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