All-In-One Oscillator

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © legroszach
//@version=4
study("All-In-One Oscillator", overlay=false)

ha_t = heikinashi(syminfo.tickerid)
ha_close = security(ha_t, timeframe.period, close)
ha_hlc3 = security(ha_t, timeframe.period, hlc3)

map(input, inputMin, inputMax, outputMin, outputMax) =>
    outputMin + ((outputMax - outputMin) / (inputMax - inputMin)) * (input - inputMin)

color noColor = na
zero = plot(0, title="Zero", color=noColor)


// Stochastic Oscillator
stochObLevel1 = 60
stochObLevel2 = 53
stochOsLevel1 = -60
stochOsLevel2 = -53

n1 = input(5, "STOCH Channel Length")
n2 = input(3, "STOCH Average Length")
stochSmooting = input(3, "STOCH Smoothing")
 
ap = ha_hlc3 
esa = ema(ap, n1)
d = ema(abs(ap - esa), n1)
ci = (ap - esa) / (0.015 * d)
tci = ema(ci, n2)
 
wt1 = tci
wt2 = sma(wt1, stochSmooting)

plot(wt1, color=#54b1e3, style=4, title="STOCH")
plot(wt2, color=#00398a, transp=10, style=4, title="STOCH EMA")
// Cross
plot(crossover(wt1, wt2) ? wt2 : na, style=6, color=color.green, title="Cross over", linewidth=2)
plot(crossunder(wt1, wt2) ? wt2 : na, style=6, color=color.red, title="Cross under", linewidth=2)
// OB & OS levels
plot(stochObLevel1, color=color.white, title="Overbought level 1", editable=false)
plot(stochOsLevel1, color=color.white, title="Oversold level 1", editable=false)
plot(stochObLevel2, color=color.white, style=6, transp=50, title="Overbought level 2", editable=false)
plot(stochOsLevel2, color=color.white, style=6, transp=50, title="Oversold level 2", editable=false)


// MFI
mfiOsLevel = input(-8, "MFI Oversold level", minval=-50, maxval=0)
source = ha_hlc3
mfiLength = input(50, minval=1, title="MFI Period")
mfiSmooth = input(9, minval=1, title="MFI Smoothing")
value = high-low
upper = sum(volume * (change(source) <= 0 ? 0 : value), mfiLength)
lower = sum(volume * (change(source) >= 0 ? 0 : value), mfiLength)
mfi = rsi(upper, lower) - 50
mfi := sma(mfi, mfiSmooth)
mfiPlot = plot(mfi, title="Money Flow Index", color=mfi>=0 ? color.green : color.red, linewidth=2)
fill(mfiPlot, zero, color=mfi>=0 ? color.green : color.red, transp=60)


// RSI
rsiObLevel = 70
rsiOsLevel = 30
rsiPeriod = input(7, minval=1, title="RSI Period")
rsiSource = ha_close
up = rma(max(change(rsiSource), 0), rsiPeriod)
down = rma(-min(change(rsiSource), 0), rsiPeriod)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
rsi := ema(rsi, 5)
plot(rsi, color=color.purple, linewidth=2, title="RSI")


// VWAP
fastLength = input(12, minval=1, title="MACD Fast MA Length"), slowLength=input(25,minval=1, title="MACD Slow MA Length")
signalLength = input(9, title="MACD Signal Length")
lengthz = input(20, title="Z-VWAP Length")
lengthStdev = input(25, title="Stdev Length")
A = input(1.0, minval=-2.0, maxval=2.0, title="MACZ constant A")
B = input(1.0, minval=-2.0, maxval=2.0, title="MACZ constant B")

calc_zvwap(pds) =>
    mean = sum(volume*close,pds)/sum(volume,pds)
    vwapsd = sqrt(sma(pow(close-mean, 2), pds) )
    (close-mean)/vwapsd

zscore = calc_zvwap(lengthz)
fastMA = sma(source, fastLength)
slowMA = sma(source, slowLength)
macd = fastMA - slowMA
macz_t=zscore*A+ macd/stdev(source, lengthStdev)*B
signal=sma(macz_t, signalLength)
hist=macz_t-signal
plot(hist*10, color=color.yellow, style=plot.style_area, title="VWAP", transp=50)


// indicator weightss
sm2w = input(0.6, title="SM 2 Weight")
mfiw = input(0.15, title="MFI Weight")
rsiw = input(0.35, title="RSI Weight")

// BUY signal
buySignal(mom, momSmooth, rsi, mfi) =>
    if crossover(mom, momSmooth) and momSmooth <= -25 and mfi <= -5
        smval = momSmooth < stochOsLevel1 ? (stochOsLevel2-momSmooth)*sm2w : (stochOsLevel1-momSmooth)*sm2w
        wsum = smval + (mfiOsLevel-mfi)*mfiw + (rsiOsLevel-rsi)*rsiw
        wsum
        if wsum >= 0
            -90
        else
            na
    else
        na
        

p1 = plot(-90, color=noColor, display=display.none)
p2 = plot(-100, color=noColor, display=display.none)
fill(p1, p2, color=mfi <= 0 ? color.red : color.green, transp=60)

plot(buySignal(wt1, wt2, rsi, mfi), style=6, color=#00ff26, title="Buy signal", linewidth=3)

// Median line
hline(0, color=color.white, linestyle=hline.style_dotted)