106 lines
4.3 KiB
Plaintext
106 lines
4.3 KiB
Plaintext
|
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
|
||
|
|
|
||
|
|
//@version=5
|
||
|
|
indicator(title='Multi Time Frame Moving Averages', shorttitle="MTF MAs", overlay=true)
|
||
|
|
|
||
|
|
// ======= 🔹 P A R A M E T E R S 🔹 =======
|
||
|
|
|
||
|
|
src = input.source(close, title="Source")
|
||
|
|
|
||
|
|
ma1_type = input.string(title="🟢 MA1 Type", defval="EMA", options=["SMA", "EMA", "WMA", "RMA", "HMA", "DEMA", "TEMA", "VWMA", "ALMA"])
|
||
|
|
ma1_len = input.int(50, title="🟢 MA1 Length", minval=1)
|
||
|
|
res1 = input.timeframe(defval="", title="🟢 MA1 Time Frame")
|
||
|
|
|
||
|
|
ma2_type = input.string(title="🔵 MA2 Type", defval="EMA", options=["SMA", "EMA", "WMA", "RMA", "HMA", "DEMA", "TEMA", "VWMA", "ALMA"])
|
||
|
|
ma2_len = input.int(100, title="🔵 MA2 Length", minval=1)
|
||
|
|
res2 = input.timeframe(defval="", title="🔵 MA2 Time Frame")
|
||
|
|
|
||
|
|
ma3_type = input.string(title="🟠 MA3 Type", defval="EMA", options=["SMA", "EMA", "WMA", "RMA", "HMA", "DEMA", "TEMA", "VWMA", "ALMA"])
|
||
|
|
ma3_len = input.int(100, title="🟠 MA3 Length", minval=1)
|
||
|
|
res3 = input.timeframe(defval="", title="🟠 MA3 Time Frame")
|
||
|
|
|
||
|
|
ma4_type = input.string(title="🟣 MA4 Type", defval="EMA", options=["SMA", "EMA", "WMA", "RMA", "HMA", "DEMA", "TEMA", "VWMA", "ALMA"])
|
||
|
|
ma4_len = input.int(200, title="🟣 MA4 Length", minval=1)
|
||
|
|
res4 = input.timeframe(defval="", title="🟣 MA4 Time Frame")
|
||
|
|
|
||
|
|
ma5_type = input.string(title="⚫ MA5 Type", defval="EMA", options=["SMA", "EMA", "WMA", "RMA", "HMA", "DEMA", "TEMA", "VWMA", "ALMA"])
|
||
|
|
ma5_len = input.int(34, title="⚫ MA5 Length", minval=1)
|
||
|
|
res5 = input.timeframe(defval="", title="⚫ MA5 Time Frame")
|
||
|
|
|
||
|
|
|
||
|
|
// ======= 🔹 M O V I N G A V E R A G E S 🔹 =======
|
||
|
|
|
||
|
|
alma_fn(src_, len_, offset_, sigma_) =>
|
||
|
|
// ALMA implementation (fallback)
|
||
|
|
m = offset_ * (len_ - 1)
|
||
|
|
s = len_ / sigma_
|
||
|
|
norm = 0.0
|
||
|
|
sum_ = 0.0
|
||
|
|
for i = 0 to len_ - 1
|
||
|
|
w = math.exp(-math.pow(i - m, 2) / (2 * s * s))
|
||
|
|
norm += w
|
||
|
|
sum_ += src_[i] * w
|
||
|
|
sum_ / norm
|
||
|
|
|
||
|
|
ma(type_, len_, src_) =>
|
||
|
|
if type_ == "SMA"
|
||
|
|
ta.sma(src_, len_)
|
||
|
|
else if type_ == "EMA"
|
||
|
|
ta.ema(src_, len_)
|
||
|
|
else if type_ == "WMA"
|
||
|
|
ta.wma(src_, len_)
|
||
|
|
else if type_ == "RMA"
|
||
|
|
ta.rma(src_, len_)
|
||
|
|
else if type_ == "HMA"
|
||
|
|
ta.hma(src_, len_)
|
||
|
|
else if type_ == "DEMA"
|
||
|
|
e = ta.ema(src_, len_)
|
||
|
|
2 * e - ta.ema(e, len_)
|
||
|
|
else if type_ == "TEMA"
|
||
|
|
e = ta.ema(src_, len_)
|
||
|
|
3 * (e - ta.ema(e, len_)) + ta.ema(ta.ema(e, len_), len_)
|
||
|
|
else if type_ == "VWMA"
|
||
|
|
ta.vwma(src_, len_)
|
||
|
|
else // ALMA
|
||
|
|
alma_fn(src_, len_, 6.0, 0.85)
|
||
|
|
|
||
|
|
// ======= 🔹 TIMEFRAME NORMALIZATION & REQUESTS 🔹 =======
|
||
|
|
|
||
|
|
tf1 = res1 == "" ? timeframe.period : res1
|
||
|
|
tf2 = res2 == "" ? timeframe.period : res2
|
||
|
|
tf3 = res3 == "" ? timeframe.period : res3
|
||
|
|
tf4 = res4 == "" ? timeframe.period : res4
|
||
|
|
tf5 = res5 == "" ? timeframe.period : res5
|
||
|
|
|
||
|
|
MA1 = request.security(syminfo.tickerid, tf1, ma(ma1_type, ma1_len, src), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
|
||
|
|
MA2 = request.security(syminfo.tickerid, tf2, ma(ma2_type, ma2_len, src), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
|
||
|
|
MA3 = request.security(syminfo.tickerid, tf3, ma(ma3_type, ma3_len, src), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
|
||
|
|
MA4 = request.security(syminfo.tickerid, tf4, ma(ma4_type, ma4_len, src), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
|
||
|
|
MA5 = request.security(syminfo.tickerid, tf5, ma(ma5_type, ma5_len, src), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
|
||
|
|
|
||
|
|
// ======= 🔹 P L O T T I N G 🔹 =======
|
||
|
|
|
||
|
|
up1 = color.new(#58D68D, 0)
|
||
|
|
dn1 = color.new(#1D8348, 0)
|
||
|
|
up2 = color.new(#3498DB, 0)
|
||
|
|
dn2 = color.new(#21618C, 0)
|
||
|
|
up3 = color.new(#E74C3C, 0)
|
||
|
|
dn3 = color.new(#7B241C, 0)
|
||
|
|
up4 = color.new(#9B59B6, 0)
|
||
|
|
dn4 = color.new(#6C3483, 0)
|
||
|
|
up5 = color.new(#34495E, 0)
|
||
|
|
dn5 = color.new(#17202A, 0)
|
||
|
|
|
||
|
|
plot_color1 = MA1 >= MA1[1] ? up1 : dn1
|
||
|
|
plot_color2 = MA2 >= MA2[1] ? up2 : dn2
|
||
|
|
plot_color3 = MA3 >= MA3[1] ? up3 : dn3
|
||
|
|
plot_color4 = MA4 >= MA4[1] ? up4 : dn4
|
||
|
|
plot_color5 = MA5 >= MA5[1] ? up5 : dn5
|
||
|
|
|
||
|
|
plot(MA1, color=plot_color1, linewidth=2, title="Moving Average 1")
|
||
|
|
plot(MA2, color=plot_color2, linewidth=2, title="Moving Average 2")
|
||
|
|
plot(MA3, color=plot_color3, linewidth=3, title="Moving Average 3")
|
||
|
|
plot(MA4, color=plot_color4, linewidth=2, title="Moving Average 4")
|
||
|
|
plot(MA5, color=plot_color5, linewidth=1, title="Moving Average 5")
|
||
|
|
|