[RS]Price Divergence Detector V1: Indicador de RicardoSantos

harmonicpatterns detection divergence relativestrengthindex macd fisher stochastic volume accumulation distribution

Update: added Fisher Transform to the list of oscillators.

Script de código abierto

Siguiendo el verdadero espíritu de TradingView, el autor de este script lo ha publicado en código abierto, para que los traders puedan entenderlo y verificarlo. ¡Un hurra por el autor! Puede utilizarlo de forma gratuita, aunque si vuelve a utilizar este código en una publicación, debe cumplir con lo establecido en las Normas internas. Puede añadir este script a sus favoritos y usarlo en un gráfico.

Exención de responsabilidad

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study(title='[RS]Price Divergence Detector V1', overlay=true)
//  ||  General Input:
method = input(title='Method (0=rsi, 1=macd, 2=stoch, 3=volume, 4=acc/dist, 5=fisher):', type=integer, defval=0)
SHOW_LABEL = input(title='Show Labels?', type=bool, defval=false)
SHOW_CHANNEL = input(title='Show Channel?', type=bool, defval=false)
//  ||  RSI / STOCH / VOLUME / ACC/DIST Input:
rsi_smooth = input(title='RSI/STOCH/Volume/ACC-DIST/Fisher Smooth:', type=integer, defval=5)
//  ||  MACD Input:
macd_src = input(title='MACD Source:', type=source, defval=close)
macd_fast = input(title='MACD Fast:', type=integer, defval=12)
macd_slow = input(title='MACD Slow:', type=integer, defval=26)
macd_smooth = input(title='MACD Smooth Signal:', type=integer, defval=9)
//  ||  Functions:
f_top_fractal(_src)=>_src[4] < _src[2] and _src[3] < _src[2] and _src[2] > _src[1] and _src[2] > _src[0]
f_bot_fractal(_src)=>_src[4] > _src[2] and _src[3] > _src[2] and _src[2] < _src[1] and _src[2] < _src[0]
f_fractalize(_src)=>f_top_fractal(_src) ? 1 : f_bot_fractal(_src) ? -1 : 0

//  ||••>   START MACD FUNCTION
f_macd(_src, _fast, _slow, _smooth)=>
    _fast_ma = sma(_src, _fast)
    _slow_ma = sma(_src, _slow)
    _macd = _fast_ma-_slow_ma
    _signal = ema(_macd, _smooth)
    _hist = _macd - _signal
//  ||<••   END MACD FUNCTION

//  ||••>   START ACC/DIST FUNCTION
f_accdist(_smooth)=>_return=sma(cum(close==high and close==low or high==low ? 0 : ((2*close-low-high)/(high-low))*volume), _smooth)
//  ||<••   END ACC/DIST FUNCTION

//  ||••>   START FISHER FUNCTION
f_fisher(_src, _window)=>
    _h = highest(_src, _window)
    _l = lowest(_src, _window)
    _value0 = .66 * ((_src - _l) / max(_h - _l, .001) - .5) + .67 * nz(_value0[1])
    _value1 = _value0 > .99 ? .999 : _value0 < -.99 ? -.999 : _value0
    _fisher = .5 * log((1 + _value1) / max(1 - _value1, .001)) + .5 * nz(_fisher[1])
//  ||<••   END FISHER FUNCTION


method_high = method == 0 ? rsi(high, rsi_smooth) :
        method == 1 ? f_macd(macd_src, macd_fast, macd_slow, macd_smooth) :
        method == 2 ? stoch(close, high, low, rsi_smooth) :
        method == 3 ? sma(volume, rsi_smooth) :
        method == 4 ? f_accdist(rsi_smooth) :
        method == 5 ? f_fisher(high, rsi_smooth) :
        na
method_low = method == 0 ? rsi(low, rsi_smooth) :
        method == 1 ? f_macd(macd_src, macd_fast, macd_slow, macd_smooth) :
        method == 2 ? stoch(close, high, low, rsi_smooth) :
        method == 3 ? sma(volume, rsi_smooth) :
        method == 4 ? f_accdist(rsi_smooth) :
        method == 5 ? f_fisher(low, rsi_smooth) :
        na

fractal_top = f_fractalize(method_high) > 0 ? method_high[2] : na
fractal_bot = f_fractalize(method_low) < 0 ? method_low[2] : na

high_prev = valuewhen(fractal_top, method_high[2], 1) 
high_price = valuewhen(fractal_top, high[2], 1)
low_prev = valuewhen(fractal_bot, method_low[2], 1) 
low_price = valuewhen(fractal_bot, low[2], 1)

regular_bearish_div = fractal_top and high[2] > high_price and method_high[2] < high_prev
hidden_bearish_div = fractal_top and high[2] < high_price and method_high[2] > high_prev
regular_bullish_div = fractal_bot and low[2] < low_price and method_low[2] > low_prev
hidden_bullish_div = fractal_bot and low[2] > low_price and method_low[2] < low_prev

plot(title='RSI H F', series=fractal_top ? high[2] : na, color=regular_bearish_div or hidden_bearish_div ? maroon : not SHOW_CHANNEL ? na : silver, offset=-2)
plot(title='RSI L F', series=fractal_bot ? low[2] : na, color=regular_bullish_div or hidden_bullish_div ? green : not SHOW_CHANNEL ? na : silver, offset=-2)
plot(title='RSI H D', series=fractal_top ? high[2] : na, style=circles, color=regular_bearish_div or hidden_bearish_div ? maroon : not SHOW_CHANNEL ? na : silver, linewidth=3, offset=-2)
plot(title='RSI L D', series=fractal_bot ? low[2] : na, style=circles, color=regular_bullish_div or hidden_bullish_div ? green : not SHOW_CHANNEL ? na : silver, linewidth=3, offset=-2)

plotshape(title='+RBD', series=not SHOW_LABEL ? na : regular_bearish_div ? high[2] : na, text='R', style=shape.labeldown, location=location.absolute, color=maroon, textcolor=white, offset=-2)
plotshape(title='+HBD', series=not SHOW_LABEL ? na : hidden_bearish_div ? high[2] : na, text='H', style=shape.labeldown, location=location.absolute, color=maroon, textcolor=white, offset=-2)
plotshape(title='-RBD', series=not SHOW_LABEL ? na : regular_bullish_div ? low[2] : na, text='R', style=shape.labelup, location=location.absolute, color=green, textcolor=white, offset=-2)
plotshape(title='-HBD', series=not SHOW_LABEL ? na : hidden_bullish_div ? low[2] : na, text='H', style=shape.labelup, location=location.absolute, color=green, textcolor=white, offset=-2)