180 lines
5.9 KiB
Plaintext
180 lines
5.9 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center Chandelier Exit / Hull Trend ...
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// ---------------------------------------------------
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// saherelm implementation of above indicator ...
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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//@version=5
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indicator(title="SaherElm Chandelier Exit/ Hull Trend Indicator", shorttitle = "XS_CEHULL_IND", overlay = true)
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//
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// START Inputs ....
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//
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//
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var string XCECalcGroup = 'Calculation'
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//
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// CE ...
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XCELength = input.int(title='ATR Period', defval=22, group=XCECalcGroup)
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XCEMult = input.float(title='ATR Multiplier', step=0.1, defval=3.0, group=XCECalcGroup)
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XCEUseClose = input.bool(title='Use Close Price for Extremums', defval=true, group=XCECalcGroup)
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//
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// Hull ...
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HUTRSrc = input.source(defval = hl2, title = "Source", group=XCECalcGroup)
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HUTRLength = input.int(defval = 23, title = "Length", group=XCECalcGroup)
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//
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var string XCEVisualGroup = 'Visuals'
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//
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XShowXCE = input.bool(title='Show XCE', defval=true, group=XCEVisualGroup)
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XShowXHull = input.bool(title='Show XHull', defval=true, group=XCEVisualGroup)
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//
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// CE ...
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XCEShowLabels = input.bool(title='Show Buy/Sell Labels', defval=true, group=XCEVisualGroup)
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XCEHighlightState = input.bool(title='Highlight State', defval=true, group=XCEVisualGroup)
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//
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// Hull ...
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HUTRShowCross = input.bool(defval = true, title = "Show cross over/under", group=XCEVisualGroup)
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//
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// END Inputs ....
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//
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//
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// START Functions ....
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//
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//
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HUTRHma(src, length)=>
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ta.wma((2 * ta.wma(src, length / 2)) - ta.wma(src, length), math.round(math.sqrt(length)))
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//
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HUTRHma3(src, length)=>
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p = length / 2
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ta.wma(ta.wma(close, p / 3) * 3 - ta.wma(close, p / 2) - ta.wma(close, p) ,p)
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//
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// END Functions ....
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//
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//
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// START Calculations ....
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//
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//
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// CE ...
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//
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// Calculate ATR Value ...
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XCEAtr = XCEMult * ta.atr(XCELength)
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//
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// Long Calculations ...
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XCELongStop = (XCEUseClose ? ta.highest(close, XCELength) : ta.highest(XCELength)) - XCEAtr
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XCELongStopPrev = nz(XCELongStop[1], XCELongStop)
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XCELongStop := close[1] > XCELongStopPrev ? math.max(XCELongStop, XCELongStopPrev) : XCELongStop
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//
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// Short Calculations ...
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XCEShortStop = (XCEUseClose ? ta.lowest(close, XCELength) : ta.lowest(XCELength)) + XCEAtr
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XCEShortStopPrev = nz(XCEShortStop[1], XCEShortStop)
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XCEShortStop := close[1] < XCEShortStopPrev ? math.min(XCEShortStop, XCEShortStopPrev) : XCEShortStop
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//
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// Calculate Current Direction ...
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var int XCEDir = 1
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XCEDir := close > XCEShortStopPrev ? 1 : close < XCELongStopPrev ? -1 : XCEDir
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//
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// Calculate Signals ...
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XCEBuySignal = XCEDir == 1 and XCEDir[1] == -1
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XCESellSignal = XCEDir == -1 and XCEDir[1] == 1
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//
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// Calculate Colors ...
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var color XCELongColor = color.green
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var color XCEShortColor = color.red
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var color XCELongFillColor = color.new(color.green, 90)
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var color XCEShortFillColor = color.new(color.red, 90)
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var color XCETextColor = color.new(color.white, 0)
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XCELongStateFillColor = XCEHighlightState ? XCEDir == 1 ? XCELongFillColor : na : na
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XCEShortStateFillColor = XCEHighlightState ? XCEDir == -1 ? XCEShortFillColor : na : na
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//
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// Hull ...
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//
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HUTRA = HUTRHma(HUTRSrc, HUTRLength)
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HUTRB = HUTRHma3(HUTRSrc, HUTRLength)
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HUTRColor = HUTRB > HUTRA ? color.lime : color.red
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//
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HUTRCrossDown = HUTRA > HUTRB and HUTRA[1] < HUTRB[1]
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HUTRCrossUp = HUTRB > HUTRA and HUTRB[1] < HUTRA[1]
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//
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// END Calculations ....
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//
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//
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// START Plots ....
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//
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//
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// CE ...
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//
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// Long Plots ...
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XCELongStopPlot = plot((XCEDir == 1 and XShowXCE) ? XCELongStop : na, title='Long Stop', style=plot.style_linebr, linewidth=2, color=color.new(XCELongColor, 0))
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plotshape((XShowXCE and XCEBuySignal) ? XCELongStop : na, title='Long Stop Start', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(XCELongColor, 0))
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plotshape((XShowXCE and XCEBuySignal and XCEShowLabels) ? XCELongStop : na, title='Buy Label', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(XCELongColor, 0), textcolor=XCETextColor)
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//
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// Short Plots ...
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XCEShortStopPlot = plot((XCEDir == 1 or (not XShowXCE)) ? na : XCEShortStop, title='Short Stop', style=plot.style_linebr, linewidth=2, color=color.new(XCEShortColor, 0))
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plotshape((XShowXCE and XCESellSignal) ? XCEShortStop : na, title='Short Stop Start', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(XCEShortColor, 0))
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plotshape((XShowXCE and XCESellSignal and XCEShowLabels) ? XCEShortStop : na, title='Sell Label', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(XCEShortColor, 0), textcolor=XCETextColor)
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//
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// Filling Long and Short ...
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XCEMidPricePlot = plot(XShowXCE ? ohlc4 : na, title='', style=plot.style_circles, linewidth=0, display=display.none, editable=false)
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fill(XCEMidPricePlot, XCELongStopPlot, title='Long State Filling', color=XShowXCE ? XCELongStateFillColor : na)
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fill(XCEMidPricePlot, XCEShortStopPlot, title='Short State Filling', color=XShowXCE ? XCEShortStateFillColor : na)
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//
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// Hull ...
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//
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HUTRP1 = plot(series = XShowXHull ? HUTRA : na, color = color.new(HUTRColor, 75), linewidth = 1, title = "Upper Line")
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HUTRP2 = plot(series = XShowXHull ? HUTRB : na, color = color.new(HUTRColor, 75), linewidth = 1, title = "Downer Line")
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//
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fill(HUTRP1, HUTRP2, color = XShowXHull ? color.new(HUTRColor, 55) : na, title = "Cloud Fill")
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//
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plotshape((XShowXHull and HUTRShowCross and HUTRCrossDown) ? HUTRA : na, location = location.absolute, style = shape.labeldown, color = color.red, size = size.tiny, text = "Sell", textcolor = color.white, offset=-1)
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plotshape((XShowXHull and HUTRShowCross and HUTRCrossUp) ? HUTRA : na, location = location.absolute, style = shape.labelup, color = color.green, size = size.tiny, text = "Buy", textcolor = color.white, offset=-1)
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//
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// END Plots ....
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//
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//
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// START Alerts ...
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//
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// END Alerts ...
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//
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