Trend-Step Filtering For ThinkOrSwim

[MorayTheEel]

https://www.tradingview.com/script/UoXQCBPA-Setting-Less-Trend-Step-Filtering/
I've been trying to convert this one to TOS for awhile now but always get tripped up with the multi-layer recursion that Alex coded in. I'd be forever indebted to someone who could convert this, or even offer advice on how I could get rid of the recursion

 

[samer800]

https://www.tradingview.com/script/UoXQCBPA-Setting-Less-Trend-Step-Filtering/
I've been trying to convert this one to TOS for awhile now but always get tripped up with the multi-layer recursion that Alex coded in. I'd be forever indebted to someone who could convert this, or even offer advice on how I could get rid of the recursion

check it out below. I added option for mutli-time frame as well.

#//@version=4
#study("Setting-Less Trend-Step Filtering",overlay=true)
# Converted by Sam4Cok@Samer800 - 11/2022 - request from useThinkScript.com member
input useChartTime = yes;
input Aggregation = AggregationPeriod.FIFTEEN_MIN;
input srcInput = close;
input robust = yes;
#//----
script nz {
    input data  = close;
    input repl  = 0;
    def ret_val = if data!=0 then data else repl;
    plot return = ret_val;
}
def c = if useChartTime then srcInput else close(Period = Aggregation);
def b; def sc; def a; def src; def n;
sc = if robust then AbsValue(c - nz(b[1]))/(AbsValue(c - nz(b[1])) + nz(a[1])) else 1;
src = sc*c+(1-sc)*nz(b[1],c);
#//----
n = TotalSum(1)-1;
a = TotalSum(AbsValue(src - nz(b[1],src)))/n*(if(robust,1,0)+sc);
b = if src > b[1] + a then src else if src < b[1] - a then src else b[1];
#//----
plot line = b;
line.SetDefaultColor(Color.CYAN);
line.SetLineWeight(2);

#--- END Code

 

[ShinJ]

check it out below. I added option for mutli-time frame as well.

#//@version=4
#study("Setting-Less Trend-Step Filtering",overlay=true)
# Converted by Sam4Cok@Samer800 - 11/2022 - request from useThinkScript.com member
input useChartTime = yes;
input Aggregation = AggregationPeriod.FIFTEEN_MIN;
input srcInput = close;
input robust = yes;
#//----
script nz {
    input data  = close;
    input repl  = 0;
    def ret_val = if data!=0 then data else repl;
    plot return = ret_val;
}
def c = if useChartTime then srcInput else close(Period = Aggregation);
def b; def sc; def a; def src; def n;
sc = if robust then AbsValue(c - nz(b[1]))/(AbsValue(c - nz(b[1])) + nz(a[1])) else 1;
src = sc*c+(1-sc)*nz(b[1],c);
#//----
n = TotalSum(1)-1;
a = TotalSum(AbsValue(src - nz(b[1],src)))/n*(if(robust,1,0)+sc);
b = if src > b[1] + a then src else if src < b[1] - a then src else b[1];
#//----
plot line = b;
line.SetDefaultColor(Color.CYAN);
line.SetLineWeight(2);

#--- END Code

Is it possible to make this code work with the custom close("Symbol")?
Right now, for example, if i'm trying to use close("SPX") on /ES chart it doesn't plot anything

 

[samer800]

Is it possible to make this code work with the custom close("Symbol")?
Right now, for example, if i'm trying to use close("SPX") on /ES chart it doesn't plot anything

try this code

#//@version=4
#study("Setting-Less Trend-Step Filtering",overlay=true)
# Converted by Sam4Cok@Samer800 - 11/2022 - request from useThinkScript.com member
input useChartTime = {Default "Yes", "No"};
input Symbol = "SPX";
input Aggregation = AggregationPeriod.FIFTEEN_MIN;
input srcInput = close;
input robust = yes;

def na = Double.NaN;
def bar = BarNumber();
#def rob = if robust,1,0)
def HTFSrc = Fundamental(FundamentalType.CLOSE, symbol = Symbol, period = Aggregation);
#//----

def price;
Switch (useChartTime) {
Case "Yes" : price = srcInput;
Case "No"  : price = HTFSrc;
}

def c = price;
def b; def a;
def cb = AbsValue(c - b[1]);
def sc = if robust then cb /(cb + a[1]) else 1;
def src = sc * c + (1 - sc) * if(b[1], b[1], c);
#//----
def n = bar -1;
def bSrc = AbsValue(src - if(b[1],b[1],src));
def TotSum = TotalSum(bSrc);
a = TotSum / n * (robust + sc);
b = if src > b[1] + a then src else
    if src < b[1] - a then src else b[1];
#//----
plot line = b;
line.SetDefaultColor(Color.CYAN);
line.SetLineWeight(2);

#-- END of CODE