# This source code is subject to the terms of the MIT License at https://opensource.org/licenses/MIT
#Created by u/RossaTrading2022 10/3/2022
#Concept by u/HSeldon2020
#Inspired by u/WorkPiece, u/HurlTeaInTheSea, and u/lilsgymdan

#Cumulative Relative Strength (CRS) Intraday Version 1.0

declare lower;

input compSec = "SPY";
input length = 14;

# get change since yesterday's close
def tgtChange = close() - close(period="DAY")[1];

def compChange = close(symbol = compSec) - close(symbol = compSec, period="DAY")[1];

# get daily ATR
def tgtATR = WildersAverage(TrueRange(high(period="DAY")[1], close(period="DAY")[1], low(period="DAY")[1]), length);

def compATR = WildersAverage(TrueRange(high(symbol = compSec, period="DAY")[1], close(symbol = compSec, period="DAY")[1], low(symbol = compSec, period="DAY")[1]), length);

# get CRS
def powerIndex = compChange / compATR;
def expectedChange = powerIndex*tgtATR;
def diff = tgtChange - expectedChange;
def CRS = diff / tgtATR;

# plot indicator

plot CumulativeRelativeStrength = CRS;
#plot Baseline = 0;