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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/
// © Peter_O
//@version=4
study("Momentum-based ZigZag", overlay=true)
var int momentum_dir_qqe = 0
color_zigzag_lines = input(true, title="Color ZigZag lines to show force direction")
momentum_select = input(title="Select Momentum Indicator:", defval="QQE", options=["MACD", "MovingAverage", "QQE"])
// ZigZag function {
zigzag(_momentum_dir) =>
zz_goingup=_momentum_dir==1
zz_goingdown=_momentum_dir==-1
var float zz_peak=na
var float zz_bottom=na
zz_peak := (high > zz_peak[1] and _momentum_dir==1) or (_momentum_dir[1]==-1 and _momentum_dir==1) ? high : nz(zz_peak[1])
zz_bottom := (low < zz_bottom[1] and _momentum_dir==-1) or (_momentum_dir[1]==1 and _momentum_dir==-1) ? low : nz(zz_bottom[1])
zigzag = zz_goingup and zz_goingdown[1] ? zz_bottom[1] : zz_goingup[1] and zz_goingdown ? zz_peak[1] : na
// }
// MACD {
fast_length = input(title="Fast Length", type=input.integer, defval=12, group="if MACD Selected", inline="macd")
slow_length = input(title="Slow Length", type=input.integer, defval=26, group="if MACD Selected", inline="macd")
src = input(title="Source", type=input.source, defval=close, group="if MACD Selected", inline="macd")
signal_length = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9, group="if MACD Selected", inline="macd")
sma_source = input(title="Oscillator MA Type", type=input.string, defval="EMA", options=["SMA", "EMA"], group="if MACD Selected", inline="macd")
sma_signal = input(title="Signal Line MA Type", type=input.string, defval="EMA", options=["SMA", "EMA"], group="if MACD Selected", inline="macd")
fast_ma = sma_source == "SMA" ? sma(src, fast_length) : ema(src, fast_length)
slow_ma = sma_source == "SMA" ? sma(src, slow_length) : ema(src, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? sma(macd, signal_length) : ema(macd, signal_length)
macdUP = crossover(macd,signal)
macdDOWN = crossunder(macd,signal)
// } End of MACD
// Moving Averages {
smoothing_type = input(title="Average type", defval="SMA", options=["EMA", "SMA", "WMA", "VWMA", "HMA", "RMA", "DEMA"], inline="movingaverage", group="if Moving Average selected")
ma_length = input(20, title="Length", inline="movingaverage", group="if Moving Average selected")
moving_average(_series,_length,_smoothing) =>
_smoothing=="EMA" ? ema(_series,_length) :
_smoothing=="SMA" ? sma(_series,_length) :
_smoothing=="WMA" ? wma(_series,_length) :
_smoothing=="VWMA" ? vwma(_series,_length) :
_smoothing=="HMA" ? hma(_series,_length) :
_smoothing=="RMA" ? rma(_series,_length) :
_smoothing=="DEMA" ? 2 * ema(_series, _length) - ema(ema(_series, _length), _length) :
ema(_series,_length)
movingaverage=moving_average(close,ma_length,smoothing_type)
maUP = movingaverage>movingaverage[1] and movingaverage[2]>movingaverage[1]
maDOWN = movingaverage<movingaverage[1] and movingaverage[2]<movingaverage[1]
// } End of Moving Averages
// QQE {
RSI_Period = input(14, title='RSI Length', inline="qqe", group="if QQE selected")
qqeslow = input(4.238, title='QQE Factor', inline="qqe", group="if QQE selected")
SFslow = input(5, title='RSI Smoothing', inline="qqe", group="if QQE selected")
ThreshHold = input(10, title="Thresh-hold", inline="qqe", group="if QQE selected")
rsi_currenttf = rsi(close, RSI_Period)
qqenew(_qqefactor,_smoothingfactor,_rsi,_threshold,_RSI_Period) =>
RSI_Period = _RSI_Period
SF = _smoothingfactor
QQE = _qqefactor
ThreshHold = _threshold
Wilders_Period = RSI_Period * 2 - 1
Rsi = _rsi
RsiMa = ema(Rsi, SF)
AtrRsi = abs(RsiMa[1] - RsiMa)
MaAtrRsi = ema(AtrRsi, Wilders_Period)
dar = ema(MaAtrRsi, Wilders_Period) * QQE
longband = 0.0
shortband = 0.0
trend = 0
DeltaFastAtrRsi = dar
RSIndex = RsiMa
newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi
longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? max(longband[1], newlongband) : newlongband
shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? min(shortband[1], newshortband) : newshortband
QQExlong = 0
QQExlong := nz(QQExlong[1])
QQExshort = 0
QQExshort := nz(QQExshort[1])
qqe_goingup=barssince(QQExlong == 1)<barssince(QQExshort == 1)
qqe_goingdown=barssince(QQExlong == 1)>barssince(QQExshort == 1)
var float last_qqe_high=high
var float last_qqe_low=low
last_qqe_high := (high > last_qqe_high[1] and qqe_goingup) or (qqe_goingdown[1] and qqe_goingup) ? high : nz(last_qqe_high[1])
last_qqe_low := (low < last_qqe_low[1] and qqe_goingdown) or (qqe_goingup[1] and qqe_goingdown) ? low : nz(last_qqe_low[1])
trend := crossover(RSIndex, shortband[1]) or crossover(high,last_qqe_high) ? 1 : crossunder(RSIndex, longband[1]) or crossunder(low,last_qqe_low) ? -1 : nz(trend[1], 1)
FastAtrRsiTL = trend == 1 ? longband : shortband
// Find all the QQE Crosses
QQExlong := trend==1 and trend[1]==-1 ? QQExlong + 1 : 0
QQExshort := trend==-1 and trend[1]==1 ? QQExshort + 1 : 0
qqeLong = QQExlong == 1 ? FastAtrRsiTL[1] - 50 : na
qqeShort = QQExshort == 1 ? FastAtrRsiTL[1] - 50 : na
qqenew = qqeLong ? 1 : qqeShort ? -1 : na
qqenew
qqeUP= qqenew(qqeslow,SFslow,rsi_currenttf,ThreshHold,RSI_Period)==1
qqeDOWN= qqenew(qqeslow,SFslow,rsi_currenttf,ThreshHold,RSI_Period)==-1
// } End of QQE
momentumUP=
momentum_select=="MACD" ? macdUP :
momentum_select=="MovingAverage" ? maUP :
momentum_select=="QQE" ? qqeUP :
qqeUP
momentumDOWN=
momentum_select=="MACD" ? macdDOWN :
momentum_select=="MovingAverage" ? maDOWN :
momentum_select=="QQE" ? qqeDOWN :
qqeDOWN
momentum_dir_qqe := momentumUP ? 1 : momentumDOWN ? -1 : nz(momentum_dir_qqe[1])
zigzag_qqe=zigzag(momentum_dir_qqe)
// { Force
rsi5=rsi(close,5)
ob=80
os=20
barssince_momentumUP=barssince(momentumUP)
barssince_momentumDOWN=barssince(momentumDOWN)
momentum_DOWN_was_force_up = momentumDOWN and (barssince_momentumUP>=barssince(rsi5>ob))[1]
momentum_UP_was_force_down = momentumUP and (barssince_momentumDOWN>=barssince(rsi5<os))[1]
zzcolor_rsi5 = momentum_DOWN_was_force_up ? color.lime : momentum_UP_was_force_down ? color.red : color.black
// } End of Force
plot(zigzag_qqe, linewidth=5, color = color_zigzag_lines ? zzcolor_rsi5 : color.black, title="ZIGZAG_QQE", style=plot.style_line, transp=0)
if momentumDOWN
label.new(bar_index, zigzag_qqe, style=label.style_label_down, color=color.blue, text=tostring(zigzag_qqe))
if momentumUP
label.new(bar_index, zigzag_qqe, style=label.style_label_up, color=color.fuchsia, text=tostring(zigzag_qqe))