Created
February 27, 2022 11:36
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| //@version=5 | |
| // Copyright all rights reserved to DaviddTech | |
| indicator('DEMA + Vumanuchi Swing (Alert)', overlay=true) | |
| // Timeframe 5m, BTCUSDT | |
| // ****************************************************************************// | |
| // ---------------------------------> Edit here ------------------------------ // | |
| // ****************************************************************************// | |
| st_isPlot = input.bool(true, 'Plot strategy indicators(except oscillators)', group='Strategy: base') | |
| // st_timeStart = input.time(timestamp("2021-01-01T00:00:00"), "Backtest Start Date") | |
| // st_timeEnd = input.time(timestamp("2022-01-01T00:00:00"), "Backtest End Date") | |
| // st_isTime = time >= st_timeStart and time < st_timeEnd | |
| st_isTime = true | |
| // Calculations | |
| // ##################################### | |
| // DEMA | |
| st_demaLen = input.int(200, title='DEMA Length', group='Strategy: base') | |
| st_dema = request.security(syminfo.tickerid, '60', (2 * ta.ema(close, st_demaLen) - ta.ema(ta.ema(close, st_demaLen), st_demaLen))) | |
| plot(st_isPlot ? st_dema : na, 'DEMA') | |
| // ##################################### | |
| // Range Filter - B&S Signals, @Jaza | |
| //----------------------------------------------------------------------------------------------------------------------------------------------------------------- | |
| //Functions | |
| //----------------------------------------------------------------------------------------------------------------------------------------------------------------- | |
| //Range Size Function | |
| st_rng_size(x, qty, n)=> | |
| // AC = Cond_EMA(abs(x - x[1]), 1, n) | |
| wper = (n*2) - 1 | |
| avrng = ta.ema(math.abs(x - x[1]), n) | |
| AC = ta.ema(avrng, wper)*qty | |
| //st_rng_size = AC | |
| AC | |
| //Range Filter Function | |
| st_rng_filt(x, rng_, n)=> | |
| r = rng_ | |
| var rfilt = array.new_float(2, x) | |
| array.set(rfilt, 1, array.get(rfilt, 0)) | |
| if x - r > array.get(rfilt, 1) | |
| array.set(rfilt, 0, x - r) | |
| if x + r < array.get(rfilt, 1) | |
| array.set(rfilt, 0, x + r) | |
| rng_filt1 = array.get(rfilt, 0) | |
| hi_band = rng_filt1 + r | |
| lo_band = rng_filt1 - r | |
| st_rng_filt_val = rng_filt1 | |
| [hi_band, lo_band, st_rng_filt_val] | |
| //----------------------------------------------------------------------------------------------------------------------------------------------------------------- | |
| //Inputs | |
| //----------------------------------------------------------------------------------------------------------------------------------------------------------------- | |
| //Range Source | |
| st_rng_src = input.source(defval=close,title="Swing Source", group='Strategy:Range Filter') | |
| //Range Period | |
| st_rng_per = input.int(defval=12, minval=1, title="Swing Period", group='Strategy:Range Filter') | |
| //Range Size Inputs | |
| st_rng_qty = input.float(defval=3, minval=0.0000001, title="Swing Multiplier", group='Strategy:Range Filter') | |
| //Bar Colors | |
| st_use_barcolor = input.bool(defval=false, title="Bar Colors On/Off", group='Strategy:Range Filter') | |
| //----------------------------------------------------------------------------------------------------------------------------------------------------------------- | |
| //Definitions | |
| //----------------------------------------------------------------------------------------------------------------------------------------------------------------- | |
| //Range Filter Values | |
| [st_h_band, st_l_band, st_filt] = st_rng_filt(st_rng_src, st_rng_size(st_rng_src, st_rng_qty, st_rng_per), st_rng_per) | |
| //Direction Conditions | |
| var st_fdir = 0.0 | |
| st_fdir := st_filt > st_filt[1] ? 1 : st_filt < st_filt[1] ? -1 : st_fdir | |
| st_upward = st_fdir==1 ? 1 : 0 | |
| st_downward = st_fdir==-1 ? 1 : 0 | |
| //Trading Condition | |
| st_longCond = st_rng_src > st_filt and st_rng_src > st_rng_src[1] and st_upward > 0 or st_rng_src > st_filt and st_rng_src < st_rng_src[1] and st_upward > 0 | |
| st_shortCond = st_rng_src < st_filt and st_rng_src < st_rng_src[1] and st_downward > 0 or st_rng_src < st_filt and st_rng_src > st_rng_src[1] and st_downward > 0 | |
| st_condIni = 0 | |
| st_condIni := st_longCond ? 1 : st_shortCond ? -1 : st_condIni[1] | |
| st_rangeFilterLongCondition = st_longCond and st_condIni[1] == -1 | |
| st_rangeFilterShortCondition = st_shortCond and st_condIni[1] == 1 | |
| //Colors | |
| st_filt_color = st_upward ? #05ff9b : st_downward ? #ff0583 : #cccccc | |
| st_bar_color = st_upward and (st_rng_src > st_filt) ? (st_rng_src > st_rng_src[1] ? #05ff9b : #00b36b) : | |
| st_downward and (st_rng_src < st_filt) ? (st_rng_src < st_rng_src[1] ? #ff0583 : #b8005d) : #cccccc | |
| //----------------------------------------------------------------------------------------------------------------------------------------------------------------- | |
| //Outputs | |
| //----------------------------------------------------------------------------------------------------------------------------------------------------------------- | |
| //Filter Plot | |
| st_filt_plot = plot(st_isPlot ? st_filt : na, color=st_filt_color, transp=67, linewidth=3, title="Filter") | |
| //Band Plots | |
| st_h_band_plot = plot(st_isPlot ? st_h_band : na, color=color.new(#05ff9b, 100), title="High Band") | |
| st_l_band_plot = plot(st_isPlot ? st_l_band : na, color=color.new(#ff0583, 100), title="Low Band") | |
| //Band Fills | |
| fill(st_h_band_plot, st_filt_plot, color=color.new(#00b36b, 92), title="High Band Fill") | |
| fill(st_l_band_plot, st_filt_plot, color=color.new(#b8005d, 92), title="Low Band Fill") | |
| //Bar Color | |
| barcolor(st_isPlot and st_use_barcolor ? st_bar_color : na) | |
| //Plot Buy and Sell Labels | |
| plotshape(st_isPlot ? st_rangeFilterLongCondition : na, title = "Buy Signal", text ="BUY", textcolor = color.white, style=shape.labelup, size = size.normal, location=location.belowbar, color = color.new(color.green, 0)) | |
| plotshape(st_isPlot ? st_rangeFilterShortCondition : na, title = "Sell Signal", text ="SELL", textcolor = color.white, style=shape.labeldown, size = size.normal, location=location.abovebar, color = color.new(color.red, 0)) | |
| alertcondition(st_rangeFilterLongCondition, title='Buy Signal') | |
| alertcondition(st_rangeFilterShortCondition, title='Sell Signal') |
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