Divergences and hidden divergences toolbox

This indicator displays the following discrepancies and hidden discrepancies:

macd,rsi,mfi,obv,cci,sto,pvt

////////////////////////////////////////////////////////////////////////////////////////////

/*variables
divmacd=t ou f
divrsi=t ou f
divmfi=t ou f
divobv=t ou f
divcci=t ou f
divsto=t ou f
divpvt=t ou f
baissière=t ou f
cache=t ou f
*/

Defparam CALCULATEONLASTBARS=300
if close>open then
newclose=close
newopen=open
endif
if close<= open then
newclose=open
newopen=close
endif
N=40
miMACD=MACDline[9,19,6](typicalprice)
flag=0
signalmacd=0
IF (miMACD[1]>miMACD AND miMACD[1]>miMACD[2]) THEN
macdextrem2=miMACD[1]
macdextrem1=highest[N](miMACD)
macdpmax2=close[1]
macdpmax=Highest[N](close)
IF(macdextrem2<macdextrem1 AND macdpmax2>macdpmax[1]) THEN
for macdi=1 to N
if close[macdi]=macdpmax[1] and baissiere and divmacd then
macdzzm=macdi
if newclose[1]>newclose[macdzzm] then
signalmacd=-1
flag=1
drawsegment (barindex[1], newclose[1], barindex[macdzzm],newclose[macdzzm]) coloured(0,0,0)style(dottedline,2)
endif
endif
next
endif
endif
IF (miMACD[1]>miMACD AND miMACD[1]>miMACD[2]) THEN
macdextremB2=miMACD[1]
macdextremB1=highest[N](miMACD)
macdpmaxB2=close[1]
macdpmaxB=Highest[N](close)
IF(macdextremB2=macdextremB1 AND macdpmaxB2>macdpmaxB[1]) THEN
for macdk=1 to N
if close[macdk]=macdpmaxB[1] and baissiere and divmacd and cache then
macdzzmB=macdk
if newclose[1]<newclose[macdzzmB] then
signalmacd=-2
flag=1
drawsegment (barindex[1], newclose[1], barindex[macdzzmB],newclose[macdzzmB]) coloured(0,0,0)style(dottedline,1)
endif
endif
next
endif
endif
IF (miMACD[1]<miMACD AND miMACD[1]<miMACD[2]) THEN
macdextrem22=miMACD[1]
macdextrem11=lowest[N](miMACD)
macdpmin2=close[1]
macdpmin=lowest[N](close)
IF(macdextrem22>macdextrem11 AND macdpmin2<macdpmin[1]) THEN
for macdj2=1 to N
if close[macdj2]=macdpmin[1] and divmacd then
macdzzm2=macdj2
if newopen[1]<newopen[macdzzm2] then
signalmacd=1
flag=1
drawsegment(barindex[1],newopen[1], barindex[macdzzm2], newopen[macdzzm2]) coloured(0,0,0)style(line,2)
endif
endif
next
endif
endif
IF (miMACD[1]<miMACD AND miMACD[1]<miMACD[2]) THEN
macdextremC2=miMACD[1]
macdextremC1=lowest[N](miMACD)
macdpminC2=close[1]
macdpminC=Lowest[N](close)
IF(macdextremC2=macdextremC1 AND macdpminC2>macdpminC[1]) THEN
for macdl=1 to N
if close[macdl]=macdpminC[1] and divmacd and cache then
macdzzmC=macdl
if newopen[1]>newopen[macdzzmC] then
signalmacd=2
flag=1
drawsegment (barindex[1], newopen[1], barindex[macdzzmC],newopen[macdzzmC]) coloured(0,0,0)style(line,1)
endif
endif
next
endif
endif
miRSI=RSI[14](close)
lowrsi=30 //oversold level
highrsi=70 //overbought level
signalrsi=0
IF (mirsi[1]>mirsi AND mirsi[1]>mirsi[2]) THEN
rsiextrem2=mirsi[1]
rsiextrem1=highest[N](mirsi)
rsipmax2=close[1]
rsipmax=Highest[N](close)
IF(rsiextrem2<rsiextrem1 AND rsipmax2>rsipmax[1]) THEN
for rsii=1 to N
if close[rsii]=rsipmax[1] and baissiere and divrsi then
rsizzm=rsii
if newclose[1]>newclose[rsizzm] then
signalrsi=-1
flag=1
drawsegment (barindex[1], newclose[1], barindex[rsizzm],newclose[rsizzm]) coloured(150,0,0)style(dottedline,2)
endif
endif
next
endif
endif
IF (mirsi[1]>mirsi AND mirsi[1]>mirsi[2]) THEN
rsiextremB2=mirsi[1]
rsiextremB1=highest[N](mirsi)
rsipmaxB2=close[1]
rsipmaxB=Highest[N](close)
IF(rsiextremB2=rsiextremB1 AND rsipmaxB2>rsipmaxB[1]) THEN
for rsik=1 to N
if close[rsik]=rsipmaxB[1] and baissiere and divrsi and cache then
rsizzmB=rsik
if newclose[1]<newclose[rsizzmB] then
signalrsi=-2
flag=1
drawsegment (barindex[1], newclose[1], barindex[rsizzmB],newclose[rsizzmB]) coloured(150,0,0)style(dottedline,1)
endif
endif
next
endif
endif
IF (mirsi[1]<mirsi AND mirsi[1]<mirsi[2]) THEN
rsiextrem22=mirsi[1]
rsiextrem11=lowest[N](mirsi)
rsipmin2=close[1]
rsipmin=lowest[N](close)
IF(rsiextrem22>rsiextrem11 AND rsipmin2<rsipmin[1]) THEN
for rsij2=1 to N
if close[rsij2]=rsipmin[1] and divrsi then
rsizzm2=rsij2
if newopen[1]<newopen[rsizzm2] then
signalrsi=1
flag=1
drawsegment(barindex[1],newopen[1], barindex[rsizzm2], newopen[rsizzm2]) coloured(150,0,0)style(line,2)
endif
endif
next
endif
endif
IF (mirsi[1]<mirsi AND mirsi[1]<mirsi[2]) THEN
rsiextremC2=mirsi[1]
rsiextremC1=lowest[N](mirsi)
rsipminC2=close[1]
rsipminC=Lowest[N](close)
IF(rsiextremC2=rsiextremC1 AND rsipminC2>rsipminC[1]) THEN
for rsil=1 to N
if close[rsil]=rsipminC[1] and divrsi and cache then
rsizzmC=rsil
if newopen[1]>newopen[rsizzmC] then
signalrsi=2
flag=1
drawsegment (barindex[1], newopen[1], barindex[rsizzmC],newopen[rsizzmC]) coloured(150,0,0)style(line,1)
endif
endif
next
endif
endif
miMFI=MoneyFlowIndex[14]
lowmfi=20 //oversold level
highmfi=80 //overbought level
signalMFI=0
IF (miMFI[1]>miMFI AND miMFI[1]>miMFI[2]) THEN
MFIextrem2=miMFI[1]
MFIextrem1=highest[N](miMFI)
MFIpmax2=close[1]
MFIpmax=Highest[N](close)
IF(MFIextrem2<MFIextrem1 AND MFIpmax2>MFIpmax[1]) THEN
for MFIi=1 to N
if close[MFIi]=MFIpmax[1] and baissiere and divMFI and mimfi>=highmfi then
MFIzzm=MFIi
if newclose[1]>newclose[MFIzzm] then
signalMFI=-1
flag=1
drawsegment (barindex[1], newclose[1], barindex[MFIzzm],newclose[MFIzzm]) coloured(0,150,0)style(dottedline,2)
endif
endif
next
endif
endif
IF (miMFI[1]>miMFI AND miMFI[1]>miMFI[2]) THEN
MFIextremB2=miMFI[1]
MFIextremB1=highest[N](miMFI)
MFIpmaxB2=close[1]
MFIpmaxB=Highest[N](close)
IF(MFIextremB2=MFIextremB1 AND MFIpmaxB2>MFIpmaxB[1]) THEN
for MFIk=1 to N
if close[MFIk]=MFIpmaxB[1] and baissiere and divMFI and cache and mimfi>=highmfi then
MFIzzmB=MFIk
if newclose[1]<newclose[MFIzzmB] then
signalMFI=-2
flag=1
drawsegment (barindex[1], newclose[1], barindex[MFIzzmB],newclose[MFIzzmB]) coloured(0,150,0)style(dottedline,1)
endif
endif
next
endif
endif
IF (miMFI[1]<miMFI AND miMFI[1]<miMFI[2]) THEN
MFIextrem22=miMFI[1]
MFIextrem11=lowest[N](miMFI)
MFIpmin2=close[1]
MFIpmin=lowest[N](close)
IF(MFIextrem22>MFIextrem11 AND MFIpmin2<MFIpmin[1]) THEN
for MFIj2=1 to N
if close[MFIj2]=MFIpmin[1] and divMFI and mimfi<=lowmfi then
MFIzzm2=MFIj2
if newopen[1]<newopen[MFIzzm2] then
signalMFI=1
flag=1
drawsegment(barindex[1],newopen[1], barindex[MFIzzm2], newopen[MFIzzm2]) coloured(0,150,0)style(line,2)
endif
ENDIF
next
endif
endif
IF (miMFI[1]<miMFI AND miMFI[1]<miMFI[2]) THEN
MFIextremC2=miMFI[1]
MFIextremC1=lowest[N](miMFI)
MFIpminC2=close[1]
MFIpminC=Lowest[N](close)
IF(MFIextremC2=MFIextremC1 AND MFIpminC2>MFIpminC[1]) THEN
for MFIl=1 to N
if close[MFIl]=MFIpminC[1] and divMFI and cache and mimfi<=lowmfi then
MFIzzmC=MFIl
if newopen[1]>newopen[MFIzzmC] then
signalMFI=2
flag=1
drawsegment (barindex[1], newopen[1], barindex[MFIzzmC],newopen[MFIzzmC]) coloured(0,150,0)style(line,1)
endif
ENDIF
next
endif
endif
miOBV=OBV(close)
signalOBV=0
IF (miOBV[1]>miOBV AND miOBV[1]>miOBV[2]) THEN
OBVextrem2=miOBV[1]
OBVextrem1=highest[N](miOBV)
OBVpmax2=close[1]
OBVpmax=Highest[N](close)
IF(OBVextrem2<OBVextrem1 AND OBVpmax2>OBVpmax[1]) THEN
for OBVi=1 to N
if close[OBVi]=OBVpmax[1] and baissiere and divOBV then
OBVzzm=OBVi
if newclose[1]>newclose[OBVzzm] then
signalOBV=-1
flag=1
drawsegment (barindex[1], newclose[1], barindex[OBVzzm],newclose[OBVzzm]) coloured(0,0,150)style(dottedline,2)
endif
endif
next
endif
endif
IF (miOBV[1]>miOBV AND miOBV[1]>miOBV[2]) THEN
OBVextremB2=miOBV[1]
OBVextremB1=highest[N](miOBV)
OBVpmaxB2=close[1]
OBVpmaxB=Highest[N](close)
IF(OBVextremB2=OBVextremB1 AND OBVpmaxB2>OBVpmaxB[1]) THEN
for OBVk=1 to N
if close[OBVk]=OBVpmaxB[1] and baissiere and divOBV and cache then
OBVzzmB=OBVk
if newclose[1]<newclose[OBVzzmB] then
signalOBV=-2
flag=1
drawsegment (barindex[1], newclose[1], barindex[OBVzzmB],newclose[OBVzzmB]) coloured(0,0,150)style(dottedline,1)
endif
endif
next
endif
endif
IF (miOBV[1]<miOBV AND miOBV[1]<miOBV[2]) THEN
OBVextrem22=miOBV[1]
OBVextrem11=lowest[N](miOBV)
OBVpmin2=close[1]
OBVpmin=lowest[N](close)
IF(OBVextrem22>OBVextrem11 AND OBVpmin2<OBVpmin[1]) THEN
for OBVj2=1 to N
if close[OBVj2]=OBVpmin[1] and divOBV then
OBVzzm2=OBVj2
if newopen[1]<newopen[OBVzzm2] then
signalOBV=1
flag=1
drawsegment(barindex[1],newopen[1], barindex[OBVzzm2], newopen[OBVzzm2]) coloured(0,0,150)style(line,2)
endif
endif
next
endif
endif
IF (miOBV[1]<miOBV AND miOBV[1]<miOBV[2]) THEN
OBVextremC2=miOBV[1]
OBVextremC1=lowest[N](miOBV)
OBVpminC2=close[1]
OBVpminC=Lowest[N](close)
IF(OBVextremC2=OBVextremC1 AND OBVpminC2>OBVpminC[1]) THEN
for OBVl=1 to N
if close[OBVl]=OBVpminC[1] and divOBV and cache then
OBVzzmC=OBVl
if newopen[1]>newopen[OBVzzmC] then
signalOBV=2
flag=1
drawsegment (barindex[1], newopen[1], barindex[OBVzzmC],newopen[OBVzzmC]) coloured(0,0,150)style(line,1)
endif
endif
next
endif
endif
highcci=100 //overbought level
lowcci=-100 //oversold level
miCCI=CCI[20](typicalPrice)
signalCCI=0
IF (miCCI[1]>miCCI AND miCCI[1]>miCCI[2]) THEN
CCIextrem2=miCCI[1]
CCIextrem1=highest[N](miCCI)
CCIpmax2=close[1]
CCIpmax=Highest[N](close)
IF(CCIextrem2<CCIextrem1 AND CCIpmax2>CCIpmax[1]) THEN
for CCIi=1 to N
if close[CCIi]=CCIpmax[1] and baissiere and divCCI and miCCI >=highcci then
CCIzzm=CCIi
if newclose[1]>newclose[CCIzzm] then
signalCCI=-1
flag=1
drawsegment (barindex[1], newclose[1], barindex[CCIzzm],newclose[CCIzzm]) coloured(225,150,0)style(dottedline,2)
endif
endif
next
endif
endif
IF (miCCI[1]>miCCI AND miCCI[1]>miCCI[2]) THEN
CCIextremB2=miCCI[1]
CCIextremB1=highest[N](miCCI)
CCIpmaxB2=close[1]
CCIpmaxB=Highest[N](close)
IF(CCIextremB2=CCIextremB1 AND CCIpmaxB2>CCIpmaxB[1]) THEN
for CCIk=1 to N
if close[CCIk]=CCIpmaxB[1] and baissiere and divCCI and cache and miCCI >=highcci then
CCIzzmB=CCIk
if newclose[1]<newclose[CCIzzmB] then
signalCCI=-2
flag=1
drawsegment (barindex[1], newclose[1], barindex[CCIzzmB],newclose[CCIzzmB]) coloured(225,150,0)style(dottedline,1)
endif
endif
next
endif
endif
IF (miCCI[1]<miCCI AND miCCI[1]<miCCI[2]) THEN
CCIextrem22=miCCI[1]
CCIextrem11=lowest[N](miCCI)
CCIpmin2=close[1]
CCIpmin=lowest[N](close)
IF(CCIextrem22>CCIextrem11 AND CCIpmin2<CCIpmin[1]) THEN
for CCIj2=1 to N
if close[CCIj2]=CCIpmin[1] and divCCI and miCCI <=lowcci then
CCIzzm2=CCIj2
if newopen[1]<newopen[CCIzzm2] then
signalCCI=1
flag=1
drawsegment(barindex[1],newopen[1], barindex[CCIzzm2], newopen[CCIzzm2]) coloured(225,150,0)style(line,2)
endif
endif
next
endif
endif
IF (miCCI[1]<miCCI AND miCCI[1]<miCCI[2]) THEN
CCIextremC2=miCCI[1]
CCIextremC1=lowest[N](miCCI)
CCIpminC2=close[1]
CCIpminC=Lowest[N](close)
IF(CCIextremC2=CCIextremC1 AND CCIpminC2>CCIpminC[1]) THEN
for CCIl=1 to N
if close[CCIl]=CCIpminC[1] and divCCI and cache and miCCI <=lowcci then
CCIzzmC=CCIl
if newopen[1]>newopen[CCIzzmC] then
signalCCI=2
flag=1
drawsegment (barindex[1], newopen[1], barindex[CCIzzmC],newopen[CCIzzmC]) coloured(225,150,0)style(line,1)
endif
endif
next
endif
endif
lowsto=-40 //oversold level
highsto=40 //overbought level
miSTO = SMI[14,3,5](close)
signalSTO=0
IF (miSTO[1]>miSTO AND miSTO[1]>miSTO[2]) THEN
STOextrem2=miSTO[1]
STOextrem1=highest[N](miSTO)
STOpmax2=close[1]
STOpmax=Highest[N](close)
IF(STOextrem2<STOextrem1 AND STOpmax2>STOpmax[1]) THEN
for STOi=1 to N
if close[STOi]=STOpmax[1] and baissiere and divSTO and miSTO>=highsto then
STOzzm=STOi
if newclose[1]>newclose[STOzzm] then
signalSTO=-1
flag=1
drawsegment (barindex[1], newclose[1], barindex[STOzzm],newclose[STOzzm]) coloured(50,50,50)style(dottedline,2)
endif
endif
next
endif
endif
IF (miSTO[1]>miSTO AND miSTO[1]>miSTO[2]) THEN
STOextremB2=miSTO[1]
STOextremB1=highest[N](miSTO)
STOpmaxB2=close[1]
STOpmaxB=Highest[N](close)
IF(STOextremB2=STOextremB1 AND STOpmaxB2>STOpmaxB[1]) THEN
for STOk=1 to N
if close[STOk]=STOpmaxB[1] and baissiere and divSTO and cache and miSTO>=highsto then
STOzzmB=STOk
if newclose[1]<newclose[STOzzmB] then
signalSTO=-2
flag=1
drawsegment (barindex[1], newclose[1], barindex[STOzzmB],newclose[STOzzmB]) coloured(50,50,50)style(dottedline,1)
endif
endif
next
endif
endif
IF (miSTO[1]<miSTO AND miSTO[1]<miSTO[2]) THEN
STOextrem22=miSTO[1]
STOextrem11=lowest[N](miSTO)
STOpmin2=close[1]
STOpmin=lowest[N](close)
IF(STOextrem22>STOextrem11 AND STOpmin2<STOpmin[1]) THEN
for STOj2=1 to N
if close[STOj2]=STOpmin[1] and divSTO and miSTO<=lowsto then
STOzzm2=STOj2
if newopen[1]<newopen[STOzzm2] then
signalSTO=1
flag=1
drawsegment(barindex[1],newopen[1], barindex[STOzzm2], newopen[STOzzm2]) coloured(50,50,50)style(line,2)
endif
endif
next
endif
endif
IF (miSTO[1]<miSTO AND miSTO[1]<miSTO[2]) THEN
STOextremC2=miSTO[1]
STOextremC1=lowest[N](miSTO)
STOpminC2=close[1]
STOpminC=Lowest[N](close)
IF(STOextremC2=STOextremC1 AND STOpminC2>STOpminC[1]) THEN
for STOl=1 to N
if close[STOl]=STOpminC[1] and divSTO and cache and miSTO<=lowsto then
STOzzmC=STOl
if newopen[1]>newopen[STOzzmC] then
signalSTO=2
flag=1
drawsegment (barindex[1], newopen[1], barindex[STOzzmC],newopen[STOzzmC]) coloured(50,50,50)style(line,1)
endif
endif
next
endif
endif
miPVT=PVT(close)
signalPVT=0
IF (miPVT[1]>miPVT AND miPVT[1]>miPVT[2]) THEN
PVTextrem2=miPVT[1]
PVTextrem1=highest[N](miPVT)
PVTpmax2=close[1]
PVTpmax=Highest[N](close)
IF(PVTextrem2<PVTextrem1 AND PVTpmax2>PVTpmax[1]) THEN
for PVTi=1 to N
if close[PVTi]=PVTpmax[1] and baissiere and divPVT then
PVTzzm=PVTi
if newclose[1]>newclose[PVTzzm] then
signalPVT=-1
flag=1
drawsegment (barindex[1], newclose[1], barindex[PVTzzm],newclose[PVTzzm]) coloured(150,0,150)style(dottedline,2)
endif
endif
next
endif
endif
IF (miPVT[1]>miPVT AND miPVT[1]>miPVT[2]) THEN
PVTextremB2=miPVT[1]
PVTextremB1=highest[N](miPVT)
PVTpmaxB2=close[1]
PVTpmaxB=Highest[N](close)
IF(PVTextremB2=PVTextremB1 AND PVTpmaxB2>PVTpmaxB[1]) THEN
for PVTk=1 to N
if close[PVTk]=PVTpmaxB[1] and baissiere and divPVT and cache then
PVTzzmB=PVTk
if newclose[1]<newclose[PVTzzmB] then
signalPVT=-2
flag=1
drawsegment (barindex[1], newclose[1], barindex[PVTzzmB],newclose[PVTzzmB]) coloured(150,0,150)style(dottedline,1)
endif
endif
next
endif
endif
IF (miPVT[1]<miPVT AND miPVT[1]<miPVT[2]) THEN
PVTextrem22=miPVT[1]
PVTextrem11=lowest[N](miPVT)
PVTpmin2=close[1]
PVTpmin=lowest[N](close)
IF(PVTextrem22>PVTextrem11 AND PVTpmin2<PVTpmin[1]) THEN
for PVTj2=1 to N
if close[PVTj2]=PVTpmin[1] and divPVT then
PVTzzm2=PVTj2
if newopen[1]<newopen[PVTzzm2] then
signalPVT=1
flag=1
drawsegment(barindex[1],newopen[1], barindex[PVTzzm2], newopen[PVTzzm2]) coloured(150,0,150)style(line,2)
endif
endif
next
endif
endif
IF (miPVT[1]<miPVT AND miPVT[1]<miPVT[2]) THEN
PVTextremC2=miPVT[1]
PVTextremC1=lowest[N](miPVT)
PVTpminC2=close[1]
PVTpminC=Lowest[N](close)
IF(PVTextremC2=PVTextremC1 AND PVTpminC2>PVTpminC[1]) THEN
for PVTl=1 to N
if close[PVTl]=PVTpminC[1] and divPVT and cache then
PVTzzmC=PVTl
if newopen[1]>newopen[PVTzzmC] then
signalPVT=2
flag=1
drawsegment (barindex[1], newopen[1], barindex[PVTzzmC],newopen[PVTzzmC]) coloured(150,0,150)style(line,1)
endif
endif
next
endif
endif
if islastbarupdate then
DRAWTEXT("Noir:macd",-100,-20,dialog,standard,10)coloured(0,0,0)anchor(topright,xshift,yshift)
DRAWTEXT("Rouge:rsi",-100,-40,dialog,standard,10)coloured(150,0,0)anchor(topright,xshift,yshift)
DRAWTEXT("Vert:mfi",-100,-60,dialog,standard,10)coloured(0,150,0)anchor(topright,xshift,yshift)
DRAWTEXT("Bleu:obv",-100,-80,dialog,standard,10)coloured(0,0,150)anchor(topright,xshift,yshift)
DRAWTEXT("Orange:cci",-100,-100,dialog,standard,10)coloured(225,150,0)anchor(topright,xshift,yshift)
DRAWTEXT("Gris:sto",-100,-120,dialog,standard,10)coloured(50,50,50)anchor(topright,xshift,yshift)
DRAWTEXT("Violet:pvt",-100,-140,dialog,standard,10)coloured(150,0,150)anchor(topright,xshift,yshift)
endif
return