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COG Fibs (TradingView custom Indicator)

a guest Apr 20th, 2014 8,600 Never
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  1. //
  2. // @author LazyBear
  3. //
  4. // If you use this code in its original/modified form, do drop me a note.
  5. //
  6. study(title="COG Fibs [LazyBear]", shorttitle="COGFibs_LB", overlay=true)
  7. length = input(20, "Period")
  8.  
  9. calc_wima(src, length) =>
  10.     MA_s=(src + nz(MA_s[1] * (length-1)))/length
  11.     MA_s
  12.  
  13. calc_ma(s, l) => sma(s,l)
  14.  
  15. //th =iff(close[1] > high,close[1],high)
  16. //tl=iff(close[1] < low,close[1],low)
  17. //tr = th-tl
  18.  
  19. median=0
  20. th=linreg(high, length, median)
  21. tl=linreg(low, length, median)
  22. tr_c=th-tl
  23. tra= calc_wima(tr_c,length)
  24.  
  25. //mp=linreg(ohlc4, length, median)
  26. mp=calc_ma( close, length)
  27. ub_4p2360 = mp + ( 4.2360 * tra)
  28. ub_3p6180=mp  + ( 3.6180 * tra)
  29. ub_2p6180=mp  + ( 2.6180 * tra)
  30. ub_1p6180=mp  + ( 1.6180 * tra)
  31. ub_0p618=mp  + ( 0.618 * tra)
  32.  
  33. lb_1p6180=mp - ( 1.6180 * tra)
  34. lb_2p6180=mp - ( 2.6180 * tra)
  35. lb_3p6180=mp - ( 3.6180 * tra)
  36. lb_4p2360=mp - ( 4.2360 * tra)
  37. lb_0p618=mp - ( 0.618 * tra)
  38.  
  39. plot(mp, title="Middlepoint", color=green)
  40. plot(lb_0p618,title="-0.618", color=teal)
  41. plot(ub_0p618,title="+0.618", color=teal)
  42. plot(ub_1p6180,title="+1.618", color=red)
  43. plot(lb_1p6180,title="-1.618", color=red)
  44. plot(ub_2p6180,title="+2.618", color=aqua)
  45. plot(lb_2p6180,title="-2.618", color=aqua)
  46. plot(ub_3p6180,title="+3.618", color=navy)
  47. plot(lb_3p6180,title="-3.618", color=navy)
  48. plot(ub_4p2360,title="+4.236", color=maroon)
  49. plot(lb_4p2360,title="-4.236", color=maroon)
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