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//@version=4 study("Custom", overlay = true) //Var dec length = 9 fractionalMult = input(title="Key Value", step=1, defval=1) tr2() => max(high - low, max(abs(high - close[1]), abs(low - close[1]))) //Calc delta calc1(in1, in2) => alpha = in2 sum = 0.0 sum := (in1 + (alpha - 1) * nz(sum[1])) / alpha value1 = fractionalMult * calc1(tr2(), length) sigShort = hl2 + value1 sigShortPrev = nz(sigShort[1], sigShort) sigLong = hl2 - value1 sigLongPrev = nz(sigLong[1], sigLong) sigLong := close[1] > sigLongPrev ? max(sigLong, sigLongPrev) : sigLong sigShort := close[1] < sigShortPrev ? min(sigShort, sigShortPrev) : sigShort dir = 1 dir := nz(dir[1], dir) //Filter extreme moves dir := dir == -1 and close > sigShortPrev ? 1 : dir == 1 and close < sigLongPrev ? -1 : dir alertcondition( dir[1] == -1 and dir == 1 ? sigLong : na, "BUY", "BUY") alertcondition(dir[1] == 1 and dir == -1 ? sigShort : na, "SELL", "SELL") //plot plotshape(dir == 1 and dir[1] == -1 ? sigLong : na, title="LONG", style=shape.labelup, location=location.belowbar, size=size.normal, text="LONG", textcolor = color.white, color=http://color.green) plotshape(dir == -1 and dir[1] == 1 ? sigShort : na, title="SHORT", style=shape.labeldown, location=location.abovebar, size=size.normal, text="SHORT", textcolor = color.white, color=http://color.red)
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