Initial Commit ...

2024-01-25 04:07:49 +03:30
commit e24b73106d
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+///////////////////////////////////////////////////////
+// 
+// SaherElm IT Center Hull butterfly Oscillator 
+// ---------------------------------------------
+// saherelm implementation of above oscillator ...
+//
+// Maintainer:
+// ------------
+// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
+// 
+//////////////////////////////////////////////////////
+
+// 
+//@version=5
+indicator(title="SaherElm Hull butterfly Oscillator", shorttitle = "XS_HUBF_OSC", overlay = false)
+
+//
+// START Inputs ....
+// 
+//
+HUBFSrc = input.source(defval = close, title = "Source")
+
+//
+HUBFLength = input.int(defval = 11, title = "Length")
+
+//
+HUBFMult = input.float(defval = 2.0, title = "Levels Multiplier")
+//
+// END Inputs ....
+// 
+
+//
+// START Functions ....
+// 
+//
+// END Functions ....
+// 
+
+//
+// START Calculations ....
+//
+//
+var bullishColor = color.lime
+var bullishColor1 = color.new(bullishColor, 50)
+
+//
+var bearishColor = color.red
+var bearishColor1 = color.new(bearishColor, 50)
+
+//
+var HUBFShortLen = int(HUBFLength / 2)
+var HUBFHullLen = int(math.sqrt(HUBFLength))
+
+//
+var HUBFDen1 = HUBFShortLen * (HUBFShortLen + 1) / 2
+var HUBFDen2 = HUBFLength * (HUBFLength + 1) / 2
+var HUBFDen3 = HUBFHullLen * (HUBFHullLen + 1) / 2
+
+//
+var HUBFLcwaCoeffs = array.new_float(HUBFHullLen, 0)
+var HUBFHullCoeffs = array.new_float(0)
+
+//
+if barstate.isfirst
+    //
+    // Linearly combined WMA coeffs ...
+    for i = 0 to HUBFLength - 1
+        //
+        HUBFSum1 = math.max(HUBFShortLen - i, 0)
+        HUBFSum2 = HUBFLength - i
+    
+        //
+        array.unshift(HUBFLcwaCoeffs, 2 * (HUBFSum1 / HUBFDen1) - (HUBFSum2 / HUBFDen2))
+    
+    //
+    // Zero padding of linearly combined WMA coeffs ...
+    for i = 0 to HUBFHullLen - 2
+        array.unshift(HUBFLcwaCoeffs, 0)
+    
+    //
+    // WMA convolution of linearly combined WMA coeffs ...
+    for i = HUBFHullLen to array.size(HUBFLcwaCoeffs) - 1
+        //
+        HUBFSum3 = 0.0
+        for j = i - HUBFHullLen to i - 1
+            HUBFSum3 += array.get(HUBFLcwaCoeffs, j) * (i - j)
+        
+        //
+        array.unshift(HUBFHullCoeffs, HUBFSum3 / HUBFDen3)
+
+//
+var HUBFOs  = 0
+var HUBFLen = array.size(HUBFHullCoeffs) - 1
+
+//
+HUBFHma = 0.0
+HUBFInvHma = 0.0
+
+//
+for i = 0 to HUBFLen
+    HUBFHma += HUBFSrc[i] * array.get(HUBFHullCoeffs, i)
+    HUBFInvHma += HUBFSrc[HUBFLen - i] * array.get(HUBFHullCoeffs, i)
+    
+//
+HUBFHso = HUBFHma - HUBFInvHma
+
+//
+HUBFCmean = ta.cum(math.abs(HUBFHso)) / bar_index * HUBFMult
+
+//
+HUBFOs := ta.cross(HUBFHso, HUBFCmean) or ta.cross(HUBFHso, - HUBFCmean) ? 0 : HUBFHso < HUBFHso[1] and HUBFHso > HUBFCmean ? -1 : HUBFHso > HUBFHso[1] and HUBFHso < -HUBFCmean ? 1 : HUBFOs
+
+//
+HUBFCss0 = color.from_gradient(HUBFHso, 0, HUBFCmean, bullishColor1, bullishColor)
+HUBFCss1 = color.from_gradient(HUBFHso, - HUBFCmean, 0, bearishColor, bearishColor1)
+HUBFCss = HUBFHso > 0 ? HUBFCss0 : HUBFCss1
+//
+// END Calculations ....
+// 
+
+//
+// START Plots ....
+//
+//
+// Oscillator line/histogram ...
+plot(series = HUBFHso, title = "Hull Butterfly", color = HUBFCss, style = plot.style_histogram)
+plot(series = HUBFHso, title = "Hull Butterfly", color = chart.fg_color)
+
+//
+// Bullish Dots ...
+plot(series = HUBFOs > HUBFOs[1] and HUBFOs == 1 ? HUBFHso : na, title = "Bullish Dot", color = bullishColor, linewidth = 2, style = plot.style_columns)
+  
+//
+// Bearish Dots ...
+plot(series = HUBFOs < HUBFOs[1] and HUBFOs == -1 ? HUBFHso : na, title = "Bearish Dot", color = bearishColor, linewidth = 2, style = plot.style_columns)
+
+//
+// Levels ...
+plot(series = HUBFCmean, color = color.gray, editable = false)
+plot(series = HUBFCmean / 2, color = color.gray, editable = false)
+plot(series = -HUBFCmean / 2, color = color.gray, editable = false)
+plot(series = -HUBFCmean, color = color.gray, editable = false)
+//
+// END Plots ....
+// 
+
+//
+// START Alerts ...
+//
+//
+// END Alerts ...
+//
+
+//////////////////////////////////////////////////////
+// TODOS:
+// -------
+// - []  
+//////////////////////////////////////////////////////