ACCUMULATION/DISTRIBUTION ADAPTIVE MOVING AVERAGE with FRACTAL DEVIATION BANDS
Ver. 2.5 @ 16.09.2015
By Ricardo M Arjona @XeL_Arjona
DISCLAIMER:
The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the
author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets.
The embedded code and ideas within this work are FREELY AND PUBLICLY available on the Web for NON LUCRATIVE ACTIVITIES and must remain as is.
Pine Script code MOD's and adaptations by @XeL_Arjona with special mention in regard of:
CHANGE LOG:
>
ALL NEW IDEAS OR MODIFICATIONS to these indicator(s) are Welcome in favor to deploy a better and more accurate readings. I will be very glad to be notified at Twitter or TradingVew accounts at: @XeL_Arjona
Any important addition to this work MUST REMAIN PUBLIC by means of CreativeCommons CC & TradingView. Copyright 2015
Ver. 2.5 @ 16.09.2015
By Ricardo M Arjona @XeL_Arjona
DISCLAIMER:
The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the
author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets.
The embedded code and ideas within this work are FREELY AND PUBLICLY available on the Web for NON LUCRATIVE ACTIVITIES and must remain as is.
Pine Script code MOD's and adaptations by @XeL_Arjona with special mention in regard of:
- Buy (Bull) and Sell (Bear) "Power Balance Algorithm" by:
Stocks & Commodities V. 21:10 (68-72): "Bull And Bear Balance Indicator by Vadim Gimelfarb"
- Fractal Deviation Bands by @XeL_Arjona.
- Color Cloud Fill by @ChrisMoody
CHANGE LOG:
- Following a "Fractal Approach" now the lookback window is hardcode correlated with a given timeframe. (Default @ 126 days as Half a Year / 252 bars)
- Clean and speed up of Adaptive Moving Average Algo.
- Fractal Deviation Band Cloud coloring smoothed.
>
ALL NEW IDEAS OR MODIFICATIONS to these indicator(s) are Welcome in favor to deploy a better and more accurate readings. I will be very glad to be notified at Twitter or TradingVew accounts at: @XeL_Arjona
Any important addition to this work MUST REMAIN PUBLIC by means of CreativeCommons CC & TradingView. Copyright 2015
// * ACCUMULATION/DISTRIBUTION ADAPTIVE MOVING AVERAGE with FRACTAL DEVIATION BANDS. // Ver. 2.5 @ 16.09.2015 // By Ricardo M Arjona @XeL_Arjona // // DISCLAIMER: // // The Following indicator/code IS NOT intended to be // a formal investment advice or recommendation by the // author, nor should be construed as such. Users // will be fully responsible by their use regarding // their own trading vehicles/assets. // // The embedded code and ideas within this work are // FREELY AND PUBLICLY available on the Web // for NON LUCRATIVE ACTIVITIES and must remain as is. // // Pine Script code MOD's and adaptations by @XeL_Arjona // with special mention in regard of: // + Buy (Bull) and Sell (Bear) "Power Balance Algorithm" by: // Stocks & Commodities V. 21:10 (68-72): // "Bull And Bear Balance Indicator by Vadim Gimelfarb" // + "Fractal Deviation Bands" idea by @XeL_Arjona. // + Color Cloud Fill Condition algorithm by @ChrisMoody // // CHANGE LOG: // // - Following a "Fractal Approach" now the lookback window // is hardcode correlated with a given timeframe. // (Default @ 126 days as Half a Year / 252 bars) // - Clean and speed up of Adaptive Moving Average Algo. // - Fractal Deviation Band Cloud coloring smoothed. // // << THIS IS AN EXPERIMENTAL INDICATOR !! >> // // ALL NEW IDEAS OR MODIFICATIONS to these indicator(s) are // Welcome in favor to deploy a better and more accurate readings. // I will be very glad to be notified at Twitter or TradingVew // accounts at: @XeL_Arjona // // Any important addition to this work MUST REMAIN // PUBLIC by means of CreativeCommons CC & TradingView. // 2015 // ////////////////////////////////////////////////////////////////// study("Accumulation/DistributionAMA with FRACTAL DEVIATION BANDS by @XeL_Arjona", shorttitle="adFDB_XeL", overlay=true) sbm = input(1, title="Harmonics: fibo(1) padovan(2)", defval=1, minval=1, maxval=2) resi = input(title="Fixed Resolution @ :", type=resolution, defval="D") p = input(title="Lookback on Fixed Resolution:", defval=126) novol = input(false, title="Weight A/D Line without Volume:") colb = input(false, title="Acc/Dist ColorBars:") // MAIN GENERAL VARIABLES/FUNCTIONS resb = resi bc1 = #99ff99 bc2 = #4ccc4c bc3 = #1a801a bc4 = #004c0d sc1 = #ffc0c0 sc2 = #ff8080 sc3 = #ff4040 sc4 = red // N-Adaptive Moving Average nama(array,periods,a) => nmEma = nz(nmEma[1], array) + a * (array-nz(nmEma[1], array)) // Bollinger Bands Function BolTop(array,per,mult) => std = stdev(array,per)*mult bbt = array + std BolBot(array,per,mult) => std = stdev(array,per)*mult bbb = array - std //Algebraic Constants for general calculations. _phi = 1.618033 // Phi Number (Fibonacci Seq.) _pn = 1.324718 // Plastic Number (Podovan Seq.) Fm = iff(sbm==1,_phi,iff(sbm==2,_pn,0)) // Close Conditions for Pressure Algorithms cl = close op = open hi = high lo = low // Bull And Bear "Power-Balance" by Vadim Gimelfarb Algorithm BP = iff(cl<op, iff(cl[1]<op, max(hi-cl[1], cl-lo), max(hi-op, cl-lo)), iff(cl>op, iff(cl[1]>op, hi-lo, max(op-cl[1], hi-lo)), iff(hi-cl>cl-lo, iff(cl[1]<op, max(hi-cl[1],cl-lo), hi-op), iff(hi-cl<cl-lo, iff(cl[1]>op, hi-lo, max(op-cl[1], hi-lo)), iff(cl[1]>op, max(hi-op, cl-lo), iff(cl[1]<op, max(op-cl[1], hi-lo), hi-lo)))))) SP = iff(cl<op, iff(cl[1]>op, max(cl[1]-op, hi-lo), hi-lo), iff(cl>op, iff(cl[1]>op, max(cl[1]-lo, hi-cl), max(op-lo, hi-cl)), iff(hi-cl>cl-lo, iff(cl[1]>op, max(cl[1]-op, hi-lo), hi-lo), iff(hi-cl<cl-lo, iff(cl[1]>op, max(cl[1]-lo, hi-cl), op-lo), iff(cl[1]>op, max(cl[1]-op, hi-lo), iff(cl[1]<op, max(op-lo, hi-cl), hi-lo)))))) TP = BP+SP // GENERAL CALCULATION VARIABLES FOR STUDIES // Workaround condition for non-reported volume securities. evol = volume vol = na(evol) ? 1 : iff(evol <= 0, 1, evol) // Buy&Sell Pressure Volume (Accumulation-Distribution) BPV = novol ? BP/TP : (BP/TP)*vol SPV = novol ? SP/TP : (SP/TP)*vol TPV = BPV+SPV bpS = sum(BPV,p) bpSum = security(tickerid,resb,bpS) spS = sum(SPV,p) spSum = security(tickerid,resb,spS) // Volume Pressures Weighted Averages (Volatility nEMA) alpha = 2/(p+1) // Original EWMA alpha - Use any Alpha Weighting of your choice to Adapt the Avg. bpMavg = nama(BPV*(close),p,alpha) / nama(TPV,p,alpha)*2 spMavg = nama(SPV*(close),p,alpha) / nama(TPV,p,alpha)*2 VPMavg = avg(bpMavg,spMavg) // Fractal Deviation Bands (Morphic Multiplier) vortex = security(tickerid,resb,VPMavg) dev = Fm FDBvt = BolTop(vortex,p,dev) TB1 = security(tickerid,resb,FDBvt) FDB1t = BolTop(FDBvt,p,dev) TB2 = security(tickerid,resb,FDB1t) FDB2t = BolTop(FDB1t,p,dev) TB3 = security(tickerid,resb,FDB2t) FDB3t = BolTop(FDB2t,p,dev) TB4 = security(tickerid,resb,FDB3t) FDBvb = BolBot(vortex,p,dev) BB1 = security(tickerid,resb,FDBvb) FDB1b = BolBot(FDBvb,p,dev) BB2 = security(tickerid,resb,FDB1b) FDB2b = BolBot(FDB1b,p,dev) BB3 = security(tickerid,resb,FDB2b) FDB3b = BolBot(FDB2b,p,dev) BB4 = security(tickerid,resb,FDB3b) // PLOT DIRECTIVES TrendCol = bpSum > spSum ? black : bpSum == spSum ? gray : #ff0000 VortexCol = close >= vortex ? green : red //Center Avg Line va = plot(vortex, color=VortexCol, title='Vortex', style=line, linewidth=2, transp=0) //Fractal Bands t1 = plot(TB1, color=bc4, editable=false) t2 = plot(TB2, color=bc3, editable=false) t3 = plot(TB3, color=bc2, editable=false) t4 = plot(TB4, color=bc1, editable=false) b1 = plot(BB1, color=sc4, editable=false) b2 = plot(BB2, color=sc3, editable=false) b3 = plot(BB3, color=sc2, editable=false) b4 = plot(BB4, color=sc1, editable=false) // Cloud Background fill(va, t1, color=bc1, transp=81, title='BullZ1') fill(t1, t2, color=bc2, transp=81, title='BullZ2') fill(t2, t3, color=bc3, transp=81, title='BullZ3') fill(t3, t4, color=bc4, transp=81, title='BullZ4') fill(va, b1, color=sc1, transp=81, title='BearZ1') fill(b1, b2, color=sc2, transp=81, title='BearZ2') fill(b2, b3, color=sc3, transp=81, title='BearZ3') fill(b3, b4, color=sc4, transp=81, title='BearZ4') barcolor(colb ? TrendCol:na, editable=false)
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