tradingview/ppo_alma_kama.txt at master · foorbar/tradingview · GitHub

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//@version=2
//The files in this repository are created by me and provided under the MIT License
//located at https://github.com/yield65/tradingview/blob/master/LICENSE
//If you find them useful please consider making a donation, thank you.
//Bitcoin: 3F636VrPCdnbfrdP5kS4C6fHWVBffXNKCu
//Litecoin: M9MBLWAC4puDxuqs4KfgSa216q1chLuaps
//contact: bucket@mailbox.org

study(title="PPO ALMA/KAMA [Yield]", shorttitle="PPO ALMA/KAMA [Yield]", precision=1)
shortlen = input(8, minval=1, title="Short length")
longlen = input(30, minval=1, title="Long length")
signallen= input(34, minval=1, title="Signal length")
showhist = input(false, type=bool, title="Show Histogram?")
showxo = input(false, type=bool, title="Show crossings?")
offset = input(0.85, step=0.05, minval=0, maxval=1)
sigma = input(6, step=1, minval=1)
src = close

//KAMA
erp = 10
fastMA = 2
slowMA = longlen
change = abs(src-src[erp])
volatility = sum(abs(src - src[1]), erp)
er = change/volatility
fastAlpha = (2/(fastMA+1))
slowAlpha = (2/(slowMA+1))
sc = pow( er * (fastAlpha - slowAlpha ) + slowAlpha, 2)
kama = nz(kama[1]) + sc * (src - nz(kama[1]))
//KAMA

short = alma(src, shortlen, offset, sigma)
long = kama
osc = 100 * (short - long) / long
osc_signal = alma(osc, signallen, offset, sigma)
osc_hist = osc - osc_signal

forestgreen = #228B22
crimson = #DC143C
darkorange = #FF8C00

belowsignal = osc <= osc_signal
ppocolorh = belowsignal and osc_hist >= osc_hist[1] ? maroon : belowsignal and osc_hist < osc_hist[1] ? crimson : osc_hist < osc_hist[1] ? forestgreen : lime
osc_color = belowsignal ? crimson : forestgreen
crossing_u = crossover(osc, osc_signal)
crossing_d = crossunder(osc, osc_signal)

plot(showhist ? osc_hist : na, color=ppocolorh, style=histogram, linewidth=4, transp=0, editable=false, title="Histogram")
hline(0, 'Zero', linestyle=dashed, linewidth=1, color=#7B68EE, editable=false)
plot(osc, color=osc_color, linewidth=2, transp=0, style=line, editable=true, title="PPO")
plot(osc_signal, color=darkorange, linewidth=2, transp=0, style=line, editable=true, title="PPO Signal")

plotshape(showxo ? crossing_u : na, title="Dot mark Up", style=shape.arrowup, location=location.top, color=forestgreen, transp=0, size=size.tiny, editable=false)
plotshape(showxo ? crossing_d : na, title="Dot mark Down", style=shape.arrowdown, location=location.bottom, color=crimson, transp=0, size=size.tiny, editable=false)