RicardoSantos

[RS]Average Expansion Dynamic V0

EXPERIMENTAL: calculation of extremes and price range for averaging movement.
while price is above market is rising, when bellow market is falling. also can discern strength from the gap of the averages.

开源脚本

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想在图表上使用此脚本?
study(title='[RS]Average Expansion Dynamic V0', overlay=true)
window = input(title='Interval Window:', type=integer, minval=1, defval=5)
multiplier = input(title='Average Multiplier:', type=float, minval=0.01, maxval=0.99, defval=0.5)

h = valuewhen(high >= highest(window), high, 0)
l = valuewhen(low <= lowest(window), low, 0)

rising_falloff = l + ((highest(window)-l)*multiplier)
falling_falloff = h - ((h-lowest(window))*multiplier)

plot(title='High Extreme', series=h, color=h!=h[1]?na:black)
plot(title='Low Extreme', series=l, color=l!=l[1]?na:black)

p_dp = plot(title='+ Decay', series=rising_falloff, color=rising(rising_falloff, window)?green:silver)
p_dn = plot(title='- Decay', series=falling_falloff, color=falling(falling_falloff, window)?maroon:silver)

fill(p_dp, p_dn, color=blue, transp=75)
//buy = max(close, falling_falloff)-falling_falloff
//sel = min(close, rising_falloff) - rising_falloff

//plot(title='+ Decay', series=buy, style=line, color=green, linewidth=1)
//plot(title='- Decay', series=sel, style=line, color=maroon, linewidth=1)
//plot(title='+ Decay', series=buy, style=histogram, color=green, linewidth=2)
//plot(title='- Decay', series=sel, style=histogram, color=maroon, linewidth=2)