//@version=4

study(title="Supply and Demand Zones",shorttitle="Supply / Demand",overlay=true)

// User inputs
showTomorrowCPR = input(title="Show tomorrow's CPR", type=input.bool, defval=true)
showHistoricalCPR = input(title="Show historical CPR", type=input.bool,
defval=false)
showR3S3 = input(title="Show R3 & S3", type=input.bool, defval=false)
showPDHL = input(title="Show previous day's High & Low", type=input.bool,
defval=false)
showPDC = input(title="Show previous day's Close", type=input.bool, defval=false)

// Defaults
// CPR Colors
cprColor = color.purple
rColor = color.red
sColor = color.green
cColor = color.black

// Line style & Transparency

lStyle = plot.style_line
lTransp = 35

//Fill Transparency
fTransp = 95

// Global Variables & Flags

// TODO : Update the No of Holidays
noOfHolidays = 12

// Global Functions
// TODO : Update the list of Holiday here in format YYYY, MM, DD, 09, 15
// **09, 15 are session start hour & minutes
IsHoliday(_date) =>
iff(_date == timestamp(2020, 02, 21, 09, 15), true,
iff(_date == timestamp(2020, 03, 10, 09, 15), true,
iff(_date == timestamp(2020, 04, 02, 09, 15), true,
iff(_date == timestamp(2020, 04, 06, 09, 15), true,
iff(_date == timestamp(2020, 04, 10, 09, 15), true,
iff(_date == timestamp(2020, 04, 14, 09, 15), true,
iff(_date == timestamp(2020, 05, 01, 09, 15), true,
iff(_date == timestamp(2020, 05, 25, 09, 15), true,
iff(_date == timestamp(2020, 10, 02, 09, 15), true,
iff(_date == timestamp(2020, 11, 16, 09, 15), true,
iff(_date == timestamp(2020, 11, 30, 09, 15), true,
iff(_date == timestamp(2020, 12, 25, 09, 15), true,
false))))))))))))

// Note: Week of Sunday=1...Saturday=7

IsWeekend(_date) =>
dayofweek(_date) == 7 or dayofweek(_date) == 1
// Skip Weekend
SkipWeekend(_date) =>
_d = dayofweek(_date)
_mul = _d == 6 ? 3 : _d == 7 ? 2 : 1

_date + (_mul * 86400000)

// Get Next Working Day

GetNextWorkingDay(_date) =>
_dt = SkipWeekend(_date)

for i = 1 to noOfHolidays
if IsHoliday(_dt)
_dt := SkipWeekend(_dt)
continue
else
break

_dt

// Today's Session Start timestamp

y = year(timenow)
m = month(timenow)
d = dayofmonth(timenow)

// Start & End time for Today's CPR

start = timestamp(y, m, d, 09, 15)
end = start + 86400000

// Plot Today's CPR

shouldPlotToday = timenow > start

tom_start = start
tom_end = end

// Start & End time for Tomorrow's CPR

if shouldPlotToday
tom_start := GetNextWorkingDay(start)
tom_end := tom_start + 86400000

// Get series
getSeries(e, timeFrame) => security(syminfo.tickerid, "D", e,
lookahead=barmerge.lookahead_on)

// Calculate Today's CPR

//Get High, Low and Close
H = getSeries(high[1], 'D')
L = getSeries(low[1], 'D')
C = getSeries(close[1], 'D')

// Pivot Range
P = (H + L + C) / 3
TC = (H + L)/2
BC = (P - TC) + P

// Resistance Levels
R3 = H + 2*(P - L)
R2 = P + (H - L)
R1 = (P * 2) - L

// Support Levels
S1 = (P * 2) - H
S2 = P - (H - L)
S3 = L - 2*(H - P)

// Plot Today's CPR

if not(IsHoliday(start)) and not(IsWeekend(start)) and shouldPlotToday
if showR3S3
_r3 = line.new(start, R3, end, R3, xloc.bar_time, color=color.new(rColor,
lTransp))
line.delete(_r3[1])
_r2 = line.new(start, R2, end, R2, xloc.bar_time, color=color.new(rColor,
lTransp))
line.delete(_r2[1])
_r1 = line.new(start, R1, end, R1, xloc.bar_time, color=color.new(rColor,
lTransp))
line.delete(_r1[1])

_tc = line.new(start, TC, end, TC, xloc.bar_time, color=color.new(cprColor,

lTransp))
line.delete(_tc[1])
_p = line.new(start, P, end, P, xloc.bar_time, color=color.new(cprColor,
lTransp))
line.delete(_p[1])
_bc = line.new(start, BC, end, BC, xloc.bar_time, color=color.new(cprColor,
lTransp))
line.delete(_bc[1])

_s1 = line.new(start, S1, end, S1, xloc.bar_time, color=color.new(sColor,

lTransp))
line.delete(_s1[1])
_s2 = line.new(start, S2, end, S2, xloc.bar_time, color=color.new(sColor,
lTransp))
line.delete(_s2[1])
if showR3S3
_s3 = line.new(start, S3, end, S3, xloc.bar_time, color=color.new(sColor,
lTransp))
line.delete(_s3[1])
if showPDHL
_pdh = line.new(start, H, end, H, xloc.bar_time, color=color.new(rColor,
lTransp), style=line.style_dotted, width=2)
line.delete(_pdh[1])
_pdl = line.new(start, L, end, L, xloc.bar_time, color=color.new(sColor,
lTransp), style=line.style_dotted, width=2)
line.delete(_pdl[1])
if showPDC
_pdc = line.new(start, C, end, C, xloc.bar_time, color=color.new(cColor,
lTransp), style=line.style_dotted, width=2)
line.delete(_pdc[1])

// Plot Today's Labels

if not(IsHoliday(start)) and not(IsWeekend(start)) and shouldPlotToday
if showR3S3
l_r3 = label.new(start, R3, text="R3", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_r3[1])
l_r2 = label.new(start, R2, text="R2", xloc=xloc.bar_time, textcolor=rColor,
style=label.style_none)
label.delete(l_r2[1])
l_r1 = label.new(start, R1, text="R1", xloc=xloc.bar_time, textcolor=rColor,
style=label.style_none)
label.delete(l_r1[1])

l_tc = label.new(start, TC, text="TC", xloc=xloc.bar_time,

textcolor=cprColor, style=label.style_none)
label.delete(l_tc[1])
l_p = label.new(start, P, text="P", xloc=xloc.bar_time, textcolor=cprColor,
style=label.style_none)
label.delete(l_p[1])
l_bc = label.new(start, BC, text="BC", xloc=xloc.bar_time,
textcolor=cprColor, style=label.style_none)
label.delete(l_bc[1])

l_s1 = label.new(start, S1, text="S1", xloc=xloc.bar_time, textcolor=sColor,

style=label.style_none)
label.delete(l_s1[1])
l_s2 = label.new(start, S2, text="S2", xloc=xloc.bar_time, textcolor=sColor,
style=label.style_none)
label.delete(l_s2[1])
if showR3S3
l_s3 = label.new(start, S3, text="S3", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_s3[1])
if showPDHL
l_pdh = label.new(start, H, text="PD High", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_pdh[1])
l_pdl = label.new(start, L, text="PD Low", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_pdl[1])
if showPDC
l_pdc = label.new(start, C, text="PD Close", xloc=xloc.bar_time,
textcolor=cColor, style=label.style_none)
label.delete(l_pdc[1])

// Calculate Tomorrow's CPR

// Get High, Low and Close
tH = getSeries(high, 'D')
tL = getSeries(low, 'D')
tC = getSeries(close, 'D')

// Pivot Range
tP = (tH + tL + tC) / 3
tTC = (tH + tL)/2
tBC = (tP - tTC) + tP

// Resistance Levels
tR3 = tH + 2*(tP - tL)
tR2 = tP + (tH - tL)
tR1 = (tP * 2) - tL

// Support Levels
tS1 = (tP * 2) - tH
tS2 = tP - (tH - tL)
tS3 = tL - 2*(tH - tP)

// Plot Tomorrow's CPR

if showTomorrowCPR
if showR3S3
_t_r3 = line.new(tom_start, tR3, tom_end, tR3, xloc.bar_time,
color=color.new(rColor, lTransp))
line.delete(_t_r3[1])
_t_r2 = line.new(tom_start, tR2, tom_end, tR2, xloc.bar_time,
color=color.new(rColor, lTransp))
line.delete(_t_r2[1])
_t_r1 = line.new(tom_start, tR1, tom_end, tR1, xloc.bar_time,
color=color.new(rColor, lTransp))
line.delete(_t_r1[1])

_t_tc = line.new(tom_start, tTC, tom_end, tTC, xloc.bar_time,

color=color.new(cprColor, lTransp))
line.delete(_t_tc[1])
_t_p = line.new(tom_start, tP, tom_end, tP, xloc.bar_time,
color=color.new(cprColor, lTransp))
line.delete(_t_p[1])
_t_bc = line.new(tom_start, tBC, tom_end, tBC, xloc.bar_time,
color=color.new(cprColor, lTransp))
line.delete(_t_bc[1])

_t_s1 = line.new(tom_start, tS1, tom_end, tS1, xloc.bar_time,

color=color.new(sColor, lTransp))
line.delete(_t_s1[1])
_t_s2 = line.new(tom_start, tS2, tom_end, tS2, xloc.bar_time,
color=color.new(sColor, lTransp))
line.delete(_t_s2[1])
if showR3S3
_t_s3 = line.new(tom_start, tS3, tom_end, tS3, xloc.bar_time,
color=color.new(sColor, lTransp))
line.delete(_t_s3[1])
if showPDHL
_pdth = line.new(tom_start, tH, tom_end, tH, xloc.bar_time,
color=color.new(rColor, lTransp), style=line.style_dotted, width=2)
line.delete(_pdth[1])
_pdtl = line.new(tom_start, tL, tom_end, tL, xloc.bar_time,
color=color.new(sColor, lTransp), style=line.style_dotted, width=2)
line.delete(_pdtl[1])
if showPDC
_pdtc = line.new(tom_start, tC, tom_end, tC, xloc.bar_time,
color=color.new(cColor, lTransp), style=line.style_dotted, width=2)
line.delete(_pdtc[1])

// Plot Tomorrow's Labels

if showTomorrowCPR
if showR3S3
l_t_r3 = label.new(tom_start, tR3, text="R3", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_t_r3[1])
l_t_r2 = label.new(tom_start, tR2, text="R2", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_t_r2[1])
l_t_r1 = label.new(tom_start, tR1, text="R1", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_t_r1[1])

l_t_tc = label.new(tom_start, tTC, text="TC", xloc=xloc.bar_time,

textcolor=cprColor, style=label.style_none)
label.delete(l_t_tc[1])
l_t_p = label.new(tom_start, tP, text="P", xloc=xloc.bar_time,
textcolor=cprColor, style=label.style_none)
label.delete(l_t_p[1])
l_t_bc = label.new(tom_start, tBC, text="BC", xloc=xloc.bar_time,
textcolor=cprColor, style=label.style_none)
label.delete(l_t_bc[1])

l_t_s1 = label.new(tom_start, tS1, text="S1", xloc=xloc.bar_time,

textcolor=sColor, style=label.style_none)
label.delete(l_t_s1[1])
l_t_s2 = label.new(tom_start, tS2, text="S2", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_t_s2[1])
if showR3S3
l_t_s3 = label.new(tom_start, tS3, text="S3", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_t_s3[1])
if showPDHL
l_pdth = label.new(tom_start, tH, text="PD High", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_pdth[1])
l_pdtl = label.new(tom_start, tL, text="PD Low", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_pdtl[1])
if showPDC
l_pdtc = label.new(tom_start, tC, text="PD Close", xloc=xloc.bar_time,
textcolor=cColor, style=label.style_none)
label.delete(l_pdtc[1])

//Plot Historical CPR

p_r3 = plot(showHistoricalCPR ? showR3S3 ? R3 : na : na, title=' R3', color=rColor,
transp=lTransp, style=lStyle)
p_r2 = plot(showHistoricalCPR ? R2 : na, title=' R2', color=rColor, transp=lTransp,
style=lStyle)
p_r1 = plot(showHistoricalCPR ? R1 : na, title=' R1', color=rColor, transp=lTransp,
style=lStyle)

p_cprTC = plot(showHistoricalCPR ? TC : na, title=' TC', color=cprColor,

transp=lTransp, style=lStyle)
p_cprP = plot(showHistoricalCPR ? P : na, title=' P', color=cprColor,
transp=lTransp, style=lStyle)
p_cprBC = plot(showHistoricalCPR ? BC : na, title=' BC', color=cprColor,
transp=lTransp, style=lStyle)

s1 = plot(showHistoricalCPR ? S1 : na, title=' S1', color=sColor, transp=lTransp,

style=lStyle)
s2 = plot(showHistoricalCPR ? S2 : na, title=' S2', color=sColor, transp=lTransp,
style=lStyle)
s3 = plot(showHistoricalCPR ? showR3S3 ? S3 : na : na, title=' S3', color=sColor,
transp=lTransp, style=lStyle)

fill(p_cprTC, p_cprBC, color=color.purple, transp=fTransp)

//supertrend
Periods = input(title="ATR Period", type=input.integer, defval=10)
src = input(hl2, title="Source")
Multiplier = input(title="ATR Multiplier", type=input.float, step=0.1, defval=3.0)
changeATR= input(title="Change ATR Calculation Method ?", type=input.bool,
defval=true)
showsignals = input(title="Show Buy/Sell Signals ?", type=input.bool, defval=true)
highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true)
atr2 = sma(tr, Periods)
atr= changeATR ? atr(Periods) : atr2
up=src-(Multiplier*atr)
up1 = nz(up[1],up)
up := close[1] > up1 ? max(up,up1) : up
dn=src+(Multiplier*atr)
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend
upPlot = plot(trend == 1 ? up : na, title="Up Trend", style=plot.style_linebr,
linewidth=2, color=color.green)
buySignal = trend == 1 and trend[1] == -1
plotshape(buySignal ? up : na, title="UpTrend Begins", location=location.absolute,
style=shape.circle, size=size.tiny, color=color.green, transp=0)
plotshape(buySignal and showsignals ? up : na, title="Buy", text="Buy",
location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green,
textcolor=color.white, transp=0)
dnPlot = plot(trend == 1 ? na : dn, title="Down Trend", style=plot.style_linebr,
linewidth=2, color=color.red)
sellSignal = trend == -1 and trend[1] == 1
plotshape(sellSignal ? dn : na, title="DownTrend Begins",
location=location.absolute, style=shape.circle, size=size.tiny, color=color.red,
transp=0)
plotshape(sellSignal and showsignals ? dn : na, title="Sell", text="Sell",
location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red,
textcolor=color.white, transp=0)
mPlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0)
longFillColor = highlighting ? (trend == 1 ? color.green : color.white) :
color.white
shortFillColor = highlighting ? (trend == -1 ? color.red : color.white) :
color.white
fill(mPlot, upPlot, title="UpTrend Highligter", color=longFillColor)
fill(mPlot, dnPlot, title="DownTrend Highligter", color=shortFillColor)
alertcondition(buySignal, title="SuperTrend Buy", message="SuperTrend Buy!")
alertcondition(sellSignal, title="SuperTrend Sell", message="SuperTrend Sell!")
changeCond = trend != trend[1]
alertcondition(changeCond, title="SuperTrend Direction Change", message="SuperTrend
has changed direction!")

//***********
// Costants
//***********
def_enable_ma_1 = true
def_enable_ma_2 = true
def_enable_ma_3 = true
def_enable_ma_4 = true
def_ema_1 = "EMA"
def_ema_2 = "SMA"
def_ema_3 = "SMA"
def_ema_4 = "SMA"

def_length_1 = 50
def_length_2 = 9
def_length_3 = 30
def_length_4 = 100

def_offset_1 = 0
def_offset_2 = 0
def_offset_3 = 0
def_offset_4 = 0

def_offset_alma_1 = 0.85
def_offset_alma_2 = 0.85
def_offset_alma_3 = 0.85
def_offset_alma_4 = 0.85

def_sigma_alma_1 = 6.0
def_sigma_alma_2 = 6.0
def_sigma_alma_3 = 6.0
def_sigma_alma_4 = 6.0

color_ma_1 = #FBC02D // yellow

color_ma_2 = #0000FF // blue
color_ma_3 = #388E3C // green
color_ma_4 = #7B1FA2 // fuchsia

//***********
// Functions
//***********
// Calculate the TEMA (Triple Exponential Moving Average)
tema(src, length) =>
xEMA1 = ema(src,length)
xEMA2 = ema(xEMA1,length)
xEMA3 = ema(xEMA2,length)
3*xEMA1-3*xEMA2+xEMA3

//***********
// Change the optional parameters
//***********
enable_ma_1 = input(defval=def_enable_ma_1, type=input.bool, title="Enable 1st
MA?")
enable_ma_2 = input(defval=def_enable_ma_2, type=input.bool, title="Enable 2nd
MA?")
enable_ma_3 = input(defval=def_enable_ma_3, type=input.bool, title="Enable 3rd
MA?")
enable_ma_4 = input(defval=def_enable_ma_4, type=input.bool, title="Enable 4rd
MA?")

// Moving Average n.1

ema_1 = input(defval=def_ema_1, type=input.string, options=["EMA", "SMA",
"VWMA", "TEMA", "ALMA"], title="--> 1st MA is")
len_1 = input(defval=def_length_1, minval=1, title="Length 1st MA")
src_1 = input(defval=close, type=input.source, title="Source 1st MA")
offset_1 = input(defval=def_offset_1, minval=-500, maxval=500, type=input.integer,
title="Offset (plot) 1st MA")
// ALMA parameters
offset_alma_1 = input(defval=def_offset_alma_1, type=input.float, title="Offset
ALMA")
sigma_alma_1 = input(defval=def_sigma_alma_1, type=input.float, title="Sigma
ALMA")

// Moving Average n.2

ema_2 = input(defval=def_ema_2, type=input.string, options=["EMA", "SMA",
"VWMA", "TEMA", "ALMA"], title="--> 2nd MA is")
len_2 = input(defval=def_length_2, minval=1, title="Length 2nd MA")
src_2 = input(defval=close, type=input.source, title="Source 2nd MA")
offset_2 = input(defval=def_offset_2, minval=-500, maxval=500, type=input.integer,
title="Offset (plot) 2nd MA")
// ALMA parameters
offset_alma_2 = input(defval=def_offset_alma_2, type=input.float, title="Offset
ALMA")
sigma_alma_2 = input(defval=def_sigma_alma_2, type=input.float, title="Sigma
ALMA")

// Moving Average n.3

ema_3 = input(defval=def_ema_3, type=input.string, options=["EMA", "SMA",
"VWMA", "TEMA", "ALMA"], title="--> 3rd MA is")
len_3 = input(defval=def_length_3, minval=1, title="Length 3rd MA")
src_3 = input(defval=close, type=input.source, title="Source 3rd MA")
offset_3 = input(defval=def_offset_3, minval=-500, maxval=500, type=input.integer,
title="Offset (plot) 3rd MA")
// ALMA parameters
offset_alma_3 = input(defval=def_offset_alma_3, type=input.float, title="Offset
ALMA")
sigma_alma_3 = input(defval=def_sigma_alma_3, type=input.float, title="Sigma
ALMA")

// Moving Average n.4

ema_4 = input(defval=def_ema_4, type=input.string, options=["EMA", "SMA",
"VWMA", "TEMA", "ALMA"], title="--> 4rd MA is")
len_4 = input(defval=def_length_4, minval=1, title="Length 4rd MA")
src_4 = input(defval=close, type=input.source, title="Source 4rd MA")
offset_4 = input(defval=def_offset_4, minval=-500, maxval=500, type=input.integer,
title="Offset (plot) 4rd MA")
// ALMA parameters
offset_alma_4 = input(defval=def_offset_alma_4, type=input.float, title="Offset
ALMA")
sigma_alma_4 = input(defval=def_sigma_alma_4, type=input.float, title="Sigma
ALMA")

//***********
// Calculate the moving averages
//***********
moving_average_1 = security(syminfo.tickerid, "", iff(ema_1=="EMA",
ema(src_1,len_1), iff(ema_1=="SMA", sma(src_1,len_1), iff(ema_1=="VWMA",
vwma(src_1,len_1), iff(ema_1=="TEMA", tema(src_1,len_1),
alma(src_1,len_1,offset_alma_1,sigma_alma_1) )))))
moving_average_2 = security(syminfo.tickerid, "", iff(ema_2=="EMA",
ema(src_2,len_2), iff(ema_2=="SMA", sma(src_2,len_2), iff(ema_2=="VWMA",
vwma(src_2,len_2), iff(ema_2=="TEMA", tema(src_2,len_2),
alma(src_2,len_2,offset_alma_2,sigma_alma_2) )))))
moving_average_3 = security(syminfo.tickerid, "", iff(ema_3=="EMA",
ema(src_3,len_3), iff(ema_3=="SMA", sma(src_3,len_3), iff(ema_3=="VWMA",
vwma(src_3,len_3), iff(ema_3=="TEMA", tema(src_3,len_3),
alma(src_3,len_3,offset_alma_3,sigma_alma_3) )))))
moving_average_4 = security(syminfo.tickerid, "", iff(ema_4=="EMA",
ema(src_4,len_4), iff(ema_4=="SMA", sma(src_4,len_4), iff(ema_4=="VWMA",
vwma(src_4,len_4), iff(ema_4=="TEMA", tema(src_4,len_4),
alma(src_4,len_4,offset_alma_4,sigma_alma_4) )))))

//***********
// Show the moving averages
//***********
plot(enable_ma_1 ? moving_average_1 : na, color=color_ma_1, title="1st MA",
offset=offset_1)
plot(enable_ma_2 ? moving_average_2 : na, color=color_ma_2, title="2nd MA",
offset=offset_2)
plot(enable_ma_3 ? moving_average_3 : na, color=color_ma_3, title="3rd MA",
offset=offset_3)
plot(enable_ma_4 ? moving_average_4 : na, color=color_ma_4, title="4rd MA",
offset=offset_4)