Bilgi Bankası

alyanet momentum

//

// @author LYnet

//

study(shorttitle = "SQZMOM_LB", title="Squeeze Momentum Indicator [alyanet]", overlay=false)

length = input(20, title="BB Length")

mult = input(2.0,title="BB MultFactor")

lengthKC=input(20, title="KC Length")

multKC = input(1.5, title="KC MultFactor")

useTrueRange = input(true, title="Use TrueRange (KC)", type=bool)

// Calculate BB

source = close

basis = sma(source, length)

dev = multKC * stdev(source, length)

upperBB = basis + dev

lowerBB = basis - dev

// Calculate KC

ma = sma(source, lengthKC)

range = useTrueRange ? tr : (high - low)

rangema = sma(range, lengthKC)

upperKC = ma + rangema * multKC

lowerKC = ma - rangema * multKC

sqzOn  = (lowerBB > lowerKC) and (upperBB < upperKC)

sqzOff = (lowerBB < lowerKC) and (upperBB > upperKC)

noSqz  = (sqzOn == false) and (sqzOff == false)

val = linreg(source  -  avg(avg(highest(high, lengthKC), lowest(low, lengthKC)),sma(close,lengthKC)),

            lengthKC,0)

bcolor = iff( val > 0,

            iff( val > nz(val[1]), lime, green),

            iff( val < nz(val[1]), red, maroon))

scolor = noSqz ? blue : sqzOn ? black : gray

plot(val, color=bcolor, style=histogram, linewidth=4)

plot(0, color=scolor, style=cross, linewidth=2)

Ayrıca okuyun

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