Vwap - Change

// This source code is subject to the terms of the Mozilla Public License 2.
0 at
https://mozilla.org/MPL/2.0/
// © TintinTrading
//@version=5
indicator('frala5 v2.1', overlay=true)
////////////
timeframe_period=input.timeframe('15','Timeframe')
_pos = input.string("Top Right", title="Label Position", options=["Top Left", "Top

Center", "Top Right", "Middle Left", "Middle Center", "Middle Right", "Bottom
Left", "Bottom Center", "Bottom Right"], group="Layout")
rsi_len = input.int(50, title = "RSI Lenght", group = "RSI")

rsi_source=input.source(close, title = "RSI source", group = "RSI")
tooltip_ma = 'A Moving Average is a good way to gauge momentum as well as to

confirm trends, and define areas of support and resistance'
group_ma = 'Trend : Moving Average Settings'
maType = input.string("EMA", "Moving Average : Type", options=["SMA", "EMA",
"RMA", "WMA", "VWMA"], group=group_ma)
fastLength = input.int(10, title='Moving Average : Fast Length', minval=2,
maxval=50, group=group_ma)
slowLength = input.int(134, title='Moving Average : Slow Length', minval=50,
group=group_ma)
source=close
// ADX Params
adx_smooth = input.int( 14, title = "ADX Smoothing", group = 'ADX')
adx_dilen = input.int( 14, title = "ADX DI Length", group = 'ADX')
adx_level = input.float(20, title = "ADX Level", group = 'ADX')
// Discord Webhook Part

import wlhm/DiscordWebhookFunction/1 as ds
import RicardoSantos/FunctionDatestring/3 as ts
discordGroup = "Discord Webhook Settings"
_username = input.string('Tradingview Alerts', title = "Webhook

Username",tooltip = "You can override the webhook username here or you can leave it
empty", group = discordGroup)
_avatarImgUrl = input.string('https://www.tradingview.com/static/images/logo-
151x151.png', title = "Use Avatar", tooltip = "Enable Avatar URL, write
your URL link. Leave it empty to disable.", group = discordGroup)
_authorIconUrl =
input.string('https://user-images.githubusercontent.com/5462382/34194562-e3b467fe-
e51e-11e7-9b91-1759cf466ea9.png',title = "Author block icon URL Link", tooltip =
" Webhook's embed author icon by image URL, Leave it empty to disable.",group =
discordGroup)
_timestamp = input.bool(true,title = "Embed's timestamp", tooltip = "Allows
you to add timestamp to embed. Time stores as String in the next format: 'YYYY-MM-
DDTHH:MM:SS.MSSZ'.",group = discordGroup)
trade_url = input.string("https://www.tradingview.com/chart/IYSXopAZ/", title =

"TV chart link", group = discordGroup)
_bodyUrl = input.string('',title = 'bodyUrl',group = discordGroup)

_authorUrl = input.string('',title = 'authorUrl',group = discordGroup)
_footerText = input.string('',title = 'footerText',group = discordGroup)
_footerIconUrl = input.string('',title = 'footerIconUrl',group = discordGroup)
_imageUrl = input.string('',title = 'imageUrl',group = discordGroup)
_thumbImgUrl = input.string('',title = 'thumbImgUrl',group = discordGroup)
// }
/////////////
// SYMBOLS //
// {
u01 = input.bool(true, title = "", group = 'Symbols', inline = 's01')
u36 = input.bool(false, title = "", group = 'Symbols', inline = 's36')
s01 = input.symbol('SPY', group = 'Symbols', inline = 's01')

s02 = input.symbol('VIX', group = 'Symbols', inline = 's02')
s03 = input.symbol('FNGU', group = 'Symbols', inline = 's03')
s04 = input.symbol('GOOG', group = 'Symbols', inline = 's04')
s05 = input.symbol('AMZN', group = 'Symbols', inline = 's05')
s06 = input.symbol('NVDA', group = 'Symbols', inline = 's06')
s07 = input.symbol('TSLA', group = 'Symbols', inline = 's07')
s08 = input.symbol('META', group = 'Symbols', inline = 's08')
s09 = input.symbol('AMD', group = 'Symbols', inline = 's09')
s10 = input.symbol('MSFT', group = 'Symbols', inline = 's10')
s11 = input.symbol('AAPL', group = 'Symbols', inline = 's11')
s12 = input.symbol('SNOW', group = 'Symbols', inline = 's12')
s13 = input.symbol('DDOG', group = 'Symbols', inline = 's13')
s14 = input.symbol('CRM', group = 'Symbols', inline = 's14')
s15 = input.symbol('ADBE', group = 'Symbols', inline = 's15')
s16 = input.symbol('ORCL', group = 'Symbols', inline = 's16')
s17 = input.symbol('PANW', group = 'Symbols', inline = 's17')
s18 = input.symbol('ZS', group = 'Symbols', inline = 's18')
s19 = input.symbol('ENPH', group = 'Symbols', inline = 's19')
s20 = input.symbol('ROKU', group = 'Symbols', inline = 's20')
s21 = input.symbol('ABNB', group = 'Symbols', inline = 's21')
s22 = input.symbol('AMZN', group = 'Symbols', inline = 's22')
s23 = input.symbol('CVNA', group = 'Symbols', inline = 's23')
s24 = input.symbol('HD', group = 'Symbols', inline = 's24')
s25 = input.symbol('LEN', group = 'Symbols', inline = 's25')
s26 = input.symbol('LOW', group = 'Symbols', inline = 's26')
s27 = input.symbol('MCD', group = 'Symbols', inline = 's27')
s28 = input.symbol('VLO', group = 'Symbols', inline = 's28')
s29 = input.symbol('MPC', group = 'Symbols', inline = 's29')
s30 = input.symbol('BA', group = 'Symbols', inline = 's30')
s31 = input.symbol('CAT', group = 'Symbols', inline = 's31')
s32 = input.symbol('GS', group = 'Symbols', inline = 's32')
s33 = input.symbol('V', group = 'Symbols', inline = 's33')
s34 = input.symbol('COIN', group = 'Symbols', inline = 's34')
s35 = input.symbol('MRNA', group = 'Symbols', inline = 's35')
s36 = input.symbol('LLY', group = 'Symbols', inline = 's36')
s37 = input.symbol('UNH', group = 'Symbols', inline = 's37')
s38 = input.symbol('DHR', group = 'Symbols', inline = 's38')
s39 = input.symbol('AMGN', group = 'Symbols', inline = 's39')
s40 = input.symbol('EXPE', group = 'Symbols', inline = 's40')
// }
//////////////////
// CALCULATIONS //
// {
// Get only symbol
f_getPosition(_pos) =>
ret = position.top_left
if _pos == "Top Center"
ret := position.top_center
if _pos == "Top Right"
ret := position.top_right
if _pos == "Middle Left"
ret := position.middle_left
if _pos == "Middle Center"
ret := position.middle_center
if _pos == "Middle Right"
ret := position.middle_right
if _pos == "Bottom Left"
ret := position.bottom_left
if _pos == "Bottom Center"
ret := position.bottom_center
if _pos == "Bottom Right"
ret := position.bottom_right
ret
only_symbol(s) =>
array.get(str.split(s, ":"), 1)
Calc10x() =>
len = input.int(14, "Directional Length")
ADX_T = input.int(20, "ADX Length")
//DMI CALCULATIONS - Tradingview Built-In DMI Indicator

up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
trur = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / trur)
minus = fixnan(100 * ta.rma(minusDM, len) / trur)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum),
len)
//10X CALCULATIONS
D_Up = (plus > minus) and (adx > ADX_T)
D_Down = (minus > plus) and (adx > ADX_T)
Neutral = (adx < ADX_T)
D_Up_Color = color.new(color.green, 0)
D_Down_Color = color.new(color.red, 0)
Neutral_Color = color.new(color.yellow, 0)
MTF10_Color = Neutral ? Neutral_Color : D_Up ? D_Up_Color : D_Down ?
D_Down_Color : na
getVWAP(newSession) =>
p = hlc3 * volume
p := newSession ? hlc3 * volume : nz(p[1]) + hlc3 * volume
vol = 0.0
vol := newSession ? volume : nz(vol[1]) + volume
v = p / vol
// Incremental weighted standard deviation (rolling)

// http://people.ds.cam.ac.uk/fanf2/hermes/doc/antiforgery/stats.pdf (part 5)
// x[i] = hlc3[i], w[i] = volume[i], u[i] - v[i]
Sn = 0.0
Sn := newSession ? 0 : nz(Sn[1]) + volume * (hlc3 - nz(v[1])) * (hlc3 - v)
std = math.sqrt(Sn / vol)
[v, std]
// ADX
dirmov(len) =>
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)

minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
truerange = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / truerange)

minus = fixnan(100 * ta.rma(minusDM, len) / truerange)
[plus, minus]
adx_func(dilen, adxlen) =>

[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
// CHANGE
change_func()=>
var float openPrice = na

var float percentChange = na
// Check if the current bar is the first bar of the session

isFirstBar = ta.change(time("D")) > 0
// Update open price if it's the first bar

if isFirstBar
openPrice := open
// Calculate the percentage change from the open

if not isFirstBar
percentChange := (close / openPrice - 1) * 100
change_percentage =percentChange
openPercentage=math.round(change_percentage ,2)
//------------------------------------------------------------------------------
// Trend : Moving Averagres
ma(_source, _length, _type) =>
switch _type
"SMA" => ta.sma (_source, _length)
"EMA" => ta.ema (_source, _length)
"RMA" => ta.rma (_source, _length)
"WMA" => ta.wma (_source, _length)
"VWMA" => ta.vwma(_source, _length)
screener_func() =>
cl = change_func()
// RSI
rsi_ = ta.rsi(rsi_source,rsi_len)
maFast = ma(source, fastLength, maType)
maSlow = ma(source, slowLength, maType)
maFastDaily = ma(source, fastLength, maType)

maSlowDaily = ma(source, slowLength, maType)
newSessionD = ta.change(time("D"))
newSessionY = ta.change(time("12M"))
[vD, stdevD] = getVWAP(newSessionD)

//[vY, stdevY] = getVWAP(newSessionY)
color10x = Calc10x()
adx = adx_func(adx_dilen, adx_smooth)
chan = ((close - vD) / vD) * 100
[cl, rsi_, maFastDaily, maSlowDaily, chan, adx,close, chan]
// Security call
[cl01, rsi01, tsi01, adx01, sup01, suy01,cls01, col1] = request.security(s01,
timeframe_period, screener_func())
//[cl38, rsi38, tsi38, adx38, sup38, suy38,cls38] = request.security(s38,
//cls40// },suy40
////////////
// ARRAYS //
// {
s_arr = array.new_string(0)
u_arr = array.new_bool(0)
cl_arr = array.new_float(0)
rsi_arr = array.new_float(0)
tsi_arr = array.new_float(0)
adx_arr = array.new_float(0)
sup_arr = array.new_float(0)
suy_arr = array.new_float(0)
close_arr = array.new_float(0)
col_arr = array.new_float(0)
// Add Symbols
array.push(s_arr, only_symbol(s01))
// }
///////////
// FLAGS //
// {
array.push(u_arr, u01)
// }
///////////
// CLOSE //
// {
array.push(cl_arr, cl01)
//array.push(cl_arr, cl38)
// }
/////////
// RSI //
// {
array.push(rsi_arr, rsi01)
//array.push(rsi_arr, rsi38)
// }
/////////
// TSI //
// {
array.push(tsi_arr, tsi01)
//array.push(tsi_arr, tsi38)
// }
/////////
// ADX //
// {
array.push(adx_arr, adx01)
//array.push(adx_arr, adx38)
// }
////////////////
// SUPERTREND //
// {
array.push(sup_arr, sup01)
//array.push(sup_arr, sup38)
// }
///////////
array.push(suy_arr, suy01)
//array.push(suy_arr, suy38)
///////////
array.push(close_arr, cls01)
array.push(col_arr, col1)
//array.push(close_arr, cls38)
// PLOTS //
// {
var tbl = table.new(f_getPosition(_pos), 8, 41, frame_color=#151715, frame_width=1,
border_width=2, border_color=color.new(color.white, 100))
fix_tf = timeframe.isseconds? timeframe.period + 'S' : timeframe.isminutes and

timeframe.multiplier<60? timeframe.period + 'M' : timeframe.isintraday?
str.tostring(timeframe.multiplier/60) + "H" : timeframe.period
// Timestamp for footer of the message

timetext = ts.datetime(timenow, '{0}-{1}-{2}T{3}:{4}') //timestamp
// We gonna write the text alert with basic information that we need
discDescription = ''
discContentText = ''
_bodyTitleL = 'BUY ALERT'

_bodyTitleS = 'SELL ALERT'
if barstate.islast
table.cell(tbl, 0, 0, 'Symbol', text_halign = text.align_center, bgcolor =

color.black, text_color = color.white, text_size = size.small)
table.cell(tbl, 1, 0, 'Change', text_halign = text.align_center, bgcolor =
table.cell(tbl, 2, 0, 'RSI', text_halign = text.align_center, bgcolor =
table.cell(tbl, 3, 0, '10', text_halign = text.align_center, bgcolor =
table.cell(tbl, 4, 0, '130', text_halign = text.align_center, bgcolor =
table.cell(tbl, 5, 0, 'VWAP % change', text_halign = text.align_center, bgcolor
= color.black, text_color = color.white, text_size = size.small)
table.cell(tbl, 6, 0, 'ADX', text_halign = text.align_center, bgcolor =
table.cell(tbl, 7, 0, 'Final', text_halign = text.align_center, bgcolor =
for i = 0 to 39
if array.get(u_arr, i)
cl_col = array.get(cl_arr, i) > 0
? #04D204 : #FF0000
rsi_col = array.get(rsi_arr, i) > 50
? #04D204 : #FF0000
tsi_col = array.get(close_arr, i) > array.get(tsi_arr, i)
? #04D204 : #FF0000
adx_col = array.get(close_arr, i) > array.get(adx_arr, i)
? #04D204 : #FF0000
//sup_col = array.get(close_arr, i) > 0
? #04D204 : #FF0000
suy_col = array.get(adx_arr, i) > adx_level
? #04D204 : #FF0000
col = array.get(col_arr, i) > 0
? #04D204 : #FF0000
rsi_colL = array.get(rsi_arr, i) > 50

? 1 : 0
tsi_colL = array.get(close_arr, i) > array.get(tsi_arr, i)
? 1 : 0
adx_colL = array.get(close_arr, i) > array.get(adx_arr, i)
? 1 : 0
sup_colL = array.get(close_arr, i) > array.get(sup_arr, i)
? 1 : 0
suy_colL = array.get(adx_arr, i) > adx_level
? 1 : 0
rsi_colS = array.get(rsi_arr, i) < 50

? 1 : 0
tsi_colS = array.get(close_arr, i) < array.get(tsi_arr, i)
? 1 : 0
adx_colS = array.get(close_arr, i) < array.get(adx_arr, i)
? 1 : 0
sup_colS = array.get(close_arr, i) < array.get(sup_arr, i)
? 1 : 0
suy_colS = array.get(adx_arr, i) > adx_level
? 1 : 0
final_textL=(sup_colL+rsi_colL+tsi_colL+adx_colL+suy_colL)==5?'Strong
Buy':(sup_colL+rsi_colL+tsi_colL)==3?'Buy':''
final_textS=(sup_colS+rsi_colS+tsi_colS+adx_colS+suy_colS)==5?'Strong
Sell':(sup_colS+rsi_colS+tsi_colS)==3?'Sell':''
final_colL=(sup_colL+rsi_colL+tsi_colL+adx_colL+suy_colL)==5?
color.lime:(sup_colL+rsi_colL+tsi_colL)==3?color.green:na
final_colS=(sup_colS+rsi_colS+tsi_colS+adx_colS+suy_colS)==5?color.red:
(sup_colS+rsi_colS+tsi_colS)==3?color.maroon:na
table.cell(tbl, 0, i + 1, array.get(s_arr, i),
text_halign = text.align_left, bgcolor = color.black, text_color = color.white,
text_size = size.small)
table.cell(tbl, 1, i + 1, str.tostring(array.get(cl_arr, i))+"%",
text_halign = text.align_center, bgcolor = cl_col, text_color = color.white,
table.cell(tbl, 2, i + 1, '',
text_halign = text.align_center, bgcolor = rsi_col, text_color = color.white,
table.cell(tbl, 3, i + 1, '',
text_halign = text.align_center, bgcolor = tsi_col, text_color = color.white,
table.cell(tbl, 4, i + 1, '', text_halign = text.align_center,
bgcolor = adx_col , text_color = color.white, text_size = size.small)
table.cell(tbl, 5, i + 1, str.tostring(array.get(sup_arr, i), "#.##"),
text_halign = text.align_center, bgcolor = array.get(col_arr, i) < 0
? #FF0000 : #04D204, text_color = color.white, text_size = size.small)
// table.cell(tbl, 6, i + 1, '', text_halign =
text.align_center, bgcolor = suy_col, text_color = color.white, text_size =
size.small)
table.cell(tbl, 6, i + 1, str.tostring(array.get(suy_arr, i), "#.##"),
text_halign = text.align_center, bgcolor = suy_col , text_color = color.white,
table.cell(tbl, 7, i + 1, final_textL==''?final_textS:final_textL,
text_halign = text.align_center, bgcolor = na(final_colL)?final_colS:final_colL,
text_color = color.white, text_size = size.small)
_descText = (final_textL==''?final_textS:final_textL)+' '

+"\\n"+' '
+ "\\nRSI : " + (rsi_colL==1?' Bullish ': rsi_colS==1?' Bearish
':' Neutral ')
+ "\\nSMA 34 : " + (tsi_colL==1?' Bullish ': tsi_colS==1?' Bearish
':' Neutral ')
+ "\\nSMA 200 : " + (adx_colL==1?' Bullish ': adx_colS==1?'
Bearish ':' Neutral ')
+ "\\nMVWAP : " + (sup_colL==1?' Bullish ': sup_colS==1?' Bearish
':' Neutral ')
+ "\\nYVWAP : " + (suy_colL==1?' Bullish ': suy_colS==1?' Bearish
':' Neutral ')
+ "\\nCurrent Price: " + str.tostring(array.get(close_arr, i),
format.mintick)
+ "\\nVOLUME: " + str.tostring(volume,format.volume)+' '
+ "\\nTV:"+trade_url
+"\\nSYMBOL: " + syminfo.ticker+' '+ "TIMEFRAME: "
+ fix_tf
discordText_long = ds.discordWebhookJSON(
_username,
_avatarImgUrl,
discContentText,
_bodyTitleL,
(_descText != '') ? _descText : discDescription,
_bodyUrl,
"65280",
_timestamp ? timetext : "",
'',
_authorUrl,
_authorIconUrl,
_footerText,
_footerIconUrl,
_thumbImgUrl,
_imageUrl)
discordText_short = ds.discordWebhookJSON(
_username,
_avatarImgUrl,
discContentText,
_bodyTitleS,
(_descText != '') ? _descText : discDescription,
_bodyUrl,
"16711680",
_timestamp ? timetext : "",
'',
_authorUrl,
_authorIconUrl,
_footerText,
_footerIconUrl,
_thumbImgUrl,
_imageUrl)
if (final_textL==''?final_textS:final_textL)=='Buy' or
(final_textL==''?final_textS:final_textL)=='Strong Buy'
alert(discordText_long , freq = alert.freq_once_per_bar_close)
if (final_textL==''?final_textS:final_textL)=='Sell' or
(final_textL==''?final_textS:final_textL)=='Strong Sell'
alert(discordText_short , freq = alert.freq_once_per_bar_close)
// }

Vwap - Change

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Vwap - Change

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// This source code is subject to the terms of the Mozilla Public License 2.

_pos = input.string("Top Right", title="Label Position", options=["Top Left", "Top

rsi_len = input.int(50, title = "RSI Lenght", group = "RSI")

tooltip_ma = 'A Moving Average is a good way to gauge momentum as well as to

// Discord Webhook Part

discordGroup = "Discord Webhook Settings"

_username = input.string('Tradingview Alerts', title = "Webhook

trade_url = input.string("https://www.tradingview.com/chart/IYSXopAZ/", title =

_bodyUrl = input.string('',title = 'bodyUrl',group = discordGroup)

s01 = input.symbol('SPY', group = 'Symbols', inline = 's01')

//DMI CALCULATIONS - Tradingview Built-In DMI Indicator

// Incremental weighted standard deviation (rolling)

plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)

truerange = ta.rma(ta.tr, len)

plus = fixnan(100 * ta.rma(plusDM, len) / truerange)

adx_func(dilen, adxlen) =>

var float openPrice = na

// Check if the current bar is the first bar of the session

// Update open price if it's the first bar

// Calculate the percentage change from the open

maFastDaily = ma(source, fastLength, maType)

[vD, stdevD] = getVWAP(newSessionD)

fix_tf = timeframe.isseconds? timeframe.period + 'S' : timeframe.isminutes and

// Timestamp for footer of the message

_bodyTitleL = 'BUY ALERT'

table.cell(tbl, 0, 0, 'Symbol', text_halign = text.align_center, bgcolor =

rsi_colL = array.get(rsi_arr, i) > 50

rsi_colS = array.get(rsi_arr, i) < 50

_descText = (final_textL==''?final_textS:final_textL)+' '

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