RP analysis updated 06302015

study("RP analysis", overlay=true)
bars = input(type=integer, defval=500)

topen = security(tickerid, 'D', open)
thigh = security(tickerid, 'D', high)
tlow = security(tickerid, 'D', low)
tclose = security(tickerid, 'D', close)
yopen = security(tickerid, 'D', open[1])
yhigh = security(tickerid, 'D', high[1])
ylow = security(tickerid, 'D', low[1])
yclose = security(tickerid, 'D', close[1])

avgbody = security(tickerid, 'D', sum(open-close>0?open-close:close-open, bars)/bars)  
avgtopwick = security(tickerid, 'D',  sum(open>close?high-open:high-close, bars)/bars )  
avgbottomwick = security(tickerid, 'D',  sum(open>close?close-low:open-low, bars)/bars )  

avgoverema = security(tickerid, 'D', sum(high>ema(close, 13)?high-ema(close, 13):nz(na), bars)/bars)
avgunderema = security(tickerid, 'D', sum(ema(close, 13)>low?ema(close, 13)-low:nz(na), bars)/bars)
highestema = highest(security(tickerid, 'D', high-ema(close, 13)>0?high-ema(close, 13):nz(na)), bars)
lowestema = highest(security(tickerid, 'D', ema(close, 13)-low>0?ema(close, 13)-low:nz(na)), bars)

todayema = security(tickerid, 'D', ema(close, 13))
vwap1 = plot(vwap, title="vwap",style=line, color=blue, linewidth=4)


////// PLOTS
plotopen = plot(topen, title="Open",style=line, color=green, linewidth=4)
sma100 = plot(sma(close, 100), title="SMA100",style=line, color=red, linewidth=4)
sma500 = plot(sma(close, 500), title="SMA 500",style=line, color=gray, linewidth=4)

plotema = plot(todayema, title="EMA",style=line, color=red, linewidth=4)
topema = plot(todayema+avgoverema, title="EMA Top",style=line, color=aqua, linewidth=4)
bottomema = plot(todayema-avgunderema, title="EMA Bottom",style=line, color=aqua, linewidth=4)
plothighestema = plot(todayema+highestema, title="EMA Highest",style=line, color=aqua, linewidth=4)
plotlowestema = plot(todayema-lowestema, title="EMA Lowest",style=line, color=aqua, linewidth=4)

wickzonetop = plot(topen+avgtopwick, title="Top Wickzone",style=line, color=blue, linewidth=4)
wickzonebottom = plot(topen-avgbottomwick, title="Bottom Wickzone",style=line, color=blue, linewidth=4)
fill(plotopen, wickzonetop, color=silver, transp=75)
fill(plotopen, wickzonebottom, color=silver, transp=75)


plotbodytop = plot(topen+avgbody, title="Top Close",style=line, color=black, linewidth=4)
plottopwick = plot(topen+avgbody+avgtopwick, title="Top Limit",style=line, color=purple, linewidth=4)
fill(wickzonetop, plotbodytop, color=black, transp=75)
fill(plotbodytop, plottopwick, color=red, transp=75)

plotbodybottom = plot(topen-avgbody, title="Bottom Close",style=line, color=black, linewidth=4)
plotbottomwick = plot(topen-avgbody-avgbottomwick, title="Bottom Limit",style=line, color=purple, linewidth=4)
fill(wickzonebottom, plotbodybottom, color=black, transp=75)
fill(plotbodybottom, plotbottomwick, color=red, transp=75)