BTC Historic Willy

study("BTC Historic Willy", overlay=false, shorttitle="Willy")

// indicator created by: crinvestor
//  https://www.tradingview.com/u/CRInvestor/
//
// ported by: flibbr
//  https://www.tradingview.com/u/flibbr/
//
// pastebin:
//  http://pastebin.com/apvewFAw
//
// more info about the indicator here:
//  https://www.tradingview.com/v/h2lfl0gT/
//
// notes:
//  Click the "eye" button next to the primary security to hide it.
//  Set the indicator scale is set to "Right".
//  Right click on the right axis, and uncheck "Scale Series Only"
//
//  This inicator will have issues on subdaily and daily charts.
//  Should be used on weekly and monthly charts
//
//  updated May-15-2014
//
// gox data
goxH=security("MTGOX:BTCUSD",period,high)
goxL=security("MTGOX:BTCUSD",period,low)
goxC=security("MTGOX:BTCUSD",period,close)

stampH=security("BITSTAMP:BTCUSD",period,high)
stampL=security("BITSTAMP:BTCUSD",period,low)
stampC=security("BITSTAMP:BTCUSD",period,close)

goxWeight = input(title="Gox Weight", type=float, defval=80, minval=0.001, maxval=100)
stampWeight = input(title="Stamp Weight", type=float, defval=20, minval=0.001, maxval=100)
totalWeight = goxWeight + stampWeight

// the time to start transitioning from gox to 100% stamp.
// 1377 is Jan-6-2014
// 1385 is Jan-15-2014 (default)
// 1337 is about the ATH (coincidentally)
// 1192 is July-5-2013

// value of the current day.
day=max(time/(86400 * 1000) - 14700, 0)

// debug: plot the day value on the chart.
//plot(day)

endStart = input(title="Gox Taper Start Day", type=integer, defval=1385, minval=700, maxval=1405) * 1.0
endTime = 1407.0
otherBegin = 694.0

ratio=max(min((day-endStart)/(endTime-endStart), 1), 0)
invRatio=1-ratio

goxRatio=invRatio * (goxWeight / totalWeight)
otherRatio=(stampWeight / totalWeight) + ratio * (goxWeight/totalWeight)

// debug: display the ratios on the chart.
//plot(goxRatio, color=yellow)
//plot(otherRatio, color=green)

// debug: show the range of weights on the primary ticker bar.
//barcolor(ratio == 0 ? red : (ratio == 1 ? yellow : blue))

// debug: show range of data of stamp data used (before: red, mixed: blue, all: yellow)
//barcolor(day < otherBegin ? red : (day > endTime ? yellow : blue))

h = day < otherBegin ? goxH : (day > endTime ? stampH : (goxH * goxRatio + stampH * otherRatio))
l = day < otherBegin ? goxL : (day > endTime ? stampL : (goxL * goxRatio + stampL * otherRatio))
c = day < otherBegin ? goxC : (day > endTime ? stampC : (goxC * goxRatio + stampC * otherRatio))

//-----------------------------------------------------
// custom indicators below
//  Since this going to be overlayed onto a symbol that will likely use weekdays
//  daily indicators will need to be adjusted to run a little faster.
//  fullWeekRatio: 5/7 = 0.714285
//  currently this cannot be done since multiplying the input values converts the value from an int to a series.
//
//adjustIndicator=isdwm and not isdaily
//da=adjustIndicator ? 0.714285 : 1.0

stampgoxhlc3 = (h+l+c)/3

length = input(21, minval=1)
upper = highest(stampgoxhlc3,length)
lower = lowest(stampgoxhlc3,length)
out = 100 * (c - upper) / (upper - lower)
src = out, len = input(13, minval=1, title="Length")
out2 = ema(out, len)
plot(out, color=green)
plot(out2, title="EMA", color=red)
band1 = hline(-20)
band0 = hline(-80)
fill(band1, band0)
hline(-50)