// This source code is subject to the terms of the Mozilla Public License 2.

0 at
https://mozilla.org/MPL/2.0/
// © Llopezf
//@version=5

indicator("Banker Fund Flow Trend Oscillator with TDI LEO",

overlay=false,format=format.price)

//functions
xrf(values, length) =>
r_val = float(na)
if length >= 1
for i = 0 to length by 1
if na(r_val) or not na(values[i])
r_val := values[i]
r_val
r_val

xsa(src,len,wei) =>
sumf = 0.0
ma = 0.0
out = 0.0
sumf := nz(sumf[1]) - nz(src[len]) + src
ma := na(src[len]) ? na : sumf/len
out := na(out[1]) ? ma : (src*wei+out[1]*(len-wei))/len
out

//set up a simple model of banker fund flow trend

fundtrend = ((3*xsa((close- ta.lowest(low,27))/(ta.highest(high,27)-
ta.lowest(low,27))*100,5,1)-2*xsa(xsa((close-ta.lowest(low,27))/
(ta.highest(high,27)-ta.lowest(low,27))*100,5,1),3,1)-50)*1.032+50)
//define typical price for banker fund
typ = (2*close+high+low+open)/5
//lowest low with mid term fib # 34
lol = ta.lowest(low,34)
//highest high with mid term fib # 34
hoh = ta.highest(high,34)
//define banker fund flow bull bear line
bullbearline = ta.ema((typ-lol)/(hoh-lol)*100,13)
//define banker entry signal
bankerentry = ta.crossover(fundtrend,bullbearline) and bullbearline<25

//banker increase position with green candle

plotcandle(fundtrend,bullbearline,fundtrend,bullbearline,color=fundtrend>bullbearli
ne ? color.new(#4caf4f, 60):na)

//banker decrease position with white candle

plotcandle(fundtrend,bullbearline,fundtrend,bullbearline,color=fundtrend<(xrf(fundt
rend*0.95,1)) ? color.new(#ffffff, 100):na)

//banker fund exit/quit with red candle

plotcandle(fundtrend,bullbearline,fundtrend,bullbearline,color=fundtrend<bullbearli
ne ? color.new(#ff5252, 60):na)

//banker fund Weak rebound with blue candle

plotcandle(fundtrend,bullbearline,fundtrend,bullbearline,color=fundtrend<bullbearli
ne and fundtrend>(xrf(fundtrend*0.95,1)) ? color.new(#2195f3, 100):na)

//overbought and oversold threshold lines

h1 = hline(85,color=color.red, linestyle=hline.style_dotted)
h2 = hline(15, color=color.yellow, linestyle=hline.style_dotted)
h3 = hline(10,color=color.lime, linestyle=hline.style_dotted)
h4 = hline(90, color=color.fuchsia, linestyle=hline.style_dotted)
fill(h2,h3,color=color.rgb(255, 153, 0, 30))
fill(h1,h4,color=color.rgb(223, 64, 251, 30))

alertcondition(bankerentry, title='Alert on Yellow Candle', message='Yellow

Candle!')
alertcondition(fundtrend>bullbearline, title='Alert on Green Candle',
message='Green Candle!')
alertcondition(fundtrend<(xrf(fundtrend*0.95,1)), title='Alert on White Candle',
message='White Candle!')
alertcondition(fundtrend<bullbearline, title='Alert on Red Candle', message='Red
Candle!')
alertcondition(fundtrend<bullbearline and fundtrend>(xrf(fundtrend*0.95,1)),
title='Alert on Blue Candle', message='Blue Candle!')

//-----------------------------------------------------------------------------}
//TDI - Traders Dynamic Index
//-----------------------------------------------------------------------------{

// USER Interface
RSI_input = input.int(title="RSI", defval=21, minval=5, group='TDI Components',
inline="RSI")
RSI_c = input.color(title="Color", defval=#1dc72b, group='TDI Components',
inline="RSI")
TL_input = input.int(title="TrendLine", defval=7, minval=3, group='TDI Components',
inline="TL")
TL_c = input.color(title="Color", defval=#FF0000, group='TDI Components',
inline="TL")
BL_input = input.int(title="BaseLine", defval=34, minval=14, group='TDI
Components', inline="BL")
BL_c = input.color(title="Color", defval=color(color.orange), group='TDI
Components', inline="BL")
VB_input = input.float(title="Volatility Bands", defval=1.6185, minval=1.0,
group='TDI Components', inline="VB")
VB_c = input.color(title="Color", defval=#b2ebf200, group='TDI Components',
inline="VB")
BU_c = input.color(title="Bullish", defval=#0066ff00, group='Color Scheme',
inline="CS")
BE_c = input.color(title="Bearish", defval=#ff000000, group='Color Scheme',
inline="CS")
is_showDataTBL = input.bool(title='Show Data Table', defval=false)

// Position Size Calculator

is_showLotSize = input.bool(title="Activate Lot Size Module", defval=false)
i_accountCurrency = input.string('USD', title='Account Currency', options=['GBP',
'USD', 'EUR', 'AUD', 'NZD', 'JPY', 'CAD', 'CHF'])
Capital = input.float(defval=50000, title="Account Balance", minval=0.0)
RiskPerTrade = input.float(defval=1.0, title="Risk % on Balance", minval=0.0) / 100
PipsRisked = input.float(defval=30, title="Pips at Risk", minval=0.1)

// Convert to Base Account Currency

sec01 = i_accountCurrency == syminfo.currency ? syminfo.ticker : syminfo.currency +
i_accountCurrency
sec03 = i_accountCurrency == syminfo.currency ? 1 : request.security(sec01, '1',
close)
pip_Movement = syminfo.mintick == 0.00001 ? 10 : syminfo.mintick == 0.001 ? 1000 :
100
AmountRisked = math.round(Capital * RiskPerTrade)
Lotsize = AmountRisked / (PipsRisked * pip_Movement) / sec03

int mintime = time

if time[1]
mintime := math.min(mintime, time - time[1])
mintime
txt = 'Currency = ' + i_accountCurrency + '\nBalance = ' +
str.tostring(Capital,'#,###') + '\nRisk = ' + str.tostring(RiskPerTrade*100) + '%'
+ '\nAmount = ' + str.tostring(AmountRisked,'#,###') + '\nPips = ' +
str.tostring(PipsRisked,'#.#') + '\nLot Size = ' + str.tostring(Lotsize,'#.##')
if is_showLotSize
var label psclabel = na
label.delete(psclabel)
psclabel := label.new(x=time + 15*mintime, y=40, xloc=xloc.bar_time, text=txt,
color=color.black, textcolor=color.white, textalign=text.align_left,
size=size.normal)
psclabel

// TDI Setup

r = ta.rsi(close, RSI_input)
r_plot = ta.sma(r, 2)
r_tl = ta.sma(r, TL_input)
r_gbl = ta.sma(r, BL_input)

SD = VB_input * ta.stdev(r, BL_input)

VB_UP = r_gbl + SD
VB_DOWN = r_gbl - SD

// Higher TimeFrame RSI vs TL Bias

var HTF3 = timeframe.isintraday and 3 * timeframe.multiplier <= 960 ?

str.tostring(3 * timeframe.multiplier, '') : '3D'
r_bias = r_plot - r_tl > 0 ? BU_c : BE_c
HTF_c = request.security(syminfo.tickerid, HTF3, r_bias)
bgcolor(color.new(HTF_c, 100))

// Plots

UL = 70, MID = 50, LL = 30

hline(MID, 'Balance Level', color=color.rgb(10, 10, 10, 50),
linestyle=hline.style_dashed)
hline(UL, 'Upper Level', color=color.rgb(10, 10, 10, 80),
linestyle=hline.style_dashed)
hline(LL, 'Lower Level', color=color.rgb(10, 10, 10, 80),
linestyle=hline.style_dashed)

plot(r_plot, 'RSI', color=RSI_c, linewidth=2)

plot(r_tl, 'RSI TrendLine', color=TL_c, linewidth=2)
plot(r_gbl, 'Market Baseline', color=BL_c, linewidth=2)
plot(VB_UP, 'Volatility Upper', color=VB_c, linewidth=2)
plot(VB_DOWN, 'Volatility Lower', color=VB_c, linewidth=2)

// MACD Zero Lag Trend Bias

dema(period) => 2 * ta.ema(close, period) - ta.ema(ta.ema(close, period), period)

mzl = dema(12) - dema(26)

plotshape(mzl < 0, title='Trend DN', style=shape.labeldown, location=location.top,

color=BE_c)
plotshape(mzl > 0, title='Trend UP', style=shape.labelup, location=location.bottom,
color=BU_c)

// BTMM EMA Position vs Closing Price Scoring

y1 = ta.ema(close, 13), y2 = ta.ema(close, 50), y3 = ta.ema(close, 200), y4 =

ta.ema(close, 800)

p_vs_y1 = close>y1 ? 1 : close<y1 ? -1 : 0

p_vs_y2 = close>y2 ? 1 : close<y2 ? -1 : 0
p_vs_y3 = close>y3 ? 1 : close<y3 ? -1 : 0
p_vs_y4 = close>y4 ? 1 : close<y4 ? -1 : 0
y1_vs_y2 = y1>y2 ? 1 : y1<y2 ? -1 : 0
y1_vs_y3 = y1>y3 ? 1 : y1<y3 ? -1 : 0
y1_vs_y4 = y1>y4 ? 1 : y1<y4 ? -1 : 0
y2_vs_y3 = y2>y3 ? 1 : y2<y3 ? -1 : 0
y2_vs_y4 = y2>y4 ? 1 : y2<y4 ? -1 : 0
y3_vs_y4 = y3>y4 ? 1 : y3<y4 ? -1 : 0

EMA_score = p_vs_y1 + p_vs_y2 + p_vs_y3 + p_vs_y4 + y1_vs_y2 + y1_vs_y3 + y1_vs_y4

+ y2_vs_y3 + y2_vs_y4 + y3_vs_y4
EMA_score_C = EMA_score>0 ? BU_c : EMA_score<0 ? BE_c : color.yellow

// DataTable + Color Scheme Definitions

r_plotc = r_plot > 50 ? BU_c : BE_c

r_tlc = r_plot > r_tl ? BU_c : BE_c
r_gblc = r_gbl > r_gbl[1] ? BU_c : BE_c

if is_showDataTBL
var main_table = table.new(position.middle_right, 5, 5, frame_color=#000000,
frame_width=2, border_color=#000000, border_width=1)
table.cell(main_table, 0, 0, 'TF', text_color=color.white,
text_size=size.small, bgcolor=color.new(color.black, 50))
table.cell(main_table, 1, 0, 't3', text_color=color.white,
text_size=size.small, bgcolor=color.new(color.black, 50))
table.cell(main_table, 2, 0, 't2', text_color=color.white,
text_size=size.small, bgcolor=color.new(color.black, 50))
table.cell(main_table, 3, 0, 't1', text_color=color.white,
text_size=size.small, bgcolor=color.new(color.black, 50))
table.cell(main_table, 4, 0, 't0', text_color=color.white,
text_size=size.small, bgcolor=color.new(color.black, 50))
table.cell(main_table, 0, 1, 'R', text_color=color.white, text_size=size.small,
bgcolor=color.new(color.black, 50))
table.cell(main_table, 0, 2, 'TL', text_color=color.white,
text_size=size.small, bgcolor=color.new(color.black, 50))
table.cell(main_table, 0, 3, 'BL', text_color=color.white,
text_size=size.small, bgcolor=color.new(color.black, 50))
 table.cell(main_table, 0, 4, 'EMA', text_color=color.white,
text_size=size.small, bgcolor=color.new(color.black, 50))

for i = 1 to 4
table.cell(main_table, i, 1, str.tostring(r_plot[4-i], '#.#'),
text_color=#000000, text_size=size.small, bgcolor=color.new(r_plotc[4-i], 50))
table.cell(main_table, i, 2, str.tostring(r_tl[4-i], '#.#'),
text_color=#000000, text_size=size.small, bgcolor=color.new(r_tlc[4-i], 50))
table.cell(main_table, i, 3, str.tostring(r_gbl[4-i], '#.#'),
text_color=#000000, text_size=size.small, bgcolor=color.new(r_gblc[4-i], 50))
table.cell(main_table, i, 4, str.tostring(EMA_score[4-i], '#'),
text_color=#000000, text_size=size.small, bgcolor=color.new(EMA_score_C[4-i], 50))

//-----------------------------------------------------------------------------}
//Divergence Indicator
//-----------------------------------------------------------------------------{
oscillator = input.string(title="Select Oscillator",defval="RSI",options=["RSI",
"MACD", "Stochastic","Money Flow","Demand Index","Chaikin Money flow"])
//Tradingview built-in divergence indicator script used to show Divergence
//Thanks to Tradingview for providing this unique Built-in Divergence Indicator
lbR = input(title="Pivot Lookback Right", defval=2)
lbL = input(title="Pivot Lookback Left", defval=6)
rangeUpper = input(title="Max of Lookback Range", defval=60)
rangeLower = input(title="Min of Lookback Range", defval=5)
plotBull = input(title="Plot Bullish", defval=true)
plotHiddenBull = input(title="Plot Hidden Bullish", defval=false)
plotBear = input(title="Plot Bearish", defval=true)
plotHiddenBear = input(title="Plot Hidden Bearish", defval=false)

bearColor = color.rgb(255, 82, 82, 30)

bullColor = color.rgb(76, 175, 79, 30)
hiddenBullColor = color.new(color.green, 80)
hiddenBearColor = color.new(color.red, 80)
textColor = color.white
noneColor = color.new(color.white, 100)
[macdline,_,_]=ta.macd(close,12,26,9)

P = (close - open) / open

DI = 0.0
Spread = 0.0
H = 0.0
L = 0.0

if (high > high[1])

H := high
else
H := high[1]
if (low < low[1])
L := low
else
L := low[1]
Spread := H - L
Spread := math.avg(Spread, 10)
if (Spread == 0)
Spread := 1
K = (3*close) / Spread
P := P * K
BP = 1.0
SP = 1.0
if (close > open)
BP := volume
SP := volume / P
else
BP := volume / P
SP := volume
if (math.abs(BP) > math.abs(SP))
DI := 100*SP/BP
else
DI := 100*BP/SP
DI := ta.ema(DI, 10)

ad = close==high and close==low or high==low ? 0 : ((2*close-low-high)/(high-

low))*volume
cmf = (math.sum(ad, 20) / math.sum(volume, 20))*100

osc = oscillator=="RSI" ? ta.rsi(close,14) : oscillator=="MACD" ? macdline :

oscillator=="Stochastic" ?
ta.sma(ta.stoch(close, high, low, 14), 3) : oscillator=="Money Flow" ?
ta.mfi(hlc3,14) : oscillator=="Demand Index" ? DI :
oscillator=="Chaikin Money flow" ? cmf : na

plot(osc, title="RSI", linewidth=2, color=#8e169900)

hline(50, title="Middle Line", linestyle=hline.style_dotted)
obLevel = hline(70, title="Overbought", linestyle=hline.style_dotted)
osLevel = hline(30, title="Oversold", linestyle=hline.style_dotted)
fill(obLevel, osLevel, title="Background", color=#9a15ff00)

plFound = na(ta.pivotlow(osc, lbL, lbR)) ? false : true

phFound = na(ta.pivothigh(osc, lbL, lbR)) ? false : true

_inRange(cond) =>
bars = ta.barssince(cond == true)
rangeLower <= bars and bars <= rangeUpper

oscHL = osc[lbR] > ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])

// Price: Lower Low

priceLL = low[lbR] < ta.valuewhen(plFound, low[lbR], 1)

bullCond = plotBull and priceLL and oscHL and plFound

plot(
plFound ? osc[lbR] : na,
offset=-lbR,
title="Regular Bullish",
linewidth=2,
color=(bullCond ? bullColor : noneColor),
transp=0
)

plotshape(
bullCond ? osc[lbR] : na,
offset=-lbR,
title="Regular Bullish Label",
text=" Bull ",
style=shape.labelup,
location=location.absolute,
color=bullColor,
 textcolor=textColor,
transp=0
)

oscLL = osc[lbR] < ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])

priceHL = low[lbR] > ta.valuewhen(plFound, low[lbR], 1)

hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound

plot(
plFound ? osc[lbR] : na,
offset=-lbR,
title="Hidden Bullish",
linewidth=2,
color=(hiddenBullCond ? hiddenBullColor : noneColor),
transp=0
)

plotshape(
hiddenBullCond ? osc[lbR] : na,
offset=-lbR,
title="Hidden Bullish Label",
text=" H Bull ",
style=shape.labelup,
location=location.absolute,
color=bullColor,
textcolor=textColor,
transp=0
)

oscLH = osc[lbR] < ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])

priceHH = high[lbR] > ta.valuewhen(phFound, high[lbR], 1)

bearCond = plotBear and priceHH and oscLH and phFound

plot(
phFound ? osc[lbR] : na,
offset=-lbR,
title="Regular Bearish",
linewidth=2,
color=(bearCond ? bearColor : noneColor),
transp=0
)

plotshape(
bearCond ? osc[lbR] : na,
offset=-lbR,
title="Regular Bearish Label",
text=" Bear ",
style=shape.labeldown,
location=location.absolute,
color=bearColor,
textcolor=textColor,
transp=0
)

oscHH = osc[lbR] > ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])

priceLH = high[lbR] < ta.valuewhen(phFound, high[lbR], 1)

hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound

plot(
phFound ? osc[lbR] : na,
offset=-lbR,
title="Hidden Bearish",
linewidth=2,
color=(hiddenBearCond ? hiddenBearColor : noneColor),
transp=0
)

plotshape(
hiddenBearCond ? osc[lbR] : na,
offset=-lbR,
title="Hidden Bearish Label",
text=" H Bear ",
style=shape.labeldown,
location=location.absolute,
color=bearColor,
textcolor=textColor,
transp=0
)
alertcondition(condition = (bullCond or hiddenBullCond), title = "Bullish
Divergence", message = "Bullish Divergence")
alertcondition(condition = (bearCond or hiddenBearCond), title = "Bearish
Divergence", message = "Bearish Divergence")