declare lower;
#VolumeZoneOscillatorMovAvgExp#
#
# TD Ameritrade IP Company, Inc. (c) 2011-2020
#
input VAvlength = 9;
script normalizePlot {
input data = close;
input newRngMin = -1;
input newRngMax = 1;
def hhData = HighestAll( data );
def llData = LowestAll( data );
plot nr = ((( newRngMax - newRngMin ) * ( data - llData )) / ( hhData - llData )) + newRngMin;
}
script VZOScr {
input Length = 13;
input displace = 0;
def VP = ExpAverage(Sign(close - close[1]) * volume, Length);
def TV = ExpAverage(volume, Length);
def VZO = 100 * VP / TV;
def price = VZO;
plot VZOavg = ExpAverage(price[-displace], Length);
}
plot VZOavgX = normalizePlot(VZOScr("Length" = VavLength), 0, 100);
VZOavgX.SetDefaultColor(Color.MAGENTA);
VZOavgX.SetLineWeight(3);
#VolumeZoneOscillator#
#
# TD Ameritrade IP Company, Inc. (c) 2011-2020
#
input Vlength = 9;
script normalizePlot {
input data = close;
input newRngMin = -1;
input newRngMax = 1;
def hhData = HighestAll( data );
def llData = LowestAll( data );
plot nr = ((( newRngMax - newRngMin ) * ( data - llData )) / ( hhData - llData )) + newRngMin;
}
script VZOScr {
input Length = 13;
def VP = ExpAverage(Sign(close - close[1]) * volume, Length);
def TV = ExpAverage(volume, Length);
plot VZO = 100 * VP / TV;
}
plot VZOX = normalizePlot(VZOScr("Length" = VLength), 0, 100);
VZOX.SetDefaultColor(Color.PINK);
# RSI-Laguerre Self Adjusting With Fractal Energy Gaussian Price Filter
# Mobius
# V01.12.2016
# Both Fractal Energy and RSI are plotted. RSI in cyan and FE in yellow. Look for trend exhaustion in the FE and a reversal of RSI or Price compression in FE and an RSI reversal.
# https://usethinkscript.com/threads/rsi-in-laguerre-time-self-adjusting-with-fractal-energy-usage-notes.219/
#Inputs:
# RSI-Laguerre Self Adjusting With Fractal Energy Gaussian Price Filter
# Mobius
# V01.12.2016
# Both Fractal Energy and RSI are plotted. RSI in cyan and FE in yellow. Look for trend exhaustion in the FE and a reversal of RSI or Price compression in FE and an RSI reversal.
# https://usethinkscript.com/threads/rsi-in-laguerre-time-self-adjusting-with-fractal-energy-usage-notes.219/
#Inputs:
input nFE = 8;#hint nFE: length for Fractal Energy calculation.
input AlertOn = no;
input Glength = 13;
input betaDev = 8;
input data = close;
script normalizePlot {
input data = close;
input newRngMin = -1;
input newRngMax = 1;
def hhData = HighestAll( data );
def llData = LowestAll( data );
plot nr = ((( newRngMax - newRngMin ) * ( data - llData )) / ( hhData - llData )) + newRngMin;
}
script RSIScr {
#Inputs:
input nFE = 8;#hint nFE: length for Fractal Energy calculation.
input AlertOn = no;
input Glength = 13;
input betaDev = 8;
input data = close;
def w = (2 * Double.Pi / Glength);
def beta = (1 - Cos(w)) / (Power(1.414, 2.0 / betaDev) - 1 );
def alpha = (-beta + Sqrt(beta * beta + 2 * beta));
def Go = Power(alpha, 4) * open +
4 * (1 – alpha) * Go[1] – 6 * Power( 1 - alpha, 2 ) * Go[2] +
4 * Power( 1 - alpha, 3 ) * Go[3] - Power( 1 - alpha, 4 ) * Go[4];
def Gh = Power(alpha, 4) * high +
4 * (1 – alpha) * Gh[1] – 6 * Power( 1 - alpha, 2 ) * Gh[2] +
4 * Power( 1 - alpha, 3 ) * Gh[3] - Power( 1 - alpha, 4 ) * Gh[4];
def Gl = Power(alpha, 4) * low +
4 * (1 – alpha) * Gl[1] – 6 * Power( 1 - alpha, 2 ) * Gl[2] +
4 * Power( 1 - alpha, 3 ) * Gl[3] - Power( 1 - alpha, 4 ) * Gl[4];
def Gc = Power(alpha, 4) * data +
4 * (1 – alpha) * Gc[1] – 6 * Power( 1 - alpha, 2 ) * Gc[2] +
4 * Power( 1 - alpha, 3 ) * Gc[3] - Power( 1 - alpha, 4 ) * Gc[4];
# Variables:
def o;
def h;
def l;
def c;
def CU1;
def CU2;
def CU;
def CD1;
def CD2;
def CD;
def L0;
def L1;
def L2;
def L3;
plot RSI;
plot OS;
plot OB;
plot M;
# Calculations
o = (Go + Gc[1]) / 2;
h = Max(Gh, Gc[1]);
l = Min(Gl, Gc[1]);
c = (o + h + l + Gc) / 4;
plot gamma = Log(Sum((Max(Gh, Gc[1]) - Min(Gl, Gc[1])), nFE) /
(Highest(gh, nFE) - Lowest(Gl, nFE)))
/ Log(nFE);
gamma.SetDefaultColor(Color.Yellow);
L0 = (1 – gamma) * Gc + 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;
RSI.SetDefaultColor(Color.Cyan);
RSI.SetLineWeight(3);
OS = if IsNaN(c) then Double.NaN else 0.2;
OS.SetDefaultColor(Color.RED);
OS.HideBubble();
OS.HideTitle();
OB = if IsNaN(c) then Double.NaN else 0.8;
OB.SetDefaultColor(Color.GREEN);
OB.HideBubble();
OB.HideTitle();
M = if IsNaN(c) then Double.NaN else 0.5;
M.SetStyle(Curve.long_dash);
M.SetDefaultColor(Color.Gray);
M.HideBubble();
M.HideTitle();
def FEh = if isNaN(c) then double.nan else .618;
def FEl = if isNaN(c) then double.nan else .382;
plot RSINorm = RSI;
}
plot RSIX = normalizePlot(RSIScr("nFE" = nFE, "AlertOn" = AlertOn, "Glength" = Glength, "betaDev" = betaDev, "data" = data), 0, 100);
RSIX.setDefaultColor(color.CYAN);
RSIX.setlineWeight(1);
# End Code RSI_Laguerre Self Adjusting with Fractal Energy
#######################################
###############################################
#
# TD Ameritrade IP Company, Inc. (c) 2017-2020
#Fractal Energy Movavgexponential
def displace = 0;
input FELength = 10;
###normalize###
script normalizePlot {
input data = close;
input newRngMin = -1;
input newRngMax = 1;
def hhData = HighestAll( data );
def llData = LowestAll( data );
plot nr = ((( newRngMax - newRngMin ) * ( data - llData )) / ( hhData - llData )) + newRngMin;
}
script FEAvgScr {
input Length = 10;
def displace = 0;
def sumTR = Sum (TrueRange(high, close, low), Length);
def HMax = Highest (high, Length);
def LMax = Lowest (low, Length);
def FE = 100 * Log (sumTR / (HMax - LMax)) / Log(Length);
def price = FE;
plot FEnormExp = ExpAverage(price[-displace], Length);
}
plot FEavg = normalizePlot(FEAvgScr("Length" = FELength), 0, 100);
FEavg.setDefaultColor(color.LIGHT_GRAY);
FEavg.setLineWeight(3);
