HHLL/Mac
s7s
java
7 months ago
20 kB
17
Indexable
//@version=5
indicator("High Low With TF [S7S7] " , overlay = true, max_lines_count = 500, max_labels_count = 500)
timeframe = input.timeframe (defval = '360')
Left_B = input.int (defval = 2, title = "Left B" , minval = 1)
Right_B = input.int (defval = 2, title = "Right B", minval = 1)
HH_LinColor = input.color (defval = color.blue, title = "P H/L Line_Colors")
LL_LinColor = input.color (defval = color.red, title = "")
HH_BTColor = input.color (defval = color.lime, title = "Pivot High BG/Text Colors", inline = "HH")
HH_TxtColor = input.color (defval = color.black, title = "", inline = "HH")
LL_BTColor = input.color (defval = color.red, title = "Pivot Low BG/Text Colors", inline = "LL")
LL_TxtColor = input.color (defval = color.white, title = "", inline = "LL")
get_HHLL()=>
float HH = ta.pivothigh(Left_B, Right_B)
float LL = ta.pivotlow(Left_B, Right_B)
HH_strt = HH ? time[Right_B] : na
HH_end = HH ? time[Right_B-1]: na
LL_strt = LL ? time[Right_B] : na
LL_end = LL ? time[Right_B-1]: na
[HH, HH_strt, HH_end, LL, LL_strt, LL_end]
// ed / function tf
[HH, HH_strt, HH_end, LL, LL_strt, LL_end] = request.security(syminfo.tickerid, timeframe, get_HHLL(), lookahead = barmerge.lookahead_on)
// keep time of each bars, this is used for lines/labels
var timm = array.new_int(0)
array.unshift(timm, time)
// calculate end of the line/time for pivot high/low
HH_endLine = array.get(timm, math.min(array.indexof(timm, HH_end) + 1, array.size(timm) - 1))
LL_endLine = array.get(timm, math.min(array.indexof(timm, LL_end) + 1, array.size(timm) - 1))
// to draw once
float HH_Piv = na(HH[1]) and HH ? HH : na
float LL_Piv = na(LL[1]) and LL ? LL : na
tik_lenth = input(350,'lenth highst / lowst')
width=(ta.highest(tik_lenth) - ta.lowest(tik_lenth)) / 50
if not na(HH_Piv)
line.new(x1 = HH_strt , y1 = HH_Piv, x2 = HH_endLine , y2 = HH_Piv , color = HH_LinColor, xloc = xloc.bar_time, width = 2)
line.new(x1 = HH_strt , y1 = HH_Piv, x2 = HH_strt , y2 = HH_Piv + width, color = HH_LinColor, xloc = xloc.bar_time, width = 2)
line.new(x1 = HH_endLine, y1 = HH_Piv, x2 = HH_endLine , y2 = HH_Piv + width, color = HH_LinColor, xloc = xloc.bar_time, width = 2)
label.new(x = (HH_strt + HH_endLine) / 2, y = HH_Piv + width,text = str.tostring(math.round_to_mintick(HH_Piv)), color = HH_BTColor, textcolor = HH_TxtColor,xloc = xloc.bar_time)
if not na(LL_Piv)
line.new(x1 = LL_strt , y1 = LL_Piv, x2 = LL_endLine, y2 = LL_Piv, color = LL_LinColor, xloc = xloc.bar_time,width =2)
line.new(x1 = LL_strt , y1 = LL_Piv, x2 = LL_strt, y2 = LL_Piv - width, color = LL_LinColor, xloc = xloc.bar_time,width = 2)
line.new(x1 = LL_endLine, y1 = LL_Piv, x2 = LL_endLine, y2 = LL_Piv - width, color = LL_LinColor, xloc = xloc.bar_time, width = 2)
label.new(x = (LL_strt + LL_endLine) / 2, y = LL_Piv - width,text = str.tostring(math.round_to_mintick(LL_Piv)),color = LL_BTColor, textcolor = LL_TxtColor, style = label.style_label_up,xloc = xloc.bar_time)
var int TYPE_UP = 1
var int TYPE_DOWN = -1
var string LINE_WIDTH1_STR = "Width 1"
var string LINE_WIDTH2_STR = "Width 2"
_get_width(string str_input) =>
switch str_input // {string:int}
LINE_WIDTH1_STR => 1
LINE_WIDTH2_STR => 2
// ----------------------------------------------------------------------------
// Settings:
// {
var string GROUP_FRACT = "Fractals"
var int n = input.int(10, title="Fractal Period", minval=2, group=GROUP_FRACT)
var color col_hl = input.color(color.blue, title="Plot:", inline="plot_low", group=GROUP_FRACT)
var bool show_hl = input.bool(true, title="HL", inline="plot_low", group=GROUP_FRACT)
var color col_ll = input.color(color.gray, title=", Plot:", inline="plot_low", group=GROUP_FRACT)
var bool show_ll = input.bool(false, title="LL", inline="plot_low", group=GROUP_FRACT)
var color col_lh = input.color(color.red, title="Plot:", inline="plot_high", group=GROUP_FRACT)
var bool show_lh = input.bool(true, title="LH", inline="plot_high", group=GROUP_FRACT)
var color col_hh = input.color(color.gray, title=", Plot:", inline="plot_high", group=GROUP_FRACT)
var bool show_hh = input.bool(false, title="HH", inline="plot_high", group=GROUP_FRACT)
var string GROUP_ATL = "Auto trendlines"
var string subgroup1 = "recent line"
var color ln_col_recent = input.color(color.new(color.purple, 0), title="Recent Line", group=GROUP_ATL, inline=subgroup1)
var int lnwidth_recent = _get_width(input.string(LINE_WIDTH1_STR, options=[LINE_WIDTH1_STR, LINE_WIDTH2_STR], title="", inline=subgroup1, group=GROUP_ATL))
var string subgroup2 = "historical line"
var color ln_col_prev = input.color(color.new(color.gray, 50), title="Historical Line", group=GROUP_ATL, inline=subgroup2)
var int lnwidth_prev = _get_width(input.string(LINE_WIDTH1_STR, options=[LINE_WIDTH1_STR, LINE_WIDTH2_STR], title="", inline=subgroup2, group=GROUP_ATL))
var int max_tl = input.int(1, title="Max pair of lines", maxval=250, minval=1, group=GROUP_ATL)*2
var string _str_extend = input.string("Right", options=["Right", "Both ways"], title="Which way to extend lines", group=GROUP_ATL)
var string str_extend = _str_extend == "Both ways" ? extend.both : extend.right
var bool show_crosses = input.bool(false, title="Show crosses", tooltip="Instances when closing price of a bar has crossed lower/upper trendlines", group=GROUP_ATL)
// }
// ----------------------------------------------------------------------------
// Fractal UDT and other relevant data structures:
// Handle fractals and trendlines associated with them
// {
type fractal
int up_or_down = na // either TYPE_UP or TYPE_DOWN
int xloc = na
float yloc = na
int xloc_parent = na
float yloc_parent = na
var fractal[] arr_fract = array.new<fractal>() // Can be used for multiple purposes such as:
// (a) connecting trendlines but added condition to skip X no. of fractals in between
// (b) create a zigzag, since knowing foo.parent's x and y
// ... possibilities are endless
var line[] arr_ln_up = array.new_line() // Array of lines, newest elements inserted to front
var line[] arr_ln_dn = array.new_line()
// @function init_fractal() returns instance of fractal that has been init'ed
init_fractal(int fract_type, int xloc, float yloc, int xparent, float yparent)=>
f = fractal.new()
f.up_or_down := fract_type
f.xloc := xloc
f.yloc := yloc
f.xloc_parent := xparent
f.yloc_parent := yparent
ln = line.new(xloc, yloc, xparent, yparent, xloc.bar_index, str_extend, color=ln_col_recent, style=line.style_dashed, width=lnwidth_recent)
if f.up_or_down == TYPE_UP
array.unshift(arr_ln_up, ln)
else if f.up_or_down == TYPE_DOWN
array.unshift(arr_ln_dn, ln)
array.unshift(arr_fract, f)
f // <- return
// @function drop_and_roll(new fractal) returns void
// Clean up: Drop oldest trendlines, change colors for previous trendline
drop_and_roll(fractal f) =>
arr_ln = f.up_or_down == TYPE_UP ? arr_ln_up : f.up_or_down == TYPE_DOWN ? arr_ln_dn : na
if array.size(arr_ln) > 1
line.set_color(array.get(arr_ln, 1), ln_col_prev)
line.set_width(array.get(arr_ln, 1), lnwidth_prev)
while array.size(arr_ln) > math.floor(max_tl/2)
line.delete(array.pop(arr_ln))
// @function draw_trendline() returns void
draw_trendline(fract_type, x2, y2, x1, y1) =>
f = init_fractal(fract_type, x2, y2, x1, y1)
drop_and_roll(f)
// } end of handle for fractals
// ----------------------------------------------------------------------------
// Fractals, implemented using ta.pivot high && low
// ----------------------------------------------------------------------------
// A Fractal is always a Pivot H/L (but a Pivot H/L is not always a Fractal):
float ph = ta.pivothigh(n, n)[1], bool upfract = not na(ph)
float pl = ta.pivotlow(n, n)[1], bool downfract = not na(pl)
alertcondition(not na(ph) or not na(pl), title="New trendline formed", message="New trendline formed")
// Pointers -> Recent fractals
// {
var float recent_dn1 = na, var int i_recent_dn1 = na
var float recent_up1 = na, var int i_recent_up1 = na
var float recent_dn2 = na, var int i_recent_dn2 = na
var float recent_up2 = na, var int i_recent_up2 = na
if downfract
recent_dn2:=recent_dn1, i_recent_dn2 := i_recent_dn1
recent_dn1:=low[n+1], i_recent_dn1 := bar_index-n-1
draw_trendline(TYPE_DOWN, i_recent_dn2, recent_dn2, i_recent_dn1, recent_dn1)
if upfract
recent_up2:=recent_up1, i_recent_up2 := i_recent_up1
recent_up1:=high[n+1], i_recent_up1 := bar_index-n-1
draw_trendline(TYPE_UP, i_recent_up2, recent_up2, i_recent_up1, recent_up1)
// }
// Plotting fractals
bool hh = upfract and recent_up1 > recent_up2 ? high[n+1] : na
bool lh = upfract and recent_up1 < recent_up2 ? high[n+1] : na
bool hl = downfract and recent_dn1 > recent_dn2 ? low[n+1] : na
bool ll = downfract and recent_dn1 < recent_dn2 ? low[n+1] : na
plotshape(show_hh and hh, style=shape.circle, size=size.tiny, offset=-n-1, title="HH", text="HH", location=location.abovebar, textcolor=col_hh, color=na, editable=false)
plotshape(show_lh and lh, style=shape.circle, size=size.tiny, offset=-n-1, title="LH", text="LH", location=location.abovebar, textcolor=col_lh, color=na, editable=false)
plotshape(show_ll and ll, style=shape.circle, size=size.tiny, offset=-n-1, title="LL", text="LL", location=location.belowbar, textcolor=col_ll, color=na, editable=false)
plotshape(show_hl and hl, style=shape.circle, size=size.tiny, offset=-n-1, title="HL", text="HL", location=location.belowbar, textcolor=col_hl, color=na, editable=false)
// ----------------------------------------------------------------------------
// Finding crosses between closing price & pair of most recent trendlines
// ----------------------------------------------------------------------------
// @function get_slope()
get_slope(xA, yA, xB, yB) =>
(yB - yA) / (xB - xA)
// Solving for price at current x (bar_index), given two pairs of fractals with x values < bar_index.
float m_dn = get_slope(i_recent_dn1, recent_dn1, i_recent_dn2, recent_dn2)
float y_dn = (m_dn * bar_index) + recent_dn1 - (m_dn * i_recent_dn1)
float m_up = get_slope(i_recent_up1, recent_up1, i_recent_up2, recent_up2)
float y_up = (m_up * bar_index) + recent_up1 - (m_up * i_recent_up1)
// Plotting crosses
bool cross_upper = ta.cross(close, y_up)
bool cross_lower = ta.cross(close, y_dn)
plotshape(show_crosses and cross_upper, title = "Crossed upper trendline", style = shape.xcross,
location = location.belowbar, color = color.new(color = color.blue, transp = 50), size = size.small)
plotshape(show_crosses and cross_lower, title = "Crossed lower trendline", style = shape.xcross,
location = location.abovebar, color = color.new(color = color.red, transp = 50), size = size.small)
alertcondition(cross_upper or cross_lower, title="Upper/lower trendline crossed", message="Upper/lower trendline crossed")
// Time filter
grTIMEset = " ------| Testing Date Period |------"
testPeriod() =>
// Testing Start dates
testStartYear = input.int(2023, 'Start Year', inline='date1', group=grTIMEset)
testStartMonth = input.int(1 , 'Month', inline ='date1', group=grTIMEset)
testStartDay = input.int(1 , 'Day', inline='date1', group=grTIMEset)
testStopYear = input.int(2023, 'Stop Year', inline='date2', group=grTIMEset)
testStopMonth = input.int(1 , 'Stop Month', inline='date2', group=grTIMEset)
testStopDay = input.int(20 , 'Stop Day', inline='date2', group=grTIMEset)
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay,0, 0)
time >= testPeriodStart and time < testPeriodStop ? true : false
testPeriodStop
// Time filter =================================
// 1# WaveTrend
f_wavetrend(_src, _chlen, _avg, _malen) =>
_esa = ta.ema(_src, _chlen)
_de = ta.ema(math.abs(_src - _esa), _chlen)
_ci = (_src - _esa) / (0.015 * _de)
_tci = ta.ema(_ci, _avg)
_wt1 = _tci
_wt2 = ta.sma(_wt1, _malen)
[_wt1, _wt2]
////-----------------------------------|2# ( 4_ line EMA Ribbon )
f_emaRibbon(_src, L_SMA,L_EMA, L_WEMA, L_ALMA) =>
_SMA = ta.sma(_src, L_SMA)
_EMA = ta.ema(_src, L_EMA)
_WEMA = ta.sma (_src, L_WEMA)
_ALMA = ta.ema(_src, L_ALMA)
[_SMA, _EMA, _WEMA, _ALMA]
//
// 1# Range Size Function
// 2# Range Filter Function
// PARAMETERS and InPut
gr_wavatrend = "------| Input WT |------"
// 1# WaveTrend
sow_WT = input(true , 'Sow Wave Trend','0',gr_wavatrend )
wtMASource = input(hlc3 , title ='Source',tooltip = 'Input Wave Trend',inline = '1', group = gr_wavatrend)
wtMALen = input(3 , title ='Length',inline = '1', group = gr_wavatrend)
wtChannelLen = input(7 , title ='WT Channel Length',inline = '1', group = gr_wavatrend)
wtAverageLen = input(15 , title ='WT Average Length',inline = '1', group = gr_wavatrend)
// 2# WaveTrend Over bought
gr_WT_Bought = " ------| .... WT Ovre_B |------ "
obLevel = input(80 , title='LvL 1',inline = '1',group = gr_WT_Bought)
obLevel2 = input(160 , title='LvL 2',inline = '1',group = gr_WT_Bought)
obLevel3 = input(320 , title='LvL 3',inline = '1',group = gr_WT_Bought)
// 3# WaveTrend Over sold lines
gr_WT_Sold = " ------| WT Ovre_S |------ "
osLevel = input(-80 , title='LvL -1',inline = '2',group = gr_WT_Sold)
osLevel2 = input(-160 , title='LvL -2',inline = '2',group = gr_WT_Sold)
osLevel3 = input(-320 , title='LvL -3',inline = '2',group = gr_WT_Sold)
// 4# EMA Ribbon
gr_EMA = "------| EMA Ribbon |------"
showRibbon = input(true ,'_ تفعيل شريط _ EMA',group = gr_EMA)
LenSLOW_SMA = input(7 , title='Len_7' ,inline = '3',group = gr_EMA)
LenSLOW_EMA = input(14 , title='Len_14' ,inline = '3',group = gr_EMA)
LenFAST_SMA = input(7 , title='Len_7' ,inline = '3',group = gr_EMA)
LenFAST_EMA = input(14 , title='Len_14' ,inline = '3',group = gr_EMA)
Len_WEMA = input(28 , title='Len_28' ,inline = '4',group = gr_EMA)
LenFAST_MA = input(50 , title='Len_50' ,inline = '4',group = gr_EMA)
LenSLOW_MA = input(50 , title='Len_50' ,inline = '4',group = gr_EMA)
Len_ALMA = input(100 , title='Len_100',inline = '5',group = gr_EMA)
// set line styles
var reg_div_l_style = reg_div_l_style_ == 'Solid' ? line.style_solid : reg_div_l_style_ == 'Dashed' ? line.style_dashed : line.style_dotted
var hid_div_l_style = hid_div_l_style_ == 'Solid' ? line.style_solid : hid_div_l_style_ == 'Dashed' ? line.style_dashed : line.style_dotted
// keep indicators names and colors in arrays
// !!!!!!!! DIMAK - add num of Indicators +1
var indicators_name = array.new_string (19)
var div_colors = array.new_color (4)
showlines = input(defval=false, title='Show Divergence Lines' , group = grMAINset)
showpivot = input(defval=false, title='Show Pivot Points' , group = grMAINset)
ph1 = ta.pivothigh(source == 'Close' ? close : high, prd, prd)
float ph = ta.pivothigh(source == 'Close' ? close : high, prd, prd)
float pl = ta.pivotlow (source == 'Close' ? close : low , prd, prd)
pl1 = ta.pivotlow (source == 'Close' ? close : low , prd, prd)
plotshape(ph==ph1 and showpivot, text='H', style=shape.labeldown, color=color.new(color.white, 100), textcolor=color.new(color.red, 0), location=location.abovebar, offset=-prd)
plotshape(pl==pl1 and showpivot, text='L', style=shape.labelup , color=color.new(color.white, 100), textcolor=color.new(color.lime, 0), location=location.belowbar, offset=-prd)
// keep values and positions of Pivot Highs/Lows in the arrays
var int maxarraysize = 20
var ph_positions = array.new_int(maxarraysize, 0)
var pl_positions = array.new_int(maxarraysize, 0)
var ph_vals = array.new_float(maxarraysize, 0.)
var pl_vals = array.new_float(maxarraysize, 0.)
// add PHs to the array
if ph==ph1
array.unshift(ph_positions, bar_index)
array.unshift(ph_vals, ph)
if array.size(ph_positions) > maxarraysize
array.pop(ph_positions)
array.pop(ph_vals)
// add PLs to the array
if pl==pl1 // ph==ph1
array.unshift(pl_positions,bar_index)
array.unshift(pl_vals, pl)
if array.size(pl_positions) > maxarraysize
array.pop(pl_positions)
array.pop(pl_vals)
// functions to check Regular Divergences and Hidden Divergences
if pl==pl1
remove_last_pos_divs := false
last_pos_div_lines := 0
last_pos_div_lines
//
if ph==ph1
remove_last_neg_divs := false
last_neg_div_lines := 0
last_neg_div_lines
//
longCondition1 = input.bool(true,"long")
longCondition2 = input.bool(true,"long")
longCondition3 = input.bool(true,"long")
longCondition4 = input.bool(true,"long")
if longCondition1
########
if longCondition2
########
if longCondition3
########
if longCondition4
########
//dimak RSI timeframe END
// ======================= dimak RSI timeframe Begin 22222222 ====================
// == TEST CODE by =================================================================================================
reverseCond = strategy.closedtrades.exit_comment(strategy.closedtrades - 1)
exitPrice = strategy.closedtrades.exit_price(strategy.closedtrades - 1)
if strategy.position_size == 0 and reverseCond == 'LSL'
strategy.entry('sell', strategy.short, alert_message='enter_cycle')
if strategy.position_size == 0 and reverseCond == 'SSL'
strategy.entry('buy', strategy.long, alert_message='enter_cycle')
// ===== TEST CODE by ==============================================================================================
NotMultiOrders = ((strategy.closedtrades == 0) or ((bar_index != strategy.closedtrades.entry_bar_index(strategy.closedtrades - 1))))
//NotMultiOrders = true
// ============ New order after SL =======================================================================================
var wasLong = false
if USE_SignSL and strategy.closedtrades.exit_bar_index(strategy.closedtrades-1) == bar_index and NotMultiOrders
if wasLong
wasLong := false
strategy.entry('SELL _ 2 ', strategy.short, alert_message='enter_cycle')
if wasShort
wasShort := false
strategy.entry('BUY _ 2 ', strategy.long, alert_message='enter_cycle')
//
// ===================================================================================================
// ===================================================================================================
if strategy.position_size > 0
strategy.exit( id =' T/P %' , from_entry='buy', stop=Long_SL_EX, limit=Long_TP_EX, alert_message='stoploss')
if strategy.position_size < 0
strategy.exit(id='Close Short %', from_entry='sell', stop=short_SL_EX, limit=short_TP_EX, alert_message='stoploss')
// ===================================================================================================
//—————————— PRICE BOXES
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