Convert from Pine Script to MQ4L

//convert rainbow indicator

//@version=4

study("Shanky HB", overlay=true)

show_Baseline = input(title="Show Baseline", type=input.bool, defval=true)

show_SZ = input(title="Show SZ", type=input.bool, defval=false)

show_atr = input(title="Show ATR bands", type=input.bool, defval=true)

//ATR

atrlen = input(14, "ATR Period")

mult = input(1, "ATR Multi", step=0.1)

smoothing = input(title="ATR Smoothing", defval="WMA", options=["RMA", "SMA", "EMA", "WMA"])

ma_function(source, atrlen) => 

    if smoothing == "RMA"

        rma(source, atrlen)

    else

        if smoothing == "SMA"

            sma(source, atrlen)

        else

            if smoothing == "EMA"

                ema(source, atrlen)

            else

                wma(source, atrlen)

atr_slen = ma_function(tr(true), atrlen)

////ATR Up/Low Bands

upper_band = atr_slen * mult + close

lower_band = close - atr_slen * mult

////BASELINE / SZ / SX / EXIT MOVING AVERAGE VALUES

maType = input(title="SZ / Baseline Type", type=input.string, defval="HMA", options=["SMA","EMA","DEMA","TEMA","LSMA","WMA","MF","VAMA","TMA","HMA", "JMA", "Kijun v2", "EDSMA","McGinley"])

len = input(title="SZ / Baseline Length", defval=60)

SXType = input(title="SX / Continuation Type", type=input.string, defval="JMA", options=["SMA","EMA","DEMA","TEMA","WMA","MF","VAMA","TMA","HMA", "JMA","McGinley"])

len2 = input(title="SX Length", defval=5)

//

SSL3Type = input(title="EXIT Type", type=input.string, defval="HMA", options=["DEMA","TEMA","LSMA","VAMA","TMA","HMA","JMA", "Kijun v2", "McGinley", "MF"])

len3 = input(title="EXIT Length", defval=15)

src = input(title="Source", type=input.source, defval=close)

//

tema(src, len) =>

    ema1 = ema(src, len)

    ema2 = ema(ema1, len)

    ema3 = ema(ema2, len)

    (3 * ema1) - (3 * ema2) + ema3

kidiv = input(defval=1,maxval=4,  title="Kijun MOD Divider")

jurik_phase = input(title="* Jurik (JMA) Only - Phase", type=input.integer, defval=3)

jurik_power = input(title="* Jurik (JMA) Only - Power", type=input.integer, defval=1)

volatility_lookback = input(10, title="* Volatility Adjusted (VAMA) Only - Volatility lookback length")

//MF

beta = input(0.8,minval=0,maxval=1,step=0.1,  title="Modular Filter, General Filter Only - Beta")

feedback = input(false, title="Modular Filter Only - Feedback")

z = input(0.5,title="Modular Filter Only - Feedback Weighting",step=0.1, minval=0, maxval=1)

//EDSMA

ssfLength = input(title="EDSMA - Super Smoother Filter Length", type=input.integer, minval=1, defval=20)

ssfPoles = input(title="EDSMA - Super Smoother Filter Poles", type=input.integer, defval=2, options=[2, 3])

//----

//EDSMA

get2PoleSSF(src, length) =>

    PI = 2 * asin(1)

    arg = sqrt(2) * PI / length

    a1 = exp(-arg)

    b1 = 2 * a1 * cos(arg)

    c2 = b1

    c3 = -pow(a1, 2)

    c1 = 1 - c2 - c3

    

    ssf = 0.0

    ssf := c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2])

get3PoleSSF(src, length) =>

    PI = 2 * asin(1)

    arg = PI / length

    a1 = exp(-arg)

    b1 = 2 * a1 * cos(1.738 * arg)

    c1 = pow(a1, 2)

    coef2 = b1 + c1

    coef3 = -(c1 + b1 * c1)

    coef4 = pow(c1, 2)

    coef1 = 1 - coef2 - coef3 - coef4

    ssf = 0.0

    ssf := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 * nz(ssf[3])

ma(type, src, len) =>

    float result = 0

    if type=="TMA"

        result := sma(sma(src, ceil(len / 2)), floor(len / 2) + 1)

    if type=="MF"

        ts=0.,b=0.,c=0.,os=0.

        //----

        alpha = 2/(len+1)

        a = feedback ? z*src + (1-z)*nz(ts[1],src) : src

        //----

        b := a > alpha*a+(1-alpha)*nz(b[1],a) ? a : alpha*a+(1-alpha)*nz(b[1],a)

        c := a < alpha*a+(1-alpha)*nz(c[1],a) ? a : alpha*a+(1-alpha)*nz(c[1],a)

        os := a == b ? 1 : a == c ? 0 : os[1]

        //----

        upper = beta*b+(1-beta)*c

        lower = beta*c+(1-beta)*b 

        ts := os*upper+(1-os)*lower

        result := ts

    if type=="LSMA"

        result := linreg(src, len, 0)

    if type=="SMA" // Simple

        result := sma(src, len)

    if type=="EMA" // Exponential

        result := ema(src, len)

    if type=="DEMA" // Double Exponential

        e = ema(src, len)

        result := 2 * e - ema(e, len)

    if type=="TEMA" // Triple Exponential

        e = ema(src, len)

        result := 3 * (e - ema(e, len)) + ema(ema(e, len), len)

    if type=="WMA" // Weighted

        result := wma(src, len)

    if type=="VAMA" // Volatility Adjusted

        /// Copyright © 2019 to present, Joris Duyck (JD)

        mid=ema(src,len)

        dev=src-mid

        vol_up=highest(dev,volatility_lookback)

        vol_down=lowest(dev,volatility_lookback)

        result := mid+avg(vol_up,vol_down)

    if type=="HMA" // Hull

        result := wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len)))

    if type=="JMA" // Jurik

        /// Copyright © 2018 Alex Orekhov (everget)

        /// Copyright © 2017 Jurik Research and Consulting.

        phaseRatio = jurik_phase < -100 ? 0.5 : jurik_phase > 100 ? 2.5 : jurik_phase / 100 + 1.5

        beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)

        alpha = pow(beta, jurik_power)

        jma = 0.0

        e0 = 0.0

        e0 := (1 - alpha) * src + alpha * nz(e0[1])

        e1 = 0.0

        e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])

        e2 = 0.0

        e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * pow(1 - alpha, 2) + pow(alpha, 2) * nz(e2[1])

        jma := e2 + nz(jma[1])

        result := jma

    if type=="Kijun v2"

        kijun = avg(lowest(len), highest(len))//, (open + close)/2)

        conversionLine = avg(lowest(len/kidiv), highest(len/kidiv))

        delta = (kijun + conversionLine)/2

        result :=delta

    if type=="McGinley"

        mg = 0.0

        mg := na(mg[1]) ? ema(src, len) : mg[1] + (src - mg[1]) / (len * pow(src/mg[1], 4))

        result :=mg

    if type=="EDSMA"

    

        zeros = src - nz(src[2])

        avgZeros = (zeros + zeros[1]) / 2

        

        // Ehlers Super Smoother Filter 

        ssf = ssfPoles == 2

             ? get2PoleSSF(avgZeros, ssfLength)

             : get3PoleSSF(avgZeros, ssfLength)

        

        // Rescale filter in terms of Standard Deviations

        stdev = stdev(ssf, len)

        scaledFilter = stdev != 0

             ? ssf / stdev

             : 0

        

        alpha = 5 * abs(scaledFilter) / len

        

        edsma = 0.0

        edsma := alpha * src + (1 - alpha) * nz(edsma[1])

        result :=  edsma

    result

    

///SSL 1 and SX

emaHigh = ma(maType, high, len)

emaLow = ma(maType, low, len)

maHigh = ma(SXType, high, len2)

maLow = ma(SXType, low, len2)

///EXIT

ExitHigh = ma(SSL3Type, high, len3)

ExitLow = ma(SSL3Type, low, len3)

///Keltner Baseline Channel

BBMC = ma(maType, close, len)

useTrueRange = input(true)

multy = input(0.2, step=0.05, title="Base Channel Multiplier")

Keltma = ma(maType, src, len)

range = useTrueRange ? tr : high - low

rangema = ema(range, len)

upperk =Keltma + rangema * multy

lowerk = Keltma - rangema * multy

//Baseline Violation Candle

open_pos =  open*1

close_pos = close*1

difference = abs(close_pos-open_pos)

atr_violation = difference > atr_slen

InRange = upper_band > BBMC and lower_band < BBMC

candlesize_violation = atr_violation and InRange

plotshape(candlesize_violation, color=color.white, size=size.tiny,style=shape.diamond, location=location.top, transp=0,title="Candle Size > 1xATR")

//SZ VALUES

Hlv = int(na)

Hlv := close > emaHigh ? 1 : close < emaLow ? -1 : Hlv[1]

sslDown = Hlv < 0 ? emaHigh : emaLow

//SX VALUES

Hlv2 = int(na)

Hlv2 := close > maHigh ? 1 : close < maLow ? -1 : Hlv2[1]

sslDown2 = Hlv2 < 0 ? maHigh : maLow

//EXIT VALUES

Hlv3 = int(na)

Hlv3 := close > ExitHigh ? 1 : close < ExitLow ? -1 : Hlv3[1]

sslExit = Hlv3 < 0 ? ExitHigh : ExitLow

base_cross_Long = crossover(close, sslExit)

base_cross_Short = crossover(sslExit, close)

codiff = base_cross_Long ? 1 : base_cross_Short ? -1 : na 

//COLORS

show_color_bar = input(title="Color Bars", type=input.bool, defval=true)

color_bar = close > upperk ? #00E113 : close < lowerk ? #E16024 : color.gray

color_SZ = close > sslDown ? #00E113 : close < sslDown ? #E16024 : na

//PLOTS

plotarrow(codiff, colorup=#00E113, colordown=#E16024,title="Exit Arrows", transp=20, maxheight=20, offset=0)

p1 = plot(show_Baseline ? BBMC : na, color=color_bar, linewidth=4,transp=0, title='MA Baseline')

DownPlot = plot( show_SZ ? sslDown : na, title="SZ", linewidth=3, color=color_SZ, transp=10)

barcolor(show_color_bar ? color_bar : na)

up_channel = plot(show_Baseline ? upperk : na, color=color_bar, title="Baseline Upper Channel")

low_channel = plot(show_Baseline ? lowerk : na, color=color_bar, title="Basiline Lower Channel")

fill(up_channel, low_channel, color=color_bar, transp=90)

////SX Continiuation from ATR

atr_crit = input(0.9, step=0.1, title="Continuation ATR Criteria")

upper_half = atr_slen * atr_crit + close

lower_half = close - atr_slen * atr_crit

buy_inatr =  lower_half < sslDown2

sell_inatr = upper_half > sslDown2

sell_cont = close < BBMC and close < sslDown2

buy_cont = close > BBMC and close > sslDown2

sell_atr = sell_inatr and sell_cont

buy_atr = buy_inatr and buy_cont

atr_fill = buy_atr ? color.green : sell_atr ? color.purple : color.white

LongPlot = plot(sslDown2, title="SX", linewidth=2, color=atr_fill, style=plot.style_circles, transp=0)

u = plot(show_atr ? upper_band : na, "+ATR", color=color.white, transp=80)

l = plot(show_atr ? lower_band : na, "-ATR", color=color.white, transp=80)

//ALERTS

alertcondition(crossover(close, sslDown), title='SSL Cross Alert', message='SZ has crossed.')

alertcondition(crossover(close, sslDown2), title='SX Cross Alert', message='SX has crossed.')

alertcondition(sell_atr, title='Sell Continuation', message='Sell Continuation.')

alertcondition(buy_atr, title='Buy Continuation', message='Buy Continuation.')

alertcondition(crossover(close, sslExit), title='Exit Sell', message='Exit Sell Alert.')

alertcondition(crossover(sslExit, close), title='Exit Buy', message='Exit Buy Alert.')

alertcondition(crossover(close, upperk ), title='Baseline Buy Entry', message='Base Buy Alert.')

alertcondition(crossover(lowerk, close ), title='Baseline Sell Entry', message='Base Sell Alert.')