feat(indicator): add Money Line v4+ (Pine v6) with optional ADX/MTF/session/cooldown, calc source, EMA trend filter, anti-chop (CHOP, retest, min body), gated markers, and per-timeframe profiles
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326
Bullmania_Money_Line_v4_plus.pine
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326
Bullmania_Money_Line_v4_plus.pine
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//@version=6
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indicator("Bullmania Money Line v4+ (optional filters)", overlay=true)
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// =============================
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// Base inputs (match v4 defaults)
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// =============================
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atrPeriod = input.int(10, "ATR Period", minval=1)
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multiplier = input.float(3.0, "Multiplier", minval=0.1, step=0.1)
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confirmBars = input.int(1, "Flip confirmation bars", minval=1, maxval=5, tooltip="Require this many consecutive closes beyond the Money Line before flipping trend. 1 = v4 behavior.")
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bufferATR = input.float(0.0, "Flip buffer (×ATR)", minval=0.0, step=0.05, tooltip="Extra distance beyond the Money Line required to flip. Example: 0.3 means close must cross by 0.3 × ATR.")
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// Optional smoothing (applied to src only; ATR remains unchanged)
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smoothLen = input.int(0, "Smoothing EMA Length (0 = off)", minval=0)
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// Price source selection (independent of chart type)
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srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"])
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// =============================
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// Optional filters (all default off to preserve v4 behavior)
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// =============================
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useAdxFilt = input.bool(false, "Use ADX/DMI filter (gates labels/alerts)")
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adxLength = input.int(14, "ADX Length", minval=1)
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minAdx = input.float(20.0, "Min ADX", minval=1.0, step=0.5)
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useMTFConf = input.bool(false, "Use higher timeframe confirmation")
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higherTF = input.timeframe("", "Higher timeframe (e.g. 60, 1D)")
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sessionStr = input.session("0000-2400", "Active session (labels/alerts only)")
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cooldownBars= input.int(0, "Cooldown bars after flip", minval=0)
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alertsCloseOnly = input.bool(true, "Alerts/labels on bar close only")
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useTrendMA = input.bool(false, "Use EMA trend filter")
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trendMALen = input.int(200, "EMA length", minval=1)
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// Anti-chop filters (optional)
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useChopFilt = input.bool(false, "Use Choppiness filter (gates)")
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chopLength = input.int(14, "Choppiness Length", minval=2)
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maxChop = input.float(55.0, "Max CHOP (allow if <=)", minval=0.0, maxval=100.0, step=0.5, tooltip="Lower = stronger trend; typical thresholds 38-61")
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useRetest = input.bool(false, "Require retest after flip")
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retestWindow = input.int(3, "Retest window (bars)", minval=1, maxval=20)
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retestTolATR = input.float(0.20, "Retest tolerance (×ATR)", minval=0.0, step=0.05)
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useBodyFilter = input.bool(false, "Min candle body fraction")
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minBodyFrac = input.float(0.35, "Min body as fraction of range", minval=0.0, maxval=1.0, step=0.05)
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showLabels = input.bool(true, "Show flip labels")
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showCircles = input.bool(true, "Show flip circles (v4 style)")
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showFill = input.bool(true, "Shade price-to-line area")
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gateCircles = input.bool(false, "Gate flip circles with filters")
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showGatedMarkers = input.bool(true, "Show gated markers (triangles)")
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// =============================
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// Per-timeframe profiles (optional)
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// =============================
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useProfiles = input.bool(false, "Use per-timeframe profiles")
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grpI = "Profile: Intraday (<60m)"
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pI_confirmBars = input.int(2, "Confirm bars", minval=1, group=grpI)
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pI_bufferATR = input.float(0.15, "Buffer (×ATR)", minval=0.0, step=0.05, group=grpI)
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pI_smoothLen = input.int(1, "Smoothing EMA", minval=0, group=grpI)
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pI_adxLength = input.int(18, "ADX Length", minval=1, group=grpI)
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pI_minAdx = input.float(20.0, "Min ADX", minval=1.0, step=0.5, group=grpI)
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pI_chopLength = input.int(14, "CHOP Length", minval=2, group=grpI)
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pI_maxChop = input.float(55.0, "Max CHOP", minval=0.0, maxval=100.0, step=0.5, group=grpI)
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pI_retestWindow = input.int(3, "Retest window (bars)", minval=1, group=grpI)
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pI_retestTolATR = input.float(0.20, "Retest tol (×ATR)", minval=0.0, step=0.05, group=grpI)
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pI_minBodyFrac = input.float(0.35, "Min body fraction", minval=0.0, maxval=1.0, step=0.05, group=grpI)
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pI_trendMALen = input.int(100, "EMA trend length", minval=1, group=grpI)
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grpH = "Profile: 1–4h"
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pH_confirmBars = input.int(2, "Confirm bars", minval=1, group=grpH)
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pH_bufferATR = input.float(0.10, "Buffer (×ATR)", minval=0.0, step=0.05, group=grpH)
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pH_smoothLen = input.int(1, "Smoothing EMA", minval=0, group=grpH)
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pH_adxLength = input.int(20, "ADX Length", minval=1, group=grpH)
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pH_minAdx = input.float(19.0, "Min ADX", minval=1.0, step=0.5, group=grpH)
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pH_chopLength = input.int(14, "CHOP Length", minval=2, group=grpH)
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pH_maxChop = input.float(57.0, "Max CHOP", minval=0.0, maxval=100.0, step=0.5, group=grpH)
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pH_retestWindow = input.int(3, "Retest window (bars)", minval=1, group=grpH)
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pH_retestTolATR = input.float(0.20, "Retest tol (×ATR)", minval=0.0, step=0.05, group=grpH)
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pH_minBodyFrac = input.float(0.30, "Min body fraction", minval=0.0, maxval=1.0, step=0.05, group=grpH)
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pH_trendMALen = input.int(200, "EMA trend length", minval=1, group=grpH)
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grpD = "Profile: 1D+"
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pD_confirmBars = input.int(1, "Confirm bars", minval=1, group=grpD)
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pD_bufferATR = input.float(0.10, "Buffer (×ATR)", minval=0.0, step=0.05, group=grpD)
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pD_smoothLen = input.int(0, "Smoothing EMA", minval=0, group=grpD)
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pD_adxLength = input.int(14, "ADX Length", minval=1, group=grpD)
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pD_minAdx = input.float(18.0, "Min ADX", minval=1.0, step=0.5, group=grpD)
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pD_chopLength = input.int(14, "CHOP Length", minval=2, group=grpD)
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pD_maxChop = input.float(60.0, "Max CHOP", minval=0.0, maxval=100.0, step=0.5, group=grpD)
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pD_retestWindow = input.int(2, "Retest window (bars)", minval=1, group=grpD)
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pD_retestTolATR = input.float(0.20, "Retest tol (×ATR)", minval=0.0, step=0.05, group=grpD)
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pD_minBodyFrac = input.float(0.30, "Min body fraction", minval=0.0, maxval=1.0, step=0.05, group=grpD)
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pD_trendMALen = input.int(200, "EMA trend length", minval=1, group=grpD)
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// Compute active profile based on timeframe
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tfSec = timeframe.in_seconds(timeframe.period)
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isIntraday = tfSec < 60 * 60
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isHto4h = tfSec >= 60 * 60 and tfSec <= 4 * 60 * 60
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// else daily+
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aConfirmBars = useProfiles ? (isIntraday ? pI_confirmBars : isHto4h ? pH_confirmBars : pD_confirmBars) : confirmBars
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aBufferATR = useProfiles ? (isIntraday ? pI_bufferATR : isHto4h ? pH_bufferATR : pD_bufferATR) : bufferATR
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aSmoothLen = useProfiles ? (isIntraday ? pI_smoothLen : isHto4h ? pH_smoothLen : pD_smoothLen) : smoothLen
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aAdxLength = useProfiles ? (isIntraday ? pI_adxLength : isHto4h ? pH_adxLength : pD_adxLength) : adxLength
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aMinAdx = useProfiles ? (isIntraday ? pI_minAdx : isHto4h ? pH_minAdx : pD_minAdx) : minAdx
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aChopLength = useProfiles ? (isIntraday ? pI_chopLength : isHto4h ? pH_chopLength : pD_chopLength) : chopLength
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aMaxChop = useProfiles ? (isIntraday ? pI_maxChop : isHto4h ? pH_maxChop : pD_maxChop) : maxChop
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aRetestWindow = useProfiles ? (isIntraday ? pI_retestWindow : isHto4h ? pH_retestWindow : pD_retestWindow) : retestWindow
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aRetestTolATR = useProfiles ? (isIntraday ? pI_retestTolATR : isHto4h ? pH_retestTolATR : pD_retestTolATR) : retestTolATR
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aMinBodyFrac = useProfiles ? (isIntraday ? pI_minBodyFrac : isHto4h ? pH_minBodyFrac : pD_minBodyFrac) : minBodyFrac
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aTrendMALen = useProfiles ? (isIntraday ? pI_trendMALen : isHto4h ? pH_trendMALen : pD_trendMALen) : trendMALen
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// =============================
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// Build selected source (Chart vs Heikin Ashi)
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// =============================
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haTicker = ticker.heikinashi(syminfo.tickerid)
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haH = request.security(haTicker, timeframe.period, high)
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haL = request.security(haTicker, timeframe.period, low)
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haC = request.security(haTicker, timeframe.period, close)
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haO = request.security(haTicker, timeframe.period, open)
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calcH = srcMode == "Heikin Ashi" ? haH : high
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calcL = srcMode == "Heikin Ashi" ? haL : low
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calcC = srcMode == "Heikin Ashi" ? haC : close
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calcO = srcMode == "Heikin Ashi" ? haO : open
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// =============================
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// Core Money Line logic (v4-compatible on selected source)
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// =============================
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atr_custom(len) =>
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tr1 = calcH - calcL
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tr2 = math.abs(calcH - nz(calcC[1], calcC))
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tr3 = math.abs(calcL - nz(calcC[1], calcC))
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tr = math.max(tr1, math.max(tr2, tr3))
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ta.rma(tr, len)
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atr = atr_custom(atrPeriod)
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srcBase = (calcH + calcL) / 2.0
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src = aSmoothLen > 0 ? ta.ema(srcBase, aSmoothLen) : srcBase
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up = src - (multiplier * atr)
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dn = src + (multiplier * atr)
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var float up1 = na
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var float dn1 = na
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up1 := nz(up1[1], up)
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dn1 := nz(dn1[1], dn)
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up1 := calcC[1] > up1 ? math.max(up, up1) : up
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dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
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var int trend = 1
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var float tsl = na
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var int buyCount = 0
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var int sellCount = 0
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tsl := nz(tsl[1], up1)
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if trend == 1
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tsl := math.max(up1, tsl)
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sellCross = calcC < (tsl - aBufferATR * atr)
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sellCount := sellCross ? sellCount + 1 : 0
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trend := sellCount >= aConfirmBars ? -1 : 1
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if trend == -1
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buyCount := 0
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else
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tsl := math.min(dn1, tsl)
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buyCross = calcC > (tsl + aBufferATR * atr)
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buyCount := buyCross ? buyCount + 1 : 0
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trend := buyCount >= aConfirmBars ? 1 : -1
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if trend == 1
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sellCount := 0
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supertrend = tsl
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// =============================
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// Flip signals (v4 style)
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// =============================
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flipUp = trend == 1 and nz(trend[1], -1) == -1
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flipDn = trend == -1 and nz(trend[1], 1) == 1
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// Track bars since last flip (for cooldown)
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var int barsSinceFlip = 100000
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barsSinceFlip := (flipUp or flipDn) ? 0 : nz(barsSinceFlip[1], 100000) + 1
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cooldownOk = barsSinceFlip >= cooldownBars
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// Choppiness Index (on selected source)
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chop_tr(len) =>
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t1 = calcH - calcL
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t2 = math.abs(calcH - nz(calcC[1], calcC))
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t3 = math.abs(calcL - nz(calcC[1], calcC))
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math.max(t1, math.max(t2, t3))
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f_chop(len) =>
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// sum(x, len) equivalent for wide compatibility: sma(x, len) * len
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sumTR = ta.sma(chop_tr(len), len) * len
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hh = ta.highest(calcH, len)
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ll = ta.lowest(calcL, len)
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denom = math.max(hh - ll, syminfo.mintick)
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100 * math.log10(sumTR / denom) / math.log10(len)
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chop = f_chop(aChopLength)
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chopOk = not useChopFilt or (chop <= aMaxChop)
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// Retest-after-flip gate
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var bool retestSatisfied = true
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if flipUp or flipDn
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retestSatisfied := not useRetest ? true : false
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retestTouchLong = (trend == 1) and (barsSinceFlip > 0) and (barsSinceFlip <= aRetestWindow) and (calcL <= supertrend + aRetestTolATR * atr)
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retestTouchShort = (trend == -1) and (barsSinceFlip > 0) and (barsSinceFlip <= aRetestWindow) and (calcH >= supertrend - aRetestTolATR * atr)
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if useRetest and not retestSatisfied and (retestTouchLong or retestTouchShort)
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retestSatisfied := true
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retestOk = not useRetest or retestSatisfied
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// Minimum body fraction gate
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barRange = math.max(calcH - calcL, syminfo.mintick)
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barBody = math.abs(calcC - calcO)
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bodyOk = not useBodyFilter or (barBody / barRange >= aMinBodyFrac)
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// =============================
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// Optional ADX/DMI filter (self-contained implementation on selected source)
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// =============================
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f_adx(len) =>
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upMove = calcH - nz(calcH[1], calcH)
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downMove = nz(calcL[1], calcL) - calcL
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plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
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minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
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tr1 = calcH - calcL
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tr2 = math.abs(calcH - nz(calcC[1], calcC))
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tr3 = math.abs(calcL - nz(calcC[1], calcC))
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tr = math.max(tr1, math.max(tr2, tr3))
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trRma = ta.rma(tr, len)
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pdmR = ta.rma(plusDM, len)
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mdmR = ta.rma(minusDM, len)
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pdi = trRma == 0 ? 0.0 : 100.0 * pdmR / trRma
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mdi = trRma == 0 ? 0.0 : 100.0 * mdmR / trRma
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dx = (pdi + mdi == 0) ? 0.0 : 100.0 * math.abs(pdi - mdi) / (pdi + mdi)
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adxVal = ta.rma(dx, len)
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[adxVal, pdi, mdi]
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[adx, diPlus, diMinus] = f_adx(aAdxLength)
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adxOk = not useAdxFilt or (adx >= aMinAdx and ((trend == 1 and diPlus > diMinus) or (trend == -1 and diMinus > diPlus)))
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// =============================
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// Optional higher timeframe confirmation
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// =============================
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f_dir(_atrLen, _mult, _confBars, _bufAtr) =>
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_atr = ta.atr(_atrLen)
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_srcBase = (high + low) / 2.0
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_up = _srcBase - (_mult * _atr)
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_dn = _srcBase + (_mult * _atr)
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var float _up1 = na
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var float _dn1 = na
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_up1 := nz(_up1[1], _up)
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_dn1 := nz(_dn1[1], _dn)
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_up1 := close[1] > _up1 ? math.max(_up, _up1) : _up
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_dn1 := close[1] < _dn1 ? math.min(_dn, _dn1) : _dn
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var int _trend = 1
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var float _tsl = na
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var int _buyCount = 0
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var int _sellCount = 0
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_tsl := nz(_tsl[1], _up1)
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if _trend == 1
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_tsl := math.max(_up1, _tsl)
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_sellCross = close < (_tsl - _bufAtr * _atr)
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_sellCount := _sellCross ? _sellCount + 1 : 0
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_trend := _sellCount >= _confBars ? -1 : 1
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if _trend == -1
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_buyCount := 0
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else
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_tsl := math.min(_dn1, _tsl)
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_buyCross = close > (_tsl + _bufAtr * _atr)
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_buyCount := _buyCross ? _buyCount + 1 : 0
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_trend := _buyCount >= _confBars ? 1 : -1
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if _trend == 1
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_sellCount := 0
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_trend
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htfDir = useMTFConf and (higherTF != "") ? request.security(syminfo.tickerid, higherTF, f_dir(atrPeriod, multiplier, confirmBars, bufferATR), lookahead=barmerge.lookahead_off) : na
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mtfOk = not useMTFConf or (trend == htfDir)
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// =============================
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// Session & trend filters and final gating
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// =============================
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inSession = not na(time(timeframe.period, sessionStr))
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emaTrend = ta.ema(calcC, aTrendMALen)
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trendMAOk = not useTrendMA or ((trend == 1 and calcC >= emaTrend) or (trend == -1 and calcC <= emaTrend))
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barOk = not alertsCloseOnly or barstate.isconfirmed
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signalsOk = adxOk and mtfOk and inSession and cooldownOk and trendMAOk and chopOk and retestOk and bodyOk and barOk
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// =============================
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// Plots
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// =============================
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upTrend = trend == 1 ? supertrend : na
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downTrend = trend == -1 ? supertrend : na
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plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
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plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
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// v4-style flip circles (optionally gated)
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rawUpCond = showCircles and (gateCircles ? (flipUp and signalsOk) : flipUp)
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rawDownCond = showCircles and (gateCircles ? (flipDn and signalsOk) : flipDn)
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plotshape(rawUpCond, title="Buy Signal (circle)", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
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plotshape(rawDownCond, title="Sell Signal (circle)", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
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// Distinct gated markers for passes (triangles)
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plotshape(showGatedMarkers and signalsOk and flipUp, title="Gated Buy", location=location.belowbar, color=color.lime, style=shape.triangleup, size=size.tiny, offset=0)
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plotshape(showGatedMarkers and signalsOk and flipDn, title="Gated Sell", location=location.abovebar, color=color.maroon, style=shape.triangledown, size=size.tiny, offset=0)
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// Labels (gated)
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if showLabels and signalsOk and flipUp
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label.new(bar_index, supertrend, text="bullish", style=label.style_label_up, color=color.new(color.green, 0), textcolor=color.white, yloc=yloc.belowbar)
|
||||
if showLabels and signalsOk and flipDn
|
||||
label.new(bar_index, supertrend, text="bearish", style=label.style_label_down, color=color.new(color.red, 0), textcolor=color.white, yloc=yloc.abovebar)
|
||||
|
||||
// Fills
|
||||
pClose = plot(calcC, title="Close (hidden)", display=display.none)
|
||||
fill(pClose, plot(upTrend, display=display.none), color=showFill ? color.new(color.green, 90) : color.new(color.green, 100))
|
||||
fill(pClose, plot(downTrend, display=display.none), color=showFill ? color.new(color.red, 90) : color.new(color.red, 100))
|
||||
|
||||
// Alerts (gated)
|
||||
alertcondition(signalsOk and flipUp, title="Bullmania v4+ Flip Up", message="Bullmania Money Line v4+: Bullish flip on {{ticker}} @ {{close}}")
|
||||
alertcondition(signalsOk and flipDn, title="Bullmania v4+ Flip Down", message="Bullmania Money Line v4+: Bearish flip on {{ticker}} @ {{close}}")
|
||||
Reference in New Issue
Block a user