Created
July 21, 2021 03:35
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AIO MAs for pinescript
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//@version=4 | |
study(title="AIO MAs", shorttitle="AIO MAs", overlay=true, resolution="", resolution_gaps=true) | |
computeVWAP(src, isNewPeriod, stDevMultiplier) => | |
var float sumSrcVol = na | |
var float sumVol = na | |
var float sumSrcSrcVol = na | |
sumSrcVol := isNewPeriod ? src * volume : src * volume + sumSrcVol[1] | |
sumVol := isNewPeriod ? volume : volume + sumVol[1] | |
// sumSrcSrcVol calculates the dividend of the equation that is later used to calculate the standard deviation | |
sumSrcSrcVol := isNewPeriod ? volume * pow(src, 2) : volume * pow(src, 2) + sumSrcSrcVol[1] | |
_vwap = sumSrcVol / sumVol | |
variance = sumSrcSrcVol / sumVol - pow(_vwap, 2) | |
variance := variance < 0 ? 0 : variance | |
stDev = sqrt(variance) | |
lowerBand = _vwap - stDev * stDevMultiplier | |
upperBand = _vwap + stDev * stDevMultiplier | |
[_vwap, lowerBand, upperBand] | |
hideonDWM = input(true, title="Hide VWAP on 1D or Above", group="VWAP Settings") | |
var anchor = input(defval = "Session", title="Anchor Period", type=input.string, | |
options=["Session", "Week", "Month", "Quarter", "Year", "Decade", "Century", "Earnings", "Dividends", "Splits"], group="VWAP Settings") | |
src = input(title = "Source", type = input.source, defval = hlc3, group="VWAP Settings") | |
offset = input(0, title="Offset", group="VWAP Settings") | |
// showBands = input(false, title="Calculate Bands", group="Standard Deviation Bands Settings") | |
// stdevMult = input(1.0, title="Bands Multiplier", group="Standard Deviation Bands Settings") | |
stdevMult = 1.0 | |
timeChange(period) => | |
change(time(period)) | |
new_earnings = earnings(syminfo.tickerid, earnings.actual, barmerge.gaps_on, barmerge.lookahead_on) | |
new_dividends = dividends(syminfo.tickerid, dividends.gross, barmerge.gaps_on, barmerge.lookahead_on) | |
new_split = splits(syminfo.tickerid, splits.denominator, barmerge.gaps_on, barmerge.lookahead_on) | |
isNewPeriod = anchor == "Earnings" ? new_earnings : | |
anchor == "Dividends" ? new_dividends : | |
anchor == "Splits" ? new_split : | |
na(src[1]) ? true : | |
anchor == "Session" ? timeChange("D") : | |
anchor == "Week" ? timeChange("W") : | |
anchor == "Month" ? timeChange("M") : | |
anchor == "Quarter" ? timeChange("3M") : | |
anchor == "Year" ? timeChange("12M") : | |
anchor == "Decade" ? timeChange("12M") and year % 10 == 0 : | |
anchor == "Century" ? timeChange("12M") and year % 100 == 0 : | |
false | |
float vwapValue = na | |
float std = na | |
float upperBandValue = na | |
float lowerBandValue = na | |
if not (hideonDWM and timeframe.isdwm) | |
[_vwap, bottom, top] = computeVWAP(src, isNewPeriod, stdevMult) | |
vwapValue := _vwap | |
// upperBandValue := showBands ? top : na | |
// lowerBandValue := showBands ? bottom : na | |
plot(vwapValue, title="VWAP", color=#2962FF, offset=offset) | |
type = input(defval = "EMA", title = "Type", options = ["EMA", "SMA"]) | |
len1=input(8, title ="MA 1") | |
len2=input(13, title ="MA 2") | |
len3=input(21, title = "MA 3") | |
len4=input(55, title = "MA 4") | |
len5=input(89, title = "MA 5") | |
len6=input(144, title = "MA 6") | |
len7=input(233, title = "MA 7") | |
onOff1 = input(defval=true, title="Enable 1") | |
onOff2 = input(defval=true, title="Enable 2") | |
onOff3 = input(defval=true, title="Enable 3") | |
onOff4 = input(defval=true, title="Enable 4") | |
onOff5 = input(defval=true, title="Enable 5") | |
onOff6 = input(defval=true, title="Enable 6") | |
onOff7 = input(defval=true, title="Enable 7") | |
atrPeriod = input(5, "ATR Length") | |
factor = input(2, "Factor") | |
[supertrend, direction] = supertrend(factor, atrPeriod) | |
upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color = color.green, style=plot.style_linebr) | |
downTrend = plot(direction < 0? na : supertrend, "Down Trend", color = color.red, style=plot.style_linebr) | |
ma1 = type == "EMA" ? ema(close, len1) : sma(close, len1) | |
ma2 = type == "EMA" ? ema(close, len2) : sma(close, len2) | |
ma3 = type == "EMA" ? ema(close, len3) : sma(close, len3) | |
ma4 = type == "EMA" ? ema(close, len4) : sma(close, len4) | |
ma5 = type == "EMA" ? ema(close, len5) : sma(close, len5) | |
ma6 = type == "EMA" ? ema(close, len6) : sma(close, len6) | |
ma7 = type == "EMA" ? ema(close, len7) : sma(close, len7) | |
c1=#FFE9AF | |
c2=#F7F7F0 | |
c3=#BAF1BE | |
c4=#FFBFBF | |
c5=#4E67EB | |
c6 = #EB6E3D | |
c7 = #4C5175 | |
col1 = c1 | |
col2 = c2 | |
col3 = c3 | |
col4 = c4 | |
col5 = c5 | |
col6 = c6 | |
col7 = c7 | |
p1 = plot(onOff1 ? ma1 : na, title = "MA 1", color = col1, linewidth = 1, style = plot.style_linebr) | |
p2 = plot(onOff2 ? ma2 : na, title = "MA 2", color = col2, linewidth = 1, style = plot.style_linebr) | |
p3 = plot(onOff3 ? ma3 : na, title = "MA 3", color = col3, linewidth = 1, style = plot.style_linebr) | |
p4 = plot(onOff4 ? ma4 : na, title = "MA 4", color = col4, linewidth = 1, style = plot.style_linebr) | |
p5 = plot(onOff5 ? ma5 : na, title = "MA 5", color = col5, linewidth = 1, style = plot.style_linebr) | |
p6 = plot(onOff6 ? ma6 : na, title = "MA 6", color = col6, linewidth = 1, style = plot.style_linebr) | |
p7 = plot(onOff6 ? ma7 : na, title = "MA 7", color = col7, linewidth = 1, style = plot.style_linebr) | |
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