RiViL Lin&Hull & Heel&Toe

indicator(title = 'RiViL Lin&Hull & Heel&Toe', shorttitle = 'RiViL Lin&Hull & Heel&Toe', overlay=true, max_bars_back=1000, max_lines_count=300)

src = input(defval=close, title='Source', group='RiViL Lin&Hull (RLH)')
len = input.int(defval=100, title='Length', minval=10, group='RiViL Lin&Hull (RLH)')
devlen = input.float(defval=2., title='Deviation', minval=0.1, step=0.1, group='RiViL Lin&Hull (RLH)')
extendit = input(defval=true, title='Extend Lines', group='RiViL Lin&Hull (RLH)')
showfibo = input(defval=false, title='Show Fibonacci Levels', group='RiViL Lin&Hull (RLH)')
showbroken = input.bool(defval=true, title='Show Broken Channel', inline='brk', group='RiViL Lin&Hull (RLH)')
brokencol = input.color(defval=color.blue, title='', inline='brk', group='RiViL Lin&Hull (RLH)')
upcol = input.color(defval=color.lime, title='Up/Down Trend Colors', inline='trcols', group='RiViL Lin&Hull (RLH)')
dncol = input.color(defval=color.red, title='', inline='trcols', group='RiViL Lin&Hull (RLH)')
widt = input(defval=2, title='Line Width', group='RiViL Lin&Hull (RLH)')

var fibo_ratios = array.new_float(0)
var colors = array.new_color(2)
if barstate.isfirst
    array.unshift(colors, upcol)
    array.unshift(colors, dncol)
    array.push(fibo_ratios, 0.236)
    array.push(fibo_ratios, 0.382)
    array.push(fibo_ratios, 0.618)
    array.push(fibo_ratios, 0.786)

get_channel(src, len) =>
    mid = math.sum(src, len) / len
    slope = ta.linreg(src, len, 0) - ta.linreg(src, len, 1)
    intercept = mid - slope * math.floor(len / 2) + (1 - len % 2) / 2 * slope
    endy = intercept + slope * (len - 1)
    dev = 0.0
    for x = 0 to len - 1 by 1
        dev += math.pow(src[x] - (slope * (len - x) + intercept), 2)
        dev
    dev := math.sqrt(dev / len)
    [intercept, endy, dev, slope]

[y1_, y2_, dev, slope] = get_channel(src, len)

outofchannel = slope > 0 and close < y2_ - dev * devlen ? 0 : slope < 0 and close > y2_ + dev * devlen ? 2 : -1

var reglines = array.new_line(3)
var fibolines = array.new_line(4)
for x = 0 to 2 by 1
    if not showbroken or outofchannel != x or nz(outofchannel[1], -1) != -1
        line.delete(array.get(reglines, x))
    else
        line.set_color(array.get(reglines, x), color=brokencol)
        line.set_width(array.get(reglines, x), width=2)
        line.set_style(array.get(reglines, x), style=line.style_dotted)
        line.set_extend(array.get(reglines, x), extend=extend.none)

    array.set(reglines, x, line.new(x1=bar_index - (len - 1), y1=y1_ + dev * devlen * (x - 1), x2=bar_index, y2=y2_ + dev * devlen * (x - 1), color=array.get(colors, math.round(math.max(math.sign(slope), 0))), style=x % 2 == 1 ? line.style_solid : line.style_dashed, width=widt, extend=extendit ? extend.right : extend.none))
if showfibo
    for x = 0 to 3 by 1
        line.delete(array.get(fibolines, x))
        array.set(fibolines, x, line.new(x1=bar_index - (len - 1), y1=y1_ - dev * devlen + dev * devlen * 2 * array.get(fibo_ratios, x), x2=bar_index, y2=y2_ - dev * devlen + dev * devlen * 2 * array.get(fibo_ratios, x), color=array.get(colors, math.round(math.max(math.sign(slope), 0))), style=line.style_dotted, width=widt, extend=extendit ? extend.right : extend.none))

var label sidelab = label.new(x=bar_index - (len - 1), y=y1_, text='S', size=size.large)
txt = slope > 0 ? slope > slope[1] ? '⇑' : '⇗' : slope < 0 ? slope < slope[1] ? '⇓' : '⇘' : '⇒'
stl = slope > 0 ? slope > slope[1] ? label.style_label_up : label.style_label_upper_right : slope < 0 ? slope < slope[1] ? label.style_label_down : label.style_label_lower_right : label.style_label_right
label.set_style(sidelab, stl)
label.set_text(sidelab, txt)
label.set_x(sidelab, bar_index - (len - 1))
label.set_y(sidelab, slope > 0 ? y1_ - dev * devlen : slope < 0 ? y1_ + dev * devlen : y1_)
label.set_color(sidelab, slope > 0 ? upcol : slope < 0 ? dncol : color.blue)

alertcondition(outofchannel, title='Channel Broken', message='Channel Broken')

trendisup = math.sign(slope) != math.sign(slope[1]) and slope > 0
trendisdown = math.sign(slope) != math.sign(slope[1]) and slope < 0
alertcondition(trendisup, title='Up trend', message='Up trend')
alertcondition(trendisdown, title='Down trend', message='Down trend')

length = input.int(16, minval=1)
price = input(ohlc4, title='Source')
showCrossovers = input(true, title='Show crossovers')
hull = ta.wma(2 * ta.wma(price, length / 2) - ta.wma(price, length), math.round(math.sqrt(length)))
plot(hull, title='Hull', color=ta.change(hull) < 0 ? #ff0000 : #00ff0a, linewidth=2, transp=0)

plotshape(showCrossovers and ta.crossover(price, hull), color=color.new(#00ff0a, 0), style=shape.circle, location=location.belowbar)
plotshape(showCrossovers and ta.crossunder(price, hull), color=color.new(#ff0000, 0), style=shape.circle, location=location.abovebar)

alertcondition(ta.crossover(price, hull) or ta.crossunder(price, hull), title='Hull MA cross', message='Hull cross - {{exchange}}:{{ticker}}, Price = {{price}}, Hull = {{hull}}, Volume = {{volume}}, Time =  {{timenow}}')
alertcondition(ta.crossunder(price, hull), title='Hull MA sell', message='Hull sell')
alertcondition(ta.crossover(price, hull), title='Hull MA buy', message='Hull buy')

AUTO = "Auto"
DAILY = "Daily"
WEEKLY = "Weekly"
MONTHLY = "Monthly"
QUARTERLY = "Quarterly"
YEARLY = "Yearly"
BIYEARLY = "Biyearly"
TRIYEARLY = "Triyearly"
QUINQUENNIALLY = "Quinquennially"
DECENNIALLY = "Decennially"

TRADITIONAL = "Traditional"
FIBONACCI = "Fibonacci"
WOODIE = "Woodie"
CLASSIC = "Classic"
DEMARK = "DM"
CAMARILLA = "Camarilla"

kind = input.string(title="Type", defval="Traditional", options=[TRADITIONAL, FIBONACCI, WOODIE, CLASSIC, DEMARK, CAMARILLA], group='Heel&Toe')
pivot_time_frame = input.string(title="Pivots Timeframe", defval=AUTO, options=[AUTO, DAILY, WEEKLY, MONTHLY, QUARTERLY, YEARLY, BIYEARLY, TRIYEARLY, QUINQUENNIALLY, DECENNIALLY], group='Heel&Toe')
look_back = input.int(title="Number of Pivots Back", defval=15, minval=1, maxval=5000, group='Heel&Toe')
is_daily_based = input.bool(title="Use Daily-based Values", defval=true, tooltip="When this option is unchecked, Pivot Points will use intraday data while calculating on intraday charts. If Extended Hours are displayed on the chart, they will be taken into account during the pivot level calculation. If intraday OHLC values are different from daily-based values (normal for stocks), the pivot levels will also differ.", group='Heel&Toe')
show_labels = input.bool(title="Show Labels", defval=true, inline="labels", group='Heel&Toe')
position_labels = input.string("Left", "", options=["Left", "Right"], inline="labels", group='Heel&Toe')

var DEF_COLOR = color.blue
var arr_time = array.new_int()
var p = array.new_float()
p_show = input.bool(true, "P‏  ‏  ‏  ‏  ‏  ‏  ‏  ‏", inline="P")
p_color = input.color(DEF_COLOR, "", inline="P")
var r1 = array.new_float()
var s1 = array.new_float()
s1r1_show = input.bool(true, "S1/R1", inline="S1/R1")
s1r1_color = input.color(DEF_COLOR, "", inline="S1/R1")
var r2 = array.new_float()
var s2 = array.new_float()
s2r2_show = input.bool(true, "S2/R2", inline="S2/R2")
s2r2_color = input.color(DEF_COLOR, "", inline="S2/R2")
var r3 = array.new_float()
var s3 = array.new_float()
s3r3_show = input.bool(true, "S3/R3", inline="S3/R3")
s3r3_color = input.color(DEF_COLOR, "", inline="S3/R3")
var r4 = array.new_float()
var s4 = array.new_float()
s4r4_show = input.bool(true, "S4/R4", inline="S4/R4")
s4r4_color = input.color(DEF_COLOR, "", inline="S4/R4")
var r5 = array.new_float()
var s5 = array.new_float()
s5r5_show = input.bool(true, "S5/R5", inline="S5/R5")
s5r5_color = input.color(DEF_COLOR, "", inline="S5/R5")
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])

get_pivot_resolution() =>
    resolution = "M"
    if pivot_time_frame == AUTO
        if timeframe.isintraday
            resolution := timeframe.multiplier <= 15 ? "D" : "W"
        else if timeframe.isweekly or timeframe.ismonthly
            resolution := "12M"
    else if pivot_time_frame == DAILY
        resolution := "D"
    else if pivot_time_frame == WEEKLY
        resolution := "W"
    else if pivot_time_frame == MONTHLY
        resolution := "M"
    else if pivot_time_frame == QUARTERLY
        resolution := "3M"
    else if pivot_time_frame == YEARLY or pivot_time_frame == BIYEARLY or pivot_time_frame == TRIYEARLY or pivot_time_frame == QUINQUENNIALLY or pivot_time_frame == DECENNIALLY
        resolution := "12M"
    resolution

var lines = array.new_line()
var labels = array.new_label()

draw_line(i, pivot, col) =>
    if array.size(arr_time) > 1
        array.push(lines, line.new(array.get(arr_time, i), array.get(pivot, i), array.get(arr_time, i + 1), array.get(pivot, i), color=col, xloc=xloc.bar_time))

draw_label(i, y, txt, txt_color) =>
    if show_labels
        offset = '‏  ‏  ‏  ‏  ‏'
        labels_align_str_left= position_labels == "Left" ? txt + offset : offset + txt
        x = position_labels == "Left" ? array.get(arr_time, i) : array.get(arr_time, i + 1)
        array.push(labels, label.new(x = x, y=y, text=labels_align_str_left, textcolor=txt_color, style=label.style_label_center, color=#00000000, xloc=xloc.bar_time))

traditional() =>
    pivotX_Median = (pivotX_prev_high + pivotX_prev_low + pivotX_prev_close) / 3
    array.push(p, pivotX_Median)
    array.push(r1, pivotX_Median * 2 - pivotX_prev_low)
    array.push(s1, pivotX_Median * 2 - pivotX_prev_high)
    array.push(r2, pivotX_Median + 1 * (pivotX_prev_high - pivotX_prev_low))
    array.push(s2, pivotX_Median - 1 * (pivotX_prev_high - pivotX_prev_low))
    array.push(r3, pivotX_Median * 2 + (pivotX_prev_high - 2 * pivotX_prev_low))
    array.push(s3, pivotX_Median * 2 - (2 * pivotX_prev_high - pivotX_prev_low))
    array.push(r4, pivotX_Median * 3 + (pivotX_prev_high - 3 * pivotX_prev_low))
    array.push(s4, pivotX_Median * 3 - (3 * pivotX_prev_high - pivotX_prev_low))
    array.push(r5, pivotX_Median * 4 + (pivotX_prev_high - 4 * pivotX_prev_low))
    array.push(s5, pivotX_Median * 4 - (4 * pivotX_prev_high - pivotX_prev_low))

fibonacci() =>
    pivotX_Median = (pivotX_prev_high + pivotX_prev_low + pivotX_prev_close) / 3
    pivot_range = pivotX_prev_high - pivotX_prev_low
    array.push(p, pivotX_Median)
    array.push(r1, pivotX_Median + 0.382 * pivot_range)
    array.push(s1, pivotX_Median - 0.382 * pivot_range)
    array.push(r2, pivotX_Median + 0.618 * pivot_range)
    array.push(s2, pivotX_Median - 0.618 * pivot_range)
    array.push(r3, pivotX_Median + 1 * pivot_range)
    array.push(s3, pivotX_

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