I’m trying to get a study to use a single enum input instead of multiple “UseX” filters. The enum is:
I’d like each option to control the script’s filtering logic cleanly but I just cannot get it to work right for some reason... If anyone could help me with this it would be much appreciated! Here is the full code:
Code:
FilterType = { Gann, ADX, VolumeDivergence, None }
Code:
# ------------------------------------------------ #
# Wick Whisper by @TraderSam
# v1.2
# Last Updated 10/24/25
# 10/22/25: Added Gann Counting
# 10/23/25: Added Volume Divergence
# 10/24/25: Tryed To Add An Input For Picking Filter Type
# ------------------------------------------------ #
input FilterType = {default Gann, ADX, VolumeDivergence, None};
# === Start of VWAP (from Charles Schwab) === #
input numDevDn = -2.0;
input numDevUp = 2.0;
input timeFrame = {default DAY, WEEK, MONTH};
def cap = GetAggregationPeriod();
def errorInAggregation =
timeFrame == timeFrame.DAY and cap >= AggregationPeriod.WEEK or
timeFrame == timeFrame.WEEK and cap >= AggregationPeriod.MONTH;
Assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");
def yyyyMmDd = GetYYYYMMDD();
def periodIndx;
switch (timeFrame) {
case DAY:
periodIndx = yyyyMmDd;
case WEEK:
periodIndx = Floor((DaysFromDate(First(yyyyMmDd)) + GetDayOfWeek(First(yyyyMmDd))) / 7);
case MONTH:
periodIndx = RoundDown(yyyyMmDd / 100, 0);
}
def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
def volumeSum;
def volumeVwapSum;
def volumeVwap2Sum;
if (isPeriodRolled) {
volumeSum = volume;
volumeVwapSum = volume * vwap;
volumeVwap2Sum = volume * Sqr(vwap);
} else {
volumeSum = CompoundValue(1, volumeSum[1] + volume, volume);
volumeVwapSum = CompoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap);
volumeVwap2Sum = CompoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap));
}
def price = volumeVwapSum / volumeSum;
def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0));
def vwap = price;
def upperband = vwap + numDevUp * deviation;
def lowerband = vwap + deviation * numdevdn;
# === END OF VWAP === #
# === START OF VOLUME DIVERGENCE === #
input PriceLength = 20;
input VolLength = 20;
input PivotLen = 5;
def ma = expaverage(close, pricelength);
def volma = average(volume, vollength);
def mahighpivot = ma[pivotlen] == highest(ma, pivotlen * 2 + 1);
def malowpivot = ma[pivotlen] == lowest(ma, pivotlen * 2 + 1);
def volhighpivot = volma[pivotlen] == highest(volma, pivotlen * 2 + 1);
def vollowpivot = volma[pivotlen] == lowest(volma, pivotlen * 2 + 1);
def mahigh1 = if mahighpivot then ma[pivotlen] else mahigh1[1];
def mahigh2 = if mahighpivot and !mahighpivot[1] then mahigh1[1] else mahigh2[1];
def malow1 = if malowpivot then ma[pivotlen] else malow1[1];
def malow2 = if malowpivot and !malowpivot[1] then malow1[1] else malow2[1];
def volhigh1 = if volhighpivot then volma[pivotlen] else volhigh1[1];
def volhigh2 = if volhighpivot and !volhighpivot[1] then volhigh1[1] else volhigh2[1];
def vollow1 = if vollowpivot then volma[pivotlen] else vollow1[1];
def vollow2 = if vollowpivot and !vollowpivot[1] then vollow1[1] else vollow2[1];
def beardiv = mahighpivot and (mahigh1 > mahigh2) and (volhigh1 < volhigh2);
def bulldiv = malowpivot and (malow1 < malow2) and (vollow1 > vollow2);
# === END OF VOLUME DIVERGENCE === #
# === BASIC DEFS === #
input OnlyRTH = yes;
def rth = SecondsFromTime(0930) >= 0 and SecondsTillTime(1600) > 0;
def validrth = if onlyrth then rth else 1;
# === START OF RSI === #
input rsiLength = 10;
input overSold = 30;
input overBought = 70;
def rsi = RSI(rsiLength);
def os = rsi < overSold;
def ob = rsi > overBought;
# === END OF RSI === #
# === START OF ADX === #
input Use_ADX_Filter = no;
input adxLength = 14;
input StrongTrend = 25;
def adx1 = adx(adxLength);
def strongtrend1 = if use_adx_filter then (adx1 > StrongTrend) else 0;
# === END OF ADX === #
# === START OF WICK/CANDLE PATTERNS === #
input WickSizePercentage = 50;
def wsscaled = WickSizePercentage / 100;
def bodysize = AbsValue(close - open);
def upperwick = high - Max(open, close);
def lowerwick = Min(close, open) - low;
def goodupperwick = upperwick >= wsscaled * bodysize;
def goodlowerwick = lowerwick >= wsscaled * bodysize;
# === END OF WICK/CANDLE PATTERNS === #
# === START OF GANN COUNTING === #
input UseGannCounting = yes;
input BarsAfterSignal = 2;
def upbar = high > high[1] and low > low[1];
def dnbar = high < high[1] and low < low[1];
def outsidebar = high > high[1] and low < low[1];
def insidebar = high < high[1] and low > low[1];
def swingup = if upbar then 1 else if dnbar then 0 else swingup[1];
def swingdown = !swingup;
def gannflipup = swingup and !swingup[1];
def gannflipdown = swingdown and !swingdown[1];
# === START OF ENTRY CONDITIONS === #
def wickupper = if goodupperwick and (close > upperband or high > upperband) then 1 else 0;
def wicklower = if goodlowerwick and (close < lowerband or low < lowerband) then 1 else 0;
def rsiwickupper = wickupper and ob;
def rsiwicklower = wicklower and os;
def goodwickupper = rsiwickupper and !strongtrend1 and validrth;
def goodwicklower = rsiwicklower and !strongtrend1 and validrth;
def rawshort = goodwickupper;
def rawlong = goodwicklower;
def barssincerawlong = if rawlong then 0 else barssincerawlong[1] + 1;
def barssincerawshort = if rawshort then 0 else barssincerawshort[1] + 1;
def confirmedlong = useganncounting and barssincerawlong <= barsaftersignal and gannflipup;
def confirmedshort = useganncounting and barssincerawshort <= barsaftersignal and gannflipdown;
plot arrowlong = if useganncounting and confirmedLong then low else if !useganncounting and rawLong then low else double.nan;
arrowlong.setpaintingstrategy(paintingstrategy.arrow_up);
arrowlong.setdefaultcolor(color.magenta);
plot arrowshort = if useganncounting and confirmedshort then high else if !useganncounting and rawshort then high else double.nan;
arrowshort.setpaintingstrategy(paintingstrategy.arrow_down);
arrowshort.setdefaultcolor(color.cyan);
# === END OF SCRIPT (for now) ===
Last edited:
