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- // This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
- // © LuxAlgo
- //@version=5
- indicator("Fibonacci Trailing Stop [LuxAlgo]", "LuxAlgo - Fibonacci Trailing Stop", max_lines_count=500, max_labels_count=500, overlay=true)
- //------------------------------------------------------------------------------
- //Settings
- //-----------------------------------------------------------------------------{
- L = input.int ( 20 , 'L' , group= 'swings' , minval= 1 )
- R = input.int ( 1 , 'R' , group= 'swings' , minval= 1 )
- lb= input.bool ( false , ' Swings labels', group= 'swings' )
- F = input.float ( -0.382 , 'Level ' , inline='_', group='Fibonacci Trailing Stop', options= [-0.5, -0.382, -0.236 , 0, 0.236, 0.382, 0.5, 0.618] )
- i = input.bool ( false , '' , inline='_', group='Fibonacci Trailing Stop' )
- f = input.float ( 1.618 , '' , inline='_', group='Fibonacci Trailing Stop', step = 0.001 )
- c = input.string( 'close' , 'Trigger' , group='Fibonacci Trailing Stop', options= ['close', 'wick'] )
- cU= input.color ( #089981 , ' ' , inline='c', group='Fibonacci Trailing Stop' )
- cD= input.color ( #f23645 , '' , inline='c', group='Fibonacci Trailing Stop' )
- sF= input.bool ( true , ' Latest Fibonacci', group= 'Fibonacci' )
- F0= input.color (#08998164 , ' ' , inline='f', group= 'Fibonacci' )
- Fm= input.color (#1e42b070 , '' , inline='f', group= 'Fibonacci' )
- F1= input.color (#f2364564 , '' , inline='f', group= 'Fibonacci' )
- fl= input.bool ( true , ' Shadows' )
- Ls= math.max(1, math.ceil(L / 2))
- Rs= math.max(1, math.ceil(R / 2))
- n = bar_index
- iF=i ? f : F
- //-----------------------------------------------------------------------------}
- //User Defined Types
- //-----------------------------------------------------------------------------{
- type piv
- int b
- float p
- int d
- label l
- type fib
- linefill lf_0
- linefill lfMd
- linefill lf_1
- line ln_0_5
- line diagon
- //-----------------------------------------------------------------------------}
- //Variables
- //-----------------------------------------------------------------------------{
- var int dir = 0
- var float st = close
- var float max = high
- var float min = low
- var float dif = na
- var float other_side = na
- var piv[] pivs = array.new<piv>()
- var fib fib = fib.new(
- lf_0 = linefill.new(
- line .new(na, na, na, na, color=sF ? F0 : color.new(color.blue, 100))
- , line .new(na, na, na, na, color=sF ? F0 : color.new(color.blue, 100))
- , color .new(F0 , fl ? 100: 85)
- ),
- lfMd = linefill.new(
- line .new(na, na, na, na, color=sF ? Fm : color.new(color.blue, 100))
- , line .new(na, na, na, na, color=sF ? Fm : color.new(color.blue, 100))
- , color .new(Fm , fl ? 100: 85)
- ),
- lf_1 = linefill.new(
- line .new(na, na, na, na, color=sF ? F1 : color.new(color.blue, 100))
- , line .new(na, na, na, na, color=sF ? F1 : color.new(color.blue, 100))
- , color .new(F1 , fl ? 100: 85)
- ),
- ln_0_5 = line.new(na, na, na, na, color=sF ? color.blue : color.new(color.blue, 100)),
- diagon = line.new(na, na, na, na, color=sF ? color.silver : color.new(color.blue, 100)
- , style= line.style_dashed ))
- var line_0 = line.new(na, na, na, na)
- var line_1 = line.new(na, na, na, na)
- //-----------------------------------------------------------------------------}
- //Function
- //-----------------------------------------------------------------------------{
- flab(i, x, y) => label.new(x, y, style=i == 1 ? label.style_label_down : label.style_label_up, color=color.gray)
- //-----------------------------------------------------------------------------}
- //Execution
- //-----------------------------------------------------------------------------{
- ph = ta.pivothigh(L , R )
- pl = ta.pivotlow (L , R )
- ph_= ta.pivothigh(Ls, Rs) // used for fill ~ ST
- pl_= ta.pivotlow (Ls, Rs) // used for fill ~ ST
- if ph
- if pivs.size() > 0
- get = pivs.first()
- if get.d > 0 and ph > get.p
- get.b := n -R
- get.p := high[R]
- get.l.set_xy(n -R, high[R])
- if get.d < 0 and ph > get.p
- pivs.unshift(piv.new(n -R, high[R] , 1, lb ? flab( 1, n -R, high[R]) : na))
- else
- pivs .unshift(piv.new(n -R, high[R] , 1, lb ? flab( 1, n -R, high[R]) : na))
- if pl
- if pivs.size() > 0
- get = pivs.first()
- if get.d < 0 and pl < get.p
- get.b := n -R
- get.p := low [R]
- get.l.set_xy(n -R, low [R])
- if get.d > 0 and pl < get.p
- pivs.unshift(piv.new(n -R, low [R] ,-1, lb ? flab(-1, n -R, low [R]) : na))
- else
- pivs .unshift(piv.new(n -R, low [R] ,-1, lb ? flab(-1, n -R, low [R]) : na))
- if pivs.size() >= 2
- max := math.max(pivs.first().p, pivs.get(1).p)
- min := math.min(pivs.first().p, pivs.get(1).p)
- if pivs.size() == 2
- st := math.avg(max, min)
- other_side := math.avg(max, min)
- dif := max - min
- max += dif * iF
- min -= dif * iF
- _0i = pivs.first( ).b, _0p = pivs.first( ).p
- _1i = pivs.get (1).b, _1p = pivs.get (1).p
- d = _0p < _1p ? -dif : dif
- l0_1 = fib. lf_0.get_line1(), l0_2 = fib. lf_0.get_line2()
- lMd1 = fib. lfMd.get_line1(), lMd2 = fib. lfMd.get_line2()
- l1_1 = fib. lf_1.get_line1(), l1_2 = fib. lf_1.get_line2()
- if (ph or pl) and (sF or fl)
- l0_1 .set_xy1(_0i, _0p ), l0_1 .set_xy2( n + 3 , _0p )
- l0_2 .set_xy1(_0i, _0p - (d * 0.236)), l0_2 .set_xy2( n + 3 , _0p - (d * 0.236))
- lMd1 .set_xy1(_0i, _0p - (d * 0.382)), lMd1 .set_xy2( n + 3 , _0p - (d * 0.382))
- lMd2 .set_xy1(_0i, _0p - (d * 0.618)), lMd2 .set_xy2( n + 3 , _0p - (d * 0.618))
- l1_1 .set_xy1(_0i, _0p - (d * 0.786)), l1_1 .set_xy2( n + 3 , _0p - (d * 0.786))
- l1_2 .set_xy1(_0i, _1p ), l1_2 .set_xy2( n + 3 , _1p )
- fib.ln_0_5.set_xy1(_0i, _0p - (d * 0.5 )), fib.ln_0_5.set_xy2( n + 3 , _0p - (d * 0.5 ))
- fib.diagon.set_xy1(_0i, _0p ), fib.diagon.set_xy2(_1i , _1p )
- else
- l0_1 .set_x2 ( n + 3 )
- l0_2 .set_x2 ( n + 3 )
- lMd1 .set_x2 ( n + 3 )
- lMd2 .set_x2 ( n + 3 )
- l1_1 .set_x2 ( n + 3 )
- l1_2 .set_x2 ( n + 3 )
- fib.ln_0_5.set_x2 ( n + 3 )
- price = c == 'close' ? close : dir < 1 ? high : low
- if dir < 1
- if price > st
- st := min
- dir := 1
- else
- st := math.min(st, max)
- if dir > -1
- if price < st
- st := max
- dir := -1
- else
- st := math.max(st, min)
- col = dir < 1 ? cD : cU
- other_side := switch
- dir < 1 and ph_ => math.min(other_side, ph_, st)
- dir < 1 => math.min(other_side , st)
- dir > -1 and pl_ => math.max(other_side, pl_, st)
- dir > -1 => math.max(other_side , st)
- => other_side
- //-----------------------------------------------------------------------------}
- //Plots
- //-----------------------------------------------------------------------------{
- plot0 = fib.lf_0.get_line1().get_y2()
- plot_236 = fib.lf_0.get_line2().get_y2()
- plot_382 = fib.lfMd.get_line1().get_y2()
- plot_500 = fib.ln_0_5 .get_y2()
- plot_618 = fib.lfMd.get_line2().get_y2()
- plot_786 = fib.lf_1.get_line1().get_y2()
- plot1 = fib.lf_1.get_line2().get_y2()
- ch = ta.change(plot0) or ta.change(plot1) // when lines change
- p1 = plot(not ch ? plot0 : na, color=color.new(color.blue, 100), style=plot.style_circles, display=display.none)
- p2 = plot(not ch ? plot_236 : na, color=color.new(color.blue, 100), style=plot.style_circles, display=display.none)
- p3 = plot(not ch ? plot_382 : na, color=color.new(color.blue, 100), style=plot.style_circles, display=display.none)
- p4 = plot(not ch ? plot_618 : na, color=color.new(color.blue, 100), style=plot.style_circles, display=display.none)
- p5 = plot(not ch ? plot_786 : na, color=color.new(color.blue, 100), style=plot.style_circles, display=display.none)
- p6 = plot(not ch ? plot1 : na, color=color.new(color.blue, 100), style=plot.style_circles, display=display.none)
- fill(p1, p2, ch or not fl ? na : math.avg(plot0, plot_236), plot_236, color.new(chart.bg_color, 100), F0)
- fill(p3, p4, ch or not fl ? na : plot_382 , plot_500, Fm, color.new(chart.bg_color, 100) )
- fill(p3, p4, ch or not fl ? na : plot_500 , plot_618, color.new(chart.bg_color, 100), Fm)
- fill(p5, p6, ch or not fl ? na : math.avg(plot1, plot_786), plot_786, color.new(chart.bg_color, 100), F1)
- s = plot( st , 'Fib Trailing Stop', color= col , display=display.pane + display.data_window)
- o = plot(fl ? na : other_side, 'other side' , color=color.new(col , 75), display=display.pane + display.data_window)
- fill ( o , s , color=color.new(col, 90))
- //-----------------------------------------------------------------------------}
- //Alerts
- //-----------------------------------------------------------------------------{
- alertcondition(ta.change(dir) and dir == 1, 'Uptrend' , 'Uptrend' )
- alertcondition(ta.change(dir) and dir == -1, 'Downtrend' , 'Downtrend' )
- alertcondition(ta.change(dir) , 'Trend change', 'Trend change')
- //-----------------------------------------------------------------------------}
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