How can I add MTF to my VPN cloud?

[Guille]

declare lower;

input length = 30;
input emaLength = 3;
input averageLength = 30;
input factor = 0.1;
input criticalValue = 10;
input averageType = AverageType.SIMPLE;

def atr = WildersAverage(TrueRange(high, close, low), length);
def diff = hlc3 - hlc3[1];
def vp = Sum(if diff > factor * atr then volume else 0, length);
def vn = Sum(if diff < -factor * atr then volume else 0, length);

plot VPN = ExpAverage(100 * (vp - vn) / Sum(volume, length), emaLength);
plot VPNAvg = MovingAverage(averageType, VPN, averageLength);
plot CriticalLevel = criticalValue;

#VPN.DefineColor("Above", Color.UPTICK);
#VPN.DefineColor("Below", Color.DOWNTICK);
#VPN.AssignValueColor(if VPN > CriticalLevel then VPN.Color("Above") else VPN.Color("Below"));
#VPNAvg.SetDefaultColor(GetColor(7));
CriticalLevel.SetDefaultColor(GetColor(1));
AddCloud(VPN, VPNAvg, Color.GREEN, Color.RED);



VPN.DefineColor("Up", GetColor(1));
VPN.DefineColor("Down", GetColor(0));
VPN.AssignValueColor( if VPN > VPN[1] and VPN > criticallevel then Color.GREEN else if VPN < VPN[1] and VPN > criticallevel then Color.downtick else if VPN > VPN[1] and VPN < criticallevel then Color.YELLOW else if VPN < VPN[1] and VPN < criticallevel then Color.RED else Color.GRAY);

VPNAvg.AssignValueColor(if VPNAvg > CriticalLevel and VPNAvg>VPNAvg[1] then Color.green else if VPNAvg > CriticalLevel and VPNAvg<VPNAvg[1] then Color.red else if VPNAvg < CriticalLevel and VPNAvg>VPNAvg[1] then color.yellow else if VPNAvg < CriticalLevel and VPNAvg<VPNAvg[1] then color.red else color.gray);

 

[Joshua]

Add this to the top of your code (use what ever agg you want):

input Agg = AggregationPeriod.DAY;

Then for all green syntax highlighting in the editor (Close, etc.), change them all to:

Close(period = agg)

5 Min chart with Hourly selected as Agg:

 

[useThinkScript]

5 Min chart with Hourly selected as Agg:

Here is the complete code for MTF VPN Clouds:

declare lower;

input useHigherTimeframe = yes;                       # Set to yes to use the higher timeframe input below
input higherTF = AggregationPeriod.HOUR;             # Choose higher timeframe (e.g. MIN, FIFTEEN_MIN, HOUR, DAY, etc.)

input length = 30;
input emaLength = 3;
input averageLength = 30;
input factor = 0.1;
input criticalValue = 10;
input averageType = AverageType.SIMPLE;

def srcHigh = if useHigherTimeframe then high(period = higherTF) else high;
def srcLow  = if useHigherTimeframe then low(period = higherTF) else low;
def srcClose = if useHigherTimeframe then close(period = higherTF) else close;
def srcHLC3 = if useHigherTimeframe then hlc3(period = higherTF) else hlc3;
def srcVolume = if useHigherTimeframe then volume(period = higherTF) else volume;

def tr_tf = TrueRange(srcHigh, srcClose, srcLow);
def atr = WildersAverage(tr_tf, length);
def diff = srcHLC3 - srcHLC3[1];

def vp = Sum(if diff > factor * atr then srcVolume else 0, length);
def vn = Sum(if diff < -factor * atr then srcVolume else 0, length);

plot VPN = ExpAverage(100 * (vp - vn) / Max(1, Sum(srcVolume, length)), emaLength);
plot VPNAvg = MovingAverage(averageType, VPN, averageLength);
plot CriticalLevel = criticalValue;

VPNAvg.SetDefaultColor(GetColor(7));

AddCloud(VPN, VPNAvg, Color.GREEN, Color.RED);

VPN.DefineColor("Up", GetColor(1));
VPN.DefineColor("Down", GetColor(0));
VPN.AssignValueColor(
    if VPN > VPN[1] and VPN > CriticalLevel then Color.GREEN
    else if VPN < VPN[1] and VPN > CriticalLevel then Color.DOWNTICK
    else if VPN > VPN[1] and VPN < CriticalLevel then Color.YELLOW
    else if VPN < VPN[1] and VPN < CriticalLevel then Color.RED
    else Color.GRAY
);

VPNAvg.AssignValueColor(
    if VPNAvg > CriticalLevel and VPNAvg > VPNAvg[1] then Color.GREEN
    else if VPNAvg > CriticalLevel and VPNAvg < VPNAvg[1] then Color.RED
    else if VPNAvg < CriticalLevel and VPNAvg > VPNAvg[1] then Color.YELLOW
    else if VPNAvg < CriticalLevel and VPNAvg < VPNAvg[1] then Color.RED
    else Color.GRAY
);