5msm VISHNU

//@version=5
strategy("5msm VISHNU", overlay=true, overlay=true,process_orders_on_close=true, pyramiding = 1)
//indicator(title="mahakaal", shorttitle="mahakaal", timeframe="", timeframe_gaps=true,process_orders_on_close=true),calc_on_every_tick=true
green = #26A69A
red = #FF0000
//Yellow = #fcf932
// Getting inputs
fast_length = input(title="Fast Length", defval=12)
slow_length = input(title="Slow Length", defval=26)
src3 = input(title="Source", defval=close)
signal_length = input.int(title="Signal Smoothing",  minval = 1, maxval = 50, defval = 9)
sma_source = input.string(title="Oscillator MA Type",  defval="EMA", options=["SMA", "EMA"])
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"])
// Plot colors
// col_macd = input(#2962FF, "MACD Line  ", group="Color Settings", inline="MACD")
// col_signal = input(#FF6D00, "Signal Line  ", group="Color Settings", inline="Signal")
// col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above")
//col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
//col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
//col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// Calculating
fast_ma = sma_source == "SMA" ? ta.sma(src3, fast_length) : ta.ema(src3, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src3, slow_length) : ta.ema(src3, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
//hline(0, "Zero Line", color=color.new(#787B86, 50))
//@version=5
//indicator(title="Moving Average Exponential", shorttitle="EMA", overlay=true, timeframe="", timeframe_gaps=true)
len = input.int(200, minval=1, title="Length")
src2 = input(close, title="Source")
//offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)
Bahubali = ta.ema(src2, len)
//plot(out, title="EMA", color=color.blue, offset=offset)
//@version=5
//indicator(title="Williams Alligator", shorttitle="Alligator", overlay=true, timeframe="", timeframe_gaps=true)
smma(src, length) =>
    smma =  0.0
    smma := na(smma[1]) ? ta.sma(src, length) : (smma[1] * (length - 1) + src) / length
    smma
jawLength = input.int(13, minval=1, title="Jaw Length")
teethLength = input.int(8, minval=1, title="Teeth Length")
lipsLength = input.int(5, minval=1, title="Lips Length")
jawOffset = input(8, title="Jaw Offset")
teethOffset = input(5, title="Teeth Offset")
lipsOffset = input(3, title="Lips Offset")
jaw = smma(hl2, jawLength)
teeth = smma(hl2, teethLength)
lips = smma(hl2, lipsLength)
tyme = time("1440", "0930-2300")
//plot(jaw, "Jaw", offset = jawOffset, color=#2962FF)
//@version=5
//indicator(title="Volume Weighted Average Price", shorttitle="VWAP", overlay=true, timeframe="", timeframe_gaps=true)
hideonDWM = input(false, title="Hide VWAP on 1D or Above", group="VWAP Settings")
var anchor = input.string(defval = "Session", title="Anchor Period",
 options=["Session", "Week", "Month", "Quarter", "Year", "Decade", "Century", "Earnings", "Dividends", "Splits"], group="VWAP Settings")
src9 = input(title = "Source", defval = hlc3, group="VWAP Settings")
offsetvwap = input(0, title="Offset", group="VWAP Settings")
if barstate.islast and ta.cum(volume) == 0
    runtime.error("No volume is provided by the data vendor.")
new_earnings = request.earnings(syminfo.tickerid, earnings.actual, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)
new_dividends = request.dividends(syminfo.tickerid, dividends.gross, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)
new_split = request.splits(syminfo.tickerid, splits.denominator, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)
isNewPeriod = switch anchor
    "Earnings"  => not na(new_earnings)
    "Dividends" => not na(new_dividends)
    "Splits"    => not na(new_split)
    "Session"   => timeframe.change("D")
    "Week"      => timeframe.change("W")
    "Month"     => timeframe.change("M")
    "Quarter"   => timeframe.change("3M")
    "Year"      => timeframe.change("12M")
    "Decade"    => timeframe.change("12M") and year % 10 == 0
    "Century"   => timeframe.change("12M") and year % 100 == 0
    => false
isEsdAnchor = anchor == "Earnings" or anchor == "Dividends" or anchor == "Splits"
if na(src9[1]) and not isEsdAnchor
    isNewPeriod := true
float vwapValue = na
if not (hideonDWM and timeframe.isdwm)
    [_vwap, _stdevUpper, _] = ta.vwap(src9, isNewPeriod, 1)
    vwapValue := _vwap
    //stdevAbs = _stdevUpper - _vwap
//plot(vwapValue, title="VWAP", color=#2962FF, offset=offsetvwap)
bullbody = close - open
bearbody = open - close
vwapup = (close > vwapValue) and (open > vwapValue) and (hist > 0) and (low[1] < vwapValue) and (bullbody > 5) and tyme
vwapdwn = (close < vwapValue) and (open < vwapValue) and (hist < 0) and (high[1] > vwapValue) and (bearbody > 5) and tyme
plotshape(vwapup, style=shape.arrowup, color=color.green,location=location.belowbar, title="vwap uptrend", size = size.normal) //
plotshape(vwapdwn, style=shape.arrowdown, color=color.red,location=location.abovebar, title="vwap down trend", size = size.normal) //
// Get ATR inputs
//indicator('ATR Trailing Stop Indicator [Chart]', 'S/L+', overlay=true)
atrLength = input.int(title='ATR Length', defval=14, minval=1, group='ATR Settings')
lookback = input.int(title='Bars To Look Back For Highs/Lows', defval=7, minval=1, group='ATR Settings')
multiplier = input.float(title='ATR Multiplier', defval=1.0, minval=0.1, group='ATR Settings')
trailType = input.string(title='Trailing Stop Type', defval='Open', options=['High/Low', 'Close', 'Open'], group='ATR Settings')
// Get display table inputs
showATR = input.bool(title='Show ATR?', defval=true, group='Display Settings')
atrColor = input.color(title='ATR Color', defval=color.new(color.blue, 100), group='Display Settings')
// atrLocation = input.string(title='ATR Location', defval='BR', options=['TR', 'TC', 'BR', 'BC'], group='Display Settings')
// Calculate data
atr = ta.atr(atrLength) - 5
longStopatr = (trailType == 'High/Low' ? ta.lowest(low, lookback) : trailType == 'Close' ? close : open) - atr * multiplier
shortStopatr = (trailType == 'High/Low' ? ta.highest(high, lookback) : trailType == 'Close' ? close : open) + atr * multiplier
//@version=5
//strategy(title='Range Filter Buy and Sell 5min [Strategy]', overlay=true, commission_type=strategy.commission.percent, commission_value=0.025, default_qty_type=strategy.cash, default_qty_value=10000, initial_capital=10000, slippage=0)
sources = input(defval=close, title='Source')
isHA = input(false, 'Use HA Candles')
heikenashi_1 = ticker.heikinashi(syminfo.tickerid)
security_1 = request.security(heikenashi_1, timeframe.period, sources)
srcz = isHA ? security_1 : sources
// Sampling Period
// Settings for 5min chart, BTCUSDC. For Other coin, change the paremeters
per = input.int(defval=50, minval=1, title='Sampling Period')
// Range Multiplier
mult = input.float(defval=3.0, minval=0.1, title='Range Multiplier')
// Smooth Average Range
smoothrng(x, t, m) =>
    wper = t * 2 - 1
    avrng = ta.ema(math.abs(x - x[1]), t)
    smoothrng = ta.ema(avrng, wper) * m
    smoothrng
smrng = smoothrng(srcz, per, mult)
// Range Filter
rngfilt(x, r) =>
    rngfilt = x
    rngfilt := x > nz(rngfilt[1]) ? x - r < nz(rngfilt[1]) ? nz(rngfilt[1]) : x - r : x + r > nz(rngfilt[1]) ? nz(rngfilt[1]) : x + r
    rngfilt
filt = rngfilt(srcz, smrng)
// Filter Direction
upward = 0.0
upward := filt > filt[1] ? nz(upward[1]) + 1 : filt < filt[1] ? 0 : nz(upward[1])
downward = 0.0
downward := filt < filt[1] ? nz(downward[1]) + 1 : filt > filt[1] ? 0 : nz(downward[1])
// Break Outs 
longCond = bool(na)
shortCond = bool(na)
longCond := srcz > filt and srcz > srcz[1] and upward > 0 or srcz > filt and srcz < srcz[1] and upward > 0
shortCond := srcz < filt and srcz < srcz[1] and downward > 0 or srcz < filt and srcz > srcz[1] and downward > 0
CondIni = 0
CondIni := longCond ? 1 : shortCond ? -1 : CondIni[1]
longCondition = longCond and CondIni[1] == -1
shortCondition = shortCond and CondIni[1] == 1
//Alerts
plotshape(longCondition, title='Buy Signal', text='b_z', textcolor=color.new(color.white, 0), style=shape.labelup, size=size.normal, location=location.belowbar, color=color.new(color.green, 0))
plotshape(shortCondition, title='Sell Signal', text='s_z', textcolor=color.new(color.white, 0), style=shape.labeldown, size=size.normal, location=location.abovebar, color=color.new(color.red, 0))
// indicator(title='UT Bot', overlay=true)
//CREDITS to HPotter for the orginal code. The guy trying to sell this as his own is a scammer lol. 
srcUT = close
keyvalue = input.float(3, title='Key Vaule. \'This changes the sensitivity\'', step=.5)
atrperiod = input(10, title='ATR Period')
xATR = ta.atr(atrperiod)
nLoss = keyvalue * xATR
xATRTrailingStop = 0.0
iff_1 = srcUT > nz(xATRTrailingStop[1], 0) ? srcUT - nLoss : srcUT + nLoss
iff_2 = srcUT < nz(xATRTrailingStop[1], 0) and srcUT[1] < nz(xATRTrailingStop[1], 0) ? math.min(nz(xATRTrailingStop[1]), srcUT + nLoss) : iff_1
xATRTrailingStop := srcUT > nz(xATRTrailingStop[1], 0) and srcUT[1] > nz(xATRTrailingStop[1], 0) ? math.max(nz(xATRTrailingStop[1]), srcUT - nLoss) : iff_2
pos = 0
iff_3 = srcUT[1] > nz(xATRTrailingStop[1], 0) and srcUT < nz(xATRTrailingStop[1], 0) ? -1 : nz(pos[1], 0)
pos := srcUT[1] < nz(xATRTrailingStop[1], 0) and srcUT > nz(xATRTrailingStop[1], 0) ? 1 : iff_3
xcolor = pos == -1 ? color.red : pos == 1 ? color.green : color.blue
// plot(xATRTrailingStop, color=xcolor, title='Trailing Stop')
buyUT = ta.crossover(srcUT, xATRTrailingStop)
sellUT = ta.crossunder(srcUT, xATRTrailingStop)
barcolor = srcUT > xATRTrailingStop
plotshape(buyUT, title='Buy', text='BOD', style=shape.labelup, location=location.belowbar, color=color.new(color.green, 0), textcolor=color.new(color.white, 0), size=size.tiny)
plotshape(sellUT, title='Sell', text='SOR', style=shape.labeldown, color=color.new(color.red, 0), textcolor=color.new(color.white, 0), size=size.tiny)
// srcUT
barcolor(barcolor ? color.green : color.red)
// alertcondition(buy, title='UT BOT Buy', message='UT BOT Buy')
// alertcondition(sell, title='UT BOT Sell', message='UT BOT Sell')
// Compose alert message
// Entry
alert_msg_long_entry =  
             "BUY 💚 NIFTY50 CE " + str.tostring(math.floor((close + 150)/100)*100)       + "\n"   + 
             "BUY Within 60 seconds at Current Market Price" + "\n"   +  
             "⏰💸⏰💸⏰💸⏰💸⏰💸\n\n" + 
             "{{strategy.order.id}}💹 Target 1: PAID "  + "\n"   +  
             "ENTRY PRICE: " + str.tostring(math.round(close))        + "\n"   +   
             "ITM NIFTY CE " + str.tostring(math.floor((close - 100)/100)*100)           
// Entry
alert_msg_short_entry =  
             "BUY 💚 NIFTY50 PE " + str.tostring(math.floor((close - 150)/100)*100)       + "\n"   + 
             "BUY Within 60 seconds at Current Market Price" + "\n"   +  
             "⏰💸⏰💸⏰💸⏰💸⏰💸\n\n" + 
             "{{strategy.order.id}}💹 Target 1: PAID "  + "\n"   +  
             "ENTRY PRICE: " + str.tostring(math.round(close))        + "\n"   +   
             "ITM NIFTY PE " + str.tostring(math.floor((close + 100)/100)*100)    
// EXIT
alert_msg_long_exit =  
             "🚨 EXIT NIFTY50 CE LONG POSITION  ! \n" +
             "EXIT PRICE: "                  + str.tostring(math.round(close))            + "\n"   + 
             "\n"   + 
             "For 💯% profitable 💰💰💰 exit BUY our COURSE \n" +
             "https://wa.me/917020641496?text=hi"
// EXIT
alert_msg_short_exit =  
             "🚨 EXIT NIFTY50 PE Short POSITION  ! \n" +
             "EXIT PRICE: "                  + str.tostring(math.round(close))            + "\n"   + 
             "\n"   + 
             "For 💯% profitable 💰💰💰 exit BUY our COURSE \n" +
             "https://wa.me/917020641496?text=hi"
bullrejection = close[1] - open[1]
bearrejection = open[1] - close[1]
//sideways = (Bahubali - lips) * (Bahubali - lips)plot(hist, title="Histogram", style=plot.style_columns, color=(hist > 0 ? ( bullishtrend ? green : Yellow ) : ( bearishtrend ? red : Yellow ) ))
bullishtrend = ((hist > 0)  and (close > lips ) and (open > lips )   and tyme  and (vwapValue < close) and upward and (high > teeth )  and (lips > jaw) and (bullrejection < 40) ) //and (bullbody < 40) and (sideways > 700) and (close > Bahubali) and (lips > jaw)
bearishtrend = ((hist < 0)  and (close < lips ) and (open < lips )   and tyme and (vwapValue > close) and downward and (high < teeth )  and (lips < jaw) and (bearrejection < 40)) // and (bearbody < 40) and (sideways > 700) and (close < Bahubali) and (lips < jaw)
//plot(hist, title="Histogram", style=plot.style_columns, color=(hist > 0 ? ( bullishtrend ? green : Yellow ) : ( bearishtrend ? red : Yellow ) ))
if strategy.position_size != 1
    strategy.entry("C_ENT", strategy.long, when = bullishtrend , alert_message = alert_msg_long_entry )
if strategy.position_size != -1
    strategy.entry("P_ENT",strategy.short,when = bearishtrend , alert_message = alert_msg_short_entry)
longexit = ((close < lips) and (hist < -1.4))  //or (close < Bahubali) or time("1440", "1515-1530")  and (vwapValue > close)
shortexit = ((close > lips) and (hist > 1.4)) //or (close > Bahubali) or time("1440", "1515-1530")  and (vwapValue < close)
//strategy.exit("long tsl", "long", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
//strategy.exit("shoty tsl", "short", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
strategy.exit("C_EX", "C_ENT", stop = vwapValue ,when = longexit, alert_message = alert_msg_long_exit) //limit = lips ,
strategy.exit("P_EX","P_ENT", stop = vwapValue , when = shortexit, alert_message = alert_msg_short_exit) //,limit = lips 
//PLOT FIXED SLTP LINE
// LONG POSITION
long_take_level_1 = strategy.position_avg_price + 30
//long_stop_level2 = strategy.position_avg_price - 40
long_stop_level = strategy.position_avg_price - 30
//long_take_level_2 = (close - lips) > 30 ? strategy.position_avg_price + 30 : strategy.position_avg_price + 45
//long_take_level_2 = high > shortStopatr
//long_stop_level2 = low < lips
plot(strategy.position_size > 0 ? long_take_level_1 : na, style=plot.style_linebr, color=color.blue, linewidth=2, title="1st Long Take Profit")
//plot(strategy.position_size > 0 ? long_take_level_2 : na, style=plot.style_linebr, color=color.black, transp = 60, linewidth=1, title="2nd Long Take Profit")
//plot(strategy.position_size > 0 ? long_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=2, title="Long Stop Loss")
//plot(strategy.position_size > 0 ? long_stop_level2 : na, style=plot.style_linebr, color=color.red, transp = 60, linewidth=2, title="Long Stop Loss2")
//PLOT FIXED SLTP LINE
// SHORT POSITION
SHORT_take_level_1 = strategy.position_avg_price - 30
//SHORT_stop_level2 = strategy.position_avg_price + 45
SHORT_stop_level = strategy.position_avg_price + 30
//SHORT_take_level_2 = ( lips - close) < 30 ? strategy.position_avg_price - 30 : strategy.position_avg_price - 45
//SHORT_take_level_2 = low < longStopatr
//SHORT_stop_level2 = high > lips
plot(strategy.position_size < 0 ? SHORT_take_level_1 : na, style=plot.style_linebr, color=color.blue, linewidth=2, title="1st SHORT Take Profit")
//plot(strategy.position_size < 0 ? SHORT_take_level_2 : na, style=plot.style_linebr, color=color.black, transp = 60, linewidth=1, title="2nd SHORT Take Profit")
//plot(strategy.position_size < 0 ? SHORT_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=2, title="SHORT Stop Loss")
//plot(strategy.position_size < 0 ? SHORT_stop_level2 : na, style=plot.style_linebr, color=color.red, transp = 60, linewidth=2, title="SHORT Stop Loss")
plot(strategy.position_size < 0 ? shortStopatr : na, color=color.new(#84f588, 28), style=plot.style_linebr, title='Long Trailing Stop')
plot(strategy.position_size > 0 ? longStopatr: na, color=color.new(#84f588, 28), style=plot.style_linebr, title='Short Trailing Stop')
// shortStopatr
///////////////////////////////////////////////////////////////
LT1 = (strategy.position_size > 0) and (high > long_take_level_1) and (open < long_take_level_1)
// LT1 = (strategy.position_size > 0) and (ta.crossover(close, long_take_level_1))
//LT1 = (strategy.position_size > 0) and long_take_level_2
LSL = (strategy.position_size > 0) and (close[1] < longStopatr[1]) and (close[1] < strategy.position_avg_price)
// LSL = (strategy.position_size > 0) and (ta.crossunder(close, long_stop_level))
//LSL = (strategy.position_size > 0) and long_stop_level2
ST1 = (strategy.position_size < 0) and (low < SHORT_take_level_1) and (open > SHORT_take_level_1)
// ST1 = (strategy.position_size < 0) and (ta.crossunder(close, SHORT_take_level_1))
//ST1 = (strategy.position_size < 0) and SHORT_take_level_2
SSL = (strategy.position_size < 0) and (close[1] > shortStopatr[1])  and (close[1] > strategy.position_avg_price)
// SSL = (strategy.position_size < 0) and (ta.crossover(close, SHORT_stop_level))
//SSL = (strategy.position_size < 0) and SHORT_stop_level2
//LT2 = (strategy.position_size > 0) and long_take_level_2
//LSL2 = (strategy.position_size > 0) and long_stop_level2
//ST2 = (strategy.position_size < 0) and SHORT_take_level_2
//SSL2 = (strategy.position_size < 0) and SHORT_stop_level2
if LT1
    alert(message= "NIFTY50 TARGET1 HIT !L! book profit now !!" , freq=alert.freq_once_per_bar)
if LSL
    alert(message= "NIFTY50 STOPLOSS HIT !L! Exit with loss !!" , freq=alert.freq_once_per_bar_close)
if SSL
    alert(message= "NIFTY50 STOPLOSS HIT !S! Exit with loss !! " , freq=alert.freq_once_per_bar)
if ST1
    alert(message= "NIFTY50 TARGET1 HIT !S! book profit now !!" , freq=alert.freq_once_per_bar_close)
//////
//if LT2
//    alert(message= "NIFTY TARGET2 HIT !L! book profit now !!" , freq=alert.freq_once_per_bar)
//if LSL2
//    alert(message= "NIFTY STOPLOSS2 HIT !L! Exit with loss !!" , freq=alert.freq_once_per_bar)
//if SSL2
//    alert(message= "NIFTY STOPLOSS2 HIT !S! Exit with loss !! " , freq=alert.freq_once_per_bar)
//if ST2
//    alert(message= "NIFTY TARGET2 HIT !S! book profit now !!" , freq=alert.freq_once_per_bar)
///////////////////ALERTCONDITION IS ABOVE/////////////////////////////////////
// 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/
// © LuxAlgo
//@version=5
//indicator('The Echo Forecast [LUX]', 'ECHO [LuxAlgo]', overlay=true, max_bars_back=1000, max_lines_count=200)
//lengths = input.int(50, 'Evaluation Window', minval=0, maxval=200)
//fcast = input.int(50, 'Forecast Window', minval=1, maxval=200)
//fmode = input.string('Similarity', 'Forecast Mode', options=['Similarity', 'Dissimilarity'])
//cmode = input.string('Cumulative', 'Forecast Construction', options=['Cumulative', 'Mean', 'Linreg'])
//srcf = input(close)
//fcast_col = input.color(#2157f3, 'Forecast Style', inline='fcast_style', group='Style')
//fcast_style = input.string('· · ·', '', options=['──', '- - -', '· · ·'], inline='fcast_style', group='Style')
//show_area = input.bool(true, 'Show Area', inline='areas', group='Style')
//fcast_area = input.color(color.new(#ffffff, 95), '', inline='areas', group='Style')
//corr_area = input.color(color.new(#ffffff, 95), '', inline='areas', group='Style')
//eval_area = input.color(color.new(#ffffff, 95), '', inline='areas', group='Style')
//----
//var lines = array.new_line(0)
//if barstate.isfirst
 //   for i = 0 to fcast - 1 by 1
 //       array.push(lines, line.new(na, na, na, na))
//----
//n = bar_index
//d = ta.change(srcf)
//top = ta.highest(srcf, lengths + fcast * 2)
//btm = ta.lowest(srcf, lengths + fcast * 2)
//if barstate.islast
//    float val = na
//    k = 0
//    A = array.new_float(0)
//    X = array.new_int(0)
//    for i = 0 to fcast * 2 + lengths by 1
//        array.push(A, srcf[i])
//        if cmode == 'Linreg'
//            array.push(X, n[i])
//    a = array.slice(A, 0, fcast - 1)
//    for i = 0 to lengths - 1 by 1
//        b = array.slice(A, fcast + i, fcast * 2 + i - 1)
//        r = array.covariance(a, b) / (array.stdev(a) * array.stdev(b))
//        if fmode == 'Similarity'
//            val := r >= nz(val, r) ? r : val
//            val
//        else
//            val := r <= nz(val, r) ? r : val
//            val
//        k := val == r ? i : k
//        k
//    prev = srcf
//    current = srcf
//    for i = 0 to fcast - 1 by 1
//        e = d[fcast + k + fcast - i - 1]
//        if cmode == 'Mean'
//            current := array.avg(a) + e
//            current
//        else if cmode == 'Linreg'
//            a = array.slice(A, 0, fcast)
//            x = array.slice(X, 0, fcast)
//            alpha = array.covariance(a, x) / array.variance(x)
//            beta = array.avg(a) - alpha * array.avg(x)
//            current := alpha * (n + i + 1) + beta + e
//            current
//        else
//            current += e
//            current
//
//        l = array.get(lines, i)
//        line.set_xy1(l, n + i, prev)
//        line.set_xy2(l, n + i + 1, current)
//        line.set_color(l, fcast_col)
//        if fcast_style == '- - -'
//            line.set_style(l, line.style_dashed)
//        else if fcast_style == '· · ·'
//            line.set_style(l, line.style_dotted)
//        prev := current
//        prev
//
//    if show_area
//        box.delete(box.new(n - lengths - fcast * 2 + 1, top, n - fcast + 1, btm, border_color=na, bgcolor=eval_area)[1])
//        box.delete(box.new(n - fcast + 1, top, n, btm, border_color=na, bgcolor=fcast_area)[1])
//        box.delete(box.new(n - k - fcast * 2 + 1, btm, n - k - fcast, top, border_color=na, bgcolor=corr_area)[1])
Expand (432 lines)