RicardoSantos

test-mtfbias-overlay

EXPERIMENTAL:
Artsy way to look at market fractality flow at intraday levels :D
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//@version=2
study(title='test-mtfbias-overlay', overlay=true)
tf00 = input(title='Timeframe 00:', type=string, defval='D', confirm=false)
tf01 = input(title='Timeframe 01:', type=string, defval='720', confirm=false)
tf02 = input(title='Timeframe 02:', type=string, defval='360', confirm=false)
tf03 = input(title='Timeframe 03:', type=string, defval='240', confirm=false)
tf04 = input(title='Timeframe 04:', type=string, defval='60', confirm=false)
tf05 = input(title='Timeframe 05:', type=string, defval='30', confirm=false)

f_query_sec(_tf)=>security(tickerid, _tf, open)

s00 = f_query_sec(tf00)
s01 = f_query_sec(tf01)
s02 = f_query_sec(tf02)
s03 = f_query_sec(tf03)
s04 = f_query_sec(tf04)
s05 = f_query_sec(tf05)

q00 = close >= s00
q01 = close >= s01
q02 = close >= s02
q03 = close >= s03
q04 = close >= s04
q05 = close >= s05

pos01 = s01 >= s00 ? s01 : na
pos02 = s02 >= s01 ? s02 : na
pos03 = s03 >= s02 ? s03 : na
pos04 = s04 >= s03 ? s04 : na
pos05 = s05 >= s04 ? s05 : na

neg01 = s01 <= s00 ? s01 : na
neg02 = s02 <= s01 ? s02 : na
neg03 = s03 <= s02 ? s03 : na
neg04 = s04 <= s03 ? s04 : na
neg05 = s05 <= s04 ? s05 : na

b00 = plot(title='B00', series=change(s00)!=0?na:s00, style=linebr, color=q00?green:maroon)
b01 = plot(title='B01', series=change(s01)!=0?na:s01, style=linebr, color=q00?q01?green:gray:q01?gray:maroon)
b02 = plot(title='B02', series=change(s02)!=0?na:s02, style=linebr, color=q00?q02?green:gray:q02?gray:maroon)
b03 = plot(title='B03', series=change(s03)!=0?na:s03, style=linebr, color=q00?q03?green:gray:q03?gray:maroon)
b04 = plot(title='B04', series=change(s04)!=0?na:s04, style=linebr, color=q00?q04?green:gray:q04?gray:maroon)
b05 = plot(title='B05', series=change(s05)!=0?na:s05, style=linebr, color=q00?q05?green:gray:q05?gray:maroon)

p01 = plot(title='P01', series=change(pos01)!=0?na:pos01, style=linebr, color=q00?q01?green:gray:q01?gray:maroon)
p02 = plot(title='P02', series=change(pos02)!=0?na:pos02, style=linebr, color=q00?q02?green:gray:q02?gray:maroon)
p03 = plot(title='P03', series=change(pos03)!=0?na:pos03, style=linebr, color=q00?q03?green:gray:q03?gray:maroon)
p04 = plot(title='P04', series=change(pos04)!=0?na:pos04, style=linebr, color=q00?q04?green:gray:q04?gray:maroon)
p05 = plot(title='P05', series=change(pos05)!=0?na:pos05, style=linebr, color=q00?q05?green:gray:q05?gray:maroon)

n01 = plot(title='N01', series=change(neg01)!=0?na:neg01, style=linebr, color=q00?q01?green:gray:q01?gray:maroon)
n02 = plot(title='N02', series=change(neg02)!=0?na:neg02, style=linebr, color=q00?q02?green:gray:q02?gray:maroon)
n03 = plot(title='N03', series=change(neg03)!=0?na:neg03, style=linebr, color=q00?q03?green:gray:q03?gray:maroon)
n04 = plot(title='N04', series=change(neg04)!=0?na:neg04, style=linebr, color=q00?q04?green:gray:q04?gray:maroon)
n05 = plot(title='N05', series=change(neg05)!=0?na:neg05, style=linebr, color=q00?q05?green:gray:q05?gray:maroon)

fill(b00, p01, color=green, transp=0)
fill(b00, n01, color=maroon, transp=0)

fill(b01, p02, color=green, transp=0)
fill(b01, n02, color=maroon, transp=0)

fill(b02, p03, color=lime, transp=0)
fill(b02, n03, color=red, transp=0)

fill(b03, p04, color=lime, transp=0)
fill(b03, n04, color=red, transp=0)

fill(b04, p05, color=olive, transp=0)
fill(b04, n05, color=orange, transp=0)
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