Binocular

indicator("Binocular", overlay=true, max_bars_back = 5000)

useDaily = input(true, title='Use Daily Data to Calculate HV (default), otherwise chart TF')
LookBack = input.int(21, minval=1)
annual = input.int(252, minval=1)
DaystoExpire_ = input.int(defval=0, minval=0, title='Calender Days to Expiry (0=Auto, default)')
src_111 = input(close, title='Settlement Source (close=default)')
sLength_ = input.int(1, minval=1, title='Settlement Volume Weighted Average Length (1=Use end of day)')

showset  = input(title="Settlement", defval=true, group='Settlement')
stddev1 = input(true, title='Display 1x Standard Deviation Levels', group='Settlement')
stddev2 = input(false, title='Display 2x Standard Deviation Levels',group='Settlement')
stddev3 = input(false, title='Display 3x Standard Deviation Levels',group='Settlement')
pivotNow = input(false, title='Display Only Todays Deviation Levels',group='Settlement')
showstd1 = input(title="Dev1 Labels", defval=true, group='Settlement')
showstd2 = input(title="Dev2 Labels", defval=false,group='Settlement')
showstd3 = input(title="Dev3 Labels", defval=false, group='Settlement')

dodgerblue = #1E90FF

sLength = timeframe.isintraday ? sLength_ : 1
nstart = request.security(syminfo.tickerid, 'D', bar_index, barmerge.gaps_off, barmerge.lookahead_on)
start1 = request.security(syminfo.tickerid, 'D', time, barmerge.gaps_off, barmerge.lookahead_on)
first = request.security(syminfo.tickerid, 'D', ta.valuewhen(barstate.islast, time, 0), barmerge.gaps_off, barmerge.lookahead_on)

nohist = nstart <= math.max(sLength, LookBack) + 1

change_1 = ta.change(start1)
newDay = nohist ? false : timeframe.isintraday ? change_1 : dayofmonth(time) < dayofmonth(time[1])

hv = 0.0
stdev_1 = ta.stdev(math.log(src_111 / src_111[1]), LookBack)
security_1 = request.security(syminfo.tickerid, 'D', stdev_1 * math.sqrt(annual), barmerge.gaps_off, barmerge.lookahead_on)
stdev_2 = ta.stdev(math.log(src_111 / src_111[1]), LookBack)
hv_ = useDaily ? security_1 : stdev_2 * math.sqrt(annual)
hv := newDay ? hv_ : nz(hv[1], hv_)
hinow = high
hinow := newDay ? high : high > hinow[1] ? high : hinow[1]
lonow = low
lonow := newDay ? low : low < lonow[1] ? low : lonow[1]

prevhi = ta.valuewhen(newDay, hinow[1], 0)
prevlo = ta.valuewhen(newDay, lonow[1], 0)

valuewhen_1 = ta.valuewhen(start1[1] <= time, src_111, 0)
vwma_1 = ta.vwma(src_111[1], sLength)
settlement = sLength == 1 ? valuewhen_1 : vwma_1
settlement := newDay ? settlement : nz(settlement[1], open[1])

firstDay = dayofmonth(start1) == dayofmonth(first) and month(start1) == month(first) and year(start1) == year(first)
stdhv = 0.0
DaystoExpire = DaystoExpire_ == 0 ? timeframe.isintraday ? useDaily ? 1 : math.min(annual, 1440 / timeframe.multiplier) : LookBack : DaystoExpire_
stdhv := newDay ? settlement * hv * math.sqrt(DaystoExpire / annual) : nz(stdhv[1])

stdhv05 = stdhv * 0.5
stdhv07 = stdhv * 0.7
stdhv1 = stdhv
Stdhv05u = settlement + stdhv05
Stdhv05d = settlement - stdhv05
Stdhv07u = settlement + stdhv07
Stdhv07d = settlement - stdhv07
Stdhv1u  = settlement + stdhv1
Stdhv1d  = settlement - stdhv1

SettleM = plot(not nohist and showset and (not pivotNow or firstDay) and not newDay ? settlement : na, color=color.new(#ec186d, 0), title='Settlement', linewidth=2, style=plot.style_linebr)
stdhv05u = plot(not nohist and stddev1 and (not pivotNow or firstDay) and not newDay ? settlement + stdhv05 : na, color=color.new(color.orange, 20), title='+0.5 SD', linewidth=1, style=plot.style_linebr)
stdhv05d = plot(not nohist and stddev1 and (not pivotNow or firstDay) and not newDay ? settlement - stdhv05 : na, color=color.new(color.orange, 20), title='-0.5 SD', linewidth=1, style=plot.style_linebr)
stdhv07u = plot(not nohist and stddev1 and (not pivotNow or firstDay) and not newDay ? settlement + stdhv07 : na, color=color.new(color.red, 20), title='+0.7 SD', linewidth=1, style=plot.style_linebr)
stdhv07d = plot(not nohist and stddev1 and (not pivotNow or firstDay) and not newDay ? settlement - stdhv07 : na, color=color.new(color.red, 20), title='-0.7 SD', linewidth=1, style=plot.style_linebr)
stdhv1u = plot(not nohist and stddev1 and (not pivotNow or firstDay) and not newDay ? settlement + stdhv1 : na, color=color.new(color.lime, 20), title='+1 SD', linewidth=3, style=plot.style_linebr)
stdhv1d = plot(not nohist and stddev1 and (not pivotNow or firstDay) and not newDay ? settlement - stdhv1 : na, color=color.new(color.lime, 20), title='-1 SD', linewidth=3, style=plot.style_linebr)

if showset
    settlement = label.new(start1, settlement, text='Settlement', xloc=xloc.bar_time, textcolor=color.new(#ec186d,0), style=label.style_none)
    label.delete(settlement[1])

if stddev1
    if Stdhv05u
        Stdhv05u = label.new(start1, Stdhv05u, text='+0.5', xloc=xloc.bar_time, textcolor=color.new(color.orange,0), style=label.style_none)
        label.delete(Stdhv05u[1])
    if Stdhv05d
        Stdhv05d = label.new(start1, Stdhv05d, text='-0.5', xloc=xloc.bar_time, textcolor=color.new(color.orange,0), style=label.style_none)
        label.delete(Stdhv05d[1])
    if Stdhv07u
        Stdhv07u = label.new(start1, Stdhv07u, text='+0.7', xloc=xloc.bar_time, textcolor=color.new(color.red,0), style=label.style_none)
        label.delete(Stdhv07u[1])
    if Stdhv07d
        Stdhv07d = label.new(start1, Stdhv07d, text='-0.7', xloc=xloc.bar_time, textcolor=color.new(color.red,0), style=label.style_none)
        label.delete(Stdhv07d[1])
    if Stdhv1u
        Stdhv1u = label.new(start1, Stdhv1u, text='+1.0', xloc=xloc.bar_time, textcolor=color.new(color.lime,10), style=label.style_none)
        label.delete(Stdhv1u[1])
    if Stdhv1d
        Stdhv1d = label.new(start1, Stdhv1d, text='-1.0', xloc=xloc.bar_time, textcolor=color.new(color.lime,10), style=label.style_none)
        label.delete(Stdhv1d[1])

tgrp = "???????????????? TRADE SETUP ????????????????"
bfr = input.float(0.02,title = "Entry Buffer",inline = "1",group = tgrp)
tm = input.session("Last Trade", title = "", options = ["Last Trade","All Trade"],inline = "1",group = tgrp)
eb = input.bool(true,title = "Entry",inline = "2",group = tgrp)
tb1 = input.bool(true,title = "Target 1",inline = "2",group = tgrp)
tb2 = input.bool(true,title = "Target 2",inline = "2",group = tgrp)
tb3 = input.bool(true,title = "Target 3",inline = "2",group = tgrp)
slb = input.bool(true,title = "Stop Loss",inline = "2",group = tgrp)

gr1 = "???????????????? VWAP ????????????????"
vwapd = input.bool(true,"",inline="1",group=gr1)
vwapw = input.bool(false,"",inline="1",group=gr1)
vwapm = input.bool(false,"",inline="1",group=gr1)
src = input.source(hlc3,title="Source",inline="1",group=gr1)
dvc = ta.vwap(close) > close ? color.new(color.fuchsia,0) : color.new(color.blue,0)
wvc = color.new(#44f513,0)
mvc = color.new(color.yellow,0)

gr2 = "???????????????? MA ????????????????"
mab1 = input.bool(false,"",inline="1",group=gr2)
mat1 = input.string(title = "", defval = "SMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"],inline="1", group=gr2)
mas1 = input.source(hlc3,title="",inline="1",group=gr2)
mal1 = input.int(21,title="",inline="1",group=gr2)
c1 =   color.new(color.lime,0)

mab2 = input.bool(false,"",inline="2",group=gr2)
mat2 = input.string(title = "", defval = "SMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"],inline="2", group=gr2)
mas2 = input.source(hlc3,title="",inline="2",group=gr2)
mal2 = input.int(44,title="",inline="2",group=gr2)
c2 = color.new(color.red,0)
mab3 = input.bool(false,"",inline="3",group=gr2)
mat3 = input.string(title = "", defval = "SMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"],inline="3", group=gr2)
mas3 = input.source(hlc3,title="",inline="3",group=gr2)
mal3 = input.int(100,title="",inline="3",group=gr2)
c3 = color.new(color.blue,0)

tab = "???????????????? TABLE ????????????????"
plt = input.bool(true,title="P/L Table",inline="1",group=tab)
TablePos = input.string(title="Table Location", defval="Bottom Right", options=["Top Right",  "Middle Right",  "Bottom Right", 
              "Top Center", "Middle Center", "Bottom Center", "Top Left",   "Middle Left",   "Bottom Left"], inline="1", group=tab)

size = input.string(title="Table Size", defval="Auto", options=["Auto",  "Huge",  "Large", "Normal", "Small", "Tiny"], inline="1", group=tab)

tbgc = color.new(color.black,0)
brc = color.new(color.white,0)
tw = input.int(2,"",inline="1",group=tab)

tablelocation(string TablePos,string size) =>
    _TablePos= TablePos== "Top Right"    ? position.top_right: 
           TablePos== "Middle Right" ? position.middle_right:  
           TablePos== "Bottom Right" ? position.bottom_right: 
           TablePos== "Top Center"   ? position.top_center: 
           TablePos== "Middle Center"? position.middle_center:
           TablePos== "Bottom Center"? position.bottom_center:
           TablePos== "Top Left"     ? position.top_left: 
           TablePos== "Middle Left"  ? position.middle_left:position.bottom_left
    _size= size == "Auto" ? size.auto:  size == "Huge"  ? size.huge: 
       size == "Large"? size.large: size == "Normal"? size.normal: 
       size == "Small"? size.small: size.tiny
    [_TablePos,_size]

DefineLabel(bool but,int pos,int index,float Price,color color_,string text_)=>
    var label _offsetLabel=na
    line li = na
    label msg = na
    if barstate.islast and index > 0 and pos != 0 and but
        li := line.new(index, Price, bar_index+5, Price, extend=extend.right,color=color_)
        _offsetLabel := label.new(bar_index + 10, Price,text = text_+" : "+ str.tostring(int(math.round(Price,2))),color=color_,textcolor=color_,style=label.style_none)

    label.delete(_offsetLabel[1])
    line.delete(li[1])

entry(bool plt,table testTable,string _size,int bs,int pos,int index,float Price,float sl) =>
    label le = na
    line li = na
    if barstate.islast and pos == 0
        if bs == 1
            txt = "BUY ABOVE : " + str.tostring(int(math.round(Price,2)))
            li := line.new(index, Price, bar_index+5, Price, extend=extend.right,color=color.new(color.lime,0),style=line.style_dashed)
            le := label.new(bar_index + 10, Price, text= txt, style=label.style_none,textcolor=color.new(color.lime,0),textalign=text.align_left)

        if bs == -1
            txt = "SELL BELLOW : " + str.tostring(int(math.round(Price,2)))
            li := line.new(index, Price, bar_index+5, Price, extend=extend.right,color=color.new(color.red,0),style=line.style_dashed)
            le := label.new(bar_index + 10, Price, text= txt, style=label.style_none,textcolor=color.new(color.red,0),textalign=text.align_left)
    label.delete(le[1])
    line.delete(li[1])    

    pl = 0.0
    pl := pos == 1 ? math.max((high - Price),nz(pl[1])) : pos == -1 ? math.max((Price - low),nz(pl[1])) : 0
    plp = math.round(math.abs(pl*100/Price),2)

    htc = color.new(color.white,0)
    btc = color.new(color.white,0)
    bg = bs == 1 ? color.new(#025d06,0) : color.new(#b60000,0)
    if barstate.islast and plt
        table.cell(table_id = testTable, column = 0, row = 0, text = "Entry",text_color=htc,text_size=_size)
        table.cell(table_id = testTable, column = 1, row = 0, text = "SL",text_color=htc,text_size=_size)
        table.cell(table_id = testTable, column = 0, row = 1, text = str.tostring(int(math.round(Price,2))), bgcolor = bg,text_color=btc,text_size=_size)
        table.cell(table_id = testTable, column = 1, row = 1, text = str.tostring(int(math.round(sl,2))), bgcolor = bg,text_color=btc,text_size=_size)

showema = input(title='Show EMA', defval=true)
len1 = input.int(30, minval=1, title='MA1')
len2 = input.int(35, minval=1, title='MA2')
len3 = input.int(40, minval=1, title='MA3')
len4 = input.int(45, minval=1, title='MA4')
len5 = input.int(50, minval=1, title='MA5')
len6 = input.int(60, minval=1, title='MA6')

ma1 = ta.ema(close, len1)
ma2 = ta.ema(close, len2)
ma3 = ta.ema(close, len3)
ma4 = ta.ema(close, len4)
ma5 = ta.ema(close, len5)
ma6 = ta.ema(close, len6)

plot(showema ? ma1 : na, title='MA1', color=close > ma1 ? color.new(color.green, 0) : color.new(color.red,0))
plot(showema ? ma2 : na, title='MA2', color=close > ma2 ? color.new(color.green,0) : color.new(color.red, 0))
plot(showema ? ma3 : na, title='MA3', color=close > ma3 ? color.new(color.green,0) : color.new(color.red, 0))
plot(showema ? ma4 : na, title='MA4', color=close > ma4 ? color.new(color.green, 0) : color.new(color.red,0))
plot(showema ? ma5 : na, title='MA5', color=close > ma5 ? color.new(#44f513, 0) : color.new(#ff0000,0), linewidth=3, style=plot.style_line)
plot(showema ? ma6 : na, title='MA6', color=close > ma6 ? color.new(color.green, 0) : color.new(color.red,0))

longCond = bool(na)
shortCond = bool(na)
longCond := ma1 > ma6 and ma2 > ma6 and ma3 > ma6 and ma4 > ma6 and ma5 > ma6
shortCond :=  ma1 < ma6 and ma2 < ma6 and ma3 < ma6 and ma4 < ma6 and ma5 < ma6

CondIni = 0
CondIni := longCond ? 1 : shortCond ? -1 : CondIni[1]
longCondition = longCond and CondIni[1] == -1
shortCondition = shortCond and CondIni[1] == 1

signalType = input.string(title='Signal Smoothing Type', defval='SMA', options=['EMA', 'SMA'])
signalLength = input(title='Signal Smoothing Length', defval=21)
src420 = input(title='Source', defval=close)
highlightCrossovers = input(title='Highlight Crossovers ?', defval=false)
applyFilling = input(title='Apply Ribbon Filling ?', defval=true)

signal_1 = signalType == 'EMA' ? ta.ema(ta.pvt, signalLength) : ta.sma(ta.pvt, signalLength)

calculation(float bfr) =>
    time_limit = timestamp(2222, 1, 31, 23, 00)
    display = timenow < time_limit
    rsi1 = ta.rsi(close,25)
    rsi2 = ta.rsi(close,55)

    length = 10
    mult = 2.2
    useClose = true

    atr = mult * ta.atr(length)

    longStop = (useClose ? ta.highest(close, length) : ta.highest(length)) - atr
    longStopPrev = nz(longStop[1], longStop)
    longStop := close[1] > longStopPrev ? math.max(longStop, longStopPrev) : longStop

    shortStop = (useClose ? ta.lowest(close, length) : ta.lowest(length)) + atr
    shortStopPrev = nz(shortStop[1], shortStop)
    shortStop := close[1] < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop

    var int dir = 1
    dir := close > shortStopPrev ? 1 : close < longStopPrev ? -1 : dir

    BUY = dir == 1 and ta.pvt > signal_1 and rsi1 > rsi2
    SELL = dir == -1 and ta.pvt < signal_1 and rsi1 < rsi2    

    var bool buy=false
    var bool sell = false
    var bool buy1=false
    var bool sell1 = false

    var float HighVal=na
    var float LowVal = na

    var float Stoploss=na
    var float Target1 = na
    var float Target2 = na
    var float Target3 = na
    var float Target4 = na
    var index = 0
    var pos = 0
    var bs = 0
    var en = 0.0
    if  display
        if BUY and BUY[1]==false and buy==false
            bs := 1
            label.new(bar_index,close,text='',size=size.normal,color=color.new(color.green,100),yloc=yloc.belowbar,style=label.style_label_up,textcolor=color.new(color.white,100))
            pos := 0
            index := bar_index
            buy:=true
            sell:=false
            sell1:=false
            en := high*(1+bfr/100)
            HighVal:=high*(1+bfr/100)
            Stoploss:=math.min(low[1],low)            
            diff = (high-low[1])*2
            Target1:=high+diff
            Target2:=Target1+diff
            Target3:=Target2+diff
            Target4:=Target3+diff

        if SELL and SELL[1]==false and sell==false
            bs := -1
            label.new(bar_index,close,text='',size=size.normal,color=color.new(color.red,100),yloc=yloc.abovebar,style=label.style_label_down,textcolor=color.new(color.white,100))
            pos := 0
            index := bar_index
            sell:=true
            buy:=false
            buy1:=false
            en := low*(1-bfr/100)
            LowVal:=low*(1-bfr/100)
            Stoploss:=math.max(high[1],high)
            diff = (high[1]-low)*2
            Target1:=low-diff
            Target2:=Target1-diff
            Target3:=Target2-diff
            Target4:=Target3-diff

        if buy and high>HighVal and buy1==false
            label.new(bar_index,close,text='',size=size.tiny,color=color.new(color.green,100),yloc=yloc.belowbar,style=label.style_triangleup,textcolor=color.new(color.white,0))
            pos := 1
            buy1:=true
            sell1:=false

        if sell and low<LowVal and sell1==false
            label.new(bar_index,close,text='',size=size.tiny,color=color.new(color.red,100),yloc=yloc.abovebar,style=label.style_triangledown,textcolor=color.new(color.white,0))
            pos := -1
            buy1:=false
            sell1:=true

    [bs,pos,index,en,Stoploss,Target1,Target2,Target3]

vwapc(float src,string tf1,string tf2,string tf3) =>
    time_limit = timestamp(2222, 1, 31, 23, 00)
    display = timenow < time_limit

    v1 = display ? ta.vwap(src, timeframe.change(tf1)) : na
    v2 = display ? ta.vwap(src, timeframe.change(tf2)) : na
    v3 = display ? ta.vwap(src, timeframe.change(tf3)) : na

    [v1,v2,v3]

ma(float source,simple int length,string type) =>
    time_limit = timestamp(2222, 1, 31, 23, 00)
    display = timenow < time_limit
    if display
        switch type
            "SMA" => ta.sma(source, length)
            "EMA" => ta.ema(source, length)
            "SMMA (RMA)" => ta.rma(source, length)
            "WMA" => ta.wma(source, length)
            "VWMA" => ta.vwma(source, length)
    else
        na

[bs,pos,index,e,sl,t1,t2,t3] = calculation(bfr)

plot(tm == "All Trade" and eb and pos != 0 ? e : na, title = "Entry", color=color.new(#019a66,0), style = plot.style_linebr)
plot(tm == "All Trade" and tb1 and pos != 0 ? t1 : na, title = "TG 1",color=color.new(color.lime,0), style = plot.style_linebr)
plot(tm == "All Trade" and tb2 and pos != 0 ? t2 : na, title = "TG 2",color=color.new(color.lime,0), style = plot.style_linebr)
plot(tm == "All Trade" and tb3 and pos != 0 ? t3 : na, title = "TG 3",color=color.new(color.lime,0), style = plot.style_linebr)
plot(tm == "All Trade" and slb and pos != 0 ? sl : na, title = "SL",color=color.new(color.red,0), style = plot.style_linebr)

DefineLabel(eb,pos,index,e,color.new(#019a66,0),'EN')
DefineLabel(slb,pos,index,sl,color.new(color.red,0),'SL')
DefineLabel(tb1,pos,index,t1,color.new(color.green,0),'TG1')
DefineLabel(tb2,pos,index,t2,color.new(color.green,0),'TG2')
DefineLabel(tb3,pos,index,t3,color.new(color.green,0),'TG3')

[_TablePos,_size] = tablelocation(TablePos,size)
var testTable = table.new(_TablePos, 3, 2, bgcolor = tbgc, frame_color = brc, frame_width = tw, border_color = brc, border_width = tw)

entry(plt,testTable,_size,bs,pos,index,e,sl)

[v1,v2,v3] = vwapc(src,"D","W","M")

plot(vwapd?v1:na, title = "Daily VWAP", color=dvc, linewidth=2)
plot(vwapw?v2:na, title = "Weekly VWAP", color=wvc, linewidth=2)
plot(vwapm?v3:na, title = "Monthly VWAP", color=mvc, linewidth=2)

plot(mab1 ? ma(mas1,mal1,mat1) : na, title = "MA 1", color=c1)
plot(mab2 ? ma(mas2,mal2,mat2) : na, title = "MA 2", color=c2)
plot(mab3 ? ma(mas3,mal3,mat3) : na, title = "MA 3", color=c3)

signal() =>
    rsi1 = ta.rsi(close,25)
    rsi2 = ta.rsi(close,55)

    length = 10
    mult = 2.2
    useClose = true

    atr = mult * ta.atr(length)

    longStop = (useClose ? ta.highest(close, length) : ta.highest(length)) - atr
    longStopPrev = nz(longStop[1], longStop)
    longStop := close[1] > longStopPrev ? math.max(longStop, longStopPrev) : longStop

    shortStop = (useClose ? ta.lowest(close, length) : ta.lowest(length)) + atr
    shortStopPrev = nz(shortStop[1], shortStop)
    shortStop := close[1] < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop

    var int dir = 1
    dir := close > shortStopPrev ? 1 : close < longStopPrev ? -1 : dir

    BUY = dir == 1 and ta.pvt > signal_1
    SELL = dir == -1 and ta.pvt < signal_1
    [BUY,SELL]

mtf_t = input.bool(true,title="P/L Table",inline="1", group = "MTF SIGNAL")
mtf_p = input.string(title="Table Location", defval="Top Right", options=["Top Right",  "Middle Right",  "Bottom Right

Показано первые 50% кода (символов: 32950)