Market Cipher B

ayer

// © ElVortex2

//version=6
indicator(title = "Market Cipher B", shorttitle = 'Cipher B', overlay = false)

// Inputs
show_wt = input.bool(true, 'Show WaveTrend', group = 'WaveTrend')
show_wt_lines = input.bool(true, 'Show WaveTrend Lines', group = 'WaveTrend')
show_wt_dots = input.bool(true, 'Show Buy/Sell Dots', group = 'WaveTrend')
show_vwap = input.bool(true, 'Show VWAP', group = 'WaveTrend')

wt_channel_len = input.int(9, 'WT Channel Length', group = 'WaveTrend')
wt_average_len = input.int(12, 'WT Average Length', group = 'WaveTrend')
wt_source = input.source(hlc3, 'WT Source', group = 'WaveTrend', inline = 'wt source')
wt_source_type = input.string(
'Heikin Ashi',
' Type ',
group = 'WaveTrend',
inline = 'wt source',
options = ['Inherit', 'Heikin Ashi', 'Standard']
)
wt_ma_len = input.int(3, 'WT MA Length', group = 'WaveTrend')

overbought_l1 = input.int(53, 'Lev 1', group = 'OverBought Levels', inline = 'wt ob levels')
overbought_l2 = input.int(60, 'Lev 2', group = 'OverBought Levels', inline = 'wt ob levels')
overbought_l3 = input.int(70, 'Lev 3', group = 'OverBought Levels', inline = 'wt ob levels')
oversold_l1 = input.int(-53, 'Lev 1', group = 'OverSold Levels', inline = 'wt os levels')
oversold_l2 = input.int(-60, 'Lev 2', group = 'OverSold Levels', inline = 'wt os levels')
oversold_l3 = input.int(-70, 'Lev 3', group = 'OverSold Levels', inline = 'wt os levels')

show_mfi = input.bool(true, 'Show MFI', group = 'MFI')
mfi_source = input.source(hlc3, 'MFI Source', group = 'MFI', inline = 'mfi source')
mfi_source_type = input.string(
'Heikin Ashi',
' Type ',
group = 'MFI',
inline = 'mfi source',
options = ['Inherit', 'Heikin Ashi', 'Standard']
)
mfi_baseline_len = input.int(5, 'Baseline MA Length', group = 'MFI')
mfi_deviation_len = input.int(5, 'Deviation MA Length', group = 'MFI')
mfi_smoothing_len = input.int(60, 'Smoothing MA Length', group = 'MFI')
show_mfi_bar = input.bool(false, 'Show MFI Bar', group = 'MFI')

show_rsi = input.bool(false, 'Show RSI', group = 'RSI')
rsi_source = input.source(close, 'Source', group = 'RSI', inline = 'rsi source')
rsi_source_type = input.string(
'Standard',
' Type ',
group = 'RSI',
inline = 'rsi source',
options = ['Inherit', 'Heikin Ashi', 'Standard']
)
rsi_len = input.int(14, 'RSI Length', group = 'RSI')

stoch_type = input.string(
'Cipher B',
'Stoch RSI type',
group = 'Stochastic',
options = ['Vumanchu', 'Cipher B']
)
show_stoch = input.bool(false, 'Show Stochastic', group = 'Stochastic')
cipher_stoch_source = input.source(close, 'Source', group = 'Cipher B Stochastic', inline = 'stoch source')
cipher_stoch_source_type = input.string(
'Heikin Ashi',
' Type ',
group = 'Cipher B Stochastic',
inline = 'stoch source',
options = ['Inherit', 'Heikin Ashi', 'Standard']
)
cipher_stoch_len = input.int(81, 'Lenght', group = 'Cipher B Stochastic')
cipher_stoch_rsi_len = input.int(40, 'RSI Lenght', group = 'Cipher B Stochastic')
cipher_stoch_smooth = input.int(2, 'Stoch Smooth', group = 'Cipher B Stochastic', inline = 'cipher stoch smooth')
cipher_stoch_rsi_smooth = input.int(2, 'RSI Smooth', group = 'Cipher B Stochastic', inline = 'cipher stoch smooth')

vmc_stoch_source = input.source(close, 'Source', group = 'VuManChu Stochastic RSI', inline = 'vmc stoch source')
vmc_stoch_source_type = input.string(
'Inherit',
' Type ',
group = 'VuManChu Stochastic RSI',
inline = 'vmc stoch source',
options = ['Inherit', 'Heikin Ashi', 'Standard']
)
vmc_stoch_len = input.int(14, 'Length', group = 'VuManChu Stochastic RSI')
vmc_stoch_rsi_len = input.int(14, 'RSI Lenght', group = 'VuManChu Stochastic RSI')
vmc_stoch_K_smooth = input.int(3, 'K Smooth', group = 'VuManChu Stochastic RSI', inline = 'vmc stoch smooth')
vmc_stoch_D_smooth = input.int(3, 'D Smooth', group = 'VuManChu Stochastic RSI', inline = 'vmc stoch smooth')

// Functions

f_get_ticker_source(source) =>
switch source
'Inherit' => syminfo.tickerid
'Heikin Ashi' => ticker.heikinashi(syminfo.tickerid)
'Standard' => ticker.standard(syminfo.tickerid)
=> na // Default case for unexpected values

f_wavetrend(source_type, source, channel_len, average_len, ma_len) =>
src = request.security(f_get_ticker_source(source_type), timeframe.period, source)
baseline_ma = ta.ema(src, channel_len)
average_deviation = ta.ema(math.abs(src - baseline_ma), channel_len)
normalized_deviation = (src - baseline_ma) / (0.015 * average_deviation)
wt1 = ta.ema(normalized_deviation, average_len)
wt2 = ta.sma(wt1, ma_len)
vwap = wt1 - wt2
oversold = wt2 <= oversold_l2
overbought = wt2 >= overbought_l2
wt_cross = ta.cross(wt1, wt2)
wt_cross_up = wt2 - wt1 <= 0
wt_cross_down = wt2 - wt1 >= 0
[wt1, wt2, oversold, overbought, vwap, wt_cross, wt_cross_up, wt_cross_down]

f_rsi(source_type, source, length) =>
src = request.security(f_get_ticker_source(source_type), timeframe.period, source)
rsi = ta.rsi(src, length)

mfi(source_type, source, baseline_len, deviation_len, smoothing_len) =>
src = request.security(f_get_ticker_source(source_type), timeframe.period, source)
baseline_ma = ta.sma(src, baseline_len)
average_deviation = ta.sma(math.abs(src - baseline_ma), deviation_len)
normalized_deviation = (src - baseline_ma) / (0.015 * average_deviation)
money_flow = ta.sma(normalized_deviation, smoothing_len)

f_vmc_stoch(source_type, source, stoch_len, rsi_len, smooth_k, smooth_d) =>
src = request.security(f_get_ticker_source(source_type), timeframe.period, source)
rsi = ta.rsi(src, rsi_len)
k_ma = ta.sma(ta.stoch(rsi, rsi, rsi, stoch_len), smooth_k)
d_ma = ta.sma(k_ma, smooth_d)
[k_ma, d_ma]

f_cipher_stoch(source_type, source, stoch_len, rsi_len, stoch_smooth, rsi_smooth) =>
src = request.security(f_get_ticker_source(source_type), timeframe.period, source)
stoch = ta.sma(ta.stoch(src, high, low, stoch_len), stoch_smooth)
stoch_rsi = ta.sma(ta.stoch(src, high, low, rsi_len), rsi_smooth)
[stoch, stoch_rsi]

[wt1, wt2, wt_is_oversold_l2, wt_is_overbought_l2, vwap, wt_cross, wt_cross_up, wt_cross_down] = f_wavetrend(wt_source_type, wt_source, wt_channel_len, wt_average_len, wt_ma_len)

rsi = f_rsi(rsi_source_type, rsi_source, rsi_len)

buy_signal = wt_cross and wt_cross_up
sell_signal = wt_cross and wt_cross_down

buy_signal_bar = buy_signal and wt_is_oversold_l2
sell_signal_bar = sell_signal and wt_is_overbought_l2

money_flow_index = mfi(mfi_source_type, mfi_source, mfi_baseline_len, mfi_deviation_len, mfi_smoothing_len)
money_flow_color = money_flow_index > 0 ? color.new(#00FF00, 55) : color.new(#FF0000, 55)

[vmc_stoch_k, vmc_stoch_d] = f_vmc_stoch(vmc_stoch_source_type, vmc_stoch_source, vmc_stoch_len, vmc_stoch_rsi_len, vmc_stoch_K_smooth, vmc_stoch_D_smooth)
[cipher_stoch, cipher_stoch_rsi] = f_cipher_stoch(cipher_stoch_source_type, cipher_stoch_source, cipher_stoch_len, cipher_stoch_rsi_len, cipher_stoch_smooth, cipher_stoch_rsi_smooth)

plot(show_wt_lines ? overbought_l1 : na, 'Overbought Level 1', color.new(#FFFFFF, 30), 1)
plot(show_wt_lines ? overbought_l2 : na, 'Overbought Level 2', color.new(#FFFFFF, 30), 1)
plot(show_wt_lines ? overbought_l3 : na, 'Overbought Level 3', color.new(#FFFFFF, 30), 1)
plot(show_wt_lines ? oversold_l1 : na, 'Overbought Level 1', color.new(#FFFFFF, 30), 1)
plot(show_wt_lines ? oversold_l2 : na, 'Overbought Level 2', color.new(#FFFFFF, 30), 1)
plot(show_wt_lines ? oversold_l3 : na, 'Overbought Level 3', color.new(#FFFFFF, 30), 1)

plot(show_wt ? wt1 : na, 'Wave Trend 1', color.new(#90CAF9, 0), style = plot.style_area)
plot(show_wt ? wt2 : na, 'Wave Trend 2', color.new(#0C47A1, 10), style = plot.style_area)
plot(show_wt and buy_signal ? wt2 : na, 'Green Dot', #00FF00, 2, plot.style_circles)
plot(show_wt and sell_signal ? wt2 : na, 'Red Dot', #FF0000, 2, plot.style_circles)

plot(show_wt_dots and buy_signal_bar ? -105 : na, 'Buy Circle', #00FF00, 3, plot.style_circles)
plot(show_wt_dots and sell_signal_bar ? 105 : na, 'Sell Circle', #FF0000, 3, plot.style_circles)

plot(show_vwap ? vwap : na, 'VWAP', color.new(#FFEB3B, 40), 1, plot.style_area)

plot(show_rsi ? rsi : na, 'RSI', #E600E6, 1)

plot_mfi = plot(show_mfi ? money_flow_index : na, 'Money Flow', money_flow_color, 1, plot.style_area)
plot_mfi_bar_top = plot(show_mfi and show_mfi_bar ? -93 : na, 'MFI Bar', color.new(#FFFFFF, 100))
plot_mfi_bar_bottom = plot(show_mfi and show_mfi_bar ? -103 : na, 'MFI Bar', color.new(#FFFFFF, 100))
fill(plot_mfi_bar_top, plot_mfi_bar_bottom, money_flow_color, 'MFI Bar Fill')

plot(show_stoch and stoch_type == 'Cipher B' ? cipher_stoch : na, 'Cipher B Stoch', #CA1BFFe7, 2)
plot(show_stoch and stoch_type == 'Cipher B' ? cipher_stoch_rsi : na, 'Cipher B Stoch RSI', cipher_stoch < cipher_stoch_rsi ? #3FFB03 : #FE1000, 2)

plot_vmc_stoch_k = plot(show_stoch and stoch_type == 'Vumanchu' ? vmc_stoch_k : na, 'VMC Stoch K', #21BAF3, 2)
plot_vmc_stoch_d = plot(show_stoch and stoch_type == 'Vumanchu' ? vmc_stoch_d : na, 'VMC Stoch D', color.new(#673AB7, 60), 1)
vmc_stoch_fill_color = vmc_stoch_k >= vmc_stoch_d ? color.new(#21baf3, 75) : color.new(#673ab7, 60)
fill(plot_vmc_stoch_k, plot_vmc_stoch_d, vmc_stoch_fill_color, 'Stoch KD Fill')