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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © MightyZinger
//@version=5
strategy('EDMA Scalping Strategy (Exponentially Deviating Moving Average)', shorttitle='MZ EDMA Strategy', overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=5, calc_on_every_tick=false, commission_type=strategy.commission.percent, commission_value=0.1)
import MightyZinger/Chikou/3 as filter
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
///// Source Options //////
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
// ─── Different Sources Options List ───► [
string SRC_Tv = 'Use traditional TradingView Sources '
string SRC_Wc = '(open+close+3(high+low))/8'
string SRC_Wo = 'close+high+low-2*open'
string SRC_Wu = '(close+5(high+low)-7(open))/4'
string SRC_Wi = '(open+close+5(high+low))/12'
string SRC_Exi = 'close>open ? high : low'
string SRC_Exj = 'Heiken-ashi(close>open) ? high : low'
string src_grp = 'Source Parameters'
// ●───────── Inputs ─────────● {
diff_src = input.string(SRC_Exi, '→ Different Sources Options', options=[SRC_Tv, SRC_Wc, SRC_Wo, SRC_Wu, SRC_Wi, SRC_Exi, SRC_Exj], group=src_grp)
i_sourceSetup = input.source(close, 'Tradingview Source Setup', group=src_grp)
i_Sym = input.bool(true, 'Apply Symmetrically Weighted Moving Average at the price source (May Result Repainting)', group=src_grp)
// Heikinashi Candles for calculations
f_ha_open() =>
haopen = float(na)
haopen := na(haopen[1]) ? (open + close) / 2 : (nz(haopen[1]) + nz(ohlc4[1])) / 2
haopen
h_open = f_ha_open()
// Get Source
src_o = diff_src == SRC_Wc ? (open+close+3*(high+low))/8 :
diff_src == SRC_Wo ? close+high+low-2*open :
diff_src == SRC_Wu ? (close+5*(high+low)-7*(open))/4 :
diff_src == SRC_Wi ? (open+close+5*(high+low))/12 :
diff_src == SRC_Exi ? (close > open ? high : low) :
diff_src == SRC_Exj ? (ohlc4 > h_open ? high : low) :
i_sourceSetup
src_f = i_Sym ? ta.swma(src_o) : src_o // Symmetrically Weighted Moving Average?
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
string grp1 = 'MA Parameters'
edma_Length = input.int(20, title='MA Length:', group=grp1)
i_Symmetrical = input(true, ' Apply Symmetrically Weighted Moving Average at EDMA')
ema1_Length = input.int(20, title='EMA 1 Length:', group=grp1)
show_ema1 = input(true, ' Show EMA 1')
ema2_Length = input.int(40, title='EMA 2 Length:', group=grp1)
show_ema2 = input(false, ' Show EMA 2')
string grp2 = 'Chikou Filter Parameters'
c_len = input.int(25, title='Chikou Period (Displaced Source)', group=grp2)
c_bull_col = input.color(color.green, 'Bull Color ', group = grp2, inline='c_col')
c_bear_col = input.color(color.red, 'Bear Color ', group = grp2, inline='c_col')
c_rvsl_col = input.color(color.yellow, 'Consollidation/Reversal Color ', group = grp2, inline='c_col')
string grp3 = 'EMA Color Settings'
ema1_col = input.color(#2962FF, 'EMA 1 Color ', group = grp3, inline='e_col')
ema2_col = input.color(#FF6D00, 'EMA 2 Color ', group = grp3, inline='e_col')
string grp4 = 'ETrade Parameters'
showSignals = input.bool(true, title='Show Cross Alerts', group=grp4)
conf_chk = input.bool(false, title='Use Chikou Filter for Confirmation', group=grp4)
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
// EDMA Function
f_edma(src, len)=>
var hexp = float(na) // Initiallizing Variables
var lexp = float(na)
var _hma = float(na)
var _edma = float(na)
float smoothness = 1.0 // Increasing smoothness will result in MA same as EMA
h_len = int(len/1.5) // Length to be used in final calculation of Hull Moving Average
// Defining Exponentially Expanding Moving Line
hexp := na(hexp[1]) ? src : src >= hexp[1] ? src : hexp[1] + (src - hexp[1]) * (smoothness / (len + 1))
// Defining Exponentially Contracting Moving Line
lexp := na(lexp[1]) ? hexp : src <= lexp[1] ? hexp : lexp[1] + (src - lexp[1]) * (smoothness / (len + 1))
// Calculating Hull Moving Average of resulted Exponential Moving Line with 3/2 of total length
_hma := ta.wma(2 * ta.wma(lexp, h_len / 2) - ta.wma(lexp, h_len), math.round(math.sqrt(h_len)))
_edma := _hma // EDMA will be equal to resulted smoothened Hull Moving Average
_edma
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
edma = i_Symmetrical ? ta.swma(f_edma(src_f, edma_Length)) : f_edma(src_f, edma_Length)
ema1 = ta.ema(src_f, ema1_Length)
ema2 = ta.ema(src_f, ema2_Length)
// Calling Chikou filter function from library to obtaing dynamic color of EDMA Band and also Chikou Trend
[edma_col, _trend] = filter.chikou(src_f, c_len, high, low, c_bull_col, c_bear_col, c_rvsl_col)
edma_plot = plot(edma, title='EDMA', color= edma_col , linewidth=4) // Plotting EDMA with dynamic color from Chikou Filter Function
ema1_plot = plot(show_ema1 ? ema1 : na, title='EMA 1', color= ema1_col , linewidth=3)
ema2_plot = plot(show_ema2 ? ema2 : na, title='EMA 2', color= ema2_col , linewidth=3)
fill(ema1_plot , edma_plot, title = "Background", color = color.new(edma_col,70)) // Filling the bands inbetween EMA and EDMA
barLength = time + 14 * (time - time[1]) // Label to show live lengths of EDMA and EMA on chart
_label_text = 'EDMA '+ str.tostring(edma_Length) + ' : ' + str.tostring(math.round(edma,3)) +
'\n' + 'EMA '+ str.tostring(ema1_Length) + ' : ' + str.tostring(math.round(ema1,3))
if barstate.islast
label.new(barLength, low , _label_text, xloc.bar_time, yloc.price, color.black, label.style_label_left, color.white, size.normal, text.align_left)
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
// Trade Signals and Alerts
L1 = ema2 > edma // Weak Uptrend Condition
L2 = ema1 > edma // Strong Uptrend Condition
L3 = _trend == 1 // Chikou Filter Uptrend Condition
S1 = ema2 < edma // Weak Downtrend Condition
S2 = ema1 < edma // Strong Downtrend Condition
S3 = _trend == -1 // Chikou Filter Downtrend Condition
// Setting confirmation conditional operator for Chikou Filter
weak_up = conf_chk ? L1 and L3 : L1
strong_up = conf_chk ? L2 and L3 : L2
weak_dn = conf_chk ? S1 and S3 : S1
strong_dn = conf_chk ? S2 and S3 : S2
// Defining condition equivalent to Crossover & Crossunder
bool[] signal_a = array.from(weak_up, strong_up, weak_dn, strong_dn)
var swing_a = array.new_int(2)
f_signal()=>
for i = 0 to 1
var sig = 0
if array.get(signal_a, i) and sig <= 0
sig := 1
if array.get(signal_a, i+2) and sig >= 0
sig := -1
array.set(swing_a, i, sig)
f_signal()
buy_weak = array.get(swing_a, 0) == 1 and array.get(swing_a, 0)[1] != 1
buy_strong = array.get(swing_a, 1) == 1 and array.get(swing_a, 1)[1] != 1
sell_weak = array.get(swing_a, 0) == -1 and array.get(swing_a, 0)[1] != -1
sell_strong = array.get(swing_a, 1) == -1 and array.get(swing_a, 1)[1] != -1
// Plotting Signals on Chart
//atrOver = 0.7 * ta.atr(5) // Atr to place alert shape on chart
//plotshape(showSignals and buy_strong ? (low - atrOver) : na, style=shape.triangleup, color=color.new(color.green, 30), location=location.absolute, text='Buy', size=size.small)
//plotshape(showSignals and sell_strong ? (high + atrOver) : na, style=shape.triangledown, color=color.new(color.red, 30), location=location.absolute, text='Sell', size=size.small)
//strategy.entry(id='long', direction=strategy.long, when=buy_strong)
//strategy.close('long', when=sell_strong)
strategy.entry("buy", strategy.long, when = buy_strong)
strategy.entry("sell", strategy.short, when = sell_strong)