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Stochastic (STOCH) [andre_007].pine
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Stochastic (STOCH) [andre_007].pine
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// @version=4
// @author=andre_007
// Copyright (c) 2021 André Eduardo Pérez Álvarez
//
// This sourcecode is released under the MIT License.
// https://opensource.org/licenses/MIT
//
study("Stochastic Oscillator (STOCH) [andre_007]", shorttitle="STOCH", resolution="")
//------------------------------------------------------------------------------
// Constants
//------------------------------------------------------------------------------
// -- Levels
float LEVEL_STRONG_1 = 5
float LEVEL_STRONG_2 = 10
float LEVEL_STRONG_3 = 15
float LEVEL_STRONG_4 = 20
float LEVEL_STRONG_5 = 25
float LEVEL_WEAK_1 = -5
float LEVEL_WEAK_2 = -10
float LEVEL_WEAK_3 = -15
float LEVEL_WEAK_4 = -20
float LEVEL_WEAK_5 = -25
// -- Colors
color C_LEVEL_STRONG_5 = #228B22
color C_LEVEL_STRONG_4 = #2BB02B
color C_LEVEL_STRONG_3 = #3ACF3A
color C_LEVEL_STRONG_2 = #5FD85F
color C_LEVEL_STRONG_1 = #84E184
color C_LEVEL_WEAK_5 = #6C0BA9
color C_LEVEL_WEAK_4 = #880ED4
color C_LEVEL_WEAK_3 = #A020F0
color C_LEVEL_WEAK_2 = #B24BF3
color C_LEVEL_WEAK_1 = #C576F6
color C_TRANSPARENT = color.new(color.white, 100)
color C_OVERSOLD_AREA = color.new(#228B22, 70)
color C_OVERBOUGHT_AREA = color.new(#A020F0, 70)
color C_OVERSOLD_SIGNAL = color.new(color.lime, 70)
color C_OVERBOUGHT_SIGNAL = color.new(color.fuchsia, 70)
color C_TREND_BULL = color.new(color.green, 30)
color C_TREND_BEAR = color.new(color.purple, 30)
color C_K_OSC = color.new(#ff3e7d, 0)
color C_D_OSC = color.new(#3c78d8, 0)
color C_CROSSOVER = color.new(color.blue, 0)
color C_CROSSUNDER = color.new(color.red, 0)
// -- Type of Moving Averages
string SMA = "Simple"
string EMA = "Exponential"
string DEMA = "Double Exponential"
string TEMA = "Triple Exponential"
string WMA = "Weighted"
string SMMA = "Smoothed"
string LSMA = "Least Squares"
string HMA = "Hull"
string ALMA = "Arnaud Legoux"
string THEME_DEEP_PURPLE = "Deep Purple"
string THEME_BLUE_RED = "Blue and Red"
//------------------------------------------------------------------------------
// Functions
//------------------------------------------------------------------------------
f_color_histogram(value) =>
color _color = na
if value >= LEVEL_STRONG_5
_color := C_LEVEL_STRONG_5
else if value >= LEVEL_STRONG_4
if value > value[1]
_color := C_LEVEL_STRONG_5
else
_color := C_LEVEL_STRONG_4
else if value >= LEVEL_STRONG_3
if value > value[1]
_color := C_LEVEL_STRONG_4
else
_color := C_LEVEL_STRONG_3
else if value >= LEVEL_STRONG_2
if value > value[1]
_color := C_LEVEL_STRONG_3
else
_color := C_LEVEL_STRONG_2
else if value > 0
if value > value[1]
_color := C_LEVEL_STRONG_2
else
_color := C_LEVEL_STRONG_1
else if value <= LEVEL_WEAK_5
_color := C_LEVEL_WEAK_5
else if value <= LEVEL_WEAK_4
if value < value[1]
_color := C_LEVEL_WEAK_5
else
_color := C_LEVEL_WEAK_4
else if value <= LEVEL_WEAK_3
if value < value[1]
_color := C_LEVEL_WEAK_4
else
_color := C_LEVEL_WEAK_3
else if value <= LEVEL_WEAK_2
if value < value[1]
_color := C_LEVEL_WEAK_3
else
_color := C_LEVEL_WEAK_2
else
if value < value[1]
_color := C_LEVEL_WEAK_2
else
_color := C_LEVEL_WEAK_1
f_sma(_src, _len) =>
out = sma(_src, _len)
f_ema(_src, _len) =>
out = ema(_src, _len)
f_dema(_src, _len) =>
e1 = ema(_src, _len)
e2 = ema(e1, _len)
out = 2 * e1 - e2
f_tema(_src, _len) =>
ema1 = ema(_src, _len)
ema2 = ema(ema1, _len)
ema3 = ema(ema2, _len)
out = 3 * (ema1 - ema2) + ema3
f_wma(_src, _len) =>
out = wma(_src, _len)
f_smma(_src, _len) =>
smma = 0.0
smma := na(smma[1]) ? sma(_src, _len) : (smma[1] * (_len - 1) + _src) / _len
f_lsma(_src, _len) =>
out = linreg(_src, _len, 0)
f_hullma(_src, _len) =>
out = wma(2*wma(_src, _len/2)-wma(_src, _len), floor(sqrt(_len)))
f_alma(_src, _len, _alma_offset, _alma_sigma) =>
out = alma(_src, _len, _alma_offset, _alma_sigma)
f_average(_type_ma, _src, _len, _alma_offset, _alma_sigma) =>
if _type_ma == SMA
f_sma(_src, _len)
else if _type_ma == EMA
f_ema(_src, _len)
else if _type_ma == DEMA
f_dema(_src, _len)
else if _type_ma == TEMA
f_tema(_src, _len)
else if _type_ma == WMA
f_wma(_src, _len)
else if _type_ma == SMMA
f_smma(_src, _len)
else if _type_ma == LSMA
f_lsma(_src, _len)
else if _type_ma == HMA
f_hullma(_src, _len)
else if _type_ma == ALMA
f_alma(_src, _len, _alma_offset, _alma_sigma)
//------------------------------------------------------------------------------
// Inputs
//------------------------------------------------------------------------------
src = input(title="Source", type=input.source, defval=close)
string G_GROUP_STOCH = "Calculation parameters"
periodK = input(14, title="%K Length", minval=1, group=G_GROUP_STOCH)
smoothK = input(1, title="%K Smoothing", minval=1, group=G_GROUP_STOCH)
smoothD = input(3, title="%D Smoothing", minval=1, group=G_GROUP_STOCH)
string G_GROUP_MA = "Moving Averages"
type_ma_k = input(SMA, "Moving Average Type for %K", options=[SMA, EMA, DEMA, TEMA, WMA, SMMA, LSMA, HMA, ALMA], group=G_GROUP_MA)
type_ma_d = input(SMA, "Moving Average Type for %D", options=[SMA, EMA, DEMA, TEMA, WMA, SMMA, LSMA, HMA, ALMA], group=G_GROUP_MA)
var string GROUP_ALMA = "Exclusive for Arnaud Legoux Moving Average (ALMA)"
alma_offset = input(title="Offset", type=input.float, defval=0.85, group=GROUP_ALMA, inline="04", tooltip="This offset is considered in the formula, not in the graphic! Offset is the Gaussian applied to the combo line and it is 0.85 by default. Setting offset at 1 makes it fully aligned to the current price just like the exponential moving average. While setting it to zero makes it just like a simple moving average. Traders may try offset combinations according to their own needs and preferences.")
alma_sigma = input(title="Sigma", type=input.float, defval=6, group=GROUP_ALMA, inline="04", tooltip="The standard deviation applied to the combo line. It makes the combo line sharper.")
string G_GROUP_LEVELS = "Levels"
obLevel = input(title="Overbought Level", type=input.integer, defval=80, group=G_GROUP_LEVELS)
osLevel = input(title="Oversold Level", type=input.integer, defval=20, group=G_GROUP_LEVELS)
maxLevel = input(title="Max Level", type=input.integer, defval=100, group=G_GROUP_LEVELS)
minLevel = input(title="Min Level", type=input.integer, defval=0, group=G_GROUP_LEVELS)
string G_EXTRAS = "Extras"
showHistogram = input(title="Show Histogram ?", type=input.bool, defval=false, group=G_EXTRAS)
highlightCrossovers = input(title="Highlight Indicator/Signal Crossovers ?", type=input.bool, defval=false, group=G_EXTRAS)
highlighBackground = input(title="Highlight background on Overbought/Oversold Signal ?", type=input.bool, defval=true, group=G_EXTRAS)
applyFilling = input(title="Apply Ribbon Filling ?", type=input.bool, defval=true, group=G_EXTRAS)
applyBarColors = input(title="Apply Bar Colors ?", type=input.bool, defval=false, group=G_EXTRAS)
theme = input(THEME_DEEP_PURPLE, "Theme", options=[THEME_DEEP_PURPLE, THEME_BLUE_RED], group=G_EXTRAS)
//------------------------------------------------------------------------------
// Calcs
//------------------------------------------------------------------------------
stoch_calc = stoch(src, high, low, periodK)
k_osc = f_average(type_ma_k, stoch_calc, smoothK, alma_offset, alma_sigma)
d_osc = f_average(type_ma_d, k_osc, smoothD, alma_offset, alma_sigma)
histogram = k_osc - d_osc
//------------------------------------------------------------------------------
// Dynamic Colors
//------------------------------------------------------------------------------
// -- Color's theme
C_LEVEL_STRONG_5 := (theme == THEME_BLUE_RED ? #0064bb : C_LEVEL_STRONG_5)
C_LEVEL_STRONG_4 := (theme == THEME_BLUE_RED ? #007ce9 : C_LEVEL_STRONG_4)
C_LEVEL_STRONG_3 := (theme == THEME_BLUE_RED ? #1893ff : C_LEVEL_STRONG_3)
C_LEVEL_STRONG_2 := (theme == THEME_BLUE_RED ? #46a9ff : C_LEVEL_STRONG_2)
C_LEVEL_STRONG_1 := (theme == THEME_BLUE_RED ? #75beff : C_LEVEL_STRONG_1)
C_LEVEL_WEAK_5 := (theme == THEME_BLUE_RED ? #8e1031 : C_LEVEL_WEAK_5)
C_LEVEL_WEAK_4 := (theme == THEME_BLUE_RED ? #be1642 : C_LEVEL_WEAK_4)
C_LEVEL_WEAK_3 := (theme == THEME_BLUE_RED ? #e62356 : C_LEVEL_WEAK_3)
C_LEVEL_WEAK_2 := (theme == THEME_BLUE_RED ? #eb527a : C_LEVEL_WEAK_2)
C_LEVEL_WEAK_1 := (theme == THEME_BLUE_RED ? #f1829f : C_LEVEL_WEAK_1)
C_OVERSOLD_AREA := (theme == THEME_BLUE_RED ? color.new(color.red, 70) : C_OVERSOLD_AREA)
C_OVERBOUGHT_AREA := (theme == THEME_BLUE_RED ? color.new(color.blue, 70) : C_OVERBOUGHT_AREA)
C_OVERSOLD_SIGNAL := (theme == THEME_BLUE_RED ? color.new(color.red, 70) : C_OVERSOLD_SIGNAL)
C_OVERBOUGHT_SIGNAL := (theme == THEME_BLUE_RED ? color.new(color.blue, 70) : C_OVERBOUGHT_SIGNAL)
C_TREND_BEAR := (theme == THEME_BLUE_RED ? color.new(color.red, 30) : C_TREND_BEAR)
C_TREND_BULL := (theme == THEME_BLUE_RED ? color.new(color.blue, 30) : C_TREND_BULL)
// -- Indicator and oscilator
histColor = f_color_histogram(histogram)
trendColor = k_osc > d_osc ? C_TREND_BULL : C_TREND_BEAR
kColor = applyFilling ? trendColor : C_K_OSC
dColor = applyFilling ? trendColor : C_D_OSC
//------------------------------------------------------------------------------
// Levels
//------------------------------------------------------------------------------
// -- Max\Overbought
obLevelLine = hline(obLevel, title="Overbought Level", linestyle=hline.style_dashed, color=C_TRANSPARENT)
obLevelPlot = plot(obLevel, title="Overbought Level", style=plot.style_line, color=C_TRANSPARENT)
maxLevelLine = hline(maxLevel, title="Max Level", linestyle=hline.style_dashed, color=C_TRANSPARENT)
maxLevelPlot = plot(maxLevel, title="Max Level", style=plot.style_line, color=C_TRANSPARENT)
hline(50, title="Zero Level", linestyle=hline.style_dotted, color=color.new(color.gray, 50))
// -- Min\Oversold
osLevelLine = hline(osLevel, title="Oversold Level", linestyle=hline.style_dashed, color=C_TRANSPARENT)
osLevelPlot = plot(osLevel, title="Oversold Level", style=plot.style_line, color=C_TRANSPARENT)
minLevelLine = hline(minLevel, title="Min Level", linestyle=hline.style_dashed, color=C_TRANSPARENT)
minLevelPlot = plot(minLevel, title="Min Level", style=plot.style_line, color=C_TRANSPARENT)
// -- Fills
fill(obLevelPlot, maxLevelPlot, color=C_TRANSPARENT)
fill(obLevelLine, maxLevelLine, color=C_OVERBOUGHT_AREA)
fill(osLevelPlot, minLevelPlot, color=C_TRANSPARENT)
fill(osLevelLine, minLevelLine, color=C_OVERSOLD_AREA)
//------------------------------------------------------------------------------
// Plots
//------------------------------------------------------------------------------
plot(showHistogram ? histogram : na, title="Histogram", style=plot.style_columns, color=histColor)
kPlot = plot(k_osc, title="STOCH (%K)", color=kColor)
dPlot = plot(d_osc, title="Signal (%D)", color=dColor)
//-- Apply filling background between SMI and Signal line's
fillColor = applyFilling ? trendColor : C_TRANSPARENT
fill(kPlot, dPlot, color=fillColor)
// -- Crossover
plotshape(highlightCrossovers and crossover(k_osc, d_osc) ? k_osc : na, title="Crossover", location=location.absolute, style=shape.circle, size=size.tiny, color=C_CROSSOVER)
plotshape(highlightCrossovers and crossunder(k_osc, d_osc) ? d_osc : na, title="Crossunder", location=location.absolute, style=shape.circle, size=size.tiny, color=C_CROSSUNDER)
// -- Highlight Oversold signal region
fill(dPlot, obLevelPlot, color=(highlighBackground and d_osc > obLevel ? C_OVERBOUGHT_SIGNAL : na) )
fill(dPlot, osLevelPlot, color=(highlighBackground and d_osc < osLevel ? C_OVERSOLD_SIGNAL : na) )
//------------------------------------------------------------------------------
// Bar colors
//------------------------------------------------------------------------------
barcolor( applyBarColors ? histColor : na )