Indicator · Pine Script v5 · On the chart

Swiss Knife

by IAMATOMIC001

This Pine Script indicator draws fractal levels on the price chart.

View on GitHub

GitHub stars3on the repository
Pine versionv5runs as is
Lines of code731
Settings0inputs
LicenceNone statedfile: MPL-2.0
Last update12 months ago31 Oct 2025

Add It to Your TradingView Chart

  1. 1Copy the scriptPress Copy script above, or the copy button on the code below.
  2. 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
  3. 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
  4. 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.

Source Code

731 lines of Pine Script v5 from Indicators/SWISS KNIFE .pine, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.

SWISS KNIFE .pine
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

//@version=5
indicator("Swiss Knife",overlay = true)

ag = 3

donchian(len) =>
    math.avg(ta.lowest(len), ta.highest(len))
// Function to calculate indicators\
sumArray(arr) =>
    sum = 0.0
    if not(array.size(arr)>0)
        sum
    else
        for i = 0 to array.size(arr) - 1
            
            sum := sum + array.get(arr, i)
        sum

WeightedArraySum(values, weights) =>
    sum = 0.0
    // Check if both arrays are non-empty and have the same size
    if array.size(values) > 0 and array.size(weights) > 0 and array.size(values) == array.size(weights)
        for i = 0 to array.size(values) - 1
            sum := sum + array.get(values, i) * array.get(weights, i)
        // Normalize by the sum of weights
        sum / sumArray(weights)
    else
        1 // Return na if sizes are mismatched or arrays are empty
    
sliceArray(arr, start, stop) =>
    // Create a new empty float array to store the sliced elements
    newArray = array.new_float(0)
    
    // Ensure indices are within valid range
    startt = math.max(0, start)
    stopp = math.min(array.size(arr) - 1, stop)
    
    // Populate the new array with elements from the original array
    for i = startt to stopp
        array.push(newArray, array.get(arr, i))
    
    newArray  // Return the new sliced array

find_index(values,weights,start,stop)=>
    w_index = WeightedArraySum(sliceArray(values, start, stop),sliceArray(weights, start, stop))
    int(w_index)-1
getLastFractalValues(n) =>
    bool upflagDownFrontier = true
    bool upflagUpFrontier0 = true
    bool upflagUpFrontier1 = true
    bool upflagUpFrontier2 = true
    bool upflagUpFrontier3 = true
    bool upflagUpFrontier4 = true
    bool downflagDownFrontier = true
    bool downflagUpFrontier0 = true
    bool downflagUpFrontier1 = true
    bool downflagUpFrontier2 = true
    bool downflagUpFrontier3 = true
    bool downflagUpFrontier4 = true

    // UpFractal conditions
    for i = 1 to n
        upflagDownFrontier := upflagDownFrontier and (high[n-i] < high[n])
        upflagUpFrontier0 := upflagUpFrontier0 and (high[n+i] < high[n])
        upflagUpFrontier1 := upflagUpFrontier1 and (high[n+1] <= high[n] and high[n+i + 1] < high[n])
        upflagUpFrontier2 := upflagUpFrontier2 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+i + 2] < high[n])
        upflagUpFrontier3 := upflagUpFrontier3 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+i + 3] < high[n])
        upflagUpFrontier4 := upflagUpFrontier4 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+4] <= high[n] and high[n+i + 4] < high[n])

    flagUpFrontier = upflagUpFrontier0 or upflagUpFrontier1 or upflagUpFrontier2 or upflagUpFrontier3 or upflagUpFrontier4
    upFractal = (upflagDownFrontier and flagUpFrontier)

    // DownFractal conditions
    for i = 1 to n
        downflagDownFrontier := downflagDownFrontier and (low[n-i] > low[n])
        downflagUpFrontier0 := downflagUpFrontier0 and (low[n+i] > low[n])
        downflagUpFrontier1 := downflagUpFrontier1 and (low[n+1] >= low[n] and low[n+i + 1] > low[n])
        downflagUpFrontier2 := downflagUpFrontier2 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+i + 2] > low[n])
        downflagUpFrontier3 := downflagUpFrontier3 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+i + 3] > low[n])
        downflagUpFrontier4 := downflagUpFrontier4 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+4] >= low[n] and low[n+i + 4] > low[n])

    flagDownFrontier = downflagUpFrontier0 or downflagUpFrontier1 or downflagUpFrontier2 or downflagUpFrontier3 or downflagUpFrontier4
    downFractal = (downflagDownFrontier and flagDownFrontier)

    // Store last values if conditions met
    var float last_down_value = na
    var float last_up_value = na

    if downFractal
        last_down_value := close[n]
    if upFractal
        last_up_value := close[n]

    [last_down_value, last_up_value]//[upFractal,downFractal]//

basisType   = "SMMA"
basisLen    = 24
offsetSigma = 6
offsetALMA  = 0.85
delayOffset = 0

    // === /INPUTS ===
// Join our channel for more free tools: https://t.me/simpleforextools
    // Constants colours that include fully non-transparent option.


    // === BASE FUNCTIONS ===
    // Returns MA input selection variant, default to SMA if blank or typo.
variant(type, src, len, offSig, offALMA) =>
    v1 = ta.sma(src, len)                                                  // Simple
    v2 = ta.ema(src, len)                                                  // Exponential
    v3 = 2 * v2 - ta.ema(v2, len)                                          // Double Exponential
    v4 = 3 * (v2 - ta.ema(v2, len)) + ta.ema(ta.ema(v2, len), len)               // Triple Exponential
    v5 = ta.wma(src, len)                                                  // Weighted
    v6 = ta.vwma(src, len)                                                 // Volume Weighted
    v7 = 0.0
    v7 := na(v7[1]) ? ta.sma(src, len) : (v7[1] * (len - 1) + src) / len    // Smoothed
    v8 = ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))   // Hull
    v9 = ta.linreg(src, len, offSig)                                       // Least Squares
    v10 = ta.alma(src, len, offALMA, offSig)                               // Arnaud Legoux
    v11 = ta.sma(v1,len)                                                   // Triangular (extreme smooth)
    // SuperSmoother filter
    // © 2013  John F. Ehlers
    a1 = math.exp(-1.414*3.14159 / len)
    b1 = 2*a1*math.cos(1.414*3.14159 / len)
    c2 = b1
    c3 = (-a1)*a1
    c1 = 1 - c2 - c3
    v12 = 0.0
    v12 := c1*(src + nz(src[1])) / 2 + c2*nz(v12[1]) + c3*nz(v12[2])
    type=="EMA"?v2 : type=="DEMA"?v3 : type=="TEMA"?v4 : type=="WMA"?v5 : type=="VWMA"?v6 : type=="SMMA"?v7 : type=="HullMA"?v8 : type=="LSMA"?v9 : type=="ALMA"?v10 : type=="TMA"?v11: type=="SSMA"?v12: v1

screener_func(h, l, c, o) =>

    l1=3
    l2=5
    l3=7
    l4=11
    l5=13
    l6=17
    [upFractal1,downFractal1] = getLastFractalValues(l1)
    [upFractal2,downFractal2] = getLastFractalValues(l2)
    [upFractal3,downFractal3] = getLastFractalValues(l3)
    [upFractal4,downFractal4] = getLastFractalValues(l4)
    [upFractal5,downFractal5] = getLastFractalValues(l5)
    [upFractal6,downFractal6] = getLastFractalValues(l6)
    upval = c*6-(upFractal1[1]+upFractal2[1]+upFractal3[1]+upFractal4[1]+upFractal5[1]+upFractal6[1])
    downval = (downFractal1[1]+downFractal2[1]+downFractal3[1]+downFractal4[1]+downFractal5[1]+downFractal6[1])-c*6
    mtCond = (upval-downval)>0




    


    upper_wick = close>open ? high-close : high-open
    lower_wick = close>open ? open-low : close-low
    spread = high-low
    body_length = spread - (upper_wick + lower_wick)

    percent_upper_wick = upper_wick/spread
    percent_lower_wick = lower_wick/spread
    percent_body_length = body_length/spread


    buying_volume = close>open ? (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume : ((percent_upper_wick + percent_lower_wick)/2) * volume
    selling_volume = close<open ? (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume : ((percent_upper_wick + percent_lower_wick)/2) * volume



    volume_signal1 = 100*(buying_volume-selling_volume)/volume

    cc = 0

    fast_length1 = 120
    slow_length1 = 260
    src1 = volume_signal1
    signal_length1 = 90

    // Calculating
    fast_ma1 =variant('SMMA', src1[delayOffset], fast_length1, offsetSigma, offsetALMA)
    slow_ma1 = variant('SMMA', src1[delayOffset], slow_length1, offsetSigma, offsetALMA)
    macd1 = fast_ma1 - slow_ma1
    signal1 = variant('SMMA', macd1[delayOffset], signal_length1, offsetSigma, offsetALMA)

    hist1 = macd1 - signal1
    vmCond = hist1>0


    cumulative_buying_volume = ta.cum(buying_volume)
    cumulative_selling_volume = ta.cum(selling_volume)
    src = 100*(cumulative_buying_volume-cumulative_selling_volume)/((cumulative_buying_volume+cumulative_selling_volume)/2)
    fast_ma =variant('SMMA', src[delayOffset], 12, offsetSigma, offsetALMA)
    slow_ma = variant('SMMA', src[delayOffset], 26, offsetSigma, offsetALMA)
    macd = fast_ma - slow_ma
    signal = variant('SMMA', macd[delayOffset], 9, offsetSigma, offsetALMA)

    hist = macd - signal
    cvmCond = hist>0

    var lowerTimeframe = switch
        timeframe.isseconds     => "1S"
        timeframe.isintraday    => "1"
        timeframe.isdaily       => "10"
        => "60"


    inp_num_bins =      250
    inp_type = 'Volume'

    // -----------------------------------------------------------------------------

    [intrabar_highs, intrabar_lows, intrabar_vol] = request.security_lower_tf(syminfo.tickerid, lowerTimeframe, [high, low, volume])



    float intrabar_poc = na

    // -----------------------------------------------------------------------------

    size = array.size(intrabar_highs)

    if size > 0

        float[] tpo_bins = array.new_float()

        for i = 0 to inp_num_bins - 1
            array.push(tpo_bins, 0)

        inc = (high - low) / inp_num_bins
        num_vals = array.size(intrabar_highs)
        for i = 0 to inp_num_bins - 1
            bin_bottom = low + i * inc
            bin_top = bin_bottom + inc

            for j = 0 to num_vals - 1
                intrabar_high = array.get(intrabar_highs, j)
                intrabar_low = array.get(intrabar_lows, j)
                intrabar_volume = inp_type == "Time" ? 1 : array.get(intrabar_vol, j)
                
                inside_bin = intrabar_high <= bin_top and intrabar_low >= bin_bottom
                spans_bin = intrabar_high > bin_top and intrabar_low < bin_bottom
                up_bin = intrabar_high > bin_bottom and intrabar_high < bin_top and intrabar_low < bin_bottom
                dn_bin = intrabar_low < bin_top and intrabar_low > bin_bottom and intrabar_high > bin_top
                
                if inside_bin
                    current = array.get(tpo_bins, i)
                    array.set(tpo_bins, i, current + (1 * intrabar_volume))
                else if spans_bin
                    current = array.get(tpo_bins, i)
                    val = (bin_top - bin_bottom) / (intrabar_high - intrabar_low) * intrabar_volume
                    array.set(tpo_bins, i, current + val)
                else if up_bin
                    current = array.get(tpo_bins, i)
                    val = (intrabar_high - bin_bottom) / (intrabar_high - intrabar_low) * intrabar_volume
                    array.set(tpo_bins, i, current + val)
                else if dn_bin
                    current = array.get(tpo_bins, i)
                    val = (bin_top - intrabar_low) / (intrabar_high - intrabar_low) * intrabar_volume
                    array.set(tpo_bins, i, current + val)
        
        poc_val = array.max(tpo_bins)
        poc_index = array.indexof(tpo_bins, poc_val)
        
        intrabar_poc := low + inc * (poc_index + 0.5)
        floatArray = array.new_float(array.size(tpo_bins))

        // Populate the array with values from 0 to n
        for i = 0 to array.size(tpo_bins)-1
            array.set(floatArray, i, i)
        cc = find_index(floatArray,tpo_bins,0,array.size(tpo_bins)-1)



    src2 = ta.wma(close,100)-ta.wma(cc,100)

    fast_ma2 =variant('SMMA', src2[delayOffset], 12, offsetSigma, offsetALMA)
    slow_ma2 = variant('SMMA', src2[delayOffset], 26, offsetSigma, offsetALMA)
    macd2= fast_ma - slow_ma
    signal2 = variant('SMMA', macd2[delayOffset], 9, offsetSigma, offsetALMA)

    hist2 = macd2 - signal2
    pocCond = hist2>0
    // Existing indicators
    [macdLine, signalLine, histLine] = ta.macd(c, 12, 26, 9)
    macdC = histLine > 0
    hl22 = (h + l) / 2
    ao = ta.sma(hl22, 5) - ta.sma(hl22, 34)
    aoC = ao > 0
    sar = ta.sar(0.02, 0.02, 0.2)
    sarC = sar < c
    [supertrend, direction] = ta.supertrend(3, 10)
    supertrendC = direction > 0
    period_ = 21
    isCentered = false
    barsback = period_ / 2 + 1
    ma = ta.sma(c, period_)
    dpo = isCentered ? c[barsback] - ma : c - ma[barsback]
    dpoC = dpo > 0

    // Additional Indicators
    rsi = ta.rsi(c, 14)
    rsiC = rsi > 50

    source = close
    lengthRSI = 14
    lengthStoch = 7
    smoothK = 3
    smoothD = 3
    rsi1 = ta.rsi(source, lengthRSI)
    k = ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
    d = ta.sma(k, smoothD)
    stochC = k>50

    [basis, upper, lower] = ta.bb(c, 20, 2)
    bbC = c>basis

    conversionPeriods = 9
    basePeriods = 26
    laggingSpan2Periods = 52
    displacement = 26

    // Function to calculate Donchian Channel
    


// Join our channel for more free tools: https://t.me/simpleforextools


    // Calculate Ichimoku Lines
    conversionLine = donchian(conversionPeriods)
    baseLine = donchian(basePeriods)
    leadLine1 = math.avg(conversionLine, baseLine)
    leadLine2 = donchian(laggingSpan2Periods)

    // Define conditions for Ichimoku
    ichimokuBullish = conversionLine > baseLine and close > leadLine1 and close > leadLine2
    ichimokuBearish = conversionLine < baseLine and close < leadLine1 and close < leadLine2

    // Set the color condition
    ichimokuC = ichimokuBullish ? true : ichimokuBearish ? false : na

    cmo = ta.cmo(c, 14)
    cmoC = cmo > 50 ? true : cmo < -50 ? false : na

    donchianUpper = ta.highest(h, 20)
    donchianLower = ta.lowest(l, 20)
    donchianC = c > donchianUpper ? true : c < donchianLower ? false : na
    len = 14
    th = 20

    TrueRange = math.max(math.max(high-low, math.abs(high-nz(close[1]))), math.abs(low-nz(close[1])))
    DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? math.max(high-nz(high[1]), 0): 0
    DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? math.max(nz(low[1])-low, 0): 0


    SmoothedTrueRange = 0.0
    SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/len) + TrueRange

    SmoothedDirectionalMovementPlus = 0.0
    SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/len) + DirectionalMovementPlus

    SmoothedDirectionalMovementMinus = 0.0
    SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/len) + DirectionalMovementMinus

    DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
    DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
    adxC = DIPlus > DIMinus ? true :DIPlus < DIMinus ? false : na
    [macdC, aoC, sarC, supertrendC, dpoC, rsiC, stochC, bbC, ichimokuC, cmoC, donchianC, adxC,mtCond,vmCond,pocCond,cvmCond]

// Retrieve indicator values for multiple timeframes
[macdC_d, aoC_d, sarC_d, supertrendC_d, dpoC_d, rsiC_d, stochC_d, bbC_d, ichimokuC_d, cmoC_d, donchianC_d, adxC_d,mtCond_d,vmCond_d,pocCond_d,cvmCond_d] = request.security(syminfo.tickerid, "D", screener_func(high, low, close, open))
[macdC_4h, aoC_4h, sarC_4h, supertrendC_4h, dpoC_4h, rsiC_4h, stochC_4h, bbC_4h, ichimokuC_4h, cmoC_4h, donchianC_4h, adxC_4h,mtCond_4h,vmCond_4h,pocCond_4h,cvmCond_4h] = request.security(syminfo.tickerid, "240", screener_func(high, low, close, open))
[macdC_1h, aoC_1h, sarC_1h, supertrendC_1h, dpoC_1h, rsiC_1h, stochC_1h, bbC_1h, ichimokuC_1h, cmoC_1h, donchianC_1h, adxC_1h,mtCond_1h,vmCond_1h,pocCond_1h,cvmCond_1h] = request.security(syminfo.tickerid, "60", screener_func(high, low, close, open))
[macdC_15m, aoC_15m, sarC_15m, supertrendC_15m, dpoC_15m, rsiC_15m, stochC_15m, bbC_15m, ichimokuC_15m, cmoC_15m, donchianC_15m, adxC_15m,mtCond_15m,vmCond_15m,pocCond_15m,cvmCond_15m] = request.security(syminfo.tickerid, "15", screener_func(high, low, close, open))
dc = (macdC_d?1:-1) + (aoC_d?1:-1) + (supertrendC_d?1:-1) + (dpoC_d?1:-1) +(rsiC_d?1:-1) + (stochC_d?1:-1) + (bbC_d?1:-1) + (ichimokuC_d?1:-1) +( cmoC_d?1:-1) + (donchianC_d?1:-1) + (adxC_d?1:-1)     + (cvmCond_d?1:-1) +( pocCond_d?1:-1) + (vmCond_d?1:-1) + (mtCond_d?1:-1)
d4h = (macdC_4h?1:-1 )+ (aoC_4h?1:-1 )+ (supertrendC_4h?1:-1 )+ (dpoC_4h?1:-1) +(rsiC_4h?1:-1 )+ (stochC_4h?1:-1) + (bbC_4h?1:-1) + (ichimokuC_4h?1:-1) + (cmoC_4h?1:-1) + (donchianC_4h?1:-1) + (adxC_4h?1:-1) + (cvmCond_4h?1:-1) +( pocCond_4h?1:-1) + (vmCond_4h?1:-1) + (mtCond_4h?1:-1)
d1h = (macdC_1h?1:-1) + (aoC_1h?1:-1) + (supertrendC_1h?1:-1) +( dpoC_1h?1:-1) +(rsiC_1h?1:-1 )+ (stochC_1h?1:-1) + (bbC_1h?1:-1 )+ (ichimokuC_1h?1:-1) + (cmoC_1h?1:-1) + (donchianC_1h?1:-1) + (adxC_1h?1:-1) + (cvmCond_1h?1:-1) +( pocCond_1h?1:-1) + (vmCond_1h?1:-1) + (mtCond_1h?1:-1)
d15m = (macdC_15m?1:-1) + (aoC_15m?1:-1 )+ (supertrendC_15m?1:-1) + (dpoC_d?1:-1 )+(rsiC_15m?1:-1) +( stochC_15m?1:-1) +( bbC_15m?1:-1) + (ichimokuC_15m?1:-1) + (cmoC_15m?1:-1) + (donchianC_15m?1:-1) + (adxC_15m?1:-1) + (cvmCond_15m?1:-1) +( pocCond_15m?1:-1) + (vmCond_15m?1:-1) + (mtCond_15m?1:-1)


// Create table
var tbl = table.new(position.middle_right, 5, 18, frame_color = #151715, frame_width = 1, border_width = 2, border_color = color.new(color.white, 100))

if barstate.islast
    // Daily
    table.cell(tbl, 1, 0, "Daily", text_halign = text.align_center, bgcolor = na,text_color = color.white)
    table.cell(tbl, 1, 1, "MACD", text_halign = text.align_center, bgcolor = macdC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 2, "AO", text_halign = text.align_center, bgcolor = aoC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 3, "SAR", text_halign = text.align_center, bgcolor = sarC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 4, "SuperTrend", text_halign = text.align_center, bgcolor = supertrendC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 5, "DPO", text_halign = text.align_center, bgcolor = dpoC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 6, "RSI", text_halign = text.align_center, bgcolor = rsiC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 7, "Stochastic", text_halign = text.align_center, bgcolor = stochC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 8, "BB", text_halign = text.align_center, bgcolor = bbC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 9, "Ichimoku", text_halign = text.align_center, bgcolor = ichimokuC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 10, "Chande", text_halign = text.align_center, bgcolor = cmoC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 11, "Donchian", text_halign = text.align_center, bgcolor = donchianC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 12, "ADX", text_halign = text.align_center, bgcolor = adxC_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 13, "VolMom", text_halign = text.align_center, bgcolor = vmCond_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 14, "CumVolMom", text_halign = text.align_center, bgcolor = cvmCond_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 15, "POCMom", text_halign = text.align_center, bgcolor = pocCond_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 16, "Fractals", text_halign = text.align_center, bgcolor = mtCond_d ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 1, 17, str.tostring(100*(math.round(((dc/17)+1)/2,2)))+'/100', text_halign = text.align_center, bgcolor = dc>0 ? color.green : color.red, text_color = color.black, text_size = size.small)

    // Repeat for 4-hour, 1-hour, and 15-min timeframes
    // 4-hour
    table.cell(tbl, 2, 0, "4-Hour", text_halign = text.align_center, bgcolor = na,text_color = color.white)
    table.cell(tbl, 2, 1, "MACD", text_halign = text.align_center, bgcolor = macdC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 2, "AO", text_halign = text.align_center, bgcolor = aoC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 3, "SAR", text_halign = text.align_center, bgcolor = sarC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 4, "SuperTrend", text_halign = text.align_center, bgcolor = supertrendC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 5, "DPO", text_halign = text.align_center, bgcolor = dpoC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 6, "RSI", text_halign = text.align_center, bgcolor = rsiC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 7, "Stochastic", text_halign = text.align_center, bgcolor = stochC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 8, "BB", text_halign = text.align_center, bgcolor = bbC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 9, "Ichimoku", text_halign = text.align_center, bgcolor = ichimokuC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 10, "Chande", text_halign = text.align_center, bgcolor = cmoC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 11, "Donchian", text_halign = text.align_center, bgcolor = donchianC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 12, "ADX", text_halign = text.align_center, bgcolor = adxC_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 13, "VolMom", text_halign = text.align_center, bgcolor = vmCond_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 14, "CumVolMom", text_halign = text.align_center, bgcolor = cvmCond_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 15, "POCMom", text_halign = text.align_center, bgcolor = pocCond_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 16, "Fractals", text_halign = text.align_center, bgcolor = mtCond_4h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 2, 17, str.tostring(100*(math.round(((d4h/17)+1)/2,2)))+'/100', text_halign = text.align_center, bgcolor = d4h>0 ? color.green : color.red, text_color = color.black, text_size = size.small)

   // 1-hour
    table.cell(tbl, 3, 0, "1-Hour", text_halign = text.align_center, bgcolor = na,text_color = color.white)
    table.cell(tbl, 3, 1, "MACD", text_halign = text.align_center, bgcolor = macdC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 2, "AO", text_halign = text.align_center, bgcolor = aoC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 3, "SAR", text_halign = text.align_center, bgcolor = sarC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 4, "SuperTrend", text_halign = text.align_center, bgcolor = supertrendC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 5, "DPO", text_halign = text.align_center, bgcolor = dpoC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 6, "RSI", text_halign = text.align_center, bgcolor = rsiC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 7, "Stochastic", text_halign = text.align_center, bgcolor = stochC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 8, "BB", text_halign = text.align_center, bgcolor = bbC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 9, "Ichimoku", text_halign = text.align_center, bgcolor = ichimokuC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 10, "Chande", text_halign = text.align_center, bgcolor = cmoC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 11, "Donchian", text_halign = text.align_center, bgcolor = donchianC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 12, "ADX", text_halign = text.align_center, bgcolor = adxC_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 13, "VolMom", text_halign = text.align_center, bgcolor = vmCond_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 14, "CumVolMom", text_halign = text.align_center, bgcolor = cvmCond_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 15, "POCMom", text_halign = text.align_center, bgcolor = pocCond_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 16, "Fractals", text_halign = text.align_center, bgcolor = mtCond_1h ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 3, 17, str.tostring(100*(math.round(((d1h/17)+1)/2,2)))+'/100', text_halign = text.align_center, bgcolor = d1h>0 ? color.green : color.red, text_color = color.black, text_size = size.small)

    // 15 minutes
    table.cell(tbl, 4, 0, "15-Min", text_halign = text.align_center, bgcolor = na,text_color = color.white)
    table.cell(tbl, 4, 1, "MACD", text_halign = text.align_center, bgcolor = macdC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 2, "AO", text_halign = text.align_center, bgcolor = aoC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 3, "SAR", text_halign = text.align_center, bgcolor = sarC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 4, "SuperTrend", text_halign = text.align_center, bgcolor = supertrendC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 5, "DPO", text_halign = text.align_center, bgcolor = dpoC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 6, "RSI", text_halign = text.align_center, bgcolor = rsiC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 7, "Stochastic", text_halign = text.align_center, bgcolor = stochC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 8, "BB", text_halign = text.align_center, bgcolor = bbC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 9, "Ichimoku", text_halign = text.align_center, bgcolor = ichimokuC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 10, "Chande", text_halign = text.align_center, bgcolor = cmoC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 11, "Donchian", text_halign = text.align_center, bgcolor = donchianC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 12, "ADX", text_halign = text.align_center, bgcolor = adxC_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 13, "VolMom", text_halign = text.align_center, bgcolor = vmCond_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 14, "CumVolMom", text_halign = text.align_center, bgcolor = cvmCond_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 15, "POCMom", text_halign = text.align_center, bgcolor = pocCond_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 16, "Fractals", text_halign = text.align_center, bgcolor = mtCond_15m ? color.green : color.red, text_color = color.black, text_size = size.small)
    table.cell(tbl, 4, 17, str.tostring(100*(math.round(((d15m/17)+1)/2,2)))+'/100', text_halign = text.align_center, bgcolor = d15m>0 ? color.green : color.red, text_color = color.black, text_size = size.small)



plot(ta.ema(close,10),color=color.lime,linewidth=1)
plot(ta.ema(close,20),color=color.yellow,linewidth=1)
plot(ta.ema(close,50),color=color.orange,linewidth=1)
plot(ta.ema(close,100),color=color.red,linewidth=1)
plot(ta.ema(close,200),color=color.purple,linewidth=1)












// Join our channel for more free tools: https://t.me/simpleforextools














var float trendSum = 0

// Function to call built-in supertrend and calculate contribution to trendSum
calculateTrendContribution(periods, multiplier) =>
    [supertrend, direction] = ta.supertrend(multiplier, periods)
    direction * periods

// Reset trendSum at the beginning of each session or conditionally, if needed
trendSum := 0

// Calculate trend contributions for different settings
trendSum += calculateTrendContribution(6, 1)
trendSum += calculateTrendContribution(6, 2)
trendSum += calculateTrendContribution(6, 3)
trendSum += calculateTrendContribution(7, 1)
trendSum += calculateTrendContribution(7, 2)
trendSum += calculateTrendContribution(7, 3)
trendSum += calculateTrendContribution(8, 1)
trendSum += calculateTrendContribution(8, 2)
trendSum += calculateTrendContribution(8, 3)
trendSum += calculateTrendContribution(9, 1)
trendSum += calculateTrendContribution(9, 2)
trendSum += calculateTrendContribution(9, 3)
trendSum += calculateTrendContribution(10, 1)
trendSum += calculateTrendContribution(10, 2)
trendSum += calculateTrendContribution(10, 3)
trendSum += calculateTrendContribution(11, 1)
trendSum += calculateTrendContribution(11, 2)
trendSum += calculateTrendContribution(11, 3)
trendSum += calculateTrendContribution(12, 1)
trendSum += calculateTrendContribution(12, 2)
trendSum += calculateTrendContribution(12, 3)
trendSum += calculateTrendContribution(13, 1)
trendSum += calculateTrendContribution(13, 2)
trendSum += calculateTrendContribution(13, 3)
trendSum += calculateTrendContribution(14, 1)
trendSum += calculateTrendContribution(14, 2)
trendSum += calculateTrendContribution(14, 3)
rating10 = calculateTrendContribution(14, 3) + calculateTrendContribution(14, 2) + calculateTrendContribution(14, 1)

rating = trendSum
rsii = ta.rsi(rating, 21)
rsima = ta.ema(rsii, 14)


isCurrentRangeSmaller() =>
    srcHigh = high
    srcLow = low
    length = 20
    rangeRatio = (srcHigh - srcLow) / srcLow
    avgRangeRatio = math.sum(rangeRatio, length) / length
    rangeRatio < avgRangeRatio


rsip = ta.rsi(close, 21)
rsipma = ta.ema(rsip, 14)
bullBound = 50 - ag * 3 + 10
bearBound = 50 + ag * 3 - 10
[macdLine5, signalLine5, histLine5] = ta.macd(ta.sma(volume,33)-ta.sma(volume,100), 12, 26, 9)
condtrend = ta.ema(rating, 3) > ta.ema(rating, 5) and ta.ema(rating, 5) > ta.ema(rating, 8)
cond = condtrend and rsii > rsima and isCurrentRangeSmaller() and rating < 0 and rsip < bullBound and histLine5>0



cond2trend = ta.ema(rating, 3) < ta.ema(rating, 5) and ta.ema(rating, 5) < ta.ema(rating, 8)
cond2 = cond2trend and rsii < rsima and isCurrentRangeSmaller() and rating > 0 and rsip > bearBound  and histLine5>0
plotshape(cond and not cond[1], color=color.blue, style=shape.triangleup, size=size.normal, location=location.belowbar,text='ST Reversal')
plotshape(cond2 and not cond2[1], color=color.purple, style=shape.triangledown, size=size.normal, location=location.abovebar,text='ST Reversal')


import DevLucem/Divergence/1 as divLib

// Input for Fractal Depth
depth = 15

// Main Price Source

src=close

// Calculate indicators
rsi = ta.rsi(src, 14)
[macdLine, signalLine, _] = ta.macd(src, 12, 26, 9)
stochK = ta.stoch(close, high, low, 14)
obv = ta.obv
mfi = ta.mfi(src, 14)
adLine = ta.accdist

// Calculate divergences for each indicator

// RSI Divergence
[regBullRsi, hidBullRsi] = divLib.bullish(rsi, low, depth)
[regBearRsi, hidBearRsi] = divLib.bearish(rsi, high, depth)

// MACD Divergence
[regBullMacd, hidBullMacd] = divLib.bullish(macdLine, low, depth)
[regBearMacd, hidBearMacd] = divLib.bearish(macdLine, high, depth)

// Stochastic Divergence
[regBullStoch, hidBullStoch] = divLib.bullish(stochK, low, depth)
[regBearStoch, hidBearStoch] = divLib.bearish(stochK, high, depth)

// OBV Divergence
[regBullObv, hidBullObv] = divLib.bullish(obv, low, depth)
[regBearObv, hidBearObv] = divLib.bearish(obv, high, depth)

// MFI Divergence
[regBullMfi, hidBullMfi] = divLib.bullish(mfi, low, depth)
[regBearMfi, hidBearMfi] = divLib.bearish(mfi, high, depth)

// A/D Line Divergence
[regBullAd, hidBullAd] = divLib.bullish(adLine, low, depth)
[regBearAd, hidBearAd] = divLib.bearish(adLine, high, depth)


// RSI Signals
plotshape(regBullRsi, title="RSI Regular Bullish", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small, text="RSI Div")
plotshape(regBearRsi, title="RSI Regular Bearish", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small, text="RSI Div")

// MACD Signals
plotshape(regBullMacd, title="MACD Regular Bullish", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small, text="MACD Div")
plotshape(regBearMacd, title="MACD Regular Bearish", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small, text="MACD Div")

// Stochastic Signals
plotshape(regBullStoch, title="Stochastic Regular Bullish", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small, text="Stoch Div")
plotshape(regBearStoch, title="Stochastic Regular Bearish", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small, text="Stoch Div")

// OBV Signals
plotshape(regBullObv, title="OBV Regular Bullish", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small, text="OBV Div")
plotshape(regBearObv, title="OBV Regular Bearish", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small, text="OBV Div")

// MFI Signals
plotshape(regBullMfi, title="MFI Regular Bullish", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small, text="MFI Div")
plotshape(regBearMfi, title="MFI Regular Bearish", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small, text="MFI Div")

// A/D Line Signals
plotshape(regBullAd, title="A/D Line Regular Bullish", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small, text="A/D Div")
plotshape(regBearAd, title="A/D Line Regular Bearish", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small, text="A/D Div")


import HoanGhetti/SimpleTrendlines/5 as tl

input_len = 10
pivotLow = fixnan(ta.pivotlow(input_len, input_len))

xAxis = ta.valuewhen(ta.change(pivotLow), bar_index, 0) - ta.valuewhen(ta.change(pivotLow), bar_index, 1)
prevPivot = ta.valuewhen(ta.change(pivotLow), pivotLow, 1)
pivotCondition = ta.change(pivotLow) and pivotLow > prevPivot 

plData = tl.new(x_axis = xAxis, offset = input_len)
plData.drawLine(pivotCondition, prevPivot, pivotLow)
plData.drawTrendline(close > 0)

plData.lines.trendline.set_style(line.style_dashed)
plData.lines.trendline.set_color(plData.values.slope>0?color.green:color.red)
plData.lines.trendline.set_width(2)
plData.lines.startline.set_width(2)



pivotHigh = fixnan(ta.pivothigh(input_len, input_len))

xAxis1 = ta.valuewhen(ta.change(pivotHigh), bar_index, 0) - ta.valuewhen(ta.change(pivotHigh), bar_index, 1)
prevPivot1 = ta.valuewhen(ta.change(pivotHigh),pivotHigh, 1)
pivotCondition1 = ta.change(pivotHigh) and pivotHigh < prevPivot1

plData1 = tl.new(x_axis = xAxis1, offset = input_len)
plData1.drawLine(pivotCondition1, prevPivot1, pivotHigh)
plData1.drawTrendline(close > 0)

plData.lines.trendline.set_style(line.style_dashed)
plData.lines.trendline.set_color(plData.values.slope>0?color.green:color.red)
plData.lines.trendline.set_width(2)
plData.lines.startline.set_width(2)

plData1.lines.trendline.set_style(line.style_dashed)
plData1.lines.trendline.set_color(plData1.values.slope>0?color.green:color.red)
plData1.lines.trendline.set_width(2)
plData1.lines.startline.set_width(2)




kama(src,Length)=>
    xPrice = src
    xvnoise = math.abs(xPrice - xPrice[1])
    nAMA = 0.0
    nfastend = 0.666
    nslowend = 0.0645
    nsignal = math.abs(xPrice - xPrice[Length])
    nnoise = math.sum(xvnoise, Length)
    nefratio = nnoise != 0? nsignal / nnoise: 0
    nsmooth = math.pow(nefratio * (nfastend - nslowend) + nslowend, 2) 
    nAMA := nz(nAMA[1]) + nsmooth * (xPrice - nz(nAMA[1]))
    nAMA



src2 = ohlc4

ma05  =  kama(src2, 05) 
ma10  =  kama(src2, 10) 
ma15  =  kama(src2, 15) 
ma20  =  kama(src2, 20) 
ma25  =  kama(src2, 25) 
ma30  = kama(src2, 30) 
ma35  =  kama(src2, 35) 
ma40  =  kama(src2, 40) 
ma45  =  kama(src2, 45) 
ma50  =  kama(src2, 50) 
ma55  =  kama(src2, 55) 
ma60  = kama(src2, 60) 
ma65  =  kama(src2, 65) 
ma70  =  kama(src2, 70) 
ma75  =  kama(src2, 75) 
ma80  = kama(src2, 80) 
ma85  = kama(src2, 85) 
ma90  = kama(src2, 90) 
ma100 =  kama(src2, 100)

totalDistance = ((ma05-ma10)/ma10 + (ma10-ma15)/ma15 + (ma15-ma20)/ma20 + (ma20-ma25)/ma25 +
                 (ma25-ma30)/ma30 + (ma30-ma35)/ma35 + (ma35-ma40)/ma40 + (ma40-ma45)/ma45 +
                 (ma45-ma50)/ma50 + (ma50-ma55)/ma55 + (ma55-ma60)/ma60 + (ma60-ma65)/ma65 +
                 (ma65-ma70)/ma70 + (ma70-ma75)/ma75 + (ma75-ma80)/ma80 + (ma80-ma85)/ma85 +
                 (ma85-ma90)/ma90 + (ma90-ma100)/ma100)/18

bgcolor(totalDistance>0?color.rgb(0,150,0,50):color.rgb(150,0,0,50))

// ==========================================================================================

Overview

Swiss Knife computes up and down fractals by evaluating high and low values across multiple bars using custom array functions. The code defines weighted array sums and slices to identify fractal indices from the last n bars. Fractals are detected when conditions on consecutive highs or lows are met. The script includes a Donchian channel function but does not plot it. No input settings modify behavior. The code is incomplete in this version and may repaint or require further development.

Details

Published by

IAMATOMIC001 on GitHub

Draws

On the price chart

Markets

Any symbol

Timeframes

Any timeframe

Risk Notes

No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.

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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Updated 5 years ago · None stated GitHub repository of Teaching: Finding Highs and Lows 6

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