안녕하세요 아래 시스템식을 예트에 반영하면, "논리값(참/거짓)이나 논리표현식이 와야 합니다.. 팝업이 나타나면서 시스템 반영이 안됩니다. 매매 수식 수정을 부탁드립니다 감사합니다. input : length(14); input : k(1); input : method (1); input : show(false); var : upper(0),lower(0),slope_ph(0),slope_pl(0),src(0),n(0); var : ph(0),pl(0),slope(0),single_upper(0),single_lower(0); var : upper_breakout(False),lower_breakout(False),tx(0); var : alpha(0),ATrV(0); upper = 0; lower = 0; slope_ph = 0; slope_pl = 0; src = close; n = index; ph = SwingHigh(1,H,length,length,length*2+1); pl = Swinglow(1,L,length,length,length*2+1); if method == 1 Then { alpha = 1 / length ; ATrV = IFf(IsNan(ATrV[1]) == true, ma(TrueRange,length) , alpha * TrueRange + (1 - alpha) * IFf(isnan(ATrV[1])==true,0,ATrV[1])); slope = atrv / length * k; } if method == 2 Then slope = std(src, length) / length * k; if method == 3 Then slope = abs(ma(src * index, length) - ma(src, length) * ma(index, length)) / variance(n, length,1) / 2 * k; slope_ph = iff(ph != -1 , slope , slope_ph[1]); slope_pl = iff(pl != -1 , slope , slope_pl[1]); upper = IFf(ph != -1 , ph , upper[1] - slope_ph); lower = iff(pl != -1 , pl , lower[1] + slope_pl); single_upper = 0; single_lower = 0; single_upper = iff(src[length] > upper , 0 , iff(ph != -1 ,1 , single_upper[1])); single_lower = iff(src[length] < lower , 0 , iff(pl != -1 ,1 , single_lower[1])); upper_breakout = single_upper[1] != 0 and src[length] > upper and IFF(show , src > src[length] , true); lower_breakout = single_lower[1] != 0 and src[length] < lower and IFF(show , src < src[length] , true); if (upper_breakout == True) then buy("매수", AtMarket); if (lower_breakout == True) then sell("매도", AtMarket);

T = LinearRegressionValue(C, 1, 0) + LinearRegressionSlope(C, 1); 상승 = T > Ref(T,1); 하락 = T < Ref(T,1); 조건 = Sum(하락, 20) == 20 && Sum(상승, 20) == 20; TH = ValueWhen(1, 조건, Ref(T,20)); THBreak = T > TH; // V > Ref(MA(V,20),1) * 2 // C > O 위 수식을 검색식으로 변환 부탁드리겠습니다(__) 감사드립니다 :)

항상 감사합니다 시스템식을 해선에서 사용해보고 싶습니다 starttime과 endtime은 22시 30분부터 23시까지를 기준으로 하고 04시부터는 진입하지 않도록 수식 도움 부탁드립니다 input : startTime(90000), endTime(93000), AtrMult(3.0); Var1 = TimeHigh(startTime,endTime); Var2 = TimeLow(startTime,endTime); # 당일 진입횟수 제한 Function EntriesToday Numeric Var : Count(0); Count = 0 ; For Value1 = 0 To 10 { If EntryDate(Value1) == date Then Count = Count + 1; } EntriesToday = Count; endFunction # 진입 if stime < 143000 and sTime > endTime and EntriesToday < 1 then { if bids > asks * 2 then Buy("B", AtStop, Var1); if bids < asks / 2 then Sell("S", AtStop, Var2); } # 추적청산 If marketposition <> 0 Then { exitlong("EL1",Atstop,Highest(H,BarsSinceEntry+1)-ATR(30)*AtrMult); exitshort("ES1",Atstop, Lowest(L,BarsSinceEntry+1)+ ATR(30)*AtrMult); } # 장후반 청산 If sTime > 142000 Then { If Ema(C,2) < Ema(C,10) Then ExitLong("EL2", AtStop, Lowest(L,3)); If Ema(C,2) >= Ema(C,10) Then ExitShort("ES2", AtStop, Highest(H,3)); } # 당일청산 SetStopEndofday(1520);

아래 시스템 수식에서 자동매매시스템 시작후 현재 총수익금이 5000달러이상일때 모든포지션 청산후 자동매매 중지되도록 시스템 수식을 추가작성 부탁드립니다. (참고로, 하나증권의 시그널메이커 자동매매시스템을 사용중입니다.) 항상 성실히 답변 주셔서 대단히 감사드립니다. Params : Period(20), cnt(2); Vars : oMa1(0), TickSize(0),mp(0); oMa1 = Ma(C, Period); TickSize = OneTick * PriceScale; mp = MarketPosition; If mp = 0 And CrossUp(C, oMa1) Then Buy("B",DEF,DEF,cnt); If mp = 0 And CrossDown(C, oMa1) Then Sell("S",DEF,DEF,cnt); ///////////////////익절////////////////////////////////// If mp = 1 And v1 = 0 And CrossUp(C, EntryPrice + 103*TickSize) Then Begin v1 = 2; ExitLong("매수익절",AtLimit,EntryPrice + 103*TickSize,"B",cnt/2); End; If mp = -1 And v2 = 0 And CrossDown(C, EntryPrice - 103*TickSize) Then Begin v2 = 2; ExitShort("매도익절",AtLimit,EntryPrice - 103*TickSize,"S",cnt/2); End; ////////////////////////////////////////////////////////// If mp<>mp[1] And mp = 0 Then Begin v1 = 0; v2 = 0; v11 = 0; v22 = 0; End;

평소 많은 도움 주셔서 감사합니다. 현재 가격이 아래의 2가지, 신호와 라인을 돌파할 때 검색식 부탁드립니다. 1. 신호 BOpen =LinearRegressionValue(O, LinReg_Length,0); BHigh = LinearRegressionValue(H, LinReg_Length,0); BLow =LinearRegressionValue(L, LinReg_Length,0); BClose =LinearRegressionValue(C, LinReg_Length,0); A=MA(BClose, Signal_Length); CROSSUP(BClose,A) && bclose>bopen && C>O 지표변수 : LinReg_Length 11 Signal_Length 7 2. 박스 라인 A=avg(c,2); B=A+AvgIf(c-A,1,0.0)+1.4*Stdevif(c-A,1,0.0); D=Bbandsup(9,2); d1=crossup(D,B); d2=crossdown(D,B); valuewhen(1, d1 or d2,o) 감사합니다.

항상 노고에 감사드림니다. 아래의 수식을 종목검색식으로 부탁드림니다. crossup(c,((predayhigh()+ predaylow()+predayclose())/3) +(predayhigh()-predaylow()));

다음 수식에대한 종목 검색식 부탁드립니다 A=V*C; A >= 10000000 && highestsince(1, date(1)!=date, A)== A && V > V(1)*2

답변 감사드립니다 지난 질문에서 아래 첨부한 식과 같이 작성하면 if condition3==false and countif(h>aa[0] and h>aa[1] ...and h>aa[20],50)>1 then 일때인데 만약 and 가 아니라 if condition3==false and countif(h>aa[0] or h>aa[1]or...h>aa[20],50)>1 처럼 or 일때는 어떻게 작성해야 할까요? 반복문으로 가능한가요?~ if Bdate!= Bdate[1] Then Condition3 = False; count =0; for cnt=0to 20 { if h > aa[cnt] Then count = count+1; } if condition3==False and countif(count ==21,50)>1Then { condition3=true; find(1) } 질문2) numtostr 을 사용자 함수로 만들고 싶은데요 문자열형 형식인가요? nt(값1,값2) 형식으로 만들고자 합니다 감사합니다

수고가 많으십니다 아래의 수식은 트레이딩뷰의 QQE 신호 수식입니다. 이것을 예스트레이더 시스템에서 구현 할 수 있도록 전환 해 주시면 감사하겠습니다 늘 건강하시기를 기원합니다. // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // &#169; KivancOzbilgic //@version=4 study("Quantitative Qualitative Estimation", shorttitle="QQE",precision=4, resolution="") src=input(close) length = input(14,"RSI Length", minval=1) SSF=input(5, "SF RSI SMoothing Factor", minval=1) showsignals = input(title="Show Crossing Signals?", type=input.bool, defval=true) highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true) RSII=ema(rsi(src,length),SSF) TR=abs(RSII-RSII[1]) wwalpha = 1/ length WWMA = 0.0 WWMA := wwalpha*TR + (1-wwalpha)*nz(WWMA[1]) ATRRSI=0.0 ATRRSI := wwalpha*WWMA + (1-wwalpha)*nz(ATRRSI[1]) QQEF=ema(rsi(src,length),SSF) QUP=QQEF+ATRRSI*4.236 QDN=QQEF-ATRRSI*4.236 QQES=0.0 QQES:=QUP<nz(QQES[1]) ? QUP : QQEF>nz(QQES[1]) and QQEF[1]<nz(QQES[1]) ? QDN : QDN>nz(QQES[1]) ? QDN : QQEF<nz(QQES[1]) and QQEF[1]>nz(QQES[1]) ? QUP : nz(QQES[1]) QQF=plot(QQEF,"FAST",color.maroon,2) QQS=plot(QQES,"SLOW",color=color.blue, linewidth=1) plot(50,color=color.gray,style=6) longFillColor = highlighting ? (QQEF>QQES ? color.green : na) : na shortFillColor = highlighting ? (QQEF<QQES ? color.red : na) : na fill(QQF, QQS, title="UpTrend Highligter", color=longFillColor) fill(QQF, QQS, title="DownTrend Highligter", color=shortFillColor) buySignalr = crossover(QQEF, QQES) plotshape(buySignalr and showsignals ? QQES*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0) sellSignallr = crossunder(QQEF, QQES) plotshape(sellSignallr and showsignals ? QQES*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0) alertcondition(cross(QQEF, QQES), title="Cross Alert", message="QQE Crossing Signal!") alertcondition(crossover(QQEF, QQES), title="Crossover Alarm", message="QQE BUY SIGNAL!") alertcondition(crossunder(QQEF, QQES), title="Crossunder Alarm", message="QQE SELL SIGNAL!") alertcondition(crossover(QQEF, 50), title="Cross 50 Up Alert", message="QQE FAST Crossing 50 UP!") alertcondition(crossunder(QQEF, 50), title="Cross 50 Down Alert", message="QQE FAST Crossing 50 DOWN!")

수고하십니다 아래수식을 예스로 부탁드립니다 / This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/ // &#169; LuxAlgo //@version=5 indicator("Pure Price Action ICT Tools [LuxAlgo]", 'LuxAlgo - Pure Price Action ICT Tools', true, calc_bars_count = 2000, max_labels_count = 500, max_boxes_count = 500, max_lines_count = 500) //--------------------------------------------------------------------------------------------------------------------- // Settings //---------------------------------------------------------------------------------------------------------------------{ display = display.all - display.status_line msGroup = 'Market Structures' msShow = input.bool (true, 'Market Structures', group = msGroup) msTerm = input.string('Intermediate Term', '&#8195;&#8195;Detection', options = ['Short Term', 'Intermediate Term', 'Long Term'], group = msGroup) msTextT = input.string('Enabled', '&#8195;&#8195;Market Structure Labels', options = ['Enabled', 'Disabled'], group = msGroup, display = display), msText = msTextT == 'Enabled' msLineStyle = input.string('Solid', '&#8195;&#8195;Line Style', options = ['Solid', 'Dashed', 'Dotted'], group = msGroup, display = display) msBullColor = input.color(#089981, '&#8195;&#8195;Line Colors, Bullish', group = msGroup, inline = 'MS') msBearColor = input.color(#f23645, 'Bearish', group = msGroup, inline = 'MS') obbGroup = 'Order & Breaker Blocks' obbShow = input.bool (true, 'Order & Breaker Blocks', group = obbGroup) obbTerm = input.string('Long Term', '&#8195;&#8195;Detection', options = ['Short Term', 'Intermediate Term', 'Long Term'], group = obbGroup, display = display) obbBullLast = input.int(3, '&#8195;&#8195;Last Bullish Blocks', minval = 0, group = obbGroup, display = display) obbBearLast = input.int(3, '&#8195;&#8195;Last Bearish Blocks', minval = 0, group = obbGroup, display = display) obbUseBodyT = input.string('Enabled', '&#8195;&#8195;Use Candle Body', options = ['Enabled', 'Disabled'], group = obbGroup, display = display), obbUseBody = obbUseBodyT == 'Enabled' obbBullColor = input(color.new(#089981, 73), '&#8195;&#8195;Bullish OB&#160;' , inline = 'bullC', group = obbGroup) obbBullBreakColor = input(color.new(#f23645, 41), 'Bullish Break&#160;', inline = 'bullC', group = obbGroup) obbBearColor = input(color.new(#f23645, 73), '&#8195;&#8195;Bearish OB' , inline = 'bearC', group = obbGroup) obbBearBreakColor = input(color.new(#089981, 41), 'Bearish Break', inline = 'bearC', group = obbGroup) liqGroup = 'Buyside & Sellside Liquidity' liqBuySell = input.bool (true, 'Buyside & Sellside Liquidity', group = liqGroup) liqTerm = input.string('Intermediate Term', '&#8195;&#8195;Detection', options = ['Short Term', 'Intermediate Term', 'Long Term'], group = liqGroup) liqMar = 10 / input.float (6.9, '&#8195;&#8195;Margin', minval = 4, maxval = 9, step = 0.1, group = liqGroup, display = display) cLIQ_B = input.color (#089981, '&#8195;&#8195;Line Colors, Buyside', inline = 'LIQ', group = liqGroup) cLIQ_S = input.color (#f23645, 'Sellside', inline = 'LIQ', group = liqGroup) visLiq = input.int (3, '&#8195;&#8195;Visible Levels', minval = 1, maxval = 50, group = liqGroup, display = display) liqGrp = 'Liquidity Voids' lqVoid = input.bool (true, 'Liquidity Voids', group = liqGrp) lqThresh = input.float(.75, '&#8195;&#8195;Threshold Multiplier', minval = .05, step = .05, group = liqGrp, display = display) lqMode = input.string('Present', '&#8195;&#8195;Mode', options =['Present', 'Historical'], inline = 'MD', group = liqGrp, display = display) lqPeriod = input.int(360, '&#8195;', inline = 'MD', group = liqGrp, display = display) cLQV_B = input.color (#B2B5BE41, '&#8195;&#8195;Bullish Zones', inline = 'void', group = liqGrp) cLQV_S = input.color (#5D606B41, '&#8195;Bearish Zones', inline = 'void', group = liqGrp) lqTextT = input.string('Disabled', '&#8195;&#8195;Liquidity Void Labels', options = ['Enabled', 'Disabled'], group = liqGrp, display = display), lqText = lqTextT == 'Enabled' swGroup = 'Swing Highs/Lows' swShow = input.bool (true, 'Swing Highs/Lows', group = swGroup) swTerm = input.string('Long Term', '&#8195;&#8195;Detection', options = ['Short Term', 'Intermediate Term', 'Long Term'], group = swGroup) swSwingsSZ = input.string('Tiny', '&#8195;&#8195;Label Size', options = ['Tiny', 'Small', 'Normal'], group = swGroup, display = display) swBullColor = input.color(#089981, '&#8195;&#8195;Label Colors, Bullish', group = swGroup, inline = 'MS') swBearColor = input.color(#f23645, 'Bearish', group = swGroup, inline = 'MS') //---------------------------------------------------------------------------------------------------------------------} // User Defined Types //---------------------------------------------------------------------------------------------------------------------{ type BAR float open = open float high = high float low = low float close = close int index = bar_index type ICTMS float lastPrice float midPrice float prevPrice int lastIndex int midIndex int prevIndex label lastLabel label midLabel label prevLabel bool isCrossed bool isConfirmed int marketStructure line msLine box msLabel box swpBox type MS int type = 0 type ZZ int [] d int [] x float [] y type liq box bx box bxz box bxt bool brZ bool brL line ln line lne type ob float top = na float btm = na int loc = bar_indexa bool breaker = false int break_loc = na type SWING float y = na int x = na bool crossed = false type vector array<SWING> v type htfBar float price = na int index = na //---------------------------------------------------------------------------------------------------------------------} // Generic Variables //---------------------------------------------------------------------------------------------------------------------{ BAR bar = BAR.new() var bxOBB = array.new_box() var lnOBB = array.new_line() //---------------------------------------------------------------------------------------------------------------------} // Functions / Methods //---------------------------------------------------------------------------------------------------------------------{ textSize(sizeInText) => switch sizeInText 'Tiny' => size.tiny 'Small' => size.small 'Normal' => size.normal => size.large lineStyle(styleInText) => switch styleInText 'Solid' => line.style_solid 'Dotted' => line.style_dotted 'Dashed' => line.style_dashed timeframe(userTimeframe) => float chartTFinM = timeframe.in_seconds() / 60 switch userTimeframe == "Auto" and chartTFinM <= 60 => 'D' userTimeframe == "Auto" and chartTFinM <= 1440 => 'W' userTimeframe == "5 Minutes" and chartTFinM <= 5 => '5' userTimeframe == "15 Minutes" and chartTFinM <= 15 => '15' userTimeframe == "1 Hour" and chartTFinM <= 60 => '60' userTimeframe == "4 Hours" and chartTFinM <= 240 => '240' userTimeframe == "1 Day" and timeframe.isintraday => 'D' (userTimeframe == "Auto" or userTimeframe == "1 Week") and (timeframe.isdaily or timeframe.isintraday) => 'W' (userTimeframe == "Auto" or userTimeframe == "1 Month") and (timeframe.isweekly or timeframe.isdaily or timeframe.isintraday) => 'M' => timeframe.period queryPatterns(lastPrice, midPrice, prevPrice, isSwingHigh) => if isSwingHigh prevPrice < midPrice and midPrice >= lastPrice else prevPrice > midPrice and midPrice <= lastPrice method queryPatterns(ICTMS this, isSwingHigh) => if isSwingHigh this.prevPrice < this.midPrice and this.midPrice >= this.lastPrice else this.prevPrice > this.midPrice and this.midPrice <= this.lastPrice method UP DATRPattern(ICTMS this, price, index) => this.isCrossed := false this.prevPrice := this.midPrice, this.midPrice := this.lastPrice, this.lastPrice := price this.prevIndex := this.midIndex, this.midIndex := this.lastIndex, this.lastIndex := index this.prevLabel := this.midLabel, this.midLabel := this.lastLabel method setType(MS this, value) => this.type := value method renderStructures(ICTMS this, isBullish, marketStructure, color, style, labelEnabled) => condition = isBullish ? bar.close > this.lastPrice : bar.close < this.lastPrice if condition and not this.isCrossed this.isCrossed := true this.isConfirmed := false this.msLine := line.new(this.lastIndex, this.lastPrice, bar.index, this.lastPrice, color = color, style = lineStyle(style)) this.swpBox := box.new(bar.index, this.lastPrice, bar.index, this.lastPrice, color.new(color, 73), bgcolor = color.new(color, 73)) if labelEnabled this.msLabel := box.new(this.lastIndex, this.lastPrice, bar.index, this.lastPrice, color(na), bgcolor = color(na), text = marketStructure.type == (isBullish ? -1 : 1) ? 'MSS' : 'BOS', text_size = size.tiny, text_halign = text.align_left, text_valign = isBullish ? text.align_bottom : text.align_top, text_color = color.new(color, 17)) marketStructure.setType(isBullish ? 1 : -1) method in_out(ZZ aZZ, int _d, int _x, float _y) => aZZ.d.unshift(_d), aZZ.x.unshift(_x), aZZ.y.unshift(_y), aZZ.d.pop(), aZZ.x.pop(), aZZ.y.pop() method detectSwings(array<vector> id, mode, depth)=> var SWING swingLevel = SWING.new(na, na) for i = 0 to depth - 1 get_v = id.get(i).v if get_v.size() == 3 pivot = switch mode 'bull' => math.max(get_v.get(0).y, get_v.get(1).y, get_v.get(2).y) 'bear' => math.min(get_v.get(0).y, get_v.get(1).y, get_v.get(2).y) if pivot == get_v.get(1).y if i < depth - 1 id.get(i+1).v.unshift(get_v.get(1)) if id.get(i+1).v.size() > 3 id.get(i+1).v.pop() else swingLevel := SWING.new(get_v.get(1).y, get_v.get(1).x) get_v.pop() get_v.pop() swingLevel method renderBlocks(ob id, color, breakColor)=> avg = math.avg(id.top, id.btm) if id.breaker bxOBB.push(box.new(id.loc, id.top, id.break_loc, id.btm, color, bgcolor = color, xloc = xloc.bar_time)) lnOBB.push(line.new(id.break_loc, id.top, timenow, id.top, xloc.bar_time, extend.none, breakColor)) lnOBB.push(line.new(id.break_loc, id.btm, timenow, id.btm, xloc.bar_time, extend.none, breakColor)) lnOBB.push(line.new(id.loc, avg, timenow, avg, xloc.bar_time, extend.none, breakColor, style = line.style_dotted)) if not id.breaker bxOBB.push(box.new(id.loc, id.top, timenow, id.btm, na, bgcolor = color, extend = extend.none, xloc = xloc.bar_time)) lnOBB.push(line.new(id.loc, id.top, timenow, id.top, xloc.bar_time, extend.none, color)) lnOBB.push(line.new(id.loc, id.btm, timenow, id.btm, xloc.bar_time, extend.none, color)) lnOBB.push(line.new(id.loc, avg, timenow, avg, xloc.bar_time, extend.none, breakColor, style = line.style_dotted)) //---------------------------------------------------------------------------------------------------------------------} // Calculations - Swings //---------------------------------------------------------------------------------------------------------------------{ var ICTMS stLow = ICTMS.new() var ICTMS stHigh = ICTMS.new() var MS stMS = MS.new() if queryPatterns(bar.low, bar.low[1], bar.low[2], false) stLow.UP DATRPattern(bar.low[1], bar.index[1]) stLow.lastLabel := label.new(stLow.lastIndex, stLow.lastPrice, '&#10625;', color = color(na), textcolor = swShow and swTerm == 'Short Term' ? swBearColor : color(na), style = label.style_label_up, size = textSize(swSwingsSZ), tooltip = str.tostring(stLow.lastPrice, format.mintick)) if queryPatterns(bar.high, bar.high[1], bar.high[2], true) stHigh.UP DATRPattern(bar.high[1], bar.index[1]) stHigh.lastLabel := label.new(bar.index[1], bar.high[1], '&#10625;', color = color(na), textcolor = swShow and swTerm == 'Short Term' ? swBullColor : color(na), style = label.style_label_down, size = textSize(swSwingsSZ), tooltip = str.tostring(bar.high[1], format.mintick)) var ICTMS itLow = ICTMS.new() var ICTMS itHigh = ICTMS.new() var MS itMS = MS.new() cITL = stLow.queryPatterns(false) if cITL and cITL != cITL[1] itLow.UP DATRPattern(stLow.midPrice, stLow.midIndex) itLow.lastLabel := stLow.midLabel if swShow and swTerm == 'Intermediate Term' stLow.midLabel.set_size(textSize(swSwingsSZ)) stLow.midLabel.set_textcolor(swBearColor) cITH = stHigh.queryPatterns(true) if cITH and cITH != cITH[1] itHigh.UP DATRPattern(stHigh.midPrice, stHigh.midIndex) itHigh.lastLabel := stHigh.midLabel if swShow and swTerm == 'Intermediate Term' stHigh.midLabel.set_size(textSize(swSwingsSZ)) stHigh.midLabel.set_textcolor(swBullColor) var ICTMS ltLow = ICTMS.new() var ICTMS ltHigh = ICTMS.new() var MS ltMS = MS.new() cLTL = itLow.queryPatterns(false) if cLTL and cLTL != cLTL[1] ltLow.isCrossed := false ltLow.lastPrice := itLow.midPrice ltLow.lastIndex := itLow.midIndex if swShow and swTerm == 'Long Term' itLow.midLabel.set_size(textSize(swSwingsSZ)) itLow.midLabel.set_textcolor(swBearColor) cLTH = itHigh.queryPatterns(true) if cLTH and cLTH != cLTH[1] ltHigh.isCrossed := false ltHigh.lastPrice := itHigh.midPrice ltHigh.lastIndex := itHigh.midIndex if swShow and swTerm == 'Long Term' itHigh.midLabel.set_size(textSize(swSwingsSZ)) itHigh.midLabel.set_textcolor(swBullColor) //---------------------------------------------------------------------------------------------------------------------} // Calculations - Market Structures //---------------------------------------------------------------------------------------------------------------------{ if msShow if msTerm == 'Short Term' stLow.renderStructures(false, stMS, msBearColor, msLineStyle, msText) stHigh.renderStructures(true, stMS, msBullColor, msLineStyle, msText) if msTerm == 'Intermediate Term' itLow.renderStructures(false, itMS, msBearColor, msLineStyle, msText) itHigh.renderStructures(true, itMS, msBullColor, msLineStyle, msText) if msTerm == 'Long Term' ltLow.renderStructures(false, ltMS, msBearColor, msLineStyle, msText) ltHigh.renderStructures(true, ltMS, msBullColor, msLineStyle, msText) //---------------------------------------------------------------------------------------------------------------------} // Calculations - Buyside & Sellside Liquidity //---------------------------------------------------------------------------------------------------------------------{ maxSize = 50 atr = ta.atr(10) var ZZ aZZ = ZZ.new( array.new <int> (maxSize, 0), array.new <int> (maxSize, 0), array.new <float>(maxSize, na) ) var liq[] b_liq_B = array.new<liq> (1, liq.new(box(na), box(na), box(na), false, false, line(na), line(na))) var liq[] b_liq_S = array.new<liq> (1, liq.new(box(na), box(na), box(na), false, false, line(na), line(na))) var b_liq_V = array.new_box() var int dir = na, var int x1 = na, var float y1 = na, var int x2 = na, var float y2 = na [topLQ, btmLQ] = switch liqTerm 'Short Term' => [SWING.new(stHigh.lastPrice, stHigh.lastIndex), SWING.new(stLow.lastPrice, stLow.lastIndex)] 'Intermediate Term' => [SWING.new(itHigh.lastPrice, itHigh.lastIndex), SWING.new(itLow.lastPrice, itLow.lastIndex)] 'Long Term' => [SWING.new(ltHigh.lastPrice, ltHigh.lastIndex), SWING.new(ltLow.lastPrice, ltLow.lastIndex)] if not liqBuySell topLQ := SWING.new(0, 0) btmLQ := SWING.new(0, 0) swingHigh = topLQ.y swingLow = btmLQ.y x2 := bar.index - 1 if swingHigh > 0 and swingHigh != swingHigh[1] dir := aZZ.d.get(0) x1 := aZZ.x.get(0) x2 := topLQ.x y1 := aZZ.y.get(0) y2 := swingHigh//nz(bar.high[1]) if dir < 1 aZZ.in_out(1, x2, y2) else if dir == 1 and swingHigh > y1 aZZ.x.set(0, x2), aZZ.y.set(0, y2) if true count = 0 st_P = 0. st_B = 0 minP = 0. maxP = 10e6 for i = 0 to maxSize - 1 if aZZ.d.get(i) == 1 if aZZ.y.get(i) > swingHigh + (atr / liqMar) break else if aZZ.y.get(i) > swingHigh - (atr / liqMar) and aZZ.y.get(i) < swingHigh + (atr / liqMar) count += 1 st_B := aZZ.x.get(i) st_P := aZZ.y.get(i) if aZZ.y.get(i) > minP minP := aZZ.y.get(i) if aZZ.y.get(i) < maxP maxP := aZZ.y.get(i) if count > 2 getB = b_liq_B.get(0) if st_B == getB.bx.get_left() getB.bx.set_top(math.avg(minP, maxP) + (atr / liqMar)) getB.bx.set_rightbottom(bar.index + 10, math.avg(minP, maxP) - (atr / liqMar)) else b_liq_B.unshift( liq.new( box.new(st_B, math.avg(minP, maxP) + (atr / liqMar), bar.index + 10, math.avg(minP, maxP) - (atr / liqMar), bgcolor=color(na), border_color=color(na)), box.new(na, na, na, na, bgcolor = color(na), border_color = color(na)), box.new(st_B, st_P, bar.index + 10, st_P, text = 'Buyside liquidity', text_size = size.tiny, text_halign = text.align_left, text_valign = text.align_bottom, text_color = color.new(cLIQ_B, 25), bgcolor = color(na), border_color = color(na)), false, false, line.new(st_B , st_P, bar.index - 1, st_P, color = color.new(cLIQ_B, 0)), line.new(bar.index - 1, st_P, na , st_P, color = color.new(cLIQ_B, 0), style = line.style_dotted)) ) if b_liq_B.size() > visLiq getLast = b_liq_B.pop() getLast.bx.delete() getLast.bxz.delete() getLast.bxt.delete() getLast.ln.delete() getLast.lne.delete() if swingLow > 0 and swingLow != swingLow[1] dir := aZZ.d.get (0) x1 := aZZ.x.get (0) x2 := btmLQ.x y1 := aZZ.y.get (0) y2 := swingLow//nz(bar.low[1]) if dir > -1 aZZ.in_out(-1, x2, y2) else if dir == -1 and swingLow < y1 aZZ.x.set(0, x2), aZZ.y.set(0, y2) if true count = 0 st_P = 0. st_B = 0 minP = 0. maxP = 10e6 for i = 0 to maxSize - 1 if aZZ.d.get(i) == -1 if aZZ.y.get(i) < swingLow - (atr / liqMar) break else if aZZ.y.get(i) > swingLow - (atr / liqMar) and aZZ.y.get(i) < swingLow + (atr / liqMar) count += 1 st_B := aZZ.x.get(i) st_P := aZZ.y.get(i) if aZZ.y.get(i) > minP minP := aZZ.y.get(i) if aZZ.y.get(i) < maxP maxP := aZZ.y.get(i) if count > 2 getB = b_liq_S.get(0) if st_B == getB.bx.get_left() getB.bx.set_top(math.avg(minP, maxP) + (atr / liqMar)) getB.bx.set_rightbottom(bar.index + 10, math.avg(minP, maxP) - (atr / liqMar)) else b_liq_S.unshift( liq.new( box.new(st_B, math.avg(minP, maxP) + (atr / liqMar), bar.index + 10, math.avg(minP, maxP) - (atr / liqMar), bgcolor=color(na), border_color=color(na)), box.new(na, na, na, na, bgcolor=color(na), border_color=color(na)), box.new(st_B, st_P, bar.index + 10, st_P, text = 'Sellside liquidity', text_size = size.tiny, text_halign = text.align_left, text_valign = text.align_top, text_color = color.new(cLIQ_S, 25), bgcolor=color(na), border_color=color(na)), false, false, line.new(st_B , st_P, bar.index - 1, st_P, color = color.new(cLIQ_S, 0)), line.new(bar.index - 1, st_P, na , st_P, color = color.new(cLIQ_S, 0), style = line.style_dotted)) ) if b_liq_S.size() > visLiq getLast = b_liq_S.pop() getLast.bx.delete() getLast.bxz.delete() getLast.bxt.delete() getLast.ln.delete() getLast.lne.delete() for i = 0 to b_liq_B.size() - 1 x = b_liq_B.get(i) if not x.brL x.lne.set_x2(bar.index) if bar.high > x.bx.get_top() x.brL := true for i = 0 to b_liq_S.size() - 1 x = b_liq_S.get(i) if not x.brL x.lne.set_x2(bar.index) if bar.low < x.bx.get_bottom() x.brL := true //---------------------------------------------------------------------------------------------------------------------} // Calculations - Liquidity Voids //---------------------------------------------------------------------------------------------------------------------{ atr200 = ta.atr(200) * lqThresh dispPeriod = lqMode == 'Present' ? last_bar_index - bar_index <= lqPeriod : true if lqVoid and dispPeriod bull = bar.low - bar.high[2] > atr200 and bar.low > bar.high[2] and bar.close[1] > bar.high[2] bear = bar.low[2] - bar.high > atr200 and bar.high < bar.low[2] and bar.close[1] < bar.low[2] if bull l = 13 if bull[1] st = math.abs(bar.low - bar.low[1]) / l for i = 0 to l - 1 b_liq_V.push(box.new(bar.index - 2, bar.low[1] + i * st, bar.index, bar.low[1] + (i + 1) * st, border_color = na, bgcolor = cLQV_B )) else st = math.abs(bar.low - bar.high[2]) / l for i = 0 to l - 1 if lqText and i == 0 array.push(b_liq_V, box.new(bar.index - 2, bar.high[2] + i * st, bar.index, bar.high[2] + (i + 1) * st, text = 'Liquidity Void ', text_size = size.tiny, text_halign = text.align_right, text_valign = text.align_bottom, text_color = na, border_color = na, bgcolor = cLQV_B )) else array.push(b_liq_V, box.new(bar.index - 2, bar.high[2] + i * st, bar.index, bar.high[2] + (i + 1) * st, border_color = na, bgcolor = cLQV_B )) if bear l = 13 if bear[1] st = math.abs(bar.high[1] - bar.high) / l for i = 0 to l - 1 array.push(b_liq_V, box.new(bar.index - 2, bar.high + i * st, bar.index, bar.high + (i + 1) * st, border_color = na, bgcolor = cLQV_S )) else st = math.abs(bar.low[2] - bar.high) / l for i = 0 to l - 1 if lqText and i == l - 1 array.push(b_liq_V, box.new(bar.index - 2, bar.high + i * st, bar.index, bar.high + (i + 1) * st, text = 'Liquidity Void ', text_size = size.tiny, text_halign = text.align_right, text_valign = text.align_top, text_color = na, border_color = na, bgcolor = cLQV_S )) else array.push(b_liq_V, box.new(bar.index - 2, bar.high + i * st, bar.index, bar.high + (i + 1) * st, border_color = na, bgcolor = cLQV_S )) if b_liq_V.size() > 0 qt = b_liq_V.size() for bn = qt - 1 to 0 if bn < b_liq_V.size() cb = b_liq_V.get(bn) ba = math.avg(cb.get_bottom(), cb.get_top()) if math.sign(bar.close[1] - ba) != math.sign(bar.close - ba) or math.sign(bar.close[1] - ba) != math.sign(bar.low - ba) or math.sign(bar.close[1] - ba) != math.sign(bar.high - ba) b_liq_V.remove(bn) else cb.set_right(bar.index + 1) if bar.index - cb.get_left() > 21 cb.set_text_color(color.new(chart.fg_color, 25)) //---------------------------------------------------------------------------------------------------------------------} // Order & Breaker Blocks //---------------------------------------------------------------------------------------------------------------------{ depth = switch obbTerm 'Short Term' => 1 'Intermediate Term' => 2 'Long Term' => 3 var fractalHigh = array.new<vector>(0) var fractalLow = array.new<vector>(0) if barstate.isfirst for i = 0 to depth - 1 fractalHigh.push(vector.new(array.new<SWING>(0))) fractalLow.push(vector.new(array.new<SWING>(0))) fractalHigh.get(0).v.unshift(SWING.new(bar.high, bar.index)) fractalLow.get(0).v.unshift(SWING.new(bar.low, bar.index)) if fractalHigh.get(0).v.size() > 3 fractalHigh.get(0).v.pop() if fractalLow.get(0).v.size() > 3 fractalLow.get(0).v.pop() top = fractalHigh.detectSwings('bull', depth) btm = fractalLow.detectSwings('bear', depth) if obbShow max = obbUseBody ? math.max(bar.close, bar.open) : bar.high min = obbUseBody ? math.min(bar.close, bar.open) : bar.low var bullish_ob = array.new<ob>(0) if bar.close > top.y and not top.crossed top.crossed := true minima = max[1] maxima = min[1] loc = time[1] for i = 1 to (bar.index - top.x) - 1 minima := math.min(min[i], minima) maxima := minima == min[i] ? max[i] : maxima loc := minima == min[i] ? time[i] : loc bullish_ob.unshift(ob.new(maxima, minima, loc)) if bullish_ob.size() > 100//obbBullLast bullish_ob.pop() if bullish_ob.size() > 0 for i = bullish_ob.size() - 1 to 0 element = bullish_ob.get(i) if not element.breaker if math.min(bar.close, bar.open) < element.btm element.breaker := true element.break_loc := time else if bar.close > element.top bullish_ob.remove(i) var bearish_ob = array.new<ob>(0) if bar.close < btm.y and not btm.crossed btm.crossed := true minima = min[1] maxima = max[1] loc = time[1] for i = 1 to (bar.index - btm.x) - 1 maxima := math.max(max[i], maxima) minima := maxima == max[i] ? min[i] : minima loc := maxima == max[i] ? time[i] : loc bearish_ob.unshift(ob.new(maxima, minima, loc)) if bearish_ob.size() > 100//obbBearLast bearish_ob.pop() if bearish_ob.size() > 0 for i = bearish_ob.size() - 1 to 0 element = bearish_ob.get(i) if not element.breaker if math.max(bar.close, bar.open) > element.top element.breaker := true element.break_loc := time else if bar.close < element.btm bearish_ob.remove(i) if bxOBB.size() > 0 for i = 0 to bxOBB.size() - 1 box.delete(bxOBB.shift()) if lnOBB.size() > 0 for i = 0 to lnOBB.size() - 1 line.delete(lnOBB.shift()) if barstate.islast if obbBullLast > 0 and bullish_ob.size() > 0 for i = 0 to math.min(obbBullLast - 1, bullish_ob.size() - 1) get_ob = bullish_ob.get(i) get_ob.renderBlocks(obbBullColor, obbBullBreakColor) if obbBearLast > 0 and bearish_ob.size() > 0 for i = 0 to math.min(obbBearLast - 1, bearish_ob.size() - 1) get_ob = bearish_ob.get(i) get_ob.renderBlocks(obbBearColor, obbBearBreakColor) //---------------------------------------------------------------------------------------------------------------------}