Auto-Pivot-P

indicator("Auto-Pivot-P", overlay=true)

var devTooltip          = "Deviation is a multiplier that affects how much the price should deviate from the previous pivot in order for the bar to become a new pivot."
var depthTooltip        = "The minimum number of bars that will be taken into account when calculating the indicator."
threshold_multiplier    = input.float(title="Deviation", defval=5, minval=0, tooltip=devTooltip)
depth                   = input.int(title="Depth", defval=10, minval=1, tooltip=depthTooltip)
color_Line = input(#FF9800)
deleteLastLine          = input.bool(title="Delete Last Line", defval=false)

dev_threshold = ta.atr(10) / close * 100 * threshold_multiplier

var line lineLast = na
var int iLast = 0
var int iPrev = 0
var float pLast = 0
var isHighLast = false // Otherwise the last pivot is a low pivot

pivots(src, length, isHigh) =>
    l2 = length * 2
    c = nz(src[length])
    ok = true
    for i = 0 to l2
        if isHigh and src[i] > c
            ok := false
        if not isHigh and src[i] < c
            ok := false
    if ok
        [bar_index[length], c]
    else
        [int(na), float(na)]

[iH, pH] = pivots(high, depth / 2, true)
[iL, pL] = pivots(low, depth / 2, false)

calc_dev(base_price, price) => 100 * (price - base_price) / price

pivotFound(dev, isHigh, index, price) =>
    if isHighLast == isHigh and not na(lineLast)

        if isHighLast ? price > pLast : price < pLast
            line.set_xy2(lineL

Показано первые 50% кода (символов: 2094)