study(title="Deneme", overlay=true)
Act_ADX = input(true, "ADX PATTERNS")
ADX_len = input(16, title="ADX LENGTH", type=input.integer, minval = 1)
th = input(17, title="ADX THRESHOLD", type=input.integer, minval = 0)
calcADX(_len)=>
up = change(high)
down = -change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
truerange = rma(tr, _len)
_plus = fixnan(100 * rma(plusDM, _len) / truerange)
_minus = fixnan(100 * rma(minusDM, _len) / truerange)
sum = _plus + _minus
_adx = 100 * rma(abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
[_plus,_minus,_adx]
[DIPlus,DIMinus,ADX] = calcADX(ADX_len)
macol = DIPlus > DIMinus and ADX > th ? color.white : DIPlus < DIMinus and ADX > th ? color.black : color.orange
barcolor(color = Act_ADX ? macol : na, title = "ADX")
st_mult = input(2, title = 'Trend Multiplier', minval = 0, maxval = 100, step = 0.01)
st_period = input(10, title = 'Trend Period', minval = 1)
hilow = ((high - low)*100)
openclose = ((close - open)*100)
vol = (obv / hilow)
spreadvol = (openclose * vol)
VPT = spreadvol + cum(spreadvol)
window_len = 28
v_len = 14
price_spread = stdev(high-low, window_len)
vx = spreadvol + cum(spreadvol)
smooth = ema(vx, v_len)
v_spread = stdev(vx - smooth, window_len)
shadow = (vx - smooth) / v_spread * price_spread
out = shadow > 0 ? high + shadow : low + shadow
up_lev =out - (st_mult * atr(st_period))
dn_lev = out + (st_mult * atr(st_period))
Volatility = 100 * sum(100 * atr(1) / low, 1) / 100
factor = input(title="Volatility Factor", defval=0.5, minval=0.1, maxval=5, step=0.1, type=input.float)
perc = (Volatility*0.01) *factor
hb = 0.00 ,hb := nz(hb[1])
hl = 0.000, hl := nz(hl[1])
lb = 0.00 ,lb := nz(lb[1])
l1 = 0.000,l1 := nz(l1[1])
c = 0
c := nz(c[1]) + 1
trend = 0,trend := nz(trend[1]),n = dn_lev,x =up_lev
if barstate.isfirst
c := 0
lb := n
hb := x
l1 := out
hl := out
hl
if c == 1
if x >= hb[1]
hb := x
hl := out
trend := 1
trend
else
lb := n
l1 := out
trend := -1
trend
if c > 1
if trend[1] > 0
hl := max(hl[1], out)
if x >= hb[1]
hb := x
hb
else
if n < hb[1] - hb[1] * perc
lb := n
l1 := out
trend := -1
trend
else
l1 := min(l1[1], out )
if n <= lb[1]
lb := n
lb
else
if x > lb[1] + lb[1] * perc
hb := x
hl := out
trend := 1
trend
v = trend == 1 ? hb : trend == -1 ? lb : na
long = trend == 1 and trend[1] == -1
short = trend == -1 and trend[1] == 1
last_long = 0.0
last_short = 0.0
last_long := long ? time : nz(last_long[1])
last_short := short ? time : nz(last_short[1])
buy = crossover(last_long, last_short)
sell = crossover(last_short, last_long)
// Plotshape
plotshape(buy, title="buy", text="Buy", color=color.green, style=shape.cross, location=location.belowbar, size=size.small, textcolor=color.black, transp=0) //plot for buy icon
plotshape(sell, title="sell", text="Sell", color=color.red, style=shape.xcross, location=location.abovebar, size=size.small, textcolor=color.black, transp=0)
// Alerts
alertcondition(buy, title='buy', message='Buy')
alertcondition(sell, title='sell', message='Sell')
