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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/
// © fluxchart
//@version=5
indicator("Bollinger Bands (Nadaraya Smoothed) | Flux Charts", overlay = true, max_lines_count = 500, max_bars_back = 500)
group_smoothing = "smoothing"
h = input.float(6, "Smoothing Factor", step = .5, tooltip = "The bandwith(h) used in the kernel of the Nadaraya-Watson estimator function." ,group = group_smoothing)
repaint = input.bool(false,"Repaint Smoothing", tooltip = "This setting allows for repainting of the estimation" , group = group_smoothing)
sens = 4
group_boll = "Bollinger Bands Settings (Short, Medium, Long)"
short_period = input.int(20, "Period", inline = "short", group = group_boll)
short_stdev = input.float(3, "Deviation", inline = "short", group = group_boll)
med_period = input.int(75, "Period", inline = "med", group = group_boll)
med_stdev = input.float(4, "Deviation", inline = "med", group = group_boll)
long_period = input.int(100, " Period", inline = "long", group = group_boll)
long_stdev = input.float(4.25, "Deviation", inline = "long", group = group_boll)
group_graphics = "Plots and Labels"
labels = input.bool(true, "Labels", inline = "label" , group = group_graphics)
plots = input.bool(true, "Plot Lines", group = group_graphics)
plot_thickness = input.int(2, "Line Width", group = group_graphics)
bands_lvl1 = input.bool(true, "Level 1 Bands", inline = "bands", group = group_graphics)
bands_lvl2 = input.bool(true, "Level 2 Bands", inline = "bands", group = group_graphics)
grp = "Color Theme"
pallete_bear = input.color(color.red, "Bearish", inline = "theme", group = grp)
pallete_bull = input.color(color.green, "Bullish", inline = "theme", group = grp)
alpha1 = input.float(.90, "Transparency: Level 1 ", minval = .1, maxval = 1,inline = "alpha", step = .1)
alpha2 = input.float(.85, "Level 2", minval = .1, maxval = 1, inline = "alpha", step = .1)
grp_n = "Notifications"
notifs = input.bool(false, "Band Breaks", group = grp_n, tooltip = "Recieve notifications when price goes above or below the first level.")
type pallete
color bear
color bull
color shade1_bear
color shade1_bull
color shade2_bear
color shade2_bull
create_pallete(color bear, color bull, float alpha1 = 1, float alpha2 = 2) =>
float shade1 = 100 * alpha1
float shade2 = 100 * alpha2
color shade1_bear = color.new(bear, shade1)
color shade1_bull = color.new(bull, shade1)
color shade2_bear = color.new(bear, shade2)
color shade2_bull = color.new(bull, shade2)
pallete.new(bear, bull, shade1_bear, shade1_bull, shade2_bear, shade2_bull)
theme = create_pallete(pallete_bear, pallete_bull, alpha1, alpha2)
const bool bollinger_bands_lvl1 = true
const bool bollinger_bands_lvl2 = true
float tp = (high + low + close) /3
int n_first = 20
int n_second = 75
int n_third = 100
guass_w(x, h) =>
math.exp (-1 *( (x*x) / (2*(h*h)) ))
bollingers(n, factor = 3) =>
bolu = ta.sma(tp, n) + (factor * ta.stdev(tp, n))
bold = ta.sma(tp, n) - (factor * ta.stdev(tp, n))
[bolu, bold]
[BOLU_FIRST, BOLD_FIRST] = bollingers(n_first, short_stdev)
float BOL_FIRST_GAP = BOLU_FIRST - BOLD_FIRST
[BOLU_SECOND, BOLD_SECOND] = bollingers(n_second, short_stdev)
float BOL_SECOND_GAP = BOLU_SECOND - BOLD_SECOND
[BOLU_THIRD, BOLD_THIRD] = bollingers(n_third, med_stdev)
float BOL_THIRD_GAP = BOLU_THIRD - BOLD_THIRD
[BOLU_FOURTH, BOLD_FOURTH] = bollingers(n_third, long_stdev)
var pivots = array.new<float>()
var pivots2 = array.new<float>()
pivot_rad = sens
float pivot_high = ta.pivothigh(high, pivot_rad, pivot_rad)
float pivot_low = ta.pivotlow(low, pivot_rad, pivot_rad)
add_cols(mat, h_n = 1) =>
sum_array = array.new<float>()
for i=0 to matrix.rows(mat)-1
array.push(sum_array, array.sum(matrix.row(mat, i))/h_n)
sum_array
nadaraya(src, color) =>
smoothed = array.new<float>()
if barstate.islast and repaint
for i=0 to 499
sum = 0.
gk = array.new<float>()
for y =0 to 499
gk.push(guass_w(y - i, h))
gk_sum = gk.sum()
for y =0 to 499
sum += src[y]*(gk.get(y)/gk_sum)
smoothed.push(sum)
if i%2 == 0 and i != 0
line.new(bar_index[i-1], smoothed.get(i-1), bar_index[i], smoothed.get(i), color = color, width = 2)
smoothed
running_nadaraya(src, n)=>
var gk = array.new<float>(0)
var gk_sum = 0.
var src_matrix = matrix.new<float>()
smoothed = 0.
if barstate.isfirst and not repaint
for i=0 to n
gk.push(guass_w(i, h))
gk_sum := gk.sum()
if not repaint
for i=n to 0
smoothed += src[i] * (gk.get(i)/gk_sum)
smoothed
n = 499
smoothed_bolu_1 = running_nadaraya(BOLU_FIRST, n)
smoothed_bold_1 = running_nadaraya(BOLD_FIRST, n)
smoothed_bolu_2 = running_nadaraya(BOLU_SECOND, n)
smoothed_bold_2 = running_nadaraya(BOLD_SECOND, n)
smoothed_bolu_3 = running_nadaraya(BOLU_THIRD, n)
smoothed_bold_3 = running_nadaraya(BOLD_THIRD, n)
smoothed_bolu_4 = running_nadaraya(BOLU_FOURTH, n)
smoothed_bold_4 = running_nadaraya(BOLD_FOURTH, n)
BOLU_FIRST_PLOT = plot(smoothed_bolu_1, display = display.none)
BOLD_FIRST_PLOT = plot(smoothed_bold_1, display = display.none)
BOLU_SECOND_PLOT = plot(smoothed_bolu_2, display = display.none)
BOLD_SECOND_PLOT = plot(smoothed_bold_2, display = display.none)
BOLU_THIRD_PLOT = plot(smoothed_bolu_3, display = display.none)
BOLD_THIRD_PLOT = plot(smoothed_bold_3, display = display.none)
BOLU_FOURTH_PLOT = plot(smoothed_bolu_4, display = display.none)
BOLD_FOURTH_PLOT = plot(smoothed_bold_4, display = display.none)
if repaint
nadaraya(BOLU_FIRST, theme.bear)
nadaraya(BOLD_FIRST, theme.bull)
spacing = ta.atr(300)
upper_band_test = pivot_high >= smoothed_bolu_1[sens] and not repaint ? pivot_high + spacing * 1.01 : na
lower_band_test = pivot_low <= smoothed_bold_1[sens] and not repaint ? pivot_low - spacing * 1.01 : na
if notifs and close > smoothed_bolu_1
alert("Upper Band Crossed on " + syminfo.ticker, alert.freq_once_per_bar_close)
else if notifs and close < smoothed_bold_1
alert("Lower Band Crossed on " + syminfo.ticker, alert.freq_once_per_bar_close)
plotshape(labels ? upper_band_test : na, style = shape.triangledown, location = location.absolute, color = theme.bear, offset = -1*sens, size = size.tiny)
plotshape(labels ? lower_band_test : na, style = shape.triangleup, location = location.absolute, color = theme.bull, offset = -1*sens, size = size.tiny)
plot(not repaint and plots ? smoothed_bolu_1 : na, linewidth = plot_thickness, color = theme.bear)
plot(not repaint and plots ? smoothed_bold_1 : na, linewidth = plot_thickness, color = theme.bull)
fill(BOLU_FIRST_PLOT, BOLU_SECOND_PLOT, theme.shade1_bear, display = bands_lvl1 ? display.all: display.none)
fill(BOLD_FIRST_PLOT, BOLD_SECOND_PLOT, theme.shade1_bull, display = bands_lvl1 ? display.all: display.none)
fill(BOLU_SECOND_PLOT, BOLU_THIRD_PLOT, theme.shade2_bear, display = bands_lvl2 ? display.all: display.none)
fill(BOLD_SECOND_PLOT, BOLD_THIRD_PLOT, theme.shade2_bull, display = bands_lvl2 ? display.all: display.none)