INDIC TOUT EN UN

Voici un indicateur tout-en-un. J’ai joint le fichier .itf contenant les variables configurées.

//---------------------------------------------------------------
//PRC_All-in-One Levels
//version = 0
//26.10.26
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//--------------------------------------------------------------------//
defparam drawonlastbaronly = true
//--------------------------------------------------------------------//
// SETTINGS (1 = show, 0 = hide)
//--------------------------------------------------------------------//
showToday = 1      // current day: open, high, low
showPrevDay = 1    // previous day: open, high, low, close
showPrevWeek = 1   // previous week: open, high, low, close
showPrevMonth = 1  // previous month: open, high, low, close
showVPToday = 1    // current day: POC, VAH, VAL (developing)
showVPPrevDay = 1  // previous day: POC, VAH, VAL
showProfile = 1    // volume profile histogram of each day shown above
showLabels = 1     // text and price next to each level
extBars = 15       // bars the levels extend to the right of the last candle
lblShift = 8       // bars between the end of a level and its text (raise it if they overlap)
rows = 50          // price rows used to build the daily volume profiles
vaPct = 70         // value area, % of the day's volume
profPct = 60       // widest row of the profile, % of the previous day's length
//--------------------------------------------------------------------//
// COLOURS (red, green, blue)
//--------------------------------------------------------------------//
tdR = 41    // current day
tdG = 98
tdB = 255
pdR = 245   // previous day
pdG = 124
pdB = 0
pwR = 156   // previous week
pwG = 39
pwB = 176
pmR = 183   // previous month
pmG = 28
pmB = 28
vtR = 0     // current day POC / VAH / VAL
vtG = 137
vtB = 123
vpR = 97    // previous day POC / VAH / VAL
vpG = 97
vpB = 97
//--------------------------------------------------------------------//
// PREVIOUS WEEK AND PREVIOUS MONTH (last closed candle)
//--------------------------------------------------------------------//
TIMEFRAME(weekly, updateonclose)
pwO = open
pwH = high
pwL = low
pwC = close
TIMEFRAME(monthly, updateonclose)
pmO = open
pmH = high
pmL = low
pmC = close
TIMEFRAME(default)
//--------------------------------------------------------------------//
// FIRST BAR OF THE CURRENT DAY AND OF THE PREVIOUS DAY
// A day starts when the platform's previous daily candle changes, so the
// profiles cover the same day as DOpen/DHigh/DLow/DClose (with futures,
// intradaybarindex can also restart at midnight in the middle of a session)
//--------------------------------------------------------------------//
pdOpen = DOpen(1)
pdClose = DClose(1)
once curStart = -1
once prevStart = -1
IF barindex > 0 AND (pdOpen <> pdOpen[1] OR pdClose <> pdClose[1]) THEN
   prevStart = curStart
   curStart = barindex
ENDIF
//--------------------------------------------------------------------//
// LEVELS (drawn on the last bar only)
//--------------------------------------------------------------------//
IF islastbarupdate THEN
   // 0-2 current day, 3-6 previous day, 7-10 previous week, 11-14 previous month
   $lv[0] = DOpen(0)
   $lv[1] = DHigh(0)
   $lv[2] = DLow(0)
   $lv[3] = DOpen(1)
   $lv[4] = DHigh(1)
   $lv[5] = DLow(1)
   $lv[6] = DClose(1)
   $lv[7] = pwO
   $lv[8] = pwH
   $lv[9] = pwL
   $lv[10] = pwC
   $lv[11] = pmO
   $lv[12] = pmH
   $lv[13] = pmL
   $lv[14] = pmC
   FOR k = 0 TO 20 DO
      $on[k] = 0
   NEXT
   FOR k = 0 TO 2 DO
      $on[k] = showToday
   NEXT
   FOR k = 3 TO 6 DO
      $on[k] = showPrevDay
   NEXT
   FOR k = 7 TO 10 DO
      $on[k] = showPrevWeek
   NEXT
   FOR k = 11 TO 14 DO
      $on[k] = showPrevMonth
   NEXT
   //-----------------------------------------------------------------//
   // DAILY VOLUME PROFILES: 15-17 current day, 18-20 previous day
   // Built from the chart candles: the volume of each candle is spread
   // evenly over the price rows its range covers (use an intraday chart)
   //-----------------------------------------------------------------//
   isIntraday = GetTimeFrame < 86400
   // width of the widest profile row, in bars
   refLen = barindex - curStart + 1
   IF prevStart >= 0 THEN
      refLen = curStart - prevStart
   ENDIF
   profW = max(1, round(refLen * profPct / 100))
   FOR p = 0 TO 1 DO
      IF p = 0 THEN
         jFrom = 0
         jTo = barindex - curStart
         wanted = (showVPToday = 1) AND (curStart >= 0)
         x0 = curStart
         pR = vtR
         pG = vtG
         pB = vtB
      ELSE
         jFrom = barindex - curStart + 1
         jTo = barindex - prevStart
         wanted = (showVPPrevDay = 1) AND (prevStart >= 0)
         x0 = prevStart
         pR = vpR
         pG = vpG
         pB = vpB
      ENDIF
      IF wanted AND isIntraday THEN
         // price range of the day
         hiP = high[jFrom]
         loP = low[jFrom]
         FOR j = jFrom TO jTo DO
            hiP = max(hiP, high[j])
            loP = min(loP, low[j])
         NEXT
         stepP = (hiP - loP) / rows
         FOR i = 0 TO rows - 1 DO
            $vb[i] = 0
         NEXT
         totV = 0
         IF stepP > 0 THEN
            FOR j = jFrom TO jTo DO
               vol = volume[j]
               IF vol > 0 THEN
                  bH = high[j]
                  bL = low[j]
                  rngB = bH - bL
                  IF rngB > 0 THEN
                     // only the rows the candle touches
                     iLo = max(0, floor((bL - loP) / stepP))
                     iHi = min(rows - 1, floor((bH - loP) / stepP))
                     FOR i = iLo TO iHi DO
                        rLo = loP + i * stepP
                        ovl = min(bH, rLo + stepP) - max(bL, rLo)
                        IF ovl > 0 THEN
                           $vb[i] = $vb[i] + vol * ovl / rngB
                        ENDIF
                     NEXT
                  ELSE
                     // zero-range candle: all its volume goes to its own row
                     iD = min(rows - 1, max(0, floor((bL - loP) / stepP)))
                     $vb[iD] = $vb[iD] + vol
                  ENDIF
                  totV = totV + vol
               ENDIF
            NEXT
         ENDIF
         // instruments without volume: no profile, no POC/VAH/VAL
         IF totV > 0 THEN
            // POC = row with the most volume
            iPoc = 0
            FOR i = 1 TO rows - 1 DO
               IF $vb[i] > $vb[iPoc] THEN
                  iPoc = i
               ENDIF
            NEXT
            // value area: grow from the POC, adding the bigger neighbouring row
            iUp = iPoc
            iDn = iPoc
            vaVol = $vb[iPoc]
            vaTarget = totV * vaPct / 100
            WHILE vaVol < vaTarget AND (iUp < rows - 1 OR iDn > 0) DO
               vUp = 0
               IF iUp < rows - 1 THEN
                  vUp = $vb[iUp + 1]
               ENDIF
               vDn = 0
               IF iDn > 0 THEN
                  vDn = $vb[iDn - 1]
               ENDIF
               IF iUp < rows - 1 AND (vUp >= vDn OR iDn = 0) THEN
                  iUp = iUp + 1
                  vaVol = vaVol + vUp
               ELSE
                  iDn = iDn - 1
                  vaVol = vaVol + vDn
               ENDIF
            WEND
            base = 15 + 3 * p
            $lv[base] = loP + (iPoc + 0.5) * stepP
            $lv[base + 1] = loP + (iUp + 1) * stepP
            $lv[base + 2] = loP + iDn * stepP
            FOR k = base TO base + 2 DO
               $on[k] = 1
            NEXT
            // histogram from the first bar of the day: value area rows darker
            IF showProfile = 1 THEN
               maxV = $vb[iPoc]
               FOR i = 0 TO rows - 1 DO
                  IF $vb[i] > 0 THEN
                     wB = max(1, round($vb[i] / maxV * profW))
                     yB = loP + i * stepP
                     IF i >= iDn AND i <= iUp THEN
                        DRAWRECTANGLE(x0, yB + stepP * 0.9, x0 + wB, yB) COLOURED(pR, pG, pB, 0) FILLCOLOR(pR, pG, pB, 90)
                     ELSE
                        DRAWRECTANGLE(x0, yB + stepP * 0.9, x0 + wB, yB) COLOURED(pR, pG, pB, 0) FILLCOLOR(pR, pG, pB, 35)
                     ENDIF
                  ENDIF
               NEXT
            ENDIF
         ENDIF
      ENDIF
   NEXT
   //-----------------------------------------------------------------//
   // DRAWING
   //-----------------------------------------------------------------//
   xStart = barindex
   IF curStart >= 0 THEN
      xStart = curStart
   ENDIF
   xEnd = barindex + extBars
   xTxt = xEnd + lblShift   // DRAWTEXT centres the text on this point
   FOR k = 0 TO 20 DO
      lvl = $lv[k]
      IF $on[k] = 1 AND lvl <> undefined THEN
         IF k <= 2 THEN
            cR = tdR
            cG = tdG
            cB = tdB
         ELSIF k <= 6 THEN
            cR = pdR
            cG = pdG
            cB = pdB
         ELSIF k <= 10 THEN
            cR = pwR
            cG = pwG
            cB = pwB
         ELSIF k <= 14 THEN
            cR = pmR
            cG = pmG
            cB = pmB
         ELSIF k <= 17 THEN
            cR = vtR
            cG = vtG
            cB = vtB
         ELSE
            cR = vpR
            cG = vpG
            cB = vpB
         ENDIF
         // POC thicker, open and close dotted, the rest solid
         IF k = 15 OR k = 18 THEN
            DRAWSEGMENT(xStart, lvl, xEnd, lvl) COLOURED(cR, cG, cB) STYLE(line, 2)
         ELSIF k = 0 OR k = 3 OR k = 6 OR k = 7 OR k = 10 OR k = 11 OR k = 14 THEN
            DRAWSEGMENT(xStart, lvl, xEnd, lvl) COLOURED(cR, cG, cB) STYLE(dottedline, 1)
         ELSE
            DRAWSEGMENT(xStart, lvl, xEnd, lvl) COLOURED(cR, cG, cB) STYLE(line, 1)
         ENDIF
         IF showLabels = 1 THEN
            px = round(lvl / ticksize) * ticksize
            // label texts: rename them here if you like
            IF k = 0 THEN
               DRAWTEXT("Day Open #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 1 THEN
               DRAWTEXT("Day High #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 2 THEN
               DRAWTEXT("Day Low #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 3 THEN
               DRAWTEXT("PD Open #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 4 THEN
               DRAWTEXT("PD High #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 5 THEN
               DRAWTEXT("PD Low #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 6 THEN
               DRAWTEXT("PD Close #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 7 THEN
               DRAWTEXT("PW Open #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 8 THEN
               DRAWTEXT("PW High #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 9 THEN
               DRAWTEXT("PW Low #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 10 THEN
               DRAWTEXT("PW Close #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 11 THEN
               DRAWTEXT("PM Open #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 12 THEN
               DRAWTEXT("PM High #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 13 THEN
               DRAWTEXT("PM Low #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 14 THEN
               DRAWTEXT("PM Close #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 15 THEN
               DRAWTEXT("POC #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 16 THEN
               DRAWTEXT("VAH #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 17 THEN
               DRAWTEXT("VAL #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 18 THEN
               DRAWTEXT("PD POC #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSIF k = 19 THEN
               DRAWTEXT("PD VAH #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ELSE
               DRAWTEXT("PD VAL #px#", xTxt, lvl, sansserif, standard, 9) COLOURED(cR, cG, cB)
            ENDIF
         ENDIF
      ENDIF
   NEXT
ENDIF
RETURN

PRC_All-in-One-Levels.itf MESXXXX-15-minutos-1.png