// This source code is subject to the terms of the Mozilla Public License 2.
0 at
https://mozilla.org/MPL/2.0/
// © For any Queries reachout to me at
//https://t.me/ChitraPrabuKrishnan
//https://www.youtube.com/channel/UCnEcTfUdZlg5rWCCloLsS9A
//@version=4
study("CPR -TraderChitra", shorttitle="CPR-TraderChitra", 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 & R4/S4", type=input.bool, defval=true)
showPDHL = input(title="Show previous day's High & Low", type=input.bool,
defval=false)
showPDC = input(title="Show previous day's Close", type=input.bool, defval=false)
showVWAP = input(title="Plot VWAP", type=input.bool, defval=false)
// Defaults
// CPR Colors
cprColor = color.purple
rColor = color.red
sColor = color.green
cColor = color.black
// 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
BC = (H + L)/2
TC = (P - BC) + P
// Resistance Levels
R1 = 2 *P-L
R2 = P + (H-L)
R3 = R1 + (H -L)
R4 = R3 + (R2-R1)
// Support Levels
S1 = P * 2 - H
S2 = P - (H - L)
S3 = S1 - (H - L)
S4 = S3 - (S1-S2)
// 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])
_r4 = line.new(start, R4, end, R4, xloc.bar_time,
color=color.new(rColor, lTransp))
line.delete(_r4[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])
_s4 = line.new(start, S4, end, S4, xloc.bar_time,
color=color.new(sColor, lTransp))
line.delete(_s4[1])
if showPDHL
_pdh = line.new(start, H, end, H, xloc.bar_time, color=color.new(rColor,
lTransp), style=line.style_dotted, width=2)
line.delete(_pdh[1])
_pdl = line.new(start, L, end, L, xloc.bar_time, color=color.new(sColor,
lTransp), style=line.style_dotted, width=2)
line.delete(_pdl[1])
if showPDC
_pdc = line.new(start, C, end, C, xloc.bar_time, color=color.new(cColor,
lTransp), style=line.style_dotted, width=2)
line.delete(_pdc[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_r4 = label.new(start, R4, text="R4", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_r4[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])
l_s4 = label.new(start, S4, text="S4", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_s4[1])
if showPDHL
l_pdh = label.new(start, H, text="PD High", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_pdh[1])
l_pdl = label.new(start, L, text="PD Low", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_pdl[1])
if showPDC
l_pdc = label.new(start, C, text="PD Close", xloc=xloc.bar_time,
textcolor=cColor, style=label.style_none)
label.delete(l_pdc[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
tBC = (tH + tL)/2
tTC = (tP - tBC) + tP
// Resistance Levels
tR1 = 2 *tP-tL
tR2 = tP + (tH-tL)
tR3 = tR1 + (tH -tL)
tR4 = tR3+ (tR2-tR1)
// Support Levels
tS1 = tP * 2 - tH
tS2 = tP - (tH - tL)
tS3 = tS1 - (tH - tL)
tS4 = tS3 - (tS1-tS2)
// 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_r4 = line.new(tom_start, tR4, tom_end, tR4, xloc.bar_time,
color=color.new(rColor, lTransp))
line.delete(_t_r4[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),width = 2)
line.delete(_t_tc[1])
_t_p = line.new(tom_start, tP, tom_end, tP, xloc.bar_time,
color=color.new(cprColor, lTransp),width = 2)
line.delete(_t_p[1])
_t_bc = line.new(tom_start, tBC, tom_end, tBC, xloc.bar_time,
color=color.new(cprColor, lTransp),width = 2)
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])
_t_s4 = line.new(tom_start, tS4, tom_end, tS4, xloc.bar_time,
color=color.new(sColor, lTransp))
line.delete(_t_s4[1])
if showPDHL
_pdth = line.new(tom_start, tH, tom_end, tH, xloc.bar_time,
color=color.new(rColor, lTransp), style=line.style_dotted, width=2)
line.delete(_pdth[1])
_pdtl = line.new(tom_start, tL, tom_end, tL, xloc.bar_time,
color=color.new(sColor, lTransp), style=line.style_dotted, width=2)
line.delete(_pdtl[1])
if showPDC
_pdtc = line.new(tom_start, tC, tom_end, tC, xloc.bar_time,
color=color.new(cColor, lTransp), style=line.style_dotted, width=2)
line.delete(_pdtc[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_r4 = label.new(tom_start, tR4, text="R4", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_t_r4[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])
l_t_s4 = label.new(tom_start, tS4, text="S4", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_t_s4[1])
if showPDHL
l_pdth = label.new(tom_start, tH, text="PD High", xloc=xloc.bar_time,
textcolor=rColor, style=label.style_none)
label.delete(l_pdth[1])
l_pdtl = label.new(tom_start, tL, text="PD Low", xloc=xloc.bar_time,
textcolor=sColor, style=label.style_none)
label.delete(l_pdtl[1])
if showPDC
l_pdtc = label.new(tom_start, tC, text="PD Close", xloc=xloc.bar_time,
textcolor=cColor, style=label.style_none)
label.delete(l_pdtc[1])
//Plot Historical CPR
p_r4 = plot(showHistoricalCPR ? showR3S3 ? R4 : na : na, title=' R4', color=rColor,
transp=lTransp, style=lStyle)
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)
s4 = plot(showHistoricalCPR ? showR3S3 ? S4 : na : na, title=' S4', color=sColor,
transp=lTransp, style=lStyle)
fill(p_cprTC, p_cprBC, color=color.purple, transp=fTransp)
vwapS =plot(showVWAP ? vwap(close) : na,title =' Vwap
Color' ,color=color.blue,linewidth = 2)
// Bollinger Bands inputs
// Calculate Bollinger Bands
basis = sma(close, 20)
dev = 2.0 * stdev(close, 20)
upper_band = basis + dev
lower_band = basis - dev
// Plotting the Bollinger Bands
//plot(basis, color=color.blue, title="Basis")
//UB=plot( upper_band, title="Upper Band",linewidth = 0,display = display.none)
//LB=plot( lower_band, title="Lower Band",linewidth = 0,display = display.none)
//fill(UB, LB, color=color.rgb(235, 235, 231, 43), title="BB Fill")
