Ultimate MA

// © ClassicScott


//@version=5

//What is the "Ultimate MA" exactly, you ask? Simple. It actually takes as its influence the Rex Dog Moving Average (which I have included as an MA in some of
//my other indicators), an invention by xkavalis that is simply an average of different length moving averages.
//It's available for free on his account, so take a look at it.
//I've recently become drawn to using fibonacci sequence numbers as lookbacks for moving averages, and they work really well (I'm honestly beginning to think the
//number doesn't matter).

//You can see where this is going. The Ultimate MA is an average of several (eight) moving averages of varying lengths (5 - 144) all of fibonacci numbers.
//Sounds pretty basic, right? That's not actually the case, however.
//If you were to take all these numbers, add them up, then average them by eight you'd get ~46. Now, stick a 46 period moving average on the chart and compare it
//to this one and see what you get. They track price very differently. Still, this all sort of sounds like I'm copying the RDMA, which isn't a sin in itself
//but is hardly grounds for releasing a new MA into the wild.

//The actual initial problem I wanted to tackle was how to take in to account for the entire range of price action in a candle in a moving average.
//ohlc4 sort of does this, but it's still just one line that is an average of all these prices, and I thought there might be a better way
//(not claiming that what I came upon is, but I like it).
//My solution was to plot two moving averages: one an average of price highs, and the other an average of lows, thus creating a high/low price channel. Perhaps
//this is not a new thing at all. I don't know. This is just an idea I had that I figured I could implement easily enough.
//Originally I had just applied this to a 21 period EMA, but then the idea sort of expanded into what you see here. I kept thinking "is 21 the best?"
//What about faster or slower? Then I thought about the RDMA and decided on this implimentation.

//Further, I take the high and low moving averages and divide them by two in order to get a basis. You can turn all this stuff on or off, though I do like the default settings.
//After that I wanted to add bands to it to measure volatility. There is an RDMA version that utilizes ATR bands, but I could never find myself happy with these.
//I just wanted something... else. I also, actually made my own version of xkavalis' RDMA bands with some of the extra stuff I included here, but obviously didn't
//feel comfortable releasing it as an indicator as I hadn't changed it enough significantly in my mind to fairly do so.
//I eventually settled on Bollinger Bands as an appropriate solution to apply to the situation. I really like them. It took some fiddling because I had to create
//a standard deviation for both the high and low MAs instead of just one, and then figure out the best combination of moving averages and standard deviations
//to add and subtract to get the bands right.

//Then I decided I wanted to add a few different moving averages to choose from instead of just an EMA even though I think it's the "best."
//I didn't want to make things too complicated, so I just went with the standards--EMA, SMA, WMA, HMA-- + 1, the ALMA (which gives some adjustability
//with its offset and sigma).
//Also, you can run more than one moving average at a time (try running an HMA with a slower one).

//Oh yeah, the bands? You can set them, in a dropdown box, to be based on which ever moving average you want.

//Furthermore, this is a multi-timeframe indicator, so if you want to run it on a higher time frame than the one you are trading on, it's great for that.

//ALSO, I actually have the basis color setup as multi-timeframe. What this means is that if you are looking at an hourly chart, you can set the color to a 4h
//(or higher) chart if you want, and if the current candle is above or below the previous close of the basis on that higher timeframe you will know simply by
//looking at the color of it ((while still being on the hourly chart). It's just a different way of utilizing higher timeframe information, but without
//the indicator itself plotted as higher timeframe.

//I'm nearly finished. Almost last thing is a 233 period moving average. It's plotted as an average of the SMA, EMA, and Kijun-sen.

//Lastly, there are alerts for price crossing the inner border of the bands, or the 233 MA.


indicator('+ Ultimate MA', shorttitle='+ UMA', overlay=true, timeframe='')


////ALMA
_alma = input.bool(defval=false, title='ALMA', group='ALMA')
i_alma_tf = input.timeframe(title='Resolution for Basis Color', defval='', group='ALMA', tooltip='Pick your time frame and the basis will be colored based on if price is above or below that previous timeframe\'s close.')
alma_bull_color = input.color(color.new(#00bcd4, 50), title='Bullish', inline='basis', group='ALMA')
alma_bear_color = input.color(color.new(#e91e63, 50), title='Bearish', inline='basis', group='ALMA')
greater_alma_color = input.color(color.new(#b2b5be, 85), title='Greater ALMA Color', inline='gma', group='ALMA')

alma_offset = input.float(title='Offset', defval=0.85, step=0.025, inline='inputs', group='ALMA')
alma_sigma = input.float(title='Sigma', defval=6, step=0.5, inline='inputs', group='ALMA')


h_alma_5 = ta.alma(high, 5, alma_offset, alma_sigma)
h_alma_8 = ta.alma(high, 8, alma_offset, alma_sigma)
h_alma_13 = ta.alma(high, 13, alma_offset, alma_sigma)
h_alma_21 = ta.alma(high, 21, alma_offset, alma_sigma)
h_alma_34 = ta.alma(high, 34, alma_offset, alma_sigma)
h_alma_55 = ta.alma(high, 55, alma_offset, alma_sigma)
h_alma_89 = ta.alma(high, 89, alma_offset, alma_sigma)
h_alma_144 = ta.alma(high, 144, alma_offset, alma_sigma)

h_alma_avg = (h_alma_5 + h_alma_8 + h_alma_13 + h_alma_21 + h_alma_34 + h_alma_55 + h_alma_89 + h_alma_144) / 8

l_alma_5 = ta.alma(low, 5, alma_offset, alma_sigma)
l_alma_8 = ta.alma(low, 8, alma_offset, alma_sigma)
l_alma_13 = ta.alma(low, 13, alma_offset, alma_sigma)
l_alma_21 = ta.alma(low, 21, alma_offset, alma_sigma)
l_alma_34 = ta.alma(low, 34, alma_offset, alma_sigma)
l_alma_55 = ta.alma(low, 55, alma_offset, alma_sigma)
l_alma_89 = ta.alma(low, 89, alma_offset, alma_sigma)
l_alma_144 = ta.alma(low, 144, alma_offset, alma_sigma)

l_alma_avg = (l_alma_5 + l_alma_8 + l_alma_13 + l_alma_21 + l_alma_34 + l_alma_55 + l_alma_89 + l_alma_144) / 8


alma_basis = (h_alma_avg + l_alma_avg) / 2

p_alma_basis = plot(_alma ? alma_basis : na, color=request.security(syminfo.tickerid, i_alma_tf, close > alma_basis[1] ? alma_bull_color : close < alma_basis[1] ? alma_bear_color : na), linewidth=2, title='ALMA High+Low Average')
p_alma_h = plot(_alma ? h_alma_avg : na, title='ALMA-High', display=display.none)
p_alma_l = plot(_alma ? l_alma_avg : na, title='ALMA-Low', display=display.none)

fill(p_alma_h, p_alma_l, greater_alma_color, title='Greater ALMA', transp=90)


////////////////////////////////////////////////////////////////////////////////


////EMA
_ema = input.bool(defval=true, title='EMA', group='EMA')
i_ema_tf = input.timeframe(title='Resolution for Basis Color', defval='', group='EMA', tooltip='Pick your time frame and the basis will be colored based on if price is above or below that previous timeframe\'s close.')
ema_bull_color = input.color(color.new(#00bcd4, 50), title='Bullish', inline='basis', group='EMA')
ema_bear_color = input.color(color.new(#e91e63, 50), title='Bearish', inline='basis', group='EMA')
greater_ema_color = input.color(color.new(#b2b5be, 85), title='Greater EMA Color', inline='gma', group='EMA')


h_ema_5 = ta.ema(high, 5)
h_ema_8 = ta.ema(high, 8)
h_ema_13 = ta.ema(high, 13)
h_ema_21 = ta.ema(high, 21)
h_ema_34 = ta.ema(high, 34)
h_ema_55 = ta.ema(high, 55)
h_ema_89 = ta.ema(high, 89)
h_ema_144 = ta.ema(high, 144)

h_ema_avg = (h_ema_5 + h_ema_8 + h_ema_13 + h_ema_21 + h_ema_34 + h_ema_55 + h_ema_89 + h_ema_144) / 8

l_ema_5 = ta.ema(low, 5)
l_ema_8 = ta.ema(low, 8)
l_ema_13 = ta.ema(low, 13)
l_ema_21 = ta.ema(low, 21)
l_ema_34 = ta.ema(low, 34)
l_ema_55 = ta.ema(low, 55)
l_ema_89 = ta.ema(low, 89)
l_ema_144 = ta.ema(low, 144)

l_ema_avg = (l_ema_5 + l_ema_8 + l_ema_13 + l_ema_21 + l_ema_34 + l_ema_55 + l_ema_89 + l_ema_144) / 8


ema_basis = (h_ema_avg + l_ema_avg) / 2


p_ema_basis = plot(_ema ? ema_basis : na, color=request.security(syminfo.tickerid, i_ema_tf, close > ema_basis[1] ? ema_bull_color : close < ema_basis[1] ? ema_bear_color : na), linewidth=2, title='EMA High+Low Average')
p_ema_h = plot(_ema ? h_ema_avg : na, title='EMA-High', display=display.none)
p_ema_l = plot(_ema ? l_ema_avg : na, title='EMA-Low', display=display.none)

fill(p_ema_h, p_ema_l, greater_ema_color, title='Greater EMA', transp=90)


////////////////////////////////////////////////////////////////////////////////


////HMA
_hma = input.bool(defval=false, title='HMA', group='HMA')
i_hma_tf = input.timeframe(title='Resolution for Basis Color', defval='', group='HMA', tooltip='Pick your time frame and the basis will be colored based on if price is above or below that previous timeframe\'s close.')
hma_bull_color = input.color(color.new(#00bcd4, 50), title='Bullish', inline='basis', group='HMA')
hma_bear_color = input.color(color.new(#e91e63, 50), title='Bearish', inline='basis', group='HMA')
greater_hma_color = input.color(color.new(#b2b5be, 85), title='Greater HMA Color', inline='gma', group='HMA')


h_hma_5 = ta.hma(high, 5)
h_hma_8 = ta.hma(high, 8)
h_hma_13 = ta.hma(high, 13)
h_hma_21 = ta.hma(high, 21)
h_hma_34 = ta.hma(high, 34)
h_hma_55 = ta.hma(high, 55)
h_hma_89 = ta.hma(high, 89)
h_hma_144 = ta.hma(high, 144)

h_hma_avg = (h_hma_5 + h_hma_8 + h_hma_13 + h_hma_21 + h_hma_34 + h_hma_55 + h_hma_89 + h_hma_144) / 8

l_hma_5 = ta.hma(low, 5)
l_hma_8 = ta.hma(low, 8)
l_hma_13 = ta.hma(low, 13)
l_hma_21 = ta.hma(low, 21)
l_hma_34 = ta.hma(low, 34)
l_hma_55 = ta.hma(low, 55)
l_hma_89 = ta.hma(low, 89)
l_hma_144 = ta.hma(low, 144)

l_hma_avg = (l_hma_5 + l_hma_8 + l_hma_13 + l_hma_21 + l_hma_34 + l_hma_55 + l_hma_89 + l_hma_144) / 8


hma_basis = (h_hma_avg + l_hma_avg) / 2


p_hma_basis = plot(_hma ? hma_basis : na, color=request.security(syminfo.tickerid, i_hma_tf, close > hma_basis[1] ? hma_bull_color : close < hma_basis[1] ? hma_bear_color : na), linewidth=2, title='HMA High+Low Average')
p_hma_h = plot(_hma ? h_hma_avg : na, title='HMA-High', display=display.none)
p_hma_l = plot(_hma ? l_hma_avg : na, title='HMA-Low', display=display.none)

fill(p_hma_h, p_hma_l, greater_hma_color, title='Greater HMA', transp=90)


////////////////////////////////////////////////////////////////////////////////


////SMA
_sma = input.bool(defval=false, title='SMA', group='SMA')
i_sma_tf = input.timeframe(title='Resolution for Basis Color', defval='', group='SMA', tooltip='Pick your time frame and the basis will be colored based on if price is above or below that previous timeframe\'s close.')
sma_bull_color = input.color(color.new(#00bcd4, 50), title='Bullish', inline='basis', group='SMA')
sma_bear_color = input.color(color.new(#e91e63, 50), title='Bearish', inline='basis', group='SMA')
greater_sma_color = input.color(color.new(#b2b5be, 85), title='Greater SMA Color', inline='gma', group='SMA')


h_sma_5 = ta.sma(high, 5)
h_sma_8 = ta.sma(high, 8)
h_sma_13 = ta.sma(high, 13)
h_sma_21 = ta.sma(high, 21)
h_sma_34 = ta.sma(high, 34)
h_sma_55 = ta.sma(high, 55)
h_sma_89 = ta.sma(high, 89)
h_sma_144 = ta.sma(high, 144)

h_sma_avg = (h_sma_5 + h_sma_8 + h_sma_13 + h_sma_21 + h_sma_34 + h_sma_55 + h_sma_89 + h_sma_144) / 8

l_sma_5 = ta.sma(low, 5)
l_sma_8 = ta.sma(low, 8)
l_sma_13 = ta.sma(low, 13)
l_sma_21 = ta.sma(low, 21)
l_sma_34 = ta.sma(low, 34)
l_sma_55 = ta.sma(low, 55)
l_sma_89 = ta.sma(low, 89)
l_sma_144 = ta.sma(low, 144)

l_sma_avg = (l_sma_5 + l_sma_8 + l_sma_13 + l_sma_21 + l_sma_34 + l_sma_55 + l_sma_89 + l_sma_144) / 8


sma_basis = (h_sma_avg + l_sma_avg) / 2


p_sma_basis = plot(_sma ? sma_basis : na, color=request.security(syminfo.tickerid, i_sma_tf, close > sma_basis[1] ? sma_bull_color : close < sma_basis[1] ? sma_bear_color : na), linewidth=2, title='SMA High+Low Average')
p_sma_h = plot(_sma ? h_sma_avg : na, title='SMA-High', display=display.none)
p_sma_l = plot(_sma ? l_sma_avg : na, title='SMA-Low', display=display.none)

fill(p_sma_h, p_sma_l, greater_sma_color, title='Greater SMA', transp=90)



////////////////////////////////////////////////////////////////////////////////


////WMA
_wma = input.bool(defval=false, title='WMA', group='WMA')
i_wma_tf = input.timeframe(title='Resolution for Basis Color', defval='', group='WMA', tooltip='Pick your time frame and the basis will be colored based on if price is above or below that previous timeframe\'s close.')
wma_bull_color = input.color(color.new(#00bcd4, 50), title='Bullish', inline='basis', group='WMA')
wma_bear_color = input.color(color.new(#e91e63, 50), title='Bearish', inline='basis', group='WMA')
greater_wma_color = input.color(color.new(#b2b5be, 85), title='Greater WMA Color', inline='gma', group='WMA')


h_wma_5 = ta.wma(high, 5)
h_wma_8 = ta.wma(high, 8)
h_wma_13 = ta.wma(high, 13)
h_wma_21 = ta.wma(high, 21)
h_wma_34 = ta.wma(high, 34)
h_wma_55 = ta.wma(high, 55)
h_wma_89 = ta.wma(high, 89)
h_wma_144 = ta.wma(high, 144)

h_wma_avg = (h_wma_5 + h_wma_8 + h_wma_13 + h_wma_21 + h_wma_34 + h_wma_55 + h_wma_89 + h_wma_144) / 8

l_wma_5 = ta.wma(low, 5)
l_wma_8 = ta.wma(low, 8)
l_wma_13 = ta.wma(low, 13)
l_wma_21 = ta.wma(low, 21)
l_wma_34 = ta.wma(low, 34)
l_wma_55 = ta.wma(low, 55)
l_wma_89 = ta.wma(low, 89)
l_wma_144 = ta.wma(low, 144)

l_wma_avg = (l_wma_5 + l_wma_8 + l_wma_13 + l_wma_21 + l_wma_34 + l_wma_55 + l_wma_89 + l_wma_144) / 8


wma_basis = (h_wma_avg + l_wma_avg) / 2


p_wma_basis = plot(_wma ? wma_basis : na, color=request.security(syminfo.tickerid, i_wma_tf, close > wma_basis[1] ? wma_bull_color : close < wma_basis[1] ? wma_bear_color : na), linewidth=2, title='WMA High+Low Average')
p_wma_h = plot(_wma ? h_wma_avg : na, title='WMA-High', display=display.none)
p_wma_l = plot(_wma ? l_wma_avg : na, title='WMA-Low', display=display.none)

fill(p_wma_h, p_wma_l, greater_wma_color, title='Greater WMA', transp=90)


////////////////////////////////////////////////////////////////////////////////


////DEVIATION BANDS
mult = input.float(defval=2.0, step=0.1, title='StdDev', group='Deviation Bands')


////INPUTS AND SELECTION FOR CALCULATION OF DEVIATION BANDS
i_h_ma_avg = input.string(defval='EMA', options=['ALMA', 'EMA', 'HMA', 'SMA', 'WMA'], title='MA Input for Calculation of Upper Deviation Bands', group='Deviation Bands')
h_ma_avg = i_h_ma_avg == 'ALMA' ? h_alma_avg : i_h_ma_avg == 'EMA' ? h_ema_avg : i_h_ma_avg == 'HMA' ? h_hma_avg : i_h_ma_avg == 'SMA' ? h_sma_avg : i_h_ma_avg == 'WMA' ? h_wma_avg : na

i_l_ma_avg = input.string(defval='EMA', options=['ALMA', 'EMA', 'HMA', 'SMA', 'WMA'], title='MA Input for Calculation of Lower Deviation Bands', group='Deviation Bands')
l_ma_avg = i_l_ma_avg == 'ALMA' ? l_alma_avg : i_l_ma_avg == 'EMA' ? l_ema_avg : i_l_ma_avg == 'HMA' ? l_hma_avg : i_l_ma_avg == 'SMA' ? l_sma_avg : i_l_ma_avg == 'WMA' ? l_wma_avg : na


////COLOR INPUTS FOR BANDS
upper_band_color = input.color(color.new(color.red, 35), title='Upper Band Border', inline='upper', group='Deviation Bands')
inner_upper_band_color = input.color(color.new(color.gray, 35), title='Inner Band Border', inline='upper', group='Deviation Bands')

lower_band_color = input.color(color.new(color.blue, 35), title='Lower Band Border', inline='lower', group='Deviation Bands')
inner_lower_band_color = input.color(color.new(color.gray, 35), title='Inner Band Border', inline='lower', group='Deviation Bands')

upper_band_fill = input.color(color.new(#ff5252, 85), title='Upper Band', inline='dev fill', group='Deviation Bands')
lower_band_fill = input.color(color.new(#2196f3, 85), title='Lower Band', inline='dev fill', group='Deviation Bands')


////LENGTH AND BANDS CALCULATIONS
len = (5 + 8 + 13 + 21 + 34 + 55 + 89 + 144) / 8

high_dev = mult * ta.stdev(high, len)
low_dev = mult * ta.stdev(low, len)

////
upper_band = h_ma_avg + low_dev
inner_upper_band = l_ma_avg + high_dev

inner_lower_band = h_ma_avg - high_dev
lower_band = l_ma_avg - low_dev


////PLOTS & FILLS
p_upper = plot(upper_band, color=upper_band_color, title='Upper Band', display=display.none)
p_inner_upper = plot(inner_upper_band, color=inner_upper_band_color, title='Inner Upper Band', display=display.none)

p_lower = plot(lower_band, color=lower_band_color, title='Lower Band', display=display.none)
p_inner_lower = plot(inner_lower_band, color=inner_lower_band_color, title='Inner Lower Band', display=display.none)

fill(p_upper, p_inner_upper, upper_band_fill, title='Upper Band', transp=90)
fill(p_lower, p_inner_lower, lower_band_fill, title='Lower Band', transp=90)


////////////////////////////////////////////////////////////////////////////////


////233 MOVING AVERAGE AVERAGES
ma = input.bool(defval=true, title='233 AVG?', group='233 MA AVGS', tooltip='An average of the 233 period EMA, SMA, and Kijun-sen.')
ma_pos = input.color(color.new(color.blue, 50), title='Bullish', inline='ma', group='233 MA AVGS')
ma_neg = input.color(color.new(color.red, 50), title='Bearish', inline='ma', group='233 MA AVGS')


kijun = math.avg(ta.lowest(233), ta.highest(233))

ma_avgs = (ta.ema(close, 233) + ta.sma(close, 233) + kijun) / 3
ma_color = close > ma_avgs ? ma_pos : ma_neg

plot(ma ? ma_avgs : na, color=ma_color, linewidth=2, title='233 MA AVG')


////ALERT CONDITIONS
alertcondition(ta.cross(close, inner_upper_band), title='Price at Upper Band', message='Price is at the Upper Band.')
alertcondition(ta.cross(close, inner_lower_band), title='Price at Inner Band', message='Price is at the Inner Band.')
alertcondition(ta.cross(close, ma_avgs), title='Price crossed 233 MA', message='Price has crossed the 233 MA.')