ATR SCANNER

Adobe8

New member
VIP
Happy New Year Everybody.

Can someone pls help me convert this indicator into a scanner
Code:
# Previous Day High/Low/Close + Premarket High/Low + High/Low/Open of Day + ATR Lines
# Created by Wiinii
# V1.6
# Some code based on code by Mobius (premarket) and TraderKevin (ATR lines
# https://usethinkscript.com/threads/previous-day-high-low-close-premarket-high-low-high-low-open-of-day-for-thinkorswim.13139/

declare hide_on_daily;

input length = 1;
input showOnlyLastPeriod = yes;
input ShowBubbles = yes;
input locate_bubbles_at = {default Expansion, Time};
input locate_bubbles_at_time = 800;
input BarsFromExpansion = 1;
input ShowPricesInBubbles = yes;
input GetTime = 930;

def bn = BarNumber();
def na = Double.NaN;
def h  = high;
def l  = low;
def o = open;
def c = close;
def v = volume;
def aggregationPeriod = AggregationPeriod.DAY;
def displace = -1;
#def marketOpen = GetTime() >= RegularTradingStart(GetYYYYMMDD()) and GetTime() <= RegularTradingEND(GetYYYYMMDD());
#def timeopen = GetTime() >= RegularTradingStart(GetYYYYMMDD()) and GetTime() <= RegularTradingEND(GetYYYYMMDD());
def marketOpen = GetTime() >= RegularTradingStart(GetYYYYMMDD()) and GetTime() <= RegularTradingEND(GetYYYYMMDD());
def timeopen = GetTime() >= RegularTradingStart(GetYYYYMMDD()) and GetTime() <= RegularTradingEND(GetYYYYMMDD());

def isExpansion = locate_bubbles_at == locate_bubbles_at.Expansion and IsNaN(close);
def firstExpansionBar = if !IsNaN(close[-1]) and isExpansion then 1 else if isExpansion then firstExpansionBar[1] + 1 else 0;
def BubbleLocation = if locate_bubbles_at == locate_bubbles_at.Time then timeopen else isExpansion and firstExpansionBar == BarsFromExpansion;

#----- Previous Day High/Low/Close -----#

def PD_HighValue;
def PD_LowValue;
def PD_CloseValue;

if showOnlyLastPeriod and !IsNaN(close(period = aggregationPeriod)[-1]) {
    PD_HighValue = na;
    PD_LowValue = na;
    PD_CloseValue = na;
} else {
    #PD_HighValue = if marketOpen then Highest(high(period = aggregationPeriod)[-displace], length) else na;
    #PD_LowValue = if marketOpen then Lowest(low(period = aggregationPeriod)[-displace], length) else na;
    #PD_CloseValue = if marketOpen then close(period = aggregationPeriod)[-displace] else na;
PD_HighValue = if marketOpen then Highest(high(period = aggregationPeriod)[-displace], length) else na;
PD_LowValue = if marketOpen then Lowest(low(period = aggregationPeriod)[-displace], length) else na;
PD_CloseValue = if marketOpen then close(period = aggregationPeriod)[-displace] else na;

}

plot PD_High = PD_HighValue;
plot PD_Low = PD_LowValue;
plot PD_Close = PD_CloseValue;

PD_High.SetDefaultColor(Color.DARK_ORANGE);
PD_High.SetStyle(Curve.LONG_DASH);
PD_High.SetLineWeight(2);
PD_High.HideTitle();

PD_Low.SetDefaultColor(Color.DARK_ORANGE);
PD_Low.SetStyle(Curve.LONG_DASH);
PD_Low.SetLineWeight(2);
PD_Low.HideTitle();

PD_Close.SetDefaultColor(Color.WHITE);
PD_Close.SetStyle(Curve.LONG_DASH);
PD_Close.SetLineWeight(2);
PD_Close.HideTitle();

DefineGlobalColor("PD_High", CreateColor(255, 204, 153));
AddChartBubble(ShowBubbles and BubbleLocation, PD_High, "PDH: " + (if ShowPricesInBubbles then AsText(PD_High) else ""), GlobalColor("PD_High"));

DefineGlobalColor("PD_Low", CreateColor(255, 204, 153));
AddChartBubble(ShowBubbles and BubbleLocation, PD_Low, "PDL: " + (if ShowPricesInBubbles then AsText(PD_Low) else ""), GlobalColor("PD_Low"), no);

DefineGlobalColor("PD_Close", Color.WHITE);
AddChartBubble(ShowBubbles and BubbleLocation, PD_Close, "PDC: " + (if ShowPricesInBubbles then AsText(PD_Close) else ""), GlobalColor("PD_Close"));

PD_High.HideBubble();
PD_Low.HideBubble();
PD_Close.HideBubble();


#----- Premarket High/Low -----# Thanks to Mobius

def GlobeX = GetTime() < RegularTradingStart(GetYYYYMMDD());

def vol = if GlobeX and !GlobeX[1]
then v
else if GlobeX
then vol[1] + v
else na;

def GlobeX_Volume = vol;

def ONhigh = if GlobeX and !GlobeX[1]
then h
else if GlobeX and
h > ONhigh[1]
then h
else ONhigh[1];

def ONhighBar = if GlobeX and h == ONhigh
then bn
else na;

def ONlow = if GlobeX and !GlobeX[1]
then l
else if GlobeX and
l < ONlow[1]
then l
else ONlow[1];

def ONlowBar = if GlobeX and l == ONlow
then bn
else na;

def OverNightHigh = if BarNumber() == HighestAll(ONhighBar)
then ONhigh
else OverNightHigh[1];

def OverNightLow = if BarNumber() == HighestAll(ONlowBar)
then ONlow
else OverNightLow[1];

plot PM_High;
plot PM_Low;
if showOnlyLastPeriod and !IsNaN(close(period = aggregationPeriod)[-1]) {
    PM_High = na;
    PM_Low = na;
} else {
    PM_High = if OverNightHigh > 0 then OverNightHigh else na;
    PM_Low = if OverNightLow > 0 then OverNightLow else na;
}

#PM_High.SetHiding(!PlotOverNightExtremes);
PM_High.SetLineWeight(2);
PM_High.SetDefaultColor(Color.CYAN);
PM_High.SetStyle(Curve.LONG_DASH);
PM_High.HideBubble();
PM_High.HideTitle();

#PM_Low.SetHiding(!PlotOverNightExtremes);
PM_Low.SetStyle(Curve.LONG_DASH);
PM_Low.SetDefaultColor(Color.CYAN);
PM_Low.HideBubble();
PM_Low.HideTitle();

DefineGlobalColor("PM_High", CreateColor(102, 255, 255));
AddChartBubble(ShowBubbles and if locate_bubbles_at == locate_bubbles_at.Time then bn == ONhighBar else isExpansion and firstExpansionBar == BarsFromExpansion, PM_High, "PM_High: " + (if ShowPricesInBubbles then AsText(PM_High) else ""), GlobalColor("PM_High"));

DefineGlobalColor("PM_Low", CreateColor(102, 255, 255));
AddChartBubble(ShowBubbles and if locate_bubbles_at == locate_bubbles_at.Time then bn == ONlowBar else isExpansion and firstExpansionBar == BarsFromExpansion, PM_Low, "PM_Low: " + (if ShowPricesInBubbles then AsText(PM_Low) else ""), GlobalColor("PM_Low"), no);


#----- Today Open/High/Low -----#


plot High_of_Day;
plot Low_of_Day;
plot DayOpen;
if showOnlyLastPeriod and !IsNaN(close(period = aggregationPeriod)[-1]) {
    DayOpen = na;
    High_of_Day = na;
    Low_of_Day = na;
} else {
    DayOpen = open(period = aggregationPeriod)[0];
    High_of_Day = Highest(high(period = aggregationPeriod), length);
    Low_of_Day = Lowest(low(period = aggregationPeriod), length);
}

DayOpen.SetDefaultColor (Color.GRAY);
DayOpen.SetPaintingStrategy(PaintingStrategy.DASHES);
DayOpen.SetLineWeight(2);
DayOpen.HideTitle();

High_of_Day.SetDefaultColor(CreateColor(0, 128, 255));
High_of_Day.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
High_of_Day.SetLineWeight(2);
High_of_Day.HideTitle();

Low_of_Day.SetDefaultColor(CreateColor(0, 128, 255));
Low_of_Day.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
Low_of_Day.SetLineWeight(2);
Low_of_Day.HideTitle();

DefineGlobalColor("Open", Color.LIGHT_GRAY);
AddChartBubble(ShowBubbles and BubbleLocation, DayOpen, "Open: " + (if ShowPricesInBubbles then AsText(DayOpen) else ""), GlobalColor("Open"));

DefineGlobalColor("High_of_Day", CreateColor(102, 178, 255));
AddChartBubble(ShowBubbles and BubbleLocation, High_of_Day, "HOD: " + (if ShowPricesInBubbles then AsText(High_of_Day) else ""), GlobalColor("High_of_Day"));

DefineGlobalColor("Low_of_Day", CreateColor(102, 178, 255));
AddChartBubble(ShowBubbles and BubbleLocation, Low_of_Day, "LOD: " + (if ShowPricesInBubbles then AsText(Low_of_Day) else ""), GlobalColor("Low_of_Day"), no);

#----- ATR Lines -----# Thaanks to TraderKevin
input showAtrLines = Yes;
input atrLinesFrom = {default pdc, dayOpen};
input ATRlength = 14;
input averageType = AverageType.WILDERS;

def ATR = MovingAverage(averageType, TrueRange(high(period = ”DAY”)[1], close(period = ”DAY”)[1], low(period = ”DAY”)[1]), ATRlength);

plot hatr = if atrLinesFrom  == atrLinesFrom .dayOpen then DayOpen + ATR else PD_Close + ATR;
plot latr = if atrLinesFrom  == atrLinesFrom .dayOpen then DayOpen - ATR else PD_Close - ATR;

hatr.SetLineWeight(5);
hatr.SetDefaultColor(Color.RED);
hatr.SetStyle(Curve.LONG_DASH);
hatr.HideBubble();
hatr.HideTitle();
hatr.SetHiding(showAtrLines == no);

latr.SetLineWeight(5);
latr.SetStyle(Curve.LONG_DASH);
latr.SetDefaultColor(Color.GREEN);
latr.HideBubble();
latr.HideTitle();
latr.SetHiding(showAtrLines == no);

DefineGlobalColor("hatr", Color.PINK);
AddChartBubble(ShowBubbles and showAtrLines and BubbleLocation, hatr, "ATRH: " + (if ShowPricesInBubbles then AsText(hatr) else ""), GlobalColor("hatr"));

DefineGlobalColor("latr", Color.LIGHT_GREEN);
AddChartBubble(ShowBubbles and showAtrLines and BubbleLocation, latr, "ATRL: " + (if ShowPricesInBubbles then AsText(latr) else ""), GlobalColor("latr"), no);;
 
Last edited by a moderator:

Join useThinkScript to post your question to a community of 21,000+ developers and traders.

Similar threads

Not the exact question you're looking for?

Start a new thread and receive assistance from our community.

87k+ Posts
1330 Online
Create Post

Similar threads

Similar threads

The Market Trading Game Changer

Join 2,500+ subscribers inside the useThinkScript VIP Membership Club
  • Exclusive indicators
  • Proven strategies & setups
  • Private Discord community
  • ‘Buy The Dip’ signal alerts
  • Exclusive members-only content
  • Add-ons and resources
  • 1 full year of unlimited support

Frequently Asked Questions

What is useThinkScript?

useThinkScript is the #1 community of stock market investors using indicators and other tools to power their trading strategies. Traders of all skill levels use our forums to learn about scripting and indicators, help each other, and discover new ways to gain an edge in the markets.

How do I get started?

We get it. Our forum can be intimidating, if not overwhelming. With thousands of topics, tens of thousands of posts, our community has created an incredibly deep knowledge base for stock traders. No one can ever exhaust every resource provided on our site.

If you are new, or just looking for guidance, here are some helpful links to get you started.

What are the benefits of VIP Membership?
VIP members get exclusive access to these proven and tested premium indicators: Buy the Dip, Advanced Market Moves 2.0, Take Profit, and Volatility Trading Range. In addition, VIP members get access to over 50 VIP-only custom indicators, add-ons, and strategies, private VIP-only forums, private Discord channel to discuss trades and strategies in real-time, customer support, trade alerts, and much more. Learn all about VIP membership here.
How can I access the premium indicators?
To access the premium indicators, which are plug and play ready, sign up for VIP membership here.
Back
Top