Indicateur de divergence

• 02/02/2022 at 12:22 PM #187330
  sylvergti

  Bonjour, j ai trouvé cet indicateur de divergence sur TD, est-ce que ce serai possible de le coder pour PRT?

  un grand merci

  // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
  // © LonesomeTheBlue

  //@version=4
  study(“Divergence for Many Indicators v4”, overlay = true, max_bars_back = 1000, max_lines_count = 400, max_labels_count = 400)
  prd = input(defval = 5, title = “Pivot Period”, minval = 1, maxval = 50)
  source = input(defval = “Close”, title = “Source for Pivot Points”, options = [“Close”, “High/Low”])
  searchdiv = input(defval = “Regular”, title = “Divergence Type”, options = [“Regular”, “Hidden”, “Regular/Hidden”])
  showindis = input(defval = “Full”, title = “Show Indicator Names”, options = [“Full”, “First Letter”, “Don’t Show”])
  showlimit = input(1, title=”Minimum Number of Divergence”, minval = 1, maxval = 11)
  maxpp = input(defval = 10, title = “Maximum Pivot Points to Check”, minval = 1, maxval = 20)
  maxbars = input(defval = 100, title = “Maximum Bars to Check”, minval = 30, maxval = 200)
  shownum = input(defval = true, title = “Show Divergence Number”)
  showlast = input(defval = false, title = “Show Only Last Divergence”)
  dontconfirm = input(defval = false, title = “Don’t Wait for Confirmation”)
  showlines = input(defval = true, title = “Show Divergence Lines”)
  showpivot = input(defval = false, title = “Show Pivot Points”)
  calcmacd = input(defval = true, title = “MACD”)
  calcmacda = input(defval = true, title = “MACD Histogram”)
  calcrsi = input(defval = true, title = “RSI”)
  calcstoc = input(defval = true, title = “Stochastic”)
  calccci = input(defval = true, title = “CCI”)
  calcmom = input(defval = true, title = “Momentum”)
  calcobv = input(defval = true, title = “OBV”)
  calcvwmacd = input(true, title = “VWmacd”)
  calccmf = input(true, title = “Chaikin Money Flow”)
  calcmfi = input(true, title = “Money Flow Index”)
  calcext = input(false, title = “Check External Indicator”)
  externalindi = input(defval = close, title = “External Indicator”)
  pos_reg_div_col = input(defval = color.yellow, title = “Positive Regular Divergence”)
  neg_reg_div_col = input(defval = color.navy, title = “Negative Regular Divergence”)
  pos_hid_div_col = input(defval = color.lime, title = “Positive Hidden Divergence”)
  neg_hid_div_col = input(defval = color.red, title = “Negative Hidden Divergence”)
  pos_div_text_col = input(defval = color.black, title = “Positive Divergence Text Color”)
  neg_div_text_col = input(defval = color.white, title = “Negative Divergence Text Color”)
  reg_div_l_style_ = input(defval = “Solid”, title = “Regular Divergence Line Style”, options = [“Solid”, “Dashed”, “Dotted”])
  hid_div_l_style_ = input(defval = “Dashed”, title = “Hdden Divergence Line Style”, options = [“Solid”, “Dashed”, “Dotted”])
  reg_div_l_width = input(defval = 2, title = “Regular Divergence Line Width”, minval = 1, maxval = 5)
  hid_div_l_width = input(defval = 1, title = “Hidden Divergence Line Width”, minval = 1, maxval = 5)
  showmas = input(defval = false, title = “Show MAs 50 & 200”, inline = “ma12”)
  cma1col = input(defval = color.lime, title = “”, inline = “ma12”)
  cma2col = input(defval = color.red, title = “”, inline = “ma12”)

  plot(showmas ? sma(close, 50) : na, color = showmas ? cma1col : na)
  plot(showmas ? sma(close, 200) : na, color = showmas ? cma2col: na)

  // set line styles
  var reg_div_l_style = reg_div_l_style_ == “Solid” ? line.style_solid :
  reg_div_l_style_ == “Dashed” ? line.style_dashed :
  line.style_dotted
  var hid_div_l_style = hid_div_l_style_ == “Solid” ? line.style_solid :
  hid_div_l_style_ == “Dashed” ? line.style_dashed :
  line.style_dotted

  // get indicators
  rsi = rsi(close, 14) // RSI
  [macd, signal, deltamacd] = macd(close, 12, 26, 9) // MACD
  moment = mom(close, 10) // Momentum
  cci = cci(close, 10) // CCI
  Obv = obv // OBV
  stk = sma(stoch(close, high, low, 14), 3) // Stoch
  maFast = vwma(close, 12), maSlow = vwma(close, 26), vwmacd = maFast – maSlow // volume weighted macd
  Cmfm = ((close-low) – (high-close)) / (high – low), Cmfv = Cmfm * volume, cmf = sma(Cmfv, 21) / sma(volume,21) // Chaikin money flow
  Mfi = mfi(close, 14) // Moneyt Flow Index

  // keep indicators names and colors in arrays
  var indicators_name = array.new_string(11)
  var div_colors = array.new_color(4)
  if barstate.isfirst
  // names
  array.set(indicators_name, 0, showindis == “Full” ? “MACD” : “M”)
  array.set(indicators_name, 1, showindis == “Full” ? “Hist” : “H”)
  array.set(indicators_name, 2, showindis == “Full” ? “RSI” : “E”)
  array.set(indicators_name, 3, showindis == “Full” ? “Stoch” : “S”)
  array.set(indicators_name, 4, showindis == “Full” ? “CCI” : “C”)
  array.set(indicators_name, 5, showindis == “Full” ? “MOM” : “M”)
  array.set(indicators_name, 6, showindis == “Full” ? “OBV” : “O”)
  array.set(indicators_name, 7, showindis == “Full” ? “VWMACD” : “V”)
  array.set(indicators_name, 8, showindis == “Full” ? “CMF” : “C”)
  array.set(indicators_name, 9, showindis == “Full” ? “MFI” : “M”)
  array.set(indicators_name,10, showindis == “Full” ? “Extrn” : “X”)
  //colors
  array.set(div_colors, 0, pos_reg_div_col)
  array.set(div_colors, 1, neg_reg_div_col)
  array.set(div_colors, 2, pos_hid_div_col)
  array.set(div_colors, 3, neg_hid_div_col)

  // Check if we get new Pivot High Or Pivot Low
  float ph = pivothigh((source == “Close” ? close : high), prd, prd)
  float pl = pivotlow((source == “Close” ? close : low), prd, prd)
  plotshape(ph and showpivot, text = “H”, style = shape.labeldown, color = color.new(color.white, 100), textcolor = color.red, location = location.abovebar, offset = -prd)
  plotshape(pl and showpivot, text = “L”, style = shape.labelup, color = color.new(color.white, 100), textcolor = color.lime, location = location.belowbar, offset = -prd)

  // keep values and positions of Pivot Highs/Lows in the arrays
  var int maxarraysize = 20
  var ph_positions = array.new_int(maxarraysize, 0)
  var pl_positions = array.new_int(maxarraysize, 0)
  var ph_vals = array.new_float(maxarraysize, 0.)
  var pl_vals = array.new_float(maxarraysize, 0.)

  // add PHs to the array
  if ph
  array.unshift(ph_positions, bar_index)
  array.unshift(ph_vals, ph)
  if array.size(ph_positions) > maxarraysize
  array.pop(ph_positions)
  array.pop(ph_vals)

  // add PLs to the array
  if pl
  array.unshift(pl_positions, bar_index)
  array.unshift(pl_vals, pl)
  if array.size(pl_positions) > maxarraysize
  array.pop(pl_positions)
  array.pop(pl_vals)

  // functions to check Regular Divergences and Hidden Divergences

  // function to check positive regular or negative hidden divergence
  // cond == 1 => positive_regular, cond == 2=> negative_hidden
  positive_regular_positive_hidden_divergence(src, cond)=>
  divlen = 0
  prsc = source == “Close” ? close : low
  // if indicators higher than last value and close price is higher than las close
  if dontconfirm or src > src[1] or close > close[1]
  startpoint = dontconfirm ? 0 : 1 // don’t check last candle
  // we search last 15 PPs
  for x = 0 to maxpp – 1
  len = bar_index – array.get(pl_positions, x) + prd
  // if we reach non valued array element or arrived 101. or previous bars then we don’t search more
  if array.get(pl_positions, x) == 0 or len > maxbars
  break
  if len > 5 and
  ((cond == 1 and src[startpoint] > src[len] and prsc[startpoint] < nz(array.get(pl_vals, x))) or
  (cond == 2 and src[startpoint] < src[len] and prsc[startpoint] > nz(array.get(pl_vals, x))))
  slope1 = (src[startpoint] – src[len]) / (len – startpoint)
  virtual_line1 = src[startpoint] – slope1
  slope2 = (close[startpoint] – close[len]) / (len – startpoint)
  virtual_line2 = close[startpoint] – slope2
  arrived = true
  for y = 1 + startpoint to len – 1
  if src[y] < virtual_line1 or nz(close[y]) < virtual_line2
  arrived := false
  break
  virtual_line1 := virtual_line1 – slope1
  virtual_line2 := virtual_line2 – slope2

  if arrived
  divlen := len
  break
  divlen

  // function to check negative regular or positive hidden divergence
  // cond == 1 => negative_regular, cond == 2=> positive_hidden
  negative_regular_negative_hidden_divergence(src, cond)=>
  divlen = 0
  prsc = source == “Close” ? close : high
  // if indicators higher than last value and close price is higher than las close
  if dontconfirm or src < src[1] or close < close[1]
  startpoint = dontconfirm ? 0 : 1 // don’t check last candle
  // we search last 15 PPs
  for x = 0 to maxpp – 1
  len = bar_index – array.get(ph_positions, x) + prd
  // if we reach non valued array element or arrived 101. or previous bars then we don’t search more
  if array.get(ph_positions, x) == 0 or len > maxbars
  break
  if len > 5 and
  ((cond == 1 and src[startpoint] < src[len] and prsc[startpoint] > nz(array.get(ph_vals, x))) or
  (cond == 2 and src[startpoint] > src[len] and prsc[startpoint] < nz(array.get(ph_vals, x))))
  slope1 = (src[startpoint] – src[len]) / (len – startpoint)
  virtual_line1 = src[startpoint] – slope1
  slope2 = (close[startpoint] – nz(close[len])) / (len – startpoint)
  virtual_line2 = close[startpoint] – slope2
  arrived = true
  for y = 1 + startpoint to len – 1
  if src[y] > virtual_line1 or nz(close[y]) > virtual_line2
  arrived := false
  break
  virtual_line1 := virtual_line1 – slope1
  virtual_line2 := virtual_line2 – slope2

  if arrived
  divlen := len
  break
  divlen

  // calculate 4 types of divergence if enabled in the options and return divergences in an array
  calculate_divs(cond, indicator)=>
  divs = array.new_int(4, 0)
  array.set(divs, 0, cond and (searchdiv == “Regular” or searchdiv == “Regular/Hidden”) ? positive_regular_positive_hidden_divergence(indicator, 1) : 0)
  array.set(divs, 1, cond and (searchdiv == “Regular” or searchdiv == “Regular/Hidden”) ? negative_regular_negative_hidden_divergence(indicator, 1) : 0)
  array.set(divs, 2, cond and (searchdiv == “Hidden” or searchdiv == “Regular/Hidden”) ? positive_regular_positive_hidden_divergence(indicator, 2) : 0)
  array.set(divs, 3, cond and (searchdiv == “Hidden” or searchdiv == “Regular/Hidden”) ? negative_regular_negative_hidden_divergence(indicator, 2) : 0)
  divs

  // array to keep all divergences
  var all_divergences = array.new_int(44) // 11 indicators * 4 divergence = 44 elements
  // set related array elements
  array_set_divs(div_pointer, index)=>
  for x = 0 to 3
  array.set(all_divergences, index * 4 + x, array.get(div_pointer, x))

  // set divergences array
  array_set_divs(calculate_divs(calcmacd, macd), 0)
  array_set_divs(calculate_divs(calcmacda, deltamacd), 1)
  array_set_divs(calculate_divs(calcrsi, rsi), 2)
  array_set_divs(calculate_divs(calcstoc, stk), 3)
  array_set_divs(calculate_divs(calccci, cci), 4)
  array_set_divs(calculate_divs(calcmom, moment), 5)
  array_set_divs(calculate_divs(calcobv, Obv), 6)
  array_set_divs(calculate_divs(calcvwmacd, vwmacd), 7)
  array_set_divs(calculate_divs(calccmf, cmf), 8)
  array_set_divs(calculate_divs(calcmfi, Mfi), 9)
  array_set_divs(calculate_divs(calcext, externalindi), 10)

  // check minimum number of divergence, if less than showlimit then delete all divergence
  total_div = 0
  for x = 0 to array.size(all_divergences) – 1
  total_div := total_div + round(sign(array.get(all_divergences, x)))

  if total_div < showlimit
  array.fill(all_divergences, 0)

  // keep line in an array
  var pos_div_lines = array.new_line(0)
  var neg_div_lines = array.new_line(0)
  var pos_div_labels = array.new_label(0)
  var neg_div_labels = array.new_label(0)

  // remove old lines and labels if showlast option is enabled
  delete_old_pos_div_lines()=>
  if array.size(pos_div_lines) > 0
  for j = 0 to array.size(pos_div_lines) – 1
  line.delete(array.get(pos_div_lines, j))
  array.clear(pos_div_lines)

  delete_old_neg_div_lines()=>
  if array.size(neg_div_lines) > 0
  for j = 0 to array.size(neg_div_lines) – 1
  line.delete(array.get(neg_div_lines, j))
  array.clear(neg_div_lines)

  delete_old_pos_div_labels()=>
  if array.size(pos_div_labels) > 0
  for j = 0 to array.size(pos_div_labels) – 1
  label.delete(array.get(pos_div_labels, j))
  array.clear(pos_div_labels)

  delete_old_neg_div_labels()=>
  if array.size(neg_div_labels) > 0
  for j = 0 to array.size(neg_div_labels) – 1
  label.delete(array.get(neg_div_labels, j))
  array.clear(neg_div_labels)

  // delete last creted lines and labels until we met new PH/PV
  delete_last_pos_div_lines_label(n)=>
  if n > 0 and array.size(pos_div_lines) >= n
  asz = array.size(pos_div_lines)
  for j = 1 to n
  line.delete(array.get(pos_div_lines, asz – j))
  array.pop(pos_div_lines)
  if array.size(pos_div_labels) > 0
  label.delete(array.get(pos_div_labels, array.size(pos_div_labels) – 1))
  array.pop(pos_div_labels)

  delete_last_neg_div_lines_label(n)=>
  if n > 0 and array.size(neg_div_lines) >= n
  asz = array.size(neg_div_lines)
  for j = 1 to n
  line.delete(array.get(neg_div_lines, asz – j))
  array.pop(neg_div_lines)
  if array.size(neg_div_labels) > 0
  label.delete(array.get(neg_div_labels, array.size(neg_div_labels) – 1))
  array.pop(neg_div_labels)

  // variables for Alerts
  pos_reg_div_detected = false
  neg_reg_div_detected = false
  pos_hid_div_detected = false
  neg_hid_div_detected = false

  // to remove lines/labels until we met new // PH/PL
  var last_pos_div_lines = 0
  var last_neg_div_lines = 0
  var remove_last_pos_divs = false
  var remove_last_neg_divs = false
  if pl
  remove_last_pos_divs := false
  last_pos_div_lines := 0
  if ph
  remove_last_neg_divs := false
  last_neg_div_lines := 0

  // draw divergences lines and labels
  divergence_text_top = “”
  divergence_text_bottom = “”
  distances = array.new_int(0)
  dnumdiv_top = 0
  dnumdiv_bottom = 0
  top_label_col = color.white
  bottom_label_col = color.white
  old_pos_divs_can_be_removed = true
  old_neg_divs_can_be_removed = true
  startpoint = dontconfirm ? 0 : 1 // used for don’t confirm option

  for x = 0 to 10
  div_type = -1
  for y = 0 to 3
  if array.get(all_divergences, x * 4 + y) > 0 // any divergence?
  div_type := y
  if (y % 2) == 1
  dnumdiv_top := dnumdiv_top + 1
  top_label_col := array.get(div_colors, y)
  if (y % 2) == 0
  dnumdiv_bottom := dnumdiv_bottom + 1
  bottom_label_col := array.get(div_colors, y)
  if not array.includes(distances, array.get(all_divergences, x * 4 + y)) // line not exist ?
  array.push(distances, array.get(all_divergences, x * 4 + y))
  new_line = showlines ? line.new(x1 = bar_index – array.get(all_divergences, x * 4 + y),
  y1 = (source == “Close” ? close[array.get(all_divergences, x * 4 + y)] :
  (y % 2) == 0 ? low[array.get(all_divergences, x * 4 + y)] :
  high[array.get(all_divergences, x * 4 + y)]),
  x2 = bar_index – startpoint,
  y2 = (source == “Close” ? close[startpoint] :
  (y % 2) == 0 ? low[startpoint] :
  high[startpoint]),
  color = array.get(div_colors, y),
  style = y < 2 ? reg_div_l_style : hid_div_l_style,
  width = y < 2 ? reg_div_l_width : hid_div_l_width
  )
  : na
  if (y % 2) == 0
  if old_pos_divs_can_be_removed
  old_pos_divs_can_be_removed := false
  if not showlast and remove_last_pos_divs
  delete_last_pos_div_lines_label(last_pos_div_lines)
  last_pos_div_lines := 0
  if showlast
  delete_old_pos_div_lines()
  array.push(pos_div_lines, new_line)
  last_pos_div_lines := last_pos_div_lines + 1
  remove_last_pos_divs := true

  if (y % 2) == 1
  if old_neg_divs_can_be_removed
  old_neg_divs_can_be_removed := false
  if not showlast and remove_last_neg_divs
  delete_last_neg_div_lines_label(last_neg_div_lines)
  last_neg_div_lines := 0
  if showlast
  delete_old_neg_div_lines()
  array.push(neg_div_lines, new_line)
  last_neg_div_lines := last_neg_div_lines + 1
  remove_last_neg_divs := true

  // set variables for alerts
  if y == 0
  pos_reg_div_detected := true
  if y == 1
  neg_reg_div_detected := true
  if y == 2
  pos_hid_div_detected := true
  if y == 3
  neg_hid_div_detected := true
  // get text for labels
  if div_type >= 0
  divergence_text_top := divergence_text_top + ((div_type % 2) == 1 ? (showindis != “Don’t Show” ? array.get(indicators_name, x) + “\n” : “”) : “”)
  divergence_text_bottom := divergence_text_bottom + ((div_type % 2) == 0 ? (showindis != “Don’t Show” ? array.get(indicators_name, x) + “\n” : “”) : “”)

  // draw labels
  if showindis != “Don’t Show” or shownum
  if shownum and dnumdiv_top > 0
  divergence_text_top := divergence_text_top + tostring(dnumdiv_top)
  if shownum and dnumdiv_bottom > 0
  divergence_text_bottom := divergence_text_bottom + tostring(dnumdiv_bottom)
  if divergence_text_top != “”
  if showlast
  delete_old_neg_div_labels()
  array.push(neg_div_labels,
  label.new( x = bar_index,
  y = max(high, high[1]),
  text = divergence_text_top,
  color = top_label_col,
  textcolor = neg_div_text_col,
  style = label.style_label_down
  ))

  if divergence_text_bottom != “”
  if showlast
  delete_old_pos_div_labels()
  array.push(pos_div_labels,
  label.new( x = bar_index,
  y = min(low, low[1]),
  text = divergence_text_bottom,
  color = bottom_label_col,
  textcolor = pos_div_text_col,
  style = label.style_label_up
  ))

  alertcondition(pos_reg_div_detected, title=’Positive Regular Divergence Detected’, message=’Positive Regular Divergence Detected’)
  alertcondition(neg_reg_div_detected, title=’Negative Regular Divergence Detected’, message=’Negative Regular Divergence Detected’)
  alertcondition(pos_hid_div_detected, title=’Positive Hidden Divergence Detected’, message=’Positive Hidden Divergence Detected’)
  alertcondition(neg_hid_div_detected, title=’Negative Hidden Divergence Detected’, message=’Negative Hidden Divergence Detected’)

  alertcondition(pos_reg_div_detected or pos_hid_div_detected, title=’Positive Divergence Detected’, message=’Positive Divergence Detected’)
  alertcondition(neg_reg_div_detected or neg_hid_div_detected, title=’Negative Divergence Detected’, message=’Negative Divergence Detected’)

  

  sylvergti

  Participant

  Topics: 3

  Replies: 9

  Been thanked: 0 times
  02/02/2022 at 1:02 PM #187340
  Nicolas

  J’ai 2 semaines de libre cet été, je savais pas quoi faire 😆

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4739 times
  02/02/2022 at 3:16 PM #187362
  sylvergti

  lol , oui je me doutai un peu de ta réponse, mais qui ne tente rien….

  merci quand meme pour toutes les autres fois que tu m a aidé

  

  sylvergti

  Participant

  Topics: 3

  Replies: 9

  Been thanked: 0 times
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