125 lines
3.7 KiB
Plaintext
125 lines
3.7 KiB
Plaintext
// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
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// © LuxAlgo
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//@version=5
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indicator("Hull Butterfly Oscillator [LuxAlgo]", "Hull Butterfly Oscillator [LuxAlgo]")
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//-----------------------------------------------------------------------------}
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//Settings
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//----------------------------------------------------a-------------------------{
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length = input(14)
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mult = input(2., 'Levels Multiplier')
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src = input(close)
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//Style
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bull_css_0 = input.color(color.new(#0cb51a, 50), 'Bullish Gradient'
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, inline = 'inline0'
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, group = 'Style')
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bull_css_1 = input.color(#0cb51a, ''
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, inline = 'inline0'
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, group = 'Style')
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bear_css_0 = input.color(color.new(#ff1100, 50), 'Bearish Gradient'
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, inline = 'inline1'
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, group = 'Style')
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bear_css_1 = input.color(#ff1100, ''
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, inline = 'inline1'
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, group = 'Style')
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//-----------------------------------------------------------------------------}
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//Normalization variables
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//-----------------------------------------------------------------------------{
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var short_len = int(length / 2)
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var hull_len = int(math.sqrt(length))
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var den1 = short_len * (short_len + 1) / 2
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var den2 = length * (length + 1) / 2
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var den3 = hull_len * (hull_len + 1) / 2
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//-----------------------------------------------------------------------------}
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//Hull coefficients
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//-----------------------------------------------------------------------------{
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var lcwa_coeffs = array.new_float(hull_len, 0)
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var hull_coeffs = array.new_float(0)
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if barstate.isfirst
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//Linearly combined WMA coeffs
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for i = 0 to length-1
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sum1 = math.max(short_len - i, 0)
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sum2 = length - i
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array.unshift(lcwa_coeffs, 2 * (sum1 / den1) - (sum2 / den2))
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//Zero padding of linearly combined WMA coeffs
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for i = 0 to hull_len-2
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array.unshift(lcwa_coeffs, 0)
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//WMA convolution of linearly combined WMA coeffs
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for i = hull_len to array.size(lcwa_coeffs)-1
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sum3 = 0.
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for j = i-hull_len to i-1
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sum3 += array.get(lcwa_coeffs, j) * (i - j)
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array.unshift(hull_coeffs, sum3 / den3)
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//-----------------------------------------------------------------------------}
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//Hull squeeze oscillator
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//-----------------------------------------------------------------------------{
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var os = 0
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var len = array.size(hull_coeffs)-1
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hma = 0.
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inv_hma = 0.
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for i = 0 to len
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hma += src[i] * array.get(hull_coeffs, i)
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inv_hma += src[len-i] * array.get(hull_coeffs, i)
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hso = hma - inv_hma
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cmean = ta.cum(math.abs(hso)) / bar_index * mult
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os := ta.cross(hso, cmean) or ta.cross(hso, -cmean) ? 0
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: hso < hso[1] and hso > cmean ? -1
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: hso > hso[1] and hso < -cmean ? 1
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: os
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//-----------------------------------------------------------------------------}
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//Plot
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//-----------------------------------------------------------------------------{
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//Colors
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css0 = color.from_gradient(hso, 0, cmean, bull_css_0, bull_css_1)
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css1 = color.from_gradient(hso, -cmean, 0, bear_css_1, bear_css_0)
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css = hso > 0 ? css0 : css1
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//Oscillator line/histogram
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plot(hso, 'Hull Butterfly', css
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, style = plot.style_histogram)
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plot(hso, 'Hull Butterfly', chart.fg_color)
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//Dots
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plot(os > os[1] and os == 1 ? hso : na, 'Bullish Dot'
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, bull_css_1
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, 2
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, plot.style_circles)
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plot(os < os[1] and os == -1 ? hso : na, 'Bearish Dot'
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, bear_css_1
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, 2
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, plot.style_circles)
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//Levels
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plot(cmean, color = color.gray, editable = false)
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plot(cmean / 2, color = color.gray, editable = false)
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plot(-cmean / 2, color = color.gray, editable = false)
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plot(-cmean, color = color.gray, editable = false)
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//-----------------------------------------------------------------------------}
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