RicardoSantos

[RS]Tapestry Weaver V0

EXPERIMENTAL:Time, Fibs and Linear regression
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

La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.

¿Quiere utilizar este script en un gráfico?
//@version=2
study(title='[RS]Tapestry Weaver V0', shorttitle='TW', overlay=true)
f_falling_linear_regression(_src, _window)=>
    _h = highest(_src, _window)
    _h_fractal = _src[1] >= _h[1] and _src < _h
    _h0h = valuewhen(_h_fractal, _src[1], 0)
    _h1h = valuewhen(_h_fractal, _src[1], 1)
    _h0n = valuewhen(_h_fractal, n[1], 0)
    _h1n = valuewhen(_h_fractal, n[1], 1)
    _price_range = _h0h < _h1h ? _h0h-_h1h : _price_range[1]
    _bar_range = _h0h < _h1h ? _h0n-_h1n : _bar_range[1]
    _step = _price_range/_bar_range
    _return_regression = _h0h+(_step*(n-_h0n))
    [_h0h, _step, _return_regression]

f_rising_linear_regression(_src, _window)=>
    _l = lowest(_src, _window)
    _l_fractal = _src[1] <= _l[1] and _src > _l
    _l0l = valuewhen(_l_fractal, _src[1], 0)
    _l1l = valuewhen(_l_fractal, _src[1], 1)
    _l0n = valuewhen(_l_fractal, n[1], 0)
    _l1n = valuewhen(_l_fractal, n[1], 1)
    _price_range = _l0l > _l1l ? _l0l-_l1l : _price_range[1]
    _bar_range = _l0l > _l1l ? _l0n-_l1n : _bar_range[1]
    _step = _price_range/_bar_range
    _return_regression = _l0l+(_step*(n-_l0n))
    [_l0l, _step, _return_regression]

f_neg_na(_src)=>_return=change(_src)<0?na:_src
f_pos_na(_src)=>_return=change(_src)>0?na:_src
f_lr_rising(_n_start, _l, _h, _step)=>_return = na(_return[1]) ? 0 : n < _n_start ? _l : _return[1] > _h ? _l : _return[1]+_step
f_lr_falling(_n_start, _l, _h, _step)=>_return = na(_return[1]) ? 0 : n < _n_start ? _h : _return[1] < _l ? _h : _return[1]+_step

window = input(title='Lookback Window:', type=integer, defval=3)
grid_size = input(title='Grid Multiplier', type=float, defval=1)
USE_ALT_MAX = input(title='Box Maximum, (<0 = uses price High Appex):', type=float, defval=-1)
USE_ALT_MIN = input(title='Box Minimum, (<0 = uses price Low Appex):', type=float, defval=-1)
[_, l_step, _] = f_rising_linear_regression(low, window)
[_, h_step, _] = f_falling_linear_regression(high, window)
la_step = cum(l_step)/(n+1)
ha_step = cum(h_step)/(n+1)
high_extreme = USE_ALT_MAX >= 0 ? USE_ALT_MAX : na(high_extreme[1]) ? high : high >= high_extreme[1] ? high : high_extreme[1]
low_extreme = USE_ALT_MIN >= 0 ? USE_ALT_MIN : na(low_extreme[1]) ? low : low <= low_extreme[1] ? low : low_extreme[1]

r00 = f_neg_na(f_lr_rising(1, low_extreme, high_extreme, la_step))
r01 = f_neg_na(f_lr_rising(2, low_extreme, high_extreme, la_step))
r02 = f_neg_na(f_lr_rising(3, low_extreme, high_extreme, la_step))
r03 = f_neg_na(f_lr_rising(5, low_extreme, high_extreme, la_step))
r04 = f_neg_na(f_lr_rising(8, low_extreme, high_extreme, la_step))
r05 = f_neg_na(f_lr_rising(13, low_extreme, high_extreme, la_step))
r06 = f_neg_na(f_lr_rising(21, low_extreme, high_extreme, la_step))
r07 = f_neg_na(f_lr_rising(34, low_extreme, high_extreme, la_step))
r08 = f_neg_na(f_lr_rising(55, low_extreme, high_extreme, la_step))
r09 = f_neg_na(f_lr_rising(89, low_extreme, high_extreme, la_step))
r10 = f_neg_na(f_lr_rising(144, low_extreme, high_extreme, la_step))
r11 = f_neg_na(f_lr_rising(233, low_extreme, high_extreme, la_step))
r12 = f_neg_na(f_lr_rising(377, low_extreme, high_extreme, la_step))
r13 = f_neg_na(f_lr_rising(610, low_extreme, high_extreme, la_step))
r14 = f_neg_na(f_lr_rising(987, low_extreme, high_extreme, la_step))

f00 = f_pos_na(f_lr_falling(1, low_extreme, high_extreme, ha_step))
f01 = f_pos_na(f_lr_falling(2, low_extreme, high_extreme, ha_step))
f02 = f_pos_na(f_lr_falling(3, low_extreme, high_extreme, ha_step))
f03 = f_pos_na(f_lr_falling(5, low_extreme, high_extreme, ha_step))
f04 = f_pos_na(f_lr_falling(8, low_extreme, high_extreme, ha_step))
f05 = f_pos_na(f_lr_falling(13, low_extreme, high_extreme, ha_step))
f06 = f_pos_na(f_lr_falling(21, low_extreme, high_extreme, ha_step))
f07 = f_pos_na(f_lr_falling(34, low_extreme, high_extreme, ha_step))
f08 = f_pos_na(f_lr_falling(55, low_extreme, high_extreme, ha_step))
f09 = f_pos_na(f_lr_falling(89, low_extreme, high_extreme, ha_step))
f10 = f_pos_na(f_lr_falling(144, low_extreme, high_extreme, ha_step))
f11 = f_pos_na(f_lr_falling(233, low_extreme, high_extreme, ha_step))
f12 = f_pos_na(f_lr_falling(377, low_extreme, high_extreme, ha_step))
f13 = f_pos_na(f_lr_falling(610, low_extreme, high_extreme, ha_step))
f14 = f_pos_na(f_lr_falling(987, low_extreme, high_extreme, ha_step))

plot(title='+1', series=r00, style=linebr, color=black)
plot(title='+2', series=r01, style=linebr, color=black)
plot(title='+3', series=r02, style=linebr, color=black)
plot(title='+5', series=r03, style=linebr, color=black)
plot(title='+8', series=r04, style=linebr, color=black)
plot(title='+13', series=r05, style=linebr, color=black)
plot(title='+21', series=r06, style=linebr, color=black)
plot(title='+34', series=r07, style=linebr, color=black)
plot(title='+55', series=r08, style=linebr, color=black)
plot(title='+89', series=r09, style=linebr, color=black)
plot(title='+144', series=r10, style=linebr, color=black)
plot(title='+233', series=r11, style=linebr, color=black)
plot(title='+377', series=r12, style=linebr, color=black)
plot(title='+610', series=r13, style=linebr, color=black)
plot(title='+987', series=r14, style=linebr, color=black)

plot(title='-1', series=f00, style=linebr, color=black)
plot(title='-2', series=f01, style=linebr, color=black)
plot(title='-3', series=f02, style=linebr, color=black)
plot(title='-5', series=f03, style=linebr, color=black)
plot(title='-8', series=f04, style=linebr, color=black)
plot(title='-13', series=f05, style=linebr, color=black)
plot(title='-21', series=f06, style=linebr, color=black)
plot(title='-34', series=f07, style=linebr, color=black)
plot(title='-55', series=f08, style=linebr, color=black)
plot(title='-89', series=f09, style=linebr, color=black)
plot(title='-144', series=f10, style=linebr, color=black)
plot(title='-233', series=f11, style=linebr, color=black)
plot(title='-377', series=f12, style=linebr, color=black)
plot(title='-610', series=f13, style=linebr, color=black)
plot(title='-987', series=f14, style=linebr, color=black)