# indie:lang_version = 5 # Profit Maximizer (PMax) — Indie port # Original Pine Script v4 by KivancOzbilgic (Mozilla Public License 2.0) # Migration notes: # Logic ported 1:1: moving average (SMA/EMA/WMA/TMA/VAR/WWMA/ZLEMA/TSF) + ATR trailing stop, direction flip, crossing signals # The two Pine fills (long/short highlighter) are merged into one dynamic-color fill # alertcondition() — no Indie equivalent; use platform alerts on lines 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, Atr, Tr, LinReg @indicator('Profit Maximizer', overlay_main_pane=True, format=format.PRICE, precision=2) @param.source('src', default=source.HL2, title='Source') @param.int('periods', default=10, min=1, title='ATR Length') @param.float('multiplier', default=3.0, min=0.1, step=0.1, title='ATR Multiplier') @param.str('mav', default='EMA', title='Moving Average Type: SMA/EMA/WMA/TMA/VAR/WWMA/ZLEMA/TSF') @param.int('length', default=10, min=1, title='Moving Average Length') @param.bool('change_atr', default=True, title='Change ATR Calculation Method ?') @param.bool('normalize', default=False, title='Normalize ATR ?') @param.bool('showsupport', default=True, title='Show Moving Average?') @param.bool('showsignalsk', default=True, title='Show Crossing Signals?') @param.bool('showsignalsc', default=False, title='Show Price/Pmax Crossing Signals?') @param.bool('highlighting', default=True, title='Highlighter On/Off ?') @plot.line('mavg_line', color=color.rgba(5, 133, 225, 1.0), line_width=2, title='Moving Avg Line') @plot.line('pmax', color=color.RED, line_width=2, title='PMax') @plot.line('ohlc4_hidden', color=color.TRANSPARENT, line_width=1, title='OHLC4') @plot.fill('ohlc4_hidden', 'pmax', 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.rgba(15, 24, 191, 1.0), style=plot.marker_style.LABEL) @plot.marker('sell_c', color=color.rgba(15, 24, 191, 1.0), style=plot.marker_style.LABEL) class Main(MainContext): def calc(self, src, periods, multiplier, mav, length, change_atr, normalize, showsupport, showsignalsk, showsignalsc, highlighting): src_val: float = src[0] src_prev: float = src[1] atr_rma: float = Atr.new(periods)[0] atr_sma: float = Sma.new(Tr.new(), periods)[0] atr: float = atr_rma if change_atr else atr_sma 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) lrc: float = LinReg.new(src, length=length, offset=0)[0] lrc1: float = LinReg.new(src, length=length, offset=1)[0] tsf: float = lrc + (lrc - lrc1) # 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_s = MutSeriesF.new(src_val + (src_val - src[zxlag])) zlema_s = Ema.new(zx_s, length) mavg: float = ema_s[0] if mav == 'SMA': mavg = sma_s[0] elif mav == 'WMA': mavg = wma_s[0] elif mav == 'TMA': mavg = tma_s[0] elif mav == 'VAR': mavg = var_s[0] elif mav == 'WWMA': mavg = wwma_s[0] elif mav == 'ZLEMA': mavg = zlema_s[0] elif mav == 'TSF': mavg = tsf mavg_s = MutSeriesF.new(mavg) mavg_prev: float = mavg_s[1] # ATR trailing stop off: float = (multiplier * atr / self.close[0]) if normalize else (multiplier * atr) long0: float = mavg - off short0: float = mavg + off 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 pmax: float = ls_s[0] if dir_s[0] == 1.0 else ss_s[0] pm_s = MutSeriesF.new(pmax) pm_prev: float = pm_s[1] buy_k: bool = mavg > pmax and mavg_prev <= pm_prev sell_k: bool = mavg < pmax and mavg_prev >= pm_prev buy_c: bool = src_val > pmax and src_prev <= pm_prev sell_c: bool = src_val < pmax and src_prev >= pm_prev fill_c = color.TRANSPARENT if highlighting: if mavg > pmax: fill_c = color.rgba(0, 128, 0, 0.1) elif mavg < pmax: 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 return ( plot.Line(mavg if showsupport else nan), plot.Line(pmax), plot.Line(ohlc4), plot.Fill(fill_c), plot.Marker(pmax * 0.995 if (buy_k and showsignalsk) else nan, text='Buy'), plot.Marker(pmax * 1.005 if (sell_k and showsignalsk) else nan, text='Sell'), plot.Marker(pmax * 0.995 if (buy_c and showsignalsc) else nan, text='Buy'), plot.Marker(pmax * 1.005 if (sell_c and showsignalsc) else nan, text='Sell'), )