lonestar108

Squeeze Momentum + Godmode 9/26/52 + Laguerre RSI + VIX + Willy

Squeeze Momentum + Godmode 9/26/52 + Laguerre RSI + VIX             + Willy
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study(shorttitle = "Squeeze Momentum + Godmode 9/26/52 + Laguerre RSI + VIX + Willy", title="Squeeze Momentum + Godmode 9/26/52 + Laguerre RSI + VIX + Willy", overlay=false)

n1 = input(9, "Channel Length")
n2 = input(26, "Average Length")
n3 = input(52, "Short length")
multi = input(type=bool, defval=false, title="Multi-exchange?")
src0 = hlc3
 
src1 = security("BITFINEX:BTCUSD", period, src0), src2 = security("BTCE:BTCUSD", period, src0)
src3 = security("OKCOIN:BTCUSD", period, src0), src4 = security("HUOBI:BTCCNY", period, src0)
 
tci(src) => ema((src - ema(src, n1)) / (0.025 * ema(abs(src - ema(src, n1)), n1)), n2)+50
mf(src) => rsi(sum(volume * (change(src) <= 0 ? 0 : src), n3), sum(volume * (change(src) >= 0 ? 0 : src), n3))
willy(src) => 60 * (src - highest(src, n2)) / (highest(src, n2) - lowest(src, n2)) + 80
csi(src) => avg(rsi(src, n3),tsi(src0,n1,n2)*50+50)
 
godmode(src) => avg(tci(src),csi(src),mf(src),willy(src))
tradition(src) => avg(tci(src),mf(src),rsi(src, n3))
 
wt1 = multi?avg(godmode(src0),godmode(src1),godmode(src2),godmode(src3),godmode(src4)):tradition(src0)
wt2 = sma(wt1,6)
 
extended = wt2<20 ? (wt2+5)/10 : wt2>80 ? (wt2-5)/10 : na
 
plot((wt1/3)-13, color=purple, style=histogram, linewidth=3)
plot((wt2/3)-13, color=purple, style=histogram, linewidth=3)
//plot(ema(((wt1-wt2)/5) -5,n3), color=aqua, style=area, transp=80)
plot(extended, title="Caution!", color=yellow, style=circles, linewidth=2)
 
hline(80)
hline(60)
hline(40)
hline(20)

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

pd = input(22, title="LookBack Period Standard Deviation High")
bbl = input(20, title="Bolinger Band Length")
mult = input(2.0    , minval=1, maxval=5, title="Bollinger Band Standard Devaition Up")
lb = input(50  , title="Look Back Period Percentile High")
ph = input(.85, title="Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%")
pl = input(1.01, title="Lowest Percentile - 1.10=90%, 1.05=95%, 1.01=99%")
hp = input(false, title="Show High Range - Based on Percentile and LookBack Period?")
sd = input(false, title="Show Standard Deviation Line?")

wvf = ((highest(close, pd)-low)/(highest(close, pd)))*100

sDev = mult * stdev(wvf, bbl)
midLine = sma(wvf, bbl)
lowerBand = midLine - sDev
upperBand = midLine + sDev

rangeHigh = (highest(wvf, lb)) * ph
rangeLow = (lowest(wvf, lb)) * pl


col = wvf >= upperBand or wvf >= rangeHigh ? yellow : gray


plot(hp and rangeHigh ? rangeHigh/2 : na, title="Range High Percentile", style=line, linewidth=4, color=orange)
plot(hp and rangeLow ? rangeLow/2 : na, title="Range High Percentile", style=line, linewidth=4, color=orange)
plot(wvf >= upperBand or wvf >= rangeHigh ? wvf /2 : na, title="Williams Vix Fix", style=histogram, linewidth = 4, color=col)
plot(sd and upperBand ? upperBand/2 : na, title="Upper Band", style=line, linewidth = 3, color=aqua)

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

length = input(20, title="BB Length")
lengthKC=input(20, title="KC Length")
multKC = input(1.5, title="KC MultFactor")

useTrueRange = input(true, title="Use TrueRange (KC)", type=bool)

// Calculate BB
source = close
basis = sma(source, length)
dev = multKC * stdev(source, length)
upperBB = basis + dev
lowerBB = basis - dev

// Calculate KC
ma = sma(source, lengthKC)
range = useTrueRange ? tr : (high - low)
rangema = sma(range, lengthKC)
upperKC = ma + rangema * multKC
lowerKC = ma - rangema * multKC

sqzOn  = (lowerBB > lowerKC) and (upperBB < upperKC)
sqzOff = (lowerBB < lowerKC) and (upperBB > upperKC)
noSqz  = (sqzOn == false) and (sqzOff == false)

val = linreg(source  -  avg(avg(highest(high, lengthKC), lowest(low, lengthKC)),sma(close,lengthKC)), 
            lengthKC,0) / 4

bcolor = iff( val > 0, green, maroon)
//bcolor = gray

scolor = noSqz ? blue : sqzOn ? black : gray 
plot(val, color=bcolor, style=histogram, linewidth=4, transp=50)
plot(0, color=scolor, style=cross, linewidth=1)


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

//setups
h = high
l = low
c = close
//inputs
g = input(0.75, title="Gamma")
ob = input(0.80,title="Over Bought")
os = input(0.20,title="Over Sold")
smooth = input(1,minval=1,title="Smoothing (1 = off)")
coloring = input(true,type=bool,title="3 colors?")
//calc
p = c
L0 = ((1 - g)*p)+(g*nz(L0[1]))
L1 = (-g*L0)+nz(L0[1])+(g*nz(L1[1]))
L2 = (-g*L1)+nz(L1[1])+(g*nz(L2[1]))
L3 = (-g*L2)+nz(L2[1])+(g*nz(L3[1]))
cu = (L0>L1?L0-L1:0)+(L1>L2?L1-L2:0)+(L2>L3?L2-L3:0)
cd = (L0<L1?L1-L0:0)+(L1<L2?L2-L1:0)+(L2<L3?L3-L2:0)
//plots
lrsi=ema((cu+cd==0?-1:cu+cd)==-1?0:(cu/(cu+cd==0?-1:cu+cd)), smooth)

minmax = lrsi > lrsi[1] and lrsi > os ? 0 : lrsi < lrsi[1] and lrsi < ob ? 0 : 1
minmax2 = lrsi > lrsi[1] and lrsi > os ? 0 : lrsi < lrsi[1] and lrsi < ob ? 0 : lrsi < os ? 0 : lrsi > ob ? 0 : 1

col1 =  lrsi > lrsi[1] and lrsi > os ? #00FF7B : lrsi < lrsi[1] and lrsi < ob ? #FF3571 : lrsi == lrsi ? #ECA700 : #ECA700
col2 =  lrsi > lrsi[1] and lrsi > os ? #00FF7B : lrsi < lrsi[1] and lrsi < ob ? #FF3571 : lrsi < os ? #FF3571 : lrsi > ob ? #00FF7B : lrsi == lrsi ? #ECA700 : #ECA700
coll = coloring ? col1 : col2
plot(lrsi*3, color=coll, linewidth=3,style=line)

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

length2 = input(21, minval=1)
upper = highest(length2)
lower = lowest(length2)
out = 10 * (close - upper) / (upper - lower)
src = out, len = input(13, minval=1, title="Length")
out2 = ema(out, len)
plot(out + 5, color=red, linewidth=2)
plot(out2 + 5, title="EMA", color=maroon, linewidth=2)

what does the black candle in the inceptor represent?
+2 Reply
Hey, This looks great! Excellent work! I use it for spotting short opportunities. Would you mind adding a link to an explanation how to use it? Thanks a lot!
Reply
Could you please post some rules...?? That would be helpful. Thanks.
Reply
thank you :) how did you get the volume profile?
Reply
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