Nadaraya-supertrend [MehmetaliAkdag]

16시간 전// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org/MPL/2.0/
// © MehmetaliAkdag



//version=5
indicator("Nadaraya-supertrend [MehmetaliAkdag]", "MehmetaliAkdag - Nadaraya-super trend ", overlay = true, max_lines_count = 500, max_labels_count = 500, max_bars_back=500)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
h = input.float(8.,'Bandwidth', minval = 0)
mult = input.float(3., minval = 0)
src = input(close, 'Source')

repaint = input(true, 'Repainting Smoothing', tooltip = 'Repainting is an effect where the indicators historical output is subject to change over time. Disabling repainting will cause the indicator to output the endpoints of the calculations')

//Style
upCss = input.color(color.teal, 'Colors', inline = 'inline1', group = 'Style')
dnCss = input.color(color.red, '', inline = 'inline1', group = 'Style')

//-----------------------------------------------------------------------------}
//Functions
//-----------------------------------------------------------------------------{
//Gaussian window
gauss(x, h) => math.exp(-(math.pow(x, 2)/(h * h * 2)))

//-----------------------------------------------------------------------------}
//Append lines
//-----------------------------------------------------------------------------{
n = bar_index

var ln = array.new_line(0)

if barstate.isfirst and repaint
for i = 0 to 499
array.push(ln,line.new(na,na,na,na))

//-----------------------------------------------------------------------------}
//End point method
//-----------------------------------------------------------------------------{
var coefs = array.new_float(0)
var den = 0.

if barstate.isfirst and not repaint
for i = 0 to 499
w = gauss(i, h)
coefs.push(w)

den := coefs.sum()

out = 0.
if not repaint
for i = 0 to 499
out += src * coefs.get(i)
out /= den
mae = ta.sma(math.abs(src - out), 499) * mult

upper = out + mae
lower = out - mae

//-----------------------------------------------------------------------------}
//Compute and display NWE
//-----------------------------------------------------------------------------{
float y2 = na
float y1 = na

nwe = array.new<float>(0)
if barstate.islast and repaint
sae = 0.
//Compute and set NWE point
for i = 0 to math.min(499,n - 1)
sum = 0.
sumw = 0.
//Compute weighted mean
for j = 0 to math.min(499,n - 1)
w = gauss(i - j, h)
sum += src[j] * w
sumw += w

y2 := sum / sumw
sae += math.abs(src - y2)
nwe.push(y2)

sae := sae / math.min(499,n - 1) * mult
for i = 0 to math.min(499,n - 1)
if i%2
line.new(n-i+1, y1 + sae, n-i, nwe.get(i) + sae, color = upCss)
line.new(n-i+1, y1 - sae, n-i, nwe.get(i) - sae, color = dnCss)

if src > nwe.get(i) + sae and src[i+1] < nwe.get(i) + sae
label.new(n-i, src, '▼', color = color(na), style = label.style_label_down, textcolor = dnCss, textalign = text.align_center)
if src < nwe.get(i) - sae and src[i+1] > nwe.get(i) - sae
label.new(n-i, src, '▲', color = color(na), style = label.style_label_up, textcolor = upCss, textalign = text.align_center)

y1 := nwe.get(i)

//-----------------------------------------------------------------------------}
//Dashboard
//-----------------------------------------------------------------------------{
var tb = table.new(position.top_right, 1, 1
, bgcolor = #1e222d
, border_color = #373a46
, border_width = 1
, frame_color = #373a46
, frame_width = 1)

if repaint
tb.cell(0, 0, 'Repainting Mode Enabled', text_color = color.white, text_size = size.small)

//-----------------------------------------------------------------------------}
//Plot
//-----------------------------------------------------------------------------}
plot(repaint ? na : out + mae, 'Upper', upCss)
plot(repaint ? na : out - mae, 'Lower', dnCss)

//Crossing Arrows
plotshape(ta.crossunder(close, out - mae) ? low : na, "Crossunder", shape.labelup, location.absolute, color(na), 0 , text = '▲', textcolor = upCss, size = size.tiny)
plotshape(ta.crossover(close, out + mae) ? high : na, "Crossover", shape.labeldown, location.absolute, color(na), 0 , text = '▼', textcolor = dnCss, size = size.tiny)

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


// SuperTrend
factor = input.float(3, "Atr Çarpanı", group = "SuperTrend")
AtrPeriod = input.int(10, "ATR Period", group = "SuperTrend")

// Periyotlar
P1 = input.timeframe("1", "1. Periyot", group = "Periyotlar")
P2 = input.timeframe("3", "2. Periyot", group = "Periyotlar")
P3 = input.timeframe("5", "3. Periyot", group = "Periyotlar")
P4 = input.timeframe("15", "4. Periyot", group = "Periyotlar")
P5 = input.timeframe("30", "5. Periyot", group = "Periyotlar")
P6 = input.timeframe("60", "6. Periyot", group = "Periyotlar")
P7 = input.timeframe("120", "7. Periyot", group = "Periyotlar")
P8 = input.timeframe("240", "8. Periyot", group = "Periyotlar")
P9 = input.timeframe("D", "9. Periyot", group = "Periyotlar")
P10 = input.timeframe("W", "10. Periyot", group = "Periyotlar")

// MTF Fonksiyonu (Multi Time Frame)
SuperTrendMTF(periyot)=>

// Trend değişkeni boş olarak ekle
int trend = na

// Periyotlardan SuperTrend değerlerini iste
[supertrend, direction] = request.security(syminfo.tickerid, periyot, ta.supertrend(factor, AtrPeriod))

// Gelen değerlere göre trendi belirle.
if direction < 0
trend := 1 // Yükselen Trend
if direction > 0
trend := 0 // Düşen Trend

// Hesaplanama sonucu trend değerini fonksiyonun sonucu olarak ver
trend

// Periyotlardan verileri iste
periyot1 = SuperTrendMTF(P1)
periyot2 = SuperTrendMTF(P2)
periyot3 = SuperTrendMTF(P3)
periyot4 = SuperTrendMTF(P4)
periyot5 = SuperTrendMTF(P5)
periyot6 = SuperTrendMTF(P6)
periyot7 = SuperTrendMTF(P7)
periyot8 = SuperTrendMTF(P8)
periyot9 = SuperTrendMTF(P9)
periyot10 = SuperTrendMTF(P10)

// Tabloyu oluştur ve verileri grafikte göster
var table stTablo = table.new(position.top_right, 1, 11, bgcolor = color.blue)

if barstate.islast
table.cell(stTablo, 0, 0, "SuperTrend MTF", text_color = color.white)

table.cell(stTablo, 0, 1, str.tostring(P1), text_color = color.white, bgcolor = periyot1 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 2, str.tostring(P2), text_color = color.white, bgcolor = periyot2 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 3, str.tostring(P3), text_color = color.white, bgcolor = periyot3 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 4, str.tostring(P4), text_color = color.white, bgcolor = periyot4 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 5, str.tostring(P5), text_color = color.white, bgcolor = periyot5 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 6, str.tostring(P6), text_color = color.white, bgcolor = periyot6 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 7, str.tostring(P7), text_color = color.white, bgcolor = periyot7 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 8, str.tostring(P8), text_color = color.white, bgcolor = periyot8 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 9, str.tostring(P9), text_color = color.white, bgcolor = periyot9 == 1 ? color.green : color.red)
table.cell(stTablo, 0, 10, str.tostring(P10), text_color = color.white, bgcolor = periyot10 == 1 ? color.green : color.red)


// SuperTrend'i mevcut periyot için grafikte göster
[supertrend, direction] = ta.supertrend(factor, AtrPeriod)
plot(direction < 0 ? supertrend : na, "Yükselen Trend", color = color.green, style=plot.style_linebr)
plot(direction > 0 ? supertrend : na, "Düşen Trend", color = color.red, style=plot.style_linebr)