Vidya Quantile Bands

This topic has 2 replies, 2 voices, and was last updated 1 month ago by Bateson.

Viewing 3 posts - 1 through 3 (of 3 total)

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 !

// 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

Participant

Topics: 12

Replies: 19

Been thanked: 2 times

02/24/2025 at 12:25 PM #244281

Iván

Voici ce que vous avez :

//-------------------------------------------------//
//PRC_Vidya Quantile Bands
//version = 0
//24.02.25
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//-------------------------------------------------//
// PARAMETERS & CONFIGURATIONS
//-------------------------------------------------//

// VIDYA calculation periods
Per = 9       // VIDYA calculation period
HistPer = 30  // Historical period for standard deviation

// Quantile levels settings
FlPeriod = 25 // Period for quantile levels calculation
FlUp  = 80    // Upper quantile level (80%)
FlDn  = 20    // Lower quantile level (20%)

// Filter settings
FilterOp = 1  // 1 = Price, 2 = VIDYA, 3 = Both
Filter = 2
FilterPeriod = 1

// Source type selection (1 = Close, 2 = Open, 3 = High, 4 = Low, 5 = Heikin-Ashi Close)
srcType = 1

// Signal type selection (1 = Slope, 2 = Middle Crossover, 3 = Levels Crossover)
SigType = 2  // Default: Middle Crossover

// Enable or disable signal plotting on chart
ShowSignals = 1

//-------------------------------------------------//
// HEIKIN-ASHI CANDLE CALCULATION
//-------------------------------------------------//
once haopen = open
haclose = (open + close + high + low) / 4

IF barindex > 0 THEN
haopen = (haopen + haclose[1]) / 2
ENDIF

halow  = min(low, min(haclose, haopen))
hahigh = max(high, max(haclose, haopen))

//-------------------------------------------------//
// SELECT DATA SOURCE
//-------------------------------------------------//
IF srcType = 1 THEN
src = Close
ELSIF srcType = 2 THEN
src = Open
ELSIF srcType = 3 THEN
src = High
ELSIF srcType = 4 THEN
src = Low
ELSIF srcType = 5 THEN
src = HAClose
ELSE
src = Close
ENDIF

//-------------------------------------------------//
// VIDYA CALCULATION
//-------------------------------------------------//
once vidya = 0

IF barindex > max(Per, HistPer) THEN

// ------------------------------
// PRICE FILTERING
// ------------------------------
IF FilterOp = 3 OR (FilterOp = 1 AND Filter > 0) THEN
iPrice = src
StdDevFilter = Filter * STD[FilterPeriod](src)

IF ABS(iPrice - iPrice[1]) < StdDevFilter THEN
iPrice = iPrice[1]
ELSE
iPrice = iPrice
ENDIF
ELSE
iPrice = src
ENDIF

// ------------------------------
// VIDYA COMPUTATION
// ------------------------------
k = STD[Per](iPrice) / STD[HistPer](iPrice)
sc = 2 / (Per + 1)
vidya = k * sc * iPrice + (1 - k * sc) * vidya[1]

// ------------------------------
// VIDYA FILTERING FOR OUTPUT
// ------------------------------
IF FilterOp = 3 OR (FilterOp = 2 AND Filter > 0) THEN
Out = vidya
StdDevFilterVIDYA = Filter * STD[FilterPeriod](vidya)

IF ABS(Out - Out[1]) < StdDevFilterVIDYA THEN
Out = Out[1]
ELSE
Out = Out
ENDIF
ELSE
Out = vidya
ENDIF
ENDIF

Sig = Out[1]

//-------------------------------------------------//
// QUANTILE LEVELS CALCULATION
//-------------------------------------------------//

// Store last <code>FlPeriod</code> values of <code>Out
FOR i = 0 TO FlPeriod - 1 DO
$OutArray[i] = Out[i]
NEXT

// Sort array in descending order
ArraySort($OutArray, DESCEND)

// Extract percentile levels
flhi = $OutArray[ROUND(FlPeriod * (FlUp / 100))]    // 80% percentile (upper level)
mid  = $OutArray[ROUND(FlPeriod * ((FlUp + FlDn) / 200))] // 50% percentile (middle level)
fllo = $OutArray[ROUND(FlPeriod * (FlDn / 100))]    // 20% percentile (lower level)

//-------------------------------------------------//
// TREND STATE DETERMINATION
//-------------------------------------------------//
state = 0

IF SigType = 1 THEN
IF Out < Sig THEN
state = -1
ELSIF Out > Sig THEN
state = 1
ENDIF
ELSIF SigType = 2 THEN
IF Out < mid THEN
state = -1
ELSIF Out > mid THEN
state = 1
ENDIF
ELSIF SigType = 3 THEN
IF Out < FlDn THEN
state = -1
ELSIF Out > FlUp THEN
state = 1
ENDIF
ENDIF

//-------------------------------------------------//
// COLOR ASSIGNMENT BASED ON TREND STATE
//-------------------------------------------------//
IF state = -1 THEN
r = 210
g = 4
b = 45  // Red for downtrend
ELSIF state = 1 THEN
r = 45
g = 210
b = 4  // Green for uptrend
ELSE
r = 123
g = 123
b = 123  // Gray for neutral trend
ENDIF

//-------------------------------------------------//
// SIGNAL GENERATION (ENTRY & EXIT)
//-------------------------------------------------//
IF SigType = 1 THEN
goLong = Out CROSSES OVER Sig
goShort = Out CROSSES UNDER Sig
ELSIF SigType = 2 THEN
goLong = Out CROSSES OVER mid
goShort = Out CROSSES UNDER mid
ELSIF SigType = 3 THEN
goLong = Out CROSSES OVER flhi
goShort = Out CROSSES UNDER fllo
ENDIF

//-------------------------------------------------//
// SIGNAL DISPLAY ON CHART
//-------------------------------------------------//
atr = averagetruerange[14](close)

IF goLong AND ShowSignals THEN
DRAWTEXT("▲", BarIndex, Low - 0.5 * atr, Dialog, Bold, 10) COLOURED(0, 0, 255) // Blue for long entry
ELSIF goShort AND ShowSignals THEN
DRAWTEXT("▼", BarIndex, High + 0.5 * atr, Dialog, Bold, 10) COLOURED(255, 0, 255) // Fuchsia for short entry
ENDIF

//-------------------------------------------------//
RETURN Out COLOURED(r, g, b) STYLE(LINE, 3),flhi COLOURED("grey"),fllo COLOURED("grey"),mid COLOURED("orange")

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

//PRC_Vidya Quantile Bands

//version = 0

//24.02.25

//Iván González @ www.prorealcode.com

//Sharing ProRealTime knowledge

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

// PARAMETERS & CONFIGURATIONS

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

// VIDYA calculation periods

Per = 9 // VIDYA calculation period

HistPer = 30 // Historical period for standard deviation

// Quantile levels settings

FlPeriod = 25 // Period for quantile levels calculation

FlUp = 80 // Upper quantile level (80%)

FlDn = 20 // Lower quantile level (20%)

// Filter settings

FilterOp = 1 // 1 = Price, 2 = VIDYA, 3 = Both

Filter = 2

FilterPeriod = 1

// Source type selection (1 = Close, 2 = Open, 3 = High, 4 = Low, 5 = Heikin-Ashi Close)

srcType = 1

// Signal type selection (1 = Slope, 2 = Middle Crossover, 3 = Levels Crossover)

SigType = 2 // Default: Middle Crossover

// Enable or disable signal plotting on chart

ShowSignals = 1

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

// HEIKIN-ASHI CANDLE CALCULATION

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

once haopen = open

haclose = (open + close + high + low) / 4

IF barindex > 0 THEN

haopen = (haopen + haclose[1]) / 2

ENDIF

halow = min(low, min(haclose, haopen))

hahigh = max(high, max(haclose, haopen))

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

// SELECT DATA SOURCE

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

IF srcType = 1 THEN

src = Close

ELSIF srcType = 2 THEN

src = Open

ELSIF srcType = 3 THEN

src = High

ELSIF srcType = 4 THEN

src = Low

ELSIF srcType = 5 THEN

src = HAClose

ELSE

src = Close

ENDIF

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

// VIDYA CALCULATION

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

once vidya = 0

IF barindex > max(Per, HistPer) THEN

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

// PRICE FILTERING

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

IF FilterOp = 3 OR (FilterOp = 1 AND Filter > 0) THEN

iPrice = src

StdDevFilter = Filter * STD[FilterPeriod](src)

IF ABS(iPrice - iPrice[1]) < StdDevFilter THEN

iPrice = iPrice[1]

ELSE

iPrice = iPrice

ENDIF

ELSE

iPrice = src

ENDIF

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

// VIDYA COMPUTATION

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

k = STD[Per](iPrice) / STD[HistPer](iPrice)

sc = 2 / (Per + 1)

vidya = k * sc * iPrice + (1 - k * sc) * vidya[1]

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

// VIDYA FILTERING FOR OUTPUT

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

IF FilterOp = 3 OR (FilterOp = 2 AND Filter > 0) THEN

Out = vidya

StdDevFilterVIDYA = Filter * STD[FilterPeriod](vidya)

IF ABS(Out - Out[1]) < StdDevFilterVIDYA THEN

Out = Out[1]

ELSE

Out = Out

ENDIF

ELSE

Out = vidya

ENDIF

Sig = Out[1]

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

// QUANTILE LEVELS CALCULATION

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

// Store last <code>FlPeriod</code> values of <code>Out

FOR i = 0 TO FlPeriod - 1 DO

$OutArray[i] = Out[i]

// Sort array in descending order

ArraySort($OutArray, DESCEND)

// Extract percentile levels

flhi = $OutArray[ROUND(FlPeriod * (FlUp / 100))] // 80% percentile (upper level)

mid = $OutArray[ROUND(FlPeriod * ((FlUp + FlDn) / 200))] // 50% percentile (middle level)

fllo = $OutArray[ROUND(FlPeriod * (FlDn / 100))] // 20% percentile (lower level)

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

// TREND STATE DETERMINATION

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

state = 0

IF SigType = 1 THEN

IF Out < Sig THEN

state = -1

ELSIF Out > Sig THEN

state = 1

ENDIF

ELSIF SigType = 2 THEN

IF Out < mid THEN

state = -1

ELSIF Out > mid THEN

state = 1

ENDIF

ELSIF SigType = 3 THEN

IF Out < FlDn THEN

state = -1

ELSIF Out > FlUp THEN

state = 1

ENDIF

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

// COLOR ASSIGNMENT BASED ON TREND STATE

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

IF state = -1 THEN

r = 210

g = 4

b = 45 // Red for downtrend

ELSIF state = 1 THEN

r = 45

g = 210

b = 4 // Green for uptrend

ELSE

r = 123

g = 123

b = 123 // Gray for neutral trend

ENDIF

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

// SIGNAL GENERATION (ENTRY & EXIT)

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

IF SigType = 1 THEN

goLong = Out CROSSES OVER Sig

goShort = Out CROSSES UNDER Sig

ELSIF SigType = 2 THEN

goLong = Out CROSSES OVER mid

goShort = Out CROSSES UNDER mid

ELSIF SigType = 3 THEN

goLong = Out CROSSES OVER flhi

goShort = Out CROSSES UNDER fllo

ENDIF

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

// SIGNAL DISPLAY ON CHART

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

atr = averagetruerange[14](close)

IF goLong AND ShowSignals THEN

DRAWTEXT("▲", BarIndex, Low - 0.5 * atr, Dialog, Bold, 10) COLOURED(0, 0, 255) // Blue for long entry

ELSIF goShort AND ShowSignals THEN

DRAWTEXT("▼", BarIndex, High + 0.5 * atr, Dialog, Bold, 10) COLOURED(255, 0, 255) // Fuchsia for short entry

ENDIF

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

RETURN Out COLOURED(r, g, b) STYLE(LINE, 3),flhi COLOURED("grey"),fllo COLOURED("grey"),mid COLOURED("orange")

Iván

Moderator

Topics: 0

Replies: 1362

Been thanked: 505 times

02/24/2025 at 1:28 PM #244283

Bateson

Bonjour Ivan
Vraiment un très grand merci pour le code qui fonctionne parfaitement.
Le code est vraiment très “propre”, c’est du très bon travail !
Le fait d’avoir bien séparé et décrit les différentes “modules” de calcul dans le code va me permettre de faire quelques modifications ciblées.
Encore un très grand merci pour votre contribution

Bateson

Participant

Topics: 12

Replies: 19

Been thanked: 2 times

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