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//@version=3
//main script from here https://in.tradingview.com/script/vXakWc27-Keltner-Channel-APEX/
study("Keltner Channel signals",overlay=true)
src = input(close, type=source)
separatorAverage = input(false, title="⎻⎻⎻ MA Base Setting ⎻⎻⎻")
movingAverageLength = input(34, minval=1, title="MA length")
movingAverageType = input("EMA", title="MA", options=["SMA", "EMA", "WMA", "DEMA", "TEMA", "TRIMA", "KAMA", "MAMA", "T3"], type=string)
separatorKC = input(false, title="⎻⎻⎻ CHANNELS ⎻⎻⎻")
atrMultiplierMin = input(1.5, minval=0, type = float, title="ATR Multiplier Min")
atrMultiplierMax = input(3.5, minval=0, type = float, title="ATR Multiplier Max")
atrType = input("EMA", title="ATR Smoothing MA", options=["SMA", "EMA", "WMA", "DEMA", "TEMA", "TRIMA", "KAMA", "MAMA", "T3"], type=string)
atrLength = input(88, minval=1, title="ATR Smoothing Length")
kc_usePer = input(defval = false, title = "Different Time-Period ?")
kc_res = input("15", type=resolution, title = "Time-Period")
kama(src, len)=>
xvnoise = abs(src - src[1])
nfastend = 0.666
nslowend = 0.0645
nsignal = abs(src - src[len])
nnoise = sum(xvnoise, len)
nefratio = iff(nnoise != 0, nsignal / nnoise, 0)
nsmooth = pow(nefratio * (nfastend - nslowend) + nslowend, 2)
nAMA = 0.0
nAMA := nz(nAMA[1]) + nsmooth * (src - nz(nAMA[1]))
mama(src, len)=>
fl=0.5
sl=0.05
pi = 3.1415926
sp = (4*src + 3*src[1] + 2*src[2] + src[3]) / 10.0
p = 0.0
i2 = 0.0
q2 = 0.0
dt = (.0962*sp + .5769*nz(sp[2]) - .5769*nz(sp[4])- .0962*nz(sp[6]))*(.075*nz(p[1]) + .54)
q1 = (.0962*dt + .5769*nz(dt[2]) - .5769*nz(dt[4])- .0962*nz(dt[6]))*(.075*nz(p[1]) + .54)
i1 = nz(dt[3])
jI = (.0962*i1 + .5769*nz(i1[2]) - .5769*nz(i1[4])- .0962*nz(i1[6]))*(.075*nz(p[1]) + .54)
jq = (.0962*q1 + .5769*nz(q1[2]) - .5769*nz(q1[4])- .0962*nz(q1[6]))*(.075*nz(p[1]) + .54)
i2_ = i1 - jq
q2_ = q1 + jI
i2 := .2*i2_ + .8*nz(i2[1])
q2 := .2*q2_ + .8*nz(q2[1])
re_ = i2*nz(i2[1]) + q2*nz(q2[1])
im_ = i2*nz(q2[1]) - q2*nz(i2[1])
re = 0.0
im = 0.0
re := .2*re_ + .8*nz(re[1])
im := .2*im_ + .8*nz(im[1])
p1 = iff(im!=0 and re!=0, 2*pi/atan(im/re), nz(p[1]))
p2 = iff(p1 > 1.5*nz(p1[1]), 1.5*nz(p1[1]), iff(p1 < 0.67*nz(p1[1]), 0.67*nz(p1[1]), p1))
p3 = iff(p2<6, 6, iff (p2 > 50, 50, p2))
p := .2*p3 + .8*nz(p3[1])
spp = 0.0
spp := .33*p + .67*nz(spp[1])
phase = 180/pi * atan(q1 / i1)
dphase_ = nz(phase[1]) - phase
dphase = iff(dphase_< 1, 1, dphase_)
alpha_ = fl / dphase
alpha = iff(alpha_ < sl, sl, iff(alpha_ > fl, fl, alpha_))
mama = 0.0
mama := alpha*src + (1 - alpha)*nz(mama[1])
t3(src, len)=>
xe1_1 = ema(src, len)
xe2_1 = ema(xe1_1, len)
xe3_1 = ema(xe2_1, len)
xe4_1 = ema(xe3_1, len)
xe5_1 = ema(xe4_1, len)
xe6_1 = ema(xe5_1, len)
b_1 = 0.7
c1_1 = -b_1*b_1*b_1
c2_1 = 3*b_1*b_1+3*b_1*b_1*b_1
c3_1 = -6*b_1*b_1-3*b_1-3*b_1*b_1*b_1
c4_1 = 1+3*b_1+b_1*b_1*b_1+3*b_1*b_1
nT3Average_1 = c1_1 * xe6_1 + c2_1 * xe5_1 + c3_1 * xe4_1 + c4_1 * xe3_1
variant(type, src, len) =>
v1 = sma(src, len) // Simple
v2 = ema(src, len) // Exponential
v3 = 2 * v2 - ema(v2, len) // Double Exponential
v4 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len) // Triple Exponential
v5 = wma(src, len) // Weighted
v6 = sma(sma(src, ceil(len / 2)), floor(len / 2) + 1) // TRIMA
v7 = kama(src, len) // KAMA
v8 = mama(src, len) // MAMA
v9 = t3(src, len) // T3
type=="EMA"?v2 : type=="DEMA"?v3 : type=="TEMA"?v4 : type=="WMA"?v5 : type=="TRIMA"?v6 : type=="KAMA"?v7 : type=="MAMA"?v8 : type=="T3"?v9 : v1
//MA Base Calculation
KeltnerChannelMid = variant(movingAverageType, src, movingAverageLength)
KeltnerChannelRange = variant(atrType, tr , atrLength)
KeltnerChannelBottomMin = KeltnerChannelMid - KeltnerChannelRange * atrMultiplierMin
KeltnerChannelBottomMax = KeltnerChannelMid - KeltnerChannelRange * atrMultiplierMax
KeltnerChannelTopMin = KeltnerChannelMid + KeltnerChannelRange * atrMultiplierMin
KeltnerChannelTopMax = KeltnerChannelMid + KeltnerChannelRange * atrMultiplierMax
resKeltnerChannelMid = kc_usePer ? security(tickerid, kc_res, KeltnerChannelMid) : KeltnerChannelMid
resKeltnerChannelRange = kc_usePer ? security(tickerid, kc_res, KeltnerChannelRange) : KeltnerChannelRange
resKeltnerChannelBottomMin = kc_usePer ? security(tickerid, kc_res, KeltnerChannelBottomMin) : KeltnerChannelBottomMin
resKeltnerChannelBottomMax = kc_usePer ? security(tickerid, kc_res, KeltnerChannelBottomMax) : KeltnerChannelBottomMax
resKeltnerChannelTopMin = kc_usePer ? security(tickerid, kc_res, KeltnerChannelTopMin) : KeltnerChannelTopMin
resKeltnerChannelTopMax = kc_usePer ? security(tickerid, kc_res, KeltnerChannelTopMax) : KeltnerChannelTopMax
plot(resKeltnerChannelMid, color=orange,transp = 80, linewidth=1, title = "KC BASE")
kc_top_min = plot(resKeltnerChannelTopMin, color=red, transp = 70, title = "KC TOP MIN")
kc_top_max =plot(resKeltnerChannelTopMax, color=red, transp = 70, title = "KC TOP MAX")
fill(kc_top_min, kc_top_max, color = lime, transp = 85, title = "FILL KC TOP")
kc_bot_min = plot(resKeltnerChannelBottomMin, color=lime, transp = 70, title = "KC BOTTOM MIN")
kc_bot_max = plot(resKeltnerChannelBottomMax , color=lime, transp = 70, title = "KC BOTTOM MAX")
fill(kc_bot_min, kc_bot_max , color = lime, transp = 85, title = "FILL KC BOT")
//
length = input(title="keltner Length", type=integer, defval=34, minval=1)
multiplier = input(title="keltner Deviation", type=float, defval=2, minval=1)
overbought = input(title="Overbought", type=integer, defval=1, minval=1)
oversold = input(title="Oversold", type=integer, defval=0, minval=1)
custom_timeframe = input(title="Use another Timeframe?", type=bool, defval=false)
highTimeFrame = input(title="Select The Timeframe", type=resolution, defval="60")
res1 = custom_timeframe ? highTimeFrame : period
smabasis = resKeltnerChannelMid
stdev = stdev(close, length)
cierre = security(tickerid, res1, close, false)
alta = security(tickerid, res1, high, false)
baja = security(tickerid, res1, low, false)
basis1 = security(tickerid, res1, smabasis, false)
stdevb = security(tickerid, res1, stdev, false)
dev = multiplier * stdevb // stdev(cierre, length)
upper = basis1 + dev
lower = basis1 - dev
bbr = (cierre - lower)/(upper - lower)
// plot(bbr)
// // MARCA LAS RESISTENCIAS
pintarojo = 0.0
pintarojo := nz(pintarojo[1])
pintarojo := bbr[1] > overbought and bbr < overbought ? alta[1] : nz(pintarojo[1])
p = plot(pintarojo, color = red, style=circles, linewidth=2)
// // MARCA LOS SOPORTES
pintaverde = 0.0
pintaverde := nz(pintaverde[1])
pintaverde := bbr[1] < oversold and bbr > oversold ? baja[1] : nz(pintaverde[1])
g = plot(pintaverde, color = black, style=circles, linewidth=2)
zz= crossover(pintaverde,pintaverde[1]) or crossunder(pintaverde,pintaverde[1])
kp= crossover(pintarojo,pintarojo[1]) or crossunder(pintarojo,pintarojo[1])
plotshape(zz, title="buy", style=shape.triangleup,location=location.belowbar, color=green, transp=0, size=size.small)
plotshape(kp, title="sell", style=shape.triangledown,location=location.abovebar, color=red, transp=0, size=size.small)
alertcondition(zz, title='buy ', message='go long')
alertcondition(kp, title='sell', message='go short')