// This source code is subject to the terms of the Mozilla Public License 2.
0 at
https://mozilla.org/MPL/2.0/
// � pugazhravi
//@version=4
study("CPR for Today & Tomorrow", shorttitle="CPR", overlay=true)
// User inputs
showTomorrowCPR = input(title="Show tomorrow's CPR", type=input.bool, defval=true)
showHistoricalCPR = input(title="Show historical CPR", type=input.bool,
defval=false)
showR3S3 = input(title="Show R3 & S3", type=input.bool, defval=false)
// Defaults
// CPR Colors
cprColor = color.purple
rColor = color.red
sColor = color.green
// Line style & Transparency
lStyle = plot.style_line
lTransp = 35
//Fill Transparency
fTransp = 95
// Global Variables & Flags
// TODO : Update the No of Holidays
noOfHolidays = 12
// Global Functions
// TODO : Update the list of Holiday here in format YYYY, MM, DD, 09, 15
// **09, 15 are session start hour & minutes
IsHoliday(_date) =>
iff(_date == timestamp(2020, 02, 21, 09, 15), true,
iff(_date == timestamp(2020, 03, 10, 09, 15), true,
iff(_date == timestamp(2020, 04, 02, 09, 15), true,
iff(_date == timestamp(2020, 04, 06, 09, 15), true,
iff(_date == timestamp(2020, 04, 10, 09, 15), true,
iff(_date == timestamp(2020, 04, 14, 09, 15), true,
iff(_date == timestamp(2020, 05, 01, 09, 15), true,
iff(_date == timestamp(2020, 05, 25, 09, 15), true,
iff(_date == timestamp(2020, 10, 02, 09, 15), true,
iff(_date == timestamp(2020, 11, 16, 09, 15), true,
iff(_date == timestamp(2020, 11, 30, 09, 15), true,
iff(_date == timestamp(2020, 12, 25, 09, 15), true,
false))))))))))))
// Note: Week of Sunday=1...Saturday=7
IsWeekend(_date) =>
dayofweek(_date) == 7 or dayofweek(_date) == 1
// Skip Weekend
SkipWeekend(_date) =>
_d = dayofweek(_date)
_mul = _d == 6 ? 3 : _d == 7 ? 2 : 1
_date + (_mul * 86400000)
// Get Next Working Day
GetNextWorkingDay(_date) =>
_dt = SkipWeekend(_date)
for i = 1 to noOfHolidays
if IsHoliday(_dt)
_dt := SkipWeekend(_dt)
continue
else
break
_dt
// Today's Session Start timestamp
y = year(timenow)
m = month(timenow)
d = dayofmonth(timenow)
// Start & End time for Today's CPR
start = timestamp(y, m, d, 09, 15)
end = start + 86400000
// Plot Today's CPR
shouldPlotToday = timenow > start
tom_start = start
tom_end = end
// Start & End time for Tomorrow's CPR
if shouldPlotToday
tom_start := GetNextWorkingDay(start)
tom_end := tom_start + 86400000
// Get series
getSeries(e, timeFrame) => security(syminfo.tickerid, "D", e,
lookahead=barmerge.lookahead_on)
// Calculate Today's CPR
//Get High, Low and Close
H = getSeries(high[1], 'D')
L = getSeries(low[1], 'D')
C = getSeries(close[1], 'D')
// Pivot Range
P = (H + L + C) / 3
TC = (H + L)/2
BC = (P - TC) + P
// Resistance Levels
R3 = H + 2*(P - L)
R2 = P + (H - L)
R1 = (P * 2) - L
// Support Levels
S1 = (P * 2) - H
S2 = P - (H - L)
S3 = L - 2*(H - P)
// Plot Today's CPR
if not(IsHoliday(start)) and not(IsWeekend(start)) and shouldPlotToday
if showR3S3
_r3 = line.new(start, R3, end, R3, xloc.bar_time, color=color.new(rColor,
lTransp))
line.delete(_r3[1])
_r2 = line.new(start, R2, end, R2, xloc.bar_time, color=color.new(rColor,
lTransp))
line.delete(_r2[1])
_r1 = line.new(start, R1, end, R1, xloc.bar_time, color=color.new(rColor,
lTransp))
line.delete(_r1[1])
_tc = line.new(start, TC, end, TC, xloc.bar_time, color=color.new(cprColor,
lTransp))
line.delete(_tc[1])
_p = line.new(start, P, end, P, xloc.bar_time, color=color.new(cprColor,
lTransp))
line.delete(_p[1])
_bc = line.new(start, BC, end, BC, xloc.bar_time, color=color.new(cprColor,
lTransp))
line.delete(_bc[1])
_s1 = line.new(start, S1, end, S1, xloc.bar_time, color=color.new(sColor,
lTransp))
line.delete(_s1[1])
_s2 = line.new(start, S2, end, S2, xloc.bar_time, color=color.new(sColor,
lTransp))
line.delete(_s2[1])
if showR3S3
_s3 = line.new(start, S3, end, S3, xloc.bar_time, color=color.new(sColor,
lTransp))
line.delete(_s3[1])
// Plot Today's Labels
if not(IsHoliday(start)) and not(IsWeekend(start)) and shouldPlotToday
if showR3S3
l_r3 = label.new(start, R3, text="R3", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_r3[1])
l_r2 = label.new(start, R2, text="R2", xloc=xloc.bar_time, textcolor=rColor,
style=label.style_none)
label.delete(l_r2[1])
l_r1 = label.new(start, R1, text="R1", xloc=xloc.bar_time, textcolor=rColor,
style=label.style_none)
label.delete(l_r1[1])
l_tc = label.new(start, TC, text="TC", xloc=xloc.bar_time,
textcolor=cprColor, style=label.style_none)
label.delete(l_tc[1])
l_p = label.new(start, P, text="P", xloc=xloc.bar_time, textcolor=cprColor,
style=label.style_none)
label.delete(l_p[1])
l_bc = label.new(start, BC, text="BC", xloc=xloc.bar_time,
textcolor=cprColor, style=label.style_none)
label.delete(l_bc[1])
l_s1 = label.new(start, S1, text="S1", xloc=xloc.bar_time, textcolor=sColor,
style=label.style_none)
label.delete(l_s1[1])
l_s2 = label.new(start, S2, text="S2", xloc=xloc.bar_time, textcolor=sColor,
style=label.style_none)
label.delete(l_s2[1])
if showR3S3
l_s3 = label.new(start, S3, text="S3", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_s3[1])
// Calculate Tomorrow's CPR
// Get High, Low and Close
tH = getSeries(high, 'D')
tL = getSeries(low, 'D')
tC = getSeries(close, 'D')
// Pivot Range
tP = (tH + tL + tC) / 3
tTC = (tH + tL)/2
tBC = (tP - tTC) + tP
// Resistance Levels
tR3 = tH + 2*(tP - tL)
tR2 = tP + (tH - tL)
tR1 = (tP * 2) - tL
// Support Levels
tS1 = (tP * 2) - tH
tS2 = tP - (tH - tL)
tS3 = tL - 2*(tH - tP)
// Plot Tomorrow's CPR
if showTomorrowCPR
if showR3S3
_t_r3 = line.new(tom_start, tR3, tom_end, tR3, xloc.bar_time,
color=color.new(rColor, lTransp))
line.delete(_t_r3[1])
_t_r2 = line.new(tom_start, tR2, tom_end, tR2, xloc.bar_time,
color=color.new(rColor, lTransp))
line.delete(_t_r2[1])
_t_r1 = line.new(tom_start, tR1, tom_end, tR1, xloc.bar_time,
color=color.new(rColor, lTransp))
line.delete(_t_r1[1])
_t_tc = line.new(tom_start, tTC, tom_end, tTC, xloc.bar_time,
color=color.new(cprColor, lTransp))
line.delete(_t_tc[1])
_t_p = line.new(tom_start, tP, tom_end, tP, xloc.bar_time,
color=color.new(cprColor, lTransp))
line.delete(_t_p[1])
_t_bc = line.new(tom_start, tBC, tom_end, tBC, xloc.bar_time,
color=color.new(cprColor, lTransp))
line.delete(_t_bc[1])
_t_s1 = line.new(tom_start, tS1, tom_end, tS1, xloc.bar_time,
color=color.new(sColor, lTransp))
line.delete(_t_s1[1])
_t_s2 = line.new(tom_start, tS2, tom_end, tS2, xloc.bar_time,
color=color.new(sColor, lTransp))
line.delete(_t_s2[1])
if showR3S3
_t_s3 = line.new(tom_start, tS3, tom_end, tS3, xloc.bar_time,
color=color.new(sColor, lTransp))
line.delete(_t_s3[1])
// Plot Tomorrow's Labels
if showTomorrowCPR
if showR3S3
l_t_r3 = label.new(tom_start, tR3, text="R3", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_t_r3[1])
l_t_r2 = label.new(tom_start, tR2, text="R2", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_t_r2[1])
l_t_r1 = label.new(tom_start, tR1, text="R1", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_t_r1[1])
l_t_tc = label.new(tom_start, tTC, text="TC", xloc=xloc.bar_time,
textcolor=cprColor, style=label.style_none)
label.delete(l_t_tc[1])
l_t_p = label.new(tom_start, tP, text="P", xloc=xloc.bar_time,
textcolor=cprColor, style=label.style_none)
label.delete(l_t_p[1])
l_t_bc = label.new(tom_start, tBC, text="BC", xloc=xloc.bar_time,
textcolor=cprColor, style=label.style_none)
label.delete(l_t_bc[1])
l_t_s1 = label.new(tom_start, tS1, text="S1", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_t_s1[1])
l_t_s2 = label.new(tom_start, tS2, text="S2", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_t_s2[1])
if showR3S3
l_t_s3 = label.new(tom_start, tS3, text="S3", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_t_s3[1])
//Plot Historical CPR
p_r3 = plot(showHistoricalCPR ? showR3S3 ? R3 : na : na, title=' R3', color=rColor,
transp=lTransp, style=lStyle)
p_r2 = plot(showHistoricalCPR ? R2 : na, title=' R2', color=rColor, transp=lTransp,
style=lStyle)
p_r1 = plot(showHistoricalCPR ? R1 : na, title=' R1', color=rColor, transp=lTransp,
style=lStyle)
p_cprTC = plot(showHistoricalCPR ? TC : na, title=' TC', color=cprColor,
transp=lTransp, style=lStyle)
p_cprP = plot(showHistoricalCPR ? P : na, title=' P', color=cprColor,
transp=lTransp, style=lStyle)
p_cprBC = plot(showHistoricalCPR ? BC : na, title=' BC', color=cprColor,
transp=lTransp, style=lStyle)
s1 = plot(showHistoricalCPR ? S1 : na, title=' S1', color=sColor, transp=lTransp,
style=lStyle)
s2 = plot(showHistoricalCPR ? S2 : na, title=' S2', color=sColor, transp=lTransp,
style=lStyle)
s3 = plot(showHistoricalCPR ? showR3S3 ? S3 : na : na, title=' S3', color=sColor,
transp=lTransp, style=lStyle)
fill(p_cprTC, p_cprBC, color=color.purple, transp=fTransp)