İndikatör çevirme

MERHABA. TRADİNGVİEW  DE ÇOKCA KULLANDIĞIM VE YARARINI GÖRDÜĞÜM BİR İNDİKATÖR VAR. BUNU PRİME'A UYGULAMANIZ MÜMKÜN MÜ?

//@version=5

indicator(title="Volume Weighted Average Price", shorttitle="VWAP", overlay=true, timeframe="", timeframe_gaps=true)

 

var cumVol = 0.

cumVol += nz(volume)

if barstate.islast and cumVol == 0

    runtime.error("No volume is provided by the data vendor.")

    

computeVWAP(src, isNewPeriod, stDevMultiplier) =>

var float sumSrcVol = na

var float sumVol = na

    var float sumSrcSrcVol = na

 

sumSrcVol := isNewPeriod ? src * volume : src * volume + sumSrcVol[1]

sumVol := isNewPeriod ? volume : volume + sumVol[1]

// sumSrcSrcVol calculates the dividend of the equation that is later used to calculate the standard deviation

sumSrcSrcVol := isNewPeriod ? volume * math.pow(src, 2) : volume * math.pow(src, 2) + sumSrcSrcVol[1]

 

_vwap = sumSrcVol / sumVol

variance = sumSrcSrcVol / sumVol - math.pow(_vwap, 2)

variance := variance < 0 ? 0 : variance

stDev = math.sqrt(variance)

 

lowerBand = _vwap - stDev * stDevMultiplier

upperBand = _vwap + stDev * stDevMultiplier

 

[_vwap, lowerBand, upperBand]

 

hideonDWM = input(false, title="Hide VWAP on 1D or Above", group="VWAP Settings")

var anchor = input.string(defval = "Session", title="Anchor Period",

 options=["Session", "Week", "Month", "Quarter", "Year", "Decade", "Century", "Earnings", "Dividends", "Splits"], group="VWAP Settings")

src = input(title = "Source", defval = hlc3, group="VWAP Settings")

offset = input(0, title="Offset", group="VWAP Settings")

 

showBands = input(true, title="Calculate Bands", group="Standard Deviation Bands Settings")

stdevMult = input(1.0, title="Bands Multiplier", group="Standard Deviation Bands Settings")

 

timeChange(period) =>

ta.change(time(period))

 

new_earnings = request.earnings(syminfo.tickerid, earnings.actual, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)

new_dividends = request.dividends(syminfo.tickerid, dividends.gross, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)

new_split = request.splits(syminfo.tickerid, splits.denominator, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)

 

isNewPeriod = switch anchor

"Earnings" => not na(new_earnings)

"Dividends" => not na(new_dividends)

"Splits" => not na(new_split)

"Session" => timeChange("D")

"Week" => timeChange("W")

"Month" => timeChange("M")

"Quarter" => timeChange("3M")

"Year" => timeChange("12M")

"Decade" => timeChange("12M") and year % 10 == 0

"Century" => timeChange("12M") and year % 100 == 0

=> false

 

isEsdAnchor = anchor == "Earnings" or anchor == "Dividends" or anchor == "Splits"

if na(src[1]) and not isEsdAnchor

isNewPeriod := true

 

float vwapValue = na

float std = na

float upperBandValue = na

float lowerBandValue = na

 

if not (hideonDWM and timeframe.isdwm)

    [_vwap, bottom, top] = computeVWAP(src, isNewPeriod, stdevMult)

    vwapValue := _vwap

    upperBandValue := showBands ? top : na

    lowerBandValue := showBands ? bottom : na

 

plot(vwapValue, title="VWAP", color=#2962FF, offset=offset)

 

upperBand = plot(upperBandValue, title="Upper Band", color=color.green, offset=offset)

lowerBand = plot(lowerBandValue, title="Lower Band", color=color.green, offset=offset)

 

fill(upperBand, lowerBand, title="Bands Fill", color= showBands ? color.new(color.green, 95) : na)