last ...

2025-03-29 04:11:38 +03:30
parent b2c585bc93
commit 1b93b469a1
9 changed files with 2811 additions and 15 deletions
@@ -0,0 +1,75 @@
+// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
+// © LonesomeTheBlue
+ 
+//@version=4
+study("Cumulative Delta Volume", "CDV")
+linestyle = input(defval = 'Candle', title = "Style", options = ['Candle', 'Line'])
+hacandle = input(defval = true, title = "Heikin Ashi Candles?")
+showma1 = input(defval = false, title = "SMA 1", inline = "ma1")
+ma1len = input(defval = 50, title = "", minval = 1, inline = "ma1")
+ma1col = input(defval = color.lime, title = "", inline = "ma1")
+showma2 = input(defval = false, title = "SMA 2", inline = "ma2")
+ma2len = input(defval = 200, title = "", minval = 1, inline = "ma2")
+ma2col = input(defval = color.red, title = "", inline = "ma2")
+showema1 = input(defval = false, title = "EMA 1", inline = "ema1")
+ema1len = input(defval = 50, title = "", minval = 1, inline = "ema1")
+ema1col = input(defval = color.lime, title = "", inline = "ema1")
+showema2 = input(defval = false, title = "EMA 2", inline = "ema2")
+ema2len = input(defval = 200, title = "", minval = 1, inline = "ema2")
+ema2col = input(defval = color.red, title = "", inline = "ema2")
+colorup = input(defval = color.lime, title = "Body", inline = "bcol")
+colordown = input(defval = color.red, title = "", inline = "bcol")
+bcolup = input(defval = #74e05e, title = "Border", inline = "bocol")
+bcoldown = input(defval = #ffad7d, title = "", inline = "bocol")
+wcolup = input(defval = #b5b5b8, title = "Wicks", inline = "wcol")
+wcoldown = input(defval = #b5b5b8, title = "", inline = "wcol")
+
+tw = high - max(open, close) 
+bw = min(open, close) - low 
+body = abs(close - open) 
+
+_rate(cond) =>
+    ret = 0.5 * (tw + bw + (cond ? 2 * body : 0)) / (tw + bw + body) 
+    ret := nz(ret) == 0 ? 0.5 : ret
+    ret
+    
+deltaup =  volume * _rate(open <= close) 
+deltadown = volume * _rate(open > close)
+delta = close >= open ? deltaup : -deltadown
+cumdelta = cum(delta)
+float ctl = na
+float o = na
+float h = na
+float l = na
+float c = na
+if linestyle == 'Candle'
+    o := cumdelta[1]
+    h := max(cumdelta, cumdelta[1])
+    l := min(cumdelta, cumdelta[1])
+    c := cumdelta
+    ctl
+else
+    ctl := cumdelta
+
+plot(ctl, title = "CDV Line", color = color.blue, linewidth = 2)
+
+float haclose = na
+float haopen = na
+float hahigh = na
+float halow = na
+haclose := (o + h + l + c) / 4
+haopen  := na(haopen[1]) ? (o + c) / 2 : (haopen[1] + haclose[1]) / 2
+hahigh  := max(h, max(haopen, haclose))
+halow   := min(l,  min(haopen, haclose))
+ 
+c_ = hacandle ? haclose : c
+o_ = hacandle ? haopen : o
+h_ = hacandle ? hahigh : h
+l_ = hacandle ? halow : l
+
+plotcandle(o_, h_, l_, c_, title='CDV Candles', color = o_ <= c_ ? colorup : colordown, bordercolor = o_ <= c_ ? bcolup : bcoldown, wickcolor = o_ <= c_ ? bcolup : bcoldown)
+
+plot(showma1 and linestyle == "Candle" ? sma(c_, ma1len) : na, title = "SMA 1", color = ma1col)
+plot(showma2 and linestyle == "Candle"  ? sma(c_, ma2len) : na, title = "SMA 2", color = ma2col)
+plot(showema1 and linestyle == "Candle"  ? ema(c_, ema1len) : na, title = "EMA 1", color = ema1col)
+plot(showema2 and linestyle == "Candle"  ? ema(c_, ema2len) : na, title = "EMA 2", color = ema2col)