Vidya Quantile Bands

• 02/23/2025 at 12:39 PM #244218
  Bateson

  Bonjour
  Je suis en train de finir l’étude de la Vidya et j’aurai besoin d’un dernier coup de main pour traduire le code Trading View ci-dessous.
  Merci d’avance !

  Vidya Quantile

  // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © loxx //@version=5 // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ //@version=5 indicator('STD-Stepped VIDYA w/ Quantile Bands [Loxx]', shorttitle = "STDDVIDYAQB [Loxx]", overlay = true, timeframe="", timeframe_gaps=true) import loxx/loxxexpandedsourcetypes/3 greencolor = #2DD204 redcolor = #D2042D SM02 = 'Slope' SM03 = 'Middle Crossover' SM04 = 'Levels Crossover' _filt(src, len, filter)=> price = src filtdev = filter * ta.stdev(src, len) price := math.abs(price - price[1]) < filtdev ? price[1] : price price smthtype = input.string("Kaufman", "Heikin-Ashi Better Caculation Type", options = ["AMA", "T3", "Kaufman"], group = "Basic Settings") srcin = input.string("Close", "Source", group= "Basic Settings", options = ["Close", "Open", "High", "Low", "Median", "Typical", "Weighted", "Average", "Average Median Body", "Trend Biased", "Trend Biased (Extreme)", "HA Close", "HA Open", "HA High", "HA Low", "HA Median", "HA Typical", "HA Weighted", "HA Average", "HA Average Median Body", "HA Trend Biased", "HA Trend Biased (Extreme)", "HAB Close", "HAB Open", "HAB High", "HAB Low", "HAB Median", "HAB Typical", "HAB Weighted", "HAB Average", "HAB Average Median Body", "HAB Trend Biased", "HAB Trend Biased (Extreme)"]) per = input(9, 'Period', group= "Basic Settings") histPer = input(30, 'Hist Period', group= "Basic Settings") filterop = input.string("Both", "Filter Options", options = ["Price", "VIDYA", "Both"], group= "Filter Settings") filter = input.float(0, "Filter Devaitions", minval = 0, group= "Filter Settings") filterperiod = input.int(1, "Filter Period", minval = 0, group= "Filter Settings") FlPeriod = input.int(25, "Levels Period", group = "Levels Settings") FlUp = input.float(80 , "Up Level", group = "Levels Settings") FlDn = input.float(20 , "Down Level", group = "Levels Settings") sigtype = input.string(SM03, "Signal type", options = [SM02, SM03, SM04], group = "Signal Settings") colorbars = input.bool(false, "Color bars?", group = "UI Options") showsignals = input.bool(false, "Show signals?", group = "UI Options") kfl=input.float(0.666, title="* Kaufman's Adaptive MA (KAMA) Only - Fast End", group = "Moving Average Inputs") ksl=input.float(0.0645, title="* Kaufman's Adaptive MA (KAMA) Only - Slow End", group = "Moving Average Inputs") amafl = input.int(2, title="* Adaptive Moving Average (AMA) Only - Fast", group = "Moving Average Inputs") amasl = input.int(30, title="* Adaptive Moving Average (AMA) Only - Slow", group = "Moving Average Inputs") haclose = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close) haopen = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, open) hahigh = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, high) halow = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, low) hamedian = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hl2) hatypical = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hlc3) haweighted = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hlcc4) haaverage = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, ohlc4) src = switch srcin "Close" => loxxexpandedsourcetypes.rclose() "Open" => loxxexpandedsourcetypes.ropen() "High" => loxxexpandedsourcetypes.rhigh() "Low" => loxxexpandedsourcetypes.rlow() "Median" => loxxexpandedsourcetypes.rmedian() "Typical" => loxxexpandedsourcetypes.rtypical() "Weighted" => loxxexpandedsourcetypes.rweighted() "Average" => loxxexpandedsourcetypes.raverage() "Average Median Body" => loxxexpandedsourcetypes.ravemedbody() "Trend Biased" => loxxexpandedsourcetypes.rtrendb() "Trend Biased (Extreme)" => loxxexpandedsourcetypes.rtrendbext() "HA Close" => loxxexpandedsourcetypes.haclose(haclose) "HA Open" => loxxexpandedsourcetypes.haopen(haopen) "HA High" => loxxexpandedsourcetypes.hahigh(hahigh) "HA Low" => loxxexpandedsourcetypes.halow(halow) "HA Median" => loxxexpandedsourcetypes.hamedian(hamedian) "HA Typical" => loxxexpandedsourcetypes.hatypical(hatypical) "HA Weighted" => loxxexpandedsourcetypes.haweighted(haweighted) "HA Average" => loxxexpandedsourcetypes.haaverage(haaverage) "HA Average Median Body" => loxxexpandedsourcetypes.haavemedbody(haclose, haopen) "HA Trend Biased" => loxxexpandedsourcetypes.hatrendb(haclose, haopen, hahigh, halow) "HA Trend Biased (Extreme)" => loxxexpandedsourcetypes.hatrendbext(haclose, haopen, hahigh, halow) "HAB Close" => loxxexpandedsourcetypes.habclose(smthtype, amafl, amasl, kfl, ksl) "HAB Open" => loxxexpandedsourcetypes.habopen(smthtype, amafl, amasl, kfl, ksl) "HAB High" => loxxexpandedsourcetypes.habhigh(smthtype, amafl, amasl, kfl, ksl) "HAB Low" => loxxexpandedsourcetypes.hablow(smthtype, amafl, amasl, kfl, ksl) "HAB Median" => loxxexpandedsourcetypes.habmedian(smthtype, amafl, amasl, kfl, ksl) "HAB Typical" => loxxexpandedsourcetypes.habtypical(smthtype, amafl, amasl, kfl, ksl) "HAB Weighted" => loxxexpandedsourcetypes.habweighted(smthtype, amafl, amasl, kfl, ksl) "HAB Average" => loxxexpandedsourcetypes.habaverage(smthtype, amafl, amasl, kfl, ksl) "HAB Average Median Body" => loxxexpandedsourcetypes.habavemedbody(smthtype, amafl, amasl, kfl, ksl) "HAB Trend Biased" => loxxexpandedsourcetypes.habtrendb(smthtype, amafl, amasl, kfl, ksl) "HAB Trend Biased (Extreme)" => loxxexpandedsourcetypes.habtrendbext(smthtype, amafl, amasl, kfl, ksl) => haclose price = filterop == "Both" or filterop == "Price" and filter > 0 ? _filt(src, filterperiod, filter) : src k = ta.stdev(price, per) / ta.stdev(price, histPer) sc = 2 / (per + 1) vidya = 0.0 vidya := nz(k * sc * price + (1 - k * sc) * vidya[1], 0) out = filterop == "Both" or filterop == "VIDYA" and filter > 0 ? _filt(vidya, filterperiod, filter) : vidya sig = out[1] flhi = ta.percentile_linear_interpolation(out, FlPeriod, FlUp) mid = ta.percentile_linear_interpolation(out, FlPeriod, (FlUp+FlDn)/2.0) fllo = ta.percentile_linear_interpolation(out, FlPeriod, FlDn) state = 0. if sigtype == SM02 if (out<sig) state :=-1 if (out>sig) state := 1 else if sigtype == SM03 if (out<mid) state :=-1 if (out>mid) state := 1 else if sigtype == SM04 if (out<fllo) state :=-1 if (out>flhi) state := 1 colorfish = state == -1 ? redcolor : state == 1 ? greencolor : color.gray plot(out, color= colorfish, title="Fisher", linewidth = 3) plot(flhi, "High Level", color = color.gray) plot(fllo, "Low Level" ,color = color.gray) plot(mid, "Middle", color = color.white) barcolor(colorbars ? colorfish : na) goLong = sigtype == SM02 ? ta.crossover(out, sig) : sigtype == SM03 ? ta.crossover(out, mid) : ta.crossover(out, flhi) goShort = sigtype == SM02 ? ta.crossunder(out, sig) : sigtype == SM03 ? ta.crossunder(out, mid) : ta.crossunder(out, fllo) plotshape(goLong and showsignals, title = "Long", color = color.yellow, textcolor = color.yellow, text = "L", style = shape.triangleup, location = location.belowbar, size = size.tiny) plotshape(goShort and showsignals, title = "Short", color = color.fuchsia, textcolor = color.fuchsia, text = "S", style = shape.triangledown, location = location.abovebar, size = size.tiny) alertcondition(goLong, title="Long", message="STD-Stepped VIDYA w/ Quantile Bands [Loxx]: Long\nSymbol: {{ticker}}\nPrice: {{close}}") alertcondition(goShort, title="Short", message="STD-Stepped VIDYA w/ Quantile Bands [Loxx]: Short\nSymbol: {{ticker}}\nPrice: {{close}}")

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  // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © loxx   //@version=5 // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ //@version=5   indicator('STD-Stepped VIDYA w/ Quantile Bands [Loxx]',      shorttitle = "STDDVIDYAQB [Loxx]",      overlay = true,      timeframe="",      timeframe_gaps=true)      import loxx/loxxexpandedsourcetypes/3   greencolor = #2DD204 redcolor = #D2042D   SM02 = 'Slope' SM03 = 'Middle Crossover' SM04 = 'Levels Crossover'   _filt(src, len, filter)=>     price = src     filtdev = filter * ta.stdev(src, len)     price := math.abs(price - price[1]) < filtdev ? price[1] : price     price   smthtype = input.string("Kaufman", "Heikin-Ashi Better Caculation Type", options = ["AMA", "T3", "Kaufman"], group = "Basic Settings")   srcin = input.string("Close", "Source", group= "Basic Settings",      options =      ["Close", "Open", "High", "Low", "Median", "Typical", "Weighted", "Average", "Average Median Body", "Trend Biased", "Trend Biased (Extreme)",      "HA Close", "HA Open", "HA High", "HA Low", "HA Median", "HA Typical", "HA Weighted", "HA Average", "HA Average Median Body", "HA Trend Biased", "HA Trend Biased (Extreme)",      "HAB Close", "HAB Open", "HAB High", "HAB Low", "HAB Median", "HAB Typical", "HAB Weighted", "HAB Average", "HAB Average Median Body", "HAB Trend Biased", "HAB Trend Biased (Extreme)"])   per = input(9, 'Period', group=  "Basic Settings") histPer = input(30, 'Hist Period', group=  "Basic Settings")   filterop = input.string("Both", "Filter Options", options = ["Price", "VIDYA", "Both"], group=  "Filter Settings") filter = input.float(0, "Filter Devaitions", minval = 0, group= "Filter Settings") filterperiod = input.int(1, "Filter Period", minval = 0, group= "Filter Settings")   FlPeriod = input.int(25, "Levels Period", group = "Levels Settings") FlUp  = input.float(80 , "Up Level", group = "Levels Settings") FlDn = input.float(20 , "Down Level", group = "Levels Settings")   sigtype = input.string(SM03, "Signal type", options = [SM02, SM03, SM04], group = "Signal Settings")   colorbars = input.bool(false, "Color bars?", group = "UI Options") showsignals = input.bool(false, "Show signals?", group = "UI Options")   kfl=input.float(0.666, title="* Kaufman's Adaptive MA (KAMA) Only - Fast End", group = "Moving Average Inputs") ksl=input.float(0.0645, title="* Kaufman's Adaptive MA (KAMA) Only - Slow End", group = "Moving Average Inputs") amafl = input.int(2, title="* Adaptive Moving Average (AMA) Only - Fast", group = "Moving Average Inputs") amasl = input.int(30, title="* Adaptive Moving Average (AMA) Only - Slow", group = "Moving Average Inputs")   haclose = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close) haopen = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, open) hahigh = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, high) halow = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, low) hamedian = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hl2) hatypical = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hlc3) haweighted = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hlcc4) haaverage = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, ohlc4)   src = switch srcin "Close" => loxxexpandedsourcetypes.rclose() "Open" => loxxexpandedsourcetypes.ropen() "High" => loxxexpandedsourcetypes.rhigh() "Low" => loxxexpandedsourcetypes.rlow() "Median" => loxxexpandedsourcetypes.rmedian() "Typical" => loxxexpandedsourcetypes.rtypical() "Weighted" => loxxexpandedsourcetypes.rweighted() "Average" => loxxexpandedsourcetypes.raverage()     "Average Median Body" => loxxexpandedsourcetypes.ravemedbody() "Trend Biased" => loxxexpandedsourcetypes.rtrendb() "Trend Biased (Extreme)" => loxxexpandedsourcetypes.rtrendbext() "HA Close" => loxxexpandedsourcetypes.haclose(haclose) "HA Open" => loxxexpandedsourcetypes.haopen(haopen) "HA High" => loxxexpandedsourcetypes.hahigh(hahigh) "HA Low" => loxxexpandedsourcetypes.halow(halow) "HA Median" => loxxexpandedsourcetypes.hamedian(hamedian) "HA Typical" => loxxexpandedsourcetypes.hatypical(hatypical) "HA Weighted" => loxxexpandedsourcetypes.haweighted(haweighted) "HA Average" => loxxexpandedsourcetypes.haaverage(haaverage)     "HA Average Median Body" => loxxexpandedsourcetypes.haavemedbody(haclose, haopen) "HA Trend Biased" => loxxexpandedsourcetypes.hatrendb(haclose, haopen, hahigh, halow) "HA Trend Biased (Extreme)" => loxxexpandedsourcetypes.hatrendbext(haclose, haopen, hahigh, halow) "HAB Close" => loxxexpandedsourcetypes.habclose(smthtype, amafl, amasl, kfl, ksl) "HAB Open" => loxxexpandedsourcetypes.habopen(smthtype, amafl, amasl, kfl, ksl) "HAB High" => loxxexpandedsourcetypes.habhigh(smthtype, amafl, amasl, kfl, ksl) "HAB Low" => loxxexpandedsourcetypes.hablow(smthtype, amafl, amasl, kfl, ksl) "HAB Median" => loxxexpandedsourcetypes.habmedian(smthtype, amafl, amasl, kfl, ksl) "HAB Typical" => loxxexpandedsourcetypes.habtypical(smthtype, amafl, amasl, kfl, ksl) "HAB Weighted" => loxxexpandedsourcetypes.habweighted(smthtype, amafl, amasl, kfl, ksl) "HAB Average" => loxxexpandedsourcetypes.habaverage(smthtype, amafl, amasl, kfl, ksl)     "HAB Average Median Body" => loxxexpandedsourcetypes.habavemedbody(smthtype, amafl, amasl, kfl, ksl) "HAB Trend Biased" => loxxexpandedsourcetypes.habtrendb(smthtype, amafl, amasl, kfl, ksl) "HAB Trend Biased (Extreme)" => loxxexpandedsourcetypes.habtrendbext(smthtype, amafl, amasl, kfl, ksl) => haclose   price = filterop == "Both" or filterop == "Price" and filter > 0 ? _filt(src, filterperiod, filter) : src   k = ta.stdev(price, per) / ta.stdev(price, histPer) sc = 2 / (per + 1) vidya = 0.0 vidya := nz(k * sc * price + (1 - k * sc) * vidya[1], 0)   out = filterop == "Both" or filterop == "VIDYA" and filter > 0 ? _filt(vidya, filterperiod, filter) : vidya sig = out[1]   flhi = ta.percentile_linear_interpolation(out, FlPeriod, FlUp) mid = ta.percentile_linear_interpolation(out, FlPeriod, (FlUp+FlDn)/2.0) fllo = ta.percentile_linear_interpolation(out, FlPeriod, FlDn)   state = 0. if sigtype == SM02     if (out<sig)         state :=-1     if (out>sig)         state := 1 else if sigtype == SM03     if (out<mid)         state :=-1     if (out>mid)         state := 1 else if sigtype == SM04     if (out<fllo)         state :=-1     if (out>flhi)         state := 1   colorfish = state == -1 ? redcolor : state == 1 ? greencolor : color.gray   plot(out, color= colorfish, title="Fisher", linewidth = 3)   plot(flhi, "High Level", color = color.gray) plot(fllo, "Low Level" ,color = color.gray) plot(mid, "Middle", color = color.white)   barcolor(colorbars ? colorfish : na)   goLong = sigtype == SM02 ? ta.crossover(out, sig) : sigtype == SM03 ? ta.crossover(out, mid) : ta.crossover(out, flhi) goShort = sigtype == SM02 ? ta.crossunder(out, sig) : sigtype == SM03 ? ta.crossunder(out, mid) :  ta.crossunder(out, fllo)   plotshape(goLong and showsignals, title = "Long", color = color.yellow, textcolor = color.yellow, text = "L", style = shape.triangleup, location = location.belowbar, size = size.tiny) plotshape(goShort and showsignals, title = "Short", color = color.fuchsia, textcolor = color.fuchsia, text = "S", style = shape.triangledown, location = location.abovebar, size = size.tiny)   alertcondition(goLong, title="Long", message="STD-Stepped VIDYA w/ Quantile Bands [Loxx]: Long\nSymbol: {{ticker}}\nPrice: {{close}}") alertcondition(goShort, title="Short", message="STD-Stepped VIDYA w/ Quantile Bands [Loxx]: Short\nSymbol: {{ticker}}\nPrice: {{close}}")

  

  Bateson

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