Strategy ALGOX by Leo
Strategy ALGOX by Leo
//END SETTINGS
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)
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
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 ta.crossover(close, level_to_break)
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 ta.crossunder(close, level_to_break)
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))
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
// CALCULATE ATR
atrValue = ta.atr(50)
//END CALCULATIONS
f_extend_box_endpoint(current_supply_box)
f_extend_box_endpoint(current_demand_box)
//
[_, 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)
//Functions
//Line Style function
get_line_style(style) =>
out = switch style
'???' => line.style_solid
'----' => line.style_dashed
' ' => line.style_dotted
float ob = na
array.unshift(ob_top, top)
array.unshift(ob_btm, btm)
array.unshift(ob_avg, avg)
ob := ob_val
array.remove(ob_top, idx)
array.remove(ob_btm, idx)
array.remove(ob_avg, idx)
array.remove(ob_left, idx)
mitigated
//Global elements
var os = 0
var target_bull = 0.
var target_bear = 0.
// Get components
rsi = ta.rsi(close, 28)
//rsiOb = rsi > 78 and rsi > ta.ema(rsi, 10)
//rsiOs = rsi < 27 and rsi < ta.ema(rsi, 10)
rsiOb = rsi > 65 and rsi > ta.ema(rsi, 10)
rsiOs = rsi < 35 and rsi < ta.ema(rsi, 10)
dHigh = securityNoRep(syminfo.tickerid, "D", high [1])
dLow = securityNoRep(syminfo.tickerid, "D", low [1])
dClose = securityNoRep(syminfo.tickerid, "D", close[1])
ema = ta.ema(close, 144)
emaBull = close > ema
equal_tf(res) => str.tonumber(res) == f_chartTfInMinutes() and not
timeframe.isseconds
higher_tf(res) => str.tonumber(res) > f_chartTfInMinutes() or timeframe.isseconds
too_small_tf(res) => (timeframe.isweekly and res=="1") or (timeframe.ismonthly and
str.tonumber(res) < 10)
securityNoRep1(sym, res, src) =>
bool bull_ = na
bull_ := equal_tf(res) ? src : bull_
bull_ := higher_tf(res) ? request.security(sym, res, src, barmerge.gaps_off,
barmerge.lookahead_on) : bull_
bull_array = request.security_lower_tf(syminfo.tickerid, higher_tf(res) ?
str.tostring(f_chartTfInMinutes()) + (timeframe.isseconds ? "S" : "") :
too_small_tf(res) ? (timeframe.isweekly ? "3" : "10") : res, src)
if array.size(bull_array) > 1 and not equal_tf(res) and not higher_tf(res)
bull_ := array.pop(bull_array)
array.clear(bull_array)
bull_
//<triggers>
lxTrigger = false
sxTrigger = false
leTrigger = ta.crossover (closeSeriesAlt, openSeriesAlt)
seTrigger = ta.crossunder(closeSeriesAlt, openSeriesAlt)
// ——————————— <constant_declarations>
//Tooltip
T_LVL = '(%) Exit Level'
T_QTY = '(%) Adjust trade exit volume'
T_MSG = 'Paste JSON message for your bot'
//Webhook Message
O_LEMSG = 'Long Entry'
O_LXMSGSL = 'Long SL'
O_LXMSGTP1 = 'Long TP1'
O_LXMSGTP2 = 'Long TP2'
O_LXMSGTP3 = 'Long TP3'
O_LXMSG = 'Long Exit'
O_SEMSG = 'Short Entry'
O_SXMSGSL = 'Short SL'
O_SXMSGA = 'Short TP1'
O_SXMSGB = 'Short TP2'
O_SXMSGC = 'Short TP3'
O_SXMSGX = 'Short Exit'
// ——————————— <input> | | |
Line length guide |
i_lxLvlTP1 = input.float (0.2, 'Level TP1' ,
group = G_RISK,
tooltip = T_LVL)
i_lxQtyTP1 = input.float (80.0, 'Qty TP1' ,
group = G_RISK,
tooltip = T_QTY)
i_lxLvlTP2 = input.float (0.5, 'Level TP2' , group
= G_RISK,
tooltip = T_LVL)
i_lxQtyTP2 = input.float (10.0, 'Qty TP2' ,
group = G_RISK,
tooltip = T_QTY)
i_lxLvlTP3 = input.float (7.0, 'Level TP3' ,
group = G_RISK,
tooltip = T_LVL)
i_lxQtyTP3 = input.float (2, 'Qty TP3' , group
= G_RISK,
tooltip = T_QTY)
i_lxLvlSL = input.float (0.5, 'Stop Loss' , group
= G_RISK,
tooltip = T_LVL)
i_sxLvlTP1 = i_lxLvlTP1
i_sxQtyTP1 = i_lxQtyTP1
i_sxLvlTP2 = i_lxLvlTP2
i_sxQtyTP2 = i_lxQtyTP2
i_sxLvlTP3 = i_lxLvlTP3
i_sxQtyTP3 = i_lxQtyTP3
i_sxLvlSL = i_lxLvlSL
G_DISPLAY = 'Display'
//<display>
i_alertOn = input.bool (true, 'Alert Labels On/Off' , group
= G_DISPLAY)
i_barColOn = input.bool (true, 'Bar Color On/Off' , group
= G_DISPLAY)
// ——————————— <function_declarations>
// @function Calculate the Take Profit line, and the crossover or crossunder
f_tp(_condition, _conditionValue, _leTrigger, _seTrigger, _src, _lxLvlTP,
_sxLvlTP)=>
var float _tpLine = 0.0
_topLvl = _src + (_src * (_lxLvlTP / 100))
_botLvl = _src - (_src * (_sxLvlTP / 100))
_tpLine := _condition[1] != _conditionValue and _leTrigger ? _topLvl :
_condition[1] != -_conditionValue and _seTrigger ? _botLvl :
nz(_tpLine[1])
[_tpLine]
// ——————————— <calculations>
//<set initial values>
var float condition = 0.0
var float slLine = 0.0
var float entryLine = 0.0
//<entry & exit orders>
entryLine := leTrigger and condition[1] <= 0.0 ? close :
seTrigger and condition[1] >= 0.0 ? close : nz(entryLine[1])
//<SL>
slTopLvl = i_src + (i_src * (i_lxLvlSL / 100))
slBotLvl = i_src - (i_src * (i_sxLvlSL / 100))
slLine := condition[1] <= 0.0 and leTrigger ? slBotLvl :
condition[1] >= 0.0 and seTrigger ? slTopLvl : nz(slLine[1])
slLong = f_cross(low, slLine, false)
slShort = f_cross(high, slLine, true )
//<TP1, TP2 & TP3>
[tp3Line] = f_tp(condition, 1.2,leTrigger, seTrigger, i_src, i_lxLvlTP3,
i_sxLvlTP3)
[tp2Line] = f_tp(condition, 1.1,leTrigger, seTrigger, i_src, i_lxLvlTP2,
i_sxLvlTP2)
[tp1Line] = f_tp(condition, 1.0,leTrigger, seTrigger, i_src, i_lxLvlTP1,
i_sxLvlTP1)
tp3Long = f_cross(high, tp3Line, true )
tp3Short = f_cross(low, tp3Line, false)
tp2Long = f_cross(high, tp2Line, true )
tp2Short = f_cross(low, tp2Line, false)
tp1Long = f_cross(high, tp1Line, true )
tp1Short = f_cross(low, tp1Line, false)
switch
leTrigger and condition[1] <= 0.0 => condition := 1.0
seTrigger and condition[1] >= 0.0 => condition := -1.0
tp3Long and condition[1] == 1.2 => condition := 1.3
tp3Short and condition[1] == -1.2 => condition := -1.3
tp2Long and condition[1] == 1.1 => condition := 1.2
tp2Short and condition[1] == -1.1 => condition := -1.2
tp1Long and condition[1] == 1.0 => condition := 1.1
tp1Short and condition[1] == -1.0 => condition := -1.1
slLong and condition[1] >= 1.0 => condition := 0.0
slShort and condition[1] <= -1.0 => condition := 0.0
lxTrigger and condition[1] >= 1.0 => condition := 0.0
sxTrigger and condition[1] <= -1.0 => condition := 0.0
// ——————————— <strategy_calls> {
//<long orders>
if strategy.position_size <= 0 and longE and barstate.isconfirmed
strategy.entry(
'Long',
strategy.long,
alert_message = i_leMsg,
comment = 'LE')
if strategy.position_size > 0 and condition == 1.0
strategy.exit(
id = 'LXTP1',
from_entry = 'Long',
qty_percent = i_lxQtyTP1,
limit = tp1Line,
stop = slLine,
comment_profit = 'LXTP1',
comment_loss = 'SL',
alert_profit = i_lxMsgTP1,
alert_loss = i_lxMsgSL)
if strategy.position_size > 0 and condition == 1.1
strategy.exit(
id = 'LXTP2',
from_entry = 'Long',
qty_percent = i_lxQtyTP2,
limit = tp2Line,
stop = slLine,
comment_profit = 'LXTP2',
comment_loss = 'SL',
alert_profit = i_lxMsgTP2,
alert_loss = i_lxMsgSL)
if strategy.position_size > 0 and condition == 1.2
strategy.exit(
id = 'LXTP3',
from_entry = 'Long',
qty_percent = i_lxQtyTP3,
limit = tp3Line,
stop = slLine,
comment_profit = 'LXTP3',
comment_loss = 'SL',
alert_profit = i_lxMsgTP3,
alert_loss = i_lxMsgSL)
if longX
strategy.close(
'Long',
alert_message = i_lxMsg,
comment = 'LX')
//<short orders>
if strategy.position_size >= 0 and shortE and barstate.isconfirmed
strategy.entry(
'Short',
strategy.short,
alert_message = i_leMsg,
comment = 'SE')
if strategy.position_size < 0 and condition == -1.0
strategy.exit(
id = 'SXTP1',
from_entry = 'Short',
qty_percent = i_sxQtyTP1,
limit = tp1Line,
stop = slLine,
comment_profit = 'SXTP1',
comment_loss = 'SL',
alert_profit = i_sxMsgTP1,
alert_loss = i_sxMsgSL)
if strategy.position_size < 0 and condition == -1.1
strategy.exit(
id = 'SXTP2',
from_entry = 'Short',
qty_percent = i_sxQtyTP2,
limit = tp2Line,
stop = slLine,
comment_profit = 'SXTP2',
comment_loss = 'SL',
alert_profit = i_sxMsgTP2,
alert_loss = i_sxMsgSL)
if strategy.position_size < 0 and condition == -1.2
strategy.exit(
id = 'SXTP3',
from_entry = 'Short',
qty_percent = i_sxQtyTP3,
limit = tp3Line,
stop = slLine,
comment_profit = 'SXTP3',
comment_loss = 'SL',
alert_profit = i_sxMsgTP3,
alert_loss = i_sxMsgSL)
if shortX
strategy.close(
'Short',
alert_message = i_sxMsg,
comment = 'SX')
// ——————————— <visuals>
c_tp = leTrigger or seTrigger ? na :
condition == 0.0 ? na : color.green
c_entry = leTrigger or seTrigger ? na :
condition == 0.0 ? na : color.blue
c_sl = leTrigger or seTrigger ? na :
condition == 0.0 ? na : color.red
p_tp1Line = plot (
condition == 1.0 or
condition == -1.0 ? tp1Line : na,
title = "TP Line 1",
color = c_tp,
linewidth = 1,
style = plot.style_linebr)
p_tp2Line = plot (
condition == 1.0 or
condition == -1.0 or
condition == 1.1 or
condition == -1.1 ? tp2Line : na,
title = "TP Line 2",
color = c_tp,
linewidth = 1,
style = plot.style_linebr)
p_tp3Line = plot (
condition == 1.0 or
condition == -1.0 or
condition == 1.1 or
condition == -1.1 or
condition == 1.2 or
condition == -1.2 ? tp3Line : na,
title = "TP Line 3",
color = c_tp,
linewidth = 1,
style = plot.style_linebr)
p_entryLine = plot (
condition >= 1.0 or
condition <= -1.0 ? entryLine : na,
title = "Entry Line",
color = c_entry,
linewidth = 1,
style = plot.style_linebr)
p_slLine = plot (
condition == 1.0 or
condition == -1.0 or
condition == 1.1 or
condition == -1.1 or
condition == 1.2 or
condition == -1.2 ? slLine : na,
title = "SL Line",
color = c_sl,
linewidth = 1,
style = plot.style_linebr)
fill(
p_tp3Line, p_entryLine,
color = leTrigger or seTrigger ? na :color.new(color.green, 90))
fill(
p_entryLine, p_slLine,
color = leTrigger or seTrigger ? na :color.new(color.red, 90))
//<alerts labels>
plotshape(
i_alertOn and longE,
title = 'Long',
text = 'Long',
textcolor = color.white,
color = color.green,
style = shape.labelup,
size = size.tiny,
location = location.belowbar)
plotshape(
i_alertOn and shortE,
title = 'Short',
text = 'Short',
textcolor = color.white,
color = color.red,
style = shape.labeldown,
size = size.tiny,
location = location.abovebar)
plotshape(
i_alertOn and (longX or shortX) ? close : na,
title = 'Close',
text = 'Close',
textcolor = color.white,
color = color.gray,
style = shape.labelup,
size = size.tiny,
location = location.absolute)
l_tp = i_alertOn and (longTP1 or shortTP1) ? close : na
plotshape(
l_tp,
title = "TP1 Cross",
text = "TP1",
textcolor = color.white,
color = color.olive,
style = shape.labelup,
size = size.tiny,
location = location.absolute)
plotshape(
i_alertOn and (longTP2 or shortTP2) ? close : na,
title = "TP2 Cross",
text = "TP2",
textcolor = color.white,
color = color.olive,
style = shape.labelup,
size = size.tiny,
location = location.absolute)
plotshape(
i_alertOn and (longTP3 or shortTP3) ? close : na,
title = "TP3 Cross",
text = "TP3",
textcolor = color.white,
color = color.olive,
style = shape.labelup,
size = size.tiny,
location = location.absolute)
plotshape(
i_alertOn and (longSL or shortSL) ? close : na,
title = "SL Cross",
text = "SL",
textcolor = color.white,
color = color.maroon,
style = shape.labelup,
size = size.tiny,
location = location.absolute)
//<debug>
plot(
na,
title = "─── <debug> ───",
editable = false,
display = display.data_window)
plot(
condition,
title = "condition",
editable = false,
display = display.data_window)
plot(
strategy.position_size * 100,
title = ".position_size",
editable = false,
display = display.data_window)
//#endregion }
// ——————————— <↑↑↑ G_RISK ↑↑↑>
line.delete(
f_qDq(a_slLine,
line.new(
entryIndex,
slLine,
last_bar_index + l_right,
slLine,
style = line.style_solid,
color = c_sl)))
line.delete(
f_qDq(a_entryLine,
line.new(
entryIndex,
entryLine,
last_bar_index + l_right,
entryLine,
style = line.style_solid,
color = color.blue)))
line.delete(
f_qDq(a_tp3Line,
line.new(
entryIndex,
tp3Line,
last_bar_index + l_right,
tp3Line,
style = line.style_solid,
color = c_tp)))
line.delete(
f_qDq(a_tp2Line,
line.new(
entryIndex,
tp2Line,
last_bar_index + l_right,
tp2Line,
style = line.style_solid,
color = c_tp)))
line.delete(
f_qDq(a_tp1Line,
line.new(
entryIndex,
tp1Line,
last_bar_index + l_right,
tp1Line,
style = line.style_solid,
color = c_tp)))
label.delete(
f_qDq(a_slLabel,
label.new(
last_bar_index + l_right,
slLine,
'SL: ' + str.tostring(slLine, '##.###'),
style = label.style_label_left,
textcolor = color.white,
color = c_sl)))
label.delete(
f_qDq(a_entryLabel,
label.new(
last_bar_index + l_right,
entryLine,
'Entry: ' + str.tostring(entryLine, '##.###'),
style = label.style_label_left,
textcolor = color.white,
color = color.blue)))
label.delete(
f_qDq(a_tp3label,
label.new(
last_bar_index + l_right,
tp3Line,
'TP3: ' + str.tostring(tp3Line, '##.###'),
style = label.style_label_left,
textcolor = color.white,
color = c_tp)))
label.delete(
f_qDq(a_tp2label,
label.new(
last_bar_index + l_right,
tp2Line,
'TP2: ' + str.tostring(tp2Line, '##.###'),
style = label.style_label_left,
textcolor = color.white,
color = c_tp)))
label.delete(
f_qDq(a_tp1label,
label.new(
last_bar_index + l_right,
tp1Line,
'TP1: ' + str.tostring(tp1Line, '##.###'),
style = label.style_label_left,
textcolor = color.white,
color = c_tp)))
// ——————————— <alerts>
//<any_alert_function_call>
if longE or shortE or longX or shortX
alert(message = 'Any Alert', freq = alert.freq_once_per_bar_close)
if longE
alert(message = 'Long Entry', freq = alert.freq_once_per_bar_close)
if shortE
alert(message = 'Short Entry', freq = alert.freq_once_per_bar_close)
if longX
alert(message = 'Long Exit', freq = alert.freq_once_per_bar_close)
if shortX
alert(message = 'Short Exit', freq = alert.freq_once_per_bar_close)
//#endregion }
// ——————————— <↑↑↑ G_SCRIPT03 ↑↑↑>
////////////////////////////////////////
//indicator("Percentage of Target by Leo", overlay=false, precision = 0,
max_labels_count = 500,max_lines_count=500)
string t1 = "Process Noise 1: This is the primary noise factor for the Kalman
filter process. A higher value increases the filter’s responsiveness to price
changes, but may result in less smooth output. Adjust this based on market
volatility and the desired balance between smoothness and responsiveness."
string t2 = "Process Noise 2: This is the secondary noise factor for the Kalman
filter process. It works in conjunction with Process Noise 1. Increasing this value
also makes the filter more responsive but may introduce more noise. Fine-tune this
alongside Process Noise 1 for optimal filtering."
string t3 = "Measurement Noise: This value defines the amount of noise in the price
data, impacting how much the filter trusts the current price series. Higher values
will make the filter rely more on past data, reducing responsiveness. Use this to
control the trade-off between smoothness and responsiveness in trending or noisy
markets."
string t4 = "Osc Smoothness: Controls the level of smoothing applied to the trend
strength oscillator. Higher values result in a smoother oscillator but may cause
delays. Lower values make the oscillator more reactive to trend changes, which can
be useful for capturing quick reversals or volatility."
string t5 = "Kalman Filter Model: Choose between standard, volume-adjusted, and
Parkinson-adjusted Kalman filter models. Volume-adjusted uses trading volume to
adapt noise, while Parkinson-adjusted considers price range volatility. Each model
impacts how the Kalman filter adjusts to market conditions."
string t6 = "Sigma Lookback: Defines the number of bars used to calculate the
standard deviation for confidence bands in the Kalman filter. Higher values use
more historical data, which can stabilize the filter in trending markets. Lower
values make it more responsive to recent changes."
string t7 = "Trend Lookback: Sets the period over which the trend strength is
calculated. Shorter periods make the indicator more sensitive to recent trends,
while longer periods smooth the trend, emphasizing longer-term movement."
string t8 = "Strength Smoothness: Defines the level of smoothing applied to the
calculated trend strength. Higher values create a more gradual trend strength
curve, suitable for identifying persistent trends. Lower values make it more
responsive, highlighting shorter-term fluctuations."
enum kf_model
standard = "Standard"
volume_adjusted = "Volume adjusted"
parkinson_adjusted = "Parkinson adjusted"
if barstate.isconfirmed
x1 = matrix.get(F, 0, 0) * array.get(X, 0) + matrix.get(F, 0, 1) * array.get(X,
1)
x2 = matrix.get(F, 1, 1) * array.get(X, 1)
X := array.from(x1, x2)
P := F.mult(P.mult(F.transpose())).sum(Q)
R_adjusted = R.copy()
if selected_kf_model != kf_model.standard and bar_index > 2
if selected_kf_model == kf_model.volume_adjusted
matrix.set(R_adjusted, 0, 0, matrix.get(R, 0, 0) * volume[1] /
math.min(volume[1], volume))
else if selected_kf_model == kf_model.parkinson_adjusted
current_range = high - low
previous_range = high[1] - low[1]
range_ratio = current_range / math.max(previous_range, syminfo.mintick)
parkinson_scaled = 1 + range_ratio
matrix.set(R_adjusted, 0, 0, matrix.get(R, 0, 0) * parkinson_scaled)
S = H.mult(P.mult(H.transpose())).sum(R_adjusted)
K = P.mult(H.transpose().mult(S.inv()))
innovation = src1 - array.get(H.mult(X), 0)
diff = K.mult(innovation)
X := array.from(array.get(X, 0) + matrix.get(diff, 0, 0), array.get(X, 1) +
matrix.get(diff, 1, 0))
P := I.sum(K.mult(H).mult(-1)).mult(P)
estimate = array.get(X, 0)
oscillator = array.get(X, 1)
filtered_src := estimate
array.push(osc_buffer, oscillator)
if array.size(Y_diff) >= N
array.shift(Y_diff)
if array.size(osc_buffer) >= N2
A = osc_buffer.abs().max()
trend_strength := ta.wma((oscillator / A * 100 ),R2)
array.shift(osc_buffer)
if not na(trend_strength)
for i = 0 to num_segments - 1
if i < filled_segments
osc_color := color.new(trend_strength > 0 ? pos_col : neg_col, 80 - i *
10)
else
break
if barstate.islast
trend_strength_current = math.round(trend_strength)
var table trend_table = table.new(position.bottom_center, num_segments + 1, 1,
border_color=chart.fg_color, border_width=1, frame_color=chart.fg_color,
frame_width=1)
for i = 0 to num_segments - 1
table_segment_color = i < filled_segments ? color.new(trend_strength > 0 ?
pos_col : neg_col, 70 - i * 10) : color.new(chart.fg_color, 100)
table.cell(trend_table, i, 0, "", bgcolor=table_segment_color, width=1,
height=2)
table.cell(trend_table, num_segments, 0, str.tostring(trend_strength_current) +
" %", text_color=chart.fg_color, bgcolor=na)
for i = 0 to length - 1
float weight = math.exp(-0.5 * math.pow((i - length / 2) / sigma, 2.0)) /
math.sqrt(sigma * 2.0 * pi)
weights.set(i, weight)
total := total + weight
for i = 0 to length - 1
weights.set(i, weights.get(i) / total)
for step = 0 to 20 by 1
float gaussian_filter = gaussian_filter(src1, (period + step), 10)
g_value.push(gaussian_filter)
for i = 0 to g_value.size() - 1
float g_f = g_value.get(i)
if g_f > g_value.first()
score += coeff
if ta.crossover(close, upper_band)
trend := true
if ta.crossunder(close, lower_band)
trend := false
trend_line :=
trend ? lower_band
: not trend ? upper_band : na
if ta.crossover(close, trend_line)
label.new(bar_index, trend_line, score > 0.5 ? "▲+" : "▲",
color = up,
textcolor = chart.bg_color,
style = label.style_label_upper_right,
size = score > 0.5 ? size.small : size.tiny,force_overlay=true)
if show_retest
if ta.crossunder(high, avg) and not trend
label.new(bar_index[1], high[1], "▼",
color = color(na),
style = label.style_label_down,
textcolor = chart.fg_color,
size = size.small,force_overlay=true)
if barstate.islast
table trend_strength_up = table.new(position.bottom_center, 100,
100,force_overlay=true)
table trend_strength_dn = table.new(position.top_center, 100,
100,force_overlay=true)
for i = 0 to score_up * 20
trend_strength_up.cell(0 + i, 0, bgcolor = color.new(up, 100 - i * 5), text
= i == 0 ? "|" : "", text_color = color.gray)
if i == score_up * 20
trend_strength_up.cell(0 + i, 0,
text = str.tostring(score_up * 100,
format.percent) + " ▲",
text_color = chart.fg_color,
height = 2)
for i = 0 to score_dn * 20
trend_strength_dn.cell(0 + i, 0, bgcolor = color.new(dn, 100 - i * 5), text
= i == 0 ? "|" : "", text_color = color.gray)
if i == score_dn * 20
trend_strength_dn.cell(0 + i, 0,
text = str.tostring(score_dn * 100,
format.percent) + " ▼",
text_color = chart.fg_color,
height = 2)
type TrendTargets
line[] lines
label[] labels
trend_value := switch
trend1 => sma_low
not trend1 => sma_high
if trend1
count_down := 0
count_up += 1
if not trend1
count_down += 1
count_up := 0
if signal1
float target_len1 = atr_multiplier * (5+target)
float target_len2 = atr_multiplier * (10+target*2)
float target_len3 = atr_multiplier * (15+target*3)
array.clear(targets.lines)
array.clear(targets.labels)
if signal2
for line_i in targets.lines
int i = targets.lines.indexof(line_i)
label.delete(targets.labels.get(i))
line.delete(line_i)
array.clear(targets.lines)
array.clear(targets.labels)
if high >= line.get_y2(line_i) and low <= line.get_y2(line_i) and count > 1
lbl_ref.set_style(label.style_label_left)
lbl_ref.set_color(#b2b5be7f)
lbl_ref.set_text(" ✔ ")
lbl_ref.set_textcolor(#16ac09)
line_i.set_style(line.style_dashed)
line_i.set_color(plot_color)
entry_line.set_style(line.style_solid)
entry_line.set_color(up_color)
entry_label.set_text("◉ " +
str.tostring(math.round(line.get_y2(entry_line), 2)))
entry_label.set_textcolor(#1d80dd)