Mobius Supertrend and Fractal Energy Adjusted RSI For ThinkOrSwim

amalia

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Mobius Supertrend and Fractal Energy Adjusted RSI For ThinkOrSwim
From BLT back in the day:
http://tos.mx/AzRX1J

Ruby:
#blt base multicolored candles exanded to for more colors
#Mobius Supertrend and Fractal Energy Adjusted RSI in Laguerre Time included
#Top half of candles color determined by Supertrend, bottom half determined by the Mobius Self-Adjusting RSI in Laguerre Time
#Dot in center of candle if FLE is above .618
#If you want to change colors, Grow Color is the effective color - look for GetColor within Addchart
#Hint: Set your candles in appearance tab to be all the same color

addlabel(yes, "Hollow Red/Green: Candle " , color.white);
addlabel(yes, "Dark Red/Green: RSI Laguerre ", color.yellow);
addlabel(yes, "Solid Red/Green: Supertrend", color.white);
addlabel(yes, "Dot: Fractal Energy", color.yellow);

input Up_Candle_type = ChartType.CANDLE;
input Down_Candle_Type = ChartType.CANDLE;
def o = open;
def h = high;
def l = low;
def c = close;

# Mobius
# SuperTrend
input AtrMult = 1.0;
input nATR = 4;
input AvgType = AverageType.HULL;

def ATR = MovingAverage(AvgType, TrueRange(high, close, low), nATR);
def UP = HL2 + (AtrMult * ATR);
def DN = HL2 + (-AtrMult * ATR);
def ST = if close < ST[1] then UP else DN;
def STUP = close < ST[1];


# RSI in Laguerre Time Self Adjusting With Fractal Energy
# Mobius
# V02.07.2014
# V03.06.15.2016
# Both Fractal Energy and RSI are defined

#Inputs:
input nFE = 13;#hint nFE: length for Fractal Energy calculation.
input RSI_Above = 0.80;
Assert(RSI_Above > 0, "'RSI' must be positive: " + RSI_Above);
# Variables:
def orsi;
def hrsi;
def lrsi;
def crsi;
def CU1;
def CU2;
def CU;
def CD1;
def CD2;
def CD;
def L0;
def L1;
def L2;
def L3;
def RSI;

# Calculations
orsi = (open + close[1]) / 2;
hrsi = Max(high, close[1]);
lrsi = Min(low, close[1]);
crsi = (o + h + l + close) / 4;
def gamma = Log(Sum((Max(high, close[1]) - Min(low, close[1])), nFE) / (Highest(high, nFE) - Lowest(low, nFE))) / Log(nFE);

L0 = (1 – gamma) * c + gamma * L0[1];
L1 = -gamma * L0 + L0[1] + gamma * L1[1];
L2 = -gamma * L1 + L1[1] + gamma * L2[1];
L3 = -gamma * L2 + L2[1] + gamma * L3[1];
if L0 >= L1
then {
    CU1 = L0 - L1;
    CD1 = 0;
} else {
    CD1 = L1 - L0;
    CU1 = 0;
}
if L1 >= L2
then {
    CU2 = CU1 + L1 - L2;
    CD2 = CD1;
} else {
    CD2 = CD1 + L2 - L1;
    CU2 = CU1;
}
if L2 >= L3
then {
    CU = CU2 + L2 - L3;
    CD = CD2;
} else {
    CU = CU2;
    CD = CD2 + L3 - L2;
}

RSI = if CU + CD <> 0 then CU / (CU + CD) else 0;

input charttype = ChartType.CANDLE;

def oo1;
def ll1;
def cc1;
def hh1;

if RSI > RSI_Above {
    oo1 =  if o <= c
           then c
           else if o >= c
           then o
           else Double.NaN;
    hh1 =  if o <= c
           then h
           else if o >= c
           then h
           else Double.NaN;
    ll1 =  if o <= c
           then c
           else if o > c
           then o
           else Double.NaN;
    cc1 =  if o <= c
           then o - (o - c) / 2.5
           else if o > c
           then o - (o - c) / 2.5
           else Double.NaN;
} else {
    oo1 = Double.NaN;
    hh1 = Double.NaN;
    ll1 = Double.NaN;
    cc1 = Double.NaN;
}
#createColor(0,204,51)
AddChart(growColor = Color.DARK_GREEN, fallColor = Color.GREEN, neutralColor = Color.GRAY, high = hh1, low = ll1, open = oo1, close = cc1, type = charttype);

def o1;
def l1_;
def c1;
def h1_;

if RSI < RSI_Above {
    o1  =  if o > c
           then c - (c - o) / 2
           else if o < c
           then c - (c - o) / 2
           else Double.NaN;
    h1_ =  if o > c
           then c
           else if o < c    
           then o
           else Double.NaN;
    l1_ =  if o > c
           then l
           else if o < c
           then l
           else Double.NaN;
    c1  =  if o > c
           then c
           else if o < c
           then o
           else Double.NaN;
} else {
    o1  = Double.NaN;
    h1_ = Double.NaN;
    l1_ = Double.NaN;
    c1  = Double.NaN;
}
#createcolor(255,0,51)
AddChart(growColor = Color.DARK_RED , fallColor = Color.GREEN, neutralColor = Color.GRAY, high = h1_, low = l1_, open = o1, close = c1, type = charttype);
def oo1a;
def ll1a;
def cc1a;
def hh1a;

if close > ST[1] {
    oo1a =  if o <= c
            then c
            else if o >= c
            then o
            else Double.NaN;
    hh1a =  if o <= c
            then h
            else if o >= c
            then h
            else Double.NaN;
    ll1a =  if o <= c
            then c
            else if o >= c
            then o
            else Double.NaN;
    cc1a =  if o <= c
            then o - (o - c) / 1.5
            else if o > c
            then o - (o - c) / 1.5
            else Double.NaN;
} else {
    oo1a = Double.NaN;
    hh1a = Double.NaN;
    ll1a = Double.NaN;
    cc1a = Double.NaN;
}
#createColor(0,204,51)
AddChart(growColor = Color.GREEN, fallColor = Color.GREEN, neutralColor = Color.GRAY, high = hh1a, low = ll1a, open = oo1a, close = cc1a, type = charttype);

def o1b;
def l1_b;
def c1b;
def h1_b;

if close < ST[1] {
    o1b  =  if o > c
            then c - (c - o) / 4
            else if o < c
            then c - (c - o) / 4
            else Double.NaN;
    h1_b =  if o > c
            then c
            else if o < c    
            then o
            else Double.NaN;
    l1_b =  if o > c
            then l
            else if o < c
            then l
            else Double.NaN;
    c1b  =  if o > c
            then c
            else if o < c
            then o
            else Double.NaN;
} else {
    o1b  = Double.NaN;
    h1_b = Double.NaN;
    l1_b = Double.NaN;
    c1b  = Double.NaN;
}
#createcolor(255,0,51)
AddChart(growColor = Color.RED , fallColor = Color.GREEN, neutralColor = Color.GRAY, high = h1_b, low = l1_b, open = o1b, close = c1b, type = charttype);

#Places Dot on cande when Fractal Energy > .618
plot GammaSignal = if gamma > .618 then HL2 else Double.NaN;
GammaSignal.SetDefaultColor(Color.WHITE);
GammaSignal.SetPaintingStrategy(PaintingStrategy.POINTS);
 
Last edited:

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