Pivot Point Oscillator by Algotrdr with custom input

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

//@version=5

indicator('Pivot Point Oscillator by Algotrdr', shorttitle='Pivot Point Oscillator by Algotrdr')

Length = input.int(20, minval=1)
pivchoice = input.string(title='Pivot Timeframe', defval='Daily', options=['Daily', 'Weekly', 'Monthly', 'Quarterly', 'Yearly'])

inp = input(close)

f_secureSecurity(_symbol, _res, _src) =>
    request.security(_symbol, _res, _src[1], lookahead=barmerge.lookahead_on)
lastclose = pivchoice == 'Daily' ? f_secureSecurity(syminfo.tickerid, 'D', inp) : pivchoice == 'Weekly' ? f_secureSecurity(syminfo.tickerid, 'W', inp) : pivchoice == 'Monthly' ? f_secureSecurity(syminfo.tickerid, 'M', inp) : pivchoice == 'Yearly' ? f_secureSecurity(syminfo.tickerid, '12M', inp) : pivchoice == 'Quarterly' ? f_secureSecurity(syminfo.tickerid, '3M', inp) : na
lastopen = pivchoice == 'Daily' ? f_secureSecurity(syminfo.tickerid, 'D', open) : pivchoice == 'Weekly' ? f_secureSecurity(syminfo.tickerid, 'W', open) : pivchoice == 'Monthly' ? f_secureSecurity(syminfo.tickerid, 'M', open) : pivchoice == 'Yearly' ? f_secureSecurity(syminfo.tickerid, '12M', open) : pivchoice == 'Quarterly' ? f_secureSecurity(syminfo.tickerid, '3M', open) : na
lasthigh = pivchoice == 'Daily' ? f_secureSecurity(syminfo.tickerid, 'D', high) : pivchoice == 'Weekly' ? f_secureSecurity(syminfo.tickerid, 'W', high) : pivchoice == 'Monthly' ? f_secureSecurity(syminfo.tickerid, 'M', high) : pivchoice == 'Yearly' ? f_secureSecurity(syminfo.tickerid, '12M', high) : pivchoice == 'Quarterly' ? f_secureSecurity(syminfo.tickerid, '3M', high) : na
lastlow = pivchoice == 'Daily' ? f_secureSecurity(syminfo.tickerid, 'D', low) : pivchoice == 'Weekly' ? f_secureSecurity(syminfo.tickerid, 'W', low) : pivchoice == 'Monthly' ? f_secureSecurity(syminfo.tickerid, 'M', low) : pivchoice == 'Yearly' ? f_secureSecurity(syminfo.tickerid, '12M', low) : pivchoice == 'Quarterly' ? f_secureSecurity(syminfo.tickerid, '3M', low) : na

pivbase = (lasthigh + lastlow + lastclose) / 3
HL = lasthigh - lastlow

TR5 = pivbase * 4 + lasthigh - 4 * lastlow
TR4 = pivbase * 3 + lasthigh - 3 * lastlow
TR3 = pivbase * 2 + lasthigh - 2 * lastlow
TR2 = pivbase + 1 * (lasthigh - lastlow)
TR1 = pivbase * 2 - lastlow
TS1 = pivbase * 2 - lasthigh
TS2 = pivbase - 1 * (lasthigh - lastlow)
TS3 = pivbase * 2 - (2 * lasthigh - lastlow)
TS4 = pivbase * 3 - (3 * lasthigh - lastlow)
TS5 = pivbase * 4 - (4 * lasthigh - lastlow)

R5 = pivbase + HL * 2.618
R4 = pivbase + HL * 1.618
R3 = pivbase + HL * 1.000
R2 = pivbase + HL * 0.618
R1 = pivbase + HL * 0.382
S1 = pivbase - HL * 0.382
S2 = pivbase - HL * 0.618
S3 = pivbase - HL * 1.000
S4 = pivbase - HL * 1.618
S5 = pivbase - HL * 2.618

woodiebase = (lasthigh + lastlow + lastopen * 2) / 4

WR3 = lasthigh + 2 * (woodiebase - lastlow)
WR2 = woodiebase + 1 * HL
WR1 = woodiebase * 2 - lastlow
WS1 = woodiebase * 2 - lasthigh
WS2 = woodiebase - 1 * HL
WS3 = lastlow - 2 * (lasthigh - woodiebase)
WS4 = WS3 - HL
WR4 = WR3 + HL

longmoments = open < R1 and inp > R1 or open < R2 and inp > R2 or open < R3 and inp > R3 or open < R4 and inp > R4 or open < R5 and inp > R5 or open < pivbase and inp > pivbase or open < S1 and inp > S1 or open < S2 and inp > S2 or open < S3 and inp > S3 or open < S4 and inp > S4 or open < S5 and inp > S5
shortmoments = open > R1 and inp < R1 or open > R2 and inp < R2 or open > R3 and inp < R3 or open > R4 and inp < R4 or open > R5 and inp < R5 or open > pivbase and inp < pivbase or open > S1 and inp < S1 or open > S2 and inp < S2 or open > S3 and inp < S3 or open > S4 and inp < S4 or open > S5 and inp < S5

Tlongmoments = open < TR1 and inp > TR1 or open < TR2 and inp > TR2 or open < TR3 and inp > TR3 or open < TR4 and inp > TR4 or open < TR5 and inp > TR5 or open < pivbase and inp > pivbase or open < TS1 and inp > TS1 or open < TS2 and inp > TS2 or open < TS3 and inp > TS3 or open < TS4 and inp > TS4 or open < TS5 and inp > TS5
Tshortmoments = open > TR1 and inp < TR1 or open > TR2 and inp < TR2 or open > TR3 and inp < TR3 or open > TR4 and inp < TR4 or open > TR5 and inp < TR5 or open > pivbase and inp < pivbase or open > TS1 and inp < TS1 or open > TS2 and inp < TS2 or open > TS3 and inp < TS3 or open > TS4 and inp < TS4 or open > TS5 and inp < TS5

Wlongmoments = open < WR1 and inp > WR1 or open < WR2 and inp > WR2 or open < WR3 and inp > WR3 or open < pivbase and inp > pivbase or open < WS1 and inp > WS1 or open < WS2 and inp > WS2 or open < WS3 and inp > WS3
Wshortmoments = open > WR1 and inp < WR1 or open > WR2 and inp < WR2 or open > WR3 and inp < WR3 or open > pivbase and inp < pivbase or open > WS1 and inp < WS1 or open > WS2 and inp < WS2 or open > WS3 and inp < WS3

float FL = 0.0
FL := longmoments ? 1 : 0
float FS = 0.0
FS := shortmoments ? 1 : 0

float TL = 0.0
TL := Tlongmoments ? 1 : 0
float TS = 0.0
TS := Tshortmoments ? 1 : 0

float WL = 0.0
WL := Wlongmoments ? 1 : 0
float WS = 0.0
WS := Wshortmoments ? 1 : 0

x = FL + TL + WL
x2 = FS + TS + WS
ema = ta.ema(math.sum(x, Length), Length) - ta.ema(math.sum(x2, Length), Length)

hline(0)

colorset = ema >= 0 and ema > ema[1] ? #388e3c : ema >= 0 and ema < ema[1] ? #a5d6a7 : ema < 0 and ema < ema[1] ? #d32f2f : ema < 0 and ema > ema[1] ? #ef9a9a : na

plot(ema, style=plot.style_columns, color=colorset)