# Woodies CCI Divergence
# https://usethinkscript.com/threads/woodies-cci-divergence-indicator-for-thinkorswim.12391/
input bar = 2;
input fastLength = 12;
input slowLength = 26;
input MACDLength = 9;
input averageType = AverageType.EXPONENTIAL;
plot Diff = reference WoodiesCCI("short length" = 6, "long length" = 14, "lower side winder limit" = 30.0, "upper side winder limit" = 100.0)."CCI";
def SwingHigh = Diff > 0 and Diff >= highest(Diff[1], bar) and Diff >= highest(Diff[-bar], bar);
def SHprice = if SwingHigh then Diff else SHprice[1];
def SHBar = if SwingHigh then BarNumber() else SHBar[1];
def CrossBarL = if Diff crosses below 0 then BarNumber() else CrossBarL[1];
def SwingLow = Diff < 0 and Diff <= lowest(Diff[1], bar) and Diff <= lowest(Diff[-bar], bar);
def SLprice = if SwingLow then Diff else SLprice[1];
def SLBar = if SwingLow then BarNumber() else SLBar[1];
def CrossBarH = if Diff crosses above 0 then BarNumber() else CrossBarH[1];
def SHSP = if SwingHigh then high else SHSP[1];
def SLSP = if SwingLow then low else SLSP[1];
def BearDiv = Diff > 0 and CrossBarL[1] > SHBar[1] and Diff < SHprice[1] and high > SHSP[1] and SHprice[1] - Diff > 0.005;
def BullDiv = Diff < 0 and CrossBarH[1] > SLBar[1] and Diff > SLprice[1] and low < SLSP[1] and Diff - SLprice[1] > 0.005;
def HiddenBearDiv = Diff > 0 and Diff > SHprice[1] and high < SHSP[1] and Diff - SHprice[1] > 0.005;
def HiddenBullDiv = Diff < 0 and Diff < SLprice[1] and low > SLSP[1] and SLprice[1] - Diff > 0.005;
plot BearD = if BearDiv then high else Double.NaN;
BearD.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
BearD.AssignValueColor(Color.RED);
BearD.SetLineWeight(3);
plot BullD = if BullDiv then low else Double.NaN;
BullD.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
BullD.AssignValueColor(Color.UPTICK);
BullD.SetLineWeight(3);
plot HiddenBearD = if HiddenBearDiv then high else Double.NaN;
HiddenBearD.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
HiddenBearD.AssignValueColor(Color.PINK);
HiddenBearD.SetLineWeight(1);
plot HiddenBullD = if HiddenBullDiv then low else Double.NaN;
HiddenBullD.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
HiddenBullD.AssignValueColor(Color.LIME);
HiddenBullD.SetLineWeight(1);
Alert(BearDiv[1], "Short MACD divergence", Alert.BAR, Sound.Ring);
Alert(BullDiv[1], "Long MACD divergence", Alert.BAR, Sound.Ring);
Alert(HiddenBearDiv[1], "Short hidden MACD divergence", Alert.BAR, Sound.Ring);
Alert(HiddenBullDiv[1], "Long hidden MACD divergence", Alert.BAR, Sound.Ring);
