Traduction Premium/discount zone

This topic has 3 replies, 2 voices, and was last updated 4 hours ago by Iván.

Viewing 4 posts - 1 through 4 (of 4 total)

11/06/2024 at 11:46 AM #240028

Sofitech

Bonjour à tous et principalement à Nicolas et Ivan qui font un superbe travail sur ce site.
Je voudrais traduire un code que je trouve très intéressant sur Tradingview. Je pense que ce serait un indicateur très utile à tous sur le site.
Cet indicateur permet d’identifier des zones discount et premium + des macro zones plus long terme.
Le détail du code est expliqué dans ce lien :

Ci-dessous le code en version pinescript :

// This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International
// © BigBeluga

//@version=5
indicator("Premium & Discount Delta Volume [BigBeluga]", 
             overlay = true, max_lines_count = 2, max_boxes_count = 3)

// INPUTS --------------------------------------------------------------------------------------------------------------
// @variable: Toggle to show Support and Resistance levels
bool showSR      = input.bool(true, "", inline = "0")
// @variable: Lookback period for calculating Support and Resistance
int  srPeriod    = input.int(50, "Premium & Discount Lookback Period", minval = 10, step = 10, inline = "0", 
                         tooltip = "Lookback period for Premium & Discount Levels with Delta Volume")
// @variable: Toggle to show macro High and Low levels
bool showMacro   = input.bool(true, "", inline = "1")
// @variable: Lookback period for calculating macro Highs and Lows
int  macroPeriod = input.int(200, "Macro Lookback Period", minval = 10, step = 10, inline = "1", 
                             tooltip = "Lookback period for Macro Highs/Lows and Delta Volume")
// Color variables for trends
color upColor       = input.color(#79c1f1, "Discount", inline = "col", group = "Color")
color downColor     =  input.color(#f19579, "Premium", inline = "col", group = "Color")

// ARRAYS FOR STORING DATA ---------------------------------------------------------------------------------------------
// Arrays to store high/low data for S/R levels
var float[] srHighs     = array.new_float(srPeriod, 0.)
var float[] srLows      = array.new_float(srPeriod, 0.)
// Arrays to store high/low data for Macro levels
var float[] macroHighs  = array.new_float(macroPeriod, 0.)
var float[] macroLows   = array.new_float(macroPeriod, 0.)
// Arrays to store delta volume data
var float[] posVolSR    = array.new_float(srPeriod, 0.)
var float[] negVolSR    = array.new_float(srPeriod, 0.)
var float[] posVolMacro = array.new_float(macroPeriod, 0.)
var float[] negVolMacro = array.new_float(macroPeriod, 0.)

// VARIABLES FOR DELTA VOLUME CALCULATIONS -----------------------------------------------------------------------------
// Variables to store delta volume percentages for S/R and Macro periods
var float deltaVolSR    = na
var float deltaVolMacro = na

// VARIABLES FOR BOX DRAWING --------------------------------------------------------------------------------------------
// Variables for box indices for both S/R and Macro periods
int srStartIdx      = bar_index - srPeriod
int srEndIdx        = bar_index + 50
int macroStartIdx   = bar_index - macroPeriod
int macroEndIdx     = bar_index + 70

// Variables for box drawing
var box srUpperBox      = na
var box srLowerBox      = na
var box macroUpperBox   = na
var box macroLowerBox   = na
var box midBox          = na


// ATR for box scaling
float atrValue = ta.atr(200)*0.8

// VOLUME DELTA CALCULATIONS -------------------------------------------------------------------------------------------
// @description: Calculate the delta volume for Macro period
if barstate.islast and showMacro
    for int i = 0 to macroPeriod - 1
        array.push(macroHighs, high[i])
        array.push(macroLows, low[i])
        // Store positive and negative volume based on candle direction
        if close[i] > open[i]
            posVolMacro.set(i, volume[i])
        if close[i] < open[i]
            negVolMacro.set(i, -volume[i])
    // Calculate Macro Delta Volume
    deltaVolMacro := (negVolMacro.avg() / posVolMacro.avg() + 1) * 100
    deltaVolMacro := math.min(math.max(deltaVolMacro, -100), 100)  // Cap delta volume between -100 and 100

// Calculate the delta volume for S/R period
if barstate.islast and showSR
    for int i = 0 to srPeriod - 1
        array.push(srHighs, high[i])
        array.push(srLows, low[i])
        // Store positive and negative volume based on candle direction
        if close[i] > open[i]
            posVolSR.set(i, volume[i])
        if close[i] < open[i]
            negVolSR.set(i, -volume[i])
    // Calculate S/R Delta Volume
    deltaVolSR := (negVolSR.avg() / posVolSR.avg() + 1) * 100
    deltaVolSR := math.min(math.max(deltaVolSR, -100), 100)  // Cap delta volume between -100 and 100

// BOX HANDLING AND UPDATING -------------------------------------------------------------------------------------------
// Update and manage boxes based on crossover conditions
if ta.crossover(low, srUpperBox.get_top()) or ta.crossunder(high, srLowerBox.get_bottom()) or bar_index % 100 == 0
    // Set new bounds for S/R and Macro boxes
    srUpperBox.set_top(srHighs.max() + atrValue)
    srUpperBox.set_bottom(srHighs.min())
    srLowerBox.set_top(srLows.min())
    srLowerBox.set_bottom(srLows.min() - atrValue)
    
    macroUpperBox.set_top(macroHighs.max() + atrValue)
    macroUpperBox.set_bottom(macroHighs.min())
    macroLowerBox.set_top(macroLows.min())
    macroLowerBox.set_bottom(macroLows.min() - atrValue)
    
    // Delete previous boxes
    box.delete(srUpperBox[1])
    box.delete(srLowerBox[1])
    box.delete(macroUpperBox[1])
    box.delete(macroLowerBox[1])

// DRAW AND UPDATE BOXES ------------------------------------------------------------------------------------------------
// Draw and update lower box if not initialized for S/R period
if na(srLowerBox) and barstate.islast and showSR
    srLowerBox := box.new(srStartIdx, srLows.min(), srEndIdx, srLows.min() - atrValue, 
                          upColor, 1, 
                          bgcolor   = color.new(upColor, 100), 
                          text      = "DISCOUNT: " + str.tostring(posVolSR.sum(), format.volume), 
                          text_size = size.small, 
                          text_color= chart.fg_color, force_overlay = true)
else
    srLowerBox.set_text("DISCOUNT: " + str.tostring(posVolSR.sum(), format.volume))
    box.set_left(srLowerBox, srStartIdx)
    box.set_right(srLowerBox, srEndIdx)
    array.clear(srLows)

// Draw and update upper box if not initialized for S/R period
if na(srUpperBox) and barstate.islast and showSR
    srUpperBox := box.new(srStartIdx, srHighs.max() + atrValue, srEndIdx, srHighs.max(), 
                          downColor, 1, 
                          bgcolor   = color.new(downColor, 100), 
                          text      = "PREMIUM: " + str.tostring(negVolSR.sum(), format.volume), 
                          text_size = size.small, 
                          text_color= chart.fg_color, force_overlay = true)
else
    srUpperBox.set_text("PREMIUM: " + str.tostring(negVolSR.sum(), format.volume))
    box.set_left(srUpperBox, srStartIdx)
    box.set_right(srUpperBox, srEndIdx)
    array.clear(srHighs)

// DRAW BOXES FOR MACRO PERIOD ------------------------------------------------------------------------------------------
// Draw and update upper box for Macro period
if na(macroUpperBox) and barstate.islast and showMacro
    macroUpperBox := box.new(
                             macroStartIdx, macroHighs.max() + atrValue, macroEndIdx, macroHighs.max(), 
                             downColor, 0, 
                             bgcolor    = color.new(downColor, 60), 
                             text       = str.tostring(negVolMacro.sum(), format.volume), 
                             text_size  = size.small, 
                             text_color = chart.fg_color,
                             text_halign= showSR ? text.align_right : text.align_center
                             )
else
    macroUpperBox.set_text(str.tostring(negVolMacro.sum(), format.volume))
    box.set_left(macroUpperBox, macroStartIdx)
    box.set_right(macroUpperBox, macroEndIdx)
    array.clear(macroHighs)

// Draw and update lower box for Macro period
if na(macroLowerBox) and barstate.islast and showMacro
    macroLowerBox := box.new(
                             macroStartIdx, macroLows.min(), macroEndIdx, macroLows.min() - atrValue, 
                             upColor, 0, 
                             bgcolor    = color.new(upColor, 60), 
                             text       = str.tostring(posVolMacro.sum(), format.volume), 
                             text_size  = size.small, 
                             text_color = chart.fg_color,
                             text_halign= showSR ? text.align_right : text.align_center
                             )
else                        
    macroLowerBox.set_text(str.tostring(posVolMacro.sum(), format.volume))
    box.set_left(macroLowerBox, macroStartIdx)
    box.set_right(macroLowerBox, macroEndIdx)
    array.clear(macroLows)

// ADDITIONAL PLOTTING --------------------------------------------------------------------------------------------------
// Draw line for equilibrium and box for delta volume display
if barstate.islast and showSR
    float mid = math.avg(srLowerBox.get_top(), srUpperBox.get_bottom())
    line.delete(line.new(srStartIdx, mid, srEndIdx, mid, color=chart.fg_color, style=line.style_dashed)[1])

    midBox := box.new(srStartIdx, srUpperBox.get_bottom(), srEndIdx, srLowerBox.get_top(), 
                      na, 0, 
                      bgcolor       = color.new(deltaVolSR > 0 ? upColor : downColor, 93), 
                      text          = "Delta Volume\n" + str.tostring(deltaVolSR, format.percent), 
                      text_size     = size.normal, text_color=deltaVolSR > 0 ? upColor : downColor, 
                      text_halign   = text.align_right, text_valign=text.align_bottom)

    box.delete(midBox[1])

// If only macro levels are shown, handle box and line drawing
if not showSR and showMacro and barstate.islast
    float midMacro = math.avg(macroLowerBox.get_top(), macroUpperBox.get_bottom())
    line.delete(line.new(macroStartIdx, midMacro, macroEndIdx, midMacro,
                         color=chart.fg_color, style=line.style_dashed)[1])

// Display Macro Delta Volume as a table
if showMacro and barstate.islast
    var table deltaTable = table.new(position.top_right, 5, 5)
    table.cell(deltaTable, 0, 0, 
               text         = "Macro\n Delta Volume:\n" + str.tostring(deltaVolMacro, format.percent), 
               text_color   = deltaVolMacro > 0 ? upColor : downColor, 
               text_size    = size.large)

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// This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International

// © BigBeluga

//@version=5

indicator("Premium & Discount Delta Volume [BigBeluga]",

overlay = true, max_lines_count = 2, max_boxes_count = 3)

// INPUTS --------------------------------------------------------------------------------------------------------------

// @variable: Toggle to show Support and Resistance levels

bool showSR = input.bool(true, "", inline = "0")

// @variable: Lookback period for calculating Support and Resistance

int srPeriod = input.int(50, "Premium & Discount Lookback Period", minval = 10, step = 10, inline = "0",

tooltip = "Lookback period for Premium & Discount Levels with Delta Volume")

// @variable: Toggle to show macro High and Low levels

bool showMacro = input.bool(true, "", inline = "1")

// @variable: Lookback period for calculating macro Highs and Lows

int macroPeriod = input.int(200, "Macro Lookback Period", minval = 10, step = 10, inline = "1",

tooltip = "Lookback period for Macro Highs/Lows and Delta Volume")

// Color variables for trends

color upColor = input.color(#79c1f1, "Discount", inline = "col", group = "Color")

color downColor = input.color(#f19579, "Premium", inline = "col", group = "Color")

// ARRAYS FOR STORING DATA ---------------------------------------------------------------------------------------------

// Arrays to store high/low data for S/R levels

var float[] srHighs = array.new_float(srPeriod, 0.)

var float[] srLows = array.new_float(srPeriod, 0.)

// Arrays to store high/low data for Macro levels

var float[] macroHighs = array.new_float(macroPeriod, 0.)

var float[] macroLows = array.new_float(macroPeriod, 0.)

// Arrays to store delta volume data

var float[] posVolSR = array.new_float(srPeriod, 0.)

var float[] negVolSR = array.new_float(srPeriod, 0.)

var float[] posVolMacro = array.new_float(macroPeriod, 0.)

var float[] negVolMacro = array.new_float(macroPeriod, 0.)

// VARIABLES FOR DELTA VOLUME CALCULATIONS -----------------------------------------------------------------------------

// Variables to store delta volume percentages for S/R and Macro periods

var float deltaVolSR = na

var float deltaVolMacro = na

// VARIABLES FOR BOX DRAWING --------------------------------------------------------------------------------------------

// Variables for box indices for both S/R and Macro periods

int srStartIdx = bar_index - srPeriod

int srEndIdx = bar_index + 50

int macroStartIdx = bar_index - macroPeriod

int macroEndIdx = bar_index + 70

// Variables for box drawing

var box srUpperBox = na

var box srLowerBox = na

var box macroUpperBox = na

var box macroLowerBox = na

var box midBox = na

// ATR for box scaling

float atrValue = ta.atr(200)*0.8

// VOLUME DELTA CALCULATIONS -------------------------------------------------------------------------------------------

// @description: Calculate the delta volume for Macro period

if barstate.islast and showMacro

for int i = 0 to macroPeriod - 1

array.push(macroHighs, high[i])

array.push(macroLows, low[i])

// Store positive and negative volume based on candle direction

if close[i] > open[i]

posVolMacro.set(i, volume[i])

if close[i] < open[i]

negVolMacro.set(i, -volume[i])

// Calculate Macro Delta Volume

deltaVolMacro := (negVolMacro.avg() / posVolMacro.avg() + 1) * 100

deltaVolMacro := math.min(math.max(deltaVolMacro, -100), 100) // Cap delta volume between -100 and 100

// Calculate the delta volume for S/R period

if barstate.islast and showSR

for int i = 0 to srPeriod - 1

array.push(srHighs, high[i])

array.push(srLows, low[i])

// Store positive and negative volume based on candle direction

if close[i] > open[i]

posVolSR.set(i, volume[i])

if close[i] < open[i]

negVolSR.set(i, -volume[i])

// Calculate S/R Delta Volume

deltaVolSR := (negVolSR.avg() / posVolSR.avg() + 1) * 100

deltaVolSR := math.min(math.max(deltaVolSR, -100), 100) // Cap delta volume between -100 and 100

// BOX HANDLING AND UPDATING -------------------------------------------------------------------------------------------

// Update and manage boxes based on crossover conditions

if ta.crossover(low, srUpperBox.get_top()) or ta.crossunder(high, srLowerBox.get_bottom()) or bar_index % 100 == 0

// Set new bounds for S/R and Macro boxes

srUpperBox.set_top(srHighs.max() + atrValue)

srUpperBox.set_bottom(srHighs.min())

srLowerBox.set_top(srLows.min())

srLowerBox.set_bottom(srLows.min() - atrValue)

macroUpperBox.set_top(macroHighs.max() + atrValue)

macroUpperBox.set_bottom(macroHighs.min())

macroLowerBox.set_top(macroLows.min())

macroLowerBox.set_bottom(macroLows.min() - atrValue)

// Delete previous boxes

box.delete(srUpperBox[1])

box.delete(srLowerBox[1])

box.delete(macroUpperBox[1])

box.delete(macroLowerBox[1])

// DRAW AND UPDATE BOXES ------------------------------------------------------------------------------------------------

// Draw and update lower box if not initialized for S/R period

if na(srLowerBox) and barstate.islast and showSR

srLowerBox := box.new(srStartIdx, srLows.min(), srEndIdx, srLows.min() - atrValue,

upColor, 1,

bgcolor = color.new(upColor, 100),

text = "DISCOUNT: " + str.tostring(posVolSR.sum(), format.volume),

text_size = size.small,

text_color= chart.fg_color, force_overlay = true)

else

srLowerBox.set_text("DISCOUNT: " + str.tostring(posVolSR.sum(), format.volume))

box.set_left(srLowerBox, srStartIdx)

box.set_right(srLowerBox, srEndIdx)

array.clear(srLows)

// Draw and update upper box if not initialized for S/R period

if na(srUpperBox) and barstate.islast and showSR

srUpperBox := box.new(srStartIdx, srHighs.max() + atrValue, srEndIdx, srHighs.max(),

downColor, 1,

bgcolor = color.new(downColor, 100),

text = "PREMIUM: " + str.tostring(negVolSR.sum(), format.volume),

text_size = size.small,

text_color= chart.fg_color, force_overlay = true)

else

srUpperBox.set_text("PREMIUM: " + str.tostring(negVolSR.sum(), format.volume))

box.set_left(srUpperBox, srStartIdx)

box.set_right(srUpperBox, srEndIdx)

array.clear(srHighs)

// DRAW BOXES FOR MACRO PERIOD ------------------------------------------------------------------------------------------

// Draw and update upper box for Macro period

if na(macroUpperBox) and barstate.islast and showMacro

macroUpperBox := box.new(

macroStartIdx, macroHighs.max() + atrValue, macroEndIdx, macroHighs.max(),

downColor, 0,

bgcolor = color.new(downColor, 60),

text = str.tostring(negVolMacro.sum(), format.volume),

text_size = size.small,

text_color = chart.fg_color,

text_halign= showSR ? text.align_right : text.align_center

)

else

macroUpperBox.set_text(str.tostring(negVolMacro.sum(), format.volume))

box.set_left(macroUpperBox, macroStartIdx)

box.set_right(macroUpperBox, macroEndIdx)

array.clear(macroHighs)

// Draw and update lower box for Macro period

if na(macroLowerBox) and barstate.islast and showMacro

macroLowerBox := box.new(

macroStartIdx, macroLows.min(), macroEndIdx, macroLows.min() - atrValue,

upColor, 0,

bgcolor = color.new(upColor, 60),

text = str.tostring(posVolMacro.sum(), format.volume),

text_size = size.small,

text_color = chart.fg_color,

text_halign= showSR ? text.align_right : text.align_center

)

else

macroLowerBox.set_text(str.tostring(posVolMacro.sum(), format.volume))

box.set_left(macroLowerBox, macroStartIdx)

box.set_right(macroLowerBox, macroEndIdx)

array.clear(macroLows)

// ADDITIONAL PLOTTING --------------------------------------------------------------------------------------------------

// Draw line for equilibrium and box for delta volume display

if barstate.islast and showSR

float mid = math.avg(srLowerBox.get_top(), srUpperBox.get_bottom())

line.delete(line.new(srStartIdx, mid, srEndIdx, mid, color=chart.fg_color, style=line.style_dashed)[1])

midBox := box.new(srStartIdx, srUpperBox.get_bottom(), srEndIdx, srLowerBox.get_top(),

na, 0,

bgcolor = color.new(deltaVolSR > 0 ? upColor : downColor, 93),

text = "Delta Volume\n" + str.tostring(deltaVolSR, format.percent),

text_size = size.normal, text_color=deltaVolSR > 0 ? upColor : downColor,

text_halign = text.align_right, text_valign=text.align_bottom)

box.delete(midBox[1])

// If only macro levels are shown, handle box and line drawing

if not showSR and showMacro and barstate.islast

float midMacro = math.avg(macroLowerBox.get_top(), macroUpperBox.get_bottom())

line.delete(line.new(macroStartIdx, midMacro, macroEndIdx, midMacro,

color=chart.fg_color, style=line.style_dashed)[1])

// Display Macro Delta Volume as a table

if showMacro and barstate.islast

var table deltaTable = table.new(position.top_right, 5, 5)

table.cell(deltaTable, 0, 0,

text = "Macro\n Delta Volume:\n" + str.tostring(deltaVolMacro, format.percent),

text_color = deltaVolMacro > 0 ? upColor : downColor,

text_size = size.large)

Sofitech

Participant

Topics: 55

Replies: 147

Been thanked: 10 times

11/06/2024 at 4:54 PM #240032

Iván

Bonnes! Ici, ils ont été traduits :

//-------------------------------------------//
//PRC_Premium and Discount Delta Volume
//version = 0
//06.11.2024
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//-------------------------------------------//
// Inputs
//-------------------------------------------//
defparam drawonlastbaronly=true
showSR=1
srPeriod=50
showMacro=1
macroPeriod=200
//-------------------------------------------//
// Variables for Delta Volume Calculation
//-------------------------------------------//
once deltaVolSR=undefined
once deltaVolMacro=undefined
//-------------------------------------------//
// Variables for BOX Drawing
//-------------------------------------------//
//Box indices
srStartIdx=barindex-srPeriod
srEndIdx=barindex+50
macroStartIdx=barindex-macroPeriod
macroEndIdx=barindex+70
//ATR for box scaling
atrValue=averagetruerange[200](close)*0.8
//-------------------------------------------//
// Volume Delta Calculations
//-------------------------------------------//
//Calculate Delta Volume for macro period
if islastbarupdate and showMacro then
cumPosVolMacro=0
countPosVolMacro=0
cumNegVolMacro=0
countNegVolMacro=0
for i=0 to macroPeriod-1 do
//Store positive negative volume based on candle direction
if close[i]>open[i] then
cumPosVolMacro=cumPosVolMacro+volume[i]
countPosVolMacro=countPosVolMacro+1
elsif close[i]<open[i] then
cumNegVolMacro=cumNegVolMacro-volume[i]
countNegVolMacro=countNegVolMacro+1
endif
next
//Calculate Macro Delta Volume
AvgPosVolMacro=cumPosVolMacro/countPosVolMacro
AvgNegVolMacro=cumNegVolMacro/countNegVolMacro
deltaVolMacro=(AvgNegVolMacro/AvgPosVolMacro+1)*100
//Delta volume between -100 and 100
deltaVolMacro=round(min(max(deltaVolMacro,-100),100),2)
drawtext("Macro Delta Volume:",-100,-100)anchor(topright,xshift,yshift)
drawtext("#deltaVolMacro#%",-100,-120)anchor(topright,xshift,yshift)

drawrectangle(macroStartIdx,lowest[macroPeriod](low),macroEndIdx,lowest[macroPeriod](low)-atrValue)coloured("blue",0)fillcolor("blue",30)
drawtext("#cumPosVolMacro#",macroEndIdx,lowest[macroPeriod](low)-0.5*atrValue)

drawrectangle(macroStartIdx,highest[macroPeriod](high),macroEndIdx,highest[macroPeriod](high)+atrValue)coloured("red",0)fillcolor("red",30)
drawtext("#cumNegVolMacro#",macroEndIdx,highest[macroPeriod](high)+0.5*atrValue)
endif
//Calculate Delta Volume for S/R period
if islastbarupdate and showSR then
cumPosVolsr=0
countPosVolsr=0
cumNegVolsr=0
countNegVolsr=0
for i=0 to srPeriod-1 do
//Store positive negative volume based on candle direction
if close[i]>open[i] then
//$posVolsr[i]=volume[i]
cumPosVolsr=cumPosVolsr+volume[i]
countPosVolsr=countPosVolsr+1
elsif close[i]<open[i] then
cumNegVolsr=cumNegVolsr-volume[i]
countNegVolsr=countNegVolsr+1
endif
next
//Calculate SR Delta Volume
AvgPosVolsr=cumPosVolsr/countPosVolsr
AvgNegVolsr=cumNegVolsr/countNegVolsr
deltaVolsr=(AvgNegVolsr/AvgPosVolsr+1)*100
//Delta volume between -100 and 100
deltaVolsr=round(min(max(deltaVolsr,-100),100),2)
drawtext("Delta Volume:",srEndIdx,lowest[srPeriod](low)+1.5*atrValue)
drawtext("#deltaVolsr#%",srEndIdx,lowest[srPeriod](low)+1.0*atrValue)

drawrectangle(srStartIdx,lowest[srPeriod](low),srEndIdx,lowest[srPeriod](low)-atrValue)coloured("blue")
drawtext("DISCOUNT: #cumPosVolsr#",barindex,lowest[srPeriod](low)-0.5*atrValue)

drawrectangle(srStartIdx,highest[srPeriod](high),srEndIdx,highest[srPeriod](high)+atrValue)coloured("red")
drawtext("PREMIUM: #cumNegVolsr#",barindex,highest[srPeriod](high)+0.5*atrValue)

drawrectangle(srStartIdx,highest[srPeriod](high),srEndIdx,lowest[srPeriod](low))coloured("orange",0)fillcolor("orange",10)
midSR=(highest[srPeriod](high)+lowest[srPeriod](low))/2
drawsegment(srStartIdx,midSR,srEndIdx,midSR)style(dottedline)
endif
//-------------------------------------------//
return

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//-------------------------------------------//

//PRC_Premium and Discount Delta Volume

//version = 0

//06.11.2024

//Iván González @ www.prorealcode.com

//Sharing ProRealTime knowledge

//-------------------------------------------//

// Inputs

//-------------------------------------------//

defparam drawonlastbaronly=true

showSR=1

srPeriod=50

showMacro=1

macroPeriod=200

//-------------------------------------------//

// Variables for Delta Volume Calculation

//-------------------------------------------//

once deltaVolSR=undefined

once deltaVolMacro=undefined

//-------------------------------------------//

// Variables for BOX Drawing

//-------------------------------------------//

//Box indices

srStartIdx=barindex-srPeriod

srEndIdx=barindex+50

macroStartIdx=barindex-macroPeriod

macroEndIdx=barindex+70

//ATR for box scaling

atrValue=averagetruerange[200](close)*0.8

//-------------------------------------------//

// Volume Delta Calculations

//-------------------------------------------//

//Calculate Delta Volume for macro period

if islastbarupdate and showMacro then

cumPosVolMacro=0

countPosVolMacro=0

cumNegVolMacro=0

countNegVolMacro=0

for i=0 to macroPeriod-1 do

//Store positive negative volume based on candle direction

if close[i]>open[i] then

cumPosVolMacro=cumPosVolMacro+volume[i]

countPosVolMacro=countPosVolMacro+1

elsif close[i]<open[i] then

cumNegVolMacro=cumNegVolMacro-volume[i]

countNegVolMacro=countNegVolMacro+1

endif

//Calculate Macro Delta Volume

AvgPosVolMacro=cumPosVolMacro/countPosVolMacro

AvgNegVolMacro=cumNegVolMacro/countNegVolMacro

deltaVolMacro=(AvgNegVolMacro/AvgPosVolMacro+1)*100

//Delta volume between -100 and 100

deltaVolMacro=round(min(max(deltaVolMacro,-100),100),2)

drawtext("Macro Delta Volume:",-100,-100)anchor(topright,xshift,yshift)

drawtext("#deltaVolMacro#%",-100,-120)anchor(topright,xshift,yshift)

drawrectangle(macroStartIdx,lowest[macroPeriod](low),macroEndIdx,lowest[macroPeriod](low)-atrValue)coloured("blue",0)fillcolor("blue",30)

drawtext("#cumPosVolMacro#",macroEndIdx,lowest[macroPeriod](low)-0.5*atrValue)

drawrectangle(macroStartIdx,highest[macroPeriod](high),macroEndIdx,highest[macroPeriod](high)+atrValue)coloured("red",0)fillcolor("red",30)

drawtext("#cumNegVolMacro#",macroEndIdx,highest[macroPeriod](high)+0.5*atrValue)

endif

//Calculate Delta Volume for S/R period

if islastbarupdate and showSR then

cumPosVolsr=0

countPosVolsr=0

cumNegVolsr=0

countNegVolsr=0

for i=0 to srPeriod-1 do

//Store positive negative volume based on candle direction

if close[i]>open[i] then

//$posVolsr[i]=volume[i]

cumPosVolsr=cumPosVolsr+volume[i]

countPosVolsr=countPosVolsr+1

elsif close[i]<open[i] then

cumNegVolsr=cumNegVolsr-volume[i]

countNegVolsr=countNegVolsr+1

endif

//Calculate SR Delta Volume

AvgPosVolsr=cumPosVolsr/countPosVolsr

AvgNegVolsr=cumNegVolsr/countNegVolsr

deltaVolsr=(AvgNegVolsr/AvgPosVolsr+1)*100

//Delta volume between -100 and 100

deltaVolsr=round(min(max(deltaVolsr,-100),100),2)

drawtext("Delta Volume:",srEndIdx,lowest[srPeriod](low)+1.5*atrValue)

drawtext("#deltaVolsr#%",srEndIdx,lowest[srPeriod](low)+1.0*atrValue)

drawrectangle(srStartIdx,lowest[srPeriod](low),srEndIdx,lowest[srPeriod](low)-atrValue)coloured("blue")

drawtext("DISCOUNT: #cumPosVolsr#",barindex,lowest[srPeriod](low)-0.5*atrValue)

drawrectangle(srStartIdx,highest[srPeriod](high),srEndIdx,highest[srPeriod](high)+atrValue)coloured("red")

drawtext("PREMIUM: #cumNegVolsr#",barindex,highest[srPeriod](high)+0.5*atrValue)

drawrectangle(srStartIdx,highest[srPeriod](high),srEndIdx,lowest[srPeriod](low))coloured("orange",0)fillcolor("orange",10)

midSR=(highest[srPeriod](high)+lowest[srPeriod](low))/2

drawsegment(srStartIdx,midSR,srEndIdx,midSR)style(dottedline)

endif

//-------------------------------------------//

return

Iván

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11/06/2024 at 6:35 PM #240036

Sofitech

Bonjour Ivan et merci pour ton travail.
Je pense qu’il y a un petit bug car les zones de l’indicateur sont copiées de période en période au lieu de bouger sans être copiée (je ne suis pas sûr d’être clair).
Voir image ci-dessous, on voit que lorsqu’on laisse l’indicateur sur un timeframe, ici 2 minutes, les zones et textes sont copiés à chaque nouvelle unité de temps.

Sofitech

Participant

Topics: 55

Replies: 147

Been thanked: 10 times

11/06/2024 at 9:40 PM #240041

Iván

J'imagine que vous utilisez des temporalités très basses. J'ai modifié le code en ajoutant une defparam drawonlastbaronly=true

Iván

Moderator

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Replies: 911

Been thanked: 306 times

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