Percentile Rank Oscillator. Conversion Pinescript a PRT

This topic has 6 replies, 2 voices, and was last updated 18 hours ago by Pedro.lopez.

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12/18/2025 at 2:17 PM #254628

Pedro.lopez

Hola de nuevo.

Antes de nada, os deseo unas felices fiestas!!!!

Os agradecería pudierais echarme una mano con la conversión del indicador “Percentile Rank Oscillator (Price + VWMA)”

Lo podéis ver en el siguiente enlace:

La descripción que viene es:

“A statistical oscillator designed to identify potential market turning points using percentile-based price analytics and volume-weighted confirmation.
What is PRO?
Percentile Rank Oscillator measures how extreme current price behavior is relative to its own recent history. It calculates a rolling percentile rank of price midpoints and VWMA deviation (volume-weighted price drift). When price reaches historically rare levels – high or low percentiles – it may signal exhaustion and potential reversal conditions.
How it works

Takes midpoint of each candle ((H+L)/2)
Ranks the current value vs previous N bars using rolling percentile rank
Maps percentile to a normalized oscillator scale (-1..+1 or 0–100)
Optionally evaluates VWMA deviation percentile for volume-confirmed signals
Highlights extreme conditions and confluence zones

Why percentile rank?
Median-based percentiles ignore outliers and read the market statistically – not by fixed thresholds. Instead of guessing “overbought/oversold” values, the indicator adapts to current volatility and structure.
Key features

Rolling percentile rank of price action
Optional VWMA-based percentile confirmation
Adaptive, noise-robust structure
User-selectable thresholds (default 95/5)
Confluence highlighting for price + VWMA extremes
Optional smoothing (RMA)
Visual extreme zone fills for rapid signal recognition

How to use

High percentile values –> statistically extreme upward deviation (potential top)
Low percentile values –> statistically extreme downward deviation (potential bottom)
Price + VWMA confluence strengthens reversal context
Best used as part of a broader trading framework (market structure, order flow, etc.)

Tip: Look for percentile spikes at key HTF levels, after extended moves, or where liquidity sweeps occur. Strong moves into rare percentile territory may precede mean reversion.
Suggested settings

Default length: 100 bars
Thresholds: 95 / 5
Smoothing: 1–3 (optional)”.

El codigo del indicador en Pinescript es el siguiente:
//@version=6 indicator("Percentile Rank Oscillator (Price + VWMA)", shorttitle="PRO", overlay=false, max_lines_count=80)


// ----------------- INPUTS -----------------

grp_core = "Core"

len_in = input.int(100, "Lookback (bars for percentile)", minval=3, maxval=500, group=grp_core)

out_mode = input.string("-1..+1", "Output scale", options=["-1..+1","0..100"], group=grp_core)
// VWMA options

grp_vw = "VWMA Percentile"

enable_vwma_pct = input.bool(true, "Enable VWMA-based percentile", group=grp_vw)

vwma_len_same = input.bool(true, "Use VWMA length = main lookback", group=grp_vw)

vwma_len_custom = input.int(100, "VWMA length (if custom)", minval=1, group=grp_vw)
// Display & thresholds

grp_display = "Display"

smooth = input.int(1, "Smoothing (RMA) length (1 = none)", minval=1, group=grp_display)

high_thresh = input.float(95.0, "Upper percentile threshold (%)", minval=50.0, maxval=100.0, step=0.1, group=grp_display)

low_thresh  = input.float(5.0,  "Lower percentile threshold (%)", minval=0.0,  maxval=50.0,  step=0.1, group=grp_display)

fill_extremes = input.bool(true, "Fill background when extremes hit", group=grp_display)
// Alerts & colors

grp_alerts = "Alerts & Colors"

alerts_price = input.bool(true, "Enable price percentile alerts", group=grp_alerts)

alerts_vwma  = input.bool(true, "Enable VWMA percentile alerts", group=grp_alerts)

alerts_confl = input.bool(true, "Enable confluence alerts (price + VWMA)", group=grp_alerts) // default ON
// Colors: single top/bottom colors to keep UI minimal

grp_colors = "Colors (bg fills)"

top_color = input.color(color.new(#A53860, 80), "Top (overbought) BG color", group=grp_colors)

bot_color = input.color(color.new(#4D8B31, 80), "Bottom (oversold) BG color", group=grp_colors)

band_fill_color = input.color(color.new(#423E3B, 95), "Working band fill (between thresholds)", group=grp_colors)
// ----------------- HELPERS & SAFETY -----------------

tiny = 1e-9

len = math.max(3, math.min(len_in, 500))
// price midpoint

mid = (high + low) / 2.0
// ----------------- rolling percentile with linear interpolation -----------------

// returns percentile rank in 0..100 for current value against last n values (including current)

rolling_percentile_interp(src, n) =>

    avail = math.min(n, bar_index + 1)

    arr = array.new_float(0)

    for i = 0 to avail - 1

        array.push(arr, nz(src[i]))

    array.sort(arr) // ascending

    current = nz(src)

    less = 0

    equal = 0

    for j = 0 to array.size(arr) - 1

        v = array.get(arr, j)

        less := less + (v < current ? 1 : 0)
        equal := equal + (v == current ? 1 : 0)
    pct = 0.0
    if equal > 0

        pct := (less + 0.5 * equal) / math.max(avail, 1) * 100.0

    else

        if less == 0

            pct := 0.0

        else if less >= avail

            pct := 100.0

        else

            v_low = array.get(arr, less - 1)

            v_high = array.get(arr, less)

            denom = v_high - v_low

            frac = denom == 0.0 ? 0.5 : math.max(0.0, math.min(1.0, (current - v_low) / denom))

            pct := (less + frac) / math.max(avail, 1) * 100.0

    pct
// ----------------- PRICE percentile -----------------

price_pct = rolling_percentile_interp(mid, len)

price_pct_smooth = smooth > 1 ? ta.rma(price_pct, smooth) : price_pct

map_to_out(x_pct) => out_mode == "-1..+1" ? (x_pct / 50.0 - 1.0) : x_pct

price_out = map_to_out(price_pct_smooth)
// ----------------- VWMA percentile (optional) -----------------

// initialize numeric variables to avoid NA-type reassignments

vwma_pct = 0.0

vwma_pct_smooth = 0.0

vw_out = 0.0
if enable_vwma_pct

    vwlen = vwma_len_same ? len : math.max(1, vwma_len_custom)

    vwma_mid = ta.vwma(mid, vwlen)

    disp = mid - vwma_mid

    vwma_pct := rolling_percentile_interp(disp, len)   // percentile of deviation

    vwma_pct_smooth := smooth > 1 ? ta.rma(vwma_pct, smooth) : vwma_pct

    vw_out := map_to_out(vwma_pct_smooth)

else

    // keep numeric defaults (vw_out stays numeric); plotting will use enable_vwma_pct ? vw_out : na

    vwma_pct := 0.0

    vwma_pct_smooth := 0.0

    vw_out := 0.0
// ----------------- thresholds & conditions -----------------

is_price_top = price_pct >= high_thresh

is_price_bot = price_pct <= low_thresh

is_vw_top = enable_vwma_pct ? (vwma_pct >= high_thresh) : false

is_vw_bot = enable_vwma_pct ? (vwma_pct <= low_thresh) : false

confl_top = enable_vwma_pct and is_price_top and is_vw_top
confl_bot = enable_vwma_pct and is_price_bot and is_vw_bot

// ----------------- background color priority (global) -----------------
// priority: confluence (price+vw) > price > vwma

bg_price = (is_price_top or is_price_bot) and fill_extremes and alerts_price ? (is_price_top ? top_color : bot_color) : na

bg_vw   = (is_vw_top or is_vw_bot) and fill_extremes and alerts_vwma  ? (is_vw_top ? top_color : bot_color) : na

bg_confl = (confl_top or confl_bot) and fill_extremes and alerts_confl ? (confl_top ? top_color : bot_color) : na
final_bg = not na(bg_confl) ? bg_confl : not na(bg_price) ? bg_price : not na(bg_vw) ? bg_vw : na

bgcolor(final_bg)
// ----------------- plots (global scope) -----------------

p_price = plot(price_out, title="Price Percentile", color=color.new(#5448C8, 0), linewidth=1)

// plot vw_out only when enabled (use ternary in plot call to show na when disabled)

p_vwma  = plot(enable_vwma_pct ? vw_out : na, title="VWMA Percentile", color=color.new(#548687, 0), linewidth=1)
// working band lines (in output scale)

// compute raw then round to 6 decimal places to avoid showing awkward floats like 0.899999999....

top_line_raw = out_mode == "-1..+1" ? (high_thresh / 50.0 - 1.0) : high_thresh

bot_line_raw = out_mode == "-1..+1" ? (low_thresh  / 50.0 - 1.0) : low_thresh

// round

top_line = math.round(top_line_raw * 1e6) / 1e6

bot_line = math.round(bot_line_raw * 1e6) / 1e6
h_top = hline(top_line, "Top", color=#A53860)

h_bot = hline(bot_line, "Bot", color=#4D8B31)

h_mid = hline(out_mode == "-1..+1" ? 0.0 : 50.0, "Mid", color=#423E3B)

fill(h_top, h_bot, band_fill_color)
// ----------------- alerts (global scope) -----------------

alertcondition(alerts_price and is_price_top, title="Price Percentile TOP", message="Price percentile reached TOP threshold")

alertcondition(alerts_price and is_price_bot, title="Price Percentile BOTTOM", message="Price percentile reached BOTTOM threshold")
alertcondition(enable_vwma_pct and alerts_vwma and is_vw_top, title="VWMA Percentile TOP", message="VWMA percentile reached TOP threshold")

alertcondition(enable_vwma_pct and alerts_vwma and is_vw_bot, title="VWMA Percentile BOTTOM", message="VWMA percentile reached BOTTOM threshold")
alertcondition(enable_vwma_pct and alerts_confl and confl_top, title="Confluence TOP", message="Price & VWMA percentiles both at TOP extreme")

alertcondition(enable_vwma_pct and alerts_confl and confl_bot, title="Confluence BOTTOM", message="Price & VWMA percentiles both at BOTTOM extreme")

// ----------------- final note ----------------- // Price percentile measures how rare the current midpoint is relative to last 'len' bars. // VWMA percentile measures how rare the current VWMA deviation (mid - VWMA(mid)) is relative to last 'len' bars. // Both percentiles use linear interpolation for smooth percent rank values.

Muchas gracias y disculpad las molestias!!!

Pedro.lopez

Participant

Topics: 2

Replies: 7

Been thanked: 0 times

12/18/2025 at 2:23 PM #254630

Pedro.lopez

Hola (otra vez)

Como continuación del correo anterior os envío mi intento de conversión a PRT del script en Pinescript del indicador “Percentile Rank Oscillator”.
No se donde estoy equivocando y por eso os pido me echéis una mano, si podéis:

LENIN=100//"Lookback (bars for percentile)", minval=3, maxval=500
VWMALEN=100//"VWMA length (if custom)", minval=1
smooth =1//"Smoothing (RMA) length (1 = none)", minval=1
highthresh =95.0//"Upper percentile threshold (%)", minval=50.0, maxval=100.0, step=0.1
lowthresh  =5.0//"Lower percentile threshold (%)", minval=0.0,  maxval=50.0,  step=0.1

// ----------------- HELPERS & SAFETY -----------------
len =max(3,min(lenin, 500))

// price midpoint
mid =(high + low) / 2.0
// ----------------- PRICE percentile -----------------

avail = min(len, barindex + 1)
for i = 0 to avail - 1
   $ARR[I]=mid[I]
NEXT
ARRAYSORT($ARR,ASCEND)
CURRENT=mid

less = 0
equal = 0

for j = 0 to avail-1
   v = $ARR[J]
   IF V<CURRENT THEN
      LESS=LESS+1
   ELSE
      LESS=LESS
   ENDIF
   IF V=CURRENT THEN
      EQUAL=EQUAL+1
   ELSE
      EQUAL=EQUAL
   ENDIF
NEXT

PRICEPCT = 0.0
if equal > 0 THEN
   PRICEPCT= ((less + 0.5 * equal) / max(avail, 1) )* 100.0
elsif less= 0 THEN
   PRICEPCT= 0.0
elsif less >= avail THEN
   PRICEPCT=100.0
else
   vlow= $arr[less - 1]
   vhigh= $arr[less]
   denom= vhigh - vlow
   IF DENOM= 0 THEN
      FRAC=0.5
   ELSE
      FRAC= max(0.0,min(1.0, (current - vlow) / denom))
   ENDIF
   PRICEPCT= ((less + frac) / max(avail, 1)) * 100.0
ENDIF

IF SMOOTH>1 THEN
   ALPHA=1/SMOOTH
   SUM1=0
   PRICEPCTSMOOTH=ALPHA*PRICEPCT+(1-ALPHA)*SUM1[1]
ELSE
   PRICEPCTSMOOTH=PRICEPCT
ENDIF

priceout=(PRICEPCTSMOOTH/50)-1

// ----------------- VWMA percentile (optional) -----------------
// initialize numeric variables to avoid NA-type reassignments

vw = volume*mid
vwsum = SUMMATION[VWMALEN](vw)
volsum = SUMMATION[VWMALEN](volume)
vwmaMID = vwsum/volsum
DISP=ABS(MID-VWMAMID)

avail1 = min(LEN, barindex + 1)
for k = 0 to avail1 - 1
   $ARR1[k]=DISP[k]
NEXT
ARRAYSORT($ARR1,ASCEND)
CURRENT1=DISP

less = 0
equal = 0

for l = 0 to AVAIL1-1
   v1 = $ARR1[l]
   IF V1<CURRENT1 THEN
      LESS1=LESS1+1
   ELSE
      LESS1=LESS1
   ENDIF
   IF V1=CURRENT1 THEN
      EQUAL1=EQUAL1+1
   ELSE
      EQUAL1=EQUAL1
   ENDIF
NEXT

WVMAPCT = 0.0
if equal1 > 0 THEN
   WVMAPCT = ((less1 + 0.5 * equal1) / max(avail1, 1) )* 100.0
elsif less1 = 0 THEN
   WVMAPCT = 0.0
elsif less1 >= avail1 THEN
   WVMAPCT=100.0
else
   vlow1 = $arr1[less1 - 1]
   vhigh1 = $arr1[less1]
   denom1 = vhigh1 - vlow1
   IF DENOM1=0 THEN
      FRAC1=0.5
   ELSE
      FRAC1=max(0.0,min(1.0, (current1 - vlow1) / denom1))
   ENDIF
   WVMAPCT=((less1 + frac1) / max(avail1, 1)) * 100.0
ENDIF

IF SMOOTH>1 THEN
   ALPHA=1/SMOOTH
   SUM2=0
   WVMAPCTSMOOTH=ALPHA*WVMAPCT+(1-ALPHA)*SUM2[1]
ELSE
   WVMAPCTSMOOTH=WVMAPCT
ENDIF

vwout=(WVMAPCTSMOOTH/50)-1

HIGHTHRESH1=((HIGHTHRESH/50)-1)
LOWTHRESH1=((LOWTHRESH/50)-1)

IF PRICEPCT <= lowthresh1 AND WVMAPCT <= lowthresh1 THEN
DRAWARROWUP(barindex,priceout)coloured("GREEN")
ENDIF

IF PRICEPCT >= highthresh1 AND WVMAPCT >= highthresh1 THEN
DRAWARROWDOWN(barindex,priceout)coloured("RED")
ENDIF

RETURN priceout AS "PRICE", highthresh1 AS "TOP", lowthresh1 AS "BOT", vwout AS "VWAP"

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LENIN=100//"Lookback (bars for percentile)", minval=3, maxval=500

VWMALEN=100//"VWMA length (if custom)", minval=1

smooth =1//"Smoothing (RMA) length (1 = none)", minval=1

highthresh =95.0//"Upper percentile threshold (%)", minval=50.0, maxval=100.0, step=0.1

lowthresh =5.0//"Lower percentile threshold (%)", minval=0.0, maxval=50.0, step=0.1

// ----------------- HELPERS & SAFETY -----------------

len =max(3,min(lenin, 500))

// price midpoint

mid =(high + low) / 2.0

// ----------------- PRICE percentile -----------------

avail = min(len, barindex + 1)

for i = 0 to avail - 1

$ARR[I]=mid[I]

ARRAYSORT($ARR,ASCEND)

CURRENT=mid

less = 0

equal = 0

for j = 0 to avail-1

v = $ARR[J]

IF V<CURRENT THEN

LESS=LESS+1

ELSE

LESS=LESS

ENDIF

IF V=CURRENT THEN

EQUAL=EQUAL+1

ELSE

EQUAL=EQUAL

ENDIF

PRICEPCT = 0.0

if equal > 0 THEN

PRICEPCT= ((less + 0.5 * equal) / max(avail, 1) )* 100.0

elsif less= 0 THEN

PRICEPCT= 0.0

elsif less >= avail THEN

PRICEPCT=100.0

else

vlow= $arr[less - 1]

vhigh= $arr[less]

denom= vhigh - vlow

IF DENOM= 0 THEN

FRAC=0.5

ELSE

FRAC= max(0.0,min(1.0, (current - vlow) / denom))

ENDIF

PRICEPCT= ((less + frac) / max(avail, 1)) * 100.0

ENDIF

IF SMOOTH>1 THEN

ALPHA=1/SMOOTH

SUM1=0

PRICEPCTSMOOTH=ALPHA*PRICEPCT+(1-ALPHA)*SUM1[1]

ELSE

PRICEPCTSMOOTH=PRICEPCT

ENDIF

priceout=(PRICEPCTSMOOTH/50)-1

// ----------------- VWMA percentile (optional) -----------------

// initialize numeric variables to avoid NA-type reassignments

vw = volume*mid

vwsum = SUMMATION[VWMALEN](vw)

volsum = SUMMATION[VWMALEN](volume)

vwmaMID = vwsum/volsum

DISP=ABS(MID-VWMAMID)

avail1 = min(LEN, barindex + 1)

for k = 0 to avail1 - 1

$ARR1[k]=DISP[k]

ARRAYSORT($ARR1,ASCEND)

CURRENT1=DISP

less = 0

equal = 0

for l = 0 to AVAIL1-1

v1 = $ARR1[l]

IF V1<CURRENT1 THEN

LESS1=LESS1+1

ELSE

LESS1=LESS1

ENDIF

IF V1=CURRENT1 THEN

EQUAL1=EQUAL1+1

ELSE

EQUAL1=EQUAL1

ENDIF

WVMAPCT = 0.0

if equal1 > 0 THEN

WVMAPCT = ((less1 + 0.5 * equal1) / max(avail1, 1) )* 100.0

elsif less1 = 0 THEN

WVMAPCT = 0.0

elsif less1 >= avail1 THEN

WVMAPCT=100.0

else

vlow1 = $arr1[less1 - 1]

vhigh1 = $arr1[less1]

denom1 = vhigh1 - vlow1

IF DENOM1=0 THEN

FRAC1=0.5

ELSE

FRAC1=max(0.0,min(1.0, (current1 - vlow1) / denom1))

ENDIF

WVMAPCT=((less1 + frac1) / max(avail1, 1)) * 100.0

ENDIF

IF SMOOTH>1 THEN

ALPHA=1/SMOOTH

SUM2=0

WVMAPCTSMOOTH=ALPHA*WVMAPCT+(1-ALPHA)*SUM2[1]

ELSE

WVMAPCTSMOOTH=WVMAPCT

ENDIF

vwout=(WVMAPCTSMOOTH/50)-1

HIGHTHRESH1=((HIGHTHRESH/50)-1)

LOWTHRESH1=((LOWTHRESH/50)-1)

IF PRICEPCT <= lowthresh1 AND WVMAPCT <= lowthresh1 THEN

DRAWARROWUP(barindex,priceout)coloured("GREEN")

ENDIF

IF PRICEPCT >= highthresh1 AND WVMAPCT >= highthresh1 THEN

DRAWARROWDOWN(barindex,priceout)coloured("RED")

ENDIF

RETURN priceout AS "PRICE", highthresh1 AS "TOP", lowthresh1 AS "BOT", vwout AS "VWAP"

Pedro.lopez

Participant

Topics: 2

Replies: 7

Been thanked: 0 times

12/18/2025 at 2:28 PM #254631

Pedro.lopez

Disculpad pero no he publicado el enlace donde encontrar el indicador. Os lo pego a continuacion:

https://www.tradingview.com/script/vbIUmSZW-Percentile-Rank-Oscillator-Price-VWMA/

A ver si ahora lo he pegado bien.

Disculpad las molestias.

Pedro.lopez

Participant

Topics: 2

Replies: 7

Been thanked: 0 times

12/18/2025 at 6:36 PM #254638

Iván

Buenas tardes! Aquí tienes el indicador traducido. Es lo más parecido al original que he conseguido.

// ----------------------------
// PRC_Percentile Rank Oscillator (Price + VWMA)
//version = 0
//18.12.2025
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
// ----------------------------
LenIn=100// Lookback (periodos)
UseScaleMinusOne=1//1 = Escala -1 a +1, 0 = Escala 0 a 100
EnableVwmaPct=1 //  1 = Activar VWMA, 0 = Desactivar
VwmaLenSame=1 //  1 = Usar mismo periodo para VWMA
VwmaLenCustom=100//   Periodo VWMA (si VwmaLenSame=0)
Smooth=1 //  Suavizado (1 = ninguno)
HighThresh=95 //  95.0  Umbral Superior
LowThresh=5 //5.0   Umbral Inferior
FillExtremes=1 //  1 = Colorear fondo en extremos
// --------------------------------
// --- VARIABLES & PARAMETERS ---
// --------------------------------
// Color Definitions (R, G, B, Alpha)
// Top Color (#A53860) -> 165, 56, 96
ColorTopR = 165
ColorTopG = 56
ColorTopB = 96

// Bottom Color (#4D8B31) -> 77, 139, 49
ColorBotR = 77
ColorBotG = 139
ColorBotB = 49

// Mid/Fill Color (#423E3B) -> 66, 62, 59
ColorMidR = 66
ColorMidG = 62
ColorMidB = 59

// Calculation limits
RealLen = MAX(3, LenIn)
MidP = (high + low) / 2

// --------------------------------
// 1. PRICE PERCENTILE CALCULATION
// --------------------------------
// We calculate how many previous values are lower than the current MidP
countLess = 0
countEqual = 0

// Loop through history to calculate rank
FOR i = 0 TO RealLen - 1 DO
   IF MidP[i] < MidP THEN
      countLess = countLess + 1
   ELSIF MidP[i] = MidP THEN
      countEqual = countEqual + 1
   ENDIF
NEXT

// Calculate raw percentile (0 to 100)
// Logic: (Less + 0.5 * Equal) / N * 100
PricePct = (countLess + (0.5 * countEqual)) / RealLen * 100

// Smoothing
IF Smooth > 1 THEN
   PricePctSmooth = WilderAverage[Smooth](PricePct)
ELSE
   PricePctSmooth = PricePct
ENDIF

// Map to Output Scale
IF UseScaleMinusOne THEN
   PriceOut = (PricePctSmooth / 50.0) - 1.0
ELSE
   PriceOut = PricePctSmooth
ENDIF
// --------------------------------
// 2. VWMA PERCENTILE CALCULATION
// --------------------------------
VwmaPct = 0
VwOut = 0

IF EnableVwmaPct THEN
   // Determine VWMA Length
   IF VwmaLenSame THEN
      CurrentVwLen = RealLen
   ELSE
      CurrentVwLen = MAX(1, VwmaLenCustom)
   ENDIF
   // Manual VWMA Calculation: Sum(Price*Vol) / Sum(Vol)
   VwmaNum = Summation[CurrentVwLen](MidP * Volume)
   VwmaDenom = Summation[CurrentVwLen](Volume)
   
   IF VwmaDenom > 0 THEN
      MyVwma = VwmaNum / VwmaDenom
   ELSE
      MyVwma = MidP
   ENDIF
   
   Disp = MidP - MyVwma
   
   // Rolling Percentile for Deviation
   vCountLess = 0
   vCountEqual = 0
   
   FOR j = 0 TO RealLen - 1 DO
      
      HistDisp = Disp[j]
      
      IF HistDisp < Disp THEN
         vCountLess = vCountLess + 1
      ELSIF HistDisp = Disp THEN
         vCountEqual = vCountEqual + 1
      ENDIF
   NEXT
   
   VwmaPct = (vCountLess + (0.5 * vCountEqual)) / RealLen * 100
   
   // Smoothing
   IF Smooth > 1 THEN
      VwmaPctSmooth = WilderAverage[Smooth](VwmaPct)
   ELSE
      VwmaPctSmooth = VwmaPct
   ENDIF
   
   // Map Output
   IF UseScaleMinusOne THEN
      VwOut = (VwmaPctSmooth / 50.0) - 1.0
   ELSE
      VwOut = VwmaPctSmooth
   ENDIF
ENDIF

// --------------------------------
// 3. THRESHOLDS & CONDITIONS
// --------------------------------
// Determine Thresholds based on scale
IF UseScaleMinusOne THEN
   TopLine = (HighThresh / 50.0) - 1.0
   BotLine = (LowThresh / 50.0) - 1.0
   MidLine = 0
ELSE
   TopLine = HighThresh
   BotLine = LowThresh
   MidLine = 50
ENDIF

// Flags
IsPriceTop = PricePct >= HighThresh
IsPriceBot = PricePct <= LowThresh

IsVwTop = 0
IsVwBot = 0

IF EnableVwmaPct THEN
   IsVwTop = VwmaPct >= HighThresh
   IsVwBot = VwmaPct <= LowThresh
ENDIF

ConflTop = EnableVwmaPct AND IsPriceTop AND IsVwTop
ConflBot = EnableVwmaPct AND IsPriceBot AND IsVwBot

// --------------------------------
// 4. VISUALIZATION & BACKGROUND
// --------------------------------

// Background Logic (Priority: Confluence > Price > VWMA)
IF FillExtremes THEN
   IF ConflTop THEN
      BACKGROUNDCOLOR(ColorTopR, ColorTopG, ColorTopB, 50)
   ELSIF ConflBot THEN
      BACKGROUNDCOLOR(ColorBotR, ColorBotG, ColorBotB, 50)
   ELSIF IsPriceTop THEN
      BACKGROUNDCOLOR(ColorTopR, ColorTopG, ColorTopB, 30)
   ELSIF IsPriceBot THEN
      BACKGROUNDCOLOR(ColorBotR, ColorBotG, ColorBotB, 30)
   ELSIF IsVwTop THEN
      BACKGROUNDCOLOR(ColorTopR, ColorTopG, ColorTopB, 20)
   ELSIF IsVwBot THEN
      BACKGROUNDCOLOR(ColorBotR, ColorBotG, ColorBotB, 20)
   ENDIF
ENDIF

// Draw Lines
// Price Percentile (Blue-ish)
// VWMA Percentile (Cyan-ish)

// We set VWMA to undefined if disabled so it doesn't plot 0 line
IF EnableVwmaPct = 0 THEN
   VwOut = undefined
ENDIF

// Fill the band between thresholds
COLORBETWEEN(TopLine, BotLine, ColorMidR, ColorMidG, ColorMidB, 30)

// --------------------------------
RETURN PriceOut COLOURED(84, 84, 200) STYLE(Line, 2) AS "Price Percentile", VwOut COLOURED(84, 134, 135) STYLE(Line, 1) AS "VWMA Percentile", TopLine COLOURED(165, 56, 96) AS "Top Threshold", BotLine COLOURED(77, 139, 49) AS "Bot Threshold", MidLine COLOURED(66, 62, 59) STYLE(dottedline) AS "Mid Line"

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// ----------------------------

// PRC_Percentile Rank Oscillator (Price + VWMA)

//version = 0

//18.12.2025

//Iván González @ www.prorealcode.com

//Sharing ProRealTime knowledge

// ----------------------------

LenIn=100// Lookback (periodos)

UseScaleMinusOne=1//1 = Escala -1 a +1, 0 = Escala 0 a 100

EnableVwmaPct=1 // 1 = Activar VWMA, 0 = Desactivar

VwmaLenSame=1 // 1 = Usar mismo periodo para VWMA

VwmaLenCustom=100// Periodo VWMA (si VwmaLenSame=0)

Smooth=1 // Suavizado (1 = ninguno)

HighThresh=95 // 95.0 Umbral Superior

LowThresh=5 //5.0 Umbral Inferior

FillExtremes=1 // 1 = Colorear fondo en extremos

// --------------------------------

// --- VARIABLES & PARAMETERS ---

// --------------------------------

// Color Definitions (R, G, B, Alpha)

// Top Color (#A53860) -> 165, 56, 96

ColorTopR = 165

ColorTopG = 56

ColorTopB = 96

// Bottom Color (#4D8B31) -> 77, 139, 49

ColorBotR = 77

ColorBotG = 139

ColorBotB = 49

// Mid/Fill Color (#423E3B) -> 66, 62, 59

ColorMidR = 66

ColorMidG = 62

ColorMidB = 59

// Calculation limits

RealLen = MAX(3, LenIn)

MidP = (high + low) / 2

// --------------------------------

// 1. PRICE PERCENTILE CALCULATION

// --------------------------------

// We calculate how many previous values are lower than the current MidP

countLess = 0

countEqual = 0

// Loop through history to calculate rank

FOR i = 0 TO RealLen - 1 DO

IF MidP[i] < MidP THEN

countLess = countLess + 1

ELSIF MidP[i] = MidP THEN

countEqual = countEqual + 1

ENDIF

// Calculate raw percentile (0 to 100)

// Logic: (Less + 0.5 * Equal) / N * 100

PricePct = (countLess + (0.5 * countEqual)) / RealLen * 100

// Smoothing

IF Smooth > 1 THEN

PricePctSmooth = WilderAverage[Smooth](PricePct)

ELSE

PricePctSmooth = PricePct

ENDIF

// Map to Output Scale

IF UseScaleMinusOne THEN

PriceOut = (PricePctSmooth / 50.0) - 1.0

ELSE

PriceOut = PricePctSmooth

ENDIF

// --------------------------------

// 2. VWMA PERCENTILE CALCULATION

// --------------------------------

VwmaPct = 0

VwOut = 0

IF EnableVwmaPct THEN

// Determine VWMA Length

IF VwmaLenSame THEN

CurrentVwLen = RealLen

ELSE

CurrentVwLen = MAX(1, VwmaLenCustom)

ENDIF

// Manual VWMA Calculation: Sum(Price*Vol) / Sum(Vol)

VwmaNum = Summation[CurrentVwLen](MidP * Volume)

VwmaDenom = Summation[CurrentVwLen](Volume)

IF VwmaDenom > 0 THEN

MyVwma = VwmaNum / VwmaDenom

ELSE

MyVwma = MidP

ENDIF

Disp = MidP - MyVwma

// Rolling Percentile for Deviation

vCountLess = 0

vCountEqual = 0

FOR j = 0 TO RealLen - 1 DO

HistDisp = Disp[j]

IF HistDisp < Disp THEN

vCountLess = vCountLess + 1

ELSIF HistDisp = Disp THEN

vCountEqual = vCountEqual + 1

ENDIF

VwmaPct = (vCountLess + (0.5 * vCountEqual)) / RealLen * 100

// Smoothing

IF Smooth > 1 THEN

VwmaPctSmooth = WilderAverage[Smooth](VwmaPct)

ELSE

VwmaPctSmooth = VwmaPct

ENDIF

// Map Output

IF UseScaleMinusOne THEN

VwOut = (VwmaPctSmooth / 50.0) - 1.0

ELSE

VwOut = VwmaPctSmooth

ENDIF

// --------------------------------

// 3. THRESHOLDS & CONDITIONS

// --------------------------------

// Determine Thresholds based on scale

IF UseScaleMinusOne THEN

TopLine = (HighThresh / 50.0) - 1.0

BotLine = (LowThresh / 50.0) - 1.0

MidLine = 0

ELSE

TopLine = HighThresh

BotLine = LowThresh

MidLine = 50

ENDIF

// Flags

IsPriceTop = PricePct >= HighThresh

IsPriceBot = PricePct <= LowThresh

IsVwTop = 0

IsVwBot = 0

IF EnableVwmaPct THEN

IsVwTop = VwmaPct >= HighThresh

IsVwBot = VwmaPct <= LowThresh

ENDIF

ConflTop = EnableVwmaPct AND IsPriceTop AND IsVwTop

ConflBot = EnableVwmaPct AND IsPriceBot AND IsVwBot

// --------------------------------

// 4. VISUALIZATION & BACKGROUND

// --------------------------------

// Background Logic (Priority: Confluence > Price > VWMA)

IF FillExtremes THEN

IF ConflTop THEN

BACKGROUNDCOLOR(ColorTopR, ColorTopG, ColorTopB, 50)

ELSIF ConflBot THEN

BACKGROUNDCOLOR(ColorBotR, ColorBotG, ColorBotB, 50)

ELSIF IsPriceTop THEN

BACKGROUNDCOLOR(ColorTopR, ColorTopG, ColorTopB, 30)

ELSIF IsPriceBot THEN

BACKGROUNDCOLOR(ColorBotR, ColorBotG, ColorBotB, 30)

ELSIF IsVwTop THEN

BACKGROUNDCOLOR(ColorTopR, ColorTopG, ColorTopB, 20)

ELSIF IsVwBot THEN

BACKGROUNDCOLOR(ColorBotR, ColorBotG, ColorBotB, 20)

ENDIF

// Draw Lines

// Price Percentile (Blue-ish)

// VWMA Percentile (Cyan-ish)

// We set VWMA to undefined if disabled so it doesn't plot 0 line

IF EnableVwmaPct = 0 THEN

VwOut = undefined

ENDIF

// Fill the band between thresholds

COLORBETWEEN(TopLine, BotLine, ColorMidR, ColorMidG, ColorMidB, 30)

// --------------------------------

RETURN PriceOut COLOURED(84, 84, 200) STYLE(Line, 2) AS "Price Percentile", VwOut COLOURED(84, 134, 135) STYLE(Line, 1) AS "VWMA Percentile", TopLine COLOURED(165, 56, 96) AS "Top Threshold", BotLine COLOURED(77, 139, 49) AS "Bot Threshold", MidLine COLOURED(66, 62, 59) STYLE(dottedline) AS "Mid Line"

Iván

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Replies: 1984

Been thanked: 902 times

12/19/2025 at 10:50 AM #254649

Pedro.lopez

Muchas gracias, Iván!!!!

Tan solo una pregunta, en el código en PineScript utilizan un array y veo que en tu código no lo utilizas, luego realmente no era necesario dicho array, no?

Te lo pregunto porque viendo otros scripts de TradingvView en los que se hace una clasificación por percentiles utilizan arrays (de hecho en informacion que he visto en la www para el calculo de percentiles en excel o a mano el procedimiento parece -o es lo que entiendo, si no estoy equivocado- que hacen uso de los arrays). Es decir, la poblacion de n-datos que se quiere clasificar primero se guarda en arrays, luego se ordena y finalmente se hace la clasificacion por percentiles mediante una formula. La verdad es que el tema me tiene desconcertado y estoy intentando entender la logica.

Recibe un cordial saludo.

Pedro.lopez

Participant

Topics: 2

Replies: 7

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12/19/2025 at 11:30 AM #254653

Iván

Buenas! Tienes toda la razón… en la estadística clásica y en herramientas como Excel, el procedimiento estándar para hallar un percentil implica guardar los datos en una lista (array) y ordenarlos de menor a mayor.

Sin embargo, aquí he optado por un enfoque matemático diferente pero equivalente (rango percentil).

Aquí te explico la lógica exacta para que desaparezca el desconcierto:

1. El enfoque de “Array y Ordenación” (Pine Script / Excel)

Imagina que tienes 100 alumnos en una clase y quieres saber en qué percentil está la nota de un alumno específico. El método clásico es:

Poner a los 100 alumnos en fila.
Ordenarlos por nota de menor a mayor.
Ver en qué posición física ha caído tu alumno (por ejemplo, la posición 95).

2. El enfoque de “Comparación Directa” (el código que te acabo de pasar)

Hacer esa “reordenación de la fila” en cada una de las miles de velas del gráfico consumiría demasiados recursos del sistema. Por eso usamos este otro método:

Tomamos al alumno actual (el precio actual).
Lo comparamos uno por uno con los otros 99 alumnos anteriores (los precios pasados), sin moverlos de su sitio.
Simplemente contamos: “¿Es tu nota más alta que la de este? Sí (+1 punto). ¿Y que la de este? No (+0 puntos)”.

Si al final del recuento, su nota es superior a la de 95 alumnos, matemáticamente está en el Percentil 95.

En fin, espero haberme explicado bien 🙂

Iván

Moderator

Topics: 0

Replies: 1984

Been thanked: 902 times

12/19/2025 at 12:00 PM #254658

Pedro.lopez

Entendido!!!

Muchas gracias, Ivan!!!

Recibe un cordial saludo.

Pedro.lopez

Participant

Topics: 2

Replies: 7

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