Open Close Cross Alert R6.2 by JustUncleL

//@version=4

study(title="Open Close Cross Alert R6.2 by JustUncleL", shorttitle="OCC Alert R6.2", overlay=false)

// Revision:        6
// Original Author: @JayRogers
// Revisions By:    R3, R4, R5, R6 by JustIncleL
//
//
// *** USE AT YOUR OWN RISK ***
//  - There are drawing/painting issues in pinescript when working across resolutions/timeframes that I simply
//    cannot fix here.. I will not be putting any further effort into developing this until such a time when
//    workarounds become available.
//
// R6.2 By JustUncleL:
//  - Minor updates for Pinescript Version 3 Compliance.
//  - Modified Divergence to display only when in correct High/Low zone.
//  9-Aug-2017
//  - Correction SuperSmooth MA calculation.
//
// R6 By JustUncleL:
//  - Added optional Divergence detection.
//  - Corrected Alternate resolution calculation to allow for Daily, Weekly and Monthly charts.
//  - Changed Graphic presentation.
// R5 By JustUncleL:
//  - Change the way the Alternate resolution in selected, use a Multiplier of the base Time Frame instead,
//    this makes it easy to switch between base time frames.
//  - Added TMA and SSMA moving average options. But DEMA is still giving the best results.
//  - Updated Default settings.
//
// R4 Changes (by JustUncleL):
//  - Change Alert indication to coloured circle at bottom.
//  - Added Histogram of difference between close and open MAs as a factor of average asset MA value.
//
// R3 Changes (by JustUncleL):
//  -- Study indicator alert created for TradingView sub-system (the alertcondition() function does not work in a
//     "Strategy" script -- Bug).
// R2 Changes:
//  - Simplified and cleaned up plotting, now just shows a Moving Average derived from the average of open/close.
//  - Tried very hard to alleviate painting issues caused by referencing alternate resolution..
//
// Description:
//  - Strategy based around Open-Close Crossovers.
// Setup:
//  - I have generally found that setting the strategy resolution to 3-4x that of the chart you are viewing
//    tends to yield the best results, regardless of which MA option you may choose (if any) BUT can cause
//    a lot of false positives - be aware of this
//  - Don't aim for perfection. Just aim to get a reasonably snug fit with the O-C band, with good runs of
//    green and red.
//  - Option to either use basic open and close series data, or pick your poison with a wide array of MA types.
//  - Optional trailing stop for damage mitigation if desired (can be toggled on/off)
//  - Positions get taken automagically following a crossover - which is why it's better to set the resolution
//    of the script greater than that of your chart, so that the trades get taken sooner rather than later.
//  - If you make use of the stops/trailing stops, be sure to take your time tweaking the values. Cutting it too fine
//    will cost you profits but keep you safer, while letting them loose could lead to more drawdown than you
//    can handle.

// === INPUTS ===
useRes = input(defval=true, title="Use Alternate Resolution?")
intRes = input(defval=3, title="Multiplier for Alernate Resolution")
stratRes = timeframe.ismonthly ? tostring(timeframe.multiplier * intRes, "###M") :
   timeframe.isweekly ? tostring(timeframe.multiplier * intRes, "###W") :
   timeframe.isdaily ? tostring(timeframe.multiplier * intRes, "###D") :
   timeframe.isintraday ? tostring(timeframe.multiplier * intRes, "####") : '60'
//
basisType = input(defval="SMMA", title="MA Type: ", options=["SMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMMA", "HullMA", "LSMA", "ALMA", "SSMA", "TMA"])
basisLen = input(defval=8, title="MA Period", minval=1)
offsetSigma = input(defval=6, title="Offset for LSMA / Sigma for ALMA", minval=0)
offsetALMA = input(defval=0.85, title="Offset for ALMA", minval=0, step=0.01)
delayOffset = input(defval=0, title="Delay Open/Close MA (Forces Non-Repainting)", minval=0, step=1)
//
uDiv = input(false, "Show Divergence Channel")
multi = input(0.5, minval=0.0, maxval=3.0, title="Divergence Channel Width Factor (Stddev)")
uHid = input(false, title="Show Hidden Divergence")
uReg = input(false, title="Show Regular Divergence")
uDiv := uReg or uHid ? uDiv : false

// === /INPUTS ===

// - variant(type, src, len)
// Returns MA input selection variant, default to SMA if blank or typo.

// Returns MA input selection variant, default to SMA if blank or typo.
variant(type, src, len, offSig, offALMA) =>
    v1 = sma(src, len)  // Simple
    v2 = ema(src, len)  // Exponential
    v3 = 2 * v2 - ema(v2, len)  // Double Exponential
    v4 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len)  // Triple Exponential
    v5 = wma(src, len)  // Weighted
    v6 = vwma(src, len)  // Volume Weighted
    v7 = 0.0
    sma_1 = sma(src, len)  // Smoothed
    v7 := na(v7[1]) ? sma_1 : (v7[1] * (len - 1) + src) / len
    v8 = wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len)))  // Hull
    v9 = linreg(src, len, offSig)  // Least Squares
    v10 = alma(src, len, offALMA, offSig)  // Arnaud Legoux
    v11 = sma(v1, len)  // Triangular (extreme smooth)
    // SuperSmoother filter
    // © 2013  John F. Ehlers
    a1 = exp(-1.414 * 3.14159 / len)
    b1 = 2 * a1 * cos(1.414 * 3.14159 / len)
    c2 = b1
    c3 = -a1 * a1
    c1 = 1 - c2 - c3
    v12 = 0.0
    v12 := c1 * (src + nz(src[1])) / 2 + c2 * nz(v12[1]) + c3 * nz(v12[2])
    type == "EMA" ? v2 : type == "DEMA" ? v3 :
       type == "TEMA" ? v4 : type == "WMA" ? v5 : type == "VWMA" ? v6 :
       type == "SMMA" ? v7 : type == "HullMA" ? v8 : type == "LSMA" ? v9 :
       type == "ALMA" ? v10 : type == "TMA" ? v11 : type == "SSMA" ? v12 : v1

// security wrapper for repeat calls
reso(exp, use, res) =>
    security_1 = security(syminfo.tickerid, res, exp, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on)
    use ? security_1 : exp

// === SERIES SETUP ===
closeSeries = variant(basisType, close[delayOffset], basisLen, offsetSigma, offsetALMA)
openSeries = variant(basisType, open[delayOffset], basisLen, offsetSigma, offsetALMA)
closeOpenAvg = (closeSeries + openSeries) / 2
// === /SERIES ===

// Get Alternate Open/Close Series MAs, if selected.
closeSeriesAlt = reso(closeSeries, useRes, stratRes)
openSeriesAlt = reso(openSeries, useRes, stratRes)
//
xlong = crossover(closeSeriesAlt, openSeriesAlt)
xshort = crossunder(closeSeriesAlt, openSeriesAlt)
longCond = xlong  // alternative: longCond[1]? false : (xlong or xlong[1]) and close>closeSeriesAlt and close>=open
shortCond = xshort  // alternative: shortCond[1]? false : (xshort or xshort[1]) and close<closeSeriesAlt and close<=open
// === /ALERT conditions

// === PLOTTING ===
diff = closeSeriesAlt - openSeriesAlt
pcd = 50000.0 * diff / closeOpenAvg
alert = longCond or shortCond
trendColour = closeSeriesAlt > openSeriesAlt ? color.green : color.red
hline(0, color=color.gray, linestyle=hline.style_dashed)
plot(pcd, title="OCC Difference Factor", color=trendColour, linewidth=1, style=plot.style_area, transp=80)
plot(pcd, title="OCC Difference Factor", color=trendColour, linewidth=2, style=plot.style_line, transp=20)
plotshape(alert, title="OCC Alert Plot", color=trendColour, style=shape.circle, location=location.bottom, transp=0, size=size.auto)

//  ||  Functions:

f_top_fractal(_src) =>
    _src[4] < _src[2] and _src[3] < _src[2] and _src[2] > _src[1] and
       _src[2] > _src[0]
f_bot_fractal(_src) =>
    _src[4] > _src[2] and _src[3] > _src[2] and _src[2] < _src[1] and
       _src[2] < _src[0]
f_fractalize(_src) =>
    f_bot_fractal__1 = f_bot_fractal(_src)
    f_top_fractal(_src) ? 1 : f_bot_fractal__1 ? -1 : 0

// === /BASE FUNCTIONS ===

rsi_high = pcd
rsi_low = pcd
offset_ = multi * stdev(pcd, 20)
fractal_top_rsi = f_fractalize(rsi_high) > 0 ? rsi_high[2] : na
fractal_bot_rsi = f_fractalize(rsi_low) < 0 ? rsi_low[2] : na

rsi_high_prev = valuewhen(fractal_top_rsi, rsi_high[2], 1)
rsi_high_price = valuewhen(fractal_top_rsi, high[2], 1)
rsi_low_prev = valuewhen(fractal_bot_rsi, rsi_low[2], 1)
rsi_low_price = valuewhen(fractal_bot_rsi, low[2], 1)

regular_bearish_div = fractal_top_rsi and high[2] > rsi_high_price and rsi_high[2] < rsi_high_prev and
   rsi_high > 0
hidden_bearish_div = fractal_top_rsi and high[2] < rsi_high_price and rsi_high[2] > rsi_high_prev and
   rsi_high > 0
regular_bullish_div = fractal_bot_rsi and low[2] < rsi_low_price and rsi_low[2] > rsi_low_prev and
   rsi_low < 0
hidden_bullish_div = fractal_bot_rsi and low[2] > rsi_low_price and rsi_low[2] < rsi_low_prev and
   rsi_low < 0

plot(title='RSI High', series=uDiv ? rsi_high : na, color=color.gray)
plot(title='RSI Low', series=uDiv ? rsi_low : na, color=color.gray)
plot(title='RSI H F', series=uDiv ? fractal_top_rsi + offset_ : na, color=color.red, offset=-2)
plot(title='RSI L F', series=uDiv ? fractal_bot_rsi - offset_ : na, color=color.green, offset=-2)
plot(title='RSI H D', series=uDiv ? fractal_top_rsi + offset_ : na, style=plot.style_circles, color=regular_bearish_div and uReg or hidden_bearish_div and uHid ? color.maroon : color.gray, linewidth=3, offset=-2)
plot(title='RSI L D', series=uDiv ? fractal_bot_rsi - offset_ : na, style=plot.style_circles, color=regular_bullish_div and uReg or hidden_bullish_div and uHid ? color.green : color.gray, linewidth=3, offset=-2)

plotshape(title='+RBD', series=regular_bearish_div and uReg ? rsi_high[2] + offset_ : na, text='Regular', style=shape.labeldown, location=location.absolute, color=color.maroon, textcolor=color.white, offset=-2)
plotshape(title='+HBD', series=hidden_bearish_div and uHid ? rsi_high[2] + offset_ : na, text='hidden', style=shape.labeldown, location=location.absolute, color=color.maroon, textcolor=color.white, offset=-2)
plotshape(title='-RBD', series=regular_bullish_div and uReg ? rsi_low[2] - offset_ : na, text='Regular', style=shape.labelup, location=location.absolute, color=color.green, textcolor=color.white, offset=-2)
plotshape(title='-HBD', series=hidden_bullish_div and uHid ? rsi_low[2] - offset_ : na, text='hidden', style=shape.labelup, location=location.absolute, color=color.green, textcolor=color.white, offset=-2)

// === ALARM ALERTS for TradingView ALARM sub-system (server based) ===
alertcondition(alert, message="OCC BothCond", title="OCC BothCond")
alertcondition(longCond, message="OCC LongCond", title="OCC LongCond")
alertcondition(shortCond, message="OCC ShortCond", title="OCC ShortCond")
// === /ALARM ALERTS
//eof