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scanner.data.simple.pine
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//@version=4
study(title="ScannerData", shorttitle="_SD_")
// study(title="Average True Range", shorttitle="ATR", overlay=false)
plot(rma(tr(true), 14), title="ATR")
// study("Average Directional Index", shorttitle="ADX")
dirmov(len) =>
up = change(high)
down = -change(low)
truerange = rma(tr, len)
plus = fixnan(100 * rma(up > down and up > 0 ? up : 0, len) / truerange)
minus = fixnan(100 * rma(down > up and down > 0 ? down : 0, len) / truerange)
[plus, minus]
adx(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
[adx, plus, minus]
[adxValue, adxPlus, adxMinus] = adx(14, 14)
plot(adxValue, title="ADX")
plot(adxPlus, title="ADX+DI")
plot(adxMinus, title="ADX-DI")
plot(adxPlus[1], title="ADX+DI[1]")
plot(adxMinus[1], title="ADX-DI[1]")
// study(shorttitle="BB", title="Bollinger Bands", overlay=true)
lengthBB = 20
srcBB = close
multBB = 2
basisBB = sma(srcBB, lengthBB)
devBB = multBB * stdev(srcBB, lengthBB)
upperBB = basisBB + devBB
lowerBB = basisBB - devBB
plot(basisBB, title="BB.basis")
plot(upperBB, title="BB.upper")
plot(lowerBB, title="BB.lower")
// study(title="Moving Average Convergence/Divergence", shorttitle="MACD")
sourceMACD = close
fastLengthMACD = 12
slowLengthMACD = 26
signalLengthMACD = 9
fastMAMACD = ema(sourceMACD, fastLengthMACD)
slowMAMACD = ema(sourceMACD, slowLengthMACD)
macdMACD = fastMAMACD - slowMAMACD
signalMACD = ema(macdMACD, signalLengthMACD)
histMACD = macdMACD - signalMACD
plot(histMACD, title="MACD.hist")
plot(macdMACD, title="MACD.macd")
plot(signalMACD, title="MACD.signal")
//study(title="Momentum", shorttitle="Mom")
Mom = close - close[10]
plot(Mom, title="Mom")
plot(Mom[1], title="Mom[1]")
//study(title="Relative Strength Index", shorttitle="RSI")
RSI=rsi(close,14)
plot(RSI, title="RSI")
plot(rsi(close,7), title="RSI7")
plot(RSI[1], title="RSI[1]")
plot(rsi(close,7)[1], title="RSI7[1]")
// study(title="Moving Average", shorttitle="MA", overlay=true)
SMA5=sma(close, 5)
plot(SMA5, title="SMA5")
SMA10=sma(close, 10)
plot(SMA10, title="SMA10")
SMA20=sma(close, 20)
plot(SMA20, title="SMA20")
SMA30=sma(close, 30)
plot(SMA30, title="SMA30")
SMA50=sma(close, 50)
plot(SMA50, title="SMA50")
SMA100=sma(close, 100)
plot(SMA100, title="SMA100")
SMA200=sma(close, 200)
plot(SMA200, title="SMA200")
// study(title="Exponential Moving Average", shorttitle="EMA", overlay=true)
EMA5=ema(close, 5)
plot(EMA5, title="EMA5")
EMA10=ema(close, 10)
plot(EMA10, title="EMA10")
EMA20=ema(close, 20)
plot(EMA20, title="EMA20")
EMA30=ema(close, 30)
plot(EMA30, title="EMA30")
EMA50=ema(close, 50)
plot(EMA50, title="EMA50")
EMA100=ema(close, 100)
plot(EMA100, title="EMA100")
EMA200=ema(close, 200)
plot(EMA200, title="EMA200")
// study(title="Stochastic", shorttitle="Stoch")
lengthStoch = 14
smoothKStoch = 3
smoothDStoch = 3
kStoch = sma(stoch(close, high, low, lengthStoch), smoothKStoch)
dStoch = sma(kStoch, smoothDStoch)
plot(kStoch, title="Stoch.K")
plot(dStoch, title="Stoch.D")
plot(kStoch[1], title="Stoch.K[1]")
plot(dStoch[1], title="Stoch.D[1]")
// average volume
AvgVol = sma(volume,10)
plot(AvgVol, title="average_volume_10d_calc")
plot(volume/sma(volume[1],10), title="relative_volume_10d_calc")
plot(sma(volume,30), title="average_volume_30d_calc")
plot(sma(volume,60), title="average_volume_60d_calc")
plot(sma(volume,90), title="average_volume_90d_calc")
// Commodity Channel Index
CCI=cci(hlc3, 20)
plot(CCI, title = "CCI20")
plot(CCI[1], title = "CCI20[1]")
//plot(cci(hlc3, 100), title = "CCI100")
// Donchian Channels
donchLen = 20
donchUpper = highest(donchLen)
donchLower = lowest(donchLen)
plot(donchLower, title = "DonchCh20.Lower")
plot(donchUpper, title = "DonchCh20.Upper")
plot(avg(donchUpper, donchLower), title="DonchCh20.Middle")
// Hull Moving Average
hullMALength = 9
hullMA_n2ma=2*wma(close, hullMALength/2)
hullMA_nma=wma(close,hullMALength)
HullMA9 = wma(hullMA_n2ma - hullMA_nma, floor(sqrt(hullMALength)))
plot(HullMA9, title = "HullMA9")
// Awesome Oscillator
AO = sma(hl2, 5) - sma(hl2, 34)
plot(AO, title = "AO")
plot(AO[1], title = "AO[1]")
plot(AO[2], title = "AO[2]")
// Pivot Points
pivotX_open = float(na)
pivotX_open := nz(pivotX_open[1],open)
pivotX_high = float(na)
pivotX_high := nz(pivotX_high[1],high)
pivotX_low = float(na)
pivotX_low := nz(pivotX_low[1],low)
pivotX_prev_open = float(na)
pivotX_prev_open := nz(pivotX_prev_open[1])
pivotX_prev_high = float(na)
pivotX_prev_high := nz(pivotX_prev_high[1])
pivotX_prev_low = float(na)
pivotX_prev_low := nz(pivotX_prev_low[1])
pivotX_prev_close = float(na)
pivotX_prev_close := nz(pivotX_prev_close[1])
pivotXGetCurDate()=>
result = month(time)
if timeframe.isintraday
result := timeframe.multiplier <= 15 ? dayofmonth(time) : weekofyear(time)
else
if timeframe.isweekly or timeframe.ismonthly
result := year(time)
result
fNeg(value) => value <= 0 ? na : value
pivotX_Interval = pivotXGetCurDate()
if pivotX_Interval != pivotX_Interval[1]
pivotX_prev_open := pivotX_open
pivotX_prev_close := close[1]
pivotX_prev_high := pivotX_high
pivotX_prev_low := pivotX_low
pivotX_open := open
pivotX_high := high
pivotX_low := low
else
pivotX_high := max(pivotX_high, high)
pivotX_low := min(pivotX_low, low)
// Classic
pivotX_Median = (pivotX_prev_high + pivotX_prev_low + pivotX_prev_close)/3
plot(fNeg(pivotX_Median), title = 'Pivot.M.Classic.Middle')
plot(fNeg(pivotX_Median * 2 - pivotX_prev_low), title = 'Pivot.M.Classic.R1')
plot(fNeg(pivotX_Median * 2 - pivotX_prev_high), title = 'Pivot.M.Classic.S1')
plot(fNeg(pivotX_Median + 1*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Classic.R2')
plot(fNeg(pivotX_Median - 1*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Classic.S2')
plot(fNeg(pivotX_Median + 2*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Classic.R3')
plot(fNeg(pivotX_Median - 2*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Classic.S3')
// Fibonacci
plot(fNeg(pivotX_Median), title = 'Pivot.M.Fibonacci.Middle')
plot(fNeg(pivotX_Median + 0.382 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.R1')
plot(fNeg(pivotX_Median - 0.382 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.S1')
plot(fNeg(pivotX_Median + 0.618 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.R2')
plot(fNeg(pivotX_Median - 0.618 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.S2')
plot(fNeg(pivotX_Median + 1 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.R3')
plot(fNeg(pivotX_Median - 1 * (pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Fibonacci.S3')
// Woodie
pivotX_Woodie_Median = (pivotX_prev_high + pivotX_prev_low + pivotX_open * 2)/4
plot(fNeg(pivotX_Woodie_Median), title = 'Pivot.M.Woodie.Middle')
plot(fNeg(pivotX_Woodie_Median * 2 - pivotX_prev_low), title = 'Pivot.M.Woodie.R1')
plot(fNeg(pivotX_Woodie_Median * 2 - pivotX_prev_high), title = 'Pivot.M.Woodie.S1')
plot(fNeg(pivotX_Woodie_Median + 1*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Woodie.R2')
plot(fNeg(pivotX_Woodie_Median - 1*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Woodie.S2')
plot(fNeg(pivotX_prev_high + 2*(pivotX_Woodie_Median - pivotX_prev_low)), title = 'Pivot.M.Woodie.R3')
plot(fNeg(pivotX_prev_low - 2*(pivotX_prev_high - pivotX_Woodie_Median)), title = 'Pivot.M.Woodie.S3')
// Demark
pivotX_Demark_X = pivotX_prev_high + pivotX_prev_low*2 + pivotX_prev_close
if pivotX_prev_close == pivotX_prev_open
pivotX_Demark_X := pivotX_prev_high + pivotX_prev_low + pivotX_prev_close*2
if pivotX_prev_close > pivotX_prev_open
pivotX_Demark_X := pivotX_prev_high*2 + pivotX_prev_low + pivotX_prev_close
plot(fNeg(pivotX_Demark_X/4), title = 'Pivot.M.Demark.Middle')
plot(fNeg(pivotX_Demark_X/2 - pivotX_prev_low), title = 'Pivot.M.Demark.R1')
plot(fNeg(pivotX_Demark_X/2 - pivotX_prev_high), title = 'Pivot.M.Demark.S1')
// Camarilla
plot(fNeg(pivotX_Median), title = 'Pivot.M.Camarilla.Middle')
plot(fNeg(pivotX_prev_close + 1.1/12.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.R1')
plot(fNeg(pivotX_prev_close - 1.1/12.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.S1')
plot(fNeg(pivotX_prev_close + 1.1/6.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.R2')
plot(fNeg(pivotX_prev_close - 1.1/6.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.S2')
plot(fNeg(pivotX_prev_close + 1.1/4.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.R3')
plot(fNeg(pivotX_prev_close - 1.1/4.0*(pivotX_prev_high - pivotX_prev_low)), title = 'Pivot.M.Camarilla.S3')
// study("Aroon")
Aroon_length = (14)
plot(100 * (highestbars(high, Aroon_length+1) + Aroon_length)/Aroon_length, title="Aroon.Up")
plot(100 * (lowestbars(low, Aroon_length+1) + Aroon_length)/Aroon_length, title="Aroon.Down")
// value traded (dollar volume)
plot(volume*close*syminfo.pointvalue, title="Value.Traded")
// study("My Keltner Channels", overlay=true)
lengthKltChnl = 20
multKltChnl = 1
maKltChnl = ema(close, lengthKltChnl)
rangemaKltChnl = rma(tr(true), lengthKltChnl)
plot(maKltChnl + rangemaKltChnl * multKltChnl, title = "KltChnl.upper")
plot(maKltChnl - rangemaKltChnl * multKltChnl, title = "KltChnl.lower")
// study("My Parabolic SAR", overlay=true)
PSAR=sar(0.02, 0.02, 0.2)
plot(PSAR, title = "P.SAR")
// study("My Money Flow")
lenMF = 14
posMF = sum(iff(hlc3 > hlc3[1], hlc3 * volume, 0), lenMF)
negMF = sum(iff(hlc3 < hlc3[1], hlc3 * volume, 0), lenMF)
plot( rsi(posMF, negMF), title = "MoneyFlow" )
// study("My Chaikin Money Flow")
lenCMF = 20
accdistRaw = not ( ((close == low) and (close == high)) or (high == low) ) ? (((close - low) - (high - close)) / (high - low)) * volume : 0
plot( sum(accdistRaw, lenCMF) / sum(volume, lenCMF), title = "ChaikinMoneyFlow" )
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Stochastic RSI
StochRSI()=>
rsi1 = rsi(close, 14)
K = sma(stoch(rsi1, rsi1, rsi1, 14), 3)
D = sma(K, 3)
[K, D]
[Stoch_RSI_K, Stoch_RSI_D] = StochRSI()
plot(Stoch_RSI_K, title="Stoch.RSI.K")
plot(Stoch_RSI_D, title="Stoch.RSI.D")
// Williams Percent Range
WR_period = 14
WR = (highest(high,WR_period)-close)/(highest(high,WR_period)-lowest(low,WR_period)) * -100
plot(WR, title="W.R")
// Rate Of Change (ROC)
plot(roc(close,9), title="ROC")
// Bull / Bear Power
BullPower = high - ema(close, 13)
BearPower = low - ema(close, 13)
plot(BullPower + BearPower, title="BBPower")
// Ultimate Oscillator
tl()=> close[1] < low ? close[1]: low
uo(ShortLen, MiddlLen, LongLen) =>
Value1 = sum( tr, ShortLen )
Value2 = sum( tr, MiddlLen )
Value3 = sum( tr, LongLen )
Value4 = sum( close - tl(), ShortLen )
Value5 = sum( close - tl(), MiddlLen )
Value6 = sum( close - tl(), LongLen )
UO = float(na)
if Value1 != 0 and Value2 != 0 and Value3 != 0
var0 = LongLen / ShortLen
var1 = LongLen / MiddlLen
Value7 = ( Value4 / Value1 ) * ( var0 )
Value8 = ( Value5 / Value2 ) * ( var1 )
Value9 = ( Value6 / Value3 )
UO := ( Value7 + Value8 + Value9 ) / ( var0 + var1 + 1 )
UO
UO = uo(7,14,28)
if not na(UO)
UO := UO * 100
plot(UO, title="UO")
// Ichimoku Cloud
donchian(len) => avg(lowest(len), highest(len))
ichimoku_cloud()=>
conversionLine = donchian(9)
baseLine = donchian(26)
leadLine1 = avg(conversionLine, baseLine)
leadLine2 = donchian(52)
[conversionLine, baseLine, leadLine1, leadLine2]
[IC_CLine, IC_BLine, IC_Lead1, IC_Lead2] = ichimoku_cloud()
IC_displacement = 25
plot(IC_CLine, title="Ichimoku.CLine")
plot(IC_BLine, title="Ichimoku.BLine")
plot(IC_Lead1[IC_displacement], offset = IC_displacement, title="Ichimoku.Lead1")
plot(IC_Lead2[IC_displacement], offset = IC_displacement, title="Ichimoku.Lead2")
// Volume Weighted Moving Average (VWMA)
VWMA = vwma(close, 20)
plot(VWMA, title="VWMA")
// Average Day Range
plot(sma(high, 14) - sma(low, 14), title="ADR")
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
PriceAvg = ema( close, 50 )
DownTrend = close < PriceAvg
UpTrend = close > PriceAvg
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
calcRecommendMA(left,right)=> na(left) or na(right) ? na : (left == right ? 0 : ( left < right ? 1 : -1 ))
calcRecommend(buy,sell)=> buy ? 1 : ( sell ? -1 : 0 )
// calculate trading recommendation based on SMA/EMA
recMA = .0
recMAC = .0
if not na(close)
if not na(SMA10)
recMA := recMA + calcRecommendMA(SMA10, close)
recMAC := recMAC + 1
if not na(SMA20)
recMA := recMA + calcRecommendMA(SMA20, close)
recMAC := recMAC + 1
if not na(SMA30)
recMA := recMA + calcRecommendMA(SMA30, close)
recMAC := recMAC + 1
if not na(SMA50)
recMA := recMA + calcRecommendMA(SMA50, close)
recMAC := recMAC + 1
if not na(SMA100)
recMA := recMA + calcRecommendMA(SMA100, close)
recMAC := recMAC + 1
if not na(SMA200)
recMA := recMA + calcRecommendMA(SMA200, close)
recMAC := recMAC + 1
if not na(EMA10)
recMA := recMA + calcRecommendMA(EMA10, close)
recMAC := recMAC + 1
if not na(EMA20)
recMA := recMA + calcRecommendMA(EMA20, close)
recMAC := recMAC + 1
if not na(EMA30)
recMA := recMA + calcRecommendMA(EMA30, close)
recMAC := recMAC + 1
if not na(EMA50)
recMA := recMA + calcRecommendMA(EMA50, close)
recMAC := recMAC + 1
if not na(EMA100)
recMA := recMA + calcRecommendMA(EMA100, close)
recMAC := recMAC + 1
if not na(EMA200)
recMA := recMA + calcRecommendMA(EMA200, close)
recMAC := recMAC + 1
recHullMA9 = calcRecommendMA(HullMA9, close)
plot(recHullMA9, title="Rec.HullMA9")
if not na(recHullMA9)
recMA := recMA + recHullMA9
recMAC := recMAC + 1
recVWMA = calcRecommendMA(VWMA, close)
plot(recVWMA, title="Rec.VWMA")
if not na(recVWMA)
recMA := recMA + recVWMA
recMAC := recMAC + 1
recIC = float(na)
if not (na(IC_Lead1) or na(IC_Lead2) or na(close) or na(close[1]) or na(IC_BLine) or na(IC_CLine))
recIC := calcRecommend(
IC_Lead1 > IC_Lead2 and close > IC_Lead1 and close < IC_BLine and close[1] < IC_CLine and close > IC_CLine,
IC_Lead2 > IC_Lead1 and close < IC_Lead2 and close > IC_BLine and close[1] > IC_CLine and close < IC_CLine)
plot(recIC, title="Rec.Ichimoku")
if not na(recIC)
recMA := recMA + recIC
recMAC := recMAC + 1
recMA := recMAC > 0 ? recMA / recMAC : na
plot(recMA, title="Recommend.MA")
recOther = .0
recOtherC = .0
recRSI = RSI
if not(na(recRSI) or na(recRSI[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(recRSI < 30 and recRSI[1] < recRSI, recRSI > 70 and recRSI[1] > recRSI)
if not(na(kStoch) or na(dStoch) or na(kStoch[1]) or na(dStoch[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(kStoch < 20 and dStoch < 20 and kStoch > dStoch and kStoch[1] < dStoch[1], kStoch > 80 and dStoch > 80 and kStoch < dStoch and kStoch[1] > dStoch[1])
recCCI = CCI
if not(na(recCCI) or na(recCCI[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(recCCI < -100 and recCCI > recCCI[1], recCCI > 100 and recCCI < recCCI[1])
if not(na(adxValue) or na(adxPlus[1]) or na(adxMinus[1]) or na(adxPlus) or na(adxMinus))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(adxValue > 20 and adxPlus[1] < adxMinus[1] and adxPlus > adxMinus, adxValue > 20 and adxPlus[1] > adxMinus[1] and adxPlus < adxMinus)
if not(na(AO) or na(AO[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(crossover(AO,0) or (AO > 0 and AO[1] > 0 and AO > AO[1] and AO[2] > AO[1]), crossunder(AO,0) or (AO < 0 and AO[1] < 0 and AO < AO[1] and AO[2] < AO[1]))
if not(na(Mom) or na(Mom[1]))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(Mom > Mom[1], Mom < Mom[1])
if not(na(macdMACD) or na(signalMACD))
recOtherC := recOtherC + 1
recOther := recOther + calcRecommend(macdMACD > signalMACD, macdMACD < signalMACD)
recStoch_RSI = float(na)
if not(na(DownTrend) or na(UpTrend) or na(Stoch_RSI_K) or na(Stoch_RSI_D) or na(Stoch_RSI_K[1]) or na(Stoch_RSI_D[1]))
recStoch_RSI := calcRecommend(
DownTrend and Stoch_RSI_K < 20 and Stoch_RSI_D < 20 and Stoch_RSI_K > Stoch_RSI_D and Stoch_RSI_K[1] < Stoch_RSI_D[1],
UpTrend and Stoch_RSI_K > 80 and Stoch_RSI_D > 80 and Stoch_RSI_K < Stoch_RSI_D and Stoch_RSI_K[1] > Stoch_RSI_D[1])
plot(recStoch_RSI, title="Rec.Stoch.RSI")
if not na(recStoch_RSI)
recOtherC := recOtherC + 1
recOther := recOther + recStoch_RSI
recWR = float(na)
if not(na(WR) or na(WR[1]))
recWR := calcRecommend(WR < -80 and WR > WR[1], WR > -20 and WR < WR[1])
plot(recWR, title="Rec.WR")
if not na(recWR)
recOtherC := recOtherC + 1
recOther := recOther + recWR
recBBPower = float(na)
if not(na(UpTrend) or na(DownTrend) or na(BearPower) or na(BearPower[1]) or na(BullPower) or na(BullPower[1]))
recBBPower := calcRecommend(
UpTrend and BearPower < 0 and BearPower > BearPower[1],
DownTrend and BullPower > 0 and BullPower < BullPower[1])
plot(recBBPower, title="Rec.BBPower")
if not na(recBBPower)
recOtherC := recOtherC + 1
recOther := recOther + recBBPower
recUO = float(na)
if not(na(UO))
recUO := calcRecommend(UO > 70, UO < 30)
plot(recUO, title="Rec.UO")
if not na(recUO)
recOtherC := recOtherC + 1
recOther := recOther + recUO
recOther := recOtherC > 0 ? recOther / recOtherC : na
plot(recOther, title="Recommend.Other")
recTotal = .0
recTotalC = .0
if not na(recMA)
recTotal := recTotal + recMA
recTotalC := recTotalC + 1
if not na(recOther)
recTotal := recTotal + recOther
recTotalC := recTotalC + 1
recTotal := recTotalC > 0 ? recTotal / recTotalC : na
plot(recTotal, title="Recommend.All")
//////////////////////////////////// Candle Patterns ////////////////////////////////////
C_PriceAvg = sma(close,50)
C_Len = (14)
C_Factor = (2.0)
C_ShadowPercent = (5)
C_ShadowEqualsPercent = (100)
C_BodyHi = max( close, open )
C_BodyLo = min( close, open )
C_Body = C_BodyHi - C_BodyLo
C_BodyAvg = sma( C_Body, C_Len )
C_SmallBody = C_Body < C_BodyAvg
C_LongBody = C_Body > C_BodyAvg
C_UpShadow = high - C_BodyHi
C_DnShadow = C_BodyLo - low
C_DownTrend = close < C_PriceAvg
C_UpTrend = close > C_PriceAvg
C_HasUpShadow = C_UpShadow > C_ShadowPercent / 100 * C_Body
C_HasDnShadow = C_DnShadow > C_ShadowPercent / 100 * C_Body
C_WhiteBody = open < close
C_BlackBody = open > close
C_Range = high-low
C_IsInsideBar = C_BodyHi[1] > C_BodyHi and C_BodyLo[1] < C_BodyLo
C_BodyMiddle = C_Body / 2 + C_BodyLo
C_ShadowEquals = C_UpShadow == C_DnShadow or (abs(C_UpShadow - C_DnShadow) / C_DnShadow * 100) < C_ShadowEqualsPercent and (abs(C_DnShadow - C_UpShadow) / C_UpShadow * 100) < C_ShadowEqualsPercent
// study("Hammer, Inverted Hammer, Hanging Man, Shooting Star")
C_oHammer = false
C_oHangingMan = false
if C_SmallBody and C_Body > 0 and C_BodyLo > hl2 and C_DnShadow >= C_Factor * C_Body and not C_HasUpShadow
if C_DownTrend
C_oHammer := true
else
if C_UpTrend
C_oHangingMan := true
plot(C_oHammer ? 1 : 0, title = "Candle.Hammer")
plot(C_oHangingMan ? 1 : 0, title = "Candle.HangingMan")
C_oInvertedHammer = false
C_oShootingStar = false
if C_SmallBody and C_Body > 0 and C_BodyHi < hl2 and C_UpShadow >= C_Factor * C_Body and not C_HasDnShadow
if C_DownTrend
C_oInvertedHammer := true
else
if C_UpTrend
C_oShootingStar := true
plot(C_oInvertedHammer ? 1 : 0, title = "Candle.InvertedHammer")
plot(C_oShootingStar ? 1 : 0, title = "Candle.ShootingStar")
// study("Evening & Morning Stars")
C_oMorningStar = false
C_oEveningStar = false
if C_LongBody[2] and C_SmallBody[1] and C_LongBody
if C_DownTrend and C_BlackBody[2] and C_BodyHi[1] < C_BodyLo[2] and C_WhiteBody and C_BodyHi >= C_BodyMiddle[2] and C_BodyHi < C_BodyHi[2] and C_BodyHi[1] < C_BodyLo
C_oMorningStar := true
else
if C_UpTrend and C_WhiteBody[2] and C_BodyLo[1] > C_BodyHi[2] and C_BlackBody and C_BodyLo <= C_BodyMiddle[2] and C_BodyLo > C_BodyLo[2] and C_BodyLo[1] > C_BodyHi
C_oEveningStar := true
plot(C_oMorningStar ? 1 : 0, title = "Candle.MorningStar")
plot(C_oEveningStar ? 1 : 0, title = "Candle.EveningStar")
// study("Marubozu")
C_MarubozuShadowPercent = (5)
C_Marubozu = C_LongBody and C_UpShadow <= C_MarubozuShadowPercent/100*C_Body and C_DnShadow <= C_MarubozuShadowPercent/100*C_Body
C_WhiteMarubozu = C_Marubozu and C_WhiteBody
C_BlackMarubozu = C_Marubozu and C_BlackBody
plot(C_BlackMarubozu ? 1 : 0, title = "Candle.Marubozu.Black")
plot(C_WhiteMarubozu ? 1 : 0, title = "Candle.Marubozu.White")
//study("Doji")
C_DojiBodyPercent = (5)
C_IsDojiBody = C_Range > 0 and C_Body <= C_Range * C_DojiBodyPercent / 100
C_Doji = C_IsDojiBody and C_ShadowEquals
C_DragonflyDoji = C_IsDojiBody and C_UpShadow <= C_Body
C_GravestoneDoji = C_IsDojiBody and C_DnShadow <= C_Body
plot((C_Doji and not C_DragonflyDoji and not C_GravestoneDoji) ? 1 : 0, title = "Candle.Doji")
plot(C_DragonflyDoji ? 1 : 0, title = "Candle.Doji.Dragonfly")
plot(C_GravestoneDoji ? 1 : 0, title = "Candle.Doji.Gravestone")
// study("Harami")
plot((C_LongBody[1] and C_BlackBody[1] and C_DownTrend[1] and C_WhiteBody and C_SmallBody and high <= C_BodyHi[1] and low >= C_BodyLo[1]) ? 1 : 0, title = "Candle.Harami.Bullish")
plot((C_LongBody[1] and C_WhiteBody[1] and C_UpTrend[1] and C_BlackBody and C_SmallBody and high <= C_BodyHi[1] and low >= C_BodyLo[1]) ? 1 : 0, title = "Candle.Harami.Bearish")
//study("Long Shadows")
C_LongShadowPercent = (75)
plot((C_DnShadow > C_Range/100*C_LongShadowPercent) ? 1 : 0, title = "Candle.LongShadow.Lower")
plot((C_UpShadow > C_Range/100*C_LongShadowPercent) ? 1 : 0, title = "Candle.LongShadow.Upper")
//study("Spinning Top")
C_SpinningTopPercent = (34)
C_IsSpinningTop = C_DnShadow >= C_Range / 100 * C_SpinningTopPercent and C_UpShadow >= C_Range / 100 * C_SpinningTopPercent and not C_IsDojiBody
plot((C_IsSpinningTop and C_WhiteBody) ? 1 : 0, title = "Candle.SpinningTop.White")
plot((C_IsSpinningTop and C_BlackBody) ? 1 : 0, title = "Candle.SpinningTop.Black")
// study("3 White Soldiers & 3 Black Crows")
C_3WSld3WCrwShadowPercent = (5)
C_3WSld3WCrw_HaveNotUpShadow = C_Range * C_3WSld3WCrwShadowPercent / 100 > C_UpShadow
C_3WSld3WCrw_HaveNotDnShadow = C_Range * C_3WSld3WCrwShadowPercent / 100 > C_DnShadow
C_o3WhiteSoldiers = false
C_o3BlackCrows = false
if C_LongBody and C_LongBody[1] and C_LongBody[2]
if C_WhiteBody and C_WhiteBody[1] and C_WhiteBody[2]
C_o3WhiteSoldiers := close > close[1] and close[1] > close[2] and open < close[1] and open > open[1] and open[1] < close[2] and open[1] > open[2] and C_3WSld3WCrw_HaveNotUpShadow and C_3WSld3WCrw_HaveNotUpShadow[1] and C_3WSld3WCrw_HaveNotUpShadow[2]
if C_BlackBody and C_BlackBody[1] and C_BlackBody[2]
C_o3BlackCrows := close < close[1] and close[1] < close[2] and open > close[1] and open < open[1] and open[1] > close[2] and open[1] < open[2] and C_3WSld3WCrw_HaveNotDnShadow and C_3WSld3WCrw_HaveNotDnShadow[1] and C_3WSld3WCrw_HaveNotDnShadow[2]
plot(C_o3WhiteSoldiers ? 1 : 0, title = "Candle.3WhiteSoldiers")
plot(C_o3BlackCrows ? 1 : 0, title = "Candle.3BlackCrows")
// study("Engulfing")
plot((C_DownTrend and C_WhiteBody and C_LongBody and C_BlackBody[1] and C_SmallBody[1] and close >= open[1] and open <= close[1] and ( close > open[1] or open < close[1] )) ? 1 : 0, title = "Candle.Engulfing.Bullish")
plot((C_UpTrend and C_BlackBody and C_LongBody and C_WhiteBody[1] and C_SmallBody[1] and close <= open[1] and open >= close[1] and ( close < open[1] or open > close[1] )) ? 1 : 0, title = "Candle.Engulfing.Bearish")
// study("Abandoned Baby")
plot((C_DownTrend[2] and C_BlackBody[2] and C_IsDojiBody[1] and low[2] > high[1] and C_WhiteBody and high[1] < low) ? 1 : 0, title = "Candle.AbandonedBaby.Bullish")
plot((C_UpTrend[2] and C_WhiteBody[2] and C_IsDojiBody[1] and high[2] < low[1] and C_BlackBody and low[1] > high) ? 1 : 0, title = "Candle.AbandonedBaby.Bearish")
// study("Tri-Star")
C_3Dojis = C_Doji[2] and C_Doji[1] and C_Doji
C_BodyGapUp = C_BodyHi[1] < C_BodyLo
C_BodyGapDn = C_BodyLo[1] > C_BodyHi
plot((C_3Dojis and C_DownTrend[2] and C_BodyGapDn[1] and C_BodyGapUp) ? 1 : 0, title = "Candle.TriStar.Bullish")
plot((C_3Dojis and C_UpTrend[2] and C_BodyGapUp[1] and C_BodyGapDn) ? 1 : 0, title = "Candle.TriStar.Bearish")
// study("Kicking")
plot((C_BlackMarubozu[1] and C_WhiteMarubozu and high[1] < low) ? 1 : 0, title = "Candle.Kicking.Bullish")
plot((C_WhiteMarubozu[1] and C_BlackMarubozu and low[1] > high) ? 1 : 0, title = "Candle.Kicking.Bearish")
// study(title="VWAP", shorttitle="VWAP", overlay=true)
plot(vwap(hlc3), title="VWAP")