[e-mail]

2 days ago

//version=6
indicator("VWAP + Supertrend (Merged)", overlay=true, timeframe="", timeframe_gaps=true)

// VWAP Settings
hideonDWM = input(false, title="Hide VWAP on 1D or Above", group="VWAP Settings", display=display.data_window)
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", display=display.data_window)
offset = input.int(0, title="Offset", group="VWAP Settings", minval=0, display=display.data_window)

BANDS_GROUP = "Bands Settings"
calcModeInput = input.string("Standard Deviation", "Bands Calculation Mode", options=["Standard Deviation", "Percentage"], group=BANDS_GROUP, tooltip="Determines the units used to calculate the distance of the bands.")
showBand_1 = input(true, title="", group=BANDS_GROUP, inline="band_1")
bandMult_1 = input.float(1.0, title="Bands Multiplier #1", group=BANDS_GROUP, inline="band_1", step=0.5, minval=0)
showBand_2 = input(false, title="", group=BANDS_GROUP, inline="band_2")
bandMult_2 = input.float(2.0, title="Bands Multiplier #2", group=BANDS_GROUP, inline="band_2", step=0.5, minval=0)
showBand_3 = input(false, title="", group=BANDS_GROUP, inline="band_3")
bandMult_3 = input.float(3.0, title="Bands Multiplier #3", group=BANDS_GROUP, inline="band_3", step=0.5, minval=0)

cumVolume = ta.cum(volume)
if barstate.islast and cumVolume == 0
runtime.error("No volume is provided by the data vendor.")

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" => timeframe.change("D")
"Week" => timeframe.change("W")
"Month" => timeframe.change("M")
"Quarter" => timeframe.change("3M")
"Year" => timeframe.change("12M")
"Decade" => timeframe.change("12M") and year % 10 == 0
"Century" => timeframe.change("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 upperBandValue1 = na
float lowerBandValue1 = na
float upperBandValue2 = na
float lowerBandValue2 = na
float upperBandValue3 = na
float lowerBandValue3 = na

if not (hideonDWM and timeframe.isdwm)
[_vwap, _stdevUpper, _] = ta.vwap(src, isNewPeriod, 1)
vwapValue := _vwap
stdevAbs = _stdevUpper - _vwap
bandBasis = calcModeInput == "Standard Deviation" ? stdevAbs : _vwap * 0.01
upperBandValue1 := _vwap + bandBasis * bandMult_1
lowerBandValue1 := _vwap - bandBasis * bandMult_1
upperBandValue2 := _vwap + bandBasis * bandMult_2
lowerBandValue2 := _vwap - bandBasis * bandMult_2
upperBandValue3 := _vwap + bandBasis * bandMult_3
lowerBandValue3 := _vwap - bandBasis * bandMult_3

plot(vwapValue, title="VWAP", color=#2962FF, offset=offset)
upperBand_1 = plot(upperBandValue1, title="Upper Band #1", color=color.green, offset=offset, display=showBand_1 ? display.all : display.none)
lowerBand_1 = plot(lowerBandValue1, title="Lower Band #1", color=color.green, offset=offset, display=showBand_1 ? display.all : display.none)
fill(upperBand_1, lowerBand_1, title="Bands Fill #1", color=color.new(color.green, 95), display=showBand_1 ? display.all : display.none)

// Supertrend Settings
atrPeriod = input.int(10, "ATR Length", minval=1)
factor = input.float(3.0, "Factor", minval=0.01, step=0.01)
[supertrend, direction] = ta.supertrend(factor, atrPeriod)
supertrend := barstate.isfirst ? na : supertrend
upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color=color.green, style=plot.style_linebr)
downTrend = plot(direction < 0 ? na : supertrend, "Down Trend", color=color.red, style=plot.style_linebr)
bodyMiddle = plot(barstate.isfirst ? na : (open + close) / 2, "Body Middle", display=display.none)

fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)

// Alerts for Supertrend
alertcondition(direction[1] > direction, title='Downtrend to Uptrend', message='Supertrend switched from Downtrend to Uptrend.')
alertcondition(direction[1] < direction, title='Uptrend to Downtrend', message='Supertrend switched from Uptrend to Downtrend.')
alertcondition(direction[1] != direction, title='Trend Change', message='Supertrend switched direction.')