//@version=5
vwapAnchor = input.string("Session", "VWAP Anchor", options=["Session", "Week",
"Month", "Quarter", "Year"])
vwapSrc = input(hlc3, "VWAP Source")
showVWAP = input(true, "Show VWAP")
showVWAPBands = input(true, "Show VWAP Bands")
vwapStdevMult = input.float(2.0, "VWAP Stdev Multiplier", step=0.1)
pivotWidth = input.int(2, "Pivot Lines Width", minval=1)
showCPR = input(true, "Show CPR Levels")
showSR = input(true, "Show S/R Levels")
showPrevCPR = input(true, "Show Previous CPR", group="CPR Settings")
showCurrentCPR = input(true, "Show Current CPR", group="CPR Settings")
showNextCPR = input(true, "Show Next CPR", group="CPR Settings")
cprLineLength = input.int(3, "CPR Line Length (days)", minval=1, maxval=7,
group="CPR Settings")
showSR1to3 = input(true, "Show S/R 1-3")
showSR4to5 = input(false, "Show S/R 4-5")
cprColor = input.color(color.new(#4262ba, 0), "CPR Color", group="CPR Colors")
prevCprColor = input.color(color.new(#4262ba, 50), "Previous CPR Color", group="CPR
Colors")
nextCprColor = input.color(color.new(#4262ba, 30), "Next CPR Color", group="CPR
Colors")
tcColor = input.color(color.new(#fa8072, 0), "TC Color", group="CPR Colors")
prevTcColor = input.color(color.new(#fa8072, 50), "Previous TC Color", group="CPR
Colors")
nextTcColor = input.color(color.new(#fa8072, 30), "Next TC Color", group="CPR
Colors")
bcColor = input.color(color.new(#9ef2e8, 0), "BC Color", group="CPR Colors")
prevBcColor = input.color(color.new(#9ef2e8, 50), "Previous BC Color", group="CPR
Colors")
nextBcColor = input.color(color.new(#9ef2e8, 30), "Next BC Color", group="CPR
Colors")
rColor = input.color(color.new(#e91e63, 0), "Resistance Color")
sColor = input.color(color.new(#26a69a, 0), "Support Color")
showSMA9 = input(true, "Show 9 SMA")
showSMA20 = input(true, "Show 20 SMA")
showEMA50 = input(true, "Show 50 EMA")
sma9Color = input.color(color.purple, "9 SMA Color")
sma20Color = input.color(color.orange, "20 SMA Color")
ema50Color = input.color(color.teal, "50 EMA Color")
showFractals = input(true, "Show Fractal Chaos Bands")
jawColor = input.color(color.new(color.blue, 85), "Jaw Color")
teethColor = input.color(color.new(color.red, 85), "Teeth Color")
lipsColor = input.color(color.new(color.green, 85), "Lips Color")
showPD = input(true, "Show Previous Day Pivots")
showPW = input(true, "Show Previous Week Pivots")
showPM = input(true, "Show Previous Month Pivots")
pdColor = input.color(color.new(color.blue, 70), "PD Color")
pwColor = input.color(color.new(color.purple, 70), "PW Color")
pmColor = input.color(color.new(color.orange, 70), "PM Color")
f_drawLineX(_x1, _y1, _x2, _y2, _xloc, _extend, _color, _style, _width) =>
var id = line.new(_x1, _y1, _x2, _y2, _xloc, _extend, _color, _style, _width)
if _y1 > 0 and _y2 > 0
line.set_xy1(id, _x1, _y1)
line.set_xy2(id, _x2, _y2)
line.set_color(id, _color)
else
line.set_xy1(id, _x1, close)
line.set_xy2(id, _x2, close)
line.set_color(id, #ffffff00)
f_drawLabelX(_x, _y, _text, _xloc, _yloc, _color, _style, _textcolor, _size,
_textalign, _tooltip) =>
var id = label.new(_x, _y, _text, _xloc, _yloc, _color, _style, _textcolor,
_size, _textalign, _tooltip)
label.set_text(id, _text)
label.set_tooltip(id, _tooltip)
if _y > 0
label.set_xy(id, _x, _y)
label.set_textcolor(id, _textcolor)
else
label.set_xy(id, _x, close)
label.set_textcolor(id, #00000000)
f_vwap(src, isNewPeriod) =>
var float sumSrcVol = na
var float sumVol = na
var float sumSrcSrcVol = na
sumSrcVol := isNewPeriod ? src * volume : src * volume + sumSrcVol[1]
sumVol := isNewPeriod ? volume : volume + sumVol[1]
sumSrcSrcVol := isNewPeriod ? volume * math.pow(src, 2) : volume *
math.pow(src, 2) + sumSrcSrcVol[1]
_vwap = sumSrcVol / sumVol
variance = sumSrcSrcVol / sumVol - math.pow(_vwap, 2)
variance := variance < 0 ? 0 : variance
stDev = math.sqrt(variance)
[_vwap, _vwap + stDev * vwapStdevMult, _vwap - stDev * vwapStdevMult]
isNewPeriod = switch vwapAnchor
"Session" => ta.change(time("D"))
"Week" => ta.change(time("W"))
"Month" => ta.change(time("M"))
"Quarter" => ta.change(time("3M"))
"Year" => ta.change(time("12M"))
=> false
[vwapValue, vwapUpper, vwapLower] = f_vwap(vwapSrc, isNewPeriod)
htf_high = request.security(syminfo.tickerid, "D", high[1])
htf_low = request.security(syminfo.tickerid, "D", low[1])
htf_close = request.security(syminfo.tickerid, "D", close[1])
pivot = math.avg(htf_high, htf_low, htf_close)
bc = math.avg(htf_high, htf_low)
tc = 2 * pivot - bc
prev_htf_high = request.security(syminfo.tickerid, "D", high[2])
prev_htf_low = request.security(syminfo.tickerid, "D", low[2])
prev_htf_close = request.security(syminfo.tickerid, "D", close[2])
prev_pivot = math.avg(prev_htf_high, prev_htf_low, prev_htf_close)
prev_bc = math.avg(prev_htf_high, prev_htf_low)
prev_tc = 2 * prev_pivot - prev_bc
indicator("AIO [VWAP, SMA, EMA, FRACTAL, CPR, S/R by PredatorsAJ]", overlay=true,
max_lines_count=500, max_bars_back=5000)
// Next Day CPR (projected) - Using current day's range extended
next_htf_high = htf_high + (htf_high - htf_low) * 0.5
next_htf_low = htf_low - (htf_high - htf_low) * 0.5
next_htf_close = htf_close
next_pivot = math.avg(next_htf_high, next_htf_low, next_htf_close)
next_bc = math.avg(next_htf_high, next_htf_low)
next_tc = 2 * next_pivot - next_bc
s1 = pivot * 2 - htf_high
s2 = pivot - (htf_high - htf_low)
s3 = htf_low - 2 * (htf_high - pivot)
s4 = s3 - (htf_high - htf_low)
s5 = s4 - (htf_high - htf_low)
r1 = pivot * 2 - htf_low
r2 = pivot + (htf_high - htf_low)
r3 = htf_high + 2 * (pivot - htf_low)
r4 = r3 + (htf_high - htf_low)
r5 = r4 + (htf_high - htf_low)
// Previous Day Pivots
pd_high = request.security(syminfo.tickerid, "D", high[1])
pd_low = request.security(syminfo.tickerid, "D", low[1])
pd_close = request.security(syminfo.tickerid, "D", close[1])
pw_high = request.security(syminfo.tickerid, "W", high[1])
pw_low = request.security(syminfo.tickerid, "W", low[1])
pw_close = request.security(syminfo.tickerid, "W", close[1])
pm_high = request.security(syminfo.tickerid, "M", high[1])
pm_low = request.security(syminfo.tickerid, "M", low[1])
pm_close = request.security(syminfo.tickerid, "M", close[1])
sma9 = ta.sma(close, 9)
sma20 = ta.sma(close, 20)
ema50 = ta.ema(close, 50)
jaw = ta.sma(hl2, 13)
teeth = ta.sma(hl2, 8)
lips = ta.sma(hl2, 5)
current_time = time
days_in_ms = 86400000
time_x1 = current_time - days_in_ms * cprLineLength
time_x2 = current_time
time_x1_prev = current_time - days_in_ms * (cprLineLength + 1)
time_x2_prev = current_time - days_in_ms
time_x1_next = current_time + days_in_ms
time_x2_next = current_time + days_in_ms * (cprLineLength + 1)
plot(showVWAP ? vwapValue : na, "VWAP", color.blue, 2)
upperBand = plot(showVWAP and showVWAPBands ? vwapUpper : na, "VWAP Upper",
color.blue, 1)
lowerBand = plot(showVWAP and showVWAPBands ? vwapLower : na, "VWAP Lower",
color.blue, 1)
fill(upperBand, lowerBand, color.new(color.blue, 90), "VWAP Bands Fill")
if showCPR and showCurrentCPR
f_drawLineX(time_x1, pivot, time_x2, pivot, xloc.bar_time, extend.none,
cprColor, line.style_solid, pivotWidth)
f_drawLineX(time_x1, tc, time_x2, tc, xloc.bar_time, extend.none, tcColor,
line.style_dotted, pivotWidth)
f_drawLineX(time_x1, bc, time_x2, bc, xloc.bar_time, extend.none, bcColor,
line.style_dotted, pivotWidth)
if showCPR and showPrevCPR
f_drawLineX(time_x1_prev, prev_pivot, time_x2_prev, prev_pivot, xloc.bar_time,
extend.none, prevCprColor, line.style_solid, pivotWidth)
f_drawLineX(time_x1_prev, prev_tc, time_x2_prev, prev_tc, xloc.bar_time,
extend.none, prevTcColor, line.style_dotted, pivotWidth)
f_drawLineX(time_x1_prev, prev_bc, time_x2_prev, prev_bc, xloc.bar_time,
extend.none, prevBcColor, line.style_dotted, pivotWidth)
if showCPR and showNextCPR
f_drawLineX(time_x1_next, next_pivot, time_x2_next, next_pivot, xloc.bar_time,
extend.none, nextCprColor, line.style_solid, pivotWidth)
f_drawLineX(time_x1_next, next_tc, time_x2_next, next_tc, xloc.bar_time,
extend.none, nextTcColor, line.style_dotted, pivotWidth)
f_drawLineX(time_x1_next, next_bc, time_x2_next, next_bc, xloc.bar_time,
extend.none, nextBcColor, line.style_dotted, pivotWidth)
if showSR
if showSR1to3
f_drawLineX(time_x1, r1, time_x2, r1, xloc.bar_time, extend.none, rColor,
line.style_solid, pivotWidth)
f_drawLineX(time_x1, r2, time_x2, r2, xloc.bar_time, extend.none, rColor,
line.style_solid, pivotWidth)
f_drawLineX(time_x1, r3, time_x2, r3, xloc.bar_time, extend.none, rColor,
line.style_solid, pivotWidth)
f_drawLineX(time_x1, s1, time_x2, s1, xloc.bar_time, extend.none, sColor,
line.style_solid, pivotWidth)
f_drawLineX(time_x1, s2, time_x2, s2, xloc.bar_time, extend.none, sColor,
line.style_solid, pivotWidth)
f_drawLineX(time_x1, s3, time_x2, s3, xloc.bar_time, extend.none, sColor,
line.style_solid, pivotWidth)
if showSR4to5
f_drawLineX(time_x1, r4, time_x2, r4, xloc.bar_time, extend.none,
color.new(rColor, 50), line.style_solid, pivotWidth)
f_drawLineX(time_x1, r5, time_x2, r5, xloc.bar_time, extend.none,
color.new(rColor, 50), line.style_solid, pivotWidth)
f_drawLineX(time_x1, s4, time_x2, s4, xloc.bar_time, extend.none,
color.new(sColor, 50), line.style_solid, pivotWidth)
f_drawLineX(time_x1, s5, time_x2, s5, xloc.bar_time, extend.none,
color.new(sColor, 50), line.style_solid, pivotWidth)
if showPD
f_drawLineX(time_x1, pd_high, time_x2, pd_high, xloc.bar_time, extend.none,
pdColor, line.style_dashed, 1)
f_drawLineX(time_x1, pd_low, time_x2, pd_low, xloc.bar_time, extend.none,
pdColor, line.style_dashed, 1)
f_drawLineX(time_x1, pd_close, time_x2, pd_close, xloc.bar_time, extend.none,
pdColor, line.style_dotted, 1)
if showPW
f_drawLineX(time_x1, pw_high, time_x2, pw_high, xloc.bar_time, extend.none,
pwColor, line.style_dashed, 1)
f_drawLineX(time_x1, pw_low, time_x2, pw_low, xloc.bar_time, extend.none,
pwColor, line.style_dashed, 1)
f_drawLineX(time_x1, pw_close, time_x2, pw_close, xloc.bar_time, extend.none,
pwColor, line.style_dotted, 1)
if showPM
f_drawLineX(time_x1, pm_high, time_x2, pm_high, xloc.bar_time, extend.none,
pmColor, line.style_dashed, 1)
f_drawLineX(time_x1, pm_low, time_x2, pm_low, xloc.bar_time, extend.none,
pmColor, line.style_dashed, 1)
f_drawLineX(time_x1, pm_close, time_x2, pm_close, xloc.bar_time, extend.none,
pmColor, line.style_dotted, 1)
plot(showSMA9 ? sma9 : na, "9 SMA", sma9Color, 2)
plot(showSMA20 ? sma20 : na, "20 SMA", sma20Color, 2)
plot(showEMA50 ? ema50 : na, "50 EMA", ema50Color, 2)
jawPlot = plot(showFractals ? jaw : na, "Jaw", jawColor, 2)
teethPlot = plot(showFractals ? teeth : na, "Teeth", teethColor, 2)
lipsPlot = plot(showFractals ? lips : na, "Lips", lipsColor, 2)
fill(jawPlot, teethPlot, color.new(color.blue, 85), "Jaw-Teeth Fill")
fill(teethPlot, lipsPlot, color.new(color.red, 85), "Teeth-Lips Fill")
if barstate.islast
if showCPR and showCurrentCPR
f_drawLabelX(time_x2, pivot, "CPR", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, cprColor, size.normal, text.align_left, "Central Pivot
Range: " + str.tostring(pivot, format.mintick))
f_drawLabelX(time_x2, tc, "TC", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, tcColor, size.normal, text.align_left, "Top Central: " +
str.tostring(tc, format.mintick))
f_drawLabelX(time_x2, bc, "BC", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, bcColor, size.normal, text.align_left, "Bottom Central: " +
str.tostring(bc, format.mintick))
if showCPR and showPrevCPR
f_drawLabelX(time_x2_prev, prev_pivot, "Prev CPR", xloc.bar_time,
yloc.price, #00000000, label.style_label_left, prevCprColor, size.normal,
text.align_left, "Previous CPR: " + str.tostring(prev_pivot, format.mintick))
f_drawLabelX(time_x2_prev, prev_tc, "Prev TC", xloc.bar_time, yloc.price,
#00000000, label.style_label_left, prevTcColor, size.normal, text.align_left,
"Previous TC: " + str.tostring(prev_tc, format.mintick))
f_drawLabelX(time_x2_prev, prev_bc, "Prev BC", xloc.bar_time, yloc.price,
#00000000, label.style_label_left, prevBcColor, size.normal, text.align_left,
"Previous BC: " + str.tostring(prev_bc, format.mintick))
if showCPR and showNextCPR
f_drawLabelX(time_x2_next, next_pivot, "Next CPR", xloc.bar_time,
yloc.price, #00000000, label.style_label_left, nextCprColor, size.normal,
text.align_left, "Next CPR: " + str.tostring(next_pivot, format.mintick))
f_drawLabelX(time_x2_next, next_tc, "Next TC", xloc.bar_time, yloc.price,
#00000000, label.style_label_left, nextTcColor, size.normal, text.align_left, "Next
TC: " + str.tostring(next_tc, format.mintick))
f_drawLabelX(time_x2_next, next_bc, "Next BC", xloc.bar_time, yloc.price,
#00000000, label.style_label_left, nextBcColor, size.normal, text.align_left, "Next
BC: " + str.tostring(next_bc, format.mintick))
if showSR
if showSR1to3
f_drawLabelX(time_x2, r1, "R1", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, rColor, size.normal, text.align_left, "Resistance 1: " +
str.tostring(r1, format.mintick))
f_drawLabelX(time_x2, r2, "R2", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, rColor, size.normal, text.align_left, "Resistance 2: " +
str.tostring(r2, format.mintick))
f_drawLabelX(time_x2, r3, "R3", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, rColor, size.normal, text.align_left, "Resistance 3: " +
str.tostring(r3, format.mintick))
f_drawLabelX(time_x2, s1, "S1", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, sColor, size.normal, text.align_left, "Support 1: " +
str.tostring(s1, format.mintick))
f_drawLabelX(time_x2, s2, "S2", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, sColor, size.normal, text.align_left, "Support 2: " +
str.tostring(s2, format.mintick))
f_drawLabelX(time_x2, s3, "S3", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, sColor, size.normal, text.align_left, "Support 3: " +
str.tostring(s3, format.mintick))
if showSR4to5
f_drawLabelX(time_x2, r4, "R4", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, color.new(rColor, 50), size.normal, text.align_left,
"Resistance 4: " + str.tostring(r4, format.mintick))
f_drawLabelX(time_x2, r5, "R5", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, color.new(rColor, 50), size.normal, text.align_left,
"Resistance 5: " + str.tostring(r5, format.mintick))
f_drawLabelX(time_x2, s4, "S4", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, color.new(sColor, 50), size.normal, text.align_left,
"Support 4: " + str.tostring(s4, format.mintick))
f_drawLabelX(time_x2, s5, "S5", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, color.new(sColor, 50), size.normal, text.align_left,
"Support 5: " + str.tostring(s5, format.mintick))
if showPD
f_drawLabelX(time_x2, pd_high, "PDH", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, pdColor, size.normal, text.align_left, "Previous Day High:
" + str.tostring(pd_high, format.mintick))
f_drawLabelX(time_x2, pd_low, "PDL", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, pdColor, size.normal, text.align_left, "Previous Day Low: "
+ str.tostring(pd_low, format.mintick))
f_drawLabelX(time_x2, pd_close, "PDC", xloc.bar_time, yloc.price,
#00000000, label.style_label_left, pdColor, size.normal, text.align_left, "Previous
Day Close: " + str.tostring(pd_close, format.mintick))
if showPW
f_drawLabelX(time_x2, pw_high, "PWH", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, pwColor, size.normal, text.align_left, "Previous Week High:
" + str.tostring(pw_high, format.mintick))
f_drawLabelX(time_x2, pw_low, "PWL", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, pwColor, size.normal, text.align_left, "Previous Week Low:
" + str.tostring(pw_low, format.mintick))
f_drawLabelX(time_x2, pw_close, "PWC", xloc.bar_time, yloc.price,
#00000000, label.style_label_left, pwColor, size.normal, text.align_left, "Previous
Week Close: " + str.tostring(pw_close, format.mintick))
if showPM
f_drawLabelX(time_x2, pm_high, "PMH", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, pmColor, size.normal, text.align_left, "Previous Month
High: " + str.tostring(pm_high, format.mintick))
f_drawLabelX(time_x2, pm_low, "PML", xloc.bar_time, yloc.price, #00000000,
label.style_label_left, pmColor, size.normal, text.align_left, "Previous Month Low:
" + str.tostring(pm_low, format.mintick))
f_drawLabelX(time_x2, pm_close, "PMC", xloc.bar_time, yloc.price,
#00000000, label.style_label_left, pmColor, size.normal, text.align_left, "Previous
Month Close: " + str.tostring(pm_close, format.mintick))
if ta.cross(close, pivot)
alert("Price crossing CPR level: " + str.tostring(pivot, format.mintick),
alert.freq_once_per_bar_close)
