Parabolic SAR (PSAR) Scan, Watchlist, Labels, Charts For ThinkOrSwim

apdusp said:
this is my polished version of the addition to pSAR:

#============ PLOT OF INFORMATION REGARDING pSAR AND PRICE RELATION ============================

input ShowLabel = yes;

# PAST STATES pSAR LEVELS AND PERCENTAGE DISTANCE OF CLOSE TO THEM AT STATE CHANGE TIME*******************

def StateChange = if state == state.long and state[1] == state.short then 1 else if state == state.short and state[1] == state.long then -1 else 0;

def sar_level = if statechange <> 0 then sar else sar_level[1];
plot level = if ShowLabel and !IsNaN(close) then sar_level else Double.Nan;


AddChartBubble(StateChange == 1 and ShowLabel, sar*1.000, round(-(level-close)/level*100,2) +"% $"+ round(level,2), Color.UPTICK, no);
AddChartBubble(StateChange == -1 and ShowLabel,sar*1.000, round(-(level-close)/level*100,2) +"% $"+round(level,2),Color.DOWNTICK ,yes);


# COUNT OF PERIODS AT EACH OF PAST STATES ***************************************************************

def longcount = if StateChange == 1 then 1 else if state == state.long then longcount[1] + 1 else 0 ;
AddChartBubble(state == state.long and state[-1] == state.short, level, longcount+" "+round((close - level)/level*100,2)+"%", Color.UPTICK,yes);
def shortcount = if StateChange == -1 then 1 else if state == state.short then shortcount[1] + 1 else 0 ;
AddChartBubble(state == state.short and state[-1] == state.long, level, shortcount+" "+round((close - level)/level*100,2)+"%", Color.DOWNTICK,no);


# COUNT OF PERIODS AT CURRENT STATE ***************************************************************

AddChartBubble(state == state.long and isnan(close[-1]), level, longcount, Color.CYAN,yes);
AddChartBubble(state == state.short and isnan(close[-1]), level, shortcount, Color.YELLOW,no);


# CURRENT pSAR LEVEL AND PERCENTAGE DISTANCE OF CLOSE TO IT ****************************************

AddChartBubble(state == state.long and isnan(close[-1]), parsar, round(-(sar-close)/sar*100,2) +"% $"+round(parsar,2), Color.CYAN,no);
AddChartBubble(state == state.short and isnan(close[-1]), parsar, round(-(sar-close)/sar*100,2) +"% $"+round(parsar,2), Color.YELLOW,yes);


View attachment 19969



View attachment 19970
Click to expand...

this code added to the built in Parabolic SAR, which I did for my own use, will provide more detailed information to, not only past pSAR behavior related to price as well as more current information, including a simple projection for next period pSAR. you can create a new indicator using the original built-in code for the pSAR and add at the end the code below:

########################################################################################
###################### BELOW IS ADDITIONAL CODE TO BUILT-IN parabolicSAR ###############
########################################################################################


parSAR.SetPaintingStrategy(PaintingStrategy.DASHES);
#parSAR.SetPaintingStrategy(PaintingStrategy.POINTS);
parSAR.SetLineWeight(1);

parSAR.DefineColor("Up", Color.CYAN);
parSAR.DefineColor("Down", Color.YELLOW);
parSAR.DefineColor("Flat", Color.GRAY);

parSAR.AssignValueColor(if (SAR < low) then parSAR.Color("Up") else parSAR.Color("Down") );

# =================== COLOR TREND IN PRICE GRAPH====================================

def up = SAR < low ;

def pos = Double.POSITIVE_INFINITY;
def neg = Double.NEGATIVE_INFINITY;

DefineGlobalColor("dgreen" , CreateColor(0,59,0));
DefineGlobalColor("dred" , CreateColor(79,0,0));
AddCloud(if up then pos else neg, if up then neg else pos, GlobalColor("dgreen"), GlobalColor("dred"));


#============ PLOT OF INFORMATION REGARDING pSAR AND PRICE RELATION ============================

input ShowLabel = yes;

# PAST STATES pSAR LEVELS AND PERCENTAGE DISTANCE OF CLOSE TO THEM AT STATE CHANGE TIME*******************

def StateChange = if state == state.long and state[1] == state.short then 1 else if state == state.short and state[1] == state.long then -1 else 0;

def sar_level = if statechange <> 0 then sar else sar_level[1];
plot level = if ShowLabel and !IsNaN(close) then sar_level else Double.Nan;
level.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
level.SetLineWeight(1);
level.AssignValueColor(color.WHITE);


AddChartBubble(StateChange == 1 and ShowLabel and !isnan(close[-1]), sar*1.000, round(-(level-close)/level*100,2) +"% $"+ round(level,2), Color.UPTICK, no);
AddChartBubble(StateChange == -1 and ShowLabel and !isnan(close[-1]),sar*1.000, round(-(level-close)/level*100,2) +"% $"+round(level,2),Color.DOWNTICK ,yes);



# COUNT OF PERIODS AT EACH OF PAST STATES ***************************************************************

def longcount = if StateChange == 1 then 1 else if state == state.long then longcount[1] + 1 else 0 ;
AddChartBubble(state == state.long and state[-1] == state.short, level, longcount+" "+round((close - level)/level*100,2)+"% sar=> " + round((sar - level)/level*100,2)+"%" , Color.UPTICK,yes);
def shortcount = if StateChange == -1 then 1 else if state == state.short then shortcount[1] + 1 else 0 ;
AddChartBubble(state == state.short and state[-1] == state.long, level, shortcount+" "+round((close - level)/level*100,2)+"% sar=> " + round((sar - level)/level*100,2)+"%", Color.DOWNTICK,no);


# COUNT OF PERIODS AT CURRENT STATE ***************************************************************
AddChartBubble(state == state.long and isnan(close[-1]) and ShowLabel, level, longcount + " close => $" + round(-(level-close)/level*100,2) +"%", Color.CYAN,yes);
AddChartBubble(state == state.short and isnan(close[-1]) and ShowLabel, level, shortcount + " close => $" + round(-(level-close)/level*100,2) +"%", Color.YELLOW,no);

# CURRENTR pSAR LEVEL AND PERCENTAGE DISTANCE OF CLOSE TO IT ****************************************

AddChartBubble(state == state.long and isnan(close[-1]) and ShowLabel, parsar, round(-(sar-close)/sar*100,2) +"% $"+round(parsar,2) + " <= pSAR level", Color.CYAN,no);
AddChartBubble(state == state.short and isnan(close[-1]) and ShowLabel, parsar, round(-(sar-close)/sar*100,2) +"% $"+round(parsar,2) + " <= pSAR level", Color.YELLOW,yes);

# Simple Linear Projection estimate for next future period ********************************************

def angle = (parsar - parsar[1]);
def proj = angle+parsar;
def ook = parSAR == level ;
def angle_percent = ((proj-parSAR) /parSAR)*100;

plot projection = if isnan(close[-1]) and isnan(close) and !ook[1] and ShowLabel then proj[1] else Double.Nan;
AddChartBubble(isnan(close[-1]) and isnan(close) and ShowLabel , projection,"$"+ round(projection,2)+" "+ round(angle_percent[1],2)+"%"+" <= next stop ", Color.white,no);

projection.SetPaintingStrategy(PaintingStrategy.SQUARES);
projection.SetLineWeight(4);
projection.AssignValueColor(color.WHITE);

#######################################################################


1700618440278.png
 
Last edited:
Latest iteration: http://tos.mx/Qddi45l
DzXn3t9.png

Ruby: 
#original parabolic sar from TOS till ine 69, except acceleration.
#just added some stuff after the original code for my visual perception

input accelerationFactor = 0.04; #original =0.02
input accelerationLimit = 0.2;

Assert(accelerationFactor > 0, "'acceleration factor' must be positive: " + accelerationFactor);
Assert(accelerationLimit >= accelerationFactor, "'acceleration limit' (" + accelerationLimit + ") must be greater than or equal to 'acceleration factor' (" + accelerationFactor + ")");

def state = {default init, long, short};
def extreme;
def SAR;
def acc;


switch (state[1]) {
case init:
    state = state.long;
    acc = accelerationFactor;
    extreme = high;
    SAR = low;
 
case short:
    if (SAR[1] < high)
    then {
        state = state.long;
        acc = accelerationFactor;
        extreme = high;
        SAR = extreme[1];
 
    } else {
        state = state.short;
        if (low < extreme[1])
        then {
            acc = Min(acc[1] + accelerationFactor, accelerationLimit);
            extreme = low;
        } else {
            acc = acc[1];
            extreme = extreme[1];
        }
        SAR = Max(Max(high, high[1]), SAR[1] + acc * (extreme - SAR[1]));
   
    }
case long:
    if (SAR[1] > low)
    then {
        state = state.short;
        acc = accelerationFactor;
        extreme = low;
        SAR = extreme[1];
 
    } else {
        state = state.long;
        if (high > extreme[1])
        then {
            acc = Min(acc[1] + accelerationFactor, accelerationLimit);
            extreme = high;
        } else {
            acc = acc[1];
            extreme = extreme[1];
        }
        SAR = Min(Min(low, low[1]), SAR[1] + acc * (extreme - SAR[1]));
    }
}

plot parSAR = SAR;
parSAR.SetPaintingStrategy(PaintingStrategy.POINTS);
parSAR.SetDefaultColor(GetColor(5));

# ^^^^^^^^^^^^^^^^^^^^^ ABOVE IS THE ORIGINAL BUILT-IN THINKORSWIM CODE ^^^^^^^^^^^^^^ #

########################################################################################
###################### BELOW IS ADDITIONAL CODE TO BUILT-IN parabolicSAR ###############
########################################################################################


parSAR.SetPaintingStrategy(PaintingStrategy.DASHES);
#parSAR.SetPaintingStrategy(PaintingStrategy.POINTS);
parSAR.SetLineWeight(1);

parSAR.DefineColor("Up", Color.CYAN);
parSAR.DefineColor("Down", Color.YELLOW);
parSAR.DefineColor("Flat", Color.GRAY);

parSAR.AssignValueColor(if (SAR < low) then parSAR.Color("Up") else parSAR.Color("Down") );

# ===================   COLOR TREND IN PRICE GRAPH====================================

#def up      = SAR < low ;

#def pos = Double.POSITIVE_INFINITY;
#def neg = Double.NEGATIVE_INFINITY;

input back_color = yes;
def up      =  SAR < low ;

def pos = if back_color then Double.POSITIVE_INFINITY else Double.NaN;
def neg = if back_color then Double.NEGATIVE_INFINITY else Double.NaN;

DefineGlobalColor("dgreen" , CreateColor(0,59,0));
DefineGlobalColor("dred"   , CreateColor(79,0,0));
AddCloud(if up then pos else neg, if up then neg else pos, GlobalColor("dgreen"), GlobalColor("dred"));


#============ PLOT OF INFORMATION REGARDING pSAR AND PRICE RELATION ============================

input ShowLabel = yes;

# PAST STATES pSAR LEVELS AND PERCENTAGE DISTANCE OF CLOSE TO THEM AT STATE CHANGE TIME*******************

def StateChange = if state == state.long and state[1] == state.short then 1 else if state == state.short and state[1] == state.long then -1 else 0;

def sar_level = if statechange <> 0 then sar else sar_level[1];
plot level = if ShowLabel and !IsNaN(close) then sar_level else Double.Nan;
level.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
level.SetLineWeight(1);
level.AssignValueColor(color.WHITE);


AddChartBubble(StateChange == 1 and ShowLabel and !isnan(close[-1]), sar*1.000, round(-(level-close)/level*100,2) +"%   $"+ round(level,2), Color.UPTICK, no);
AddChartBubble(StateChange == -1 and ShowLabel and !isnan(close[-1]),sar*1.000, round(-(level-close)/level*100,2) +"%   $"+round(level,2),Color.DOWNTICK  ,yes);



# COUNT OF PERIODS AT EACH OF PAST STATES ***************************************************************

def longcount = if StateChange == 1 then 1 else if state == state.long then longcount[1] + 1 else 0 ;
AddChartBubble(state == state.long and state[-1] == state.short, level, longcount+"  "+round((close - level)/level*100,2)+"% sar=> " + round((sar - level)/level*100,2)+"%" , Color.UPTICK,yes);
def shortcount = if StateChange == -1 then 1 else if state == state.short then shortcount[1] + 1 else 0 ;
AddChartBubble(state == state.short and state[-1] == state.long, level, shortcount+"  "+round((close - level)/level*100,2)+"% sar=> " + round((sar - level)/level*100,2)+"%", Color.DOWNTICK,no);


# COUNT OF PERIODS AT CURRENT STATE ***************************************************************
AddChartBubble(state == state.long and isnan(close[-1]) and ShowLabel, level, longcount + "  close => $" + round(-(level-close)/level*100,2) +"%", Color.CYAN,yes);
AddChartBubble(state == state.short and isnan(close[-1]) and ShowLabel, level, shortcount + "  close => $" + round(-(level-close)/level*100,2) +"%", Color.YELLOW,no);

# CURRENTR pSAR LEVEL AND PERCENTAGE DISTANCE OF CLOSE TO IT ****************************************

AddChartBubble(state == state.long and isnan(close[-1]) and ShowLabel, parsar, round(-(sar-close)/sar*100,2) +"%   $"+round(parsar,2) + " <= pSAR level", Color.CYAN,no);
AddChartBubble(state == state.short and isnan(close[-1]) and ShowLabel, parsar, round(-(sar-close)/sar*100,2) +"%   $"+round(parsar,2) + " <= pSAR level", Color.YELLOW,yes);

# Simple Linear Projection estimate for next future period ********************************************

def angle = (parsar - parsar[1]);
def proj = angle+parsar;
def ook = parSAR == level ;
def angle_percent = ((proj-parSAR) /parSAR)*100;

plot projection = if isnan(close[-1]) and isnan(close) and !ook[1] and ShowLabel then proj[1] else Double.Nan;
AddChartBubble(isnan(close[-1]) and isnan(close) and ShowLabel , projection,"$"+ round(projection,2)+"  "+ round(angle_percent[1],2)+"%"+" <= next stop ", Color.white,no);

projection.SetPaintingStrategy(PaintingStrategy.SQUARES);
projection.SetLineWeight(4);
projection.AssignValueColor(color.WHITE);

##################### QUADRATIC REGRESSION - kreg  ###################################
#// © jdehorty © veryfid
#indicator(title='Kernel Regression Toolkit', shorttitle='kreg', overlay=true)
#import veryfid/KernelFunctionsFilters/1 as kreg
#// For more information on this technique refer to to the original open source indicator by @jdehorty located here:
#// https://www.tradingview.com/script/AWNvbPRM-Nadaraya-Watson-Rational-Quadratic-Kernel-Non-Repainting/
#// Nadaraya-Watson Kernel Regression Settings
# Converted by Sam4Cok@Samer800    - 11/2023
# this version displays just one regression as it can be trated as a single moving average with trend coloring and includes scanning posssiblity as TOS does not consider it TOO COMPLEX

input src = close;

input showRegLine1 = yes;
input filterType1 = {"No Filter", default "Smooth", "Zero Lag"};
input LookbackWindow1 = 3;         # 'Lookback Window', Recommended range: 3-50
input RelativeWeighting1 = 1.0;    # 'Relative weighting of time frames. Recommended range: 0.25-25'
input Level1 = 2;                  # 'Bar index on which to start regression. Recommended range: 2-25'


def na = Double.NaN;
DefineGlobalColor("up", CreateColor(0,213,213));
DefineGlobalColor("dn", CreateColor(255,82,82));
def h1 = LookbackWindow1;
def r1 = RelativeWeighting1;
def x1 = Level1;


#rationalQuadratic(_src, _lookback, _relativeWeight, startAtBar,string _filter) =>
script rationalQuadratic {
    input _src = close;
    input _lookback = 8;
    input _relativeWeight = 1;
    input startAtBar = 25;
    input _filter = "No Filter";
    def _size = 2;
    def factor = Sqr(_lookback) * 2 * _relativeWeight;
    def _currentWeight = fold i = 0 to _size + startAtBar with p do
        p + _src[i] * Power(1 + (Sqr(i) / factor), -_relativeWeight);
    def _cumulativeWeight = fold i1 = 0 to _size + startAtBar with p1 do
        p1 + Power(1 + (Sqr(i1) / factor), -_relativeWeight);
    def yhatdelt = _currentWeight / _cumulativeWeight;
    def _currentWeight2 = fold j = 0 to _size + startAtBar with q do
        q + yhatdelt[j] * Power(1 + (Sqr(j) / factor), -_relativeWeight);
    def yhatdelt2 = _currentWeight2 / _cumulativeWeight;
    def yhat = yhatdelt2;
    def zlagcalc = 2 * yhatdelt - yhat;
    def lineout = if _filter == "No Filter" then yhatdelt else
                  if _filter == "Smooth" then yhat else
                  if _filter == "Zero Lag" then zlagcalc else yhatdelt;
    plot out = lineout;
}


def rq1 = rationalQuadratic(src, h1, r1, x1, filterType1);


plot Line11 = if !showRegLine1 then na else rq1;        # "Line1"
Line11.AssignValueColor(if rq1 > rq1[1] then GlobalColor("up") else GlobalColor("dn"));


############################ END  OF KREG  ########################################


#================================================================================================
#code below is for scanning purposes only, so when charting just disable this plot +++++++++
input range_pct = 5;


def dist = (sar-close/close)*100;
def trend = if StateChange == 1 and dist >= -range_pct then 1 else if StateChange==-1 and  dist <= range_pct then -1 else 0;
#plot opportunity = if trend <> 0 then trend else Double.Nan;

#plot trendscan = if StateChange == 1 then 1 else if StateChange==-1 then -1 else 0;
 
Last edited by a moderator:
apdusp said:
Latest iteration: http://tos.mx/Qddi45l
DzXn3t9.png

Ruby: 
#original parabolic sar from TOS till ine 69, except acceleration.
#just added some stuff after the original code for my visual perception

input accelerationFactor = 0.04; #original =0.02
input accelerationLimit = 0.2;

Assert(accelerationFactor > 0, "'acceleration factor' must be positive: " + accelerationFactor);
Assert(accelerationLimit >= accelerationFactor, "'acceleration limit' (" + accelerationLimit + ") must be greater than or equal to 'acceleration factor' (" + accelerationFactor + ")");

def state = {default init, long, short};
def extreme;
def SAR;
def acc;


switch (state[1]) {
case init:
    state = state.long;
    acc = accelerationFactor;
    extreme = high;
    SAR = low;
 
case short:
    if (SAR[1] < high)
    then {
        state = state.long;
        acc = accelerationFactor;
        extreme = high;
        SAR = extreme[1];
 
    } else {
        state = state.short;
        if (low < extreme[1])
        then {
            acc = Min(acc[1] + accelerationFactor, accelerationLimit);
            extreme = low;
        } else {
            acc = acc[1];
            extreme = extreme[1];
        }
        SAR = Max(Max(high, high[1]), SAR[1] + acc * (extreme - SAR[1]));
  
    }
case long:
    if (SAR[1] > low)
    then {
        state = state.short;
        acc = accelerationFactor;
        extreme = low;
        SAR = extreme[1];
 
    } else {
        state = state.long;
        if (high > extreme[1])
        then {
            acc = Min(acc[1] + accelerationFactor, accelerationLimit);
            extreme = high;
        } else {
            acc = acc[1];
            extreme = extreme[1];
        }
        SAR = Min(Min(low, low[1]), SAR[1] + acc * (extreme - SAR[1]));
    }
}

plot parSAR = SAR;
parSAR.SetPaintingStrategy(PaintingStrategy.POINTS);
parSAR.SetDefaultColor(GetColor(5));

# ^^^^^^^^^^^^^^^^^^^^^ ABOVE IS THE ORIGINAL BUILT-IN THINKORSWIM CODE ^^^^^^^^^^^^^^ #

########################################################################################
###################### BELOW IS ADDITIONAL CODE TO BUILT-IN parabolicSAR ###############
########################################################################################


parSAR.SetPaintingStrategy(PaintingStrategy.DASHES);
#parSAR.SetPaintingStrategy(PaintingStrategy.POINTS);
parSAR.SetLineWeight(1);

parSAR.DefineColor("Up", Color.CYAN);
parSAR.DefineColor("Down", Color.YELLOW);
parSAR.DefineColor("Flat", Color.GRAY);

parSAR.AssignValueColor(if (SAR < low) then parSAR.Color("Up") else parSAR.Color("Down") );

# ===================   COLOR TREND IN PRICE GRAPH====================================

#def up      = SAR < low ;

#def pos = Double.POSITIVE_INFINITY;
#def neg = Double.NEGATIVE_INFINITY;

input back_color = yes;
def up      =  SAR < low ;

def pos = if back_color then Double.POSITIVE_INFINITY else Double.NaN;
def neg = if back_color then Double.NEGATIVE_INFINITY else Double.NaN;

DefineGlobalColor("dgreen" , CreateColor(0,59,0));
DefineGlobalColor("dred"   , CreateColor(79,0,0));
AddCloud(if up then pos else neg, if up then neg else pos, GlobalColor("dgreen"), GlobalColor("dred"));


#============ PLOT OF INFORMATION REGARDING pSAR AND PRICE RELATION ============================

input ShowLabel = yes;

# PAST STATES pSAR LEVELS AND PERCENTAGE DISTANCE OF CLOSE TO THEM AT STATE CHANGE TIME*******************

def StateChange = if state == state.long and state[1] == state.short then 1 else if state == state.short and state[1] == state.long then -1 else 0;

def sar_level = if statechange <> 0 then sar else sar_level[1];
plot level = if ShowLabel and !IsNaN(close) then sar_level else Double.Nan;
level.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
level.SetLineWeight(1);
level.AssignValueColor(color.WHITE);


AddChartBubble(StateChange == 1 and ShowLabel and !isnan(close[-1]), sar*1.000, round(-(level-close)/level*100,2) +"%   $"+ round(level,2), Color.UPTICK, no);
AddChartBubble(StateChange == -1 and ShowLabel and !isnan(close[-1]),sar*1.000, round(-(level-close)/level*100,2) +"%   $"+round(level,2),Color.DOWNTICK  ,yes);



# COUNT OF PERIODS AT EACH OF PAST STATES ***************************************************************

def longcount = if StateChange == 1 then 1 else if state == state.long then longcount[1] + 1 else 0 ;
AddChartBubble(state == state.long and state[-1] == state.short, level, longcount+"  "+round((close - level)/level*100,2)+"% sar=> " + round((sar - level)/level*100,2)+"%" , Color.UPTICK,yes);
def shortcount = if StateChange == -1 then 1 else if state == state.short then shortcount[1] + 1 else 0 ;
AddChartBubble(state == state.short and state[-1] == state.long, level, shortcount+"  "+round((close - level)/level*100,2)+"% sar=> " + round((sar - level)/level*100,2)+"%", Color.DOWNTICK,no);


# COUNT OF PERIODS AT CURRENT STATE ***************************************************************
AddChartBubble(state == state.long and isnan(close[-1]) and ShowLabel, level, longcount + "  close => $" + round(-(level-close)/level*100,2) +"%", Color.CYAN,yes);
AddChartBubble(state == state.short and isnan(close[-1]) and ShowLabel, level, shortcount + "  close => $" + round(-(level-close)/level*100,2) +"%", Color.YELLOW,no);

# CURRENTR pSAR LEVEL AND PERCENTAGE DISTANCE OF CLOSE TO IT ****************************************

AddChartBubble(state == state.long and isnan(close[-1]) and ShowLabel, parsar, round(-(sar-close)/sar*100,2) +"%   $"+round(parsar,2) + " <= pSAR level", Color.CYAN,no);
AddChartBubble(state == state.short and isnan(close[-1]) and ShowLabel, parsar, round(-(sar-close)/sar*100,2) +"%   $"+round(parsar,2) + " <= pSAR level", Color.YELLOW,yes);

# Simple Linear Projection estimate for next future period ********************************************

def angle = (parsar - parsar[1]);
def proj = angle+parsar;
def ook = parSAR == level ;
def angle_percent = ((proj-parSAR) /parSAR)*100;

plot projection = if isnan(close[-1]) and isnan(close) and !ook[1] and ShowLabel then proj[1] else Double.Nan;
AddChartBubble(isnan(close[-1]) and isnan(close) and ShowLabel , projection,"$"+ round(projection,2)+"  "+ round(angle_percent[1],2)+"%"+" <= next stop ", Color.white,no);

projection.SetPaintingStrategy(PaintingStrategy.SQUARES);
projection.SetLineWeight(4);
projection.AssignValueColor(color.WHITE);

##################### QUADRATIC REGRESSION - kreg  ###################################
#// © jdehorty © veryfid
#indicator(title='Kernel Regression Toolkit', shorttitle='kreg', overlay=true)
#import veryfid/KernelFunctionsFilters/1 as kreg
#// For more information on this technique refer to to the original open source indicator by @jdehorty located here:
#// https://www.tradingview.com/script/AWNvbPRM-Nadaraya-Watson-Rational-Quadratic-Kernel-Non-Repainting/
#// Nadaraya-Watson Kernel Regression Settings
# Converted by Sam4Cok@Samer800    - 11/2023
# this version displays just one regression as it can be trated as a single moving average with trend coloring and includes scanning posssiblity as TOS does not consider it TOO COMPLEX

input src = close;

input showRegLine1 = yes;
input filterType1 = {"No Filter", default "Smooth", "Zero Lag"};
input LookbackWindow1 = 3;         # 'Lookback Window', Recommended range: 3-50
input RelativeWeighting1 = 1.0;    # 'Relative weighting of time frames. Recommended range: 0.25-25'
input Level1 = 2;                  # 'Bar index on which to start regression. Recommended range: 2-25'


def na = Double.NaN;
DefineGlobalColor("up", CreateColor(0,213,213));
DefineGlobalColor("dn", CreateColor(255,82,82));
def h1 = LookbackWindow1;
def r1 = RelativeWeighting1;
def x1 = Level1;


#rationalQuadratic(_src, _lookback, _relativeWeight, startAtBar,string _filter) =>
script rationalQuadratic {
    input _src = close;
    input _lookback = 8;
    input _relativeWeight = 1;
    input startAtBar = 25;
    input _filter = "No Filter";
    def _size = 2;
    def factor = Sqr(_lookback) * 2 * _relativeWeight;
    def _currentWeight = fold i = 0 to _size + startAtBar with p do
        p + _src[i] * Power(1 + (Sqr(i) / factor), -_relativeWeight);
    def _cumulativeWeight = fold i1 = 0 to _size + startAtBar with p1 do
        p1 + Power(1 + (Sqr(i1) / factor), -_relativeWeight);
    def yhatdelt = _currentWeight / _cumulativeWeight;
    def _currentWeight2 = fold j = 0 to _size + startAtBar with q do
        q + yhatdelt[j] * Power(1 + (Sqr(j) / factor), -_relativeWeight);
    def yhatdelt2 = _currentWeight2 / _cumulativeWeight;
    def yhat = yhatdelt2;
    def zlagcalc = 2 * yhatdelt - yhat;
    def lineout = if _filter == "No Filter" then yhatdelt else
                  if _filter == "Smooth" then yhat else
                  if _filter == "Zero Lag" then zlagcalc else yhatdelt;
    plot out = lineout;
}


def rq1 = rationalQuadratic(src, h1, r1, x1, filterType1);


plot Line11 = if !showRegLine1 then na else rq1;        # "Line1"
Line11.AssignValueColor(if rq1 > rq1[1] then GlobalColor("up") else GlobalColor("dn"));


############################ END  OF KREG  ########################################


#================================================================================================
#code below is for scanning purposes only, so when charting just disable this plot +++++++++
input range_pct = 5;


def dist = (sar-close/close)*100;
def trend = if StateChange == 1 and dist >= -range_pct then 1 else if StateChange==-1 and  dist <= range_pct then -1 else 0;
#plot opportunity = if trend <> 0 then trend else Double.Nan;

#plot trendscan = if StateChange == 1 then 1 else if StateChange==-1 then -1 else 0;
Click to expand...
I just looked at that one and it's well laid out but a little busy for me as a vertical PSAR Line with upper label is easier for me to follow....thanks for sharing
 
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