Code:
# Shadow Trader Pivots
# Mobius
# V01.9.2011
#hintconfused smileyhadow Trader Pivots: Take all values from previous intraday market with close taken from the final close value. Settelment Value my differ slightly. POC with dashed line is the previous days point of control and the one Shadow Trader refers to. Volume profile is visible for the past 5 trading days. Pivots are plotted during Market Hours.
# PIVOT = (High + Close + Low)/3 (Values taken from intradays Market)
# R4 = High + 3 x (Pivot - Low)
# R3 = High + 2(Pivot – Low)
# R2 = Pivot + (R1 – S1)
# R1 = (2*Pivot) – Low
# S1 = (2*Pivot) – High
# S2 = Pivot – (R1 – S1)
# S3 = Low – 2(Hi – Pivot)
# S4 = Low - 3 x (High - Pivot)
declare hide_on_daily;
input MktOpen = 0930; #hint MktOpen: Cash Marekt open EST.
input MktClose = 1600; #hint MktClose: Cash Market close EST.
def h = high;
def l = low;
def c = close;
def Active = if SecondsFromTime(MktOpen) >= 0 and
SecondsTillTime(MktClose) >= 0
then 1
else 0;
def Today = GetDay() == GetLastDay();
def Yesterday = GetDay() == GetLastDay()-1;
def ap = AggregationPeriod.Day;
def last = if Yesterday and !last[1]
then close(period = ap)[1]
else if Yesterday and
SecondsTillTime(MktClose) == 0 and
SecondsFromTime(MktClose) == 0
then if c <> last[1]
then c
else last[1]
else last[1];
def prevHigh = if Yesterday and !prevHigh[1]
then high(period = ap)[1]
else if Yesterday and Active and !Active[1]
then h
else if Yesterday and Active and h > prevHigh[1]
then h
else prevHigh[1];
#addLabel(1, "prevHigh " + prevHigh);
def prevLow = if Yesterday and !prevLow[1]
then low(period = ap)[1]
else if Yesterday and Active and !Active[1]
then l
else if Yesterday and Active and l < prevLow[1]
then l
else prevLow[1];
def BubbleLocation = if Today and Active and !Active[1]
then c
else double.nan;
plot LastClose = if Today and Active then last else Double.NaN;
LastClose.SetStyle(curve.short_dash);
LastClose.SetDefaultColor(Color.WHITE);
#AddLabel(1, "Yest Close " + LastClose);
AddChartBubble(BubbleLocation, LastClose, "C", Color.Dark_Gray, no);
plot pivot = Round(((LastClose + prevHigh + prevLow) / 3) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, (pivot), "Pivot", Color.Dark_Gray, yes);
plot R1 = Round(((2 * pivot) - prevLow) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, HighestAll(R1), "R1", Color.Dark_Gray, no);
plot S1 = Round(((2 * pivot) - prevHigh) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, HighestAll(S1), "S1", Color.Dark_Gray, yes);
plot R2 = Round((pivot + (R1 - S1)) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, HighestAll(R2), "R2", Color.Dark_Gray, no);
plot S2 = Round((pivot - (R1 - S1)) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, HighestAll(S2), "S2", Color.Dark_Gray, yes);
plot R3 = Round((prevHigh + (2 * (pivot - prevLow))) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, HighestAll(R3), "R3", Color.Dark_Gray, no);
plot S3 = Round((prevLow - (2 * (prevHigh - pivot))) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, HighestAll(S3), "S3", Color.Dark_Gray, yes);
plot R4 = Round((prevHigh + (3 * (pivot - prevLow))) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, HighestAll(R4), "R4", Color.Dark_Gray, no);
plot S4 = Round((prevLow - (3 * (prevHigh - pivot))) / TickSize(), 0) * TickSize();
AddChartBubble(BubbleLocation, HighestAll(S4), "S4", Color.Dark_Gray, yes);
pivot.SetPaintingStrategy(PaintingStrategy.DASHES);
pivot.SetDefaultColor(Color.Dark_Orange);
pivot.SetLineWeight(1);
R1.SetPaintingStrategy(PaintingStrategy.DASHES);
R1.SetDefaultColor(Color.GREEN);
R1.SetLineWeight(1);
R2.SetPaintingStrategy(PaintingStrategy.DASHES);
R2.SetDefaultColor(Color.GREEN);
R2.SetLineWeight(1);
R3.SetPaintingStrategy(PaintingStrategy.DASHES);
R3.SetDefaultColor(Color.GREEN);
R3.SetLineWeight(1);
R4.SetPaintingStrategy(PaintingStrategy.DASHES);
R4.SetDefaultColor(Color.GREEN);
R4.SetLineWeight(1);
S1.SetPaintingStrategy(PaintingStrategy.DASHES);
S1.SetDefaultColor(Color.RED);
S1.SetLineWeight(1);
S2.SetPaintingStrategy(PaintingStrategy.DASHES);
S2.SetDefaultColor(Color.RED);
S2.SetLineWeight(1);
S3.SetPaintingStrategy(PaintingStrategy.DASHES);
S3.SetDefaultColor(Color.RED);
S3.SetLineWeight(1);
S4.SetPaintingStrategy(PaintingStrategy.DASHES);
S4.SetDefaultColor(Color.RED);
S4.SetLineWeight(1);
def AvgVolume = Average(volume(period = AggregationPeriod.Day), 21);
addLabel(1, volume(period = AggregationPeriod.Day),
if volume(period = AggregationPeriod.Day) > AvgVolume
then color.green
else color.white);
# End Code Shadow Trader Pivots
## VolumeProfile_RTH and Overnight
# Previous POC Extended to Current Day
def bar = BarNumber();
def RTHBar1 = if SecondsFromTime(MktOpen) == 0 and
SecondsTillTime(MktOpen) == 0
then bar
else RTHBar1[1];
def RTHBarEnd = if SecondsFromTime(MktClose) == 0 and
SecondsTillTime(MktClose) == 0
then 1
else Double.NaN;
def cond = bar == RTHBar1; #Active != Active[1];
profile vol = VolumeProfile("startNewProfile" = cond, "onExpansion" = no, "numberOfProfiles" = 10, "pricePerRow" = PricePerRow.TICKSIZE, "value area percent" = 68.4);
def pc = if IsNaN(vol.GetPointOfControl())
then pc[1]
else vol.GetPointOfControl();
def hVA = if IsNaN(vol.GetHighestValueArea())
then hVA[1]
else vol.GetHighestValueArea();
def lVA = if IsNaN(vol.GetLowestValueArea())
then lVA[1]
else vol.GetLowestValueArea();
def hProfile = if IsNaN(vol.GetHighest())# and con
then hProfile[1]
else vol.GetHighest();
def lProfile = if IsNaN(vol.GetLowest())# and con
then lProfile[1]
else vol.GetLowest();
def POC = if Active then pc else Double.NaN;
def VAHigh = if Active then hVA else Double.NaN;
def VALow = if Active then lVA else Double.NaN;
def PrevPC = if !IsNaN(RTHBarEnd)
then POC[1]
else PrevPC[1];
def PrevPCBar = if !IsNaN(RTHBarEnd)
then bar
else PrevPCBar[1];
def PrevPC_Limit = if bar == PrevPCBar
then Double.NaN
else if bar > PrevPCBar
then bar - PrevPCBar
else PrevPC_Limit[1];
def PrevVAH = if !IsNaN(RTHBarEnd)
then VAHigh[1]
else PrevVAH[1];
def PrevVAHBar = if !IsNaN(RTHBarEnd)
then bar
else PrevVAHBar[1];
def PrevVAH_Limit = if bar == PrevVAHBar
then Double.NaN
else if bar > PrevVAHBar
then bar - PrevVAHBar
else PrevVAH_Limit[1];
def PrevVAL = if !IsNaN(RTHBarEnd)
then VALow[1]
else PrevVAL[1];
def PrevVALBar = if !IsNaN(RTHBarEnd)
then bar
else PrevVALBar[1];
def PrevVAL_Limit = if bar == PrevVALBar
then Double.NaN
else if bar > PrevVALBar
then bar - PrevVALBar
else PrevVAL_Limit[1];
script LinePlot {
input LineLimit = 0;
input OnExpansion = yes;
input data = close;
input bar = 0;
def ThisBar = HighestAll(bar);
def cLine = if bar == ThisBar
then data
else Double.NaN;
def cond1 = CompoundValue(1, if IsNaN(data)
then cond1[1]
else data, data);
plot P = if ThisBar - LineLimit <= bar
then HighestAll(cLine)
else Double.NaN;
plot ExpLine = if OnExpansion and
IsNaN(data[-1])
then cond1
else Double.NaN;
}
plot PrevPOC = LinePlot(data = PrevPC, LineLimit = PrevPC_Limit, OnExpansion = no, bar = PrevPCBar).P;
PrevPOC.SetDefaultColor(Color.RED);
PrevPOC.SetDefaultColor(Color.RED);
plot PrevVAHline = LinePlot(data = PrevVAH, LineLimit = PrevVAH_Limit, OnExpansion = no, bar = PrevVAHBar).P;
PrevVAHline.SetDefaultColor(Color.RED);
PrevVAHline.SetDefaultColor(Color.RED);
plot PrevVALline = LinePlot(data = PrevVAL, LineLimit = PrevVAL_Limit, OnExpansion = no, bar = PrevVALBar).P;
PrevVALline.SetDefaultColor(Color.RED);
PrevVALline.SetDefaultColor(Color.RED);
addCloud(PrevVALline, PrevVAHline, color.dark_Gray, Color.dark_Gray);
input bubbles = yes;
def n = 2;
def n1 = n + 1;
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), PrevVAH[n1], "VAH", color = Color.YELLOW, yes);
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), PrevVAL[n1], "VAL", Color.YELLOW, no);
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), PrevPOC[n1], "POC", Color.RED, no);
# End POC and Value Area
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