add anchored VWAP's to Fractal Pivots

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Haidason7

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Is anyone able to add VWAP plots to this study pasted below; anchoring a VWAP line to each of the fractal pivots?



### OneNote Archive Name: Support Resistance Fractal Pivots _MobiusNube
## Archive Section: Support Resistance
## Suggested Tos Name: SupportResistanceFractalPivots_MobiusNube
## Archive Date: 6.18.2018

# Support and Resistance Fractal Pivots
# Mobius
# V01.01.2011
#hint: Fractal Pivots: use multiple instances of the study set with different lengths to find fractal pivots inside wider fractal ranges.

# Original S3 and R3 removed, scan plots and labels added - Nube
# Scan for [pattern] 'is equal to' 'R1'.
# 11.19.17 added Quasimodo pattern labels after seeing Q about it in the Lounge. Requisite comment about having a hunch it's not better than any other pattern - Nube
# 12.12.17 added broken uptrend/downtrend and turned off tightening label when price is above/below R2/S2

# User Inputs
input n = 5; #hint n: Length for calculations.
input labels = yes; #hint labels: pattern labels
input Bubbles = no; #hint Bubbles: at most recent S and R pivot

def h = high;
def l = low;
def c = close;
def na = Double.NaN;
def bar = BarNumber();

# Internal Script Reference
script LinePlot {
input LineLimit = 0;
input OnExpansion = yes;
input data = close;
input bar = 0;
def ThisBar = HighestAll(bar);
def cLine = if bar == ThisBar
then data
else Double.NaN;
plot P = if ThisBar - LineLimit <= bar
then HighestAll(cLine)
else Double.NaN;
}
# Variables

def hh = fold i = 1 to n + 1
with p = 1
while p
do h > GetValue(h, -i);
def PH = if (bar > n and
h == Highest(h, n) and
hh)
then h
else na;
def ll = fold j = 1 to n + 1
with q = 1
while q
do l < GetValue(l, -j);
def PL = if (bar > n and
l == Lowest(l, n) and
ll)
then l
else na;
def PHBar = if !IsNaN(PH)
then bar
else PHBar[1];
def PLBar = if !IsNaN(PL)
then bar
else PLBar[1];
def PHL = if !IsNaN(PH)
then PH
else PHL[1];
def priorPHBar = if PHL != PHL[1]
then PHBar[1]
else priorPHBar[1];
def PLL = if !IsNaN(PL)
then PL
else PLL[1];
def priorPLBar = if PLL != PLL[1]
then PLBar[1]
else priorPLBar[1];
def HighPivots = bar >= HighestAll(priorPHBar);
def LowPivots = bar >= HighestAll(priorPLBar);
def R1pivot = if PHL > 0 and
HighPivots
then PHL
else na;
def S1pivot = if LowPivots
then PLL
else na;
def R1value = R1pivot;
def R1bar = PHbar;
def R1limit = bar - R1bar;
def R2bar = priorPHbar;
def R2limit = bar - R2bar;
def R2value = if bar == HighestAll(R2bar)
then h
else R2value[1];
def S1value = S1pivot;
def S1bar = PLbar;
def S1limit = bar - S1bar;
def S2bAR = PriorPLBar;
def S2limit = bar - S2bar;
def S2value = if bar == HighestAll(S2bar)
then l
else S2value[1];
# Plots
plot R1 = LinePlot(Linelimit = R1Limit, data = R1value, bar = R1bar);
plot R2 = LinePlot(LineLimit = R2limit, data = R2value, bar = R2bar).P;
plot S1 = LinePlot(LineLimit = S1limit, data = S1value, bar = S1bar).P;
plot S2 = LinePlot(LineLimit = S2limit, data = S2value, bar = S2bar).P;

def minR12 = Min(R1, R2);
def maxR12 = Max(R1, R2);
def minS12 = Min(S1, S2);
def maxS12 = Max(S1, S2);

R1.HideBubble();
R1.HideTitle();
R1.SetStyle(Curve.Long_Dash);
R1.AssignValueColor(if R1 == minR12
then CreateColor(105,55,55)
else CreateColor(140,55,55));
R2.HideBubble();
R2.HideTitle();
R2.SetStyle(Curve.Long_Dash);
R2.AssignValueColor(if R2 == minR12
then CreateColor(105,55,55)
else CreateColor(140,55,55));
addChartBubble(if Bubbles
&& Bar == HighestAll(PHBar)
then PHBar
else na, R1,
if R1 == minR12
then "R1"
else "R2",
GetColor(5));

S1.HideBubble();
S1.HideTitle();
S1.SetStyle(Curve.Long_Dash);
S1.AssignValueColor(if S1 == minS12
then CreateColor(55,115,55)
else CreateColor(55,85,55));
S2.HideBubble();
S2.HideTitle();
S2.SetStyle(Curve.Long_Dash);
S2.AssignValueColor(if S2 == minS12
then CreateColor(55,115,55)
else CreateColor(55,85,55));
addChartBubble(if Bubbles
&& Bar == HighestAll(PLBar)
then PLBar
else na, S1,
if S1 == MaxS12
then "S1"
else "S2",
CreateColor(50,175,105),0);

# scan plots for up/down trend and broadening, tightening and Quasimodo
# Remember: Scan for pattern being equal to 1
# Quasimodo pattern here is being defined as a broadening pattern that pivots opposite the primary trend.

def Trend = InertiaAll(c);
def TrendUp = trend > trend[1];
def TrendDn = trend < trend[1];
def maxR12bar = Max(R1bar, R2bar);
def maxS12bar = Max(S1bar, S2bar);
def upt = sum(h >= h[1] ,2) == 2;
def dnt = sum(h < h[1] ,2) == 2;
def upb = sum(l > l[1] ,2) == 2;
def dnb = sum(l <= l[1] ,2) == 2;

def quasiDNpvt = if upt && dnt[-2]
then 1
else na;
def quasiDNbar = if !IsNaN(quasiDNpvt)
then bar
else quasidnbar[1];
def quasiDNval = if bar == quasiDNbar
then h
else quasiDNval[1];
def quasiUPpvt = if dnb && upb[-2]
then 1
else na;
def quasiUPbar = if !IsNaN(quasiUPpvt)
then bar
else quasiUPbar[1];
def quasiUPval = if bar == quasiUPbar
then l
else quasiUpval[1];

def Broaden = if(S1 == minS12
&& R2 == minR12,1,0);
def QuasiUp = if(Broaden == 1 && TrendDn
&& quasiUPbar > Max(maxS12bar, maxR12bar)
&& quasiUPbar > quasiDNbar
&& between(quasiUPval, S1Value, S2Value),
1,0);
def QuasiDn = if(Broaden == 1 && TrendUp
&& quasiDNbar > Max(maxS12bar, maxR12bar)
&& quasiDNbar > quasiUPbar
&& between(quasiDNval, R1Value, R2Value), 1,0);

plot DownTrend = if(S1 == minS12 && R2 == maxR12
&& c < R2value,1,0);
plot UpTrend = if(S1 == maxS12 && R2 == minR12
&& c > S2value,1,0);
plot BrokenDownTrend = if(S1 == minS12 && R2 == maxR12
&& c > R2value,1,0);
plot BrokenUpTrend = if(S1 == maxS12 && R2 == minR12
&& c < S2value,1,0);
plot Tightening = if(S1 == maxS12 && R2 == maxR12
&& c < R2value && c > S2value,1,0);
plot Broadening = if(Broaden == 1 &&
QuasiUp == 0 &&
QuasiDn == 0,1,0);
plot Quasimodo = if(QuasiUp == 1 or
QuasiDn == 1,1,0);

DownTrend.Hide();
UpTrend.Hide();
Broadening.Hide();
Tightening.Hide();
Quasimodo.Hide();
BrokenDownTrend.Hide();
BrokenUpTrend.Hide();

addlabel(if(labels && DownTrend == 1,1,0), "Down Trend", Color.Light_Red);
addlabel(if(labels && Uptrend == 1,1,0), "Up Trend", Color.Green);
addlabel(if(labels && Broadening == 1,1,0), "Broadening", GetColor(8));
addlabel(if(labels && Tightening == 1,1,0), "Tightening", GetColor(3));
addlabel(if(labels && Quasimodo == 1,1,0), "Quasimodo", Color.Orange);
addlabel(if(labels && BrokenDownTrend == 1,1,0), "Broken Down Trend", CreateColor(185,40,40));
addlabel(if(labels && BrokenUptrend == 1,1,0), "Broken Up Trend", CreateColor(50,185,80));
 
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Haidason7 said:
Is anyone able to add VWAP plots to this study pasted below; anchoring a VWAP line to each of the fractal pivots?



### OneNote Archive Name: Support Resistance Fractal Pivots _MobiusNube
## Archive Section: Support Resistance
## Suggested Tos Name: SupportResistanceFractalPivots_MobiusNube
## Archive Date: 6.18.2018

# Support and Resistance Fractal Pivots
# Mobius
# V01.01.2011
#hint: Fractal Pivots: use multiple instances of the study set with different lengths to find fractal pivots inside wider fractal ranges.

# Original S3 and R3 removed, scan plots and labels added - Nube
# Scan for [pattern] 'is equal to' 'R1'.
# 11.19.17 added Quasimodo pattern labels after seeing Q about it in the Lounge. Requisite comment about having a hunch it's not better than any other pattern - Nube
# 12.12.17 added broken uptrend/downtrend and turned off tightening label when price is above/below R2/S2

# User Inputs
input n = 5; #hint n: Length for calculations.
input labels = yes; #hint labels: pattern labels
input Bubbles = no; #hint Bubbles: at most recent S and R pivot

def h = high;
def l = low;
def c = close;
def na = Double.NaN;
def bar = BarNumber();

# Internal Script Reference
script LinePlot {
input LineLimit = 0;
input OnExpansion = yes;
input data = close;
input bar = 0;
def ThisBar = HighestAll(bar);
def cLine = if bar == ThisBar
then data
else Double.NaN;
plot P = if ThisBar - LineLimit <= bar
then HighestAll(cLine)
else Double.NaN;
}
# Variables

def hh = fold i = 1 to n + 1
with p = 1
while p
do h > GetValue(h, -i);
def PH = if (bar > n and
h == Highest(h, n) and
hh)
then h
else na;
def ll = fold j = 1 to n + 1
with q = 1
while q
do l < GetValue(l, -j);
def PL = if (bar > n and
l == Lowest(l, n) and
ll)
then l
else na;
def PHBar = if !IsNaN(PH)
then bar
else PHBar[1];
def PLBar = if !IsNaN(PL)
then bar
else PLBar[1];
def PHL = if !IsNaN(PH)
then PH
else PHL[1];
def priorPHBar = if PHL != PHL[1]
then PHBar[1]
else priorPHBar[1];
def PLL = if !IsNaN(PL)
then PL
else PLL[1];
def priorPLBar = if PLL != PLL[1]
then PLBar[1]
else priorPLBar[1];
def HighPivots = bar >= HighestAll(priorPHBar);
def LowPivots = bar >= HighestAll(priorPLBar);
def R1pivot = if PHL > 0 and
HighPivots
then PHL
else na;
def S1pivot = if LowPivots
then PLL
else na;
def R1value = R1pivot;
def R1bar = PHbar;
def R1limit = bar - R1bar;
def R2bar = priorPHbar;
def R2limit = bar - R2bar;
def R2value = if bar == HighestAll(R2bar)
then h
else R2value[1];
def S1value = S1pivot;
def S1bar = PLbar;
def S1limit = bar - S1bar;
def S2bAR = PriorPLBar;
def S2limit = bar - S2bar;
def S2value = if bar == HighestAll(S2bar)
then l
else S2value[1];
# Plots
plot R1 = LinePlot(Linelimit = R1Limit, data = R1value, bar = R1bar);
plot R2 = LinePlot(LineLimit = R2limit, data = R2value, bar = R2bar).P;
plot S1 = LinePlot(LineLimit = S1limit, data = S1value, bar = S1bar).P;
plot S2 = LinePlot(LineLimit = S2limit, data = S2value, bar = S2bar).P;

def minR12 = Min(R1, R2);
def maxR12 = Max(R1, R2);
def minS12 = Min(S1, S2);
def maxS12 = Max(S1, S2);

R1.HideBubble();
R1.HideTitle();
R1.SetStyle(Curve.Long_Dash);
R1.AssignValueColor(if R1 == minR12
then CreateColor(105,55,55)
else CreateColor(140,55,55));
R2.HideBubble();
R2.HideTitle();
R2.SetStyle(Curve.Long_Dash);
R2.AssignValueColor(if R2 == minR12
then CreateColor(105,55,55)
else CreateColor(140,55,55));
addChartBubble(if Bubbles
&& Bar == HighestAll(PHBar)
then PHBar
else na, R1,
if R1 == minR12
then "R1"
else "R2",
GetColor(5));

S1.HideBubble();
S1.HideTitle();
S1.SetStyle(Curve.Long_Dash);
S1.AssignValueColor(if S1 == minS12
then CreateColor(55,115,55)
else CreateColor(55,85,55));
S2.HideBubble();
S2.HideTitle();
S2.SetStyle(Curve.Long_Dash);
S2.AssignValueColor(if S2 == minS12
then CreateColor(55,115,55)
else CreateColor(55,85,55));
addChartBubble(if Bubbles
&& Bar == HighestAll(PLBar)
then PLBar
else na, S1,
if S1 == MaxS12
then "S1"
else "S2",
CreateColor(50,175,105),0);

# scan plots for up/down trend and broadening, tightening and Quasimodo
# Remember: Scan for pattern being equal to 1
# Quasimodo pattern here is being defined as a broadening pattern that pivots opposite the primary trend.

def Trend = InertiaAll(c);
def TrendUp = trend > trend[1];
def TrendDn = trend < trend[1];
def maxR12bar = Max(R1bar, R2bar);
def maxS12bar = Max(S1bar, S2bar);
def upt = sum(h >= h[1] ,2) == 2;
def dnt = sum(h < h[1] ,2) == 2;
def upb = sum(l > l[1] ,2) == 2;
def dnb = sum(l <= l[1] ,2) == 2;

def quasiDNpvt = if upt && dnt[-2]
then 1
else na;
def quasiDNbar = if !IsNaN(quasiDNpvt)
then bar
else quasidnbar[1];
def quasiDNval = if bar == quasiDNbar
then h
else quasiDNval[1];
def quasiUPpvt = if dnb && upb[-2]
then 1
else na;
def quasiUPbar = if !IsNaN(quasiUPpvt)
then bar
else quasiUPbar[1];
def quasiUPval = if bar == quasiUPbar
then l
else quasiUpval[1];

def Broaden = if(S1 == minS12
&& R2 == minR12,1,0);
def QuasiUp = if(Broaden == 1 && TrendDn
&& quasiUPbar > Max(maxS12bar, maxR12bar)
&& quasiUPbar > quasiDNbar
&& between(quasiUPval, S1Value, S2Value),
1,0);
def QuasiDn = if(Broaden == 1 && TrendUp
&& quasiDNbar > Max(maxS12bar, maxR12bar)
&& quasiDNbar > quasiUPbar
&& between(quasiDNval, R1Value, R2Value), 1,0);

plot DownTrend = if(S1 == minS12 && R2 == maxR12
&& c < R2value,1,0);
plot UpTrend = if(S1 == maxS12 && R2 == minR12
&& c > S2value,1,0);
plot BrokenDownTrend = if(S1 == minS12 && R2 == maxR12
&& c > R2value,1,0);
plot BrokenUpTrend = if(S1 == maxS12 && R2 == minR12
&& c < S2value,1,0);
plot Tightening = if(S1 == maxS12 && R2 == maxR12
&& c < R2value && c > S2value,1,0);
plot Broadening = if(Broaden == 1 &&
QuasiUp == 0 &&
QuasiDn == 0,1,0);
plot Quasimodo = if(QuasiUp == 1 or
QuasiDn == 1,1,0);

DownTrend.Hide();
UpTrend.Hide();
Broadening.Hide();
Tightening.Hide();
Quasimodo.Hide();
BrokenDownTrend.Hide();
BrokenUpTrend.Hide();

addlabel(if(labels && DownTrend == 1,1,0), "Down Trend", Color.Light_Red);
addlabel(if(labels && Uptrend == 1,1,0), "Up Trend", Color.Green);
addlabel(if(labels && Broadening == 1,1,0), "Broadening", GetColor(8));
addlabel(if(labels && Tightening == 1,1,0), "Tightening", GetColor(3));
addlabel(if(labels && Quasimodo == 1,1,0), "Quasimodo", Color.Orange);
addlabel(if(labels && BrokenDownTrend == 1,1,0), "Broken Down Trend", CreateColor(185,40,40));
addlabel(if(labels && BrokenUptrend == 1,1,0), "Broken Up Trend", CreateColor(50,185,80));
Click to expand...

I did this quit awhile ago. See if it works how you want https://usethinkscript.com/threads/anchored-vwap-indicator-for-thinkorswim.171/post-62228
 
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