This indicator analyzes short-term price action on index futures and options charts by applying Rational Quadratic kernel smoothing to detect sideways consolidation ranges and potential breakouts.
1Copy the scriptPress Copy script above, or the copy button on the code below.
2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
1,684 lines of Pine Script v5 from spx-30m-options.txt, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.
spx-30m-options.txt
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// @donald
//@version=5
indicator("SPX 30M - Trading Chart", shorttitle="SPX 30M - Trading Chart", overlay=true)
max_bars_back(time, 5000)
utc = "UTC-7"
import jdehorty/KernelFunctions/2 as kernels
/////////////////////////////////////////////////////////////
// Detect sideway start
highestHigh2 = kernels.rationalQuadratic(ta.highest(high, 3), 3, 8, 25)
lowestLow2 = kernels.rationalQuadratic(ta.lowest(low, 3), 3, 8, 25)
highestHighOutside2 = kernels.rationalQuadratic(ta.highest(high, 3), 3, 8, 25)
lowestLowOutside2 = kernels.rationalQuadratic(ta.lowest(low, 3), 3, 8, 25)
prd = input.int(defval=18, title='Loopback Period', minval=2, maxval=50)
conslen = input.int(defval=12, title='Min Consolidation Length', minval=2, maxval=20)
float hb2_ = ta.highestbars(prd) == 0 ? high : na
float lb2_ = ta.lowestbars(prd) == 0 ? low : na
var int dir = 0
float zz = na
float pp2 = na
iff_1 = lb2_ and na(hb2_) ? -1 : dir
dir := hb2_ and na(lb2_) ? 1 : iff_1
if hb2_ and lb2_
if dir == 1
zz := hb2_
zz
else
zz := lb2_
zz
else
iff_1 = lb2_ ? lb2_ : na
zz := hb2_ ? hb2_ : iff_1
zz
for x = 0 to 1000 by 1
if na(close) or dir != dir[x]
break
if zz[x]
if na(pp2)
pp2 := zz[x]
pp2
else
if dir[x] == 1 and zz[x] > pp2
pp2 := zz[x]
pp2
if dir[x] == -1 and zz[x] < pp2
pp2 := zz[x]
pp2
var int conscnt = 0
var float condhigh = na
var float condlow = na
float H_ = ta.highest(3) //highestHighOutside2
float L_ = ta.lowest(3) //lowestLowOutside2
var line upline = na
var line dnline = na
bool breakoutup = false
bool breakoutdown = false
if ta.change(pp2)
if conscnt > conslen
if pp2 > condhigh
breakoutup := true
breakoutup
if pp2 < condlow
breakoutdown := true
breakoutdown
if conscnt > 0 and pp2 <= condhigh and pp2 >= condlow
conscnt += 1
conscnt
else
conscnt := 0
conscnt
else
conscnt += 1
conscnt
if conscnt >= conslen
if conscnt == conslen
condhigh := H_
condlow := L_
condlow
else
line.delete(upline)
line.delete(dnline)
condhigh := math.max(condhigh, high)
condlow := math.min(condlow, low)
condlow
// sideway lines
// upline := line.new(bar_index, condhigh, bar_index - conscnt, condhigh, color=color.orange, style=line.style_solid, width = 2)
// dnline := line.new(bar_index, condlow, bar_index - conscnt, condlow, color=color.orange, style=line.style_solid, width = 2)
//line.delete(upline[1])
//line.delete(dnline[1])
dnline
// Detect sideway end
////////////////////////////////////////////////////////////
// ~~~~~~~~~~~ INSHORTS ~~~~~~~~~~~ //
showRegression = false //input.bool(false, "Show Regression", group="Momentum", tooltip="Sometimes it can be difficult to visualize the zones with signals enabled.")
zoneLengths = 50 //input.int(50, "Zone Inside Length", group="Momentum", tooltip="The Zone Inside is the Inner zone of the High and Low. This is the length used to create it.")
zoneOutsideLengths = 75 //input.int(75, "Zone Outside Length", group="Momentum", tooltip="The Zone Outside is the Outer zone of the High and Low. This is the length used to create it.")
smoothingLength = 14 //input.int(14, "Smoothing length", group="Momentum", tooltip="Smoothing length is the length used to smooth out our Bullish and Bearish signals, along with our Overly Bullish and Overly Bearish Signals.")
// Kernel Settings
lookbackWindow = 18 //input.int(18, "Lookback Window", tooltip="The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars. Recommended range: 3-50", group="Kernel Settings")
relativeWeighting = 8 //input.float(8., "Relative Weighting", step=0.25, tooltip="Relative weighting of time frames. As this value approaches zero, the longer time frames will exert more influence on the estimation. As this value approaches infinity, the behavior of the Rational Quadratic Kernel will become identical to the Gaussian kernel. Recommended range: 0.25-25", group="Kernel Settings")
startBar = 25 //input.int(25, "Start Regression at Bar", tooltip="Bar index on which to start regression. The first bars of a chart are often highly volatile, and omission of these initial bars often leads to a better overall fit. Recommended range: 5-25", group="Kernel Settings")
// ~~~~~~~~~~~ CALCULATIONS ~~~~~~~~~~~ //
//Kernal Zones
high15 = request.security(symbol=syminfo.tickerid, timeframe="15", expression=high, lookahead=barmerge.lookahead_on)
low15 = request.security(symbol=syminfo.tickerid, timeframe="15", expression=low, lookahead=barmerge.lookahead_on)
close15 = request.security(symbol=syminfo.tickerid, timeframe="15", expression=close, lookahead=barmerge.lookahead_on)
highestHigh = kernels.rationalQuadratic(ta.highest(high15, zoneLengths), lookbackWindow, relativeWeighting, startBar)
lowestLow = kernels.rationalQuadratic(ta.lowest(low15, zoneLengths), lookbackWindow, relativeWeighting, startBar)
highestHighOutside = kernels.rationalQuadratic(ta.highest(high15, zoneOutsideLengths), lookbackWindow, relativeWeighting, startBar)
lowestLowOutside = kernels.rationalQuadratic(ta.lowest(low15, zoneOutsideLengths), lookbackWindow, relativeWeighting, startBar)
kernClose = kernels.rationalQuadratic(close15, lookbackWindow, relativeWeighting, startBar)
zoneMid = math.avg(highestHigh, lowestLow)
//Bullish and bearish (these hold momentum and may be a safe way to know if the momentum is still going strong for the trend)
bullishBar = kernels.rationalQuadratic(close, lookbackWindow, relativeWeighting, startBar) > kernels.rationalQuadratic(ta.highest(ta.vwma(ohlc4, smoothingLength), smoothingLength), lookbackWindow, relativeWeighting, startBar)
bearishBar = kernels.rationalQuadratic(close, lookbackWindow, relativeWeighting, startBar) < kernels.rationalQuadratic(ta.lowest(ta.vwma(ohlc4, smoothingLength), smoothingLength), lookbackWindow, relativeWeighting, startBar)
//Very bullish and bearish (these may represent when the momentum is about to change as they are almost TOO Bullish and Bearish
rsi = kernels.rationalQuadratic(ta.rsi(close, smoothingLength), lookbackWindow, relativeWeighting, startBar)
vol = kernels.rationalQuadratic(volume, lookbackWindow, relativeWeighting, startBar)
rsi21 = ta.rsi(close, 21)
ema11 = ta.ema(close, 11)
ema21 = ta.ema(close, 21)
ema200 = ta.ema(close, 200)
//ema21_2 = kernels.rationalQuadratic(ta.ema(close, 21), lookbackWindow, relativeWeighting, startBar)
//Kernal Crossing Calculations
kern1 = kernels.rationalQuadratic(close15, lookbackWindow, relativeWeighting, startBar)
kern2 = kernels.gaussian(close15, lookbackWindow - 2, startBar)
// Kernel Crossovers
bool isBullishCross = ta.crossover(kern2, kern1)
bool isBearishCross = ta.crossunder(kern2, kern1)
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//****************************************************************************************************************************************************//
lengthInput = 100 //input.int(100, title="Length", minval = 1, maxval = 5000)
sourceInput = close //input.source(close, title="Source")
group1 = "Channel Settings"
useUpperDevInput = true //input.bool(true, title="Upper Deviation", inline = "Upper Deviation", group = group1)
upperMultInput = 2.0 //input.float(2.0, title="", inline = "Upper Deviation", group = group1)
useLowerDevInput = true //input.bool(true, title="Lower Deviation", inline = "Lower Deviation", group = group1)
lowerMultInput = 2.0 //input.float(2.0, title="", inline = "Lower Deviation", group = group1)
group2 = "Display Settings"
showPearsonInput = true //input.bool(true, "Show Pearson's R", group = group2)
extendLeftInput = false //input.bool(false, "Extend Lines Left", group = group2)
extendRightInput = true //input.bool(true, "Extend Lines Right", group = group2)
extendStyle = switch
extendLeftInput and extendRightInput => extend.both
extendLeftInput => extend.left
extendRightInput => extend.right
=> extend.none
group3 = "Color Settings"
colorUpper = color.new(color.blue, 85) //input.color(color.new(color.blue, 85), "", inline = group3, group = group3)
colorLower = color.new(color.red, 85) //input.color(color.new(color.red, 85), "", inline = group3, group = group3)
calcSlope(source, length) =>
max_bars_back(source, 5000)
if not barstate.islast or length <= 1
[float(na), float(na), float(na)]
else
sumX = 0.0
sumY = 0.0
sumXSqr = 0.0
sumXY = 0.0
for i = 0 to length - 1 by 1
val = source[i]
per = i + 1.0
sumX += per
sumY += val
sumXSqr += per * per
sumXY += val * per
slope = (length * sumXY - sumX * sumY) / (length * sumXSqr - sumX * sumX)
average = sumY / length
intercept = average - slope * sumX / length + slope
[slope, average, intercept]
[s, avg, i] = calcSlope(sourceInput, lengthInput)
startPrice = i + s * (lengthInput - 1)
endPrice = i
var line baseLine = na
// if showRegression
// if na(baseLine) and not na(startPrice)
// baseLine := line.new(bar_index - lengthInput + 1, startPrice, bar_index, endPrice, width=1, extend=extendStyle, color=color.new(colorLower, 0))
// else
// line.set_xy1(baseLine, bar_index - lengthInput + 1, startPrice)
// line.set_xy2(baseLine, bar_index, endPrice)
// na
calcDev(source, length, slope, average, intercept) =>
upDev = 0.0
dnDev = 0.0
stdDevAcc = 0.0
dsxx = 0.0
dsyy = 0.0
dsxy = 0.0
periods = length - 1
daY = intercept + slope * periods / 2
val = intercept
for j = 0 to periods by 1
price = high[j] - val
if price > upDev
upDev := price
price := val - low[j]
if price > dnDev
dnDev := price
price := source[j]
dxt = price - average
dyt = val - daY
price -= val
stdDevAcc += price * price
dsxx += dxt * dxt
dsyy += dyt * dyt
dsxy += dxt * dyt
val += slope
stdDev = math.sqrt(stdDevAcc / (periods == 0 ? 1 : periods))
pearsonR = dsxx == 0 or dsyy == 0 ? 0 : dsxy / math.sqrt(dsxx * dsyy)
[stdDev, pearsonR, upDev, dnDev]
[stdDev, pearsonR, upDev, dnDev] = calcDev(sourceInput, lengthInput, s, avg, i)
upperStartPrice = startPrice + (useUpperDevInput ? upperMultInput * stdDev : upDev)
upperEndPrice = endPrice + (useUpperDevInput ? upperMultInput * stdDev : upDev)
var line upper = na
lowerStartPrice = startPrice + (useLowerDevInput ? -lowerMultInput * stdDev : -dnDev)
lowerEndPrice = endPrice + (useLowerDevInput ? -lowerMultInput * stdDev : -dnDev)
var float lowestEndPrice = 0.0
if lowerEndPrice
lowestEndPrice := lowerEndPrice
var float highestEndPrice = 0.0
if upperEndPrice
highestEndPrice := upperEndPrice
var line lower = na
// if showRegression
// if na(upper) and not na(upperStartPrice)
// upper := line.new(bar_index - lengthInput + 1, upperStartPrice, bar_index, upperEndPrice, width=1, extend=extendStyle, color=color.new(colorUpper, 0))
// else
// line.set_xy1(upper, bar_index - lengthInput + 1, upperStartPrice)
// line.set_xy2(upper, bar_index, upperEndPrice)
// na
// if na(lower) and not na(lowerStartPrice)
// lower := line.new(bar_index - lengthInput + 1, lowerStartPrice, bar_index, lowerEndPrice, width=1, extend=extendStyle, color=color.white)
// else
// line.set_xy1(lower, bar_index - lengthInput + 1, lowerStartPrice)
// line.set_xy2(lower, bar_index, lowerEndPrice)
// na
// linefill.new(upper, baseLine, color = colorUpper)
// linefill.new(baseLine, lower, color = colorLower)
float trend = math.sign(startPrice - endPrice)
//alertcondition(sourceInput > line.get_price(upper, bar_index) or sourceInput < line.get_price(lower, bar_index), title='Regression Channel Exited', message="The price movement has exited Regression Channel's bounds")
//alertcondition(trend[1] >= 0 and trend < 0, title='Switched to Uptrend', message='The Regression Channel trend switched from Downtrend to Uptrend')
//alertcondition(trend[1] <= 0 and trend > 0, title='Switched to Downtrend', message='The Regression Channel trend switched from Uptrend to Downtrend')
// Pearson's R
var label r = na
// label.delete(r[1])
// if showPearsonInput and not na(pearsonR)
// r := label.new(bar_index - lengthInput + 1, lowerStartPrice, str.tostring(pearsonR, "#.################"), color = color.new(color.white, 100), textcolor=color.new(colorUpper, 0), size=size.normal, style=label.style_label_up)
//****************************************************************************************************************************************************//
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// spx 13m - 16
//
param25 = input.float(25, title = "Default - Param trailing 25*2 ***", group = "Default")
param19 = input.float(19, title = "Default - Param trailing 19 ***", group = "Default")
param18 = input.float(18, title = "Default - Param trailing 18 ***", group = "Default")
if str.tostring(timeframe.period) == '3'
param25 := 20
param19 := 22
param18 := 18
if str.tostring(timeframe.period) == '10'
param25 := input.float(20, title = "10m - Param trailing 20 ***", group = "10M")
param19 := input.float(23, title = "10m - Param trailing 23 ***", group = "10M")
param18 := input.float(19, title = "10m - Param trailing 19 ***", group = "10M")
// if syminfo.ticker == 'ESU2024'
// param25 := 16
// param19 := 27
// param18 := 18
if str.tostring(timeframe.period) == '13'
param25 := input.float(18, title = "13m - Param trailing 18 ***", group = "13M")
param19 := input.float(25, title = "13m - Param trailing 25 ***", group = "13M")
param18 := input.float(15, title = "13m - Param trailing 15 ***", group = "13M")
if str.tostring(timeframe.period) == '15'
param25 := input.float(16, title = "15m - Param trailing 20 ***", group = "15M")
param19 := input.float(21, title = "15m - Param trailing 22 ***", group = "15M")
param18 := input.float(21, title = "15m - Param trailing 21 ***", group = "15M")
if str.tostring(timeframe.period) == '18'
param25 := 20
param19 := 20
param18 := 17
if str.tostring(timeframe.period) == '30'
param25 := 20
param19 := 22
param18 := 21
if syminfo.ticker == 'SPY'
param25 := param25/10
param19 := param19/10
param18 := param19/10
// param28 = input.float(32, title = "Param trailing exit long 28", group = "Exit Long")
// param10 = input.float(9, title = "Param trailing exit long 10", group = "Exit Long")
// param16 = input.float(12, title = "Param trailing exit long 16", group = "Exit Long")
// param11 = input.float(20, title = "Param trailing exit short 10", group = "Exit Short")
// param15 = input.float(11, title = "Param trailing exit short 15", group = "Exit Short")
// param29 = input.float(28, title = "Param trailing exit short 28", group = "Exit Short")
param5 = 5 //input.float(5, title = "Param trailing 5")
param3 = 3 //input.float(3, title = "Param trailing 3")
param9 = 9 //input.float(9, title = "Param trailing 9")
param40 = 40 //input.float(40, title = "Param trailing 40")
param20 = 20 //input.float(20, title = "Param trailing 20")
param17 = 17 //input.float(17, title = "Param trailing 17")
param27 = 27 //input.float(27, title = "Param trailing 27")
param30 = 30 //input.float(30, title = "Param trailing 30")
startSession = timestamp("GMT-7", year, month, dayofmonth, 06, 45)
endSession = timestamp("GMT-7", year, month, dayofmonth, 11, 30)
extendedStartSession = timestamp("GMT-7", year, month, dayofmonth, 06, 45)
extendedEndSession = timestamp("GMT-7", year, month, dayofmonth, 16, 00)
atr = kernels.rationalQuadratic(ta.atr(21), lookbackWindow, relativeWeighting, startBar)
sma20 = kernels.rationalQuadratic(ta.wma(atr, 20), lookbackWindow, relativeWeighting, startBar)
volatilityFilter = atr > sma20
isTradeWindow = (time >= startSession and time <= endSession) //and volatilityFilter
//isTradeWindow = hour(time_close, utc) == 6 and minute(time_close, utc) >=30 or hour(time_close, utc) > 6 and hour(time_close, utc) < 13
float pull_back = 2
if str.format("{0}", timeframe.period) == '2'
pull_back := 1.4
if str.format("{0}", timeframe.period) == '5'
pull_back := 1
leftBars = 5
rightBars = 3
// Make sure length and lengthSmooth settings match your COG indicator
length = 9
lengthSmooth = 3
COG = ta.cog(close, length)
sCOG = ta.rma(COG, lengthSmooth)
ph = ta.pivothigh(sCOG, leftBars, rightBars)
pl = ta.pivotlow(sCOG, leftBars, rightBars)
phvalue1 = ta.valuewhen(ph, high[rightBars], 0)
phbar1 = ta.valuewhen(ph, bar_index[rightBars], 0), phv1low = ta.valuewhen(ph, close[rightBars]>open[rightBars] ? close[rightBars] : open[rightBars], 0)
phvalue2 = ta.valuewhen(ph, high[rightBars], 1)
phbar2 = ta.valuewhen(ph, bar_index[rightBars], 1), phv2low = ta.valuewhen(ph, close[rightBars]>open[rightBars] ? close[rightBars] : open[rightBars], 1)
plvalue1 = ta.valuewhen(pl, low[rightBars], 0)
plbar1 = ta.valuewhen(pl, bar_index[rightBars], 0), plv1low = ta.valuewhen(pl, close[rightBars]<open[rightBars] ? close[rightBars] : open[rightBars], 0)
plvalue2 = ta.valuewhen(pl, low[rightBars], 1)
plbar2 = ta.valuewhen(pl, bar_index[rightBars], 1)
// Initialize variables for use in findPreviousHighsAndLows function
if_pl = not na(pl) ? -1 : na
hl = not na(ph) ? 1 : if_pl
if_pl_value = not na(pl) ? pl : na
if_ph_value = not na(ph) ? ph : if_pl_value
valuewhen_1 = ta.valuewhen(hl, hl, 1)
valuewhen_2 = ta.valuewhen(if_ph_value, if_ph_value, 1)
if_ph_value := not na(pl) and hl == -1 and valuewhen_1 == -1 and pl > valuewhen_2 ? na : if_ph_value
valuewhen_3 = ta.valuewhen(hl, hl, 1)
valuewhen_4 = ta.valuewhen(if_ph_value, if_ph_value, 1)
if_ph_value := not na(ph) and hl == 1 and valuewhen_3 == 1 and ph < valuewhen_4 ? na : if_ph_value
valuewhen_5 = ta.valuewhen(hl, hl, 1)
valuewhen_6 = ta.valuewhen(if_ph_value, if_ph_value, 1)
hl := hl == -1 and valuewhen_5 == 1 and if_ph_value > valuewhen_6 ? na : hl
valuewhen_7 = ta.valuewhen(hl, hl, 1)
valuewhen_8 = ta.valuewhen(if_ph_value, if_ph_value, 1)
hl := hl == 1 and valuewhen_7 == -1 and if_ph_value < valuewhen_8 ? na : hl
if_ph_value := na(hl) ? na : if_ph_value
// Finds previous three points (b, c, d, e)
findPreviousHighsAndLows() =>
ehl = hl == 1 ? -1 : 1
loc1 = 0.0
loc2 = 0.0
loc3 = 0.0
loc4 = 0.0
xx = 0
for x = 1 to 1000 by 1
if hl[x] == ehl and not na(if_ph_value[x])
loc1 := if_ph_value[x]
xx := x + 1
break
ehl := hl
for x = xx to 1000 by 1
if hl[x] == ehl and not na(if_ph_value[x])
loc2 := if_ph_value[x]
xx := x + 1
break
ehl := hl == 1 ? -1 : 1
for x = xx to 1000 by 1
if hl[x] == ehl and not na(if_ph_value[x])
loc3 := if_ph_value[x]
xx := x + 1
break
ehl := hl
for x = xx to 1000 by 1
if hl[x] == ehl and not na(if_ph_value[x])
loc4 := if_ph_value[x]
break
[loc1, loc2, loc3, loc4]
float a = na
float b = na
float c = na
float d = na
float e = na
if not na(hl)
[loc1, loc2, loc3, loc4] = findPreviousHighsAndLows()
a := if_ph_value
b := loc1
c := loc2
d := loc3
e := loc4
e
_hl = not na(if_ph_value) and (a >= c and b > c and b > d and d > c and d > e or a < b and a > c and b < d)
_lh = not na(if_ph_value) and (a <= c and b < c and b < d and d < c and d < e or a > b and a < c and b > d)
// If we also wanted higher highs and lower lows, we could use the following:
_hh = not na(if_ph_value) and a > b and a > c and c > b and c > d
_ll = not na(if_pl_value) and a < b and a < c and c < b and c < d
extend_fibo = 5
extend_sup_res = 5
var float high_point = 0
var float low_point = 0
if _ll
// line.new(bar_index, high, bar_index+8, high, style=line.style_solid, color=color.yellow, width = 1)
high_point := high
if _hh and isTradeWindow
// line.new(bar_index, low, bar_index+8, low, style=line.style_solid, color=color.white, width = 1)
low_point := low
//plotshape(_hh, text='HL', title='Higher Low', style=shape.labelup, color=color.new(color.green, 50), textcolor=color.new(color.white, 0), location=location.belowbar, size=size.normal)
//plotshape(_ll, text='LH', title='Lower High', style=shape.labeldown, color=color.new(color.red, 50), textcolor=color.new(color.white, 0), location=location.abovebar, size=size.normal)
// distance_x = timenow + math.round(ta.change(time) * 12)
// distance_x2 = timenow + math.round(ta.change(time)/5)
///////////////////////////////////////
var float Open5M_HighPrice = 0.0
var float Open5M_LowPrice = 0.0
var float Open5M_ClosePrice = 0.0
var float Next5M_ClosePrice = 0.0
var float Open_6h30 = 0.0
if hour(time_close, utc) == 6 and minute(time_close, utc) == 30 and second(time_close, utc) == 0
Open_6h30 := open
if hour(time_close, utc) == 6 and minute(time_close, utc) == 35 and second(time_close, utc) == 0
Open5M_HighPrice := high
Open5M_LowPrice := low
Open5M_ClosePrice := close
Open_6h30 := open
if hour(time_close, utc) == 6 and minute(time_close, utc) == 45 and second(time_close, utc) == 0
Next5M_ClosePrice := close
// var string message = ''
// var string market_trend = ''
// if Next5M_ClosePrice < Open5M_ClosePrice
// message := str.format("Marketing is trending SHORT today. Look for Up Candle. ENTER SHORT", Open5M_HighPrice + 3)
// market_trend := 'Bearish'
// if Next5M_ClosePrice > Open5M_ClosePrice
// message := str.format("Marketing is trending Call today. Look for Down Candle. ENTER LONG", Open5M_HighPrice - 3)
// market_trend := 'Bullish'
// flash_message = ''
// if close >= Open5M_HighPrice + param25
// flash_message := 'S-LONG'
// if close < Open5M_LowPrice - param25
// flash_message := 'S-SHORT'
var int barindex = na
if minute(time_close, utc) == 45 and hour(time_close, utc) == 6
barindex := bar_index
// if market_trend != '' and not na(barindex)
// if flash_message != ''
// label lbl_f = na
// label.delete(lbl_f)
// lbl_f := label.new(na, na, "", color = #212223, style = label.style_label_center, textcolor = color.yellow)
// label.set_xy(lbl_f, barindex, Open5M_HighPrice)
// label.set_text(lbl_f, flash_message)
// label lbl_t = na
// label.delete(lbl_t)
// lbl_t := label.new(na, na, "", color = #077280, style = label.style_label_center, textcolor = color.white)
// label.set_xy(lbl_t, barindex, Open5M_HighPrice - 5)
// label.set_text(lbl_t, '1st Trend: '+market_trend)
Previous_Close = request.security(symbol=syminfo.tickerid, timeframe="D", expression=close[1], lookahead=barmerge.lookahead_on)
DailyGain = close - Previous_Close
Below_OpenLow = Open5M_LowPrice - param5
Above_OpenHigh = Open5M_HighPrice + param5
var float Next_Down_Target = na
var float Next_Up_Target = na
if close < Below_OpenLow and DailyGain > param3
Next_Down_Target := Open5M_LowPrice - param18
if close > Above_OpenHigh and DailyGain < param3
Next_Up_Target := Open5M_HighPrice + param18
var float point_entry_long = param18
var float point_exit_long = param20
var float point_entry_short = param19
var float point_exit_short = param17
if (Open5M_HighPrice - Open5M_LowPrice) >= param9 and math.abs(Open5M_ClosePrice - Previous_Close) >= param40
point_entry_long := param27
point_entry_short := param27
point_exit_long := param30
point_exit_short := param27
if (Open5M_HighPrice - Open5M_LowPrice) < param9 and math.abs(Open5M_ClosePrice - Previous_Close) < param40
point_entry_long := param17
point_entry_short := param17
point_exit_long := param20
point_exit_short := param17
// Logic detect start
nzVolume = nz(vol)
i_vSMA = kernels.rationalQuadratic(ta.vwma(vol, smoothingLength), lookbackWindow, relativeWeighting, startBar)
risingVol = nzVolume >= nzVolume[1]
bullCandle = close > open
bearCandle = close < open
rising = false
if bullCandle and bullCandle[1] and bullCandle[2] and nzVolume > i_vSMA and risingVol and risingVol[1]
if isBullishCross
rising := true
isBullishCross := false
falling = false
if bearCandle and bearCandle[1] and bearCandle[2] and nzVolume > i_vSMA and risingVol and risingVol[1]
if isBearishCross
falling := true
isBearishCross := false
// Logic detect end_time
// Logic call put now stat
var float detect_short_point = 0
var float detect_long_point = 0
var float enter_long_price = 0.0
var float enter_short_price = 0.0
var float trailing_short_point = 0.0
var float trailing_long_point = 0.0
// var float High_Track = 0.0
// var float Low_Track = 0.0
// if minute(time_close, utc) <= 45 and hour(time_close, utc) == 6 or hour(time_close, utc) < 6
// High_Track := 0.0
// Low_Track := 0.0
// if High_Track == 0.0 or High_Track < high
// High_Track := high
// if Low_Track == 0.0 or Low_Track > low
// Low_Track := low
// var float High_Track = 0.0
// if minute(time_close, utc) == 45 and hour(time_close, utc) == 6 and Open5M_HighPrice != 0.0
// High_Track := Open5M_HighPrice
// var float Low_Track = 0.0
// if minute(time_close, utc) == 45 and hour(time_close, utc) == 6 and Open5M_LowPrice != 0.0
// Low_Track := Open5M_LowPrice
var float High_Track = 0.0
var float Low_Track = 0.0
if minute(time_close, utc) == 0 and hour(time_close, utc) == 0 //or hour(time_close, utc) < 6
High_Track := 0.0
Low_Track := 0.0
if minute(time_close, utc) >= 0 //and minute(time_close, utc) < 45 and hour(time_close, utc) == 6
if High_Track == 0.0 or High_Track < high
High_Track := high
if Low_Track == 0.0 or Low_Track > low
Low_Track := low
if minute(time_close, utc) == 45 and hour(time_close, utc) == 6 and Open5M_LowPrice != 0.0
Low_Track := Open5M_LowPrice
if minute(time_close, utc) == 45 and hour(time_close, utc) == 6 and Open5M_HighPrice != 0.0
High_Track := Open5M_HighPrice
// trailing put point start ===============
// if price > high open then check trend up to SHORT back
if High_Track != 0.0 and close > High_Track
if trailing_short_point == 0.0 or trailing_short_point != 0.0 and trailing_short_point < close - Low_Track
trailing_short_point := close - Low_Track
var float track_trailing_short_point = 0
if trailing_short_point > point_entry_short
track_trailing_short_point := trailing_short_point
trailing_short_ok = false
var int barindex_short = 0
if (track_trailing_short_point > 0 and (close - Low_Track) <= (track_trailing_short_point - pull_back))
if High_Track != 0.0
High_Track := 0.0
barindex_short := bar_index
trailing_short_point := 0.0
track_trailing_short_point := 0.0
trailing_short_ok := true
if High_Track == 0.0 and barindex_short == bar_index + 1
High_Track := high// > high_point ? high : high_point
Low_Track := low
barindex_short := 0
// trailing put point end ==============
// trailing call point start ===============
// if price < low open then check trend down to LONG back
if Low_Track != 0.0 and close < Low_Track
if trailing_long_point == 0.0 or trailing_long_point != 0.0 and trailing_long_point < High_Track - close
trailing_long_point := High_Track - close
var float track_trailing_long_point = 0
if trailing_long_point > point_entry_long
track_trailing_long_point := trailing_long_point
trailing_long_ok = false
var int barindex_long = 0
if (track_trailing_long_point > 0 and (High_Track - close) <= (track_trailing_long_point - pull_back))
if Low_Track != 0.0
Low_Track := 0.0
barindex_long := bar_index
trailing_long_point := 0.0
track_trailing_long_point := 0.0
trailing_long_ok := true
if Low_Track == 0.0 and barindex_long == bar_index + 1
Low_Track := low// < low_point ? low : low_point
High_Track := high
barindex_long := 0
// trailing call point end ==============
// //=================logic detect call put start
// if high_point - low > point_entry_long
// detect_long_point := high_point - low
// detect_long_now = false
// if (detect_long_point > 0 and (high_point - close) <= (detect_long_point - pull_back)) or (close > open and close > close[1] and market_trend == 'Bullish' and ta.crossover(low, Open5M_HighPrice))
// detect_long_point := 0
// detect_long_now := true
// if high - low_point > point_entry_short
// detect_short_point := high - low_point
// detect_short_now = false
// if (detect_short_point > 0 and (close - low_point) <= (detect_short_point - pull_back)) or (close < open and close < close[1] and market_trend == 'Bearish' and ta.crossunder(high, Open5M_LowPrice))
// detect_short_point := 0
// detect_short_now := true
//is_long = isTradeWindow and (detect_long_now or trailing_long_ok) and barstate.isconfirmed
is_exit_long = false
is_exit_short = false
int call_logic = 0
int put_logic = 0
int exit_long_logic = 0
int exit_short_logic = 0
var float call_entry_price = 0.0
var float trailing_long_entry_price = 0.0
var float put_entry_price = 0.0
var float trailing_short_entry_price = 0.0
is_long = isTradeWindow and trailing_long_ok and barstate.isconfirmed
call_color = #f1807e
var bool trend_long = false
if is_long
enter_long_price := close
enter_short_price := na
trend_long := true
call_logic := 1 // trailing Lowest Price
//is_short = isTradeWindow and (detect_short_now or trailing_short_ok) and barstate.isconfirmed
is_short = isTradeWindow and trailing_short_ok and barstate.isconfirmed
put_color = #ef0e0a
var bool trend_short = false
if is_short
enter_long_price := na
enter_short_price := close
trend_short := true
put_logic := 1 // trailing Highest Price
//=================logic detect call put end
only_long = false
only_long_color = #90EE90
continue_long = enter_long_price > 0 and close > open and close > close[1] and (rising or isBullishCross or ta.crossover(high, Below_OpenLow) or ta.crossover(high, Above_OpenHigh)) and barstate.isconfirmed
if trend_long and continue_long
only_long := true
trend_long := false
only_short = false
only_short_color = #ffcccb
continue_short = enter_short_price > 0 and close < open and close < close[1] and (falling or isBearishCross or ta.crossunder(low, Below_OpenLow) or ta.crossunder(low, Above_OpenHigh)) and barstate.isconfirmed
if trend_short and continue_short
only_short := true
trend_short := false
// logic exit
// // logic trailing exit
// var float gain_long = 0.0
// var float gain_short = 0.0
// if enter_long_price != 0.0
// if gain_long == 0.0 or gain_long < close - enter_long_price
// gain_long := close - enter_long_price
// is_exit_long = false
// if not continue_long and (gain_long >= 13 and (close - enter_long_price) <= (gain_long - 2)) or (gain_long >= 8 and (close - enter_long_price) <= (gain_long - 3))
// is_exit_long := true
// enter_long_price := 0.0
// trend_long := false
// gain_long := 0.0
// if enter_short_price != 0.0
// if gain_short == 0.0 or gain_short < close - enter_long_price
// gain_short := close - enter_long_price
// is_exit_short = false
// if not continue_short and (gain_short >= 13 and (close - enter_short_price) <= (gain_short - 2)) or (gain_short >= 8 and (close - enter_short_price) <= (gain_short - 5))
// is_exit_short := true
// enter_short_price := 0.0
// trend_short := false
// gain_short := 0.0
// // logic call put end
interval = time + math.round(ta.change(time) * 8)
interval2 = time + math.round(ta.change(time) * 2)
////////////////////////////////////strong call start
var int call_strong_int = 0
var int put_strong_int = 0
var int cnt_bottom = 0
var int cnt_top = 0
var float LowPrice = 0.0
var float HighPrice = 0.0
var int bar_index_high = 0
var int bar_index_low = 0
if minute(time_close, utc) == 0 and hour(time_close, utc) == 0 //or hour(time_close, utc) < 6
HighPrice := 0.0
LowPrice := 0.0
call_strong_int := 0
put_strong_int := 0
cnt_bottom := 0
cnt_top := 0
bar_index_high := 0
bar_index_low := 0
strong_long_index = 0
is_strong_long = false
if LowPrice == 0.0 or LowPrice > low
LowPrice := low
call_strong_int := 0
//bar_index_low := bar_index
if not is_short and LowPrice > 0 and close - LowPrice >= param25
call_strong_int := call_strong_int + 1
if call_strong_int < 2
strong_long_index := bar_index
is_strong_long := true
// if strong_long_index > 0
// var label label_sc = na
// label.delete(label_sc)
// label_sc := label.new(x=interval2, y=LowPrice+27, text=str.format("{0} LONG STRONG - NO SHORT", LowPrice+param25), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
// line.new(strong_long_index, LowPrice+param25, strong_long_index+12, LowPrice+param25, style=line.style_dotted, color=color.blue, width = 4)
if call_strong_int > 0
is_short := false
////////////////////////////////////strong call end
////////////////////////////////////strong put start
if HighPrice == 0.0 or high > HighPrice
HighPrice := high
put_strong_int := 0
//bar_index_high := bar_index
strong_short_index = 0
is_strong_short = false
if not is_long and HighPrice != 0.0 and HighPrice - close >= param25
put_strong_int := put_strong_int + 1
if put_strong_int < 2
strong_short_index := bar_index
is_strong_short := true
// if strong_short_index > 0
// var label label_sc = na
// label.delete(label_sc)
// label_sc := label.new(x=interval2, y=HighPrice-27, text=str.format("{0} SHORT STRONG - NO LONG", HighPrice-param25), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
// line.new(strong_short_index, HighPrice-param25, strong_short_index+12, HighPrice-param25, style=line.style_dotted, color=color.yellow, width = 4)
if put_strong_int > 0
is_long := false
////////////////////////////////////strong put end
////////////////////////////////////signal call put start
// var bool has_signal_long = false
// is_signal_long = low_point > 0 and (close > low_point and math.round(low) == math.round(low_point)) and low > Below_OpenLow
// //plotshape(isTradeWindow and is_signal_long and not has_signal_long? low : na, style=shape.triangleup, size = size.tiny, location=location.belowbar, color=color.yellow, textcolor = #ffffff, text='LONG', offset=0)
// if is_signal_long and isTradeWindow
// has_signal_long := true
// if is_short
// has_signal_long := false
// if _ll
// has_signal_long := false
// if put_strong_int > 0
// is_signal_long := false
var bool has_signal_short = false
is_signal_short = high_point > 0 and (close < high_point and math.round(high) == math.round(high_point)) and high < Above_OpenHigh
//plotshape(isTradeWindow and is_signal_short and not has_signal_short? high : na, style=shape.triangledown, size = size.tiny, location=location.abovebar, color=color.white, textcolor = #ffffff, text='SHORT', offset=0)
if is_signal_short and isTradeWindow
has_signal_short := true
if is_long
has_signal_short := false
if _hh
has_signal_short := false
if call_strong_int > 0
is_signal_short := false
//=============================================//
// track call put confirm start
confirm_short = false
confirm_long = false
if call_entry_price == 0.0 and _hh[4] and close <= high_point and close[1] <= high_point and close[2] <= high_point and close[3] <= high_point and barstate.isconfirmed
confirm_short := true
if put_entry_price == 0.0 and _ll[4] and close >= low_point and close[1] >= low_point and close[2] >= low_point and close[3] >= low_point and barstate.isconfirmed
confirm_long := true
// if confirm_long and isTradeWindow
// label.new(bar_index, low15, str.format("{0} {1}", ema21, close))
//(math.round(close[1]) < math.round(ema21) or math.round(close) < math.round(ema21)) and
// plotshape(confirm_long and isTradeWindow? low15 : na, style=shape.labelup, size = size.tiny, location=location.absolute, color=#7808ef, textcolor = #ffffff, text='U', offset=0)
// plotshape(confirm_short and isTradeWindow? high15 : na, style=shape.labeldown, size = size.tiny, location=location.absolute, color=#ef0e0a, textcolor = #ffffff, text='D', offset=0)
// track call put confirm end
//=============================================//
////////////////////////////////////signal call put end
/////////////////////////////////
// Logic cross box high
// if call_entry_price == 0.0 and (ta.crossover(close[1], Open5M_HighPrice)) and (close > Open5M_HighPrice or high > Open5M_HighPrice) and isTradeWindow and barstate.isconfirmed
// is_long := true
// call_color := color.new(call_color, 80)
// call_logic := 2 // Cross Up Open High
if call_entry_price == 0.0 and ((ta.crossover(close[1], Above_OpenHigh)) and (close > Above_OpenHigh or high > Above_OpenHigh) or ta.crossover(close[1], Below_OpenLow) and (close > Below_OpenLow or high > Below_OpenLow)) and isTradeWindow and barstate.isconfirmed
is_long := true
call_color := color.new(call_color, 60)
call_logic := 3 // Cross Up Above Open High
if trend_short and ta.crossunder(close[1], Open5M_HighPrice) and close < Open5M_HighPrice
only_short := true
only_short_color := color.new(#ffcccb, 80)
if trend_short and ta.crossunder(close[1], Above_OpenHigh) and close < Above_OpenHigh
only_short := true
only_short_color := color.new(#ffcccb, 60)
// Logic cross box low
// if put_entry_price == 0.0 and ta.crossunder(close[1], Open5M_LowPrice) and (close < Open5M_LowPrice or low < Open5M_LowPrice ) and isTradeWindow and barstate.isconfirmed
// is_short := true
// put_color := color.new(#ef0e0a, 80)
// put_logic := 2 // Cross Down Open Low
// if put_entry_price == 0.0 and (ta.crossunder(close[1], Below_OpenLow) and (close < Below_OpenLow or low < Below_OpenLow) or ta.crossunder(close[1], Above_OpenHigh) and (close < Above_OpenHigh or low < Above_OpenHigh) )and isTradeWindow and barstate.isconfirmed
// is_short := true
// put_color := color.new(#ef0e0a, 60)
// put_logic := 3 // Cross Down Below Open Low
// if trend_long and ta.crossover(close[1], Open5M_LowPrice) and close > Open5M_LowPrice
// only_long := true
// only_long_color := color.new(#90EE90, 80)
// if trend_long and ta.crossover(close[1], Below_OpenLow) and close > Below_OpenLow
// only_long := true
// only_long_color := color.new(#90EE90, 60)
//plotshape(is_exit_long? low : na, style=shape.labelup, size = size.tiny, location=location.belowbar, color=#f1807e, textcolor = #ffffff, text='EXIT LONG', offset=0)
//plotshape(is_exit_short? high : na, style=shape.labeldown, size = size.tiny, location=location.abovebar, color=#ef0e0a, textcolor = #ffffff, text='EXIT SHORT', offset=0)
///////////
//Logic only call put start
//Logic only call put end
box bx_hl_open = na
var int start_time_box = timenow
if minute(time_close, utc) == 0 and hour(time_close, utc) == 0
start_time_box := time
var int end_time_box = start_time_box+3600000*11
var float Max_Track_Low_Open = na
var float Max_Track_High_Open = na
if hour(time_close, utc) == 0
Max_Track_Low_Open := na
Max_Track_High_Open := na
if hour(time_close, utc) < 6 or hour(time_close, utc) == 6 and minute(time_close, utc) == 0
if na(Max_Track_Low_Open) or Max_Track_Low_Open > low
Max_Track_Low_Open := low
if na(Max_Track_High_Open) or Max_Track_High_Open < high
Max_Track_High_Open := high
var float Max_Track_Low_6h30_7h30 = na
var float Max_Track_High_6h30_7h30 = na
if hour(time_close, utc) == 0
Max_Track_Low_6h30_7h30 := na
Max_Track_High_6h30_7h30 := na
if hour(time_close, utc) >= 6 and minute(time_close, utc) >= 30 and hour(time_close, utc) <= 7 and minute(time_close, utc) <= 30
if na(Max_Track_Low_6h30_7h30) or Max_Track_Low_6h30_7h30 > low
Max_Track_Low_6h30_7h30 := low
if na(Max_Track_High_6h30_7h30) or Max_Track_High_6h30_7h30 < high
Max_Track_High_6h30_7h30 := high
if hour(time_close, utc) == 6 and minute(time_close, utc) == 50
if put_entry_price == 0.0 and not is_short and close <= Open5M_HighPrice and close[1] <= Open5M_HighPrice and close[2] <= Open5M_HighPrice and close[3] <= Open5M_HighPrice and barstate.isconfirmed
is_short := true
put_color := color.purple
put_logic := 4 // Always Below Open High Price
if call_entry_price == 0.0 and not is_long and close >= Open5M_LowPrice and close[1] >= Open5M_LowPrice and close[2] >= Open5M_LowPrice and close[3] >= Open5M_LowPrice and barstate.isconfirmed
is_long := true
call_color := color.blue
call_logic := 4 // Always Above Open Low Price
if is_short and is_long
is_short := false
is_long := false
////////////////////////////////////////////////// logic trailing start
var float Low_Price = 0.0
var float High_Price = 0.0
var float Track_Low_Price = 0.0
var float Track_High_Price = 0.0
var float Max_Track_Low_Price = 0.0
var float Max_Track_High_Price = 0.0
var int bar_index_high_price = 0
var int bar_index_low_price = 0
var int track_bar_index_high_price = 0
var int track_bar_index_low_price = 0
var int track_long_strong_int = 0
var int track_short_strong_int = 0
var float strong_short_price = 0.0
var float strong_long_price = 0.0
var float top_price = 0.0
var float bottom_price = 0.0
if minute(time_close, utc) == 6 and hour(time_close, utc) == 30 //or hour(time_close, utc) < 6
Track_Low_Price := low
Track_High_Price := high
Max_Track_Low_Price := low
Max_Track_High_Price := high
strong_long_price := 0.0
strong_short_price := 0.0
top_price := 0.0
bottom_price := 0.0
//if track_bar_index_high_price > 0 and track_bar_index_low_price > 0 and (track_bar_index_low_price - track_bar_index_high_price >= 12 or track_bar_index_high_price - track_bar_index_low_price >= 12)
// market_point := Max_Track_High_Price - Max_Track_Low_Price
// market_point := ta.highest(12) - ta.lowest(12)
if minute(time_close, utc) == 00 and hour(time_close, utc) == 0 //or hour(time_close, utc) < 6
High_Price := 0.0
Low_Price := 0.0
bar_index_high_price := 0
bar_index_low_price := 0
if Low_Price == 0.0 or Low_Price > low
Low_Price := low
bar_index_low_price := bar_index
if High_Price == 0.0 or High_Price < high
High_Price := high
bar_index_high_price := bar_index
// down trend to LONG start
var float trailing_ll_point = 0.0
trailing_ll_ok = false
var label label_up12 = na
label.delete(label_up12)
var label label_up122 = na
label.delete(label_up122)
var label label_down12 = na
label.delete(label_down12)
var label label_down122 = na
label.delete(label_down122)
var int top_time = 0
var int bottom_time = 0
var float price_detect_bottom = 0.0
if bar_index_high_price > 0 and bar_index_low_price > 0 and bar_index_high_price < bar_index_low_price
if trailing_ll_point == 0.0 or trailing_ll_point != 0.0 and trailing_ll_point < High_Price - close
trailing_ll_point := High_Price - close
var float track_trailing_ll_point = 0
if trailing_ll_point > point_entry_long
track_trailing_ll_point := trailing_ll_point
var int barindex_ll = 0
if (track_trailing_ll_point > 0 and (High_Price - close) <= (track_trailing_ll_point - pull_back)) and not only_short and not only_short[1] and not only_short[2]//and math.abs(close-open) <=1.5 and math.abs(close[1]-open[1]) <=1.5 //and low[1] > low
trailing_ll_point := 0.0
track_trailing_ll_point := 0.0
trailing_ll_ok := true
// label label_ll = na
//label.delete(label_ll)
//if low <= lowerEndPrice
// label_ll := label.new(x=interval2, y=low, text=str.format("{0} Bottom", low, lowestEndPrice), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
line.new(bar_index, low, bar_index+2, low, style=line.style_solid, color=color.white, width = 4)
price_detect_bottom := low
High_Price := 0.0
Track_Low_Price := low
Max_Track_Low_Price := Low_Price
top_price := 0.0
bottom_price := Low_Price
track_bar_index_low_price := bar_index
bar_index_low := bar_index
track_long_strong_int := 0
// if Low_Price != 0.0
// Low_Price := 0.0
// barindex_ll := bar_index
bottom_time := time
track_long_price = 0.0
track_short_price = 0.0
if track_bar_index_high_price > 0 and track_bar_index_low_price > 0 and track_bar_index_high_price < track_bar_index_low_price
if Track_High_Price - Track_Low_Price < 20
track_short_price := Track_High_Price - close
// if close > Track_High_Price
// if close < open
// label_up12 := label.new(x=time, y=low, text=str.format("+{0} PP1", close-Track_High_Price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
// if close > open
// label_up12 := label.new(x=time, y=high, text=str.format("+{0} PP2", close-Track_High_Price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_right, xloc=xloc.bar_time, yloc=yloc.price)
// if close < Track_High_Price
// if close < open
// label_up122 := label.new(x=time, y=low, text=str.format("{0} CP3", close-Track_High_Price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
// if close > open
// label_up122 := label.new(x=time, y=high, text=str.format("{0} CP4", close-Track_High_Price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_right, xloc=xloc.bar_time, yloc=yloc.price)
if Track_High_Price - Track_Low_Price > 20
track_long_price := close - Track_Low_Price
// if close < Track_Low_Price
// if close < open
// label_down12 := label.new(x=time, y=low, text=str.format("{0} CP5", close-Track_Low_Price), color=#EE4B2B, textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_upper_right, xloc=xloc.bar_time, yloc=yloc.price)
// if close > open
// label_down12 := label.new(x=time, y=high, text=str.format("{0} CP6", close-Track_Low_Price), color=#EE4B2B, textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
// if close > Track_Low_Price
// if close < open
// label_down122 := label.new(x=time, y=low, text=str.format("+{0} PP7", close-Track_Low_Price), color=#EE4B2B, textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_upper_right, xloc=xloc.bar_time, yloc=yloc.price)
// if close > open
// label_down122 := label.new(x=time, y=high, text=str.format("+{0} PP8", close-Track_Low_Price), color=#EE4B2B, textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_lower_left, xloc=xloc.bar_time, yloc=yloc.price)
if Track_High_Price - close>= param25
put_strong_int := put_strong_int + 1
if put_strong_int < 2
strong_short_index := bar_index
is_strong_short := true
// down trend to LONG end
// up trend to SHORT start
var float trailing_hh_point = 0.0
trailing_hh_ok = false
var float price_detect_top = 0.0
if bar_index_high_price > 0 and bar_index_low_price > 0 and bar_index_high_price > bar_index_low_price
if trailing_hh_point == 0.0 or trailing_hh_point != 0.0 and trailing_hh_point < close - Low_Price
trailing_hh_point := close - Low_Price
var float track_trailing_hh_point = 0
if trailing_hh_point > point_entry_short
track_trailing_hh_point := trailing_hh_point
var int barindex_hh = 0
if (track_trailing_hh_point > 0 and (close - Low_Price) <= (track_trailing_hh_point - pull_back)) and not only_long and not only_long[1] and not only_long[2]
trailing_hh_point := 0.0
track_trailing_hh_point := 0.0
trailing_hh_ok := true
// var label label_hh = na
// label.delete(label_hh)
// label_hh := label.new(x=interval2, y=high, text=str.format("{0} Top", high), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
line.new(bar_index, high, bar_index+2, high, style=line.style_solid, color=color.blue, width = 4)
price_detect_top := high
// if High_Price != 0.0
// High_Price := 0.0
// barindex_hh := bar_index
Low_Price := 0.0
Track_High_Price := high
Max_Track_High_Price := High_Price
track_bar_index_high_price := bar_index
bar_index_high := bar_index
track_short_strong_int := 0
top_price := High_Price
bottom_price := 0.0
top_time := time
// up trend to SHORT end
pp = 0.0
cp = 0.0
if track_bar_index_high_price > 0 and track_bar_index_low_price > 0 and track_bar_index_high_price > track_bar_index_low_price
if Track_High_Price - Track_Low_Price < 20
if close < Track_Low_Price
cp := close-Track_Low_Price
// if close < open
// label_down12 := label.new(x=time, y=low, text=str.format("{0} CP", close-Track_Low_Price), color=#EE4B2B, textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_upper_right, xloc=xloc.bar_time, yloc=yloc.price)
// if close > open
// label_down12 := label.new(x=time, y=high, text=str.format("{0} CP", close-Track_Low_Price), color=#EE4B2B, textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
if close > Track_Low_Price
pp := close-Track_Low_Price
// if close < open
// label_down122 := label.new(x=time, y=low, text=str.format("+{0} PP A1", close-Track_Low_Price), color=#EE4B2B, textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_upper_right, xloc=xloc.bar_time, yloc=yloc.price)
// if close > open
// label_down122 := label.new(x=time, y=high, text=str.format("+{0} PP A2", close-Track_Low_Price), color=#EE4B2B, textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_lower_left, xloc=xloc.bar_time, yloc=yloc.price)
if Track_High_Price - Track_Low_Price > 20
if close > Track_High_Price
pp := close-Track_High_Price
// if close < open
// label_up12 := label.new(x=time, y=low, text=str.format("+{0} PP A3", close-Track_High_Price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
// if close > open
// label_up12 := label.new(x=time, y=high, text=str.format("+{0} PP A4", close-Track_High_Price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_right, xloc=xloc.bar_time, yloc=yloc.price)
if close < Track_High_Price
cp := close-Track_High_Price
// if close < open
// label_up122 := label.new(x=time, y=low, text=str.format("{0} CP", close-Track_High_Price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
// if close > open
// label_up122 := label.new(x=time, y=high, text=str.format("{0} CP", close-Track_High_Price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_right, xloc=xloc.bar_time, yloc=yloc.price)
track_strong_long_index = 0
track_strong_short_index = 0
track_strong_long_price = 0.0
track_strong_short_price = 0.0
// LONG Strong start
if Max_Track_Low_Price != 0.0 and close - Max_Track_Low_Price >= param25
track_long_strong_int := track_long_strong_int + 1
if track_long_strong_int < 2
track_strong_long_index := bar_index
is_strong_long := true
if track_strong_long_price == 0.0
track_strong_long_price := close
call_strong_no_short = false
if track_strong_long_index > 0
var label label_sc2 = na
//label.delete(label_sc2)
strong_long_price := Max_Track_Low_Price+param25
strong_short_price := 0.0
call_strong_no_short := true
// label_sc2 := label.new(x=interval2, y=Max_Track_Low_Price+30, text=str.format("{0} LONG STRONG - NO SHORT", Max_Track_Low_Price+param25), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
// line.new(track_strong_long_index, Max_Track_Low_Price+param25, track_strong_long_index+12, Max_Track_Low_Price+param25, style=line.style_dotted, color=color.blue, width = 4)
// LONG Strong end
// SHORT Trong start
if Max_Track_High_Price != 0.0 and Max_Track_High_Price - close >= param25
track_short_strong_int := track_short_strong_int + 1
if track_short_strong_int < 2
track_strong_short_index := bar_index
is_strong_short := true
if track_strong_short_price == 0.0
track_strong_short_price := close
put_strong_no_long = false
if track_strong_short_index > 0
var label label_sp2 = na
//label.delete(label_sp2)
strong_short_price := Max_Track_High_Price-param25
strong_long_price := 0.0
put_strong_no_long := true
// label_sp2 := label.new(x=interval2, y=Max_Track_High_Price-27, text=str.format("{0} SHORT STRONG - NO LONG", Max_Track_High_Price-param25), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
// line.new(track_strong_short_index, Max_Track_High_Price-param25, track_strong_short_index+12, Max_Track_High_Price-param25, style=line.style_dotted, color=color.yellow, width = 4)
/////////////////////////////////// check bottom start
is_bottom = false
if Max_Track_High_Price - Max_Track_Low_Price >= 55 and track_bar_index_high_price > 0 and track_bar_index_low_price > 0 and track_bar_index_high_price < track_bar_index_low_price
cnt_bottom := cnt_bottom + 1
bar_index_high := 0
if cnt_bottom < 2
is_bottom := true
// var label label_bt = na
// label.delete(label_bt)
//if Max_Track_Low_Price <= lowerEndPrice
//label_bt := label.new(x=interval, y=Max_Track_Low_Price, text=str.format("{0} - Bottom - Confirm Call", Max_Track_Low_Price), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
//if Max_Track_Low_Price > lowerEndPrice
// label_bt := label.new(x=interval, y=Max_Track_Low_Price, text=str.format("{0} - Bottom - Wait for Call", Max_Track_Low_Price), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
// line.new(bar_index, Max_Track_Low_Price, bar_index+10, Max_Track_Low_Price, style=line.style_solid, color=color.blue, width = 2)
/////////////////////////////////// check bottom end
/////////////////////////////////// check top start
is_top = false
if Max_Track_High_Price - Max_Track_Low_Price >= 55 and bar_index_high > 0 and bar_index_low > 0 and bar_index_high > bar_index_low
cnt_top := cnt_top + 1
bar_index_low := 0
if cnt_top < 2
is_top := true
// var label label_tp = na
// label.delete(label_tp)
// label_tp := label.new(x=interval, y=Max_Track_High_Price, text=str.format("{0} - Top - Wait for SHORT", Max_Track_High_Price), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
// line.new(bar_index, Max_Track_High_Price, bar_index+10, Max_Track_High_Price, style=line.style_solid, color=color.orange, width = 2)
if call_entry_price == 0.0 and isTradeWindow and Max_Track_High_Price - Max_Track_Low_Price >= 35 and bar_index_high > 0 and bar_index_low > 0 and bar_index_high < bar_index_low and ta.crossover(high, lowestLowOutside)
is_long := true
call_logic := 5 // Cross Up Support
if put_entry_price == 0.0 and isTradeWindow and Max_Track_High_Price - Max_Track_Low_Price >= 35 and bar_index_high > 0 and bar_index_low > 0 and bar_index_high > bar_index_low and ta.crossunder(low, highestHighOutside)
is_short := true
put_logic := 5 // Cross Down Resistant
/////////////////////////////////// check top end
/// cross top => LONG
if call_entry_price == 0.0 and isTradeWindow and low[4] < Max_Track_High_Price and low[3] < Max_Track_High_Price and low[1] < Max_Track_High_Price and low[1] < Max_Track_High_Price and ta.crossover(close, Max_Track_High_Price) and close - Track_High_Price >= 4 and barstate.isconfirmed
is_long := true
call_logic := 6
/// cross top => LONG
if put_entry_price == 0.0 and isTradeWindow and high[4] > Max_Track_Low_Price and high[3] > Max_Track_Low_Price and high[2] > Max_Track_Low_Price and high[1] > Max_Track_Low_Price and ta.crossunder(close, Max_Track_Low_Price) and Track_Low_Price - close >= 4 and barstate.isconfirmed
is_short := true
put_logic := 6
is_confirm_up_strong = bar_index <= track_bar_index_high_price + 6 and close - Max_Track_Low_Price < 28 and ta.crossover(close, Track_High_Price) and high - Track_High_Price >= 2 and barstate.isconfirmed
//plotshape(is_confirm_up_strong ? high15 : na, style=shape.labeldown, size = size.tiny, location=location.absolute, color=color.navy, textcolor = #ffffff, text='C-OK', offset=0)
is_confirm_down_strong = bar_index <= track_bar_index_low_price + 6 and Max_Track_High_Price - close < 28 and ta.crossunder(close, Track_Low_Price) and Track_Low_Price - low >= 2 and barstate.isconfirmed
//plotshape(is_confirm_down_strong? low15 : na, style=shape.labelup, size = size.tiny, location=location.absolute, color=color.olive, textcolor = #ffffff, text='P-OK', offset=0)
////////////////////////////////////////////////// logic trailing end
if call_entry_price != 0.0 or put_entry_price != 0.0
is_short := false
is_long := false
// plotshape(is_long? low15 : na, style=shape.labelup, size = size.tiny, location=location.belowbar, color=call_color, textcolor = #ffffff, text='LONG-N', offset=0)
// plotshape(is_short? high15 : na, style=shape.labeldown, size = size.tiny, location=location.abovebar, color=put_color, textcolor = #ffffff, text='SHORT-N', offset=0)
if call_strong_int > 0
only_short := false
if put_strong_int > 0
only_long := false
////////////////////////////////////////////////////////////////////////
// Start Exit Call
if is_long //and call_logic == 6
call_entry_price := close
trailing_long_entry_price := close
if call_entry_price != 0.0
if trailing_long_entry_price < close
trailing_long_entry_price := close
if close < call_entry_price and call_entry_price - close >= 5 or trailing_long_entry_price - close >= 3
is_exit_long := true
// Exit Call end
////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////
// Start Exit Put
if is_short //and call_logic == 6
put_entry_price := close
trailing_short_entry_price := close
if put_entry_price != 0.0
if trailing_short_entry_price > close
trailing_short_entry_price := close
if close > put_entry_price and close - put_entry_price >= 5 or close - trailing_short_entry_price >= 3
is_exit_short := true
// Exit Call end
////////////////////////////////////////////////////////////////////////
//plotshape(is_exit_long? high15 : na, style=shape.labeldown, size = size.tiny, location=location.abovebar, color=color.orange, textcolor = #ffffff, text='SHORT-N', offset=0)
if is_exit_long
is_short := true
put_logic := 1
//var label label_xc = na
//label_xc := label.new(x=time, y=high15, text=str.format("GAIN: {0}", close-call_entry_price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_right, xloc=xloc.bar_time, yloc=yloc.price)
call_entry_price := 0.0
trailing_long_entry_price := 0.0
//plotshape(is_exit_short? low15 : na, style=shape.labelup, size = size.tiny, location=location.belowbar, color=color.gray, textcolor = #ffffff, text='X-SHORT', offset=0)
if is_exit_short
is_long := true
call_logic := 1
//var label label_xc = na
//label_xc := label.new(x=time, y=high15, text=str.format("GAIN: {0}", close-call_entry_price), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_right, xloc=xloc.bar_time, yloc=yloc.price)
put_entry_price := 0.0
trailing_short_entry_price := 0.0
////////////////////////////////////////////////////////////////////////
//=============================================//
// track call put top bottom start
confirm_top_short = false
confirm_bottom_long = false
if call_entry_price == 0.0 and not is_long and not is_long[1] and not is_long[2] and not is_long[3] and not is_long[4] and not is_long[5] and not is_long[6] and (Max_Track_High_Price > high and Max_Track_High_Price - high <=4 or Max_Track_High_Price > low and Max_Track_High_Price - low <=4) and track_bar_index_high_price > track_bar_index_low_price and trailing_hh_ok[6] and (close <= Track_High_Price and close[1] <= Track_High_Price and close[2] <= Track_High_Price and close[3] <= Track_High_Price and close[4] <= Track_High_Price or low <= Track_High_Price and low[1] <= Track_High_Price and low[2] <= Track_High_Price and low[3] <= Track_High_Price and low[4] <= Track_High_Price) and barstate.isconfirmed
confirm_top_short := true
put_logic := 6 // Cross Down TOP
// var label label_bc = na
// label.delete(label_bc)
// label_bc := label.new(x=interval, y=Max_Track_High_Price , text=str.format(">>>>>>{0} {1} {2}", Max_Track_High_Price, low, high ), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
if close < ema21 and put_entry_price == 0.0 and not is_short and not is_short[1] and not is_short[2] and not is_short[3] and not is_short[4] and not is_short[5] and not is_short[6] and (Max_Track_Low_Price < low and low - Max_Track_Low_Price <=4 or Max_Track_Low_Price < high and high - Max_Track_Low_Price <=4) and track_bar_index_high_price < track_bar_index_low_price and trailing_ll_ok[6] and (close >= Track_Low_Price and close[1] >= Track_Low_Price and close[2] >= Track_Low_Price and close[3] >= Track_Low_Price or high >= Track_Low_Price and high[1] >= Track_Low_Price and high[2] >= Track_Low_Price and high[3] >= Track_Low_Price) and barstate.isconfirmed
confirm_bottom_long := true
call_logic := 6 // Cross Up BOTTOM
// label.new(x=time, y=high15, text=str.format("{0}==={1}", condhigh, condlow), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_right, xloc=xloc.bar_time, yloc=yloc.price)
//
// plotshape(confirm_bottom_long and isTradeWindow? low15 : na, style=shape.labelup, size = size.normal, location=location.absolute, color=#7808ef, textcolor = #ffffff, text='B-LONG', offset=0)
// plotshape(confirm_top_short and isTradeWindow? high15 : na, style=shape.labeldown, size = size.normal, location=location.absolute, color=#ef0e0a, textcolor = #ffffff, text='T-SHORT', offset=0)
// track call put top bottom end
//=============================================//
float from_sc = 0.0
var max_high_30m = 0.0
var min_low_30m = 0.0
if trailing_hh_ok and high-Max_Track_Low_Price-param25 > param25+5
var label label_top = na
from_sc := high-Max_Track_Low_Price-param25
// DOAN comment
label_top := label.new(x=time, y=high15, text=str.format("+{0} pts", from_sc), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_left, xloc=xloc.bar_time, yloc=yloc.price)
max_high_30m := high15
float from_sp = 0.0
if trailing_ll_ok and low - Max_Track_High_Price+param25 < -1*(param25+5)
var label label_bottom = na
from_sp := low-Max_Track_High_Price+param25
//if Max_Track_High_Price - low >= 50
// label_bottom := label.new(x=time, y=low15, text=str.format("CALL N - {0}", low+10, low-Max_Track_High_Price), color=#f69a29, textcolor = color.black, size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
min_low_30m := low15
var int start_time = timenow
var int end_time = timenow + math.round(ta.change(time) * 1)
//if hour(time_close, "UTC-7") >= 13
end_time := start_time+900000
end_time2 = end_time+3600000*5
end_time3 = end_time+3600000*6
end_time4 = end_time+3600000*10
distance_x = timenow + math.round(ta.change(time) * 12)
distance_x2 = timenow + 2 * math.round(ta.change(time) * 50)
var float Open_15h00 = 0.0
if (hour(time_close, "UTC-7") >= 13 and hour(time_close, "UTC-7") <= 15) and minute(time_close, "UTC-7") == 0 //and second(time_close, "UTC-7") == 0
//if hour(time_close, "UTC-7") == 15 and minute(time_close, "UTC-7") == 0 //and second(time_close, "UTC-7") == 0
Open_15h00 := open
var label label_open = na
label_open := label.new(x=end_time-500, y=Open_15h00, text=str.format("○------ {0} - Open", Open_15h00), color=color.new(#000000, 100), textcolor = color.rgb(243, 242, 245), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_open[1])
var label label_open30 = na
label_open30 := label.new(x=end_time-500, y=Open_15h00+30, text=str.format("○------ {0} - Open+30", Open_15h00+30), color=color.new(#000000, 100), textcolor = color.rgb(195, 172, 243), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_open30[1])
var label label_open60 = na
label_open60 := label.new(x=end_time-500, y=Open_15h00+60, text=str.format("○------ {0} - Open+60", Open_15h00+60), color=color.new(#000000, 100), textcolor = color.rgb(151, 104, 243), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_open60[1])
var label label_open_30 = na
label_open_30 := label.new(x=end_time-500, y=Open_15h00-30, text=str.format("○------ {0} - Open-30", Open_15h00-30), color=color.new(#000000, 100), textcolor = color.rgb(246, 205, 133), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_open_30[1])
var label label_open_60 = na
label_open_60 := label.new(x=end_time-500, y=Open_15h00-60, text=str.format("○------ {0} - Open-60", Open_15h00-60), color=color.new(#000000, 100), textcolor = #f6ab29, size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_open_60[1])
var label label_ema_11_21 = na
// var label label_ema11_crossover = na
is_cross_up_11_21 = ta.crossover(ema11, ema21)
if is_cross_up_11_21
// label_ema11_crossover := label.new(x=end_time-500, y=close, text=str.format("○------ {0} - EMA11 cross up EMA21", close), color=color.new(#000000, 100), textcolor = color.rgb(249, 10, 18), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
// label.delete(label_ema11_crossover[1])
label_ema_11_21 := label.new(x=end_time-500, y=close, text=str.format("○------ {0} - EMA11 cross up ENA21", close), color=color.new(#000000, 100), textcolor = color.rgb(242, 239, 234), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_ema_11_21[1])
// var label label_ema11_crossunder = na
is_cross_down_11_21 = ta.crossunder(ema11, ema21)
if is_cross_down_11_21
// label_ema11_crossunder := label.new(x=end_time-500, y=close, text=str.format("○------ {0} - EMA11 cross down EMA21", close), color=color.new(#000000, 100), textcolor = color.rgb(111, 109, 113), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
// label.delete(label_ema11_crossunder[1])
label_ema_11_21 := label.new(x=end_time-500, y=close, text=str.format("○------ {0} - EMA11 cross down ENA21", close), color=color.new(#000000, 100), textcolor = color.rgb(242, 239, 234), size=size.normal, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_ema_11_21[1])
////////////////////////////////////////////////////////////////////////
// plotshape(not is_long and is_strong_long and isTradeWindow? LowPrice+param25 : na, style=shape.triangleup, size = size.tiny, location=location.belowbar, color=color.yellow, textcolor = #ffffff, text='S-LONG', offset=0)
// plotshape(not is_short and is_strong_short and isTradeWindow? HighPrice-param25 : na, style=shape.triangledown, size = size.tiny, location=location.abovebar, color=color.white, textcolor = #ffffff, text='S-SHORT', offset=0)
// plotshape(not is_short and only_short and isTradeWindow? high15 : na, style=shape.labeldown, size = size.tiny, location=location.absolute, color=only_short_color, textcolor = #000000, text='H-SHORT', offset=0)
// plotshape(not is_long and only_long and isTradeWindow? low15 : na, style=shape.labelup, size = size.tiny, location=location.absolute, color=only_long_color, textcolor = #000000, text='H-LONG', offset=0)
// LONG LOGIC
//alertcondition(is_long, 'LONG SPX', '{"ticker": "SPX", "logic": "1", "call_now": "1", "put_now": "0"}')
// alertcondition(call_logic == 1, 'LONG LOGIC1 SPX', '{"ticker": "SPX", "logic": "1", "call_now": "1", "put_now": "0"}')
// alertcondition(call_logic == 2, 'LONG LOGIC2 SPX', '{"ticker": "SPX", "logic": "2", "call_now": "1", "put_now": "0"}')
// alertcondition(call_logic == 3, 'LONG LOGIC3 SPX', '{"ticker": "SPX", "logic": "3", "call_now": "1", "put_now": "0"}')
// alertcondition(call_logic == 4, 'LONG LOGIC4 SPX', '{"ticker": "SPX", "logic": "4", "call_now": "1", "put_now": "0"}')
// alertcondition(call_logic == 5, 'LONG LOGIC5 SPX', '{"ticker": "SPX", "logic": "5", "call_now": "1", "put_now": "0"}')
// alertcondition(call_logic == 6, 'LONG LOGIC6 SPX', '{"ticker": "SPX", "logic": "6", "call_now": "1", "put_now": "0"}')
// alertcondition(put_logic == 1, 'SHORT LOGIC1 SPX', '{"ticker": "SPX", "logic": "1", "call_now": "0", "put_now": "1"}')
// alertcondition(put_logic == 2, 'SHORT LOGIC2 SPX', '{"ticker": "SPX", "logic": "2", "call_now": "0", "put_now": "1"}')
// alertcondition(put_logic == 3, 'SHORT LOGIC3 SPX', '{"ticker": "SPX", "logic": "3", "call_now": "0", "put_now": "1"}')
// alertcondition(put_logic == 4, 'SHORT LOGIC4 SPX', '{"ticker": "SPX", "logic": "4", "call_now": "0", "put_now": "1"}')
// alertcondition(put_logic == 5, 'SHORT LOGIC5 SPX', '{"ticker": "SPX", "logic": "5", "call_now": "0", "put_now": "1"}')
// alertcondition(put_logic == 6, 'SHORT LOGIC6 SPX', '{"ticker": "SPX", "logic": "6", "call_now": "0", "put_now": "1"}')
// //alertcondition(is_exit_short, 'EXIT SHORT SPX', '{"ticker": "SPX", "exit_short": "1", "call_now": "0", "put_now": "0"}')
// // alert strong put
// alertcondition(track_strong_short_index > 0, "SHORT STRONG - NO LONG", '{"ticker": "SPX", "logic": "0", "call_now": "0", "put_now": "0", "strong_short": "1", "strong_long": "0"}')
// alertcondition(track_strong_long_index > 0, "LONG STRONG - NO SHORT", '{"ticker": "SPX", "logic": "0", "call_now": "0", "put_now": "0", "strong_short": "0", "strong_long": "1"}')
// alert('{"ticker":"SPX"'+',"strong_long_price":'+str.tostring(strong_long_price)+',"strong_short_price":'+str.tostring(strong_short_price)+',"bottom_price":'+str.tostring(bottom_price)+',"top_price":'+str.tostring(top_price)+',"open_6h30":'+str.tostring(Open_6h30)+'}', alert.freq_once_per_bar)
plot(ema21, color=#bdf20d)
plot(ema11, color=#ffffff)
plot(ema200, color=color.rgb(149, 154, 246))
plotshape(is_cross_up_11_21? low15 : na, style=shape.triangleup, size = size.tiny, location=location.belowbar, color=color.yellow, textcolor = #ffffff, offset=0)
plotshape(is_cross_down_11_21? high15 : na, style=shape.triangledown, size = size.tiny, location=location.abovebar, color=color.white, textcolor = #ffffff, offset=0)
is_close_cross_up_11 = ta.crossover(close, ema11)
is_close_cross_up_21 = ta.crossover(close, ema21)
is_close_cross_down_11 = ta.crossunder(close, ema11)
is_close_cross_down_21 =ta.crossunder(close, ema21)
plotshape(is_close_cross_up_11 and is_close_cross_up_21 or is_close_cross_up_11[1] and is_close_cross_up_21 or is_close_cross_up_11 and is_close_cross_up_21[1] ? low15 : na, style=shape.triangleup, size = size.tiny, location=location.belowbar, color=#f7f3cd, textcolor = #ffffff, offset=0)
plotshape(is_close_cross_down_11 and is_close_cross_down_21 or is_close_cross_down_11[1] and is_close_cross_down_21 or is_close_cross_down_11 and is_close_cross_down_21[1]? high15 : na, style=shape.triangledown, size = size.tiny, location=location.abovebar, color=#ea1414, textcolor = #ffffff, offset=0)
is_cross_up_200 = ta.crossover(close, ema200)
is_cross_down_200 = ta.crossunder(close, ema200)
//plotshape(close[1] < ema200[1] and is_cross_up_200? low15 : na, style=shape.triangleup, size = size.tiny, location=location.belowbar, color=#837bf8, textcolor = #ffffff, offset=0)
//plotshape(is_cross_down_200 == true? high15 : na, style=shape.triangledown, size = size.huge, location=location.abovebar, color=#7d28ec, textcolor = #ffffff, offset=0)
var label label_call_n = na
var label label_put_n = na
if high - ema200 > 56
label_put_n := label.new(x=time, y=high15, text=str.format("PUT N - {0}", close-10), color=#ed890e, textcolor = color.black, size=size.normal, style=label.style_label_lower_right, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_put_n[1])
if ema200 - low > 56
label_call_n := label.new(x=time, y=low15, text=str.format("CALL N - {0}", close+10), color=#797671, textcolor = color.black, size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_call_n[1])
var float price_above_200 = 0.0
var float price_below_200 = 0.0
if close > ema200
price_above_200 := close
// var label label_below_200 = na
if price_above_200 > ema200 and close < ema200
price_below_200 := close
price_above_200 := 0.0
// label_below_200 := label.new(x=time, y=low15, text=str.format("Below EMA200 - {0}", close+10), color=#f4e0bf, textcolor = color.black, size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
// label.delete(label_below_200[1])
var label label_call_200 = na
if price_below_200 < ema200 and is_cross_up_200
price_below_200 := 0.0
//price_above_200 := close
label_call_200 := label.new(x=time, y=low15, text=str.format("CALL N - {0}", close+10), color=#8d8a87, textcolor = color.black, size=size.normal, style=label.style_label_upper_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_call_200[1])
var label label_ema200_upper = na
if close > ema200
label_ema200_upper := label.new(x=time, y=high15, text=str.format("+{0}", close-ema200), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_lower_left, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_ema200_upper[1])
var label label_ema200_lower = na
if close < ema200
label_ema200_lower := label.new(x=time, y=low15, text=str.format("{0}", close-ema200), color=#7CFC00, textcolor = color.black, size=size.normal, style=label.style_label_upper_right, xloc=xloc.bar_time, yloc=yloc.price)
label.delete(label_ema200_lower[1])
alertcondition(is_cross_up_200, 'CROSS UP EMA200 - SPX', '{"ticker": "SPX", "logic": "7", "call_now": "1", "put_now": "0"}')
alertcondition(is_cross_down_200, 'CROSS DOWN EMA200 - SPX', '{"ticker": "SPX", "logic": "8", "call_now": "0", "put_now": "1"}')
Overview
SPX 30M - Trading Chart processes pivot highs and lows over customizable loopback periods to define dynamic support and resistance boundary levels directly on the main price pane. Traded timeframe settings and minimum consolidation lengths can be adjusted in the script inputs.
Rational Quadratic kernel smoothing for high and low price levels
Automated detection of sideways consolidation ranges
Breakout signals from defined consolidation channels
Customizable loopback periods and minimum consolidation lengths
The inputs you can change from the gear icon on the chart. Defaults are the author's.
Setting
Type
Default
Variable
Loopback Period
int
18
prd
Min Consolidation Length
int
12
conslen
Default - Param trailing 25*2 ***
float
25
param25
Default - Param trailing 19 ***
float
19
param19
Default - Param trailing 18 ***
float
18
param18
10m - Param trailing 20 ***
float
20
param25
10m - Param trailing 23 ***
float
23
param19
10m - Param trailing 19 ***
float
19
param18
13m - Param trailing 18 ***
float
18
param25
13m - Param trailing 25 ***
float
25
param19
13m - Param trailing 15 ***
float
15
param18
15m - Param trailing 20 ***
float
16
param25
Show all 14 settings
Setting
Type
Default
Variable
15m - Param trailing 22 ***
float
21
param19
15m - Param trailing 21 ***
float
21
param18
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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