Support & Resistance + Range Filter + Volume Profile

2024년 12월 30일

//version=5
indicator("Support & Resistance + Range Filter + Volume Profile [ChartPrime, DonovanWall, DGT]", overlay=true, max_boxes_count=500, max_lines_count=500, max_bars_back=5000)

// ---------------------------------------------------------------------------------------------------------------------}
// 𝙐𝙎𝙀𝙍 𝙄𝙉𝙋𝙐𝙉𝙏𝙎
// ---------------------------------------------------------------------------------------------------------------------{
// Support and Resistance Inputs
int lookbackPeriod = input.int(20, "Lookback Period", minval=1, group="Support & Resistance")
int vol_len = input.int(2, "Delta Volume Filter Length", tooltip="Higher input, will filter low volume boxes", group="Support & Resistance")
float box_width = input.float(1, "Adjust Box Width", maxval=1000, minval=0, step=0.1, group="Support & Resistance")

// Range Filter Inputs
src = input(close, title="Source", group="Range Filter")
per = input.int(100, minval=1, title="Sampling Period", group="Range Filter")
mult = input.float(3.0, minval=0.1, title="Range Multiplier", group="Range Filter")

// Range Filter Colors
upColor = input.color(color.white, "Up Color", group="Range Filter")
midColor = input.color(#90bff9, "Mid Color", group="Range Filter")
downColor = input.color(color.blue, "Down Color", group="Range Filter")

// Volume Profile Inputs
vpGR = 'Volume & Sentiment Profile'
vpSH = input.bool(true, 'Volume Profile', group=vpGR)
vpUC = input.color(color.new(#5d606b, 50), '  Up Volume ', inline='VP', group=vpGR)
vpDC = input.color(color.new(#d1d4dc, 50), 'Down Volume ', inline='VP', group=vpGR)
vaUC = input.color(color.new(#2962ff, 30), '  Value Area Up', inline='VA', group=vpGR)
vaDC = input.color(color.new(#fbc02d, 30), 'Value Area Down', inline='VA', group=vpGR)
spSH = input.bool(true, 'Sentiment Profile', group=vpGR)
spUC = input.color(color.new(#26a69a, 30), '  Bullish', inline='BB', group=vpGR)
spDC = input.color(color.new(#ef5350, 30), 'Bearish', inline='BB', group=vpGR)
sdSH = input.bool(true, 'Supply & Demand Zones', group=vpGR)
sdTH = input.int(15, '  Supply & Demand Threshold %', minval=0, maxval=41, group=vpGR) / 100
sdSC = input.color(color.new(#ec1313, 80), '  Supply Zones', inline='SD', group=vpGR)
sdDC = input.color(color.new(#0094FF, 80), 'Demand Zones', inline='SD', group=vpGR)
pcSH = input.string('Developing POC', 'Point of Control', options=['Developing POC', 'Last (Line)', 'None'], inline='POC', group=vpGR)
pocC = input.color(#f44336, '', inline='POC', group=vpGR)
pocW = input.int(2, '', minval=1, inline='POC', group=vpGR)
vpVA = input.float(68, 'Value Area (%)', minval=0, maxval=100, group=vpGR) / 100
vahS = input.bool(true, 'Value Area High (VAH)', inline='VAH', group=vpGR)
vahC = input.color(#2962ff, '', inline='VAH', group=vpGR)
vahW = input.int(1, '', minval=1, inline='VAH', group=vpGR)
vlSH = input.bool(true, 'Value Area Low (VAL)', inline='VAL', group=vpGR)
valC = input.color(#2962ff, '', inline='VAL', group=vpGR)
valW = input.int(1, '', minval=1, inline='VAL', group=vpGR)
vpPT = input.string('Bar Polarity', 'Profile Polarity Method', options=['Bar Polarity', 'Bar Buying/Selling Pressure'], group=vpGR)
vpLR = input.string('Fixed Range', 'Profile Lookback Range', options=['Fixed Range', 'Visible Range'], group=vpGR)
vpLN = input.int(360, 'Lookback Length / Fixed Range', minval=10, maxval=5000, step=10, group=vpGR)
vpST = input.bool(true, 'Profile Stats', inline='STT', group=vpGR)
ppLS = input.string('Small', "", options=['Tiny', 'Small', 'Normal'], inline='STT', group=vpGR)
lcDB = input.string('Top Right', '', options=['Top Right', 'Middle Right', 'Bottom Left'], inline='STT', group=vpGR)
vpLV = input.bool(true, 'Profile Price Levels', inline='BBe', group=vpGR)
rpLS = input.string('Small', "", options=['Tiny', 'Small', 'Normal'], inline='BBe', group=vpGR)
vpPL = input.string('Right', 'Profile Placement', options=['Right', 'Left'], group=vpGR)
vpNR = input.int(100, 'Profile Number of Rows', minval=10, maxval=150, step=10, group=vpGR)
vpWD = input.float(31, 'Profile Width', minval=0, maxval=250, group=vpGR) / 100
vpHO = input.int(13, 'Profile Horizontal Offset', maxval=50, group=vpGR)
vaBG = input.bool(false, 'Value Area Background  ', inline='vBG', group=vpGR)
vBGC = input.color(color.new(#2962ff, 89), '', inline='vBG', group=vpGR)
vpBG = input.bool(false, 'Profile Range Background ', inline='pBG', group=vpGR)
bgC = input.color(color.new(#2962ff, 95), '', inline='pBG', group=vpGR)
vhGR = 'Volume Histogram'
vhSH = input.bool(true, 'Volume Histogram', group=vhGR)
vmaS = input.bool(true, 'Volume MA,         Length', inline='vol2', group=vhGR)
vmaL = input.int(21, '', minval=1, inline='vol2', group=vhGR)
vhUC = input.color(color.new(#26a69a, 30), '  Growing', inline='vol1', group=vhGR)
vhDC = input.color(color.new(#ef5350, 30), 'Falling', inline='vol1', group=vhGR)
vmaC = input.color(color.new(#2962ff, 0), 'Volume MA', inline='vol1', group=vhGR)
vhPL = input.string('Top', '  Placement', options=['Top', 'Bottom'], group=vhGR)
vhHT = 11 - input.int(8, '  Hight', minval=1, maxval=10, group=vhGR)
vhVO = input.int(1, '  Vertical Offset', minval=0, maxval=20, group=vhGR) / 20
cbGR = 'Volume Weighted Colored Bars'
vwcb = input.bool(false, 'Volume Weighted Colored Bars', group=cbGR)
upTH = input.float(1.618, '  Upper Threshold', minval=1., step=.1, group=cbGR)
dnTH = input.float(0.618, '  Lower Threshold', minval=.1, step=.1, group=cbGR)

// ---------------------------------------------------------------------------------------------------------------------}
// 𝙎𝙐𝙋𝙋𝙊𝙍𝙏 𝘼𝙉𝘿 𝙍𝙀𝙎𝙄𝙎𝙏𝘼𝙉𝘾𝙀 𝘾𝘼𝙇𝘾𝙐𝙇𝘼𝙏𝙄𝙊𝙉𝙎
// ---------------------------------------------------------------------------------------------------------------------{
// Delta Volume Function
upAndDownVolume() =>
posVol = 0.0
negVol = 0.0
var isBuyVolume = true
switch
close > open => isBuyVolume := true
close < open => isBuyVolume := false
if isBuyVolume
posVol += volume
else
negVol -= volume
posVol + negVol

// Function to identify support and resistance boxes
calcSupportResistance(src, lookbackPeriod) =>
Vol = upAndDownVolume()
vol_hi = ta.highest(Vol/2.5, vol_len)
vol_lo = ta.lowest(Vol/2.5, vol_len)

var float supportLevel = na
var float resistanceLevel = na
var box sup = na
var box res = na
var color res_color = na
var color sup_color = na

// Find pivot points
pivotHigh = ta.pivothigh(src, lookbackPeriod, lookbackPeriod)
pivotLow = ta.pivotlow (src, lookbackPeriod, lookbackPeriod)
atr = ta.atr(200)
withd = atr * box_width

// Find support levels with Positive Volume
if (not na(pivotLow)) and Vol > vol_hi
supportLevel := pivotLow
topLeft = chart.point.from_index(bar_index-lookbackPeriod, supportLevel)
bottomRight = chart.point.from_index(bar_index, supportLevel-withd)
sup_color := color.from_gradient(Vol, 0, ta.highest(Vol, 25), color(na), color.new(color.green, 30))
sup := box.new(topLeft, bottomRight, border_color=color.green, border_width=1, bgcolor=sup_color, text="Vol: "+str.tostring(math.round(Vol,2)), text_color=chart.fg_color, text_size=size.small)

// Find resistance levels with Negative Volume
if (not na(pivotHigh)) and Vol < vol_lo
resistanceLevel := pivotHigh
topLeft = chart.point.from_index(bar_index-lookbackPeriod, resistanceLevel)
bottomRight = chart.point.from_index(bar_index, resistanceLevel+withd)
res_color := color.from_gradient(Vol, ta.lowest(Vol, 25), 0, color.new(color.red, 30), color(na))
res := box.new(topLeft, bottomRight, border_color=color.red, border_width=1, bgcolor=res_color, text="Vol: "+str.tostring(math.round(Vol,2)), text_color=chart.fg_color, text_size=size.small)

[supportLevel, resistanceLevel]

[supportLevel, resistanceLevel] = calcSupportResistance(close, lookbackPeriod)

// ---------------------------------------------------------------------------------------------------------------------}
// 𝙍𝘼𝙉𝙂𝙀 𝙁𝙄𝙇𝙏𝙀𝙍 𝘾𝘼𝙇𝘾𝙐𝙇𝘼𝙏𝙄𝙊𝙉𝙎
// ---------------------------------------------------------------------------------------------------------------------{
// Smooth Average Range
smoothrng(x, t, m) =>
wper = t * 2 - 1
avrng = ta.ema(math.abs(x - x[1]), t)
smoothrng = ta.ema(avrng, wper) * m
smoothrng
smrng = smoothrng(src, per, mult)

// Range Filter
rngfilt(x, r) =>
rngfilt = x
rngfilt := x > nz(rngfilt[1]) ? x - r < nz(rngfilt[1]) ? nz(rngfilt[1]) : x - r :
x + r > nz(rngfilt[1]) ? nz(rngfilt[1]) : x + r
rngfilt
filt = rngfilt(src, smrng)

// Filter Direction
upward = 0.0
upward := filt > filt[1] ? nz(upward[1]) + 1 : filt < filt[1] ? 0 : nz(upward[1])
downward = 0.0
downward := filt < filt[1] ? nz(downward[1]) + 1 : filt > filt[1] ? 0 : nz(downward[1])

// Target Bands
hband = filt + smrng
lband = filt - smrng

// Colors
filtcolor = upward > 0 ? upColor : downward > 0 ? downColor : midColor
barcolor = src > filt and src > src[1] and upward > 0 ? upColor :
src > filt and src < src[1] and upward > 0 ? upColor :
src < filt and src < src[1] and downward > 0 ? downColor :
src < filt and src > src[1] and downward > 0 ? downColor : midColor

filtplot = plot(filt, color=filtcolor, linewidth=2, title="Range Filter")
hbandplot = plot(hband, color=color.new(upColor, 70), title="High Target")
lbandplot = plot(lband, color=color.new(downColor, 70), title="Low Target")

// Fills
fill(hbandplot, filtplot, color=color.new(upColor, 90), title="High Target Range")
fill(lbandplot, filtplot, color=color.new(downColor, 90), title="Low Target Range")

// Break Outs
longCond = bool(na)
shortCond = bool(na)
longCond := src > filt and src > src[1] and upward > 0 or
src > filt and src < src[1] and upward > 0
shortCond := src < filt and src < src[1] and downward > 0 or
src < filt and src > src[1] and downward > 0

CondIni = 0
CondIni := longCond ? 1 : shortCond ? -1 : CondIni[1]
longCondition = longCond and CondIni[1] == -1
shortCondition = shortCond and CondIni[1] == 1

// Plot Buy/Sell Signals
plotshape(longCondition, title="Buy Signal", text="Buy", textcolor=color.white, style=shape.labelup, size=size.small, location=location.belowbar, color=color.new(#aaaaaa, 20))
plotshape(shortCondition, title="Sell Signal", text="Sell", textcolor=color.white, style=shape.labeldown, size=size.small, location=location.abovebar, color=color.new(downColor, 20))

// ---------------------------------------------------------------------------------------------------------------------}
// 𝙑𝙊𝙇𝙐𝙈𝙀 𝙋𝙍𝙊𝙁𝙄𝙇𝙀 𝘾𝘼𝙇𝘾𝙐𝙇𝘼𝙏𝙄𝙊𝙉𝙎
// ---------------------------------------------------------------------------------------------------------------------{
// (Include the Volume Profile calculations and visualizations from the original script here)
// ...

// ---------------------------------------------------------------------------------------------------------------------}
// 𝙑𝙄𝙎𝙐𝘼𝙇𝙄𝙕𝘼𝙏𝙄𝙊𝙉
// ---------------------------------------------------------------------------------------------------------------------{
// (Include the visualization logic from the Volume Profile script here)
// ...

// ---------------------------------------------------------------------------------------------------------------------}
// 𝘼𝙇𝙀𝙍𝙏𝙎
// ---------------------------------------------------------------------------------------------------------------------{
// (Include the alert conditions from the Volume Profile script here)
// ...

// ---------------------------------------------------------------------------------------------------------------------}