indicator scalping strategy 3 minutes for tradingview.pine

VERSION                   = 'v6_1_23'// 2023.10.13
strategy(
  'XXX',
  shorttitle              = 'XXX ' + VERSION,
  overlay                 = true,
  explicit_plot_zorder    = true,
  pyramiding              = 0,
  default_qty_type        = strategy.percent_of_equity,
  default_qty_value       = 10,
  calc_on_every_tick      = false,
  process_orders_on_close = true)

G_SCRIPT01   = '■ ' + 'SAIYAN OCC'

res                       = input.timeframe('15',  'TIMEFRAME', group ="NON REPAINT")
useRes                    = input(true,            'Use Alternate Signals')
intRes                    = input(8,               'Multiplier for Alernate Signals')
basisType                 = input.string('ALMA',   'MA Type: ', options=['TEMA', 'HullMA', 'ALMA'])
basisLen                  = input.int(2,           'MA Period', minval=1)
offsetSigma               = input.int(5,           'Offset for LSMA / Sigma for ALMA', minval=0)
offsetALMA                = input.float(0.85,      'Offset for ALMA', minval=0, step=0.01)
scolor                    = input(false,           'Show coloured Bars to indicate Trend?')
delayOffset               = input.int(0,           'Delay Open/Close MA', minval=0, step=1,
                  tooltip = 'Forces Non-Repainting')
tradeType                 = input.string('BOTH',   'What trades should be taken : ',
                  options = ['LONG', 'SHORT', 'BOTH', 'NONE'])

h                         = input(false,           'Signals for Heikin Ashi Candles')

swing_length              = input.int(10,          'Swing High/Low Length', group = 'Settings', minval = 1, maxval = 50)
history_of_demand_to_keep = input.int(20,          'History To Keep', minval = 5, maxval = 50)
box_width                 = input.float(2.5,       'Supply/Demand Box Width', group = 'Settings', minval = 1, maxval = 10, step = 0.5)

show_zigzag               = input.bool(false,      'Show Zig Zag', group = 'Visual Settings', inline = '1')
show_price_action_labels  = input.bool(false,      'Show Price Action Labels', group = 'Visual Settings', inline = '2')

supply_color              = input.color(#00000000, 'Supply', group = 'Visual Settings', inline = '3')
supply_outline_color      = input.color(#00000000, 'Outline', group = 'Visual Settings', inline = '3')

demand_color              = input.color(#00000000, 'Demand', group = 'Visual Settings', inline = '4')
demand_outline_color      = input.color(#00000000, 'Outline', group = 'Visual Settings', inline = '4')

bos_label_color           = input.color(#00000000, 'BOS Label', group = 'Visual Settings', inline = '5')
poi_label_color           = input.color(#00000000, 'POI Label', group = 'Visual Settings', inline = '7')
poi_border_color          = input.color(#00000000, 'POI border', group = 'Visual Settings', inline = '7')
swing_type_color          = input.color(#00000000, 'Price Action Label', group = 'Visual Settings', inline = '8')
zigzag_color              = input.color(#00000000, 'Zig Zag', group = 'Visual Settings', inline = '9')

f_array_add_pop(array, new_value_to_add) =>
    array.unshift(array, new_value_to_add)
    array.pop(array)

f_sh_sl_labels(array, swing_type) =>

    var string label_text = na
    if swing_type == 1
        if array.get(array, 0) >= array.get(array, 1)
            label_text := 'HH'
        else
            label_text := 'LH'
        label.new(
          bar_index - swing_length,
          array.get(array,0),
          text = label_text,
          style = label.style_label_down,
          textcolor = swing_type_color,
          color = swing_type_color,
          size = size.tiny)

    else if swing_type == -1
        if array.get(array, 0) >= array.get(array, 1)
            label_text := 'HL'
        else
            label_text := 'LL'
        label.new(
          bar_index - swing_length,
          array.get(array,0),
          text = label_text,
          style = label.style_label_up,
          textcolor = swing_type_color,
          color = swing_type_color,
          size = size.tiny)

f_check_overlapping(new_poi, box_array, atrValue) =>

    atr_threshold = atrValue * 2
    okay_to_draw = true

    for i = 0 to array.size(box_array) - 1
        top = box.get_top(array.get(box_array, i))
        bottom = box.get_bottom(array.get(box_array, i))
        poi = (top + bottom) / 2

        upper_boundary = poi + atr_threshold
        lower_boundary = poi - atr_threshold

        if new_poi >= lower_boundary and new_poi <= upper_boundary
            okay_to_draw := false
            break
        else 
            okay_to_draw := true
    okay_to_draw

f_supply_demand(value_array, bn_array, box_array, label_array, box_type, atrValue) =>
    atr_buffer = atrValue * (box_width / 10)
    box_left   = array.get(bn_array, 0)
    box_right  = bar_index
    var float box_top = 0.00
    var float box_bottom = 0.00
    var float poi = 0.00
    if box_type == 1
        box_top := array.get(value_array, 0)
        box_bottom := box_top - atr_buffer
        poi := (box_top + box_bottom) / 2
    else if box_type == -1
        box_bottom := array.get(value_array, 0)
        box_top := box_bottom + atr_buffer
        poi := (box_top + box_bottom) / 2
    okay_to_draw = f_check_overlapping(poi, box_array, atrValue)

    if box_type == 1 and okay_to_draw
        box.delete( array.get(box_array, array.size(box_array) - 1) )
        f_array_add_pop(box_array, box.new( left = box_left, top = box_top, right = box_right, bottom = box_bottom, border_color = supply_outline_color,
             bgcolor = supply_color, extend = extend.right, text = 'SUPPLY', text_halign = text.align_center, text_valign = text.align_center, text_color = poi_label_color, text_size = size.small, xloc = xloc.bar_index))

        box.delete( array.get(label_array, array.size(label_array) - 1) )
        f_array_add_pop(label_array, box.new( left = box_left, top = poi, right = box_right, bottom = poi, border_color = poi_border_color,
             bgcolor = poi_border_color, extend = extend.right, text = 'POI', text_halign = text.align_left, text_valign = text.align_center, text_color = poi_label_color, text_size = size.small, xloc = xloc.bar_index))
    else if box_type == -1 and okay_to_draw
        box.delete( array.get(box_array, array.size(box_array) - 1) )
        f_array_add_pop(box_array, box.new( left = box_left, top = box_top, right = box_right, bottom = box_bottom, border_color = demand_outline_color,
             bgcolor = demand_color, extend = extend.right,  text = 'DEMAND', text_halign = text.align_center, text_valign = text.align_center, text_color = poi_label_color, text_size = size.small, xloc = xloc.bar_index))

        box.delete( array.get(label_array, array.size(label_array) - 1) )
        f_array_add_pop(label_array, box.new( left = box_left, top = poi, right = box_right, bottom = poi, border_color = poi_border_color,
             bgcolor = poi_border_color, extend = extend.right,  text = 'POI', text_halign = text.align_left, text_valign = text.align_center, text_color = poi_label_color, text_size = size.small, xloc = xloc.bar_index))

f_sd_to_bos(box_array, bos_array, label_array, zone_type) =>

    if zone_type == 1
        for i = 0 to array.size(box_array) - 1
            level_to_break = box.get_top(array.get(box_array,i))

            if close >= level_to_break
                copied_box = box.copy(array.get(box_array,i))
                f_array_add_pop(bos_array, copied_box)
                mid = (box.get_top(array.get(box_array,i)) + box.get_bottom(array.get(box_array,i))) / 2
                box.set_top(array.get(bos_array,0), mid)
                box.set_bottom(array.get(bos_array,0), mid)
                box.set_extend( array.get(bos_array,0), extend.none)
                box.set_right( array.get(bos_array,0), bar_index)
                box.set_text( array.get(bos_array,0), 'BOS' )
                box.set_text_color( array.get(bos_array,0), bos_label_color)
                box.set_text_size( array.get(bos_array,0), size.small)
                box.set_text_halign( array.get(bos_array,0), text.align_center)
                box.set_text_valign( array.get(bos_array,0), text.align_center)
                box.delete(array.get(box_array, i))
                box.delete(array.get(label_array, i))

    if zone_type == -1
        for i = 0 to array.size(box_array) - 1
            level_to_break = box.get_bottom(array.get(box_array,i))

            if close <= level_to_break
                copied_box = box.copy(array.get(box_array,i))
                f_array_add_pop(bos_array, copied_box)
                mid = (box.get_top(array.get(box_array,i)) + box.get_bottom(array.get(box_array,i))) / 2
                box.set_top(array.get(bos_array,0), mid)
                box.set_bottom(array.get(bos_array,0), mid)
                box.set_extend( array.get(bos_array,0), extend.none)
                box.set_right( array.get(bos_array,0), bar_index)
                box.set_text( array.get(bos_array,0), 'BOS' )
                box.set_text_color( array.get(bos_array,0), bos_label_color)
                box.set_text_size( array.get(bos_array,0), size.small)
                box.set_text_halign( array.get(bos_array,0), text.align_center)
                box.set_text_valign( array.get(bos_array,0), text.align_center)
                box.delete(array.get(box_array, i))
                box.delete(array.get(label_array, i))

f_extend_box_endpoint(box_array) =>

    for i = 0 to array.size(box_array) - 1
        box.set_right(array.get(box_array, i), bar_index + 100)

stratRes = timeframe.ismonthly  ? str.tostring(timeframe.multiplier * intRes, '###M') :
           timeframe.isweekly   ? str.tostring(timeframe.multiplier * intRes, '###W') :
           timeframe.isdaily    ? str.tostring(timeframe.multiplier * intRes, '###D') :
           timeframe.isintraday ? str.tostring(timeframe.multiplier * intRes, '####') :
           '60'
src      = h ? request.security(ticker.heikinashi(syminfo.tickerid),
           timeframe.period, close, lookahead = barmerge.lookahead_off) : close

atrValue = ta.atr(50)

swing_high = ta.pivothigh(high, swing_length, swing_length)
swing_low  = ta.pivotlow(low,   swing_length, swing_length)

var swing_high_values  = array.new_float(5,0.00)
var swing_low_values   = array.new_float(5,0.00)

var swing_high_bns     = array.new_int(5,0)
var swing_low_bns      = array.new_int(5,0)

var current_supply_box = array.new_box(history_of_demand_to_keep, na)
var current_demand_box = array.new_box(history_of_demand_to_keep, na)

var current_supply_poi = array.new_box(history_of_demand_to_keep, na)
var current_demand_poi = array.new_box(history_of_demand_to_keep, na)

var supply_bos         = array.new_box(5, na)
var demand_bos         = array.new_box(5, na)

if not na(swing_high)

    f_array_add_pop(swing_high_values, swing_high)
    f_array_add_pop(swing_high_bns, bar_index[swing_length])
    if show_price_action_labels
        f_sh_sl_labels(swing_high_values, 1)

    f_supply_demand(swing_high_values, swing_high_bns, current_supply_box, current_supply_poi, 1, atrValue)

else if not na(swing_low)

    f_array_add_pop(swing_low_values, swing_low)
    f_array_add_pop(swing_low_bns, bar_index[swing_length])
    if show_price_action_labels
        f_sh_sl_labels(swing_low_values, -1)

    f_supply_demand(swing_low_values, swing_low_bns, current_demand_box, current_demand_poi, -1, atrValue)

f_sd_to_bos(current_supply_box, supply_bos, current_supply_poi, 1)
f_sd_to_bos(current_demand_box, demand_bos, current_demand_poi, -1)

f_extend_box_endpoint(current_supply_box)
f_extend_box_endpoint(current_demand_box)

channelBal     = input.bool(false, "Channel Balance", group = "CHART")

lr_slope(_src, _len) =>
    x = 0.0, y = 0.0, x2 = 0.0, xy = 0.0
    for i = 0 to _len - 1
        val = _src[i]
        per = i + 1
        x += per
        y += val
        x2 += per * per
        xy += val * per
    _slp = (_len * xy - x * y) / (_len * x2 - x * x)
    _avg = y / _len
    _int = _avg - _slp * x / _len + _slp
    [_slp, _avg, _int]
lr_dev(_src, _len, _slp, _avg, _int) =>
    upDev = 0.0, dnDev = 0.0
    val = _int
    for j = 0 to _len - 1
        price = high[j] - val
        if price > upDev
            upDev := price
        price := val - low[j]
        if price > dnDev
            dnDev := price
        price := _src[j]
        val += _slp
    [upDev, dnDev]

[_, upperKC1, lowerKC1] = ta.kc(close, 80, 10.5)
[_, upperKC2, lowerKC2] = ta.kc(close, 80, 9.5)
[_, upperKC3, lowerKC3] = ta.kc(close, 80, 8)
[_, upperKC4, lowerKC4] = ta.kc(close, 80, 3)

barsL          = 10
barsR          = 10
pivotHigh      = fixnan(ta.pivothigh(barsL, barsR)[1])
pivotLow       = fixnan(ta.pivotlow(barsL, barsR)[1])
source         = close, period = 150
[s, a, i]      = lr_slope(source, period)
[upDev, dnDev] = lr_dev(source, period, s, a, i)

y1 = low  - (ta.atr(30) * 2), y1B = low  - ta.atr(30)
y2 = high + (ta.atr(30) * 2), y2B = high + ta.atr(30)
x1 = bar_index - period + 1, _y1 = i + s * (period - 1), x2 = bar_index, _y2 = i

get_line_style(style) =>
    out = switch style
        '???'  => line.style_solid
        '----' => line.style_dashed
        '    ' => line.style_dotted

get_coordinates(condition, top, btm, ob_val)=>
    var ob_top  = array.new_float(0)
    var ob_btm  = array.new_float(0)
    var ob_avg  = array.new_float(0)
    var ob_left = array.new_int(0)

    float ob = na

    if condition
        avg = math.avg(top, btm)

        array.unshift(ob_top, top)
        array.unshift(ob_btm, btm)
        array.unshift(ob_avg, avg)

        ob := ob_val

    [ob_top, ob_btm, ob_avg, ob_left, ob]

remove_mitigated(ob_top, ob_btm, ob_left, ob_avg, target, bull)=>
    mitigated = false
    target_array = bull ? ob_btm : ob_top

    for element in target_array
        idx = array.indexof(target_array, element)

        if (bull ? target < element : target > element)
            mitigated := true

            array.remove(ob_top, idx)
            array.remove(ob_btm, idx)
            array.remove(ob_avg, idx)
            array.remove(ob_left, idx)

    mitigated

set_order_blocks(ob_top, ob_btm, ob_left, ob_avg, ext_last, bg_css, border_css, lvl_css)=>
    var ob_box = array.new_box(0)
    var ob_lvl = array.new_line(0)

var os = 0
var target_bull = 0.
var target_bear = 0.

rp_security(_symbol, _res, _src) =>
    request.security(_symbol, _res, _src[barstate.isrealtime ? 1 : 0])

htfHigh = rp_security(syminfo.tickerid, res, high)
htfLow  = rp_security(syminfo.tickerid, res, low)

smoothrng(x, t, m) =>
    wper = t * 2 - 1
    avrng = ta.ema(math.abs(x - x[1]), t)
    smoothrng = ta.ema(avrng, wper) * m
rngfilt(x, r) =>
    rngfilt = x
    rngfilt := x > nz(rngfilt[1]) ? x - r < nz(rngfilt[1]) ? nz(rngfilt[1]) : x - r : x + r > nz(rngfilt[1]) ? nz(rngfilt[1]) : x + r
percWidth(len, perc) => (ta.highest(len) - ta.lowest(len)) * perc / 100
securityNoRep(sym, res, src) => request.security(sym, res, src, barmerge.gaps_off, barmerge.lookahead_on)
swingPoints(prd) =>
    pivHi = ta.pivothigh(prd, prd)
    pivLo = ta.pivotlow (prd, prd)
    last_pivHi = ta.valuewhen(pivHi, pivHi, 1)
    last_pivLo = ta.valuewhen(pivLo, pivLo, 1)
    hh = pivHi and pivHi > last_pivHi ? pivHi : na
    lh = pivHi and pivHi < last_pivHi ? pivHi : na
    hl = pivLo and pivLo > last_pivLo ? pivLo : na
    ll = pivLo and pivLo < last_pivLo ? pivLo : na
    [hh, lh, hl, ll]
f_chartTfInMinutes() =>
    float _resInMinutes = timeframe.multiplier * (
      timeframe.isseconds ? 1                   :
      timeframe.isminutes ? 1.                  :
      timeframe.isdaily   ? 60. * 24            :
      timeframe.isweekly  ? 60. * 24 * 7        :
      timeframe.ismonthly ? 60. * 24 * 30.4375  : na)
f_kc(src, len, sensitivity) =>
    basis = ta.sma(src, len)
    span  = ta.atr(len)
    [basis + span * sensitivity, basis - span * sensitivity]
wavetrend(src, chlLen, avgLen) =>
    esa = ta.ema(src, chlLen)
    d = ta.ema(math.abs(src - esa), chlLen)
    ci = (src - esa) / (0.015 * d)
    wt1 = ta.ema(ci, avgLen)
    wt2 = ta.sma(wt1, 3)
    [wt1, wt2]
f_top_fractal(_src) => _src[4] < _src[2] and _src[3] < _src[2] and _src[2] > _src[1] and _src[2] > _src[0]
f_bot_fractal(_src) => _src[4] > _src[2] and _src[3] > _src[2] and _src[2] < _src[1] and _src[2] < _src[0]
top_fractal    = f_top_fractal(src)
bot_fractal    = f_bot_fractal(src)
f_fractalize (_src) => top_fractal ? 1 : bot_fractal ? -1 : 0
f_findDivs(src, topLimit, botLimit) =>
    fractalTop = f_fractalize(src) > 0 and src[2] >= topLimit ? src[2] : na
    fractalBot = f_fractalize(src) < 0 and src[2] <= botLimit ? src[2] : na
    highPrev   = ta.valuewhen(fractalTop, src[2], 0)[2]
    highPrice  = ta.valuewhen(fractalTop, high[2], 0)[2]
    lowPrev    = ta.valuewhen(fractalBot, src[2], 0)[2]
    lowPrice   = ta.valuewhen(fractalBot, low[2], 0)[2]
    bearSignal = fractalTop and high[1] > highPrice and src[1] < highPrev
    bullSignal = fractalBot and low[1] < lowPrice and src[1] > lowPrev
    [bearSignal, bullSignal]

enableSR   = input(false          , "SR On/Off", group="SR")
colorSup   = input(#00000000        , "Support Color", group="SR")
colorRes   = input(#00000000        , "Resistance Color", group="SR")
strengthSR = input.int(2          , "S/R Strength", 1, group="SR")
lineStyle  = input.string("Dotted", "Line Style", ["Solid", "Dotted", "Dashed"], group="SR")
lineWidth  = input.int(2          , "S/R Line Width", 1, group="SR")
useZones   = input(true           , "Zones On/Off", group="SR")
useHLZones = input(true           , "High Low Zones On/Off", group="SR")
zoneWidth  = input.int(2          , "Zone Width %", 0,
   tooltip = "it's calculated using % of the distance between highest/lowest in last 300 bars", group="SR")
expandSR   = input(true           , "Expand SR")

rb         = 10
prd        = 284
ChannelW   = 10
label_loc  = 55
style      = lineStyle == "Solid"  ? line.style_solid  :
             lineStyle == "Dotted" ? line.style_dotted : line.style_dashed
ph         = ta.pivothigh(rb, rb)
pl         = ta.pivotlow (rb, rb)
sr_levels  = array.new_float(21, na)
prdhighest = ta.highest(prd)
prdlowest  = ta.lowest(prd)
cwidth     = percWidth(prd, ChannelW)
zonePerc   = percWidth(300, zoneWidth)
aas        = array.new_bool(41, true)
u1         = 0.0, u1 := nz(u1[1])
d1         = 0.0, d1 := nz(d1[1])
highestph  = 0.0, highestph := highestph[1]
lowestpl   = 0.0, lowestpl := lowestpl[1]

var sr_levs   = array.new_float(21, na)
label hlabel  = na, label.delete(hlabel[1])
label llabel  = na, label.delete(llabel[1])
var sr_lines  = array.new_line(21, na)
var sr_linesH = array.new_line(21, na)
var sr_linesL = array.new_line(21, na)
var sr_linesF = array.new_linefill(21, na)
var sr_labels = array.new_label(21, na)
if ph or pl
    for x = 0 to array.size(sr_levels) - 1
        array.set(sr_levels, x, na)
    highestph := prdlowest
    lowestpl := prdhighest
    countpp = 0
    for x = 0 to prd
        if na(close[x])
            break
        if not na(ph[x]) or not na(pl[x])
            highestph := math.max(highestph, nz(ph[x], prdlowest), nz(pl[x], prdlowest))
            lowestpl := math.min(lowestpl, nz(ph[x], prdhighest), nz(pl[x], prdhighest))
            countpp += 1
            if countpp > 40
                break
            if array.get(aas, countpp)
                upl = (ph[x] ? high[x + rb] : low[x + rb]) + cwidth
                dnl = (ph[x] ? high[x + rb] : low[x + rb]) - cwidth
                u1 := countpp == 1 ? upl : u1
                d1 := countpp == 1 ? dnl : d1
                tmp = array.new_bool(41, true)
                cnt = 0
                tpoint = 0
                for xx = 0 to prd
                    if na(close[xx])
                        break
                    if not na(ph[xx]) or not na(pl[xx])
                        chg = false
                        cnt += 1
                        if cnt > 40
                            break
                        if array.get(aas, cnt)
                            if not na(ph[xx])
                                if high[xx + rb] <= upl and high[xx + rb] >= dnl
                                    tpoint += 1
                                    chg := true
                            if not na(pl[xx])
                                if low[xx + rb] <= upl and low[xx + rb] >= dnl
                                    tpoint += 1
                                    chg := true
                        if chg and cnt < 41
                            array.set(tmp, cnt, false)
                if tpoint >= strengthSR
                    for g = 0 to 40 by 1
                        if not array.get(tmp, g)
                            array.set(aas, g, false)
                    if ph[x] and countpp < 21
                        array.set(sr_levels, countpp, high[x + rb])
                    if pl[x] and countpp < 21
                        array.set(sr_levels, countpp, low[x + rb])

var line highest_      = na, line.delete(highest_)
var line lowest_       = na, line.delete(lowest_)
var line highest_fill1 = na, line.delete(highest_fill1)
var line highest_fill2 = na, line.delete(highest_fill2)
var line lowest_fill1  = na, line.delete(lowest_fill1)
var line lowest_fill2  = na, line.delete(lowest_fill2)
hi_col = close >= highestph ? colorSup : colorRes
lo_col = close >= lowestpl  ? colorSup : colorRes
if enableSR
    highest_ := line.new(bar_index - 311, highestph, bar_index, highestph, xloc.bar_index, expandSR ? extend.both : extend.right, hi_col, style, lineWidth)
    lowest_  := line.new(bar_index - 311, lowestpl , bar_index, lowestpl , xloc.bar_index, expandSR ? extend.both : extend.right, lo_col, style, lineWidth)
    if useHLZones
        highest_fill1 := line.new(bar_index - 311, highestph + zonePerc, bar_index, highestph + zonePerc, xloc.bar_index, expandSR ? extend.both : extend.right, na)
        highest_fill2 := line.new(bar_index - 311, highestph - zonePerc, bar_index, highestph - zonePerc, xloc.bar_index, expandSR ? extend.both : extend.right, na)
        lowest_fill1  := line.new(bar_index - 311, lowestpl + zonePerc , bar_index, lowestpl + z

Показано первые 50% кода (символов: 31903)