DR/IDR
unknown
javascript
a year ago
19 kB
10
Indexable
//@version=5
indicator('DR/IDR V1.5', overlay=true, max_lines_count=500, max_boxes_count=500, max_labels_count=500)
import PineCoders/VisibleChart/4 as PCchart
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TheMas7er and bmistiaen
// Input options
// {
LS0='Solid', LS1='Dashed', LS2='Dotted'
BX0='DR', BX1='IDR'
XL0='Follow Time', XL1='Session End', XL2='ADR End', XL3='ODR End', XL4='RDR End'
STDLT0='Dynamic',STDLT1='Static'
// } Input options
TIMEZONE = 'America/New_York'
ONE_HOUR = 3600*1000
ONE_DAY = 24*ONE_HOUR
// Inputs
// {
var GRP1 = "Time Settings"
//timings
exchangeOffset = input.int(0,"Exchange Offset (hours)", group=GRP1)
regularTime = input.session('0930-1030', 'RDR Time', group=GRP1)
regularExtend = input.session('1030-1600', 'RDR Lines Time', group=GRP1)
afterTime = input.session('1930-2030', 'ADR Time', group=GRP1)
afterExtend = input.session('2030-0200', 'ADR Lines Time', group=GRP1)
overnightTime = input.session('0300-0400', 'ODR Time', group=GRP1)
overnightExtend = input.session('0400-0830', 'ODR Lines Time', group=GRP1)
var GRP2 = "General Settings"
//lines
showRegular = input.bool(true, 'Regular', group=GRP2, inline='session', tooltip='Show Regular and/or After and/or Overnight session')
showAfter = input.bool(true, 'After', group=GRP2, inline='session')
showOvernight = input.bool(true, 'Overnight', group=GRP2, inline='session')
drlines = input.bool(true, 'Show DR Lines ?', group=GRP2)
idrlines = input.bool(true, 'Show IDR Lines ?', group=GRP2)
middledrline = input.bool(false, 'Show Middle DR Line ?', group=GRP2)
middleidrline = input.bool(true, 'Show Middle IDR Line ?', group=GRP2)
openline = input.bool(true, 'Show Opening Line ?', group=GRP2, inline='openline', tooltip='Shows the Opening line of the Defining Range.\n- Extend: Extends the drawing of the Opening line into the RDR/ODR Lines Time.')
extendopLines = input.bool(true, 'Extend', group=GRP2, inline='openline') // Extend, follow price
extendopLinesType = input.string(XL1, '', options=[XL0,XL1,XL2,XL3,XL4], group=GRP2, inline='openline')
showBackground = input.bool(true, 'Show DR/IDR Box ?', group=GRP2)
boxType = input.string(BX1, 'Box DR or IDR ?', options=[BX0,BX1], group=GRP2)
extenddrLines = input.bool(true, 'Extend DR Lines ?', group=GRP2)
extendidrLines = input.bool(true, 'Extend IDR Lines ?', group=GRP2)
showAllHistory = input.bool(false, 'Show complete history ?', 'Might cause a slight drawing delay when panning/moving/zooming the chart.', group=GRP2)
useBoxColors = input.bool(false, 'Box color based on open and close', 'If unchecked, it will default to the selected Box Background Color', group=GRP2)
extendToEndOfRDR = input.bool(false, 'Extend lines of all ranges to end of most recent Regular session?', group=GRP2)
showStdLines = input.bool(true, 'Show STD Lines ?', group=GRP2, inline='stdlines', tooltip='Shows the Standard Deviation lines in 0.5 IDR range increments.\n- All = Shows all the STD lines on previous sessions.\n- Labels = Show STD level labels.\n- Dropdown = Choose between Dynamic or Static STD lines.')
showStdLinesAll = input.bool(true, 'All', group=GRP2, inline='stdlines')
showStdLineLabels = input.bool(true, 'Labels', group=GRP2, inline='stdlines')
stdLineType = input.string(STDLT1, '', [STDLT0,STDLT1], group=GRP2, inline='stdlines')
stdLineDynamicExtraPos = input.int(0, 'Dynamic (+)', minval=0, group=GRP2, inline='stdlinedynamic', tooltip='Dynamic STD Lines.\nDynamically draw STD lines around price action. Progresses with price.\n- (+) = Number of positive extra levels to draw in addition to the lines that are automatically drawn around price action.\n- (-) = Number of negative extra levels to draw in addition to the lines that are automatically drawn around price action.\n- Auto = Automatically determine number of STD lines that need to be drawn. Follows price action.')
stdLineDynamicExtraNeg = input.int(0, '(-)', minval=0, group=GRP2, inline='stdlinedynamic')
stdLineDynamicExtraAuto = input.bool(false, 'Auto', group=GRP2, inline='stdlinedynamic')
stdLineStaticExtraPos = input.int(10, 'Static (+)', minval=0, group=GRP2, inline='stdlinestatic', tooltip='Static STD Lines.\nDraws a fixed number of STD lines.\n- (+) = Number of positive levels to draw.\n- (-) = Number of negative levels to draw.')
stdLineStaticExtraNeg = input.int(10, '(-)', minval=0, group=GRP2, inline='stdlinestatic')
var GRP3 = "Styles"
linesWidth = input.int(1, 'Box And Lines Width ?', minval=1, maxval=4, group=GRP3)
drLineColor = input.color(color.gray, 'DR Line Color', group=GRP3, inline='drline')
drLineStyle = input.string(LS0, 'Style', options=[LS0,LS1,LS2], group=GRP3, inline='drline')
idrLineColor = input.color(color.red, 'IDR Line Color', group=GRP3, inline='idrline')
idrLineStyle = input.string(LS1, 'Style', options=[LS0,LS1,LS2], group=GRP3, inline='idrline')
middleLineColor = input.color(color.gray, 'Middle Line Color', group=GRP3, inline='midline')
middleLineStyle = input.string(LS2, 'Style', options=[LS0,LS1,LS2], group=GRP3, inline='midline')
opLineColor = input.color(color.green, 'Opening Line', group=GRP3, inline='openline', tooltip='Opening line:\n- Color\n- Style\n- Width')
opLineStyle = input.string(LS2, '', options=[LS0,LS1,LS2], group=GRP3, inline='openline')
stdLineColor = input.color(color.gray, 'STD Lines', group=GRP3, inline='stdline', tooltip='Standard deviation lines:\n- Color\n- Style\n- Width')
stdLineStyle = input.string(LS2, '', options=[LS0,LS1,LS2], group=GRP3, inline='stdline')
backgroundColor = input.color(color.new(color.gray, 75), 'Box Background Color', group=GRP3)
boxBorderSize = input.int(0, title="Box border size", minval=0, group=GRP3)
upBoxColor = input.color(color.new(color.green, 85), 'Up box', group=GRP3, inline='upbox')
upBorderColor = input.color(color.green, 'border', group=GRP3, inline='upbox')
downBoxColor = input.color(color.new(color.red, 85), 'Down box', group=GRP3, inline='downbox')
downBorderColor = input.color(color.red, 'border', group=GRP3, inline='downbox')
// } Inputs
// Constants
// {
exchangeOffsetMS = exchangeOffset * 3600000
// } Constants
// Variables {
var int startTime = na
var int endTime = na
var string currentSession = na
var line lowrdrl = na
var line highrdrl = na
var line lowridrl = na
var line highridrl = na
var line leftrdrl = na
var line rightrdrl = na
var line middlerdrl = na
var line middleridrl = na
var line drLineOpen = na
var box bgBox = na
var line[] stdLines = array.new<line>()
var float[] stdLevels = array.new<float>()
var label[] stdLabels = array.new<label>()
var float rdrlow = na
var float rdrhigh = na
var float ridrlow = na
var float ridrhigh = na
var float rdrmiddle = na
var float ridrmiddle = na
var float sessionOpen = na
var float regidrlow = na
var float regidrhigh = na
var float sessionHigh = na
var float sessionLow = na
var int stdLinesStartTime = na
var int stdLinesStopTime = na
var bool use_m5 = false
// } Variables
// Functions {
f_insession(_session) =>
not na(time(timeframe.period, _session, TIMEZONE))
f_timestrToHM(_timeStr) =>
var int hourInt = na
var int minuteInt = na
if str.length(_timeStr) == 4
hourInt := int(str.tonumber(str.substring(_timeStr, 0, 2)))
minuteInt := int(str.tonumber(str.substring(_timeStr, 2, 4)))
[hourInt, minuteInt]
f_sessionTime(_session, _timezone=syminfo.timezone, _part) =>
var int ts = na
if str.length(_session) == 9 and (_part == 0 or _part == 1)
arraySessionSplit = str.split(_session, '-')
timeStrTo = array.get(arraySessionSplit, _part)
[hourTo, minuteTo] = f_timestrToHM(timeStrTo)
ts := timestamp(_timezone, year, month, dayofmonth, hourTo, minuteTo)
ts
f_sessionStartTime(_session, _timezone=syminfo.timezone) => f_sessionTime(_session, _timezone, 0)
f_sessionStopTime(_session, _timezone=syminfo.timezone) => f_sessionTime(_session, _timezone, 1)
f_timestamp_to_date(int _ts = na, string _tz = na) => timestamp(_tz, year(_ts, _tz), month(_ts, _tz), dayofmonth(_ts, _tz))
f_lineStyle(_inputOption) =>
switch(_inputOption)
LS0 => line.style_solid
LS1 => line.style_dashed
LS2 => line.style_dotted
=> line.style_solid
f_newline(_color, _style) => line.new(na, na, na, na, xloc=xloc.bar_time, color=_color, style=_style, width=linesWidth)
f_newdrline() => f_newline(drLineColor, f_lineStyle(drLineStyle))
f_newidrline() => f_newline(idrLineColor, f_lineStyle(idrLineStyle))
f_newmdline() => f_newline(middleLineColor, f_lineStyle(middleLineStyle))
f_newopline() => f_newline(opLineColor, f_lineStyle(opLineStyle))
f_newstdine() => f_newline(stdLineColor, f_lineStyle(stdLineStyle))
f_newbox() => box.new(na, na, na, na, xloc=xloc.bar_time, bgcolor=backgroundColor, border_width=boxBorderSize)
f_moveLine(_line, _x1, _y, _x2) => line.set_xy1(_line, _x1 + exchangeOffsetMS, _y), line.set_xy2(_line, _x2 + exchangeOffsetMS, _y), _line
f_movebox(_box, _left, _top, _right, _bottom, _bordercolor, _bgcolor) => box.set_lefttop(_box, _left + exchangeOffsetMS, _top), box.set_rightbottom(_box, _right + exchangeOffsetMS, _bottom), box.set_border_color(_box, _bordercolor), box.set_bgcolor(_box, _bgcolor)
f_newLabel() => label.new(na, na, '', xloc = xloc.bar_time, yloc=yloc.price, style=label.style_label_left, color=color(na), textcolor=stdLineColor)
f_moveLabel(_label, _x, _y, _text) =>
label.set_xy(_label, _x, _y)
label.set_text(_label, _text)
_label
f_drawStdLine(_fromTime, _toTime, _level, float _stdLabelValue=na) =>
if not na(_level)
if not array.includes(stdLevels, _level)
array.push(stdLevels, _level)
array.push(stdLines, f_moveLine(f_newstdine(), _fromTime, _level, _toTime))
if showStdLineLabels
array.push(stdLabels, f_moveLabel(f_newLabel(), _toTime, _level, str.format('{0}',_stdLabelValue)))
f_drawStdLines(_fromTime, _toTime, bool _clear = false) =>
var float stdStepFactor = 0.5
var float stdStep = na
var float stdLevel = na
var float stdLabelValue = na
var int nrLevels = na
var int nrLevelsPos = na
var int nrLevelsNeg = na
if _clear and not showStdLinesAll and array.size(stdLevels) > 0
// If we don't need to show all the lines, delete them each time we clear. If we do need to show all the previous lines, don't delete them.
for tmpIndex = 0 to array.size(stdLines)-1
line.delete(array.get(stdLines, tmpIndex))
if showStdLineLabels
label.delete(array.get(stdLabels, tmpIndex))
if _clear
array.clear(stdLevels)
array.clear(stdLines)
if showStdLineLabels
array.clear(stdLabels)
stdStep := math.abs(regidrhigh-regidrlow) * stdStepFactor
if stdStep != 0
switch stdLineType
STDLT0 =>
nrLevelsPos := math.ceil(math.max(sessionHigh - regidrhigh, 0) / stdStep) + (stdLineDynamicExtraAuto ? 0 : stdLineDynamicExtraPos)
nrLevelsNeg := math.ceil(math.max(regidrlow - sessionLow, 0) / stdStep) + (stdLineDynamicExtraAuto ? 0 : stdLineDynamicExtraNeg)
STDLT1 =>
nrLevelsPos := stdLineStaticExtraPos
nrLevelsNeg := stdLineStaticExtraNeg
// Positive lines
if nrLevelsPos >= 1
for cnt = 1 to nrLevelsPos
stdLevel := regidrhigh + (cnt * stdStep)
stdLabelValue := cnt * stdStepFactor
f_drawStdLine(_fromTime, _toTime, stdLevel, stdLabelValue)
// Negative lines
if nrLevelsNeg >= 1
for cnt = 1 to nrLevelsNeg
stdLevel := regidrlow - (cnt * stdStep)
stdLabelValue := cnt * (-stdStepFactor)
f_drawStdLine(_fromTime, _toTime, stdLevel, stdLabelValue)
// } Functions
// Use the 5 minute timeframe if the chart timeframe is lower than 5m
if barstate.isfirst
use_m5 := timeframe.in_seconds() < 300
[m5_open, m5_high, m5_low, m5_close] = request.security(syminfo.tickerid, '5', [open, high, low, close], lookahead = barmerge.lookahead_on)
open_value = use_m5 ? m5_open : open
high_value = use_m5 ? m5_high : high
low_value = use_m5 ? m5_low : low
close_value = use_m5 ? m5_close : close
inRegularSession = f_insession(regularTime) and showRegular
inRegularExtend = f_insession(regularExtend) and showRegular
inAfterSession = f_insession(afterTime) and showAfter
inAfterExtend = f_insession(afterExtend) and showAfter
inOvernightSession = f_insession(overnightTime) and showOvernight
inOvernightExtend = f_insession(overnightExtend) and showOvernight
inSession = inRegularSession or inOvernightSession or inAfterSession
inExtend = inRegularExtend or inOvernightExtend or inAfterExtend
enterSession = inSession and not inSession[1]
enterExtend = inExtend and not inExtend[1]
leaveRegularSession = not inRegularSession and inRegularSession[1]
enterRegularExtend = inRegularExtend and not inRegularExtend[1]
if timeframe.isintraday //and (PCchart.barIsVisible() or not showAllHistory)
if enterSession
currentSession := inRegularSession ? regularTime : inOvernightSession ? overnightTime : inAfterSession ? afterTime : na
else if enterExtend
currentSession := inRegularExtend ? regularExtend : inOvernightExtend ? overnightExtend : inAfterExtend ? afterExtend : na
if inSession
// Initialize levels
if not inSession[1]
startTime := time
sessionOpen := open_value
rdrhigh := high_value
rdrlow := low_value
ridrlow := math.min(open_value, close_value)
ridrhigh := math.max(open_value, close_value)
// Initialize drawing objects
if showBackground
bgBox := f_newbox()
if drlines
highrdrl := f_newdrline()
lowrdrl := f_newdrline()
if idrlines
highridrl := f_newidrline()
lowridrl := f_newidrline()
if middledrline
middlerdrl := f_newmdline()
if middleidrline
middleridrl := f_newmdline()
if openline
drLineOpen := f_newopline()
// Calculate levels
rdrhigh := math.max(high_value, rdrhigh)
rdrlow := math.min(low_value, rdrlow)
ridrhigh := math.max(open_value, close_value, ridrhigh)
ridrlow := math.min(open_value, close_value, ridrlow)
rdrmiddle := math.avg(rdrhigh, rdrlow)
ridrmiddle := math.avg(ridrhigh, ridrlow)
if leaveRegularSession
regidrhigh := ridrhigh
regidrlow := ridrlow
if inRegularExtend
stdLinesStartTime := f_sessionStartTime(regularExtend, TIMEZONE)
stdLinesStopTime := f_sessionStopTime(overnightExtend, TIMEZONE) + ONE_DAY * (dayofweek == dayofweek.friday and syminfo.type != 'crypto' ? 3 : 1)
if enterRegularExtend
// Initialize session high/low.
sessionHigh := high_value
sessionLow := low_value
// Remember high/low since session started. Needed for drawing STD levels. Also keep high low beyond Extend.
sessionHigh := math.max(sessionHigh, high_value)
sessionLow := math.min(sessionLow, low_value)
// Draw objects
if showBackground and inSession
boxUp = close_value > sessionOpen
boxBorderColor = useBoxColors ? (boxUp ? upBorderColor : downBorderColor) : backgroundColor
boxBackgroundColor = useBoxColors ? (boxUp ? upBoxColor : downBoxColor) : backgroundColor
boxHigh = boxType==BX0 ? rdrhigh : ridrhigh
boxLow = boxType==BX0 ? rdrlow : ridrlow
f_movebox(bgBox, startTime, boxHigh, time, boxLow, boxBorderColor, boxBackgroundColor)
if extendToEndOfRDR
if syminfo.type == 'warrant' or syminfo.type == 'structured' or syminfo.type == 'right'
endTime := time
else if time > (timenow - 2 * ONE_DAY) // no need to call functions every bar. Only start checking 2 days ago.
if f_timestamp_to_date(f_sessionStopTime(currentSession, TIMEZONE), TIMEZONE) == f_timestamp_to_date(timenow, TIMEZONE) //timenow_date
endTime := f_sessionStopTime(regularExtend, TIMEZONE)
else
endTime := time
else
endTime := time
else
endTime := time
if drlines and (inSession or (extenddrLines and inExtend))
f_moveLine(highrdrl, startTime, rdrhigh, endTime)
f_moveLine(lowrdrl, startTime, rdrlow, endTime)
if middledrline
f_moveLine(middlerdrl, startTime, rdrmiddle, endTime)
if idrlines and (inSession or (extendidrLines and inExtend))
f_moveLine(highridrl, startTime, ridrhigh, endTime)
f_moveLine(lowridrl, startTime, ridrlow, endTime)
if middleidrline
f_moveLine(middleridrl, startTime, ridrmiddle, endTime)
if openline and (inSession or (extendopLines and inExtend))
f_moveLine(drLineOpen, startTime, sessionOpen, endTime)
if showStdLines
f_drawStdLines(stdLinesStartTime, stdLinesStopTime, enterRegularExtend)
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