//@version=4
//By Mihkel00
// This script is designed for the NNFX Method, so it is recommended for Daily charts only.
// Tried to implement a few VP NNFX Rules
// This script has a SSL / Baseline (you can choose between the SSL or MA), a secondary SSL for continiuation trades and a third SSL for exit trades.
// Alerts added for Baseline entries, SSL2 continuations, Exits.
// Baseline has a Keltner Channel setting for "in zone" Gray Candles
// Added "Candle Size > 1 ATR" Diamonds from my old script with the criteria of being within Baseline ATR range.
// Credits
// Strategy causecelebre https://www.tradingview.com/u/causecelebre/
// SSL Channel ErwinBeckers https://www.tradingview.com/u/ErwinBeckers/
// Moving Averages jiehonglim https://www.tradingview.com/u/jiehonglim/
// Moving Averages everget https://www.tradingview.com/u/everget/
// "Many Moving Averages" script Fractured https://www.tradingview.com/u/Fractured/
study("SSL Hybrid", overlay=true)
show_Baseline = input(title="Show Baseline", type=input.bool, defval=true)
show_SSL1 = input(title="Show SSL1", type=input.bool, defval=false)
show_atr = input(title="Show ATR bands", type=input.bool, defval=true)
//ATR
atrlen = input(14, "ATR Period")
mult = input(1, "ATR Multi", step=0.1)
smoothing = input(title="ATR Smoothing", defval="WMA", options=["RMA", "SMA", "EMA", "WMA"])
ma_function(source, atrlen) =>
if smoothing == "RMA"
rma(source, atrlen)
else
if smoothing == "SMA"
sma(source, atrlen)
else
if smoothing == "EMA"
ema(source, atrlen)
else
wma(source, atrlen)
atr_slen = ma_function(tr(true), atrlen)
////ATR Up/Low Bands
upper_band = atr_slen * mult + close
lower_band = close - atr_slen * mult
////BASELINE / SSL1 / SSL2 / EXIT MOVING AVERAGE VALUES
maType = input(title="SSL1 / Baseline Type", type=input.string, defval="HMA", options=["SMA","EMA","DEMA","TEMA","LSMA","WMA","MF","VAMA","TMA","HMA", "JMA", "Kijun v2", "EDSMA","McGinley"])
len = input(title="SSL1 / Baseline Length", defval=60)
SSL2Type = input(title="SSL2 / Continuation Type", type=input.string, defval="JMA", options=["SMA","EMA","DEMA","TEMA","WMA","MF","VAMA","TMA","HMA", "JMA","McGinley"])
len2 = input(title="SSL 2 Length", defval=5)
//
SSL3Type = input(title="EXIT Type", type=input.string, defval="HMA", options=["DEMA","TEMA","LSMA","VAMA","TMA","HMA","JMA", "Kijun v2", "McGinley", "MF"])
len3 = input(title="EXIT Length", defval=15)
src = input(title="Source", type=input.source, defval=close)
//
tema(src, len) =>
ema1 = ema(src, len)
ema2 = ema(ema1, len)
ema3 = ema(ema2, len)
(3 * ema1) - (3 * ema2) + ema3
kidiv = input(defval=1,maxval=4, title="Kijun MOD Divider")
jurik_phase = input(title="* Jurik (JMA) Only - Phase", type=input.integer, defval=3)
jurik_power = input(title="* Jurik (JMA) Only - Power", type=input.integer, defval=1)
volatility_lookback = input(10, title="* Volatility Adjusted (VAMA) Only - Volatility lookback length")
//MF
beta = input(0.8,minval=0,maxval=1,step=0.1, title="Modular Filter, General Filter Only - Beta")
feedback = input(false, title="Modular Filter Only - Feedback")
z = input(0.5,title="Modular Filter Only - Feedback Weighting",step=0.1, minval=0, maxval=1)
//EDSMA
ssfLength = input(title="EDSMA - Super Smoother Filter Length", type=input.integer, minval=1, defval=20)
ssfPoles = input(title="EDSMA - Super Smoother Filter Poles", type=input.integer, defval=2, options=[2, 3])
//----
//EDSMA
get2PoleSSF(src, length) =>
PI = 2 * asin(1)
arg = sqrt(2) * PI / length
a1 = exp(-arg)
b1 = 2 * a1 * cos(arg)
c2 = b1
c3 = -pow(a1, 2)
c1 = 1 - c2 - c3
ssf = 0.0
ssf := c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2])
get3PoleSSF(src, length) =>
PI = 2 * asin(1)
arg = PI / length
a1 = exp(-arg)
b1 = 2 * a1 * cos(1.738 * arg)
c1 = pow(a1, 2)
coef2 = b1 + c1
coef3 = -(c1 + b1 * c1)
coef4 = pow(c1, 2)
coef1 = 1 - coef2 - coef3 - coef4
ssf = 0.0
ssf := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 * nz(ssf[3])
ma(type, src, len) =>
float result = 0
if type=="TMA"
result := sma(sma(src, ceil(len / 2)), floor(len / 2) + 1)
if type=="MF"
ts=0.,b=0.,c=0.,os=0.
//----
alpha = 2/(len+1)
a = feedback ? z*src + (1-z)*nz(ts[1],src) : src
//----
b := a > alpha*a+(1-alpha)*nz(b[1],a) ? a : alpha*a+(1-alpha)*nz(b[1],a)
c := a < alpha*a+(1-alpha)*nz(c[1],a) ? a : alpha*a+(1-alpha)*nz(c[1],a)
os := a == b ? 1 : a == c ? 0 : os[1]
//----
upper = beta*b+(1-beta)*c
lower = beta*c+(1-beta)*b
ts := os*upper+(1-os)*lower
result := ts
if type=="LSMA"
result := linreg(src, len, 0)
if type=="SMA" // Simple
result := sma(src, len)
if type=="EMA" // Exponential
result := ema(src, len)
if type=="DEMA" // Double Exponential
e = ema(src, len)
result := 2 * e - ema(e, len)
if type=="TEMA" // Triple Exponential
e = ema(src, len)
result := 3 * (e - ema(e, len)) + ema(ema(e, len), len)
if type=="WMA" // Weighted
result := wma(src, len)
if type=="VAMA" // Volatility Adjusted
/// Copyright © 2019 to present, Joris Duyck (JD)
mid=ema(src,len)
dev=src-mid
vol_up=highest(dev,volatility_lookback)
vol_down=lowest(dev,volatility_lookback)
result := mid+avg(vol_up,vol_down)
if type=="HMA" // Hull
result := wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len)))
if type=="JMA" // Jurik
/// Copyright © 2018 Alex Orekhov (everget)
/// Copyright © 2017 Jurik Research and Consulting.
phaseRatio = jurik_phase < -100 ? 0.5 : jurik_phase > 100 ? 2.5 : jurik_phase / 100 + 1.5
beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alpha = pow(beta, jurik_power)
jma = 0.0
e0 = 0.0
e0 := (1 - alpha) * src + alpha * nz(e0[1])
e1 = 0.0
e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])
e2 = 0.0
e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * pow(1 - alpha, 2) + pow(alpha, 2) * nz(e2[1])
jma := e2 + nz(jma[1])
result := jma
if type=="Kijun v2"
kijun = avg(lowest(len), highest(len))//, (open + close)/2)
conversionLine = avg(lowest(len/kidiv), highest(len/kidiv))
delta = (kijun + conversionLine)/2
result :=delta
if type=="McGinley"
mg = 0.0
mg := na(mg[1]) ? ema(src, len) : mg[1] + (src - mg[1]) / (len * pow(src/mg[1], 4))
result :=mg
if type=="EDSMA"
zeros = src - nz(src[2])
avgZeros = (zeros + zeros[1]) / 2
// Ehlers Super Smoother Filter
ssf = ssfPoles == 2
? get2PoleSSF(avgZeros, ssfLength)
: get3PoleSSF(avgZeros, ssfLength)
// Rescale filter in terms of Standard Deviations
stdev = stdev(ssf, len)
scaledFilter = stdev != 0
? ssf / stdev
: 0
alpha = 5 * abs(scaledFilter) / len
edsma = 0.0
edsma := alpha * src + (1 - alpha) * nz(edsma[1])
result := edsma
result
///SSL 1 and SSL2
emaHigh = ma(maType, high, len)
emaLow = ma(maType, low, len)
maHigh = ma(SSL2Type, high, len2)
maLow = ma(SSL2Type, low, len2)
///EXIT
ExitHigh = ma(SSL3Type, high, len3)
ExitLow = ma(SSL3Type, low, len3)
///Keltner Baseline Channel
BBMC = ma(maType, close, len)
useTrueRange = input(true)
multy = input(0.2, step=0.05, title="Base Channel Multiplier")
Keltma = ma(maType, src, len)
range = useTrueRange ? tr : high - low
rangema = ema(range, len)
upperk =Keltma + rangema * multy
lowerk = Keltma - rangema * multy
//Baseline Violation Candle
ope
