This is the part 3 of Rain On Me PRO. It follow my two other indicators “Rain On Me” and “Rain On Me V2”. This version is called “PRO” because it is less “user-friendly” than my two previous versions. But the indicator load more faster, and it’s cleaner than ever! This indicator is separated into 3 parts. You can find all parts here in the “free indicators” menu or into my Tradingview profile in the « Scripts » section. Once the 3 parts together, the indicator is ready.
Rain On Me PRO 3/3 in action on US OIL WTI CFD.
Here is the complete list of indicators present in this indicator :
- Improved Fibonacci code
- Fibonacci information panel
- Standard Deviation on chart
- Ichimoku Cloud with Trend Alerts Condition
All indicators have their original default settings. You need to be able to readjust them depending on the market instrument you want to analyze. You have the possibility to put alerts which will notify you when an indicator gives a new signal. When placing an alert, be sure to choose the “once per bar” option each time you place an alert.
Or copy / paste the source code into your pine editor :
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © RickSimpson
//@version=4
study(title="Rain On Me PRO 3/3", shorttitle="ROM PRO 3/3", overlay=true, max_bars_back=300)
//Inputs
showfib = input(defval=true, title="Show Fibonacci?")
showpan = input(defval=false, title="Show Fibonacci Info Panel?")
showsd = input(defval=false, title="Show Standard Deviation?")
showichi = input(defval=true, title="Show Ichimoku?")
//Fibonacci (Original Code Author @ QuantNomad - Ultimate Pivot Points Alerts at https://www.tradingview.com/script/l53FXt9D-QuantNomad-Ultimate-Pivot-Points-Alerts/)
//Settings
is_newbar(res) =>
ch = 0
if(res == 'Y')
t = year(time('D'))
ch := change(t) != 0 ? 1 : 0
else
t = time(res)
ch := change(t) != 0 ? 1 : 0
ch
nround(x) =>
n = round(x / syminfo.mintick) * syminfo.mintick
RoundToTick( _price) => round(_price / syminfo.mintick) * syminfo.mintick
Round( _val, _decimals) =>
_p = pow(10, _decimals)
round(abs(_val) * _p) / _p * sign(_val)
is_srnewbar(res) =>
ch = 0
if(res == 'Y')
t = year(time('D'))
ch := change(t) != 0 ? 1 : 0
else
t = time(res)
ch := change(t) != 0 ? 1 : 0
//Inputs
pp_period = input(defval="Day", title="Fibonacci Period", type=input.string, options=['Day','Week','Month','Year'])
//Constants
pp_type = "Fibonacci"
show_historical_levels = false
show_level_value = true
//Calculation
pp_res = pp_period == 'Day' ? 'D' : pp_period == 'Week' ? 'W' : pp_period == 'Month' ? 'M' : 'Y'
open_cur = 0.0
open_cur := is_newbar(pp_res) ? open : open_cur[1]
popen = 0.0
popen := is_newbar(pp_res) ? open_cur[1] : popen[1]
high_cur = 0.0
high_cur := is_newbar(pp_res) ? high : max(high_cur[1], high)
phigh = 0.0
phigh := is_newbar(pp_res) ? high_cur[1] : phigh[1]
low_cur = 0.0
low_cur := is_newbar(pp_res) ? low : min(low_cur[1], low)
plow = 0.0
plow := is_newbar(pp_res) ? low_cur[1] : plow[1]
pclose = 0.0
pclose := is_newbar(pp_res) ? close[1] : pclose[1]
//Pivots
PP = 0.0
R1 = 0.0, R2 = 0.0, R3 = 0.0, R4 = 0.0, R5 = 0.0, R6 = 0.0, R7 = 0.0, R8 = 0.0, R9 = 0.0, R10 = 0.0
S1 = 0.0, S2 = 0.0, S3 = 0.0, S4 = 0.0, S5 = 0.0, S6 = 0.0, S7 = 0.0, S8 = 0.0, S9 = 0.0, S10 = 0.0
if (pp_type == "Fibonacci")
PP := (phigh + plow + pclose) / 3
R1 := PP + (phigh - plow) * 0.235
S1 := PP - (phigh - plow) * 0.235
R2 := PP + (phigh - plow) * 0.382
S2 := PP - (phigh - plow) * 0.382
R3 := PP + (phigh - plow) * 0.5
S3 := PP - (phigh - plow) * 0.5
R4 := PP + (phigh - plow) * 0.618
S4 := PP - (phigh - plow) * 0.618
R5 := PP + (phigh - plow) * 0.728
S5 := PP - (phigh - plow) * 0.728
R6 := PP + (phigh - plow) * 1.000
S6 := PP - (phigh - plow) * 1.000
R7 := PP + (phigh - plow) * 1.235
S7 := PP - (phigh - plow) * 1.235
R8 := PP + (phigh - plow) * 1.328
S8 := PP - (phigh - plow) * 1.328
R9 := PP + (phigh - plow) * 1.5
S9 := PP - (phigh - plow) * 1.5
R10 := PP + (phigh - plow) * 1.618
S10 := PP - (phigh - plow) * 1.618
bars_sinse = 0
bars_sinse := is_newbar(pp_res) ? 0 : bars_sinse[1] + 1
//Fibonacci Info Panel
srposition = R6
h = srposition
info_label_off = 50
info_label_size = size.small
info_panel_x = timenow + round(change(time) * info_label_off)
info_panel_y = h
info_title = "-=-=- Fibonacci Info Panel -=-=-"
info_div = "\n\n------------------------------"
info_current_close = "\n\nCurrent Close : " + tostring(close)
srpp = "\n\ PP : " + tostring(RoundToTick(PP))
srr1 = "\n\ R1 : " + tostring(RoundToTick(R2))
srr2 = "\n\ R2 : " + tostring(RoundToTick(R4))
srr3 = "\n\ R3 : " + tostring(RoundToTick(R6))
srs1 = "\n\ S1 : " + tostring(RoundToTick(S2))
srs2 = "\n\ S2 : " + tostring(RoundToTick(S4))
srs3 = "\n\ S3 : " + tostring(RoundToTick(S6))
info_text = info_title + info_current_close + srr3 + srr2 + srr1 + srpp + srs1 + srs2 + srs3
info_panel = showpan ? label.new(x=info_panel_x, y=info_panel_y, text=info_text, xloc=xloc.bar_time, yloc=yloc.price, color=color.black, style=label.style_labelup, textcolor=color.white, size=info_label_size) : na
label.delete(info_panel[1])
//Plotting Pivots Levels
vpp_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], PP, bar_index, PP, color=color.gray, style = line.style_dashed, extend = extend.right) : na
vs1_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S1, bar_index, S1, color=color.red, style = line.style_solid, extend = extend.right) : na
vs2_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S2, bar_index, S2, color=color.red, style = line.style_solid, extend = extend.right) : na
vs3_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S3, bar_index, S3, color=color.red, style = line.style_solid, extend = extend.right) : na
vs4_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S4, bar_index, S4, color=color.red, style = line.style_solid, extend = extend.right) : na
vs5_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S5, bar_index, S5, color=color.red, style = line.style_solid, extend = extend.right) : na
vs6_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S6, bar_index, S6, color=color.red, style = line.style_solid, extend = extend.right) : na
vs7_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S7, bar_index, S7, color=color.red, style = line.style_solid, extend = extend.right) : na
vs8_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S8, bar_index, S8, color=color.red, style = line.style_solid, extend = extend.right) : na
vs9_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S9, bar_index, S9, color=color.red, style = line.style_solid, extend = extend.right) : na
vs10_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], S10, bar_index, S10, color=color.red, style = line.style_solid, extend = extend.right) : na
vr1_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R1, bar_index, R1, color=color.green, style = line.style_solid, extend = extend.right) : na
vr2_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R2, bar_index, R2, color=color.green, style = line.style_solid, extend = extend.right) : na
vr3_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R3, bar_index, R3, color=color.green, style = line.style_solid, extend = extend.right) : na
vr4_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R4, bar_index, R4, color=color.green, style = line.style_solid, extend = extend.right) : na
vr5_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R5, bar_index, R5, color=color.green, style = line.style_solid, extend = extend.right) : na
vr6_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R6, bar_index, R6, color=color.green, style = line.style_solid, extend = extend.right) : na
vr7_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R7, bar_index, R7, color=color.green, style = line.style_solid, extend = extend.right) : na
vr8_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R8, bar_index, R8, color=color.green, style = line.style_solid, extend = extend.right) : na
vr9_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R9, bar_index, R9, color=color.green, style = line.style_solid, extend = extend.right) : na
vr10_p = showfib ? line.new(bar_index[min(bars_sinse, 300)], R10, bar_index, R10, color=color.green, style = line.style_solid, extend = extend.right) : na
//Delete Previous Lines
if (not is_newbar(pp_res) or not show_historical_levels)
line.delete(vpp_p[1])
line.delete(vs1_p[1])
line.delete(vs2_p[1])
line.delete(vs3_p[1])
line.delete(vs4_p[1])
line.delete(vs5_p[1])
line.delete(vs6_p[1])
line.delete(vs7_p[1])
line.delete(vs8_p[1])
line.delete(vs9_p[1])
line.delete(vs10_p[1])
line.delete(vr1_p[1])
line.delete(vr2_p[1])
line.delete(vr3_p[1])
line.delete(vr4_p[1])
line.delete(vr5_p[1])
line.delete(vr6_p[1])
line.delete(vr7_p[1])
line.delete(vr8_p[1])
line.delete(vr9_p[1])
line.delete(vr10_p[1])
//Plotting Labels
label_vpp = showfib ? label.new(bar_index, PP, text=show_level_value ? (" 0 " + " " + tostring(nround(PP))) : "P", style= label.style_none, textcolor = color.gray) : na
label_vs1 = showfib ? label.new(bar_index, S1, text=show_level_value ? (" 0.235 " + " " + tostring(nround(S1))) : "S1", style= label.style_none, textcolor = color.red) : na
label_vs2 = showfib ? label.new(bar_index, S2, text=show_level_value ? (" 0.382 " + " " + tostring(nround(S2))) : "S2", style= label.style_none, textcolor = color.red) : na
label_vs3 = showfib ? label.new(bar_index, S3, text=show_level_value ? (" 0.5 " + " " + tostring(nround(S3))) : "S3", style= label.style_none, textcolor = color.red) : na
label_vs4 = showfib ? label.new(bar_index, S4, text=show_level_value ? (" 0.618 " + " " + tostring(nround(S4))) : "S4", style= label.style_none, textcolor = color.red) : na
label_vs5 = showfib ? label.new(bar_index, S5, text=show_level_value ? (" 0.728 " + " " + tostring(nround(S5))) : "S5", style= label.style_none, textcolor = color.red) : na
label_vs6 = showfib ? label.new(bar_index, S6, text=show_level_value ? (" 1.000 " + " " + tostring(nround(S6))) : "S6", style= label.style_none, textcolor = color.red) : na
label_vs7 = showfib ? label.new(bar_index, S7, text=show_level_value ? (" 1.235 " + " " + tostring(nround(S7))) : "S7", style= label.style_none, textcolor = color.red) : na
label_vs8 = showfib ? label.new(bar_index, S8, text=show_level_value ? (" 1.328 " + " " + tostring(nround(S8))) : "S8", style= label.style_none, textcolor = color.red) : na
label_vs9 = showfib ? label.new(bar_index, S9, text=show_level_value ? (" 1.5 " + " " + tostring(nround(S9))) : "S9", style= label.style_none, textcolor = color.red) : na
label_vs10 = showfib ? label.new(bar_index, S10, text=show_level_value ? (" 1.618 " + " " + tostring(nround(S10))) : "S10", style= label.style_none, textcolor = color.red) : na
label_vr1 = showfib ? label.new(bar_index, R1, text=show_level_value ? (" 0.235 " + " " + tostring(nround(R1))) : "R1", style= label.style_none, textcolor = color.green) : na
label_vr2 = showfib ? label.new(bar_index, R2, text=show_level_value ? (" 0.382 " + " " + tostring(nround(R2))) : "R2", style= label.style_none, textcolor = color.green) : na
label_vr3 = showfib ? label.new(bar_index, R3, text=show_level_value ? (" 0.5 " + " " + tostring(nround(R3))) : "R3", style= label.style_none, textcolor = color.green) : na
label_vr4 = showfib ? label.new(bar_index, R4, text=show_level_value ? (" 0.618 " + " " + tostring(nround(R4))) : "R4", style= label.style_none, textcolor = color.green) : na
label_vr5 = showfib ? label.new(bar_index, R5, text=show_level_value ? (" 0.728 " + " " + tostring(nround(R5))) : "R5", style= label.style_none, textcolor = color.green) : na
label_vr6 = showfib ? label.new(bar_index, R6, text=show_level_value ? (" 1.000 " + " " + tostring(nround(R6))) : "R6", style= label.style_none, textcolor = color.green) : na
label_vr7 = showfib ? label.new(bar_index, R7, text=show_level_value ? (" 1.235 " + " " + tostring(nround(R7))) : "R7", style= label.style_none, textcolor = color.green) : na
label_vr8 = showfib ? label.new(bar_index, R8, text=show_level_value ? (" 1.328 " + " " + tostring(nround(R8))) : "R8", style= label.style_none, textcolor = color.green) : na
label_vr9 = showfib ? label.new(bar_index, R9, text=show_level_value ? (" 1.5 " + " " + tostring(nround(R9))) : "R9", style= label.style_none, textcolor = color.green) : na
label_vr10 = showfib ? label.new(bar_index, R10, text=show_level_value ? (" 1.618 " + " " + tostring(nround(R10))) : "R10", style= label.style_none, textcolor = color.green) : na
//Delete Previous Labels
label.delete(label_vpp[1])
label.delete(label_vs1[1])
label.delete(label_vs2[1])
label.delete(label_vs3[1])
label.delete(label_vs4[1])
label.delete(label_vs5[1])
label.delete(label_vs6[1])
label.delete(label_vs7[1])
label.delete(label_vs8[1])
label.delete(label_vs9[1])
label.delete(label_vs10[1])
label.delete(label_vr1[1])
label.delete(label_vr2[1])
label.delete(label_vr3[1])
label.delete(label_vr4[1])
label.delete(label_vr5[1])
label.delete(label_vr6[1])
label.delete(label_vr7[1])
label.delete(label_vr8[1])
label.delete(label_vr9[1])
label.delete(label_vr10[1])
//Alerts
alertcondition(not is_newbar(pp_res) and crossover(close, S1), "Fib DownTrend Crossover 0.235", "Fib DownTrend Crossover 0.235")
alertcondition(not is_newbar(pp_res) and crossover(close, S2), "Fib DownTrend Crossover 0.382", "Fib DownTrend Crossover 0.382")
alertcondition(not is_newbar(pp_res) and crossover(close, S3), "Fib DownTrend Crossover 0.5", "Fib DownTrend Crossover 0.5")
alertcondition(not is_newbar(pp_res) and crossover(close, S4), "Fib DownTrend Crossover 0.618", "Fib DownTrend Crossover 0.618")
alertcondition(not is_newbar(pp_res) and crossover(close, S5), "Fib DownTrend Crossover 0.728", "Fib DownTrend Crossover 0.728")
alertcondition(not is_newbar(pp_res) and crossover(close, S6), "Fib DownTrend Crossover 1.000", "Fib DownTrend Crossover 1.000")
alertcondition(not is_newbar(pp_res) and crossover(close, S7), "Fib DownTrend Crossover 1.235", "Fib DownTrend Crossover 1.235")
alertcondition(not is_newbar(pp_res) and crossover(close, S8), "Fib DownTrend Crossover 1.328", "Fib DownTrend Crossover 1.328")
alertcondition(not is_newbar(pp_res) and crossover(close, S9), "Fib DownTrend Crossover 1.5", "Fib DownTrend Crossover 1.5")
alertcondition(not is_newbar(pp_res) and crossover(close, S10), "Fib DownTrend Crossover 1.618", "Fib DownTrend Crossover 1.618")
alertcondition(not is_newbar(pp_res) and crossover(close, R1), "Fib UpTrend Crossover 0.235", "Fib UpTrend Crossover 0.235")
alertcondition(not is_newbar(pp_res) and crossover(close, R2), "Fib UpTrend Crossover 0.382", "Fib UpTrend Crossover 0.382")
alertcondition(not is_newbar(pp_res) and crossover(close, R3), "Fib UpTrend Crossover 0.5", "Fib UpTrend Crossover 0.5")
alertcondition(not is_newbar(pp_res) and crossover(close, R4), "Fib UpTrend Crossover 0.618", "Fib UpTrend Crossover 0.618")
alertcondition(not is_newbar(pp_res) and crossover(close, R5), "Fib UpTrend Crossover 0.728", "Fib UpTrend Crossover 0.728")
alertcondition(not is_newbar(pp_res) and crossover(close, R6), "Fib UpTrend Crossover 1.000", "Fib UpTrend Crossover 1.000")
alertcondition(not is_newbar(pp_res) and crossover(close, R7), "Fib UpTrend Crossover 1.235", "Fib UpTrend Crossover 1.235")
alertcondition(not is_newbar(pp_res) and crossover(close, R8), "Fib UpTrend Crossover 1.328", "Fib UpTrend Crossover 1.328")
alertcondition(not is_newbar(pp_res) and crossover(close, R9), "Fib UpTrend Crossover 1.5", "Fib UpTrend Crossover 1.5")
alertcondition(not is_newbar(pp_res) and crossover(close, R10), "Fib UpTrend Crossover 1.618", "Fib UpTrend Crossover 1.618")
alertcondition(not is_newbar(pp_res) and crossunder(close, S1), "Fib DownTrend Crossunder 0.235", "Fib DownTrend Crossunder 0.235")
alertcondition(not is_newbar(pp_res) and crossunder(close, S2), "Fib DownTrend Crossunder 0.382", "Fib DownTrend Crossunder 0.382")
alertcondition(not is_newbar(pp_res) and crossunder(close, S3), "Fib DownTrend Crossunder 0.5", "Fib DownTrend Crossunder 0.5")
alertcondition(not is_newbar(pp_res) and crossunder(close, S4), "Fib DownTrend Crossunder 0.618", "Fib DownTrend Crossunder 0.618")
alertcondition(not is_newbar(pp_res) and crossunder(close, S5), "Fib DownTrend Crossunder 0.728", "Fib DownTrend Crossunder 0.728")
alertcondition(not is_newbar(pp_res) and crossunder(close, S6), "Fib DownTrend Crossunder 1.000", "Fib DownTrend Crossunder 1.000")
alertcondition(not is_newbar(pp_res) and crossunder(close, S7), "Fib DownTrend Crossunder 1.235", "Fib DownTrend Crossunder 1.235")
alertcondition(not is_newbar(pp_res) and crossunder(close, S8), "Fib DownTrend Crossunder 1.328", "Fib DownTrend Crossunder 1.328")
alertcondition(not is_newbar(pp_res) and crossunder(close, S9), "Fib DownTrend Crossunder 1.5", "Fib DownTrend Crossunder 1.5")
alertcondition(not is_newbar(pp_res) and crossunder(close, S10), "Fib DownTrend Crossunder 1.618", "Fib DownTrend Crossunder 1.618")
alertcondition(not is_newbar(pp_res) and crossunder(close, R1), "Fib UpTrend Crossunder 0.235", "Fib UpTrend Crossunder 0.235")
alertcondition(not is_newbar(pp_res) and crossunder(close, R2), "Fib UpTrend Crossunder 0.382", "Fib UpTrend Crossunder 0.382")
alertcondition(not is_newbar(pp_res) and crossunder(close, R3), "Fib UpTrend Crossunder 0.5", "Fib UpTrend Crossunder 0.5")
alertcondition(not is_newbar(pp_res) and crossunder(close, R4), "Fib UpTrend Crossunder 0.618", "Fib UpTrend Crossunder 0.618")
alertcondition(not is_newbar(pp_res) and crossunder(close, R5), "Fib UpTrend Crossunder 0.728", "Fib UpTrend Crossunder 0.728")
alertcondition(not is_newbar(pp_res) and crossunder(close, R6), "Fib UpTrend Crossunder 1.000", "Fib UpTrend Crossunder 1.000")
alertcondition(not is_newbar(pp_res) and crossunder(close, R7), "Fib UpTrend Crossunder 1.235", "Fib UpTrend Crossunder 1.235")
alertcondition(not is_newbar(pp_res) and crossunder(close, R8), "Fib UpTrend Crossunder 1.328", "Fib UpTrend Crossunder 1.328")
alertcondition(not is_newbar(pp_res) and crossunder(close, R9), "Fib UpTrend Crossunder 1.5", "Fib UpTrend Crossunder 1.5")
alertcondition(not is_newbar(pp_res) and crossunder(close, R10), "Fib UpTrend Crossunder 1.618", "Fib UpTrend Crossunder 1.618")
alertcondition(not is_newbar(pp_res) and cross(close, S2) or cross(close, S4) or cross(close, S6) or cross(close, S8) or cross(close, S10) or cross(close, R2) or cross(close, R4) or cross(close, R6) or cross(close, R8) or cross(close, R10), "Important Fib Level Has Been Crossed!", 'Important Fib Level Has Been Crossed!')
//Standard Deviation
//Inputs
sdper = input(defval=20, title="Standard Deviation Period")
showsdf = input(defval=false, title="Show Standard Deviation Forecasting?")
esdatr = input(defval=false, title="Enable Standard Deviation ATR Smoothing?")
atrsdper = input(defval=14, title="Standard Deviation ATR Smoothing Period")
atrsdmult = input(defval=2, title="Standard Deviation ATR Smoothing Multiplier")
esdma = input(defval=false, title="Enable Standard Deviation MA Smoothing?")
sdmatype = input(defval="SMA", title="Standard Deviation MA Smoothing Type", type=input.string, options=["SMA","EMA","DEMA","TEMA","ZLEMA","WMA","SMMA","VWMA","HMA","ALMA","JMA","Donchian","KijunSource","LSMA","Triangular","SuperSmooth","KAMA","GF","DSMA","Median","McGinley"])
//Calculation
sdsrc = close
sd_alma_offset = 0.85
sd_alma_sigma = 6
sd_power = 1
sd_phase = 50
sd_s_maoffset = 0
sd_pn = 4
sd_percentage = 50
sd_phaseratio = sd_phase < -100 ? 0.5 : sd_phase > 100 ? 2.5 : sd_phase / 100 + 1.5
sd_beta = 0.45 * (sdper - 1) / (0.45 * (sdper - 1) + 2)
sd_alpha = pow(sd_beta, sd_power)
e = false
sdsdper = 0.94
sdlog = log(close / close[1])
sdplog = log(high / low)
sdsec = 1 / (4 * log(2))
sdfrac = 0.0
sdfrac := sdsdper * nz(sdfrac[1]) + (1 - sdsdper) * pow(sdplog, 2)
sdfhi = sqrt(sdsec * sdfrac)
sdfl = 0.0
sdfl := sdsdper * nz(sdfl[1]) + (1-sdsdper) * pow(sdlog, 2)
sdhighvolf = sqrt(sdfl)
sduxp = exp(sdhighvolf * sqrt(sdper))
sdforecast1 = sdsrc * (sduxp)
sdforecast2 = sdsrc / (sduxp)
//Settings
get_jurik(sdsrc, sdpergth, sd_phase, sd_power) =>
sd_phaseratio = sd_phase < -100 ? 0.5 : sd_phase > 100 ? 2.5 : sd_phase / 100 + 1.5
sd_beta = 0.45 * (sdpergth - 1) / (0.45 * (sdpergth - 1) + 2)
sd_alpha = pow(sd_beta, sd_power)
jma = 0.0
e0 = 0.0
e0 := (1 - sd_alpha) * sdsrc + sd_alpha * nz(e0[1])
e1 = 0.0
e1 := (sdsrc - e0) * (1 - sd_beta) + sd_beta * nz(e1[1])
e2 = 0.0
e2 := (e0 + sd_phaseratio * e1 - nz(jma[1])) * pow(1 - sd_alpha, 2) +
pow(sd_alpha, 2) * nz(e2[1])
jma := e2 + nz(jma[1])
jma
donchian(sdper) => avg(lowest(sdper), highest(sdper))
PI = 2 * asin(1)
tau = 2 * PI
S(sdsrc, sdper) =>
arg = sqrt(2) * PI / sdper
a1 = exp(-arg)
b1 = 2 * a1 * cos(arg)
c2 = b1
c3 = -pow(a1, 2)
c1 = 1 - c2 - c3
ssf = 0.0
ssf := c1 * (sdsrc + nz(sdsrc[1])) / 2 + c2 * nz(ssf[1]) + c3 * nz(ssf[2])
KAMA(sdsrc,sdper) =>
mom = abs(change(sdsrc, sdper))
volatility = sum(abs(change(sdsrc)), sdper)
er = volatility != 0 ? mom / volatility : 0
fastsd_alpha = 0.666
slowsd_alpha = 0.0645
sc = pow(er * (fastsd_alpha - slowsd_alpha) + slowsd_alpha, 2)
kama = 0.0
kama := sc * sdsrc + (1 - sc) * nz(kama[1])
bet = (1 - cos(2 * PI / sdper)) / (pow(2, 1 / sdper) - 1)
alph = -bet + sqrt(pow(bet, 2) + 2 * bet)
getGF(poles) =>
filter = 0.0
if poles == 1
filter := alph * sdsrc + (1 - alph) * nz(filter[1])
if poles == 2
filter := pow(alph, 2) * sdsrc + 2 * (1 - alph) * nz(filter[1]) - pow(1 - alph, 2) * nz(filter[2])
if poles == 3
filter := pow(alph, 3) * sdsrc + 3 * (1 - alph) * nz(filter[1]) - 3 * pow(1 - alph, 2) * nz(filter[2]) + pow(1 - alph, 3) * nz(filter[3])
if poles == 4
filter := pow(alph, 4) * sdsrc + 4 * (1 - alph) * nz(filter[1]) - 6 * pow(1 - alph, 2) * nz(filter[2]) + 4 * pow(1 - alph, 3) * nz(filter[3]) - pow(1 - alph, 4) * nz(filter[4])
filter
gf = getGF(sd_pn)
D(sdsrc,sdper) =>
A1 = exp(-sqrt(2) * PI) / (0.5 * sdper)
b1 = 2 * A1 * cos(sqrt(2) * PI / (0.5 * sdper))
c2 = b1
c3 = - A1 * A1
c1 = 1 - c2 - c3
Zeros = sdsrc - sdsrc[2]
DSMA = 0.0
sd_alpha1 = 0.0
Filt = 0.0
Filt := c1 * ( Zeros + Zeros[1] ) / 2 + c2 * nz(Filt[1]) + c3 *nz(Filt[2])
RMS = stdev(Filt, sdper)
ScaledFilt = Filt / RMS
sd_alpha1 := (abs(ScaledFilt) * 5) / sdper
DSMA := (sd_alpha1 * sdsrc) + (( 1 - sd_alpha1 ) * nz(DSMA[1]))
M(sdsrc,sdper)=>
mg = 0.0
mg := na(mg[1]) ? ema(sdsrc, sdper) : mg[1] + (sdsrc - mg[1]) / (sdper * pow(sdsrc / mg[1], 4))
mg
ma(type, sdsrc, sdper) =>
float result = 0
if type=="SMA"
result := sma(sdsrc, sdper)
if type=="EMA"
result := ema(sdsrc, sdper)
if type=="DEMA"
EMA1=ema(sdsrc, sdper)
EMA2=ema(EMA1, sdper)
result := 2 * EMA1 - EMA2
if type=="TEMA"
xEMA1 = ema(sdsrc, sdper)
xEMA2 = ema(xEMA1, sdper)
xEMA3 = ema(xEMA2, sdper)
result := 3 * xEMA1 - 3 * xEMA2 + xEMA3
if type=="ZLEMA"
lag = floor((sdper - 1) / 2)
result := ema(sdsrc + (sdsrc - sdsrc[lag]), sdper)
if type=="WMA"
result := wma(sdsrc, sdper)
if type=="SMMA"
w = wma(sdsrc, sdper)
result := na(w[1]) ? sma(sdsrc, sdper) : (w[1] * (sdper - 1) + sdsrc) / sdper
if type=="VWMA"
result := vwma(sdsrc, sdper)
if type=="HMA"
result := wma(2 * wma(sdsrc, sdper / 2) - wma(sdsrc, sdper), round(sqrt(sdper)))
if type=="ALMA"
result := alma(sdsrc, sdper, sd_alma_offset, sd_alma_sigma)
if type=="JMA"
result := get_jurik(sdsrc,sdper, sd_phase, sd_power)
if type=="Donchian"
result := donchian(sdper)
if type=="KijunSource"
result := (highest(sdsrc, sdper) + lowest(sdsrc, sdper)) / 2
if type=="LSMA"
result := linreg(sdsrc, sdper, sd_s_maoffset)
if type=="Triangular"
result := sma(sma(sdsrc, ceil(sdper / 2)), floor(sdper / 2) + 1)
if type=="SuperSmooth"
result := S(sdsrc, sdper)
if type=="KAMA"
result := KAMA(sdsrc, sdper)
if type=="GF"
result := gf
if type=="DSMA"
result := D(sdsrc, sdper)
if type=="Median"
result:= percentile_nearest_rank(sdsrc, sdper, sd_percentage)
if type=="McGinley"
result:= M(sdsrc, sdper)
result
sdm = ma(sdmatype, sdsrc, sdper)
stdv = iff(esdma,stdev(sdm, sdper),stdev(sdsrc, sdper))
sd = esdatr ? atr(atrsdper) : stdv
sd2 = sdm + atrsdmult * sd
sd3 = sdm - atrsdmult * sd
sderr = sd / sqrt(sdper)
//Plotting
plot(showsd ? sd2 : na, color=color.blue, transp=0)
plot(showsd ? sd3 : na, color=color.blue, transp=0)
plot(showsdf ? sdforecast1 : na, color=color.blue, transp=0, linewidth=2, offset=1, show_last=1)
plot(showsdf ? sdforecast2 : na, color=color.blue, transp=0, linewidth=2, offset=1, show_last=1)
plot(showsdf ? sdforecast1 : na, color=color.blue, transp=0, linewidth=2, offset=2, show_last=1)
plot(showsdf ? sdforecast2 : na, color=color.blue, transp=0, linewidth=2, offset=2, show_last=1)
plot(showsdf ? sdforecast1 : na, color=color.blue, transp=0, linewidth=2, offset=3, show_last=1)
plot(showsdf ? sdforecast2 : na, color=color.blue, transp=0, linewidth=2, offset=3, show_last=1)
//Ichimoku
//Inputs
conversionPeriods =input(defval=9, title="Ichimoku Conversion Line Period", minval=1)
basePeriods =input(defval=103, title="Ichimoku Base Line Period", minval=1)
laggingSpan2Periods =input(defval=52, title="Ichimoku Lagging Span 2 Period", minval=1)
displacement =input(defval=26, title="Ichimoku Displacement", minval=1)
//Settings
donchian2(len) => avg(lowest(len), highest(len))
conversionLine = donchian2(conversionPeriods)
baseline = donchian2(basePeriods)
leadline1 = avg(conversionLine, baseline)
leadline2 = donchian2(laggingSpan2Periods)
ichibuy = crossover(conversionLine, baseline)
ichisell = crossunder(conversionLine, baseline)
//Plotting
plot(showichi ? baseline : na, title="BaseLine", color=color.new(#991515, 0))
plot(showichi ? close : na, title="Lagging Span/Barney", color=color.new(#9C27B0, 100), linewidth=0, offset=-displacement)
p1ichi = plot(showichi ? leadline1 : na, title="Lead 1", color=color.new(color.green, 100), offset=displacement)
p2ichi = plot(showichi ? leadline2 : na, title="Lead 2", color=color.new(color.red, 100), offset=displacement)
fill(p1ichi, p2ichi, title="Ichimoku Cloud", color=leadline1 > leadline2 ? color.new(color.aqua, 65) : color.new(color.purple, 65))
//Alerts
alertcondition(ichisell, title="Ichimoku Sell", message='Ichimoku Sell')
alertcondition(ichibuy, title="Ichimoku Buy", message='Ichimoku Buy')The content covered on this website is NOT investment advice and I am not a financial advisor.