PHP Code:
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © dg_factor [21.06.2023]
// ╠═══════════════════════════ Anıl Özekşi Library ═══════════════════════════╣
// 1) OTT [31.05.2019] Optimized Trend Tracker
// 2) TOTT [01.05.2020] Twin Ott (Ott Bands)
// 3) OTT CHANNEL [19.03.2021] Ott Channel (Half Channel & Fibonacci Channel)
// 4) RISOTTO [16.04.2021] Rsi-Ott
// 5) SOTT [18.04.2021] Stochastic Ott
// 6) HOTT-LOTT [06.03.2022] Highest-Lowest Ott & Sum Version [07.04.2022]
// 7) ROTT [19.05.2022] Relative Ott
// 8) FT [24.06.2022] "Fırsatçı Trend"
// 9) RTR [26.09.2022] Relative True Range
// "TOTTO" and "OTTO" are not included in the script.
// TOTTO and TOTT have the same calculations, the only difference is the length parameter.
// OTTO has been created by another (K. H. Alpay).
// Special thanks to Kıvanç Özbilgiç for Pine Script design and calculation examples of OTT.
//@version=5
indicator("OTT Collection", precision=2)
// ╠═════════════════════════════════ Inputs ══════════════════════════════════╣
gr_sys = "╠═══════════════ SYSTEM ══════════════╣"
system = input.string(title="System ", defval="OTT", group=gr_sys, options=
["OTT", "TOTT", "OTT CHANNEL", "RISOTTO", "SOTT", "HOTT-LOTT", "ROTT", "FT", "RTR"])
tt_p = "Enable repating signals.\n" +
"(This option allows you to display consecutive signals in the same direction for TOTT & HOTT-LOTT. " +
"It also effects the colour of bars.)"
tt_bars = "Bars option is available for :\nOTT, TOTT, OTT CHANNEL, HOTT-LOTT, FT."
pyr = input.bool(title="Pyramiding", defval=false, group=gr_sys, tooltip=tt_p)
gr_dis = "╠═══════════════ DISPLAY ══════════════╣"
sh_signal = input.bool(title="Signals****", defval=true, group=gr_dis, inline="1")
sh_bar_color = input.bool(title="Barcolor****", defval=true, group=gr_dis, inline="1")
sh_bar = input.bool(title="Bars", defval=true, group=gr_dis, inline="1", tooltip=tt_bars)
col_sup = #00bcd4
col_tar = #ff9800
col_l = #00ff00
col_s = #ff0000
col_n = #333333
// ╔═══════════════════════════════════════════════════════════════════════════╗
// ║ FUNCTIONS ║
// ╚═══════════════════════════════════════════════════════════════════════════╝
// ╠═══════════════════════════════════ VAR ═══════════════════════════════════╣
// Variable Index Dynamic Adaptive Moving Average - Tushar Chande
f_var(series float data, series int length) =>
a = ta.sma(data, length)
b = math.abs(ta.change(data, 9)) // Momentum
c = math.sum(math.abs(ta.change(data)), 9) // Volatility
d = c != 0 ? b / c : 0 // Efficiency Ratio
e = 2 / (length + 1)
r = 0.0, r := length == 1 ? data : na(r[1]) ? a : d * e * (data - nz(r[1])) + nz(r[1]) // Matriks design
// r = 0.0, r := d * e * (data - nz(r[1])) + nz(r[1]) // Output used in previously published versions on Tradingview
//
// ╠═══════════════════════════════════ OTT ═══════════════════════════════════╣
// Optimized Trend Tracker - Anıl Özekşi
f_ott(series float data, series float multiplier) =>
a = multiplier / 100
b = data * a, c = data - b, d = data + b
c := c > nz(c[1]) or data < nz(c[1]) ? c : nz(c[1])
d := d < nz(d[1]) or data > nz(d[1]) ? d : nz(d[1])
e = 0.0, e := data > nz(e[1]) ? c : data < nz(e[1]) ? d : nz(e[1]) // MOST - by Anıl Özekşi :)
f = 1 + a / 2
g = 1 - a / 2
h = data > e ? e * f : e * g
r = nz(h[2])
//
// ╔═══════════════════════════════════════════════════════════════════════════╗
// ║ CALCULATIONS ║
// ╚═══════════════════════════════════════════════════════════════════════════╝
// ╠═══════════════════════════════════ OTT ═══════════════════════════════════╣
// Inputs
string gr_ott = "╠═══════════════ OTT ════════════════╣"
ott_u = input.int(title="Length ", defval=20, step=5, group=gr_ott, tooltip="MA Length [20, 60]")
ott_k = input.float(title="Multiplier ", defval=1.5, step=0.1, group=gr_ott, tooltip="OTT Multiplier")
// Calcs
ott_support = f_var(close, ott_u)
ott_line = f_ott(ott_support, ott_k)
// Signals
ott_long = ott_support > ott_line // ta.crossover(ott_support, ott_line)
ott_short = ott_support < ott_line // ta.crossunder(ott_support, ott_line)
// ╠══════════════════════════════════ TOTT ═══════════════════════════════════╣
// Inputs
string gr_tott = "╠═══════════════ TOTT ═══════════════╣"
tott_u = input.int(title="Length ", defval=35, step=5, group=gr_tott, tooltip="MA Length [15, 45]")
tott_k1 = input.float(title="Multiplier ", defval=0.5, step=0.1, group=gr_tott, tooltip="OTT Multiplier [0.3, 0.6]")
tott_k2 = input.float(title="Band Multiplier ", defval=0.0006, step=0.0001, group=gr_tott, tooltip="[0.0004, 0.0006]")
// Calcs
tott_support = f_var(close, int(tott_u / 2))
tott_up = f_ott(f_var(tott_support, 2), tott_k1) * (1 + tott_k2)
tott_dn = f_ott(f_var(tott_support, 2), tott_k1) * (1 - tott_k2)
// Signals
tott_long = tott_support > tott_up // ta.crossover(tott_support, tott_up)
tott_short = tott_support < tott_dn // ta.crossunder(tott_support, tott_dn)
// ╠═══════════════════════════════ OTT CHANNEL ═══════════════════════════════╣
// Inputs
string gr_ottc = "╠════════════ OTT CHANNEL ════════════╣"
string ottc_t1 = "You can use this parameter to optimize '[Channel] Upper Line' manually."
string ottc_t2 = "You can use this parameter to optimize '[Channel] Lower Line' manually."
string ottc_t3 = "It is recommended to hide the channel levels to see the trends correctly while you're setting the manuel parameter optimization."
ottc_t = input.string(title="Channel Type", defval="Half Channel", options=["Half Channel", "Fibonacci Channel", "Both"], group=gr_ottc)
ottc_u = input.int(title="Length ", defval=2, group=gr_ottc, tooltip="MA Length")
ottc_k1 = input.float(title="Multiplier ", defval=1.4, group=gr_ottc, tooltip="OTT Multiplier")
ottc_k2 = input.float(title="Upper Line Multiplier", defval=0.01, step=0.01, group=gr_ottc, tooltip=ottc_t1)
ottc_k3 = input.float(title="Lower Line Multiplier", defval=0.01, step=0.01, group=gr_ottc, tooltip=ottc_t2)
ottc_h1 = input.bool(title="Hide Upper & Lower Lines", defval=false, group=gr_ottc)
ottc_h2 = input.bool(title="Hide Channel Lines", defval=false, group=gr_ottc, tooltip=ottc_t3)
// Ottc Mid Line
ottc_m = f_ott(f_var(close, ottc_u), ottc_k1)
// Channel Calcs
ottc_1 = ottc_m * (1 + ottc_k2)
ottc_2 = ottc_m * (1 + ottc_k2 * 0.618)
ottc_3 = ottc_m * (1 + ottc_k2 * 0.500)
ottc_4 = ottc_m * (1 + ottc_k2 * 0.382)
ottc_5 = ottc_m * (1 - ottc_k3 * 0.382)
ottc_6 = ottc_m * (1 - ottc_k3 * 0.500)
ottc_7 = ottc_m * (1 - ottc_k3 * 0.618)
ottc_8 = ottc_m * (1 - ottc_k3)
// Signals
// There're no any referenced conditions to generate signals for Ott Channel.
// It is recommended to use Channels as support and resistance levels.
// ╠═════════════════════════════════ RISOTTO ═════════════════════════════════╣
// Inputs
string gr_risotto = "╠═════════════ RISOTTO ═══════════════╣"
risotto_u1 = input.int(title="Length 1", defval=100, group=gr_risotto, tooltip="RSI Length")
risotto_u2 = input.int(title="Length 2", defval=50, group=gr_risotto, tooltip="MA Length")
risotto_k = input.float(title="Multiplier ", defval=0.2, group=gr_risotto, tooltip="OTT Multiplier")
// Calcs
risotto_support = f_var(ta.rsi(close, risotto_u1), risotto_u2) + 1000
risotto_line = f_ott(f_var(risotto_support, 2), risotto_k)
// Signals
risotto_long = risotto_support > risotto_line // ta.crossover(risotto_support, risotto_line)
risotto_short = risotto_support < risotto_line // ta.crossunder(risotto_support, risotto_line)
// ╠══════════════════════════════════ SOTT ═══════════════════════════════════╣
// Inputs
string gr_sott = "╠═══════════════ SOTT ═══════════════╣"
sott_u1 = input.int(title="Length 1", defval=500, group=gr_sott, tooltip="Stochastic %k Length")
sott_u2 = input.int(title="Length 2", defval=200, group=gr_sott, tooltip="Stochastic %d Length")
sott_k = input.float(title="Multiplier ", defval=0.5, group=gr_sott, tooltip="OTT Multiplier")
// Calcs
sott_support = f_var(ta.stoch(close, high, low, sott_u1), sott_u2) + 1000
sott_line = f_ott(f_var(sott_support, 2), sott_k)
// Signals
sott_long = sott_support > sott_line // ta.crossover(sott_support, sott_line)
sott_short = sott_support < sott_line // ta.crossunder(sott_support, sott_line)
// ╠═══════════════════════════════ HOTT & LOTT ═══════════════════════════════╣
// Inputs
string gr_hl = "╠════════════ HOTT & LOTT ═════════════╣"
string hl_t1 = "If you activate this option, signals will be generated according to the confirmation concept for N bars. \n\n" +
"Long : If the 'High' price is higher than Hott for N bars.\n\n" +
"Short : If the 'Low' price is lower than Lott for N bars."
hl_u = input.int(title="Length ", defval=10, step=5, group=gr_hl, tooltip="ta.highest() & ta.lowest() Length\n[10, 30]")
hl_k = input.float(title="Multiplier ", defval=0.6, step=0.1, group=gr_hl, tooltip="OTT Multiplier [0.3, 0.6]")
hl_sum = input.bool(title="Sum N bars", defval=false, group=gr_hl, inline="1")
hl_sum_n = input.int(title="**********", defval=3, group=gr_hl, inline="1", tooltip=hl_t1)
// Calcs
hott = f_ott(f_var(ta.highest(hl_u), 2), hl_k)
lott = f_ott(f_var(ta.lowest(hl_u), 2), hl_k)
// Signals
hl_long = not hl_sum ? high > hott : math.sum(high > hott ? 1 : 0, hl_sum_n) == hl_sum_n // ta.crossover(high, hott)
hl_short = not hl_sum ? low < lott : math.sum(low < lott ? 1 : 0, hl_sum_n) == hl_sum_n // ta.crossunder(low, lott)
// ╠══════════════════════════════════ ROTT ═══════════════════════════════════╣
// Inputs
string gr_rott = "╠═══════════════ ROTT ═══════════════╣"
rott_u = input.int(title="Length ", defval=200, group=gr_rott, tooltip="MA Length [100, 300]")
rott_k = input.float(title="Multiplier ", defval=1.0, group=gr_rott, tooltip="OTT Multiplier")
// Calcs
rott_support = f_var(close, rott_u) * 2
rott_line = f_ott(f_var(rott_support, 2), rott_k)
// Signals
rott_long = rott_support > rott_line // ta.crossover(rott_support, rott_line)
rott_short = rott_support < rott_line // ta.crossunder(rott_support, rott_line)
// ╠═══════════════════════════════════ FT ════════════════════════════════════╣
// Inputs
string gr_ft = "╠════════════════ FT ════════════════╣"
ft_u = input.int(title="Length ", defval=30, step=10, group=gr_ft, tooltip="MA Length [20, 40]")
ft_k1 = input.float(title="Major Multiplier", defval=3.6, group=gr_ft, tooltip="Major OTT Multiplier")
ft_k2 = input.float(title="Minor Multiplier", defval=1.8, group=gr_ft, tooltip="Minor OTT Multiplier")
// Calcs
ft_support = f_var(close, ft_u)
major_trend = f_ott(ft_support, ft_k1)
minor_trend = f_ott(ft_support, ft_k2)
ft_line = (minor_trend + (2 * minor_trend - major_trend)[100]) / 2
// Signals
ft_long = ft_support > ft_line // ta.crossover(ft_support, ft_line)
ft_short = ft_support < ft_line // ta.crossunder(ft_support, ft_line)
// ╠═══════════════════════════════════ RTR ═══════════════════════════════════╣
// Inputs
string gr_rtr = "╠═══════════════ RTR ════════════════╣"
rtr_u1 = input.int(title="Length 1", defval=10, group=gr_rtr, tooltip="ATR Length [10, 20]")
rtr_u2 = input.int(title="Length 2", defval=200, group=gr_rtr, tooltip="MA Length [200, 500]")
// Calcs
rtr_line = close / f_var(close / ta.atr(rtr_u1), rtr_u2)
// Signals
// There're no any referenced conditions to generate signals for Relative True Range.
// It is recommended to use RTR as a volatility indicator.
// ╔═══════════════════════════════════════════════════════════════════════════╗
// ║ RETURN ║
// ╚═══════════════════════════════════════════════════════════════════════════╝
// ╠═════════════════════════════ Support & Lines ═════════════════════════════╣
_support =
system == "OTT" ? ott_support :
system == "TOTT" ? tott_support :
system == "RISOTTO" ? risotto_support :
system == "SOTT" ? sott_support :
system == "ROTT" ? rott_support :
system == "FT" ? ft_support :
na
//
_target =
system == "OTT" ? ott_line :
system == "RISOTTO" ? risotto_line :
system == "SOTT" ? sott_line :
system == "ROTT" ? rott_line :
system == "FT" ? ft_line :
system == "RTR" ? rtr_line :
na
//
_line_up =
system == "TOTT" ? tott_up :
system == "HOTT-LOTT" ? hott :
na
//
_line_dn =
system == "TOTT" ? tott_dn :
system == "HOTT-LOTT" ? lott :
na
//
// ╠═════════════════════════════════ Signals ═════════════════════════════════╣
long =
system == "OTT" ? ott_long :
system == "TOTT" ? tott_long :
system == "RISOTTO" ? risotto_long :
system == "SOTT" ? sott_long :
system == "HOTT-LOTT" ? hl_long :
system == "ROTT" ? rott_long :
system == "FT" ? ft_long :
na
//
short =
system == "OTT" ? ott_short :
system == "TOTT" ? tott_short :
system == "RISOTTO" ? risotto_short :
system == "SOTT" ? sott_short :
system == "HOTT-LOTT" ? hl_short :
system == "ROTT" ? rott_short :
system == "FT" ? ft_short :
na
//
// Fix Signal
var bool l = na
var bool s = na
ls = not s and long
ss = not l and short
if ls
l := false
s := true
if ss
l := true
s := false
int dir = 0
dir := pyr ? long ? 1 : short ? -1 : 0 : ls ? 1 : ss ? -1 : nz(dir[1])
long_signal = pyr ? not long[1] and long : ls
short_signal = pyr ? not short[1] and short : ss
total_signals = ta.cum(long_signal or short_signal ? 1 : 0)
// ╠═══════════════════════════════ Plotshapes ════════════════════════════════╣
plotshape(sh_signal ? long_signal : na, "Long Signal", shape.triangleup, location.bottom, col_l, size=size.tiny)
plotshape(sh_signal ? short_signal : na, "Short Signal", shape.triangledown, location.top, col_s, size=size.tiny)
// ╠══════════════════════════ Plot Support & Lines ═══════════════════════════╣
plot(_support, color=col_sup, title="Support ")
plot(_target, color=col_tar, title="Target")
plot(_line_up, color=#00bb00, title="Upper Line")
plot(_line_dn, color=#fb0000, title="Lower Line")
// ╠══════════════════════════════ Plot Channels ══════════════════════════════╣
bool ottc_none = system != "OTT CHANNEL"
bool ottc_half = ottc_t == "Both" or ottc_t == "Half Channel"
bool ottc_fibo = ottc_t == "Both" or ottc_t == "Fibonacci Channel"
plot(ottc_none or ottc_h1 ? na : ottc_1, color=#00bb00, title="[Channel] Upper Line")
plot(ottc_none or ottc_h2 ? na : ottc_fibo ? ottc_2 : na, color=#8c00ff, title="[Channel] ⮝ 0.618")
plot(ottc_none or ottc_h2 ? na : ottc_half ? ottc_3 : na, color=#00bcd4, title="[Channel] ⮝ Half Line")
plot(ottc_none or ottc_h2 ? na : ottc_fibo ? ottc_4 : na, color=#1848cc, title="[Channel] ⮝ 0.382")
plot(ottc_none or ottc_h2 ? na : ottc_m, color=#787B86, title="[Channel] Mid Line")
plot(ottc_none or ottc_h2 ? na : ottc_fibo ? ottc_5 : na, color=#945100, title="[Channel] ⮟ 0.382")
plot(ottc_none or ottc_h2 ? na : ottc_half ? ottc_6 : na, color=#ff9800, title="[Channel] ⮟ Half Line")
plot(ottc_none or ottc_h2 ? na : ottc_fibo ? ottc_7 : na, color=#a4a600, title="[Channel] ⮟ 0.618")
plot(ottc_none or ottc_h1 ? na : ottc_8, color=#fb0000, title="[Channel] Lower Line")
// ╠════════════════════════════════ Barcolor ═════════════════════════════════╣
no_color = system == "OTT CHANNEL" or system == "RTR"
bar_color =
no_color ? na :
dir == 1 ? col_l : dir == -1 ? col_s : col_n
barcolor(sh_bar_color ? bar_color : na, title="Barcolor")
// ╠═══════════════════════════════ Plotcandle ════════════════════════════════╣
no_bars = system == "RISOTTO" or system == "SOTT" or system == "ROTT" or system == "RTR"
candle_color = close>open ? #08998175 : close<open ? #f2364575 : #33333375
plotshape(barstate.isfirst, title="╠═════ OHLC ═════╣", location=location.bottom, color=#00000000, editable=false)
plotcandle(
no_bars ? na : sh_bar ? open : na,
no_bars ? na : sh_bar ? high : na,
no_bars ? na : sh_bar ? low : na,
no_bars ? na : sh_bar ? close : na,
title="Bars", color=candle_color, bordercolor=candle_color, wickcolor=candle_color)
//
// ╠═══════════════════════════════ Parameters ════════════════════════════════╣
p_ott =
"Length : " + str.tostring(ott_u) + "\n\n" +
"Multiplier : " + str.tostring(ott_k)
p_tott =
"Length : " + str.tostring(tott_u) + "\n\n" +
"Multiplier : " + str.tostring(tott_k1) + "\n\n" +
"Band Multiplier : " + str.tostring(tott_k2)
p_ottc =
"Length : " + str.tostring(ottc_u) + "\n\n" +
"Multiplier : " + str.tostring(ottc_k1) + "\n\n" +
"Upper Line Multiplier : " + str.tostring(ottc_k2) + "\n\n" +
"Lower Line Multiplier : " + str.tostring(ottc_k3)
p_risotto =
"Rsi Length : " + str.tostring(risotto_u1) + "\n\n" +
"Ott Length : " + str.tostring(risotto_u2) + "\n\n" +
"Multplier : " + str.tostring(risotto_k)
p_sott =
"Stochastic %k Length : " + str.tostring(sott_u1) + "\n\n" +
"Stochastic %d Length : " + str.tostring(sott_u2) + "\n\n" +
"Multplier : " + str.tostring(sott_k)
pp_sum =
hl_sum ? "Sum Option : On" + "\n\n" + "Sum N Bars : " + str.tostring(hl_sum_n) : ""
p_hl =
"Length : " + str.tostring(hl_u) + "\n\n" +
"Multiplier : " + str.tostring(hl_k) + "\n\n" +
pp_sum
p_rott =
"Length : " + str.tostring(rott_u)+ "\n\n" +
"Multiplier : " + str.tostring(rott_k)
p_ft =
"Length : " + str.tostring(ft_u) + "\n\n" +
"Major Multiplier : " + str.tostring(ft_k1) + "\n\n" +
"Minor Multiplier : " + str.tostring(ft_k2)
p_rtr =
"Atr Length : " + str.tostring(rtr_u1) + "\n\n" +
"Var Length : " + str.tostring(rtr_u2)
//
parameter =
system == "OTT" ? p_ott :
system == "TOTT" ? p_tott :
system == "OTT CHANNEL" ? p_ottc :
system == "RISOTTO" ? p_risotto :
system == "SOTT" ? p_sott :
system == "HOTT-LOTT" ? p_hl :
system == "ROTT" ? p_rott :
system == "FT" ? p_ft :
system == "RTR" ? p_rtr :
na
//
// ╠══════════════════════════════════ Table ══════════════════════════════════╣
var tb = table.new(position.top_right, 1, 10)
if barstate.islast
table.cell(tb, 0, 0, ottc_none ? "\n\n" + system : "\n\n" + system + "\n\n[" + ottc_t + "]", text_color=color.blue, text_halign=text.align_left)
table.cell(tb, 0, 1, parameter, text_color=#686868, text_halign=text.align_left)
table.cell(tb, 0, 2, "\n\nChart Info", text_color=color.blue, text_halign=text.align_left)
table.cell(tb, 0, 3, "Bars : " + str.tostring(bar_index + 1), text_color=#686868, text_halign=text.align_left)
table.cell(tb, 0, 4, "Signals : " + str.tostring(total_signals), text_color=#686868, text_halign=text.align_left)
//
// ╠═══════════════════════════════════ Out ═══════════════════════════════════╣
// Direction
plot(dir, title="Direction", display=display.data_window, editable=false)
// Entry & Exit
long_entry = dir == 1 and dir[1] != 1
long_exit = dir != 1 and dir[1] == 1
short_entry = dir == -1 and dir[1] != -1
short_exit = dir !=-1 and dir[1] == -1
// Out
plot(long_entry ? 1 : 0, "Long Entry", display=display.data_window, editable=false)
plot(long_exit ? 1 : 0, "Long Exit", display=display.data_window, editable=false)
plot(short_entry ? 1 : 0, "Short Entry", display=display.data_window, editable=false)
plot(short_exit ? 1 : 0, "Short Exit", display=display.data_window, editable=false)
// Alert
freq = alert.freq_once_per_bar_close
if long_entry
alert(system + "\nLong Entry !", freq)
if long_exit
alert(system + "\nLong Exit !", freq)
if short_entry
alert(system + "\nShort Entry !", freq)
if short_exit
alert(system + "\nShort Exit !", freq)
//
// Bitti :)
plotshape(barstate.isfirst, title="@ dg_factor", location=location.bottom, color=#00000000, editable=false)
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