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Humble Student OB/OS Trifecta indicator

After reading Cam Hui's blog post about his "Trifecta" bottom spotting model I thought I'd try my hand at scripting it as an indicator. The results are pretty close to what he describes. Though the data TradingView feeds me doesn't seem to be identical to what he's using on StockCharts.com the results are close enough that I will call the effort a success worth publishing.
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// Humble Student OB/OS Trifecta indicator.
// http://humblestudentofthemarkets.blogspot.cz/2015/06/time-for-market-bounce.html
study(title="Humble Student OB/OS Trifecta indicator", shorttitle="OB/OS Trifecta", overlay=false)
sym1(s) => security(s, period, low)
sym2(s) => security(s, period, high)
TRIFECTA = (sym1("S5FI"))/(sym1("S5OF"))
VIXVXV = (sym2("VIX"))/(sym2("VXV"))
TRIN = (sym2("TRIN"))
len = input(200, minval=1, title="Length")
out = ema(TRIFECTA, len)

//
lltssrc = TRIFECTA
lltslen=input(90, minval=1, title="Length")
lltsout = ema(lltssrc, lltslen)
data = lltssrc/lltsout

buy = data > 1
sell = data < 1

lltscolor = buy ? olive : sell ? orange : blue
//

// START VIXVXV Colors
vixtrigger = input(1, defval=1, title="VIX Term Structure Inversion Threshold")
vixzone = VIXVXV >= (vixtrigger)
vixcolor = vixzone ? maroon : gray
// END VIXVXV Colors
// START TRIN Colors
trintrigger = input(2, defval=2, title="TRIN Threshold")
trinzone = TRIN >= (trintrigger)
trincolor = trinzone ? red : gray
// END TRIN Colors
// START TRIFECTA Colors
tritrigger = input(0.6, defval=0.6, title="TRIFECTA Threshold")
trizone = TRIFECTA < (tritrigger)
tricolor = trizone ? red : gray
// END TRIFECTA Colors

plot((VIXVXV), style=circles, transp=50, color=vixcolor, linewidth=2, trackprice = false)
plot((TRIN), style=cross, transp=50, color=trincolor, linewidth=1, trackprice = false)
plot((TRIFECTA), color=tricolor, linewidth=1, trackprice = false)
plot(out, title="EMA", transp=50, color=lltscolor)

Comentarios

Good work.
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