Please Convert Swing Breakout Sequence to PRORTime

• 02/27/2025 at 9:44 AM #244403
  yas

  // 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(‘Swing Breakout Sequence [LuxAlgo]’, ‘LuxAlgo – Swing Breakout Sequence’, overlay = true, max_lines_count = 500, max_labels_count = 500, max_polylines_count = 100, max_boxes_count = 500)
  //———————————————————————————————————————}
  //CONSTANTS & STRINGS & INPUTS
  //———————————————————————————————————————{
  BULLISH_LEG = 1
  BEARISH_LEG = 0

  HIGH = 1
  LOW = 0

  GREEN = #089981
  RED = #F23645
  GRAY = color.gray
  BULLISH_BOX_COLOR = color.new(GREEN,90)
  BEARISH_BOX_COLOR = color.new(RED,90)

  DOUBLE_GROUP = ‘DETECTION’
  STYLE_GROUP = ‘STYLE’

  pivotLengthTooltip = ‘Number of candles to confirm a swing high or swing low. A higher number detects larger swings.’
  internalLengthTooltip = ‘Number of candles to confirm a internal high or internal low. A lower number detects smaller swings. It must be the same size or smaller than the swing length.’
  point4Beyond2Tooltip = ‘It only detects sequences where Point 4 is beyond Point 2.’
  detectPoint5Tooltip = ‘Enable/disable Point 5 detection.’
  strictThresholdTooltip = ‘Enable/Disable double top/bottom detection at Point 5 within a given threshold. A bigger value detects more sequences.’
  showPathTooltip = ‘Enable/disable a line between sequence points.’
  bearishBoxColorTooltip = ‘Enable/disable colored boxes for each sequence.’
  showLinesTooltip = ‘Enable/disable horizontal lines from each point of the sequence.’
  autoColorTooltip = ‘Define the color or enable/disable auto color.’

  pivotLengthInput = input.int( 5, ‘Swing Length’, group = ”, tooltip = pivotLengthTooltip, minval = 2)
  internalLengthInput = input.int( 2, ‘Internal Length’, group = ”, tooltip = internalLengthTooltip, minval = 2)
  point4Beyond2Input = input.bool( false, ‘Point 4 Beyond Point 2’, group = DOUBLE_GROUP, tooltip = point4Beyond2Tooltip)
  detectPoint5Input = input.bool( true, ‘Show Point 5’, group = DOUBLE_GROUP, tooltip = detectPoint5Tooltip)
  strictModeInput = input.bool( true, ‘Require Equal H/L at Point 5’, group = DOUBLE_GROUP, tooltip = ”, inline = ‘strict’)
  strictThresholdInput = input.float( 0.50, ”, group = DOUBLE_GROUP, tooltip = strictThresholdTooltip, inline = ‘strict’, step = 0.05) * ta.atr(200)
  showPathInput = input.bool( false, ‘Show Sequence Path’, group = STYLE_GROUP, tooltip = showPathTooltip)
  showBoxInput = input.bool( true, ‘Show Boxes’, group = STYLE_GROUP, tooltip = ”, inline = ‘box’)
  bullishBoxColorInput = input.color( BULLISH_BOX_COLOR, ”, group = STYLE_GROUP, tooltip = ”, inline = ‘box’)
  bearishBoxColorInput = input.color( BEARISH_BOX_COLOR, ”, group = STYLE_GROUP, tooltip = bearishBoxColorTooltip, inline = ‘box’)
  showLinesInput = input.bool( true, ‘Show Lines’, group = STYLE_GROUP, tooltip = showLinesTooltip)
  defaultColorInput = input.color( GRAY, ‘Default Color’, group = STYLE_GROUP, tooltip = ”, inline = ‘color’)
  autoColorInput = input.bool( true, ‘Auto’, group = STYLE_GROUP, tooltip = autoColorTooltip, inline = ‘color’)

  //———————————————————————————————————————}
  //DATA STRUCTURES & VARIABLES
  //———————————————————————————————————————{
  // @type Storage UDT for pivot points
  // @field barTime Time index of the privot point
  // @field barIndex Bar index of the privot point
  // @field priceLevel Price level of the pivot point
  // @field leg Bullish or bearish bias (1 or 0)
  type swingPoint
  int barTime
  int barIndex
  float priceLevel
  int swing

  // @type Storage UDT for sequences
  // @field points storage array for chart.point
  type sbs
  array<chart.point> points

  // @variable storage array for sbs UDTs
  var array<sbs> sequences = array.new<sbs>()
  // @variable storage array for swingPoint UDTs
  var array<swingPoint> swingPoints = array.new<swingPoint>()
  // @variable storage array for swingPoint UDTs
  var array<swingPoint> internalPoints = array.new<swingPoint>()

  // @variable current leg bullish or bearish bias (1 or 0)
  int currentLeg = na
  // @variable true if there is a new pivot
  bool newPivot = na
  // @variable true if there is a new pivot low
  bool pivotLow = na
  // @variable true if there is a new pivot high
  bool pivotHigh = na

  // @variable current internal leg bullish or bearish bias (1 or 0)
  int internalLeg = na
  // @variable true if there is a new internal pivot
  bool newInternalPivot = na
  // @variable true if there is a new internal pivot low
  bool internalLow = na
  // @variable true if there is a new internal pivot high
  bool internalHigh = na

  // @variable last swing bar index
  var int legIndex = bar_index
  // @variable last swing high
  var float legHigh = high
  // @variable last swing low
  var float legLow = low
  // @variable last swing bar time
  var int legTime = time

  // @variable last internal bar index
  var int internalLegIndex = bar_index
  // @variable last internal high
  var float internalLegHigh = high
  // @variable last internal low
  var float internalLegLow = low
  // @variable last internal bar time
  var int internalLegTime = time

  //———————————————————————————————————————}
  //USER-DEFINED FUNCTIONS
  //———————————————————————————————————————{
  // @function Get the value of the current leg, it can be 0 (bearish) or 1 (bullish)
  // @returns int
  leg(int length) =>
  var leg = 0
  newLegHigh = high == ta.highest( length)
  newLegLow = low == ta.lowest( length)

  if newLegHigh
  leg := BULLISH_LEG
  else if newLegLow
  leg := BEARISH_LEG
  leg

  // @function Identify whether the current value is the start of a new leg (swing)
  // @param leg (int) Current leg value
  // @returns bool
  startOfNewLeg(int leg) => ta.change(leg) != 0

  // @function Identify whether the current level is the start of a new bearish leg (swing)
  // @param leg (int) Current leg value
  // @returns bool
  startOfBearishLeg(int leg) => ta.change(leg) == -1

  // @function Identify whether the current level is the start of a new bullish leg (swing)
  // @param leg (int) Current leg value
  // @returns bool
  startOfBullishLeg(int leg) => ta.change(leg) == +1

  // @function Parses swingPoint to chart.point
  // @param point swingPoint to parse
  // @returns chart.point ID
  chartPoint(swingPoint point) => chart.point.new(point.barTime, point.barIndex, point.priceLevel)

  // @function True if point price is between top and bottom prices
  // @param point swingPoint to check
  // @param top top swingPoint
  // @param bottom bottom swingPoint
  // @returns bool
  inside(swingPoint point, swingPoint top, swingPoint bottom) => point.priceLevel <= top.priceLevel and point.priceLevel >= bottom.priceLevel

  // @function True if point price is between top and bottom prices
  // @param point swingPoint to check
  // @param top top price
  // @param bottom bottom price
  // @returns bool
  insideLevel(swingPoint point, float top, float bottom) => point.priceLevel <= top and point.priceLevel >= bottom

  // @function Detects and returns a swingPoint after point4 with similar price within top and bottom swingPoints
  // @param point4 swingPoint to check
  // @param top top swingPoint
  // @param bottom bottom swingPoint
  // @returns swingPoint ID
  doubleTopBottom(swingPoint point4,swingPoint top,swingPoint bottom) =>
  swingPoint point5 = na
  for eachPoint in internalPoints
  if eachPoint.barIndex > point4.barIndex and eachPoint.swing == point4.swing and (strictModeInput ? insideLevel(eachPoint,point4.priceLevel+strictThresholdInput,point4.priceLevel-strictThresholdInput) : inside(eachPoint,top,bottom))
  point5 := eachPoint
  break
  point5

  // @function Draws last detected SBS
  // @returns void
  plotLastSBS() =>
  color defaultColor = autoColorInput ? chart.fg_color : defaultColorInput
  int concurrentSequences = 0
  string textFix = ”
  sbs lastSBS = sequences.last()
  bool bullishSequence = lastSBS.points.first().price > lastSBS.points.get(1).price

  for [index,eachSBS] in sequences
  if index >= 1
  if eachSBS.points.first().index < sequences.get(index – 1).points.last().index
  concurrentSequences += 1
  else
  concurrentSequences := 0

  if concurrentSequences > 0
  baseString = str.tostring(array.new<string>(concurrentSequences,’\n’))
  textFix := str.replace_all(str.substring(baseString,1,str.length(baseString)-1),’, ‘,”)

  if showBoxInput
  color boxColor = bullishSequence ? BULLISH_BOX_COLOR : BEARISH_BOX_COLOR
  float top = bullishSequence ? lastSBS.points.first().price : lastSBS.points.get(1).price
  float bottom = bullishSequence ? lastSBS.points.get(1).price : lastSBS.points.first().price

  box.new(lastSBS.points.first().time,top,lastSBS.points.last().time,bottom,xloc = xloc.bar_time,bgcolor = boxColor,border_width = 0)

  if showPathInput
  polyline.new(lastSBS.points, false, false, xloc.bar_time, color.new(defaultColor,50), line_style = line.style_solid, line_width = 2)

  if showLinesInput
  line.new(lastSBS.points.first().time,lastSBS.points.first().price,lastSBS.points.get(2).time,lastSBS.points.first().price,xloc.bar_time,color = defaultColor,style = line.style_dotted)
  line.new(lastSBS.points.get(1).time,lastSBS.points.get(1).price,lastSBS.points.last().time,lastSBS.points.get(1).price,xloc.bar_time,color = defaultColor,style = line.style_dotted)
  line.new(lastSBS.points.get(2).time,lastSBS.points.get(2).price,lastSBS.points.last().time,lastSBS.points.get(2).price,xloc.bar_time,color = defaultColor,style = line.style_dotted)
  line.new(lastSBS.points.get(3).time,lastSBS.points.get(3).price,lastSBS.points.last().time,lastSBS.points.get(3).price,xloc.bar_time,color = defaultColor,style = line.style_dotted)
  line.new(lastSBS.points.get(4).time,lastSBS.points.get(4).price,lastSBS.points.last().time,lastSBS.points.get(4).price,xloc.bar_time,color = defaultColor,style = line.style_dotted)

  if detectPoint5Input
  line.new(lastSBS.points.get(5).time,lastSBS.points.get(5).price,lastSBS.points.last().time,lastSBS.points.get(5).price,xloc.bar_time,color = defaultColor,style = line.style_dotted)

  label.new(lastSBS.points.first(),bullishSequence ? ‘Swing High’ + textFix : textFix + ‘Swing Low’,xloc.bar_time,color = color(na),style = bullishSequence ? label.style_label_down : label.style_label_up,textcolor = defaultColor)
  label.new(lastSBS.points.get(1),bullishSequence ? textFix + ‘Swing Low’ : ‘Swing High’ + textFix,xloc.bar_time,color = color(na),style = bullishSequence ? label.style_label_up : label.style_label_down,textcolor = defaultColor)
  label.new(lastSBS.points.get(2),bullishSequence ? ‘1’ + textFix : textFix + ‘1’,xloc.bar_time,color = color(na),style = bullishSequence ? label.style_label_down : label.style_label_up,textcolor = defaultColor)
  label.new(lastSBS.points.get(3),bullishSequence ? textFix + ‘2’ : ‘2’ + textFix,xloc.bar_time,color = color(na),style = bullishSequence ? label.style_label_up : label.style_label_down,textcolor = defaultColor)
  label.new(lastSBS.points.get(4),bullishSequence ? ‘3’ + textFix : textFix + ‘3’,xloc.bar_time,color = color(na),style = bullishSequence ? label.style_label_down : label.style_label_up,textcolor = defaultColor)
  label.new(lastSBS.points.get(5),bullishSequence ? textFix + ‘4’ : ‘4’ + textFix,xloc.bar_time,color = color(na),style = bullishSequence ? label.style_label_up : label.style_label_down,textcolor = defaultColor)

  if detectPoint5Input
  label.new(lastSBS.points.last(),bullishSequence ? textFix + ‘5’ : ‘5’ + textFix,xloc.bar_time,color = color(na),style = bullishSequence ? label.style_label_up : label.style_label_down,textcolor = defaultColor)

  // @function Finds and plots sequences with internal swing detector
  // @returns void
  gatherInternalSBS() =>
  size = array.size(swingPoints)

  if size >= 6
  A = array.get(swingPoints, size – 6)
  B = array.get(swingPoints, size – 5)
  point1 = array.get(swingPoints, size – 4)
  point2 = array.get(swingPoints, size – 3)
  point3 = array.get(swingPoints, size – 2)
  point4 = array.get(swingPoints, size – 1)

  swingPoint doubleTopPoint = na
  swingPoint doubleBottomPoint = na

  if detectPoint5Input
  doubleTopPoint := doubleTopBottom(point4,B,A)
  doubleBottomPoint := doubleTopBottom(point4,A,B)

  bearishSBS = point1.swing == LOW and inside(point1,A,point3) and inside(point2,B,A) and (point4Beyond2Input ? inside(point4,B,point2) : inside(point4,B,A)) and (detectPoint5Input ? not na(doubleTopPoint) : true)
  bullishSBS = point1.swing == HIGH and inside(point1,point3,A) and inside(point2,A,B) and (point4Beyond2Input ? inside(point4,point2,B) : inside(point4,A,B)) and (detectPoint5Input ? not na(doubleBottomPoint) : true)

  if bullishSBS or bearishSBS
  bool addSequence = false

  if sequences.size() == 0
  addSequence := true
  else if sequences.last().points.first().time < A.barTime
  addSequence := true

  if addSequence
  sequences.push(sbs.new(array.from(chartPoint(A),chartPoint(B),chartPoint(point1),chartPoint(point2),chartPoint(point3),chartPoint(point4))))

  if detectPoint5Input
  sequences.last().points.push(chartPoint(bullishSBS ? doubleBottomPoint : doubleTopPoint))

  plotLastSBS()

  // @function Finds and plots sequences with swing detector
  // @returns void
  gatherSwingSBS() =>
  size = array.size(swingPoints)

  if size >= 8
  A = array.get(swingPoints, size – 8)
  B = array.get(swingPoints, size – 7)
  point1 = array.get(swingPoints, size – 6)
  point2 = array.get(swingPoints, size – 5)
  point3 = array.get(swingPoints, size – 4)
  point4 = array.get(swingPoints, size – 3)
  point5 = array.get(swingPoints, size – 2)
  point6 = array.get(swingPoints, size – 1)

  bearishSBS = point1.swing == LOW and inside(point1,A,point3) and inside(point2,B,A) and (point4Beyond2Input ? inside(point4,B,point2) : inside(point4,B,A)) and (detectPoint5Input ? (strictModeInput ? insideLevel(point6,point4.priceLevel+strictThresholdInput,point4.priceLevel-strictThresholdInput) : inside(point6,B,A)) : true)
  bullishSBS = point1.swing == HIGH and inside(point1,point3,A) and inside(point2,A,B) and (point4Beyond2Input ? inside(point4,point2,B) : inside(point4,A,B)) and (detectPoint5Input ? (strictModeInput ? insideLevel(point6,point4.priceLevel+strictThresholdInput,point4.priceLevel-strictThresholdInput) : inside(point6,A,B)) : true)

  if bullishSBS or bearishSBS
  bool addSequence = false

  if sequences.size() == 0
  addSequence := true
  else if sequences.last().points.first().time < A.barTime
  addSequence := true

  if addSequence
  sequences.push(sbs.new(array.from(chartPoint(A),chartPoint(B),chartPoint(point1),chartPoint(point2),chartPoint(point3),chartPoint(point4))))

  if detectPoint5Input
  sequences.last().points.push(chartPoint(point6))

  plotLastSBS()

  // @function Add a swingPoint point to an array points with a provided max number of elements
  // @param point swingPoint to add
  // @param points array of swingPoint
  // @param size max size of array
  // @returns void
  addPoint(swingPoint point, array<swingPoint> points, int size) =>
  if points.size() >= size
  points.shift()

  points.push(point)

  //———————————————————————————————————————}
  //MUTABLE VARIABLES & EXECUTION
  //———————————————————————————————————————{
  currentLeg := leg(pivotLengthInput)
  newPivot := startOfNewLeg(currentLeg)
  pivotLow := startOfBullishLeg(currentLeg)
  pivotHigh := startOfBearishLeg(currentLeg)

  internalLeg := leg(internalLengthInput)
  newInternalPivot := startOfNewLeg(internalLeg)
  internalLow := startOfBullishLeg(internalLeg)
  internalHigh := startOfBearishLeg(internalLeg)

  // we execute the logic only once per bar close
  if barstate.isconfirmed

  // if there is a new swing point execute the logic
  if newInternalPivot
  priceLevel = internalLegHigh
  legBias = HIGH

  // if the new swing point is a pivot low change the values
  if internalLow
  priceLevel := internalLegLow
  legBias := LOW

  // we store the new swing point
  addPoint(swingPoint.new(internalLegTime,internalLegIndex,priceLevel,legBias),internalPoints,pivotLengthInput)

  // we check and plot new sequence
  gatherInternalSBS()

  // we update the current leg values: high, low, index and time
  internalLegHigh := internalLow ? high : math.max(high,internalLegHigh)
  internalLegLow := internalHigh ? low : math.min(low, internalLegLow)
  internalLegIndex := (internalLeg == BULLISH_LEG and internalLegHigh == high) or (internalLeg == BEARISH_LEG and internalLegLow == low) ? bar_index : internalLegIndex
  internalLegTime := (internalLeg == BULLISH_LEG and internalLegHigh == high) or (internalLeg == BEARISH_LEG and internalLegLow == low) ? time : internalLegTime

  // if there is a new swing point execute the logic
  if newPivot
  priceLevel = legHigh
  legBias = HIGH

  // if the new swing point is a pivot low change the values
  if pivotLow
  priceLevel := legLow
  legBias := LOW

  // we store the new swing point
  addPoint(swingPoint.new(legTime,legIndex,priceLevel,legBias),swingPoints,8)

  // we check and plot new sequence
  gatherSwingSBS()

  // we update the current leg values: high, low, index and time
  legHigh := pivotLow ? high : math.max(high,legHigh)
  legLow := pivotHigh ? low : math.min(low, legLow)
  legIndex := (currentLeg == BULLISH_LEG and legHigh == high) or (currentLeg == BEARISH_LEG and legLow == low) ? bar_index : legIndex
  legTime := (currentLeg == BULLISH_LEG and legHigh == high) or (currentLeg == BEARISH_LEG and legLow == low) ? time : legTime

  //———————————————————————————————————————}

  

  yas

  Participant

  Topics: 17

  Replies: 39

  Been thanked: 0 times
  03/11/2025 at 11:12 AM #244828
  yas

  hi any update on this please

  

  yas

  Participant

  Topics: 17

  Replies: 39

  Been thanked: 0 times
  03/12/2025 at 11:30 AM #244865
  Iván

  Bonjour. Ce n'est pas une traduction facile. J'ai besoin de temps libre pour le faire.

  

  Iván

  Moderator

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  Replies: 1283

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