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

0 at
https://mozilla.org/MPL/2.0/
// © piriya33

//@version=4
study("CDC Divergences","CDC Divergences",overlay=true, max_labels_count = 500)

// Inputs for Higher Highs and Lower Lows calculations

g_hhll = "Higher highs / Lower lows"
src = input(close,"Price Source",type=input.source,group=g_hhll)
UseDifSrc = input(false,"Use different sources for High and Low",group=g_hhll)
srcHi = input(high,"High:",input.source,group=g_hhll,inline="Diffsrc")
srcLo = input(low,"Low:",input.source,group=g_hhll,inline="Diffsrc")
lenL = input(5,"Pivot Lookback
Left:",input.integer,minval=1,group=g_hhll,inline="pivotLR")
lenR = input(5,"Right:",input.integer,group=g_hhll,inline="pivotLR")

chksrc = input("RSI","Check
Against:",input.string,options=["RSI","MACD","Stoch","Volume","OBV"])

g_rsi = "RSI Calculations"

rsi_src = input(close,"RSI source:",input.source,group=g_rsi,inline="rsi")
rsi_len = input(14,"/ length:",input.integer,minval=1,group=g_rsi,inline="rsi")
rsi_ob = input(70,"Overbought",input.float,group=g_rsi,inline="rsi_obos")
rsi_os = input(30,"Oversold",input.float,group=g_rsi,inline="rsi_obos")

g_macd = "MACD Calculations"

macd_src = input(close,"MACD source:",input.source,group=g_macd)
macd_fast = input(12,"MACD Lookback
Fast:",input.integer,group=g_macd,inline="macdlen")
macd_slow = input(26,"/ Slow:",input.integer,group=g_macd,inline="macdlen")

g_sto = "Stochastic Oscillator Calculations"

sto_klen = input(14,"\%k
Length:",input.integer,minval=1,group=g_sto,inline="stok")
sto_ksmt = input(1,"/ \%k
smoothing",input.integer,minval=1,group=g_sto,inline="stok")
sto_dsmt = input(3,"\%d smoothing",input.integer,minval=1, group=g_sto,
inline="stod")
sto_sel = input("d","Use value:",input.string,options=["d","k","min/max"],
group=g_sto, inline="stod")
sto_ob = input(80,"Overbought",input.float,group=g_sto,inline="sto_obos")
sto_os = input(20,"Oversold",input.float,group=g_sto,inline="sto_obos")

g_obv = "On Balance Volume Calculation"

// Calculates Highs and Lows

_lows = pivotlow(UseDifSrc ? srcLo : src, lenL,lenR)
_highs = pivothigh(UseDifSrc ? srcHi : src, lenL,lenR)

_low0 = valuewhen(_lows, (UseDifSrc ? srcLo : src)[lenR], 0)

_high0 = valuewhen(_highs, (UseDifSrc ? srcHi : src)[lenR], 0)
_low1 = valuewhen(_lows, (UseDifSrc ? srcLo : src)[lenR], 1)
_high1 = valuewhen(_highs, (UseDifSrc ? srcHi : src)[lenR], 1)

HH = _high0 > _high0[1] and _high0 > _high1 // Checks for Higher Highs
LL = _low0 < _low0[1] and _low0 < _low1 // Cheks for Lower Lows

// Plot Lines Showing Pivot Highs and Pivot Lows on occurance 0 and 1
// plot(src)
// plot(_low0, color=color.red, style=plot.style_stepline, offset=-len1)
// plot(_low1, color=color.orange, style=plot.style_stepline, offset=-len1)
// plot(_high0, color=color.green, style=plot.style_stepline, offset=-lenL)
// plot(_high1, color=color.blue, style=plot.style_stepline, linewidth=2, offset=-
lenL)

// Plots arrows indicating higher highs and lower lows

plotshape(HH,"Higher High",style=shape.triangledown, location=location.abovebar,
offset=-lenR)
plotshape(LL,"Lower Low", style=shape.triangleup,location=location.belowbar,offset=-
lenR)

// Signals

// Buy on higher high and sell on lower lows

// isLong = barssince(HH) < barssince(LL)

// isShort = barssince(HH) > barssince(LL)

// bcolor = isLong ? color.green : isShort ? color.red : color.blue

// barcolor(bcolor)

// Check for convergence divergence

var BullishDiv = false

var BearishDiv = false

if chksrc == "RSI" // Check against RSI

rsi = rsi(rsi_src,rsi_len)

rsi_low0 = valuewhen(_lows, rsi[lenR], 0)

 rsi_high0 = valuewhen(_highs, rsi[lenR], 0)
rsi_low1 = valuewhen(_lows, rsi[lenR], 1)
rsi_high1 = valuewhen(_highs, rsi[lenR], 1)

BullishDiv := LL and rsi_low1 < rsi_os and rsi_low0 > rsi_low1

BearishDiv := HH and rsi_high1 > rsi_ob and rsi_high0 < rsi_high1

else if chksrc == "MACD" //Check Against MACD

[macd,_,_] = macd(macd_src,macd_fast,macd_slow,9)

macd_low0 = valuewhen(_lows, macd[lenR], 0)

macd_high0 = valuewhen(_highs, macd[lenR], 0)
macd_low1 = valuewhen(_lows, macd[lenR], 1)
macd_high1 = valuewhen(_highs, macd[lenR], 1)

BullishDiv := LL and macd_low0 > macd_low1

BearishDiv := HH and macd_high0 < macd_high1

else if (chksrc == "Stoch") // Check Against STO

k = sma(stoch(close,high,low,sto_klen),sto_ksmt)
d = sma(k,sto_dsmt)

sto_low = sto_sel == "d" ? d : sto_sel == "k" ? k : sto_sel == "min/max" ?

min(k,d) : na
sto_high = sto_sel == "d" ? d : sto_sel == "k" ? k : sto_sel == "min/max" ?
max(k,d) : na

sto_low0 = valuewhen(_lows, sto_low[lenR], 0)

sto_high0 = valuewhen(_highs, sto_high[lenR], 0)
sto_low1 = valuewhen(_lows, sto_low[lenR], 1)
sto_high1 = valuewhen(_highs, sto_high[lenR], 1)

BullishDiv := LL and sto_low1 < sto_os and sto_low0 > sto_low1

BearishDiv := HH and sto_high1 > sto_ob and sto_high0 < sto_high1

else if chksrc == "Volume" // Check Against Volume

vol = volume

vol_low0 = valuewhen(_lows, vol[lenR], 0)

vol_high0 = valuewhen(_highs, vol[lenR], 0)
vol_low1 = valuewhen(_lows, vol[lenR], 1)
 vol_high1 = valuewhen(_highs, vol[lenR], 1)

BullishDiv := LL and vol_low0 < vol_low1

BearishDiv := HH and vol_high0 < vol_high1

else if chksrc == "OBV" // Check Against OBV

_obv = obv

obv_low0 = valuewhen(_lows, _obv[lenR], 0)

obv_high0 = valuewhen(_highs, _obv[lenR], 0)
obv_low1 = valuewhen(_lows, _obv[lenR], 1)
obv_high1 = valuewhen(_highs, _obv[lenR], 1)

BullishDiv := LL and obv_low0 > obv_low1

BearishDiv := HH and obv_high0 < obv_high1

else
na

// Plotshapes to quickly check if code is working correctly

// plotshape(BullishDiv,"Bullsih
Divergence",style=shape.arrowup,location=location.belowbar,
// offset=-lenR,size=size.large,color=color.green)
// plotshape(BearishDiv,"Bearish
Divergence",style=shape.arrowdown,location=location.abovebar,
// offset=-lenR,size=size.large,color=color.red)

// Plots Labels Indicating Bullish / Bearish Divergences

plotLabel(_offset, _div, _style, _color, _text) =>
if not na(_div)
label.new(bar_index[_offset], _div,_text,style=_style,color=_color)

BullDivVal = BullishDiv ? _lows : na

BearDivVal = BearishDiv ? _highs : na

plotLabel(lenR, BullDivVal, label.style_label_up, color.green, chksrc + " Bullish

Divergence")
plotLabel(lenR, BearDivVal, label.style_label_down, color.red, chksrc + " Bearish
Divergence")