indicator('DIV MA SAR')
3169
plain_text
a year ago
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Indexable
//@version=5
indicator('DIV MA SAR', overlay=true, max_bars_back=1000, max_lines_count=400, max_labels_count=400)
// MA (MOVINF AVERAGES)
plot(ta.sma(close, 100), 'ma100', linewidth=2, color=color.new(color.purple, 0))
plot(ta.sma(close, 50), 'ma50', linewidth=2, color=color.new(color.red, 0))
plot(ta.sma(close, 20), 'ma20', linewidth=2, color=color.new(color.orange, 0))
//plot(ta.sma(close, 8), 'ma8', linewidth=1, color=color.new(color.green, 0))
plot(ta.sma(close, 5), 'ma5', linewidth=1, color=color.new(color.lime, 0))
p200=plot(ta.ema(close,200), color=color.new(color.yellow, 80))
p250=plot(ta.ema(close,250), color=color.new(color.yellow, 80))
fill(p200, p250, color=color.new(color.yellow, 80))
// PARABOLIC SAR
outsar = ta.sar(0.02, 0.02, 0.2)
plot(outsar, 'ParabolicSAR', style=plot.style_cross, color=color.new(color.gray, 0))
//DIVERGENCE OF MANY INDICATORS
prd = input.int(defval=5, title='Pivot Period', minval=1, maxval=50)
source = input.string(defval='Close', title='Source for Pivot Points', options=['Close', 'High/Low'])
searchdiv = input.string(defval='Regular', title='Divergence Type', options=['Regular', 'Hidden', 'Regular/Hidden'])
showindis = input.string(defval='Full', title='Show Indicator Names', options=['Full', 'First Letter', 'Don\'t Show'])
showlimit = input.int(1, title='Minimum Number of Divergence', minval=1, maxval=11)
maxpp = input.int(defval=10, title='Maximum Pivot Points to Check', minval=1, maxval=20)
maxbars = input.int(defval=100, title='Maximum Bars to Check', minval=30, maxval=200)
shownum = input(defval=true, title='Show Divergence Number')
showlast = input(defval=false, title='Show Only Last Divergence')
dontconfirm = input(defval=false, title='Don\'t Wait for Confirmation')
showlines = input(defval=true, title='Show Divergence Lines')
showpivot = input(defval=false, title='Show Pivot Points')
calcmacd = input(defval=true, title='MACD')
calcmacda = input(defval=false, title='MACD Histogram')
calcrsi = input(defval=true, title='RSI')
calcstoc = input(defval=true, title='Stochastic')
calccci = input(defval=true, title='CCI')
calcmom = input(defval=true, title='Momentum')
calcobv = input(defval=true, title='OBV')
calcvwmacd = input(true, title='VWmacd')
calccmf = input(false, title='Chaikin Money Flow')
calcmfi = input(true, title='Money Flow Index')
calcext = input(false, title='Check External Indicator')
externalindi = input(defval=close, title='External Indicator')
pos_reg_div_col = input(defval=color.new(color.green, 80), title='Positive Regular Divergence')
neg_reg_div_col = input(defval=color.new(color.red, 80), title='Negative Regular Divergence')
pos_hid_div_col = input(defval=color.lime, title='Positive Hidden Divergence')
neg_hid_div_col = input(defval=color.red, title='Negative Hidden Divergence')
pos_div_text_col = input(defval=color.white, title='Positive Divergence Text Color')
neg_div_text_col = input(defval=color.white, title='Negative Divergence Text Color')
reg_div_l_style_ = input.string(defval='Solid', title='Regular Divergence Line Style', options=['Solid', 'Dashed', 'Dotted'])
hid_div_l_style_ = input.string(defval='Dashed', title='Hdden Divergence Line Style', options=['Solid', 'Dashed', 'Dotted'])
reg_div_l_width = input.int(defval=2, title='Regular Divergence Line Width', minval=1, maxval=5)
hid_div_l_width = input.int(defval=1, title='Hidden Divergence Line Width', minval=1, maxval=5)
showmas = input.bool(defval=false, title='Show MAs 50 & 200', inline='ma12')
cma1col = input.color(defval=color.lime, title='', inline='ma12')
cma2col = input.color(defval=color.red, title='', inline='ma12')
plot(showmas ? ta.sma(close, 50) : na, color=showmas ? cma1col : na)
plot(showmas ? ta.sma(close, 200) : na, color=showmas ? cma2col : na)
// 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
// get indicators
rsi = ta.rsi(close, 14) // RSI
[macd, signal, deltamacd] = ta.macd(close, 12, 26, 9) // MACD
moment = ta.mom(close, 10) // Momentum
cci = ta.cci(close, 10) // CCI
Obv = ta.obv // OBV
stk = ta.sma(ta.stoch(close, high, low, 14), 3) // Stoch
maFast = ta.vwma(close, 12) // volume weighted macd
maSlow = ta.vwma(close, 26)
vwmacd = maFast - maSlow
Cmfm = (close - low - (high - close)) / (high - low) // Chaikin money flow
Cmfv = Cmfm * volume
cmf = ta.sma(Cmfv, 21) / ta.sma(volume, 21)
Mfi = ta.mfi(close, 14) // Moneyt Flow Index
// keep indicators names and colors in arrays
var indicators_name = array.new_string(11)
var div_colors = array.new_color(4)
if barstate.isfirst
// names
array.set(indicators_name, 0, showindis == 'Full' ? 'MACD' : 'M')
array.set(indicators_name, 1, showindis == 'Full' ? 'Hist' : 'H')
array.set(indicators_name, 2, showindis == 'Full' ? 'RSI' : 'E')
array.set(indicators_name, 3, showindis == 'Full' ? 'Stoch' : 'S')
array.set(indicators_name, 4, showindis == 'Full' ? 'CCI' : 'C')
array.set(indicators_name, 5, showindis == 'Full' ? 'MOM' : 'M')
array.set(indicators_name, 6, showindis == 'Full' ? 'OBV' : 'O')
array.set(indicators_name, 7, showindis == 'Full' ? 'VWMACD' : 'V')
array.set(indicators_name, 8, showindis == 'Full' ? 'CMF' : 'C')
array.set(indicators_name, 9, showindis == 'Full' ? 'MFI' : 'M')
array.set(indicators_name, 10, showindis == 'Full' ? 'Extrn' : 'X')
//colors
array.set(div_colors, 0, pos_reg_div_col)
array.set(div_colors, 1, neg_reg_div_col)
array.set(div_colors, 2, pos_hid_div_col)
array.set(div_colors, 3, neg_hid_div_col)
// Check if we get new Pivot High Or Pivot Low
float ph = ta.pivothigh(source == 'Close' ? close : high, prd, prd)
float pl = ta.pivotlow(source == 'Close' ? close : low, prd, prd)
plotshape(ph 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 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
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
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
// function to check positive regular or negative hidden divergence
// cond == 1 => positive_regular, cond == 2=> negative_hidden
positive_regular_positive_hidden_divergence(src, cond) =>
divlen = 0
prsc = source == 'Close' ? close : low
// if indicators higher than last value and close price is higher than las close
if dontconfirm or src > src[1] or close > close[1]
startpoint = dontconfirm ? 0 : 1 // don't check last candle
// we search last 15 PPs
for x = 0 to maxpp - 1 by 1
len = bar_index - array.get(pl_positions, x) + prd
// if we reach non valued array element or arrived 101. or previous bars then we don't search more
if array.get(pl_positions, x) == 0 or len > maxbars
break
if len > 5 and (cond == 1 and src[startpoint] > src[len] and prsc[startpoint] < nz(array.get(pl_vals, x)) or cond == 2 and src[startpoint] < src[len] and prsc[startpoint] > nz(array.get(pl_vals, x)))
slope1 = (src[startpoint] - src[len]) / (len - startpoint)
virtual_line1 = src[startpoint] - slope1
slope2 = (close[startpoint] - close[len]) / (len - startpoint)
virtual_line2 = close[startpoint] - slope2
arrived = true
for y = 1 + startpoint to len - 1 by 1
if src[y] < virtual_line1 or nz(close[y]) < virtual_line2
arrived := false
break
virtual_line1 -= slope1
virtual_line2 -= slope2
virtual_line2
if arrived
divlen := len
break
divlen
// function to check negative regular or positive hidden divergence
// cond == 1 => negative_regular, cond == 2=> positive_hidden
negative_regular_negative_hidden_divergence(src, cond) =>
divlen = 0
prsc = source == 'Close' ? close : high
// if indicators higher than last value and close price is higher than las close
if dontconfirm or src < src[1] or close < close[1]
startpoint = dontconfirm ? 0 : 1 // don't check last candle
// we search last 15 PPs
for x = 0 to maxpp - 1 by 1
len = bar_index - array.get(ph_positions, x) + prd
// if we reach non valued array element or arrived 101. or previous bars then we don't search more
if array.get(ph_positions, x) == 0 or len > maxbars
break
if len > 5 and (cond == 1 and src[startpoint] < src[len] and prsc[startpoint] > nz(array.get(ph_vals, x)) or cond == 2 and src[startpoint] > src[len] and prsc[startpoint] < nz(array.get(ph_vals, x)))
slope1 = (src[startpoint] - src[len]) / (len - startpoint)
virtual_line1 = src[startpoint] - slope1
slope2 = (close[startpoint] - nz(close[len])) / (len - startpoint)
virtual_line2 = close[startpoint] - slope2
arrived = true
for y = 1 + startpoint to len - 1 by 1
if src[y] > virtual_line1 or nz(close[y]) > virtual_line2
arrived := false
break
virtual_line1 -= slope1
virtual_line2 -= slope2
virtual_line2
if arrived
divlen := len
break
divlen
// calculate 4 types of divergence if enabled in the options and return divergences in an array
calculate_divs(cond, indicator_1) =>
divs = array.new_int(4, 0)
array.set(divs, 0, cond and (searchdiv == 'Regular' or searchdiv == 'Regular/Hidden') ? positive_regular_positive_hidden_divergence(indicator_1, 1) : 0)
array.set(divs, 1, cond and (searchdiv == 'Regular' or searchdiv == 'Regular/Hidden') ? negative_regular_negative_hidden_divergence(indicator_1, 1) : 0)
array.set(divs, 2, cond and (searchdiv == 'Hidden' or searchdiv == 'Regular/Hidden') ? positive_regular_positive_hidden_divergence(indicator_1, 2) : 0)
array.set(divs, 3, cond and (searchdiv == 'Hidden' or searchdiv == 'Regular/Hidden') ? negative_regular_negative_hidden_divergence(indicator_1, 2) : 0)
divs
// array to keep all divergences
var all_divergences = array.new_int(44) // 11 indicators * 4 divergence = 44 elements
// set related array elements
array_set_divs(div_pointer, index) =>
for x = 0 to 3 by 1
array.set(all_divergences, index * 4 + x, array.get(div_pointer, x))
// set divergences array
array_set_divs(calculate_divs(calcmacd, macd), 0)
array_set_divs(calculate_divs(calcmacda, deltamacd), 1)
array_set_divs(calculate_divs(calcrsi, rsi), 2)
array_set_divs(calculate_divs(calcstoc, stk), 3)
array_set_divs(calculate_divs(calccci, cci), 4)
array_set_divs(calculate_divs(calcmom, moment), 5)
array_set_divs(calculate_divs(calcobv, Obv), 6)
array_set_divs(calculate_divs(calcvwmacd, vwmacd), 7)
array_set_divs(calculate_divs(calccmf, cmf), 8)
array_set_divs(calculate_divs(calcmfi, Mfi), 9)
array_set_divs(calculate_divs(calcext, externalindi), 10)
// check minimum number of divergence, if less than showlimit then delete all divergence
total_div = 0
for x = 0 to array.size(all_divergences) - 1 by 1
total_div += math.round(math.sign(array.get(all_divergences, x)))
total_div
if total_div < showlimit
array.fill(all_divergences, 0)
// keep line in an array
var pos_div_lines = array.new_line(0)
var neg_div_lines = array.new_line(0)
var pos_div_labels = array.new_label(0)
var neg_div_labels = array.new_label(0)
// remove old lines and labels if showlast option is enabled
delete_old_pos_div_lines() =>
if array.size(pos_div_lines) > 0
for j = 0 to array.size(pos_div_lines) - 1 by 1
line.delete(array.get(pos_div_lines, j))
array.clear(pos_div_lines)
delete_old_neg_div_lines() =>
if array.size(neg_div_lines) > 0
for j = 0 to array.size(neg_div_lines) - 1 by 1
line.delete(array.get(neg_div_lines, j))
array.clear(neg_div_lines)
delete_old_pos_div_labels() =>
if array.size(pos_div_labels) > 0
for j = 0 to array.size(pos_div_labels) - 1 by 1
label.delete(array.get(pos_div_labels, j))
array.clear(pos_div_labels)
delete_old_neg_div_labels() =>
if array.size(neg_div_labels) > 0
for j = 0 to array.size(neg_div_labels) - 1 by 1
label.delete(array.get(neg_div_labels, j))
array.clear(neg_div_labels)
// delete last creted lines and labels until we met new PH/PV
delete_last_pos_div_lines_label(n) =>
if n > 0 and array.size(pos_div_lines) >= n
asz = array.size(pos_div_lines)
for j = 1 to n by 1
line.delete(array.get(pos_div_lines, asz - j))
array.pop(pos_div_lines)
if array.size(pos_div_labels) > 0
label.delete(array.get(pos_div_labels, array.size(pos_div_labels) - 1))
array.pop(pos_div_labels)
delete_last_neg_div_lines_label(n) =>
if n > 0 and array.size(neg_div_lines) >= n
asz = array.size(neg_div_lines)
for j = 1 to n by 1
line.delete(array.get(neg_div_lines, asz - j))
array.pop(neg_div_lines)
if array.size(neg_div_labels) > 0
label.delete(array.get(neg_div_labels, array.size(neg_div_labels) - 1))
array.pop(neg_div_labels)
// variables for Alerts
pos_reg_div_detected = false
neg_reg_div_detected = false
pos_hid_div_detected = false
neg_hid_div_detected = false
// to remove lines/labels until we met new // PH/PL
var last_pos_div_lines = 0
var last_neg_div_lines = 0
var remove_last_pos_divs = false
var remove_last_neg_divs = false
if pl
remove_last_pos_divs := false
last_pos_div_lines := 0
last_pos_div_lines
if ph
remove_last_neg_divs := false
last_neg_div_lines := 0
last_neg_div_lines
// draw divergences lines and labels
divergence_text_top = ''
divergence_text_bottom = ''
distances = array.new_int(0)
dnumdiv_top = 0
dnumdiv_bottom = 0
top_label_col = color.white
bottom_label_col = color.white
old_pos_divs_can_be_removed = true
old_neg_divs_can_be_removed = true
startpoint = dontconfirm ? 0 : 1 // used for don't confirm option
for x = 0 to 10 by 1
div_type = -1
for y = 0 to 3 by 1
if array.get(all_divergences, x * 4 + y) > 0 // any divergence?
div_type := y
if y % 2 == 1
dnumdiv_top += 1
top_label_col := array.get(div_colors, y)
top_label_col
if y % 2 == 0
dnumdiv_bottom += 1
bottom_label_col := array.get(div_colors, y)
bottom_label_col
if not array.includes(distances, array.get(all_divergences, x * 4 + y)) // line not exist ?
array.push(distances, array.get(all_divergences, x * 4 + y))
new_line = showlines ? line.new(x1=bar_index - array.get(all_divergences, x * 4 + y), y1=source == 'Close' ? close[array.get(all_divergences, x * 4 + y)] : y % 2 == 0 ? low[array.get(all_divergences, x * 4 + y)] : high[array.get(all_divergences, x * 4 + y)], x2=bar_index - startpoint, y2=source == 'Close' ? close[startpoint] : y % 2 == 0 ? low[startpoint] : high[startpoint], color=array.get(div_colors, y), style=y < 2 ? reg_div_l_style : hid_div_l_style, width=y < 2 ? reg_div_l_width : hid_div_l_width) : na
if y % 2 == 0
if old_pos_divs_can_be_removed
old_pos_divs_can_be_removed := false
if not showlast and remove_last_pos_divs
delete_last_pos_div_lines_label(last_pos_div_lines)
last_pos_div_lines := 0
last_pos_div_lines
if showlast
delete_old_pos_div_lines()
array.push(pos_div_lines, new_line)
last_pos_div_lines += 1
remove_last_pos_divs := true
remove_last_pos_divs
if y % 2 == 1
if old_neg_divs_can_be_removed
old_neg_divs_can_be_removed := false
if not showlast and remove_last_neg_divs
delete_last_neg_div_lines_label(last_neg_div_lines)
last_neg_div_lines := 0
last_neg_div_lines
if showlast
delete_old_neg_div_lines()
array.push(neg_div_lines, new_line)
last_neg_div_lines += 1
remove_last_neg_divs := true
remove_last_neg_divs
// set variables for alerts
if y == 0
pos_reg_div_detected := true
pos_reg_div_detected
if y == 1
neg_reg_div_detected := true
neg_reg_div_detected
if y == 2
pos_hid_div_detected := true
pos_hid_div_detected
if y == 3
neg_hid_div_detected := true
neg_hid_div_detected
// get text for labels
if div_type >= 0
divergence_text_top += (div_type % 2 == 1 ? showindis != 'Don\'t Show' ? array.get(indicators_name, x) + '\n' : '' : '')
divergence_text_bottom += (div_type % 2 == 0 ? showindis != 'Don\'t Show' ? array.get(indicators_name, x) + '\n' : '' : '')
divergence_text_bottom
// draw labels
if showindis != 'Don\'t Show' or shownum
if shownum and dnumdiv_top > 0
divergence_text_top += str.tostring(dnumdiv_top)
divergence_text_top
if shownum and dnumdiv_bottom > 0
divergence_text_bottom += str.tostring(dnumdiv_bottom)
divergence_text_bottom
if divergence_text_top != ''
if showlast
delete_old_neg_div_labels()
array.push(neg_div_labels, label.new(x=bar_index, y=math.max(high, high[1]), text=divergence_text_top, color=top_label_col, textcolor=neg_div_text_col, style=label.style_label_down))
if divergence_text_bottom != ''
if showlast
delete_old_pos_div_labels()
array.push(pos_div_labels, label.new(x=bar_index, y=math.min(low, low[1]), text=divergence_text_bottom, color=bottom_label_col, textcolor=pos_div_text_col, style=label.style_label_up))
alertcondition(pos_reg_div_detected, title='Positive Regular Divergence Detected', message='Positive Regular Divergence Detected')
alertcondition(neg_reg_div_detected, title='Negative Regular Divergence Detected', message='Negative Regular Divergence Detected')
alertcondition(pos_hid_div_detected, title='Positive Hidden Divergence Detected', message='Positive Hidden Divergence Detected')
alertcondition(neg_hid_div_detected, title='Negative Hidden Divergence Detected', message='Negative Hidden Divergence Detected')
alertcondition(pos_reg_div_detected or pos_hid_div_detected, title='Positive Divergence Detected', message='Positive Divergence Detected')
alertcondition(neg_reg_div_detected or neg_hid_div_detected, title='Negative Divergence Detected', message='Negative Divergence Detected')
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