intraday-snapper.pine

//@version=3
//

study(title="Big Snapper Alerts R3.0 by JustUncleL", shorttitle="SNAPPER", overlay=true )

//
// Author:  JustUncleL
// Date:    19-Oct-2017
// Version: R3.0
//
// Description:
//    This is a diversified Binary Option or Scalping Alert indicator originally designed for 
//    lower Time Frame Trend or Swing trading. Although you will find it a useful tool for 
//    higher time frames as well.
//
//    The Alerts are generated by the changing direction of the ColouredMA (HullMA by default, 
//    also SSMA works well) or optionally by fastMA crossing ColouredMA. Then you have the choice of 
//    selecting the Directional filtering on these signals or a Bollinger Outside IN swing
//    reversal filter. 
//
//    The filters include:
//    
//      Type 1 - The three MAs (EMAs 21,55,89 by default) in various combinations or by themselves.
//               When only one directional MA selected then direction filter is given by ColouredMA 
//               above(up)/below(down) selected MA.
//               If more than one MA selected the direction is given by MAs being in correct order
//               for trend direction.
//
//      Type 2 - The SuperTrend  direction is used to filter ColouredMA signals.
//
//      Type 3 - Bollinger Band Outside In is used to filter ColouredMA for swing reversals.
//
//      Type 4 - No directional filtering, all signals from the ColouredMA are shown.
//
//      Type 5 - Signals given by FastMA (eg length 7) crossing the ColouredMA (eg length 14), 
//               suggested FastMA should same type as ColouredMA (eq HullMA or SSMA) and 
//               no less than half the length.
//
//    Notes: - Each Type can be combined with most other types to form more complex filtration.
//           - Alerts can also be disabled completely if you just want one indicator with 
//             one colouredMA and/or 3xMAs and/or Bollinger Bands and/or SuperTrend 
//             painted on the chart.
//
//    Warning- Be aware that combining Bollinger OutsideIn swing filter and a directional filter 
//             can be counter productive as they are opposites. So careful consideration is needed 
//             when combining Bollinger OutsideIn with any of the directional filters. 
//
//    Hints: - For Binary Options try ColouredMA = HullMA(13) or HullMA(8) with Type 2 or 3 Filter.
//           - When using Trend filters SuperTrend and/or 3xMA Trend, you will find if price reverses
//             and breaks back through the Big Fat Signal line, then this can be a good reversal trade.
//           - Try using SSMA instead of HullMA for signal line, it is similar to Hull but remains
//             smoother at low lengths and works well with the MA Cross signals.
//
// Mofidifications:
//
//    R0.# : Original alpha unpublished versions.
//
//    R1.# : Original beta unpublished versions.
//
//    R2.0 : Original Published version.
//
//    R3.0 : - Added new Signal Type 5: Signals come from Fast MA crossing slower ColouredMA.
//           - Replaced OutsideIn Coloured MA signals with those generated from the MA cross.
//           - Added selectable colours for Big fat marker, the big arrows colours must still
//             be selected in the "Style" parameters of the script.
//
// References:
//    Some explanation about the what Hull Moving averageis  and ideas of how the generated in 
//    Snapper can be used.
//    - https://tradingsim.com/blog/hull-ma/
//    - http://forextradingstrategies4u.com/hull-moving-average-forex-trading-strategy/
//
//    Some Code borrowed from:
//    - "Scalp Jockey - MTF MA Cross Visual Strategizer by JayRogers"
//
//    Inspiration from @vdubus
//
//
// -----------------------------------------------------------------------------
// Copyright 2017 JustUncleL
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
// 
// The GNU General Public License can be found here
// <http://www.gnu.org/licenses/>.
//
// -----------------------------------------------------------------------------
//

//
// === INPUTS ===

// Coloured MA - type, length, source
typeColoured   = input(defval="HullMA", title="Coloured MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"], type=string)
lenColoured    = input(defval=18, title="Coloured MA - Length", minval=1)
srcColoured    = input(close,title="Coloured MA - Source")
// Fast MA - type, length
typeFast       = input(defval="EMA", title="Fast MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"], type=string)
lenFast        = input(defval=21, title="Fast MA - Length", minval=1)
// Medium MA - type, length
typeMedium     = input(defval="EMA", title="Medium MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"], type=string)
lenMedium      = input(defval=55, title="Medium MA - Length", minval=1)
// Slow MA - type, length
typeSlow       = input(defval="EMA", title="Slow MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"], type=string)
lenSlow        = input(defval=89, title="Slow MA Length", minval=1)
// 3xMA source
ma_src         = input(close,title="3xMA and Bollinger Source")

//
filterOption        = input("SuperTrend",title="Signal Filter Option : ",
      options=["3xMATrend","SuperTrend","SuperTrend+3xMA","ColouredMA","No Alerts","MACross","MACross+ST","MACross+3xMA",
               "OutsideIn:MACross","OutsideIn:MACross+ST","OutsideIn:MACross+3xMA"])
//
hideMALines        = input(false)
hideSuperTrend     = input(true)
hideBollingerBands = input(true)
hideTrendDirection = input(true)      
//
disableFastMAFilter   = input(false)
disableMediumMAFilter = input(false)
disableSlowMAFilter   = input(false)
//
uKC             = false // input(false,title="Use Keltner Channel (KC) instead of Bollinger")
bbLength        = input(20,minval=2,step=1,title="Bollinge Bands Length")
bbStddev        = input(2.0,minval=0.5,step=0.1,title="Bollinger Bands StdDevs")
oiLength        = input(8, title="Bollinger Outside In LookBack")
//
SFactor         = input(3.618, minval=1.0, title="SuperTrend Factor")
SPd             = input(5, minval=1, title="SuperTrend Length")
//
buyColour_      = input("Green", title="BUY Marker Colour: ",options=["Green","Lime","Aqua","DodgerBlue","Gray","Yellow"])
sellColour_     = input("Maroon",title="SELL Marker Colour: ",options=[ "Maroon","Red","Fuchsia","Blue","Black","Orange"])


// --- Allocate Correct Filtering Choice
// Can only be one choice
uSuperTrendFilter   = filterOption == "SuperTrend" ? true : false
u3xMATrendFilter    = filterOption == "3xMATrend"? true : false
uBothTrendFilters   = filterOption == "SuperTrend+3xMA"? true : false
//uOIFilter           = filterOption == "OutsideIn:ClrMA" ? true : false
uOIMACrossFilter    = filterOption == "OutsideIn:MACross" ? true : false
uOI3xMAFilter       = filterOption == "OutsideIn:MACross+3xMA" ? true : false
uOISTFilter         = filterOption == "OutsideIn:MACross+ST" ? true : false
uMACrossFilter      = filterOption == "MACross" ? true : false
uMACrossSTFilter    = filterOption == "MACross+ST" ? true : false
uMACross3xMAFilter  = filterOption == "MACross+3xMA" ? true : false

// unless all 3 MAs disabled.
disable3xMAFilter   = disableFastMAFilter and disableMediumMAFilter and disableSlowMAFilter
u3xMATrendFilter    := disable3xMAFilter? false : u3xMATrendFilter

// if no filters selected then must be "No Filters" option
disableAllFilters   = u3xMATrendFilter or uSuperTrendFilter or uBothTrendFilters or uOI3xMAFilter or uOISTFilter or  
                      uOIMACrossFilter or uMACrossFilter or uMACrossSTFilter or uMACross3xMAFilter? false : true

// if "No Alerts" option selected, then disable all selections
disableAllFilters   := filterOption == "No Alerts"? false : disableAllFilters
uSuperTrendFilter   := filterOption == "No Alerts"? false : uSuperTrendFilter
u3xMATrendFilter    := filterOption == "No Alerts"? false : u3xMATrendFilter
uBothTrendFilters   := filterOption == "No Alerts"? false : uBothTrendFilters
//uOIFilter           := filterOption == "No Alerts"? false : uOIFilter
uOIMACrossFilter    := filterOption == "No Alerts"? false : uOIMACrossFilter
uOI3xMAFilter       := filterOption == "No Alerts"? false : uOI3xMAFilter
uOISTFilter         := filterOption == "No Alerts"? false : uOISTFilter
uMACrossFilter      := filterOption == "No Alerts"? false : uMACrossFilter
uMACrossSTFilter    := filterOption == "No Alerts"? false : uMACrossSTFilter
uMACross3xMAFilter  := filterOption == "No Alerts"? false : uMACross3xMAFilter

// --- CONSTANTS ---
dodgerblue = #1E90FF
lightcoral = #F08080

buyColour  = green  // for big Arrows, must be a constant.
sellColour = maroon // for big Arrows

// Colour Selectable for Big Fat Bars.
buyclr = buyColour_=="Lime"?lime: buyColour_=="Aqua"?aqua: buyColour_=="DodgerBlue"?dodgerblue: buyColour_=="Gray"?gray: buyColour_=="Yellow"?yellow:green
sellclr = sellColour_=="Red"?red: sellColour_=="Fuchsia"?fuchsia: sellColour_=="Blue"?blue: sellColour_=="Black"?black: sellColour_=="Orange"?orange: maroon

// === /INPUTS ===

// === FUNCTIONS ===

// Returns MA input selection variant, default to SMA if blank or typo.
variant(type, src, len) =>
    v1 = sma(src, len)                                                  // Simple
    v2 = ema(src, len)                                                  // Exponential
    v3 = wma(src, len)                                                  // Weighted
    v4 = vwma(src, len)                                                 // Volume Weighted
    v5 = 0.0
    v5 := na(v5[1]) ? sma(src, len) : (v5[1] * (len - 1) + src) / len    // Smoothed
    v6 = 2 * v2 - ema(v2, len)                                          // Double Exponential
    v7 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len)               // Triple Exponential
    v8 = wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len)))   // Hull WMA = (2*WMA (n/2) − WMA (n)), sqrt (n))
    v11 = sma(sma(src,len),len)                                         // Triangular
    // SuperSmoother filter
    // © 2013  John F. Ehlers
    a1 = exp(-1.414*3.14159 / len)
    b1 = 2*a1*cos(1.414*3.14159 / len)
    c2 = b1
    c3 = (-a1)*a1
    c1 = 1 - c2 - c3
    v9 = 0.0
    v9 := c1*(src + nz(src[1])) / 2 + c2*nz(v9[1]) + c3*nz(v9[2])
    // Zero Lag Exponential
    e = ema(v1, len)
    v10 = v1+(v1-e)
    // return variant, defaults to SMA if input invalid.
    type=="EMA"?v2 : type=="WMA"?v3 : type=="VWMA"?v4 : type=="SMMA"?v5 : type=="DEMA"?v6 : type=="TEMA"?v7 : type=="HullMA"?v8 : type=="SSMA"?v9 : type=="ZEMA"?v10 : type=="TMA"? v11: v1

// === /FUNCTIONS ===

// === SERIES VARIABLES ===
// MA's
ma_fast     = variant(typeFast, ma_src, lenFast)
ma_medium   = variant(typeMedium, ma_src, lenMedium)
ma_slow     = variant(typeSlow, ma_src, lenSlow)
ma_coloured = variant(typeColoured, srcColoured, lenColoured)

// Get Direction of Coloured Moving Average
clrdirection = 1
clrdirection := rising(ma_coloured,2) ? 1 : falling(ma_coloured,2)? -1  : nz(clrdirection[1],1)

// get 3xMA trend direction based on selections.
madirection  =  ma_fast>ma_medium and ma_medium>ma_slow? 1 : ma_fast<ma_medium and ma_medium<ma_slow? -1 : 0
madirection  := disableSlowMAFilter?  ma_fast>ma_medium? 1 : ma_fast<ma_medium? -1 : 0 : madirection
madirection  := disableMediumMAFilter?  ma_fast>ma_slow? 1 : ma_fast<ma_slow? -1 : 0 : madirection
madirection  := disableFastMAFilter?  ma_medium>ma_slow? 1 : ma_medium<ma_slow? -1 : 0 : madirection
madirection  := disableFastMAFilter and disableMediumMAFilter?  ma_coloured>ma_slow? 1 : -1 : madirection
madirection  := disableFastMAFilter and disableSlowMAFilter?    ma_coloured>ma_medium? 1 : -1 : madirection
madirection  := disableSlowMAFilter and disableMediumMAFilter?  ma_coloured>ma_fast? 1 : -1 : madirection

//

// Supertrend Calculations
SUp=hl2-(SFactor*atr(SPd))
SDn=hl2+(SFactor*atr(SPd))

STrendUp   = 0.0
STrendDown = 0.0
STrendUp   := close[1]>STrendUp[1]? max(SUp,STrendUp[1]) : SUp
STrendDown := close[1]<STrendDown[1]? min(SDn,STrendDown[1]) : SDn
STrend = 0
STrend := close > STrendDown[1] ? 1: close< STrendUp[1]? -1: nz(STrend[1],1)
Tsl = STrend==1? STrendUp: STrendDown

// Standard Bollinger or KC Bands
basis = sma(ma_src, bbLength)
rangema = sma(tr, bbLength)
dev =   uKC? bbStddev*rangema : bbStddev * stdev(ma_src, bbLength)

// Calculate Bollinger or KC Channel
upper = basis + dev
lower = basis - dev

// Lookback for previous highest bar index
noiupper =  abs(highestbars(oiLength))
noilower = abs(lowestbars(oiLength))

// ColouredMA OutsideIn
//oiupper = clrdirection<0 and noiupper>0 and highest(oiLength)>upper[noiupper]? 1 : 0
//oilower = clrdirection>0 and noilower>0 and lowest(oiLength)<lower[noilower]? 1 : 0

// MACross OutsideIN
oiMACrossupper = crossunder(ma_fast,ma_coloured) and noiupper>0 and highest(oiLength)>upper[noiupper]? 1 : 0
oiMACrosslower = crossover(ma_fast,ma_coloured) and noilower>0 and lowest(oiLength)<lower[noilower]? 1 : 0

// === /SERIES VARIABLES ===

// === PLOTTING ===

// All the MA's
plot(ma_coloured, title="Coloured MA", color=clrdirection<0?lightcoral:blue, linewidth=3, transp=20)
plot(hideMALines?na:ma_fast,     title="Fast MA", color=lime, linewidth=2, transp=20)
plot(hideMALines?na:ma_medium,   title="Medium MA", color=red, linewidth=2, transp=10)
plot(hideMALines?na:ma_slow,     title="Slow MA", color=gray, linewidth=2, transp=10)

// show 3xMA Trend Direction State.
dcolour = madirection==1?green:madirection==-1?red:yellow
plotshape(hideTrendDirection? na : madirection, title="3xMA Trend Direction", location=location.bottom,style=shape.square, color=dcolour,transp=10)


// SuperTrend
plot(hideSuperTrend?na:Tsl, color = STrend == 1 ? green : maroon, style = line , linewidth = 2,title = "SuperTrend")

// Bollinger Bands
p1=plot(hideBollingerBands?na:upper, title="BB upper", color=dodgerblue, linewidth=1, transp=20)
p2=plot(hideBollingerBands?na:lower, title="BB lower", color=dodgerblue, linewidth=1, transp=20)
fill(p1,p2,color=dodgerblue,transp=96,title="BB fill")

// === /PLOTTING ===


// === ALERTING ===

// 3xMA Filtering
_3xmabuy = 0
_3xmasell = 0
_3xmabuy  := clrdirection == 1 and close>ma_fast and madirection==1 ? nz(_3xmabuy[1])+1  : clrdirection == 1 and madirection==1?  nz(_3xmabuy[1])>0?nz(_3xmabuy[1])+1 : 0 : 0
_3xmasell := clrdirection ==-1 and close<ma_fast and madirection==-1 ? nz(_3xmasell[1])+1 : clrdirection ==-1 and madirection==-1? nz(_3xmasell[1])>0?nz(_3xmasell[1])+1 : 0 : 0
//

// SuperTrend Filtering
stbuy = 0
stsell = 0
stbuy  := clrdirection == 1 and STrend==1 ? nz(stbuy[1])+1  : 0
stsell := clrdirection ==-1 and STrend==-1 ? nz(stsell[1])+1 : 0
//

// 3xMA & SuperTrend Filtering
//
st3xmabuy = 0
st3xmasell = 0
st3xmabuy  := (disable3xMAFilter or _3xmabuy>0) and stbuy>0 ?  nz(st3xmabuy[1])+1  : 0
st3xmasell := (disable3xMAFilter or _3xmasell>0) and stsell>0 ? nz(st3xmasell[1])+1 : 0

// Bollinger Outside In using ColuredMA direction Filter.
//oibuy = 0
//oisell = 0
//oibuy  := clrdirection == 1 and oilower==1? nz(oibuy[1])+1  : 0
//oisell := clrdirection ==-1 and oiupper==1? nz(oisell[1])+1 : 0

// Bollinger Outside In using MACross signal Filter
oiMACrossbuy = 0
oiMACrosssell = 0
oiMACrossbuy  := oiMACrosslower==1? nz(oiMACrossbuy[1])+1  : 0
oiMACrosssell := oiMACrossupper==1? nz(oiMACrosssell[1])+1 : 0


// Bollinger Outside In + 3xMA Filter
oi3xmabuy = 0
oi3xmasell = 0
oi3xmabuy  := oiMACrossbuy>0 and (disable3xMAFilter or madirection==1)? nz(oi3xmabuy[1])+1  : 0
oi3xmasell := oiMACrosssell>0 and (disable3xMAFilter or madirection==-1)? nz(oi3xmasell[1])+1 : 0

// Bollinger Outside In + SuperTrend Filter
oistbuy = 0
oistsell = 0
oistbuy  := oiMACrossbuy>0 and STrend==1? nz(oistbuy[1])+1  : 0
oistsell := oiMACrosssell>0 and STrend==-1? nz(oistsell[1])+1 : 0


// FastMA crossover HullMA and SuperTrend
macrossSTbuy = 0
macrossSTsell = 0
macrossSTbuy  :=  crossover(ma_fast,ma_coloured) and STrend==1? nz(macrossSTbuy[1])+1  : 0
macrossSTsell :=  crossunder(ma_fast,ma_coloured) and STrend==-1? nz(macrossSTsell[1])+1 : 0

// FastMA crossover HullMA and 3xMA
macross3xMAbuy = 0
macross3xMAsell = 0
macross3xMAbuy  :=  crossover(ma_fast,ma_coloured) and  (disable3xMAFilter or madirection==1) ? nz(macross3xMAbuy[1])+1  : 0
macross3xMAsell :=  crossunder(ma_fast,ma_coloured) and (disable3xMAFilter or madirection==-1) ? nz(macross3xMAsell[1])+1 : 0

//
// Check any Alerts set
long  = (u3xMATrendFilter and _3xmabuy==1) or (uSuperTrendFilter and stbuy==1) or (uBothTrendFilters and st3xmabuy==1) or 
          (uOI3xMAFilter and oi3xmabuy==1) or (uOISTFilter and oistbuy==1) or (uOIMACrossFilter and oiMACrossbuy==1) or 
          (uMACrossSTFilter and macrossSTbuy==1) or (uMACross3xMAFilter and macross3xMAbuy==1)
short = (u3xMATrendFilter and _3xmasell==1) or (uSuperTrendFilter and stsell==1) or (uBothTrendFilters and st3xmasell==1) or 
          (uOI3xMAFilter and oi3xmasell==1) or (uOISTFilter and oistsell==1) or (uOIMACrossFilter and oiMACrosssell==1) or
          (uMACrossSTFilter and macrossSTsell==1)  or (uMACross3xMAFilter and macross3xMAsell==1)

//
// If Alert Detected, then Draw Big fat liner
plotshape( long ? long : na, title="Long Line Marker", 
      location=location.belowbar,style=shape.arrowup, color=buyclr,transp=20,size=size.auto, text='████████████████',textcolor=buyclr)
plotshape( short ? short : na, title="Short Line Marker", 
      location=location.abovebar,style=shape.arrowdown, color=sellclr,transp=20,size=size.auto, text='████████████████',textcolor=sellclr)

// --- Arrow style signals

// No Filters only Hull Signals
hbuy = 0
hsell = 0
hbuy  := clrdirection == 1 ? nz(hbuy[1])+1  : 0
hsell := clrdirection ==-1 ? nz(hsell[1])+1 : 0

// FastMA crossover HullMA
macrossbuy = 0
macrosssell = 0
macrossbuy  :=  crossover(ma_fast,ma_coloured)? nz(macrossbuy[1])+1  : 0
macrosssell :=  crossunder(ma_fast,ma_coloured)? nz(macrosssell[1])+1 : 0
//
along  = (disableAllFilters and hbuy==1) or (uMACrossFilter and macrossbuy==1) 
ashort = (disableAllFilters and hsell==1) or (uMACrossFilter and macrosssell==1)
// 
// If ColouredMA or MACross then draw big arrows
plotarrow( along   ? 1 : ashort? -1 : na, title="ColouredMA or MACross Arrow", colorup=buyColour, colordown=sellColour, maxheight=100, minheight=50, transp=20)

// Update alarm conditions
long  := long or along
short := short or ashort

// === /ALERTING ===


// === ALARMS ===

//
alertcondition(long or short, title="Signal Alert",message="SIGNAL")
alertcondition(long, title="Long Alert",message="LONG")
alertcondition(short, title="Short Alert",message="SHORT")

// === /ALARMS ===
//
//EOF