CCI Trend Duration for ThinkorSwim

chewie76

chewie76

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This indicator displays the number of bars in your trend. The below code is for the CCI, but you could add any indicator into the code where price is above or below a certain level. For example, in the picture there is a Hull Moving Average and RSI as well as the CCI shown. When the trend is over 10 bars, the color changes indicating that the trend could be getting exhausted. Below is a 4 hour chart of NQ. When all three of these reset at the exact same bar, that indicates a strong new trend. The labels show you how many bars the trend is currently in. This could also help in analyzing the average size of past trend lengths.


1761853660651.png




Code: 
#==============================
# CCI Trend Duration (Lower Study)
# Assembled by Chewie
#==============================

declare lower;

#-----------------------------------
# CCI
#-----------------------------------

input length = 14;
input price = close;
input cciMid = 0;

# --- CCI Levels ---

def mean = Average(price, length);
def dev = Average(AbsValue(price - mean), length);
def bandMid   = mean + cciMid   * 0.015 * dev;
def CCI  = bandMid;


#-----------------------------------------------
# Trend direction detection
#-----------------------------------------------

def rising = close > CCI;
def falling = close < CCI;

# Boolean trend signal (1 = up, 0 = down)
def trendUp = if rising then 1 else if falling then 0 else trendUp[1];

# Detect when trend changes
def trendChange = trendUp[1] != trendUp;

#-----------------------------------
# Trend duration counting
#-----------------------------------
def trendCount = if trendChange then 1 else trendCount[1] + 1;

#-----------------------------------
# Plot Trend Durations
#-----------------------------------
plot BullTrendLength = if trendUp then trendCount else Double.NaN;
BullTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BullTrendLength.SetDefaultColor(Color.GREEN);
BullTrendLength.SetLineWeight(2);

plot BearTrendLength = if !trendUp then trendCount else Double.NaN;
BearTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BearTrendLength.SetDefaultColor(Color.red);
BearTrendLength.SetLineWeight(2);

Bulltrendlength.AssignValueColor(if bulltrendlength >= 10 then Color.cyan else color.current);
Beartrendlength.AssignValueColor(if beartrendlength >= 10 then Color.magenta else color.current);

plot signal = 10;
signal.setdefaultColor(color.cyan);

#-----------------------------------
# Labels for quick reference
#-----------------------------------
AddLabel(yes, "CCI_Uptrend(bars): " + AsText(BullTrendLength), Color.GREEN);
AddLabel(yes, "Downtrend(bars): " + AsText(BearTrendLength), Color.red);
 

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chewie76 said:
This indicator displays the number of bars in your trend. The below code is for the CCI, but you could add any indicator into the code where price is above or below a certain level. For example, in the picture there is a Hull Moving Average and RSI as well as the CCI shown. When the trend is over 10 bars, the color changes indicating that the trend could be getting exhausted. Below is a 4 hour chart of NQ. When all three of these reset at the exact same bar, that indicates a strong new trend. The labels show you how many bars the trend is currently in. This could also help in analyzing the average size of past trend lengths.


View attachment 26141



Code: 
#==============================
# CCI Trend Duration (Lower Study)
# Assembled by Chewie
#==============================

declare lower;

#-----------------------------------
# CCI
#-----------------------------------

input length = 14;
input price = close;
input cciMid = 0;

# --- CCI Levels ---

def mean = Average(price, length);
def dev = Average(AbsValue(price - mean), length);
def bandMid   = mean + cciMid   * 0.015 * dev;
def CCI  = bandMid;


#-----------------------------------------------
# Trend direction detection
#-----------------------------------------------

def rising = close > CCI;
def falling = close < CCI;

# Boolean trend signal (1 = up, 0 = down)
def trendUp = if rising then 1 else if falling then 0 else trendUp[1];

# Detect when trend changes
def trendChange = trendUp[1] != trendUp;

#-----------------------------------
# Trend duration counting
#-----------------------------------
def trendCount = if trendChange then 1 else trendCount[1] + 1;

#-----------------------------------
# Plot Trend Durations
#-----------------------------------
plot BullTrendLength = if trendUp then trendCount else Double.NaN;
BullTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BullTrendLength.SetDefaultColor(Color.GREEN);
BullTrendLength.SetLineWeight(2);

plot BearTrendLength = if !trendUp then trendCount else Double.NaN;
BearTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BearTrendLength.SetDefaultColor(Color.red);
BearTrendLength.SetLineWeight(2);

Bulltrendlength.AssignValueColor(if bulltrendlength >= 10 then Color.cyan else color.current);
Beartrendlength.AssignValueColor(if beartrendlength >= 10 then Color.magenta else color.current);

plot signal = 10;
signal.setdefaultColor(color.cyan);

#-----------------------------------
# Labels for quick reference
#-----------------------------------
AddLabel(yes, "CCI_Uptrend(bars): " + AsText(BullTrendLength), Color.GREEN);
AddLabel(yes, "Downtrend(bars): " + AsText(BearTrendLength), Color.red);
Click to expand...
Do you have the code for the HMA and RSI?
 
chewie76 said:
This indicator displays the number of bars in your trend. The below code is for the CCI, but you could add any indicator into the code where price is above or below a certain level. For example, in the picture there is a Hull Moving Average and RSI as well as the CCI shown. When the trend is over 10 bars, the color changes indicating that the trend could be getting exhausted. Below is a 4 hour chart of NQ. When all three of these reset at the exact same bar, that indicates a strong new trend. The labels show you how many bars the trend is currently in. This could also help in analyzing the average size of past trend lengths.


View attachment 26141



Code: 
#==============================
# CCI Trend Duration (Lower Study)
# Assembled by Chewie
#==============================

declare lower;

#-----------------------------------
# CCI
#-----------------------------------

input length = 14;
input price = close;
input cciMid = 0;

# --- CCI Levels ---

def mean = Average(price, length);
def dev = Average(AbsValue(price - mean), length);
def bandMid   = mean + cciMid   * 0.015 * dev;
def CCI  = bandMid;


#-----------------------------------------------
# Trend direction detection
#-----------------------------------------------

def rising = close > CCI;
def falling = close < CCI;

# Boolean trend signal (1 = up, 0 = down)
def trendUp = if rising then 1 else if falling then 0 else trendUp[1];

# Detect when trend changes
def trendChange = trendUp[1] != trendUp;

#-----------------------------------
# Trend duration counting
#-----------------------------------
def trendCount = if trendChange then 1 else trendCount[1] + 1;

#-----------------------------------
# Plot Trend Durations
#-----------------------------------
plot BullTrendLength = if trendUp then trendCount else Double.NaN;
BullTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BullTrendLength.SetDefaultColor(Color.GREEN);
BullTrendLength.SetLineWeight(2);

plot BearTrendLength = if !trendUp then trendCount else Double.NaN;
BearTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BearTrendLength.SetDefaultColor(Color.red);
BearTrendLength.SetLineWeight(2);

Bulltrendlength.AssignValueColor(if bulltrendlength >= 10 then Color.cyan else color.current);
Beartrendlength.AssignValueColor(if beartrendlength >= 10 then Color.magenta else color.current);

plot signal = 10;
signal.setdefaultColor(color.cyan);

#-----------------------------------
# Labels for quick reference
#-----------------------------------
AddLabel(yes, "CCI_Uptrend(bars): " + AsText(BullTrendLength), Color.GREEN);
AddLabel(yes, "Downtrend(bars): " + AsText(BearTrendLength), Color.red);
Click to expand...
VERY COOL https://tos.mx/!M7L3x7qU perfect for PSAR it seems - will need to add a momentum code to signal a "slowing" down and label signal potential change near or something like that
Code: 
#==============================
# PSAR Trend Duration + ROC Momentum (Lower Study)
#==============================

declare lower;

#-----------------------------------
# PSAR Inputs
#-----------------------------------
input acceleration = 0.02;
input accelerationLimit = 0.2;
input rocLength = 5;   # period for ROC of PSAR

def psar = ParabolicSAR(acceleration, accelerationLimit);

#-----------------------------------------------
# Trend direction detection (using PSAR)
#-----------------------------------------------
def rising = close > psar;
def falling = close < psar;

# Boolean trend signal (1 = up, 0 = down)
rec trendUp = if rising then 1 else if falling then 0 else trendUp[1];

# Detect when trend changes
def trendChange = trendUp[1] != trendUp;

#-----------------------------------
# Trend duration counting
#-----------------------------------
rec trendCount = if trendChange then 1 else trendCount[1] + 1;

#-----------------------------------
# Plot Trend Durations
#-----------------------------------
plot BullTrendLength = if trendUp then trendCount else Double.NaN;
BullTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BullTrendLength.SetDefaultColor(Color.GREEN);
BullTrendLength.SetLineWeight(2);

plot BearTrendLength = if !trendUp then trendCount else Double.NaN;
BearTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BearTrendLength.SetDefaultColor(Color.RED);
BearTrendLength.SetLineWeight(2);

# Highlight long-running trends
BullTrendLength.AssignValueColor(if BullTrendLength >= 10 then Color.CYAN else Color.CURRENT);
BearTrendLength.AssignValueColor(if BearTrendLength >= 10 then Color.MAGENTA else Color.CURRENT);

plot signal = 10;
signal.SetDefaultColor(Color.CYAN);

#-----------------------------------
# ROC (Rate of Change) of PSAR for momentum insight
#-----------------------------------
def psarPrev = psar[rocLength];
def rocPSAR = if psarPrev != 0 then ((psar - psarPrev) / psarPrev) * 100 else 0;

# Momentum direction
def rocUp = rocPSAR > 0;
def rocDown = rocPSAR < 0;
def rocNeutral = rocPSAR == 0;

# Momentum strength classification
def strongMomentum = AbsValue(rocPSAR) >= 1;  # tweak threshold as needed

#-----------------------------------
# Heads-up logic
#-----------------------------------
def newUpTrend = trendChange and trendUp;
def newDownTrend = trendChange and !trendUp;
def longBullTrend = trendUp and BullTrendLength >= 10;
def longBearTrend = !trendUp and BearTrendLength >= 10;

#-----------------------------------
# Labels for Quick Interpretation
#-----------------------------------

# Trend phase label
AddLabel(yes,
    if newUpTrend then "NEW UPTREND STARTED"
    else if newDownTrend then "NEW DOWNTREND STARTED"
    else if longBullTrend then "Extended Uptrend (" + trendCount + " bars)"
    else if longBearTrend then "Extended Downtrend (" + trendCount + " bars)"
    else if trendUp then "Uptrend Active (" + trendCount + " bars)"
    else "Downtrend Active (" + trendCount + " bars)",
    if newUpTrend then Color.CYAN
    else if newDownTrend then Color.MAGENTA
    else if trendUp then Color.GREEN
    else Color.RED
);

# ROC Momentum label
AddLabel(yes,
    "PSAR ROC: " + AsText(Round(rocPSAR, 2)) + "%  → " +
    (if rocUp then "Increasing PSAR (Momentum Rising)"
     else if rocDown then "Decreasing PSAR (Momentum Falling)"
     else "Flat Momentum"),
    if rocUp and strongMomentum then Color.GREEN
    else if rocDown and strongMomentum then Color.RED
    else Color.YELLOW
);

# Summary label
AddLabel(yes,
    "Trend: " + (if trendUp then "UP" else "DOWN") +
    " | Bars: " + trendCount +
    " | PSAR: " + AsText(Round(psar, 2)),
    if trendUp then Color.GREEN else Color.RED
);

#-----------------------------------
# Alerts (optional)
#-----------------------------------
Alert(newUpTrend, "PSAR Flip: New UPTREND detected", Alert.BAR, Sound.Ring);
Alert(newDownTrend, "PSAR Flip: New DOWNTREND detected", Alert.BAR, Sound.Bell);
 
TRADERSAM said:
Do you have the code for the HMA and RSI?
Click to expand...
Here is the Hull Moving Avg.

Code: 
#==============================
# HMA Trend Duration (Lower Study)
# # Assembled by Chewie
#==============================

declare lower;

#-----------------------------------
# Hull Moving Average
#-----------------------------------

input price = hl2;
input HMA_Length = 28;

def HMA = HullMovingAvg(price = price, length = HMA_Length);

# Trend direction detection
def rising = close > hma; #hma > hma[trendLength];
def falling = close < hma; #hma < hma[trendLength];

# Boolean trend signal (1 = up, 0 = down)
def trendUp = if rising then 1 else if falling then 0 else trendUp[1];

# Detect when trend changes
def trendChange = trendUp[1] != trendUp;

#-----------------------------------
# Trend duration counting
#-----------------------------------
def trendCount = if trendChange then 1 else trendCount[1] + 1;

#-----------------------------------
# Plot Trend Durations
#-----------------------------------
plot BullTrendLength = if trendUp then trendCount else Double.NaN;
BullTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BullTrendLength.SetDefaultColor(Color.GREEN);
BullTrendLength.SetLineWeight(2);

plot BearTrendLength = if !trendUp then trendCount else Double.NaN;
BearTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BearTrendLength.SetDefaultColor(Color.red);
BearTrendLength.SetLineWeight(2);

Bulltrendlength.AssignValueColor(if bulltrendlength >= 10 then Color.cyan else color.current);
Beartrendlength.AssignValueColor(if beartrendlength >= 10 then Color.magenta else color.current);

plot signal = 10;
signal.setdefaultColor(color.cyan);

#-----------------------------------
# Labels for quick reference
#-----------------------------------
AddLabel(yes, "HMA_Uptrend(bars): " + AsText(BullTrendLength), Color.GREEN);
AddLabel(yes, "Downtrend(bars): " + AsText(BearTrendLength), Color.red);
 
TRADERSAM said:
Do you have the code for the HMA and RSI?
Click to expand...
Here is the RSI version.

Code: 
#==============================
# RSI Trend Duration (Lower Study)
# Assembled by Chewie
#==============================

declare lower;

#-----------------------------------
# RSI
#-----------------------------------

input length = 5;
input price = close;
input smoothingType = {default Wilders, EMA};
input rsiValue2 = 50.0;
input smoothingType2 = {default Wilders, EMA};

def coeff2 = rsiValue2 / (100 - rsiValue2);
def chg2 = price - price[1];
def diff2;
switch (smoothingType2) {
case Wilders:
    diff2 =  (length - 1) * (WildersAverage(Max(-chg2, 0), length) * coeff2 - WildersAverage(Max(chg2, 0), length));
case EMA:
    diff2 =  (length - 1) * (ExpAverage(Max(-chg2, 0), length) * coeff2 - ExpAverage(Max(chg2, 0), length)) / 2;
}

def value2 = price + if diff2 >= 0 then diff2 else diff2 / coeff2;
DEF RSI = compoundValue(1, value2[1], Double.NaN);

# Trend direction detection
def rising = close > RSI;
def falling = close < RSI;

# Boolean trend signal (1 = up, 0 = down)
def trendUp = if rising then 1 else if falling then 0 else trendUp[1];

# Detect when trend changes
def trendChange = trendUp[1] != trendUp;

#-----------------------------------
# Trend duration counting
#-----------------------------------
def trendCount = if trendChange then 1 else trendCount[1] + 1;

#-----------------------------------
# Plot Trend Durations
#-----------------------------------
plot BullTrendLength = if trendUp then trendCount else Double.NaN;
BullTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BullTrendLength.SetDefaultColor(Color.GREEN);
BullTrendLength.SetLineWeight(2);

plot BearTrendLength = if !trendUp then trendCount else Double.NaN;
BearTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BearTrendLength.SetDefaultColor(Color.red);
BearTrendLength.SetLineWeight(2);

Bulltrendlength.AssignValueColor(if bulltrendlength >= 10 then Color.cyan else color.current);
Beartrendlength.AssignValueColor(if beartrendlength >= 10 then Color.magenta else color.current);

plot signal = 10;
signal.setdefaultColor(color.cyan);

#-----------------------------------
# Labels for quick reference
#-----------------------------------
AddLabel(yes, "RSI_Uptrend(bars): " + AsText(BullTrendLength), Color.GREEN);
AddLabel(yes, "Downtrend(bars): " + AsText(BearTrendLength), Color.red);
 
chewie76 said:
Here is the RSI version.

Code: 
#==============================
# RSI Trend Duration (Lower Study)
# Assembled by Chewie
#==============================

declare lower;

#-----------------------------------
# RSI
#-----------------------------------

input length = 5;
input price = close;
input smoothingType = {default Wilders, EMA};
input rsiValue2 = 50.0;
input smoothingType2 = {default Wilders, EMA};

def coeff2 = rsiValue2 / (100 - rsiValue2);
def chg2 = price - price[1];
def diff2;
switch (smoothingType2) {
case Wilders:
    diff2 =  (length - 1) * (WildersAverage(Max(-chg2, 0), length) * coeff2 - WildersAverage(Max(chg2, 0), length));
case EMA:
    diff2 =  (length - 1) * (ExpAverage(Max(-chg2, 0), length) * coeff2 - ExpAverage(Max(chg2, 0), length)) / 2;
}

def value2 = price + if diff2 >= 0 then diff2 else diff2 / coeff2;
DEF RSI = compoundValue(1, value2[1], Double.NaN);

# Trend direction detection
def rising = close > RSI;
def falling = close < RSI;

# Boolean trend signal (1 = up, 0 = down)
def trendUp = if rising then 1 else if falling then 0 else trendUp[1];

# Detect when trend changes
def trendChange = trendUp[1] != trendUp;

#-----------------------------------
# Trend duration counting
#-----------------------------------
def trendCount = if trendChange then 1 else trendCount[1] + 1;

#-----------------------------------
# Plot Trend Durations
#-----------------------------------
plot BullTrendLength = if trendUp then trendCount else Double.NaN;
BullTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BullTrendLength.SetDefaultColor(Color.GREEN);
BullTrendLength.SetLineWeight(2);

plot BearTrendLength = if !trendUp then trendCount else Double.NaN;
BearTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BearTrendLength.SetDefaultColor(Color.red);
BearTrendLength.SetLineWeight(2);

Bulltrendlength.AssignValueColor(if bulltrendlength >= 10 then Color.cyan else color.current);
Beartrendlength.AssignValueColor(if beartrendlength >= 10 then Color.magenta else color.current);

plot signal = 10;
signal.setdefaultColor(color.cyan);

#-----------------------------------
# Labels for quick reference
#-----------------------------------
AddLabel(yes, "RSI_Uptrend(bars): " + AsText(BullTrendLength), Color.GREEN);
AddLabel(yes, "Downtrend(bars): " + AsText(BearTrendLength), Color.red);
Click to expand...

Thanks!!
 
why signal is set at 10?
chewie76 said:
Here is the RSI version.

Code: 
#==============================
# RSI Trend Duration (Lower Study)
# Assembled by Chewie
#==============================

declare lower;

#-----------------------------------
# RSI
#-----------------------------------

input length = 5;
input price = close;
input smoothingType = {default Wilders, EMA};
input rsiValue2 = 50.0;
input smoothingType2 = {default Wilders, EMA};

def coeff2 = rsiValue2 / (100 - rsiValue2);
def chg2 = price - price[1];
def diff2;
switch (smoothingType2) {
case Wilders:
    diff2 =  (length - 1) * (WildersAverage(Max(-chg2, 0), length) * coeff2 - WildersAverage(Max(chg2, 0), length));
case EMA:
    diff2 =  (length - 1) * (ExpAverage(Max(-chg2, 0), length) * coeff2 - ExpAverage(Max(chg2, 0), length)) / 2;
}

def value2 = price + if diff2 >= 0 then diff2 else diff2 / coeff2;
DEF RSI = compoundValue(1, value2[1], Double.NaN);

# Trend direction detection
def rising = close > RSI;
def falling = close < RSI;

# Boolean trend signal (1 = up, 0 = down)
def trendUp = if rising then 1 else if falling then 0 else trendUp[1];

# Detect when trend changes
def trendChange = trendUp[1] != trendUp;

#-----------------------------------
# Trend duration counting
#-----------------------------------
def trendCount = if trendChange then 1 else trendCount[1] + 1;

#-----------------------------------
# Plot Trend Durations
#-----------------------------------
plot BullTrendLength = if trendUp then trendCount else Double.NaN;
BullTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BullTrendLength.SetDefaultColor(Color.GREEN);
BullTrendLength.SetLineWeight(2);

plot BearTrendLength = if !trendUp then trendCount else Double.NaN;
BearTrendLength.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
BearTrendLength.SetDefaultColor(Color.red);
BearTrendLength.SetLineWeight(2);

Bulltrendlength.AssignValueColor(if bulltrendlength >= 10 then Color.cyan else color.current);
Beartrendlength.AssignValueColor(if beartrendlength >= 10 then Color.magenta else color.current);

plot signal = 10;
signal.setdefaultColor(color.cyan);

#-----------------------------------
# Labels for quick reference
#-----------------------------------
AddLabel(yes, "RSI_Uptrend(bars): " + AsText(BullTrendLength), Color.GREEN);
AddLabel(yes, "Downtrend(bars): " + AsText(BearTrendLength), Color.red);
Click to expand...
why is signal set at 10?
 
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