array.pop(bull_array)
array.clear(bull_array)
bull
TF1Bull = securityNoRep(syminfo.tickerid, "1" , emaBull)
TF3Bull = securityNoRep(syminfo.tickerid, "3" , emaBull)
TF5Bull = securityNoRep(syminfo.tickerid, "5" , emaBull)
TF10Bull = securityNoRep(syminfo.tickerid, "10" , emaBull)
TF15Bull = securityNoRep(syminfo.tickerid, "15" , emaBull)
TF30Bull = securityNoRep(syminfo.tickerid, "30" , emaBull)
TF60Bull = securityNoRep(syminfo.tickerid, "60" , emaBull)
TF120Bull = securityNoRep(syminfo.tickerid, "120" , emaBull)
TF240Bull = securityNoRep(syminfo.tickerid, "240" , emaBull)
TF720Bull = securityNoRep(syminfo.tickerid, "720" , emaBull)
TFDBull = securityNoRep(syminfo.tickerid, "1440", emaBull)
ema150 = ta.ema(close, 150)
ema250 = ta.ema(close, 250)
hma55 = ta.hma(close, 55 )
[_, _, macd] = ta.macd(close, 12, 26, 9)
supertrend = supertrend(ohlc4, sensitivity, 10)
maintrend = dchannel(30)
confBull = (ta.crossover (close, supertrend) or (ta.crossover (close, supertrend)[1] and maintrend[1] < 0)) and macd > 0 and macd > macd[1] and ema150 > ema250 and hma55 > hma55[2] and maintrend > 0
confBear = (ta.crossunder(close, supertrend) or (ta.crossunder(close, supertrend)[1] and maintrend[1] > 0)) and macd < 0 and macd < macd[1] and ema150 < ema250 and hma55 < hma55[2] and maintrend < 0
trendcloud = supertrend(ohlc4, periodTrendCloud == "Long term" ? 7 : 4, 10)
hma = fastTrendCloud ? ta.hma(close, fastTrendCloudLen) : na
none = close > 0
[_, _, adx] = ta.dmi(14, 14)
consFilter = adx > 20
smartFilter = ta.ema(close, 200)
volFilter = (ta.ema(volume, 25) - ta.ema(volume, 26)) / ta.ema(volume, 26) > 0
trendFilter = trendcloud
bull = (strategy == "Normal" ? ta.crossover (close, supertrend) : confBull and not confBull[1]) and strategy != "Trend scalper" and (smartSignalsOnly ? close > smartFilter : none) and (consSignalsFilter ? consFilter : none) and (highVolSignals ? volFilter : none) and (signalsTrendCloud ? (periodTrendCloud == "New" ? ema150 > ema250 : close > trendFilter) : none)
bear = (strategy == "Normal" ? ta.crossunder(close, supertrend) : confBear and not confBear[1]) and strategy != "Trend scalper" and (smartSignalsOnly ? close < smartFilter : none) and (consSignalsFilter ? consFilter : none) and (highVolSignals ? volFilter : none) and (signalsTrendCloud ? (periodTrendCloud == "New" ? ema150 < ema250 : close < trendFilter) : none)
countBull = ta.barssince(bull)
countBear = ta.barssince(bear)
trigger = nz(countBull, bar_index) < nz(countBear, bar_index) ? 1 : 0
[avgOC, ema5, ema9, ema21, colorEma5, colorEma9, colorEma21, fillEma5, fillEma9, fillEma21, colorBar] = trendScalper(strategy == "Trend scalper" ? true : false, 5, 9, 21, color.green, color.red, #00DD00, #DD0000)
trailingStop = trailingSL(bull, bear, 2.2, 14, usePercSL, percTrailingSL)
float _ph = ta.highestbars(high, periodSwings) == 0 ? high : na
float _pl = ta.lowestbars (low, periodSwings) == 0 ? low : na
var _dir = 0, dir_ = _pl and na(_ph) ? -1 : _dir, _dir := _ph and na(_pl) ? 1 : dir_, dirChg = ta.change(_dir)
var zz = array.new_float(0), zzOld = array.copy(zz)
float zzLive = _ph or _pl ? (dirChg ? add_to_zz(zz, _dir == 1 ? _ph : _pl, bar_index) : update_zz(zz, _dir == 1 ? _ph : _pl, bar_index, _dir)) : na
aA = ta.wma(srcTrendChannel, lenTrendChannel), b = ta.sma(srcTrendChannel, lenTrendChannel)
A = 4 * b - 3 * aA, B = 3 * aA - 2 * b
m = (A - B) / (lenTrendChannel - 1)
d = 0., for i = 0 to lenTrendChannel - 1 by 1
l = B + m * i
d += math.pow(srcTrendChannel - l, 2)
rmse = math.sqrt(d / (lenTrendChannel - 1)) * 2
float hb_ = ta.highestbars(lbPeriod) == 0 ? high : na
float lb_ = ta.lowestbars (lbPeriod) == 0 ? low : na
var int dir = 0
float zz_ = na
float pp = na
var int consCnt = 0
var float condHi = na
var float condLo = na
float H_ = ta.highest(lenCons)
float L_ = ta.lowest (lenCons)
var line lineUp = na
var line lineDn = na
bool breakUp = false
bool breakDn = false
var float[] pvh1_price = array.new_float(1000, na)
var int[] pvh1_time = array.new_int (1000, na)
var float[] pvl1_price = array.new_float(1000, na)
var int[] pvl1_time = array.new_int (1000, na)
var float[] pvh2_price = array.new_float(1000, na)
var int[] pvh2_time = array.new_int (1000, na)
var float[] pvl2_price = array.new_float(1000, na)
var int[] pvl2_time = array.new_int (1000, na)
var float htcmrll_price = na
var int htcmrll_time = na
var float ltcmrhh_price = na
var int ltcmrhh_time = na
var box[] long_boxes = array.new_box()
var box[] short_boxes = array.new_box()
var float temp_pv_0 = na
var float temp_pv_1 = na
var float temp_pv_2 = na
bool pvh = high < high[1] and high[1] > high[2]
bool pvl = low > low [1] and low [1] < low [2]
int pv1_time = bar_index[1]
float pv1_high = high[1]
float pv1_low = low [1]
float trigger_high = bos_type == "High and Low" ? high : math.max(open, close)
float trigger_low = bos_type == "High and Low" ? low : math.min(open, close)
rangeHigh = ta.highest(high, lookback)
rangeLow = ta.lowest(low, lookback)
rangeHeight = rangeHigh - rangeLow
histogramHeight = rangeHeight / levelNum
histogramLowList = array.new_float(levelNum, na)
histogramHighList = array.new_float(levelNum, na)
histogramBuyVolumeList = array.new_float(levelNum, 0.0)
histogramSellVolumeList = array.new_float(levelNum, 0.0)
var buyBars = array.new_box(365, na)
for i = 0 to 364
box.delete(array.get(buyBars, i))
var sellBars = array.new_box(365, na)
for i = 0 to 364
box.delete(array.get(sellBars, i))
// Colors
green = #00DD00, green50 = color.new(green, 50), green20 = color.new(green, 80)
red = #DD0000, red50 = color.new(red, 50), red20 = color.new(red, 80)
silver = #B2B5BE, silver50 = color.new(silver, 50), silver20 = color.new(silver, 80)
// Plots
atrBand = usePercSL ? (trigger ? low : high) * (percTrailingSL / 100) : ta.atr(14) * 2.2
atrStop = trigger ? low - atrBand : high + atrBand
lastTrade(src) => ta.valuewhen(bull or bear, src, 0)
entry_y = lastTrade(close)
stop_y = lastTrade(atrStop)
tp1_y = (entry_y-lastTrade(atrStop))*multTP1 + entry_y
tp2_y = (entry_y-lastTrade(atrStop))*multTP2 + entry_y
tp3_y = (entry_y-lastTrade(atrStop))*multTP3 + entry_y
labelTpSl(cond, y, txt, color) =>
label labelTpSl = enableTpSlAreas and cond ? label.new(bar_index + 1, y, txt, xloc.bar_index, yloc.price, color, label.style_label_left, color.white, size.normal) : na
label.delete(labelTpSl[1])
labelTpSl(none, entry_y, "Entry : " + str.tostring(math.round_to_mintick(entry_y)), color.orange)
labelTpSl(none, stop_y , "Stop loss : " + str.tostring(math.round_to_mintick(atrStop)), color.red)
labelTpSl(useTP1 and multTP1 != 0, tp1_y, "TP 1 : " + str.tostring(math.round_to_mintick(tp1_y)), color.green)
labelTpSl(useTP2 and multTP2 != 0, tp2_y, "TP 2 : " + str.tostring(math.round_to_mintick(tp2_y)), color.green)
labelTpSl(useTP3 and multTP3 != 0, tp3_y, "TP 3 : " + str.tostring(math.round_to_mintick(tp3_y)), color.green)
lineTpSl(cond, y, color, style) =>
line lineTpSl = enableTpSlAreas and cond ? line.new(bar_index - (trigger ? countBull : countBear), y, bar_index + 1, y, xloc.bar_index, extend.none, color, style) : na
line.delete(lineTpSl[1])
lineTpSl(none, entry_y, color.orange, line.style_dashed)
lineTpSl(none, stop_y , color.red , line.style_solid )
lineTpSl(useTP1 and multTP1 != 0, tp1_y, color.green, line.style_dotted)
lineTpSl(useTP2 and multTP2 != 0, tp2_y, color.green, line.style_dotted)
lineTpSl(useTP3 and multTP3 != 0, tp3_y, color.green, line.style_dotted)
var dashboard_loc = locationDashboard == "Top right" ? position.top_right : locationDashboard == "Top left" ? position.top_left : locationDashboard == "Middle right" ? position.middle_right : locationDashboard == "Middle left" ? position.middle_left : locationDashboard == "Bottom right" ? position.bottom_right : position.bottom_left
var dashboard_size = sizeDashboard == "Tiny" ? size.tiny : sizeDashboard == "Small" ? size.small : size.normal
var dashboard = table.new(dashboard_loc, 2, 20, colorBackground, colorFrame, 3, colorBorder, 3)
dashboard_cell(column, row, txt) => table.cell(dashboard, column, row, txt, 0, 0, color.white, text_size=dashboard_size)
dashboard_cell_bg(column, row, col) => table.cell_set_bgcolor(dashboard, column, row, col)
if barstate.islast and enableDashboard
dashboard_cell(0, 0 , "Current strategy")
dashboard_cell(0, 1 , "Current sensitivity")
dashboard_cell(0, 2 , "Current Position")
dashboard_cell(0, 3 , "Current trend")
dashboard_cell(0, 4 , "Trend strength")
dashboard_cell(0, 5 , "Volume")
dashboard_cell(0, 6 , "Volatility")
dashboard_cell(0, 7 , "Momentum")
dashboard_cell(0, 8 , "Timeframe trends📊"), table.merge_cells(dashboard, 0, 8, 1, 8)
dashboard_cell(0, 9 , "1 min")
dashboard_cell(0, 10, "3 min")
dashboard_cell(0, 11, "5 min")
dashboard_cell(0, 12, "10 min")
dashboard_cell(0, 13, "15 min")
dashboard_cell(0, 14, "30 min")
dashboard_cell(0, 15, "1 Hour")
dashboard_cell(0, 16, "2 Hour")
dashboard_cell(0, 17, "4 Hour")
dashboard_cell(0, 18, "12 Hour")
dashboard_cell(0, 19, "Daily")
dashboard_cell(1, 0 , strategy)
dashboard_cell(1, 1 , str.tostring(sensitivity))
dashboard_cell(1, 2 , strategy != "Trend scalper" ? (trigger ? "Buy" : "Sell") : ""), dashboard_cell_bg(1, 2, strategy != "Trend scalper" ? (trigger ? color.green : color.red) : colorBackground)
dashboard_cell(1, 3 , emaBull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 3, emaBull ? color.green : color.red)
dashboard_cell(1, 4 , str.tostring(bs, "0.0") + " %")
dashboard_cell(1, 5 , vosc > 0 ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 5, vosc > 0 ? color.green : color.red)
dashboard_cell(1, 6 , adx > 20 ? "Trending 🚀" : "Ranging ⚠️"), dashboard_cell_bg(1, 6, adx > 20 ? color.green : color.orange)
dashboard_cell(1, 7 , rsi > 50 ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 7, rsi > 50 ? color.green : color.red)
dashboard_cell(1, 9 , TF1Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 9 , TF1Bull ? color.green : color.red)
dashboard_cell(1, 10, TF3Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 10, TF3Bull ? color.green : color.red)
dashboard_cell(1, 11, TF5Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 11, TF5Bull ? color.green : color.red)
dashboard_cell(1, 12, TF10Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 12, TF10Bull ? color.green : color.red)
dashboard_cell(1, 13, TF15Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 13, TF15Bull ? color.green : color.red)
dashboard_cell(1, 14, TF30Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 14, TF30Bull ? color.green : color.red)
dashboard_cell(1, 15, TF60Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 15, TF60Bull ? color.green : color.red)
dashboard_cell(1, 16, TF120Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 16, TF120Bull ? color.green : color.red)
dashboard_cell(1, 17, TF240Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 17, TF240Bull ? color.green : color.red)
dashboard_cell(1, 18, TF720Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 18, TF720Bull ? color.green : color.red)
dashboard_cell(1, 19, TFDBull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 19, TFDBull ? color.green : color.red)
l(css, k) =>
line lr = enableAutoTrend ? line.new(bar_index - lenTrendChannel + 1, A + k, bar_index, B + k, extend=extend.right, color=css) : na
line.delete(lr[1])
l(color.blue, rmse), l(color.blue, 0), l(color.blue, -rmse)
//
//======================================
//version=5
indicator("[Elite Algo Modded]", overlay=true, max_lines_count=500, max_labels_count=500, max_boxes_count=350)
// FUNCTIONS
// Close to Close Volatility
f_coc(x, period, sqrtAnnual) =>
mean = ta.sma(x, period)
s = array.new_float(0)
for i = 0 to period - 1 by 1
array.push(s, math.pow(x - mean, 2))
sqrtAnnual * math.sqrt(array.sum(s) / (period - 1))
//
// Parkinson Volatility
f_park(period, sqrtAnnual) =>
var LOG2 = math.log(2)
powLogHighLow = math.pow(math.log(high / low), 2)
sqrtAnnual * math.sqrt(1.0 / period * math.sum(1.0 / (4.0 * LOG2) * powLogHighLow, period))
// Garman Klass Volatility
f_gk(period, sqrtAnnual) =>
var LOG2 = math.log(2)
var SQRT_1_PERIOD = math.sqrt(1 / period)
powLogHighLow = math.pow(math.log(high / low), 2)
powLogCloseOpen = math.pow(math.log(close / open), 2)
tmp = 0.5 * powLogHighLow - (2.0 * LOG2 - 1.0) * powLogCloseOpen
sqrtAnnual * math.sqrt(math.sum(tmp, period)) * SQRT_1_PERIOD
// Rogers Satchell Volatility
f_rsv(period, sqrtAnnual) =>
tmp = math.log(high / close) * math.log(high / open) + math.log(low / close) * math.log(low / open)
sqrtAnnual * math.sqrt(math.sum(tmp, period) / period)
// Garman Klass Yang Zhang Extension Volatility
f_gkyz(period, sqrtAnnual) =>
var LOG2 = math.log(2)
var SQRT_1_PERIOD = math.sqrt(1 / period)
powLogHighLow = math.pow(math.log(high / low), 2)
powLogCloseOpen = math.pow(math.log(close / open), 2)
lastClose = nz(close[1], close)
powLogOpenClose1 = math.pow(math.log(open / lastClose), 2)
tmp = powLogOpenClose1 + 0.5 * powLogHighLow - (2.0 * LOG2 - 1.0) * powLogCloseOpen
sqrtAnnual * math.sqrt(math.sum(tmp, period)) * SQRT_1_PERIOD
// Yang Zhang Volatility
f_yz(a, period, sqrtAnnual) =>
o = math.log(open) - math.log(nz(close[1], close))
u = math.log(high) - math.log(open)
d = math.log(low) - math.log(open)
c = math.log(close) - math.log(open)
nMinusOne = period - 1
avgo = ta.sma(o, period)
avgc = ta.sma(c, period)
so = array.new_float(0)
sc = array.new_float(0)
for i = 0 to period - 1 by 1
array.push(so, math.pow(o - avgo, 2))
array.push(sc, math.pow(c - avgc, 2))
sumo = array.sum(so)
sumc = array.sum(sc)
Vo = sumo / nMinusOne
Vc = sumc / nMinusOne
Vrs = math.sum(u * (u - c) + d * (d - c), period) / period
k = (a - 1.0) / (a + (period + 1.0) / nMinusOne)
sqrtAnnual * math.sqrt(Vo + k * Vc + (1.0 - k) * Vrs)
// Exponentially Weighted Volatility
f_ewma(source, period, sqrtAnnual) =>
var lambda = (period - 1) / (period + 1)
squared = math.pow(source, 2)
float v = na
v := lambda * nz(v[1], squared) + (1.0 - lambda) * squared
sqrtAnnual * math.sqrt(v)
// Mean Absolute Deviation (Adjusted)
f_mad(source, period, sqrtAnnual) =>
var SQRT_HALF_PI = math.sqrt(math.asin(1))
mean = ta.sma(source, period)
S = array.new_float(0)
for i = 0 to period - 1 by 1
array.push(S, math.abs(source - mean))
sumS = array.sum(S)
sqrtAnnual * (sumS / period) * SQRT_HALF_PI
// Median Absolute Deviation
f_mead(source, period, sqrtAnnual) =>
median = ta.percentile_nearest_rank(source, period, 50)
E = 0.0
for i = 0 to period - 1 by 1
E += math.abs(source - median)
E
sqrtAnnual * math.sqrt(2) * (E / period)
//Rescale Function
f_rescale(_src, _size) =>
math.max(0, math.min(_size, int(_src / 100 * _size)))
// label Panel Function
_label(T, color_PnL) =>
label PnL_Label = na
label.delete(PnL_Label[1])
PnL_Label := label.new(time, 0, text=T, color=color_PnL, textcolor=color.white, size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, textalign=text.align_left)
label.set_x(PnL_Label, label.get_x(PnL_Label) + math.round(ta.change(time) * 3))
// Round Function
Round(src, digits) =>
p = math.pow(10, digits)
math.round(math.abs(src) * p) / p * math.sign(src)
//Options for Inputs
ON = 'On'
OFF = 'Off'
CTC = 'Close to Close'
PKS = 'Parkinson'
GK = 'Garman Klass'
RS = 'Rogers Satchell'
GKYZ = 'Garman Klass Yang Zhang Extension'
YZ = 'Yang Zhang'
EWMA = 'EWMA'
MAD = 'Mean Absolute Deviation'
MAAD = 'Median Absolute Deviation'
L = 'Line'
SL = 'StepLine'
Ar = 'Area'
CL = 'Columns'
// Settings
H = EWMA
period = 10
Annual = 365
a = 1.34
Plen = 365
Pco = ON
sma = ON
malen = 55
bsg = OFF
stl = CL
lT = 3
i_invert = OFF
bg = OFF
sp = OFF
// bgcolor(bg ? color.new(#000000, 20) : na, title='Dark Background', transp=90)
var sqrtAnnual = math.sqrt(Annual) * 100
logr = math.log(close / close[1])
// Historical Volatiity Models
Hv = if H == CTC
f_coc(logr, period, sqrtAnnual)
else if H == PKS
f_park(period, sqrtAnnual)
else if H == RS
f_rsv(period, sqrtAnnual)
else if H == GK
f_gk(period, sqrtAnnual)
else if H == GKYZ
f_gkyz(period, sqrtAnnual)
else if H == EWMA
f_ewma(logr, period, sqrtAnnual)
else if H == YZ
f_yz(a, period, sqrtAnnual)
else if H == MAD
f_mad(logr, period, sqrtAnnual)
else
// H == "Median Absolute Deviation"
f_mead(logr, period, sqrtAnnual)
pstyle = stl == L ? plot.style_linebr : stl == SL ? plot.style_stepline : stl == Ar ? plot.style_area : stl == CL ? plot.style_columns : plot.style_line
//Hv Stats
avgHV = ta.sma(Hv, malen)
HVP = ta.percentrank(Hv, Plen)
NearZero = HVP < 1.5 ? 1 : 0
HV50 = ta.percentile_nearest_rank(Hv, Plen, 50)
// // Text Functions
// texthv() =>
// ' HV: ' + str.tostring(Round(Hv, 2))
// textphv() =>
// 'HV 50áµ—Ê° Percentile: ' + str.tostring(Round(HV50, 2))
// texthvp() =>
// 'HV Percentile: ' + str.tostring(Round(HVP, 2)) + 'áµ—Ê°'
// // Coloring
// var c_ = array.new_color(na)
// if barstate.isfirst
// array.push(c_, #0effff)
// array.push(c_, #00fdf6)
// array.push(c_, #00fbee)
// array.push(c_, #00f9e4)
// array.push(c_, #00f6db)
// array.push(c_, #00f4d1)
// array.push(c_, #13f1c6)
// array.push(c_, #24efbc)
// array.push(c_, #31ecb1)
// array.push(c_, #3ce9a6)
// array.push(c_, #47e69b)
// array.push(c_, #51e390)
// array.push(c_, #5adf85)
// array.push(c_, #62dc7a)
// array.push(c_, #6ad96e)
// array.push(c_, #72d563)
// array.push(c_, #7ad157)
// array.push(c_, #81cd4b)
// array.push(c_, #88ca3f)
// array.push(c_, #8fc532)
// array.push(c_, #96c123)
// array.push(c_, #9cbd0e)
// array.push(c_, #a3b800)
// array.push(c_, #a9b300)
// array.push(c_, #b0ae00)
// array.push(c_, #b6a900)
// array.push(c_, #bca300)
// array.push(c_, #c29e00)
// array.push(c_, #c29e00)
// array.push(c_, #c89800)
// array.push(c_, #ce9100)
// array.push(c_, #d48b00)
// array.push(c_, #da8400)
// array.push(c_, #df7c00)
// array.push(c_, #e57400)
// array.push(c_, #ea6c00)
// array.push(c_, #ef6200)
// array.push(c_, #f35800)
// array.push(c_, #f74c00)
// array.push(c_, #fb3e00)
// array.push(c_, #ff2d00)
// if i_invert
// array.reverse(c_)
// var sizeOf = array.size(c_) - 1
// colorHV = Pco ? array.get(c_, f_rescale(HVP, sizeOf)) : color.aqua
// Plots
// plot(Hv, 'HV', color=colorHV, linewidth=lT, style=plot.style_line)
// plot(sma ? avgHV : na, 'sma', color=color.new(#FFFFFF, 25), linewidth=2)
//bgcolor(Hv > avgHV ? color.lime : na)
// if sp
// _label(H + texthv() + '\n' + textphv() + '\n' + texthvp() + '\n\n', #000000c0)
// col2 = HVP >= 1 ? color.yellow : HVP <= 1 and HVP >= 0.5 ? color.orange : HVP <= 0.5 ? #8D0000 : color.silver
// // bgcolor(bsg and NearZero ? col2 : na, transp=50)
//Custrom MAS
maa = avgHV / 100 * 140
mab = avgHV / 100 * 180
mac = avgHV / 100 * 240
mad = avgHV / 100 * 60
mae = avgHV / 100 * 20
// Auto Sensivity Volatility Band Settings
float volatility = 0.0
if Hv < maa and Hv > avgHV // ilk band ust
volatility := 3.15
else if Hv < mab and Hv > maa // ikinci band ust
volatility := 3.5
else if Hv < mac and Hv > mab // ucuncu band ust
volatility := 3.6
else if Hv > mac // volatilite en ust degerde
volatility := 4
else if Hv < maa and Hv > mad // altdaki ilk band
volatility := 3
else if Hv < mad and Hv > mae // altdaki ikinci band
volatility := 2.85
else if Hv < mae // volatilite butun bandlarin anltinda
volatility := 3
//plot(volatility,color = color.red)
// plot(maa, 'maa', color=color.new(color.aqua, 25))
// plot(mab, 'mab', color=color.new(color.aqua, 25))
// plot(mac, 'mac', color=color.new(color.aqua, 25))
// plot(mad, 'mad', color=color.new(color.aqua, 25))
// plot(mae, 'mae', color=color.new(color.aqua, 25))
//-------------- Elite Algo v22 | elitesignals.com -----------------//
// Get user input
enableDashboard = input(true, "Enable Dashboard", group="DASHBOARD SETTINGS")
locationDashboard = input.string("Middle right", "Location", ["Top right", "Top left", "Middle right", "Middle left", "Bottom right", "Bottom left"], group="DASHBOARD SETTINGS")
sizeDashboard = input.string("Tiny", "Size", ["Tiny", "Small", "Normal"], group="DASHBOARD SETTINGS")
colorBackground = input(#2A2E39, "Bg color", group="DASHBOARD SETTINGS")
colorFrame = input(#2A2E39, "Frame color", group="DASHBOARD SETTINGS")
colorBorder = input(#363A45, "Border color", group="DASHBOARD SETTINGS")
showSignals = input(true, "Show signals", group="BUY AND SELL SIGNALS SETTINGS")
strategy = input.string("Normal", "Strategy", ["Normal", "Confirmed", "Trend scalper"], group="BUY AND SELL SIGNALS SETTINGS")
sensitivity11 = input.float(defval=1.8, title="Sensitivity", minval=1, maxval=20, group = 'Signals')
sensitivity = sensitivity11
auto_button = input.bool(defval = true , title = "Auto Sensitivity", group = 'Signals')
consSignalsFilter = input(false, "Consolidation signals filter", group="BUY AND SELL SIGNALS SETTINGS")
smartSignalsOnly = input(false, "Smart signals only", group="BUY AND SELL SIGNALS SETTINGS")
candleColors = input(false, "Candle colors", group="BUY AND SELL SIGNALS SETTINGS")
momentumCandles = input(false, "Momentum candles", group="BUY AND SELL SIGNALS SETTINGS")
highVolSignals = input(false, "High volume signals only", group="BUY AND SELL SIGNALS SETTINGS")
enableTrailingSL = input(false, "Enable trailing stop-loss", group="RISK MANAGEMENT SETTINGS")
usePercSL = input(false, "% Trailing sl", inline="2", group="RISK MANAGEMENT SETTINGS")
percTrailingSL = input.float(1, "", 0, step=0.1, inline="2", group="RISK MANAGEMENT SETTINGS")
enableSwings = input(false, "Enable Swing High's & Swing's Low's", inline="3", group="RISK MANAGEMENT SETTINGS")
periodSwings = input.int(10, "", 2, inline="3", group="RISK MANAGEMENT SETTINGS")
enableTpSlAreas = input(false, "Enable take profit/stop-loss areas", group="RISK MANAGEMENT SETTINGS")
useTP1 = input(true, "", inline="4", group="RISK MANAGEMENT SETTINGS")
multTP1 = input.float(1, "TP 1", 0, inline="4", group="RISK MANAGEMENT SETTINGS")
useTP2 = input(true, "", inline="5", group="RISK MANAGEMENT SETTINGS")
multTP2 = input.float(2, "TP 2", 0, inline="5", group="RISK MANAGEMENT SETTINGS")
useTP3 = input(true, "", inline="6", group="RISK MANAGEMENT SETTINGS")
multTP3 = input.float(3, "TP 3", 0, inline="6", group="RISK MANAGEMENT SETTINGS")
tpLabels = input(true, "Take profit labels", group="RISK MANAGEMENT SETTINGS")
showTrendCloud = input(true, "Show Trend cloud", group="TREND CLOUD SETTINGS")
periodTrendCloud = input.string("New", "Trend cloud period", ["Short term", "Long term", "New"], group="TREND CLOUD SETTINGS")
signalsTrendCloud = input(false, "Trend only signals", group="TREND CLOUD SETTINGS")
fastTrendCloud = input(false, "Fast trend cloud", group="TREND CLOUD SETTINGS")
fastTrendCloudLen = input.int(55, "Fast trend cloud", 2, group="TREND CLOUD SETTINGS")
enableAutoTrend = input(false, "Enable Auto Trendlines", group="AUTO TRENDLINES SETTINGS")
srcTrendChannel = input(close, "Trend channel source", group="AUTO TRENDLINES SETTINGS")
lenTrendChannel = input.int(200, "Trend channel loopback", 2, group="AUTO TRENDLINES SETTINGS")
enableSR = input(false, "Enable support and resistance", group="AUTO SUPPORT AND RESISTANCE SETTINGS")
lineSrStyle = input.string("Dashed", "Line Style", ["Solid", "Dotted", "Dashed"], group="AUTO SUPPORT AND RESISTANCE SETTINGS")
lineSrWidth = input.int(2, "Line Width", 1, 4, group="AUTO SUPPORT AND RESISTANCE SETTINGS")
showCons = input(false, "Consolidation Zones", group="CONSOLIDATION ZONES")
lbPeriod = input.int(10, "Loopback Period", 2, 50, group="CONSOLIDATION ZONES")
lenCons = input.int(5, "Min Consolidation Length", 2, 20, group="CONSOLIDATION ZONES")
paintCons = input(true, "Paint Consolidation Area", group="CONSOLIDATION ZONES")
colorZone = input(color.new(color.blue, 70), "Zone Color", group="CONSOLIDATION ZONES")
box_ob = input.bool(false, "Toggle Order Block", group="ORDER BLOCK")
box_hide_gray = input.bool(false, "Hide gray boxes", group="ORDER BLOCK")
bos_type = input.string("High and Low", "MSB trigger", ["High and Low", "Close and Open"], group="ORDER BLOCK")
box_sv = input.bool(true, "Plot demand boxes", group="ORDER BLOCK")
box_test_delay = input.int(3, "Delay to count test of demand box", 1, group="ORDER BLOCK")
box_fill_delay = input.int(3, "Delay to count fill of demand box", 1, group="ORDER BLOCK")
box_test_sv = input.bool(true, "Dim tested demand boxes", group="ORDER BLOCK")
box_stop_sv = input.bool(true, "Stop plotting filled demand boxes", group="ORDER BLOCK")
eliteVP = input(false, "Elite volume profile", group="ELITE VOLUME PROFILE")
colorBorderVP = input(color.new(color.black, 80), "Border color", group="ELITE VOLUME PROFILE")
colorBuyVP = input(#7F1623, "Buy volume", group="ELITE VOLUME PROFILE")
colorSellVP = input(#00DD00, "Sell volume", group="ELITE VOLUME PROFILE")
offset = input.int(2, "Offset", 2, 20, group="ELITE VOLUME PROFILE")
lookback = input.int(100, "Lookback", 14, 10000, group="ELITE VOLUME PROFILE")
levelNum = input.int(100, "Number of levels", 10, 1000, group="ELITE VOLUME PROFILE")
levelWidth = input.int(50, "Level width", 2, 100, group="ELITE VOLUME PROFILE")
if auto_button == false
sensitivity
else if auto_button == true
sensitivity := volatility
// Functions
f_chartTfInMinutes() =>
float _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)
atr(len) =>
tr = ta.tr
atr = 0.0
atr := nz(atr[1] + (tr - atr[1]) / len, tr)
supertrend(src, factor, len) =>
atr = ta.atr(len)
upperBand = src + factor * atr
lowerBand = src - factor * atr
prevLowerBand = nz(lowerBand[1])
prevUpperBand = nz(upperBand[1])
lowerBand := lowerBand > prevLowerBand or close[1] < prevLowerBand ? lowerBand : prevLowerBand
upperBand := upperBand < prevUpperBand or close[1] > prevUpperBand ? upperBand : prevUpperBand
int direction = na
float superTrend = na
prevSuperTrend = superTrend[1]
if prevSuperTrend == prevUpperBand
direction := close > upperBand ? 1 : -1
else
direction := close < lowerBand ? -1 : 1
superTrend := direction == 1 ? lowerBand : direction == -1 ? upperBand : na
dchannel(len)=>
hh = ta.highest(len)
ll = ta.lowest (len)
trend = 0
trend := close > hh[1] ? 1 : close < ll[1] ? -1 : nz(trend[1])
trendScalper(show, len1, len2, len3, colorBull, colorBear, colorBarBull, colorBarBear) =>
avgOC = math.avg(open, close)
ha_o = 0.0, ha_o := na(ha_o[1]) ? avgOC : (ha_o[1] + ohlc4[1]) / 2
ema1 = ta.ema(ha_o, len1), ema2 = ta.ema(ha_o, len2), ema3 = ta.ema(ha_o, len3)
ris1 = ema1 > ema1[1], ris2 = ema2 > ema2[1], ris3 = ema3 > ema3[1]
fal1 = ema1 < ema1[1], fal2 = ema2 < ema2[1], fal3 = ema3 < ema3[1]
colorEma1 = ris1 ? colorBull : fal1 ? colorBear : na, colorEma2 = ris2 ? colorBull : fal2 ? colorBear : na, colorEma3 = ris3 ? colorBull : fal3 ? colorBear : na
fillEma1 = avgOC > ema1 ? colorBull : avgOC < ema1 ? colorBear : na, fillEma2 = ema1 > ema2 ? colorBull : ema1 < ema2 ? colorBear : na, fillEma3 = ema2 > ema3 ? colorBull : ema2 < ema3 ? colorBear : na
colorBar = close < ema1 and close < ema2 ? colorBarBear : colorBarBull
[avgOC, show ? ema1 : na, show ? ema2 : na, show ? ema3 : na, color.new(colorEma1, 55), color.new(colorEma2, 45), color.new(colorEma3, 35), color.new(fillEma1, 85), color.new(fillEma2, 80), color.new(fillEma3, 75), colorBar]
candlesMom() =>
[_, _, macd] = ta.macd(close, 12, 26, 9)
(macd > 0 and macd > macd[1]) or (macd < 0 and macd < macd[1])
trailingSL(buy, sell, factor, len, usePerc, perc) =>
atr = atr(len)
upperBand = high + (usePerc ? high * (perc / 100) : factor * atr)
lowerBand = low - (usePerc ? low * (perc / 100) : factor * atr)
prevLowerBand = nz(lowerBand[1])
prevUpperBand = nz(upperBand[1])
lowerBand := lowerBand > prevLowerBand or buy ? lowerBand : prevLowerBand
upperBand := upperBand < prevUpperBand or sell ? upperBand : prevUpperBand
int direction = na
float stop = na
prevSuperTrend = stop[1]
if prevSuperTrend == prevUpperBand
direction := buy ? 1 : -1
else
direction := sell ? -1 : 1
stop := direction == 1 ? lowerBand : direction == -1 ? upperBand : na
add_to_zz(zz, val, bi) =>
array.unshift(zz, bi)
array.unshift(zz, val)
if array.size(zz) > 12
array.pop(zz)
update_zz(zz, val, bi, dir) =>
if array.size(zz) == 0
add_to_zz(zz, val, bi)
else
if dir == 1 and val > array.get(zz, 0) or dir == -1 and val < array.get(zz, 0)
array.set(zz, 0, val)
array.set(zz, 1, bi)
0
float ph = ta.pivothigh(high, 10, 10)
float pl = ta.pivotlow (low , 10, 10)
LSRstyle = lineSrStyle == "Dashed" ? line.style_dashed : lineSrStyle == "Solid" ? line.style_solid : line.style_dotted
prdhighest = ta.highest(300)
prdlowest = ta.lowest (300)
cwidth = (prdhighest - prdlowest) * 10 / 100
var pivotvals = array.new_float(0)
if ph or pl
array.unshift(pivotvals, ph ? ph : pl)
if array.size(pivotvals) > 20
array.pop(pivotvals)
get_sr_vals(ind) =>
float lo = array.get(pivotvals, ind)
float hi = lo
int numpp = 0
for y = 0 to array.size(pivotvals) - 1 by 1
float cpp = array.get(pivotvals, y)
float wdth = cpp <= lo ? hi - cpp : cpp - lo
if wdth <= cwidth
lo := cpp <= lo ? cpp : lo
hi := cpp > lo ? cpp : hi
numpp += 1
numpp
[hi, lo, numpp]
var sr_up_level = array.new_float(0)
var sr_dn_level = array.new_float(0)
sr_strength = array.new_float(0)
find_loc(strength) =>
ret = array.size(sr_strength)
for i = ret > 0 ? array.size(sr_strength) - 1 : na to 0 by 1
if strength <= array.get(sr_strength, i)
break
ret := i
ret
ret
check_sr(hi, lo, strength) =>
ret = true
for i = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1
if array.get(sr_up_level, i) >= lo and array.get(sr_up_level, i) <= hi or array.get(sr_dn_level, i) >= lo and array.get(sr_dn_level, i) <= hi
if strength >= array.get(sr_strength, i)
array.remove(sr_strength, i)
array.remove(sr_up_level, i)
array.remove(sr_dn_level, i)
ret
else
ret := false
ret
break
ret
// Get components
rsi = ta.rsi(close, 14)
vosc = ta.obv - ta.ema(ta.obv, 20)
bs = ta.ema(nz(math.abs((open - close) / (high - low) * 100)), 3)
ema = ta.ema(close, 200)
emaBull = close > ema
equal_tf(res) => str.tonumber(res) == f_chartTfInMinutes()
higher_tf(res) => str.tonumber(res) > f_chartTfInMinutes()
too_small_tf(res) => (timeframe.isweekly and res=="1") or (timeframe.ismonthly and str.tonumber(res) < 10)
securityNoRep(sym, res, src) =>
bool bull = na
bull := equal_tf(res) ? src : bull
bull := higher_tf(res) ? request.security(sym, res, src, barmerge.gaps_off, barmerge.lookahead_on) : bull
bull_array = request.security_lower_tf(syminfo.tickerid, higher_tf(res) ? str.tostring(f_chartTfInMinutes()) : too_small_tf(res) ? (timeframe.isweekly ? "3" : "10") : res, src)
if array.size(bull_array) > 1 and not equal_tf(res) and not higher_tf(res)
bull := array.pop(bull_array)
array.clear(bull_array)
bull
TF1Bull = securityNoRep(syminfo.tickerid, "1" , emaBull)
TF3Bull = securityNoRep(syminfo.tickerid, "3" , emaBull)
TF5Bull = securityNoRep(syminfo.tickerid, "5" , emaBull)
TF10Bull = securityNoRep(syminfo.tickerid, "10" , emaBull)
TF15Bull = securityNoRep(syminfo.tickerid, "15" , emaBull)
TF30Bull = securityNoRep(syminfo.tickerid, "30" , emaBull)
TF60Bull = securityNoRep(syminfo.tickerid, "60" , emaBull)
TF120Bull = securityNoRep(syminfo.tickerid, "120" , emaBull)
TF240Bull = securityNoRep(syminfo.tickerid, "240" , emaBull)
TF720Bull = securityNoRep(syminfo.tickerid, "720" , emaBull)
TFDBull = securityNoRep(syminfo.tickerid, "1440", emaBull)
ema150 = ta.ema(close, 150)
ema250 = ta.ema(close, 250)
hma55 = ta.hma(close, 55 )
[_, _, macd] = ta.macd(close, 12, 26, 9)
supertrend = supertrend(ohlc4, sensitivity, 10)
maintrend = dchannel(30)
confBull = (ta.crossover (close, supertrend) or (ta.crossover (close, supertrend)[1] and maintrend[1] < 0)) and macd > 0 and macd > macd[1] and ema150 > ema250 and hma55 > hma55[2] and maintrend > 0
confBear = (ta.crossunder(close, supertrend) or (ta.crossunder(close, supertrend)[1] and maintrend[1] > 0)) and macd < 0 and macd < macd[1] and ema150 < ema250 and hma55 < hma55[2] and maintrend < 0
trendcloud = supertrend(ohlc4, periodTrendCloud == "Long term" ? 7 : 4, 10)
hma = fastTrendCloud ? ta.hma(close, fastTrendCloudLen) : na
none = close > 0
[_, _, adx] = ta.dmi(14, 14)
consFilter = adx > 20
smartFilter = ta.ema(close, 200)
volFilter = (ta.ema(volume, 25) - ta.ema(volume, 26)) / ta.ema(volume, 26) > 0
trendFilter = trendcloud
bull = (strategy == "Normal" ? ta.crossover (close, supertrend) : confBull and not confBull[1]) and strategy != "Trend scalper" and (smartSignalsOnly ? close > smartFilter : none) and (consSignalsFilter ? consFilter : none) and (highVolSignals ? volFilter : none) and (signalsTrendCloud ? (periodTrendCloud == "New" ? ema150 > ema250 : close > trendFilter) : none)
bear = (strategy == "Normal" ? ta.crossunder(close, supertrend) : confBear and not confBear[1]) and strategy != "Trend scalper" and (smartSignalsOnly ? close < smartFilter : none) and (consSignalsFilter ? consFilter : none) and (highVolSignals ? volFilter : none) and (signalsTrendCloud ? (periodTrendCloud == "New" ? ema150 < ema250 : close < trendFilter) : none)
countBull = ta.barssince(bull)
countBear = ta.barssince(bear)
trigger = nz(countBull, bar_index) < nz(countBear, bar_index) ? 1 : 0
[avgOC, ema5, ema9, ema21, colorEma5, colorEma9, colorEma21, fillEma5, fillEma9, fillEma21, colorBar] = trendScalper(strategy == "Trend scalper" ? true : false, 5, 9, 21, color.green, color.red, #00DD00, #DD0000)
trailingStop = trailingSL(bull, bear, 2.2, 14, usePercSL, percTrailingSL)
float _ph = ta.highestbars(high, periodSwings) == 0 ? high : na
float _pl = ta.lowestbars (low, periodSwings) == 0 ? low : na
var _dir = 0, dir_ = _pl and na(_ph) ? -1 : _dir, _dir := _ph and na(_pl) ? 1 : dir_, dirChg = ta.change(_dir)
var zz = array.new_float(0), zzOld = array.copy(zz)
float zzLive = _ph or _pl ? (dirChg ? add_to_zz(zz, _dir == 1 ? _ph : _pl, bar_index) : update_zz(zz, _dir == 1 ? _ph : _pl, bar_index, _dir)) : na
aA = ta.wma(srcTrendChannel, lenTrendChannel), b = ta.sma(srcTrendChannel, lenTrendChannel)
A = 4 * b - 3 * aA, B = 3 * aA - 2 * b
m = (A - B) / (lenTrendChannel - 1)
d = 0., for i = 0 to lenTrendChannel - 1 by 1
l = B + m * i
d += math.pow(srcTrendChannel - l, 2)
rmse = math.sqrt(d / (lenTrendChannel - 1)) * 2
float hb_ = ta.highestbars(lbPeriod) == 0 ? high : na
float lb_ = ta.lowestbars (lbPeriod) == 0 ? low : na
var int dir = 0
float zz_ = na
float pp = na
var int consCnt = 0
var float condHi = na
var float condLo = na
float H_ = ta.highest(lenCons)
float L_ = ta.lowest (lenCons)
var line lineUp = na
var line lineDn = na
bool breakUp = false
bool breakDn = false
var float[] pvh1_price = array.new_float(1000, na)
var int[] pvh1_time = array.new_int (1000, na)
var float[] pvl1_price = array.new_float(1000, na)
var int[] pvl1_time = array.new_int (1000, na)
var float[] pvh2_price = array.new_float(1000, na)
var int[] pvh2_time = array.new_int (1000, na)
var float[] pvl2_price = array.new_float(1000, na)
var int[] pvl2_time = array.new_int (1000, na)
var float htcmrll_price = na
var int htcmrll_time = na
var float ltcmrhh_price = na
var int ltcmrhh_time = na
var box[] long_boxes = array.new_box()
var box[] short_boxes = array.new_box()
var float temp_pv_0 = na
var float temp_pv_1 = na
var float temp_pv_2 = na
bool pvh = high < high[1] and high[1] > high[2]
bool pvl = low > low [1] and low [1] < low [2]
int pv1_time = bar_index[1]
float pv1_high = high[1]
float pv1_low = low [1]
float trigger_high = bos_type == "High and Low" ? high : math.max(open, close)
float trigger_low = bos_type == "High and Low" ? low : math.min(open, close)
rangeHigh = ta.highest(high, lookback)
rangeLow = ta.lowest(low, lookback)
rangeHeight = rangeHigh - rangeLow
histogramHeight = rangeHeight / levelNum
histogramLowList = array.new_float(levelNum, na)
histogramHighList = array.new_float(levelNum, na)
histogramBuyVolumeList = array.new_float(levelNum, 0.0)
histogramSellVolumeList = array.new_float(levelNum, 0.0)
var buyBars = array.new_box(365, na)
for i = 0 to 364
box.delete(array.get(buyBars, i))
var sellBars = array.new_box(365, na)
for i = 0 to 364
box.delete(array.get(sellBars, i))
// Colors
green = #00DD00, green50 = color.new(green, 50), green20 = color.new(green, 80)
red = #DD0000, red50 = color.new(red, 50), red20 = color.new(red, 80)
silver = #B2B5BE, silver50 = color.new(silver, 50), silver20 = color.new(silver, 80)
// Plots
atrBand = usePercSL ? (trigger ? low : high) * (percTrailingSL / 100) : ta.atr(14) * 2.2
atrStop = trigger ? low - atrBand : high + atrBand
lastTrade(src) => ta.valuewhen(bull or bear, src, 0)
entry_y = lastTrade(close)
stop_y = lastTrade(atrStop)
tp1_y = (entry_y-lastTrade(atrStop))*multTP1 + entry_y
tp2_y = (entry_y-lastTrade(atrStop))*multTP2 + entry_y
tp3_y = (entry_y-lastTrade(atrStop))*multTP3 + entry_y
labelTpSl(cond, y, txt, color) =>
label labelTpSl = enableTpSlAreas and cond ? label.new(bar_index + 1, y, txt, xloc.bar_index, yloc.price, color, label.style_label_left, color.white, size.normal) : na
label.delete(labelTpSl[1])
labelTpSl(none, entry_y, "Entry : " + str.tostring(math.round_to_mintick(entry_y)), color.orange)
labelTpSl(none, stop_y , "Stop loss : " + str.tostring(math.round_to_mintick(atrStop)), color.red)
labelTpSl(useTP1 and multTP1 != 0, tp1_y, "TP 1 : " + str.tostring(math.round_to_mintick(tp1_y)), color.green)
labelTpSl(useTP2 and multTP2 != 0, tp2_y, "TP 2 : " + str.tostring(math.round_to_mintick(tp2_y)), color.green)
labelTpSl(useTP3 and multTP3 != 0, tp3_y, "TP 3 : " + str.tostring(math.round_to_mintick(tp3_y)), color.green)
lineTpSl(cond, y, color, style) =>
line lineTpSl = enableTpSlAreas and cond ? line.new(bar_index - (trigger ? countBull : countBear), y, bar_index + 1, y, xloc.bar_index, extend.none, color, style) : na
line.delete(lineTpSl[1])
lineTpSl(none, entry_y, color.orange, line.style_dashed)
lineTpSl(none, stop_y , color.red , line.style_solid )
lineTpSl(useTP1 and multTP1 != 0, tp1_y, color.green, line.style_dotted)
lineTpSl(useTP2 and multTP2 != 0, tp2_y, color.green, line.style_dotted)
lineTpSl(useTP3 and multTP3 != 0, tp3_y, color.green, line.style_dotted)
var dashboard_loc = locationDashboard == "Top right" ? position.top_right : locationDashboard == "Top left" ? position.top_left : locationDashboard == "Middle right" ? position.middle_right : locationDashboard == "Middle left" ? position.middle_left : locationDashboard == "Bottom right" ? position.bottom_right : position.bottom_left
var dashboard_size = sizeDashboard == "Tiny" ? size.tiny : sizeDashboard == "Small" ? size.small : size.normal
var dashboard = table.new(dashboard_loc, 2, 20, colorBackground, colorFrame, 3, colorBorder, 3)
dashboard_cell(column, row, txt) => table.cell(dashboard, column, row, txt, 0, 0, color.white, text_size=dashboard_size)
dashboard_cell_bg(column, row, col) => table.cell_set_bgcolor(dashboard, column, row, col)
if barstate.islast and enableDashboard
dashboard_cell(0, 0 , "Current strategy")
dashboard_cell(0, 1 , "Current sensitivity")
dashboard_cell(0, 2 , "Current Position")
dashboard_cell(0, 3 , "Current trend")
dashboard_cell(0, 4 , "Trend strength")
dashboard_cell(0, 5 , "Volume")
dashboard_cell(0, 6 , "Volatility")
dashboard_cell(0, 7 , "Momentum")
dashboard_cell(0, 8 , "Timeframe trends📊"), table.merge_cells(dashboard, 0, 8, 1, 8)
dashboard_cell(0, 9 , "1 min")
dashboard_cell(0, 10, "3 min")
dashboard_cell(0, 11, "5 min")
dashboard_cell(0, 12, "10 min")
dashboard_cell(0, 13, "15 min")
dashboard_cell(0, 14, "30 min")
dashboard_cell(0, 15, "1 Hour")
dashboard_cell(0, 16, "2 Hour")
dashboard_cell(0, 17, "4 Hour")
dashboard_cell(0, 18, "12 Hour")
dashboard_cell(0, 19, "Daily")
dashboard_cell(1, 0 , strategy)
dashboard_cell(1, 1 , str.tostring(sensitivity))
dashboard_cell(1, 2 , strategy != "Trend scalper" ? (trigger ? "Buy" : "Sell") : ""), dashboard_cell_bg(1, 2, strategy != "Trend scalper" ? (trigger ? color.green : color.red) : colorBackground)
dashboard_cell(1, 3 , emaBull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 3, emaBull ? color.green : color.red)
dashboard_cell(1, 4 , str.tostring(bs, "0.0") + " %")
dashboard_cell(1, 5 , vosc > 0 ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 5, vosc > 0 ? color.green : color.red)
dashboard_cell(1, 6 , adx > 20 ? "Trending 🚀" : "Ranging ⚠️"), dashboard_cell_bg(1, 6, adx > 20 ? color.green : color.orange)
dashboard_cell(1, 7 , rsi > 50 ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 7, rsi > 50 ? color.green : color.red)
dashboard_cell(1, 9 , TF1Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 9 , TF1Bull ? color.green : color.red)
dashboard_cell(1, 10, TF3Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 10, TF3Bull ? color.green : color.red)
dashboard_cell(1, 11, TF5Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 11, TF5Bull ? color.green : color.red)
dashboard_cell(1, 12, TF10Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 12, TF10Bull ? color.green : color.red)
dashboard_cell(1, 13, TF15Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 13, TF15Bull ? color.green : color.red)
dashboard_cell(1, 14, TF30Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 14, TF30Bull ? color.green : color.red)
dashboard_cell(1, 15, TF60Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 15, TF60Bull ? color.green : color.red)
dashboard_cell(1, 16, TF120Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 16, TF120Bull ? color.green : color.red)
dashboard_cell(1, 17, TF240Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 17, TF240Bull ? color.green : color.red)
dashboard_cell(1, 18, TF720Bull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 18, TF720Bull ? color.green : color.red)
dashboard_cell(1, 19, TFDBull ? "Bullish" : "Bearish"), dashboard_cell_bg(1, 19, TFDBull ? color.green : color.red)
l(css, k) =>
line lr = enableAutoTrend ? line.new(bar_index - lenTrendChannel + 1, A + k, bar_index, B + k, extend=extend.right, color=css) : na
line.delete(lr[1])
l(color.blue, rmse), l(color.blue, 0), l(color.blue, -rmse)
//
//======================================
開源腳本
在真正的TradingView精神中，這個腳本的作者以開源的方式發佈，這樣交易員可以理解和驗證它。請向作者致敬！您可以免費使用它，但在出版物中再次使用這段程式碼將受到網站規則的約束。 您可以收藏它以在圖表上使用。
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