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// This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International
// https://creativecommons.org/licenses/by-nc-sa/4.0/
// © BigBeluga
//@version=5
indicator("Volumatic Variable Index Dynamic Average [BigBeluga]", "Volumatic VIDYA [BigBeluga]",
overlay = true, max_lines_count = 500, max_labels_count = 500)
// INPUTS ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// Input parameters for length, momentum, and source data
int vidya_length = input.int(10, "VIDYA Length") // Length of the VIDYA calculation
int vidya_momentum = input.int(20, "VIDYA Momentum") // Momentum length for VIDYA
float band_distance = input.float(2, "Distance factor for upper/lower bands", step = 0.1) // Distance factor for upper/lower bands
// Define pivot parameters
int pivot_left_bars = 3 // Left side pivot bars
int pivot_right_bars = pivot_left_bars // Right side pivot bars
float source = input.source(close, "Source") // Source for VIDYA calculation
// Define colors for up and down trends
color up_trend_color = input(#17dfad, "+", group = "Color", inline = "c") // Color for uptrend
color down_trend_color = input(#dd326b, "-", group = "Color", inline = "c") // Color for downtrend
bool shadow = input.bool(true, "Shadow", group = "Color", inline = "c")
// Initialize variables for line, volume, and trend state
var line pivot_line = na // Variable for storing line references
var float volume_value = na // Variable for storing volume data
float smoothed_value = na // Smoothing variable for VIDYA trend levels
var bool is_trend_up = na // Boolean variable for tracking trend direction
// Initialize arrays for storing line and volume information
var array<line> liquidity_lines_low = array.new<line>(500) // Array for storing lines for lows
var array<line> liquidity_lines_high = array.new<line>(500) // Array for storing lines for highs
var float up_trend_volume = na // Volume accumulated during uptrend
var float down_trend_volume = na // Volume accumulated during downtrend
// }
// FUNCTIONS―――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// Define VIDYA (Variable Index Dynamic Average) function
vidya_calc(src, vidya_length, vidya_momentum) =>
float momentum = ta.change(src)
float sum_pos_momentum = math.sum((momentum >= 0) ? momentum : 0.0, vidya_momentum)
float sum_neg_momentum = math.sum((momentum >= 0) ? 0.0 : -momentum, vidya_momentum)
float abs_cmo = math.abs(100 * (sum_pos_momentum - sum_neg_momentum) / (sum_pos_momentum + sum_neg_momentum))
float alpha = 2 / (vidya_length + 1)
var float vidya_value = 0.0
vidya_value := alpha * abs_cmo / 100 * src + (1 - alpha * abs_cmo / 100) * nz(vidya_value[1])
ta.sma(vidya_value, 15)
// Method to extend lines and add labels for liquidity levels
method extend_liquidity_lines(array<line> line_array, float price_level, bool is_cross, volume_val)=>
if line_array.size() > 0 and last_bar_index - bar_index < 5000
for i = 0 to line_array.size()-1
if i < line_array.size()
line liquidity_line = line_array.get(i)
float current_line_level = line.get_y2(liquidity_line)
bool price_cross = is_cross
? price_level < current_line_level and price_level[1] >= current_line_level
: price_level > current_line_level and price_level[1] <= current_line_level
bool is_short_line = bar_index - line.get_x1(liquidity_line) < 50
if price_cross and is_short_line
line.set_x2(liquidity_line, bar_index)
line_array.remove(i)
// Add volume label to the liquidity zone
label.new(bar_index-1, price_level[1],
str.tostring(volume_val, format.volume),
color = color.rgb(0, 0, 0, 99),
style = is_cross ? label.style_label_lower_left : label.style_label_upper_left,
textcolor = chart.fg_color,
size = size.small)
// Add a circle label to represent liquidity zone
label.new(bar_index-1, price_level[1],
text = "◉",
color = #00000003,
textcolor = is_cross ? down_trend_color : up_trend_color,
style = label.style_label_center,
size = size.normal)
// }
// CALCULATIONS――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// Calculate the Average True Range (ATR)
float atr_value = ta.atr(200) // ATR calculation with length of 200
// Calculate the VIDYA (Variable Index Dynamic Average)
vidya_value = vidya_calc(source, vidya_length, vidya_momentum)
// Calculate upper and lower bands based on VIDYA and ATR
float upper_band = vidya_value + atr_value * band_distance
float lower_band = vidya_value - atr_value * band_distance
// Detect trend direction using crossovers of source with bands
if ta.crossover(source, upper_band)
is_trend_up := true
if ta.crossunder(source, lower_band)
is_trend_up := false
// Set trend-based smoothing variable
if is_trend_up
smoothed_value := lower_band
if not is_trend_up
smoothed_value := upper_band
if ta.change(is_trend_up)
smoothed_value := na
// Calculate pivot highs and lows for price action
float pivot_high = ta.pivothigh(pivot_left_bars, pivot_right_bars)
float pivot_low = ta.pivotlow(close, pivot_left_bars, pivot_right_bars)
// Create and store lines for pivot lows (support zones)
if low[pivot_right_bars] > smoothed_value and pivot_low
pivot_line := line.new(
bar_index[pivot_right_bars],
low[pivot_right_bars],
bar_index[pivot_right_bars]+5,
low[pivot_right_bars],
color = color.new(up_trend_color, 50)
)
liquidity_lines_low.push(pivot_line)
volume_value := math.sum(volume, pivot_right_bars + pivot_left_bars) / (pivot_right_bars + pivot_left_bars)
// Create and store lines for pivot highs (resistance zones)
if high[pivot_right_bars] < smoothed_value and pivot_high
pivot_line := line.new(
bar_index[pivot_right_bars],
high[pivot_right_bars],
bar_index[pivot_right_bars]+5,
high[pivot_right_bars],
color = color.new(down_trend_color, 50)
)
liquidity_lines_high.push(pivot_line)
volume_value := math.sum(-volume, pivot_right_bars + pivot_left_bars) / (pivot_right_bars + pivot_left_bars)
// Extend lines to track price movements
liquidity_lines_high.extend_liquidity_lines(smoothed_value, true, volume_value)
liquidity_lines_low.extend_liquidity_lines(smoothed_value, false, volume_value)
// Detect changes in the trend direction
bool trend_cross_up = not is_trend_up[1] and is_trend_up
bool trend_cross_down = not is_trend_up and is_trend_up[1]
// Reset volume counters when trend changes
if ta.change(trend_cross_up) or ta.change(trend_cross_down)
up_trend_volume := 0
down_trend_volume := 0
// Accumulate volume during trends
if not(ta.change(trend_cross_up) or ta.change(trend_cross_down))
up_trend_volume += (close > open ? volume : 0)
down_trend_volume += (close < open ? volume : 0)
// Calculate average volume
float avg_volume_delta = (up_trend_volume + down_trend_volume) / 2
// Determine the color of the trend
color trend_color = is_trend_up ? up_trend_color
: not is_trend_up ? down_trend_color
: chart.fg_color
// Calculate delta volume percentage
string delta_volume =
str.tostring(((up_trend_volume - down_trend_volume) / avg_volume_delta) * 100, format.percent) == "NaN%"
? "0%"
: str.tostring(((up_trend_volume - down_trend_volume) / avg_volume_delta) * 100, format.percent)
// }
// PLOT ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// Display labels for volume and trend statistics on the last bar
if barstate.islast
label.delete(
label.new(bar_index, smoothed_value,
"Buy: " + str.tostring(up_trend_volume, format.volume)
+ "₩n Sell: " + str.tostring(down_trend_volume, format.volume)
+ "₩nDelta Volume: " + delta_volume,
color = color.new(trend_color, 90),
style = is_trend_up ? label.style_label_upper_left : label.style_label_lower_left,
textcolor = chart.fg_color
)[1])
label.delete(label.new(bar_index, smoothed_value,
text = "✪",
color = #00000003,
textcolor = trend_color,
style = label.style_label_center,
size = size.large)[1])
// Plot the VIDYA trend line
p1 = plot(smoothed_value, color = trend_color, linewidth = 2, style = plot.style_linebr)
p2 = plot(hl2, display = display.none)
// Fill between the plot and the VIDYA line
fill(p1, p2, smoothed_value, hl2, color.new(trend_color, shadow ? 80 : 100), na)
// Plot trend change markers (up and down arrows)
plotshape(
series = trend_cross_up[1] ? smoothed_value[0] : na,
title = "Trend Up",
style = shape.labelup,
location = location.absolute,
color = color.new(up_trend_color, 50),
text = "▲",
textcolor = chart.fg_color
)
plotshape(
series = trend_cross_down[1] ? smoothed_value[0] : na,
title = "Trend Down",
style = shape.labeldown,
location = location.absolute,
color = color.new(down_trend_color, 50),
text = "▼",
textcolor = chart.fg_color
)
// }
2024-12-11
641
글번호 186174
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