# indie:lang_version = 5 # Optimized Trend Tracker (OTT) — Indie port # Original Pine Script by KivancOzbilgic (© KivancOzbilgic) # License: Mozilla Public License 2.0 # Migration notes: # Logic ported 1:1 from the Pine original (stops, dir flip, OTT line shifted by 2 bars, signals) # alertcondition() — no Indie equivalent; use platform alerts on lines # TSF (linreg) not ported; MA types: SMA/EMA/WMA/TMA/VAR/WWMA/ZLEMA # The two Pine fills (long/short highlighter) are merged into one dynamic-color fill from math import nan, isnan, ceil, floor from indie import indicator, param, plot, MainContext, color, source, format, MutSeriesF from indie.algorithms import Sma, Ema, Wma @indicator('Optimized Trend Tracker', overlay_main_pane=True, format=format.PRICE) @param.source('src', default=source.CLOSE, title='Source') @param.int('length', default=2, min=1, title='OTT Period') @param.float('percent', default=1.4, min=0.0, step=0.1, title='OTT Percent') @param.bool('showsupport', default=True, title='Show Support Line?') @param.bool('showsignalsk', default=True, title='Show Support Line Crossing Signals?') @param.bool('showsignalsc', default=False, title='Show Price/OTT Crossing Signals?') @param.bool('highlight', default=False, title='Show OTT Color Changes?') @param.bool('showsignalsr', default=False, title='Show OTT Color Change Signals?') @param.bool('highlighting', default=True, title='Highlighter On/Off ?') @param.str('mav', default='VAR', title='MA Type: SMA/EMA/WMA/TMA/VAR/WWMA/ZLEMA') @plot.line('support', color=color.rgba(5, 133, 225, 1.0), line_width=2, title='Support Line') @plot.line('ott', color=color.rgba(184, 0, 217, 1.0), line_width=2, title='OTT') @plot.line('ohlc4_hidden', color=color.TRANSPARENT, line_width=1, title='OHLC4') @plot.fill('ohlc4_hidden', 'ott', id='trend_fill') @plot.marker('buy_k', color=color.GREEN, style=plot.marker_style.LABEL) @plot.marker('sell_k', color=color.RED, style=plot.marker_style.LABEL) @plot.marker('buy_c', color=color.GREEN, style=plot.marker_style.LABEL) @plot.marker('sell_c', color=color.RED, style=plot.marker_style.LABEL) @plot.marker('buy_r', color=color.GREEN, style=plot.marker_style.LABEL) @plot.marker('sell_r', color=color.RED, style=plot.marker_style.LABEL) class Main(MainContext): def calc(self, src, length, percent, showsupport, showsignalsk, showsignalsc, highlight, showsignalsr, highlighting, mav): src_val: float = src[0] src_prev: float = src[1] sma_s = Sma.new(src, length) ema_s = Ema.new(src, length) wma_s = Wma.new(src, length) half: int = max(1, int(ceil(length / 2.0))) half2: int = max(1, int(floor(length / 2.0)) + 1) tma1_s = Sma.new(src, half) tma_s = Sma.new(tma1_s, half2) # VAR valpha: float = 2.0 / (length + 1) vud1: float = (src_val - src_prev) if src_val > src_prev else 0.0 vdd1: float = (src_prev - src_val) if src_val < src_prev else 0.0 vud_s = MutSeriesF.new(vud1) vdd_s = MutSeriesF.new(vdd1) vud_sum: float = Sma.new(vud_s, 9)[0] * 9.0 vdd_sum: float = Sma.new(vdd_s, 9)[0] * 9.0 vden: float = vud_sum + vdd_sum vcmo: float = (vud_sum - vdd_sum) / vden if (not isnan(vden) and vden != 0.0) else 0.0 var_s = MutSeriesF.new(0.0) var_prev: float = var_s[1] if not isnan(var_s[1]) else 0.0 var_s[0] = valpha * abs(vcmo) * src_val + (1.0 - valpha * abs(vcmo)) * var_prev # WWMA wwalpha: float = 1.0 / length wwma_s = MutSeriesF.new(0.0) wwma_prev: float = wwma_s[1] if not isnan(wwma_s[1]) else 0.0 wwma_s[0] = wwalpha * src_val + (1.0 - wwalpha) * wwma_prev # ZLEMA zxlag: int = length // 2 if length % 2 == 0 else (length - 1) // 2 zx_val: float = src_val + (src_val - src[zxlag]) zx_s = MutSeriesF.new(zx_val) zlema_s = Ema.new(zx_s, length) mavg: float = var_s[0] if mav == 'SMA': mavg = sma_s[0] elif mav == 'EMA': mavg = ema_s[0] elif mav == 'WMA': mavg = wma_s[0] elif mav == 'TMA': mavg = tma_s[0] elif mav == 'WWMA': mavg = wwma_s[0] elif mav == 'ZLEMA': mavg = zlema_s[0] mavg_s = MutSeriesF.new(mavg) mavg_prev: float = mavg_s[1] fark: float = mavg * percent * 0.01 long0: float = mavg - fark short0: float = mavg + fark ls_s = MutSeriesF.new(long0) ss_s = MutSeriesF.new(short0) long_prev: float = ls_s[1] if not isnan(ls_s[1]) else long0 short_prev: float = ss_s[1] if not isnan(ss_s[1]) else short0 ls_s[0] = max(long0, long_prev) if mavg > long_prev else long0 ss_s[0] = min(short0, short_prev) if mavg < short_prev else short0 dir_s = MutSeriesF.new(1.0) dir_prev: float = dir_s[1] if not isnan(dir_s[1]) else 1.0 if dir_prev == -1.0 and mavg > short_prev: dir_s[0] = 1.0 elif dir_prev == 1.0 and mavg < long_prev: dir_s[0] = -1.0 else: dir_s[0] = dir_prev mt: float = ls_s[0] if dir_s[0] == 1.0 else ss_s[0] ott: float = (mt * (200.0 + percent) / 200.0) if mavg > mt else (mt * (200.0 - percent) / 200.0) ott_s = MutSeriesF.new(ott) o2: float = ott_s[2] o3: float = ott_s[3] o4: float = ott_s[4] buy_k: bool = mavg > o2 and mavg_prev <= o3 sell_k: bool = mavg < o2 and mavg_prev >= o3 buy_c: bool = src_val > o2 and src_prev <= o3 sell_c: bool = src_val < o2 and src_prev >= o3 buy_r: bool = o2 > o3 and o3 <= o4 sell_r: bool = o2 < o3 and o3 >= o4 ott_c = (color.GREEN if o2 > o3 else color.RED) if highlight else color.rgba(184, 0, 217, 1.0) fill_c = color.TRANSPARENT if highlighting: if mavg > ott: fill_c = color.rgba(0, 128, 0, 0.1) elif mavg < ott: fill_c = color.rgba(255, 0, 0, 0.1) ohlc4: float = (self.open[0] + self.high[0] + self.low[0] + self.close[0]) / 4.0 ott_plot: float = 0.0 if isnan(o2) else o2 return ( plot.Line(mavg if showsupport else nan), plot.Line(ott_plot, color=ott_c), plot.Line(ohlc4), plot.Fill(fill_c), plot.Marker(ott * 0.995 if (buy_k and showsignalsk) else nan, text='Buy'), plot.Marker(ott * 1.005 if (sell_k and showsignalsk) else nan, text='Sell'), plot.Marker(ott * 0.995 if (buy_c and showsignalsc) else nan, text='Buy'), plot.Marker(ott * 1.005 if (sell_c and showsignalsc) else nan, text='Sell'), plot.Marker(ott * 0.995 if (buy_r and showsignalsr) else nan, text='Buy'), plot.Marker(ott * 1.005 if (sell_r and showsignalsr) else nan, text='Sell'), )