#CSA - trend, a momentum and a cycle based indicator for ThinkorSwim V3.2
#
#VERSION
# 2020.02.01 V3.2 @diazlaz - Added SWCA - Schaff Wave CrossOver Average
# 2020.01.29 V3.1 @diazlaz - Added ADXPaintBarsMode
# Integrated Derivative RSI Oscillator
# 2020.01.29 V3.0 @diazlaz - Modules Restructured 3.0 Framework
# Improved ADX formula for Trend Detection
# Integrated HeikinAshiCandles and HeikinAshiCandles MTF
# set aggregationPeriod to MTF aggregation (default 5 mins)
# Integrated PaintBars MACD Neutral Condition trigger
# set enableNeutralMACDPainter to yes (default is no) and
# neutral gray will be evaluated by MACD (Dark Red/Green)
# Integrated Super Trend w/CCI and ATR
# Integrated CCI + TTM squeeze + TTM trend Combo
# Set treshold defaults to 7 (7 out of 10), removed scanmode.
# Integrated Slim Ribbon.
# Integrated DMI and BOP, restructured INPUTS to each module.
# threshold increased to 4 by default.
# Integrated ADX Trending States and BAR Line
# Integrated TTM Trends, modules selection
# and added threshold for signals
# Integrated FREMA
# Labels, Additional Dashboard, Lower Study
#
#
#LINK
#https://usethinkscript.com/threads/a-trend-momentum-and-cycle-trading-system-v3-0-csa.1596/
#
#INSTRUCTION
#Here is how I envision the paintbar working:
#When the supertrend indicator is long that would equal +1, when its short -1.
#When the TMO is green that would equal +1. when its red its -1.
#When the TOP Cycle Trader is above zero that would equal +1, when its below zero -1.
#When all 3 indicators are equal to +1 making +3 total the price bars would paint #green.
#When all 3 indicators are equal to -1 making -3 total the price bars would paint red.
#If the combination of all 3 indicators equals anything else, the price bars would #paint gray meaning all 3 indicators were not in agreement.
#
declare upper;
#INPUTS
input showLabels = yes;
input PaintBars = yes;
input ADXPaintBarsMode = no;
input enableNeutralMACDPainter = no;
input aggregationPeriod = AggregationPeriod.FIVE_MIN;
input threshold = 5;
input displace = 0;
#CORE
DefineGlobalColor("CycleLineColor", Color.RED);
DefineGlobalColor("CyclehistColor", Color.BLUE);
DefineGlobalColor("ZeroLineColor", Color.YELLOW);
DefineGlobalColor("Bullish", Color.GREEN);
DefineGlobalColor("Bearish", Color.RED);
DefineGlobalColor("Neutral", Color.MAGENTA); #Color.YELLOW
DefineGlobalColor("Off", Color.DARK_GRAY);
DefineGlobalColor("On", Color.GREEN);
DefineGlobalColor("Sync1", Color.YELLOW);
DefineGlobalColor("Sync2", Color.CYAN);
DefineGlobalColor("Up", Color.GREEN);
DefineGlobalColor("Down", Color.RED);
DefineGlobalColor("NUp", Color.DARK_GREEN);
DefineGlobalColor("NDown", Color.DARK_RED);
DefineGlobalColor("Neutral", Color.BLUE);
DefineGlobalColor("Neutral2", Color.PLUM);
def h = high;
def l = low;
def o = open;
def c = close;
def hl = hl2;
def h1 = high(period = aggregationPeriod);
def l1 = low(period = aggregationPeriod);
def o1 = open(period = aggregationPeriod);
def c1 = close(period = aggregationPeriod);
def hl2 = hl2(period = aggregationPeriod);
def na = Double.NaN;
#AddLabel(showLabels, "A trend, momentum and cycle Trading System v3.2", Color.CYAN);
####################################
##### START OF MODULES SECTION #####
####################################
#START OF HA1 - Heikin Ashi Candles Module V1.0
#
#CHANGELOG
# 2020.01.26 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
#
input enableHA1 = yes; #Heikin Ashi Candles
def HA1_haopen;
def HA1_hahigh;
def HA1_halow;
def HA1_haclose;
def HA1_sState;
def HA1_sBullish;
def HA1_sBearish;
def HA1_sNeutral;
HA1_haopen = CompoundValue(1, (HA1_haopen[1] + HA1_haclose[1]) / 2, (o[1] + c[1]) / 2);
HA1_hahigh = Max(Max(h, HA1_haopen), HA1_haclose[1]);
HA1_halow = Min(Min(l, HA1_haopen), HA1_haclose[1]);
HA1_haclose = (o + h + l + c) / 4;
HA1_sState = if HA1_haclose > HA1_haopen then 100 else -100;
HA1_sBullish = if(enableHA1 and HA1_sState == 100,1,0);
HA1_sBearish = if(enableHA1 and HA1_sState == -100,1,0);
HA1_sNeutral = 0;
AddLabel(showlabels and enableHA1, "HA",
if IsNan(HA1_sState) then COLOR.DARK_GRAY else
if HA1_sState[-displace] > 0 then COLOR.GREEN else
if HA1_sState[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF HA1 - Heikin Ashi Candles Module V1.0
#START OF HAMTF - Heikin Ashi Candles MTF Module V1.0
#
#CHANGELOG
# 2020.01.26 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
#
def HAMTF_haopen;
def HAMTF_hahigh;
def HAMTF_halow;
def HAMTF_haclose;
def HAMTF_sState;
def HAMTF_sBullish;
def HAMTF_sBearish;
def HAMTF_sNeutral;
input enableHAMTF = yes; #Heikin Ashi Candles MTF
HAMTF_haopen = CompoundValue(1, (HAMTF_haopen[1] + HAMTF_haclose[1]) / 2, (o1[1] + c1[1]) / 2);
HAMTF_hahigh = Max(Max(h1, HAMTF_haopen), HAMTF_haclose[1]);
HAMTF_halow = Min(Min(l1, HAMTF_haopen), HAMTF_haclose[1]);
HAMTF_haclose = (o1 + h1 + l1 + c1) / 4;
HAMTF_sState = if HAMTF_haclose > HAMTF_haopen then 100 else -100;
HAMTF_sBullish = if(enableHAMTF and HAMTF_sState == 100,1,0);
HAMTF_sBearish = if(enableHAMTF and HAMTF_sState == -100,1,0);
HAMTF_sNeutral = 0;
AddLabel(showlabels and enableHAMTF, "HA",
if IsNan(HAMTF_sState) then COLOR.DARK_GRAY else
if HAMTF_sState[-displace] > 0 then COLOR.GREEN else
if HAMTF_sState[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF HAMTF - Heikin Ashi Candles MTF Module V1.0
#START OF TTM - TTM Trend Module V1.0
#
#CHANGELOG
# 2020.01.26 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
##
#input enableTTM = yes; #TTM Trend
#def TTM_trendup;
#def TTM_trenddown;
#def TTM_sState;
#def TTM_sBullish;
#def TTM_sBearish;
#def TTM_sNeutral;
#TTM_trendup = if TTM_Trend().TrendUp == 1 then 1 else 0;
#TTM_trenddown = if TTM_Trend().TrendDown == 1 then 1 else 0;
#TTM_sState = if TTM_trendup then 100 else if TTM_trenddown then -100 else 0;
#TTM_sBullish = if(enableTTM and TTM_sState == 100,1,0);
#TTM_sBearish = if(enableTTM and TTM_sState == -100,1,0);
#TTM_sNeutral = 0;
#AddLabel(showlabels and enableTTM, "TTM", if IsNan(TTM_sState) then COLOR.#DARK_GRAY else
#if TTM_sState[-displace] > 0 then COLOR.GREEN else
#if TTM_sState[-displace] < 0 then COLOR.RED
#else COLOR.DARK_GRAY);
#END OF TTM - TTM Trend Module V1.0
#START OF ST1 - SuperTrend (Mobius) Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
#
input enableSuperTrend = yes; #ST1 - SuperTrend (Mobius)
input ST1_atrmult = 1.0; #SuperTrend
input ST1_natr = 4; #SuperTrend
input ST1_avgtype = AverageType.HULL; #SuperTrend
def ST1_atr = MovingAverage(ST1_avgtype, TrueRange(h, c, l), ST1_natr);
def ST1_up = hl + (ST1_atrmult * ST1_atr);
def ST1_dn = hl + (-ST1_atrmult * ST1_atr);
def ST1_st = if c < ST1_st[1] then ST1_up else ST1_dn;
def ST1_ssupertrend = if c < ST1_st then -100 else 100;
def ST1_sbullish = enableSuperTrend and ST1_ssupertrend == 100;
def ST1_sbearish = enableSuperTrend and ST1_ssupertrend == -100;
def ST1_sneutral = 0;
AddLabel(showlabels and enableSuperTrend, "SuperTrend", if IsNan(ST1_ssupertrend) then COLOR.DARK_GRAY else
if ST1_ssupertrend[-displace] > 0 then COLOR.GREEN else
if ST1_ssupertrend[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF ST1 - SuperTrend (Mobius) Module V1.0
#START OF STHA - SuperTrend HA (Mobius) Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
#
input enableSuperTrendHA = yes; #ST1 - SuperTrend HA (Mobius)
input STHA_atrmult = 1.0; #SuperTrend
input STHA_natr = 4; #SuperTrend
input STHA_avgtype = AverageType.HULL; #SuperTrend
def STHA_atr = MovingAverage(STHA_avgtype, TrueRange(ha1_hahigh, ha1_HAclose, ha1_HAlow), STHA_natr);
def STHA_up = HL + (STHA_atrmult * STHA_atr);
def STHA_dn = HL + (-STHA_atrmult * STHA_atr);
def STHA_st = if c < STHA_st[1] then STHA_up else STHA_dn;
def STHA_ssupertrend = if c < STHA_st then -100 else 100;
def STHA_sbullish = enableSuperTrendHA and STHA_ssupertrend == 100;
def STHA_sbearish = enableSuperTrendHA and STHA_ssupertrend == -100;
def STHA_sneutral = 0;
AddLabel(showlabels and enableSuperTrend, "SuperTrendHA", if IsNan(STHA_ssupertrend) then COLOR.DARK_GRAY else
if STHA_ssupertrend[-displace] > 0 then COLOR.GREEN else
if STHA_ssupertrend[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF STHA - SuperTrend HA (Mobius) Module V1.0
#START OF FRE - Frema Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
##
#input enableFrema = yes; #FREMA
#input FRE_aa = .1; #FREMA
#def FRE_cc;
#def FRE_zeroline = 0;
#def FRE_re1;
#def FRE_re2;
#def FRE_re3;
#def FRE_re4;
#def FRE_re5;
#def FRE_re6;
#def FRE_re7;
#def FRE_re8;
#def FRE_ema;
#FRE_cc = if FRE_cc[1] == 0 then .9 else 1 – FRE_aa;
#FRE_ema = FRE_aa * c + FRE_cc * FRE_ema[1];
#FRE_re1 = FRE_cc * FRE_ema + FRE_ema[1];
#FRE_re2 = Power(FRE_cc, 2) * FRE_re1 + FRE_re1[1];
#FRE_re3 = Power(FRE_cc, 4) * FRE_re2 + FRE_re2[1];
#FRE_re4 = Power(FRE_cc, 8) * FRE_re3 + FRE_re3[1];
#FRE_re5 = Power(FRE_cc, 16) * FRE_re4 + FRE_re4[1];
#FRE_re6 = Power(FRE_cc, 32) * FRE_re5 + FRE_re5[1];
#FRE_re7 = Power(FRE_cc, 64) * FRE_re6 + FRE_re6[1];
#FRE_re8 = Power(FRE_cc, 128) * FRE_re7 + FRE_re7[1];
#def FRE_ema_signal = FRE_ema – FRE_aa * FRE_re8;
#def FRE_sfrema = if (FRE_ema_signal > FRE_zeroline) then 100 else -100;
#def FRE_sbullish = enableFrema and FRE_sfrema == 100;
#def FRE_sbearish = enableFrema and FRE_sfrema == -100;
#def FRE_sneutral = 0;
#AddLabel(showlabels and enableFrema, "Frema", if IsNan(FRE_sfrema) then #COLOR.DARK_GRAY else
#if FRE_sfrema[-displace] > 0 then COLOR.GREEN else
#if FRE_sfrema[-displace] < 0 then COLOR.RED
#else COLOR.DARK_GRAY);
#END OF FRE - Frema Module V1.0
#START OF TMO - TMO Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
#
input enableTMO = yes; #TMO
input TMO_length = 14; #TMO
input TMO_calclength = 5; #TMO
input TMO_smoothlength = 3; #TMO
def TMO_data = fold i = 0 to TMO_length
with s
do s + (if c > getValue(o, i)
then 1
else if c < getValue(o, i)
then - 1
else 0);
def TMO_ema5 = ExpAverage(TMO_data, TMO_calclength);
def TMO_main = ExpAverage(TMO_ema5, TMO_smoothlength);
def TMO_signal = ExpAverage(TMO_main, TMO_smoothlength);
def TMO_smain = if TMO_main > TMO_signal then 100 else -100;
def TMO_ssignal = if TMO_main > TMO_signal then 100 else - 100;
def TMO_ob = if isNaN(c) then double.nan else round(TMO_length * .7);
def TMO_os = if isNaN(c) then double.nan else -round(TMO_length * .7);
def TMO_stmo = if TMO_main > TMO_signal then 100 else -100;
def TMO_sbullish = enableTMO and TMO_stmo == 100;
def TMO_sbearish = enableTMO and TMO_stmo == -100;
def TMO_sneutral = 0;
AddLabel(showlabels and enableTMO, "TMO", if IsNan(TMO_stmo) then COLOR.DARK_GRAY else
if TMO_stmo[-displace] > 0 then COLOR.GREEN else
if TMO_stmo[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF TMO - TMO Module V1.0
#START OF SL1 - SLIM Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
##
#input enableSLIM = yes;
#input SL1_ssuperfast = 8;
#input SL1_sfast = 13;
#input SL1_sslow = 21;
#def SL1_superfast = ExpAverage(c[-displace], SL1_ssuperfast);
#def SL1_fast = ExpAverage(c[-displace], SL1_sfast);
#def SL1_slow = ExpAverage(c[-displace], SL1_sslow);
#def SL1_buy = SL1_superfast > SL1_fast and SL1_fast > SL1_slow and l > #SL1_superfast;
#def SL1_stopbuy = SL1_superfast <= SL1_fast;
#def SL1_buynow = !SL1_buy[1] and SL1_buy;
#def SL1_buysignal = CompoundValue(1, if SL1_buynow and !SL1_stopbuy then 1
#else if SL1_buysignal[1] == 1 and SL1_stopbuy then 0 else SL1_buysignal[1], 0);
#def SL1_buy_signal = SL1_buysignal[1] == 0 and SL1_buysignal == 1;
#def SL1_momentum_down = SL1_buysignal[1] == 1 and SL1_buysignal == 0;
#def SL1_sell = SL1_superfast < SL1_fast and SL1_fast < SL1_slow and h < SL1_superfast;
#def SL1_stopsell = SL1_superfast >= SL1_fast;
#def SL1_sellnow = !SL1_sell[1] and SL1_sell;
#def SL1_sellsignal = CompoundValue(1, if SL1_sellnow and !SL1_stopsell then 1
#else if SL1_sellsignal[1] == 1 and SL1_stopsell then 0 else SL1_sellsignal#[1], 0);
#def SL1_sell_signal = SL1_sellsignal[1] == 0 and SL1_sellsignal;
#def SL1_momentum_up = SL1_sellsignal[1] == 1 and SL1_sellsignal == 0;
#def SL1_sstate = if SL1_buy_signal then 100 else if SL1_momentum_up then 10 else if SL1_sell_signal then -100 else if SL1_momentum_down then -10 else SL1_sstate[1];
#def SL1_sbullish = enableSLIM and SL1_sstate == 100;
#def SL1_sbearish = enableSLIM and SL1_sstate == -100;
#def SL1_sneutral = 0;
#AddLabel(showlabels and enableSLIM, "SLIM", if IsNan(SL1_sstate) then COLOR.DARK_GRAY else
#if SL1_sstate[-displace] >= 100 then COLOR.GREEN else
#if SL1_sstate[-displace] <= -100 then COLOR.RED
#else COLOR.YELLOW);
#END OF SL1 - SLIM Module V1.0
#START OF TOP - TOP Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
#
input enableTOP = yes; #TOP
input TOP_fastcyclelength = 5; #TOP
input TOP_slowcyclelength = 8; #TOP
def TOP_fastvar = ExpAverage((H + L) / 2, TOP_fastcyclelength);
def TOP_slowvar = Average((H + L) / 2, TOP_slowcyclelength);
def TOP_diffvar = TOP_fastvar - TOP_slowvar;
def TOP_pdiffvar = TOP_diffvar;
def TOP_pdiffvar2 = TOP_diffvar;
def TOP_stop = if TOP_diffvar > 0 then 100 else -100;
def TOP_sbullish = enableTOP and TOP_stop == 100;
def TOP_sbearish = enableTOP and TOP_stop == -100;
def TOP_sneutral = 0;
AddLabel(showlabels and enableTOP, "TOP", if IsNan(TOP_stop) then COLOR.DARK_GRAY else
if TOP_stop[-displace] > 0 then COLOR.GREEN else
if TOP_stop[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF TOP - TOP Module V1.0
#START OF DMI - DMI Trend Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
#
input enableDMI = yes; #DMI Trend
input DMI_dmilength = 13;
def DMI_hidiff = h - h[1];
def DMI_lodiff = l[1] - l;
def DMI_plusdm = if DMI_hidiff > DMI_lodiff and DMI_hidiff > 0 then DMI_hidiff else 0;
def DMI_minusdm = if DMI_lodiff > DMI_hidiff and DMI_lodiff > 0 then DMI_lodiff else 0;
def DMI_atrdmi = WildersAverage(TrueRange(h, c, l), DMI_dmilength);
Def DMI_diplus = 100 * WildersAverage(DMI_plusdm, DMI_dmilength) / DMI_atrdmi;
Def DMI_diminus = 100 * WildersAverage(DMI_minusdm, DMI_dmilength) / DMI_atrdmi;
def DMI_sdmi = if DMI_diplus > DMI_diminus then 100 else if DMI_diminus > DMI_diplus then -100 else 0;
def DMI_sbullish = enableDMI and DMI_sdmi == 100;
def DMI_sbearish = enableDMI and DMI_sdmi == -100;
def DMI_sneutral = 0;
AddLabel(showlabels and enableDMI, "DMI", if IsNan(DMI_sdmi) then COLOR.DARK_GRAY else
if DMI_sdmi[-displace] > 0 then COLOR.GREEN else
if DMI_sdmi[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF DMI - DMI Trend Module V1.0
#START OF BOP - BOP Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
##
#input enableBOP = yes; #BOP
#input BOP_averagetype = {Simple, Exponential, default Weighted, Wilders, Hull, Disabled};
#input BOP_boplength = 16;
#def BOP_rawbmp = if h != l then (c - o) / (h - l) else 1;
#def BMP;
#switch (BOP_averagetype) {
#case Simple:
#BMP = Average(BOP_rawbmp, BOP_boplength);
#case Exponential:
#BMP = ExpAverage(BOP_rawbmp, BOP_boplength);
#case Weighted:
#BMP = wma(BOP_rawbmp, BOP_boplength);
#case Wilders:
#BMP = WildersAverage(BOP_rawbmp, BOP_boplength);
#case Hull:
#BMP = HullMovingAvg(BOP_rawbmp, BOP_boplength);
#case Disabled:
#BMP = BOP_rawbmp;
#}
#def BOP_sbop = if BMP > 0 then 100 else -100;
#def BOP_sbullish = enableBOP and BOP_sbop == 100;
#def BOP_sbearish = enableBOP and BOP_sbop == -100;
#def BOP_sneutral = 0;
#AddLabel(showlabels and enableBOP, "BOP", if IsNan(BOP_sbop) then COLOR.#DARK_GRAY else
#if BOP_sbop[-displace] > 0 then COLOR.GREEN else
#if BOP_sbop[-displace] < 0 then COLOR.RED
#else COLOR.DARK_GRAY);
#END OF BOP - BOP Module V1.0
#START OF STCCI - Super Trend w/CCI Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
#
input enableSuperTrendCCI = yes; #Super Trend w/CCI
input STCCI_lengthcci = 50;
input STCCI_lengthatr = 21;
input STCCI_atrfactor = 1.0;
def STCCI_pricedata = hl;
def STCCI_atrcci = Average(TrueRange(h, c, l), STCCI_lengthatr) * STCCI_atrfactor;
def STCCI_price = c + l + h;
def STCCI_lindev = lindev(STCCI_price, STCCI_lengthcci);
def STCCI_cci = if STCCI_lindev == 0
then 0
else (STCCI_price - Average(STCCI_price, STCCI_lengthcci)) / STCCI_lindev / 0.015;
def STCCI_mt1 = if STCCI_cci > 0
then Max(STCCI_mt1[1], STCCI_pricedata - STCCI_atrcci)
else Min(STCCI_mt1[1], STCCI_pricedata + STCCI_atrcci);
def STCCI_ssupertrendcci = if c < STCCI_mt1 and c < ST1_st then -100 else if C > STCCI_mt1 and c > ST1_st then 100 else 0;
def STCCI_sbullish = enableSuperTrendCCI and STCCI_ssupertrendcci == 100;
def STCCI_sbearish = enableSuperTrendCCI and STCCI_ssupertrendcci == -100;
def STCCI_sneutral = 0;
AddLabel(showlabels and enableSuperTrendCCI, "SuperTrendCCI", if IsNan(STCCI_ssupertrendcci) then COLOR.DARK_GRAY else
if STCCI_ssupertrendcci[-displace] > 0 then COLOR.GREEN else
if STCCI_ssupertrendcci[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF STCCI - Super Trend w/CCI Module V1.0
#START OF CTT - CCI + TTM squeeze + TTM trend Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
##
#input enableCCITTM = yes; #CCI + TTM squeeze + TTM trend
#def CTT_ccibuy = CCI(length = 14).CCI > 0 and CCI(length = 50).CCI > 0;
#def CTT_ccisell = CCI(length = 14).CCI < 0 and CCI(length = 50).CCI < 0;
#def CTT_strendup = TTM_Trend().TrendUp;
#def CTT_strenddn = TTM_Trend().TrendDown;
#def CTT_squeezeup = TTM_Squeeze().Histogram >= 0;
#def CTT_squeezedn = TTM_Squeeze().Histogram <= 0;
#def CTT_buy = CTT_ccibuy and CTT_strendup and CTT_squeezeup;
#def CTT_sell = CTT_ccisell and CTT_strenddn and CTT_squeezedn;
#def CTT_sccittm = if CTT_buy then 100 else if CTT_sell then -100 else 0;
#def CTT_sbullish = enableCCITTM and CTT_sccittm == 100;
#def CTT_sbearish = enableCCITTM and CTT_sccittm == -100;
#def CTT_sneutral = 0;
#AddLabel(showlabels and enableCCITTM, "CCI+TTM", if IsNan(CTT_sccittm) then #COLOR.DARK_GRAY else
#if CTT_sccittm[-displace] > 0 then COLOR.GREEN else
#if CTT_sccittm[-displace] < 0 then COLOR.RED
#else COLOR.DARK_GRAY);
#END OF CTT - CCI + TTM squeeze + TTM trend Module V1.0
#START OF DRSI - Derivative RSI Oscillator Module V1.0
#
#CHANGELOG
# 2020.01.29 V1.0 @diazlaz Initial Module Release
#
#CREDITS
# Derivative RSI Oscillator
# Can be used alone as a smoother RSI or as part of the Carting Wealth strategy when
# combined with the MACD and MAs Charting Wealth study.
# By Horserider 12/25/2019
#USAGE
#
#Derivative RSI Oscillator
input enableDRSI = yes; #Derivative RSI Oscillator
input DRSI_length = 14;
input DRSI_length1 = 5;
input DRSI_length2 = 3;
input DRSI_length3 = 9;
input DRSI_price = close;
input DRSI_averagetype = averagetype.EXPONENTIAL;
input DRSI_averagetype2 = averagetype.SIMPLE;
def DRSI_netchgavg = WildersAverage(DRSI_price - DRSI_price[1], DRSI_length);
def DRSI_totchgavg = WildersAverage(AbsValue(DRSI_price - DRSI_price[1]), DRSI_length);
def DRSI_chgratio = if DRSI_totchgavg != 0 then DRSI_netchgavg / DRSI_totchgavg else 0;
def DRSI_rsi = (50 * (DRSI_chgratio + 1) - 50);
def DRSI_x = MovingAverage(DRSI_averagetype,DRSI_rsi, DRSI_length1);
def DRSI_x2 = MovingAverage(DRSI_averagetype, DRSI_x, DRSI_length2);
def DRSI_xs = MovingAverage(DRSI_averagetype2, DRSI_x2 , DRSI_length3);
def DRSI_rsi__linediff = DRSI_x2 - DRSI_xs;
def DRSI_rsi_line = DRSI_rsi__linediff;
def DRSI_sstate = if DRSI_rsi_line >= 0 then if DRSI_rsi_line > DRSI_rsi_line[1] then 100 else 10 else if DRSI_rsi_line < DRSI_rsi_line[1] then -100 else -10;
def DRSI_sbullish = enableDRSI and DRSI_sstate > 0;
def DRSI_sbearish = enableDRSI and DRSI_sstate < 0;
def DRSI_sneutral = 0;
AddLabel(showlabels and enableDRSI, "DRSI", if IsNan(DRSI_sstate) then COLOR.DARK_GRAY else
if DRSI_sstate[-displace] > 0 then COLOR.GREEN else
if DRSI_sstate[-displace] < 0 then COLOR.RED
else COLOR.DARK_GRAY);
#END OF DRSI - Derivative RSI Oscillator Module V1.0
#START OF SWCA - Schaff Wave CrossOver Average Module V1.0
#
#CHANGELOG
# 2020.02.01 V1.0 @diazlaz Initial Module Release
#
#CREDITS
#
#USAGE
##
#input enableSWCA = yes;
#input SWCA_fastlengthtrend = 48;
#input SWCA_slowlengthtrend = 104;
#input SWCA_kperiodtrend = 36;
#input SWCA_dperiodtrend = 8;
#input SWCA_averagetypetrend = AverageType.EXPONENTIAL;
#input SWCA_fastlengthwave = 12;
#input SWCA_slowlengthwave = 26;
#input SWCA_kperiodwave = 9;
#input SWCA_dperiodwave = 2;
#input SWCA_averagetypewave = AverageType.EXPONENTIAL;
#def SWCA_macdtrend = MovingAverage(SWCA_averagetypetrend, c, SWCA_fastlengthtrend) - MovingAverage(SWCA_averagetypetrend, c, SWCA_slowlengthtrend);
#def SWCA_macdwave = MovingAverage(SWCA_averagetypewave, c, SWCA_fastlengthwave) - MovingAverage(SWCA_averagetypewave, c, SWCA_slowlengthwave);
#def SWCA_fastk1trend = FastKCustom(SWCA_macdtrend, SWCA_kperiodtrend);
#def SWCA_fastk1wave = FastKCustom(SWCA_macdwave, SWCA_kperiodwave);
#def SWCA_fastd1trend = MovingAverage(SWCA_averagetypetrend, SWCA_fastk1trend, SWCA_dperiodtrend);
#def SWCA_fastd1wave = MovingAverage(SWCA_averagetypewave, SWCA_fastk1wave, SWCA_dperiodwave);
#def SWCA_fastk2trend = FastKCustom(SWCA_fastd1trend, SWCA_kperiodtrend);
#def SWCA_fastk2wave = FastKCustom(SWCA_fastd1wave, SWCA_kperiodwave);
#def SWCA_stctrend = MovingAverage(SWCA_averagetypetrend, SWCA_fastk2trend, SWCA_dperiodtrend);
#def SWCA_stcwave = MovingAverage(SWCA_averagetypewave, SWCA_fastk2wave, SWCA_dperiodwave);
#def SWCA_sstate = if SWCA_stctrend > SWCA_stcwave then 100 else -100;
#def SWCA_sbullish = enableSWCA and SWCA_sstate == 100;
#def SWCA_sbearish = enableSWCA and SWCA_sstate == -100;
#def SWCA_sneutral = 0;
#AddLabel(showlabels and enableSWCA, "SWCA", if IsNan(SWCA_sstate) then COLOR.DARK_GRAY else
#if SWCA_sstate[-displace] > 0 then COLOR.GREEN else
#if SWCA_sstate[-displace] < 0 then COLOR.RED
#else COLOR.DARK_GRAY);
#END OF SWCA - Schaff Wave CrossOver Average Module V1.0
###################################
##### END OF MODULES SECTION #####
###################################
#ADX TRENDING
input ADXlength = 8; #ADX
input ADXTrending = 25; #ADX
input showADXBar = yes;
input DI_length = 8;
def DX = if (diplus(di_length) + diminus(di_length) > 0) then 100 * AbsValue(diplus(di_length) - diminus(di_length)) / (diplus(di_length) + diminus(di_length)) else 0;
def ADX = WildersAverage(DX, adxlength);
plot ADXCross = LowestAll(low);
ADXCross.SetPaintingStrategy(PaintingStrategy.LINE);
ADXCross.AssignValueColor(
if ADX > ADXTrending then Color.LIME
else Color.DARK_GRAY);
ADXCross.SetLineWeight(5);
ADXCross.SetHiding(!showADXBar);
#MACD Neutal Eval
input fastLength_1 = 12;
input slowLength_1 = 26;
input MACDLength_1 = 9;
input AverageType_1 = {SMA, default EMA};
def macd_Val_1 = MACD(fastLength_1, slowLength_1, MACDLength_1, AverageType_1).Value;
def macd_Avg1 = MACD(fastLength_1, slowLength_1, MACDLength_1, AverageType_1).Avg;
def MACD_trig = if MACD().value > MACD().avg then 1 else 0;
AddLabel(showlabels,
if ADX > ADXTrending then "Trending" else
"Non Trending",
if IsNan(c) then COLOR.DARK_GRAY else
if ADX > ADXTrending then COLOR.GREEN else
COLOR.DARK_GRAY);
AddLabel(showlabels,
"MACD",
if IsNan(c) then COLOR.DARK_GRAY else
if macd_Val_1 > macd_Avg1 then COLOR.DARK_GREEN else
COLOR.DARK_RED);
#STATE
def sResults = HA1_sState + HAMTF_sState + ST1_ssupertrend + STHA_ssupertrend + TMO_stmo + TOP_stop + DMI_sdmi
+ STCCI_ssupertrendcci + DRSI_sstate;
def sBullish = HA1_sBullish + HAMTF_sBullish + ST1_sbullish + STHA_sbullish + TMO_sbullish + TOP_sbullish + DMI_sbullish + STCCI_sbullish + DRSI_sbullish;
def sBearish = HA1_sBearish + HAMTF_sBearish + ST1_sbearish + STHA_sbearish + TMO_sbearish + TOP_sbearish + DMI_sbearish + STCCI_sbearish + DRSI_sbearish;
def bullish = if(sBullish >= threshold,1,0);
def bearish = if(sBearish >= threshold,1,0);
def sState = if bullish then 100 else if bearish then -100 else 0;
def sState2 = if sState != 0 then sState else sState2[1];
#COLORBARS
AssignPriceColor(
if PaintBars then
if ADXPaintBarsMode then if ADX > ADXTrending then COLOR.ORANGE else COLOR.DARK_GRAY
else
if bullish then COLOR.GREEN else if bearish then COLOR.RED
else
if enableNeutralMACDPainter then
if macd_Val_1 > macd_Avg1 then COLOR.DARK_GREEN else COLOR.DARK_RED
else
COLOR.GRAY
else COLOR.CURRENT);
AddLabel(showlabels,
if bullish[-displace] then "LONG" else
if bearish[-displace] then "SHORT"
else "HOLD",
if IsNan(c) then COLOR.DARK_GRAY else
if bullish[-displace] then COLOR.GREEN else
if bearish[-displace] then COLOR.RED
else COLOR.GRAY);
#END OF CSA - trend, a momentum and a cycle based indicator for ThinkorSwim V3.2
