Traduction Premium/discount zone

• 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: 148

  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 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

  

  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

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  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

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  11/28/2024 at 9:26 AM #240840
  Sofitech

  Bonjour Ivan, ce code fonctionne bien et m’est très utile. J’aimerais me créer des alertes pour mon confort de trading mais ne sais pas les coder.
  Mon idée est un histogramme avec :
  – Signal=1 si prix > ou = à la ligne basse de la zone Premium,
  – Signal=-1 si prix < ou = à la ligne haute de la zone discount. Pouvez-vous coder cet histogramme, dérivée de l'indicateur ? Vous remerciant pour votre super boulot sur le site

  

  Sofitech

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  11/28/2024 at 9:55 AM #240841
  Iván

  Bonjour. La zone premium et discount n’est qu’une ligne haute et une ligne basse. Dans le code indicateur ci-dessus, ils sont définis par srPeriod .

  srPeriod=50 lmax=highest[srPeriod](high) lmin=lowest[srPeriod](low) if high=lmax then signal=1 r=0 g=255 elsif low=lmin then signal=-1 r=255 g=0 else signal=0 endif return signal style(histogram) coloured(r,g,0)

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  srPeriod=50 lmax=highest[srPeriod](high) lmin=lowest[srPeriod](low)   if high=lmax then signal=1 r=0 g=255 elsif low=lmin then signal=-1 r=255 g=0 else signal=0 endif return signal style(histogram) coloured(r,g,0)

  

  Iván

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