//@version=5

indicator(title='Open Close Cross Alert R6.2 by JustUncleL', shorttitle='OCC

Alert R6.2', overlay=false)

// Revision: 6
// Original Author: @JayRogers
// Revisions By: R3, R4, R5, R6 by JustIncleL
//
//
// *** USE AT YOUR OWN RISK ***
// - There are drawing/painting issues in pinescript when working across
resolutions/timeframes that I simply
// cannot fix here.. I will not be putting any further effort into
developing this until such a time when
// workarounds become available.
//
// R6.2 By JustUncleL:
// - Minor updates for Pinescript Version 3 Compliance.
// - Modified Divergence to display only when in correct High/Low zone.
// 9-Aug-2017
// - Correction SuperSmooth MA calculation.
//
// R6 By JustUncleL:
// - Added optional Divergence detection.
// - Corrected Alternate resolution calculation to allow for Daily, Weekly and
Monthly charts.
// - Changed Graphic presentation.
// R5 By JustUncleL:
// - Change the way the Alternate resolution in selected, use a Multiplier of
the base Time Frame instead,
// this makes it easy to switch between base time frames.
// - Added TMA and SSMA moving average options. But DEMA is still giving the
best results.
// - Updated Default settings.
//
// R4 Changes (by JustUncleL):
// - Change Alert indication to coloured circle at bottom.
// - Added Histogram of difference between close and open MAs as a factor of
average asset MA value.
//
// R3 Changes (by JustUncleL):
// -- Study indicator alert created for TradingView sub-system (the
alertcondition() function does not work in a
// "Strategy" script -- Bug).
// R2 Changes:
// - Simplified and cleaned up plotting, now just shows a Moving Average
derived from the average of open/close.
// - Tried very hard to alleviate painting issues caused by referencing
alternate resolution..
//
// Description:
// - Strategy based around Open-Close Crossovers.
// Setup:
// - I have generally found that setting the strategy resolution to 3-4x that
of the chart you are viewing
// tends to yield the best results, regardless of which MA option you may
choose (if any) BUT can cause
// a lot of false positives - be aware of this
// - Don't aim for perfection. Just aim to get a reasonably snug fit with the
O-C band, with good runs of
// green and red.
// - Option to either use basic open and close series data, or pick your
poison with a wide array of MA types.
// - Optional trailing stop for damage mitigation if desired (can be toggled
on/off)
// - Positions get taken automagically following a crossover - which is why
it's better to set the resolution
// of the script greater than that of your chart, so that the trades get
taken sooner rather than later.
// - If you make use of the stops/trailing stops, be sure to take your time
tweaking the values. Cutting it too fine
// will cost you profits but keep you safer, while letting them loose could
lead to more drawdown than you
// can handle.

// === INPUTS ===

useRes = input(defval=true, title='Use Alternate Resolution?')
intRes = input(defval=3, title='Multiplier for Alernate Resolution')
stratRes = [Link] ? [Link]([Link] * intRes,
'###M') : [Link] ? [Link]([Link] * intRes,
'###W') : [Link] ? [Link]([Link] * intRes,
'###D') : [Link] ? [Link]([Link] * intRes,
'####') : '60'
//
basisType = [Link](defval='SMMA', title='MA Type: ', options=['SMA',
'EMA', 'DEMA', 'TEMA', 'WMA', 'VWMA', 'SMMA', 'HullMA', 'LSMA', 'ALMA', 'SSMA',
'TMA'])
basisLen = [Link](defval=8, title='MA Period', minval=1)
offsetSigma = [Link](defval=6, title='Offset for LSMA / Sigma for ALMA',
minval=0)
offsetALMA = [Link](defval=0.85, title='Offset for ALMA', minval=0,
step=0.01)
delayOffset = [Link](defval=0, title='Delay Open/Close MA (Forces
Non-Repainting)', minval=0, step=1)
//
uDiv = input(false, 'Show Divergence Channel')
multi = [Link](0.5, minval=0.0, maxval=3.0, title='Divergence Channel
Width Factor (Stddev)')
uHid = input(false, title='Show Hidden Divergence')
uReg = input(false, title='Show Regular Divergence')
uDiv := uReg or uHid ? uDiv : false

// === /INPUTS ===

// - variant(type, src, len)

// Returns MA input selection variant, default to SMA if blank or typo.

// Returns MA input selection variant, default to SMA if blank or typo.

variant(type, src, len, offSig, offALMA) =>
v1 = [Link](src, len) // Simple
v2 = [Link](src, len) // Exponential
v3 = 2 * v2 - [Link](v2, len) // Double Exponential
v4 = 3 * (v2 - [Link](v2, len)) + [Link]([Link](v2, len), len) // Triple
Exponential
v5 = [Link](src, len) // Weighted
v6 = [Link](src, len) // Volume Weighted
v7 = 0.0
sma_1 = [Link](src, len) // Smoothed
v7 := na(v7[1]) ? sma_1 : (v7[1] * (len - 1) + src) / len
v8 = [Link](2 * [Link](src, len / 2) - [Link](src, len),
[Link]([Link](len))) // Hull
v9 = [Link](src, len, offSig) // Least Squares
v10 = [Link](src, len, offALMA, offSig) // Arnaud Legoux
v11 = [Link](v1, len) // Triangular (extreme smooth)
// SuperSmoother filter
 // © 2013 John F. Ehlers
a1 = [Link](-1.414 * 3.14159 / len)
b1 = 2 * a1 * [Link](1.414 * 3.14159 / len)
c2 = b1
c3 = -a1 * a1
c1 = 1 - c2 - c3
v12 = 0.0
v12 := c1 * (src + nz(src[1])) / 2 + c2 * nz(v12[1]) + c3 * nz(v12[2])
type == 'EMA' ? v2 : type == 'DEMA' ? v3 : type == 'TEMA' ? v4 : type ==
'WMA' ? v5 : type == 'VWMA' ? v6 : type == 'SMMA' ? v7 : type == 'HullMA' ? v8
: type == 'LSMA' ? v9 : type == 'ALMA' ? v10 : type == 'TMA' ? v11 : type ==
'SSMA' ? v12 : v1

// security wrapper for repeat calls

reso(exp, use, res) =>
security_1 = [Link]([Link], res, exp,
gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on)
use ? security_1 : exp

// === SERIES SETUP ===

closeSeries = variant(basisType, close[delayOffset], basisLen, offsetSigma,
offsetALMA)
openSeries = variant(basisType, open[delayOffset], basisLen, offsetSigma,
offsetALMA)
closeOpenAvg = (closeSeries + openSeries) / 2
// === /SERIES ===

// Get Alternate Open/Close Series MAs, if selected.

closeSeriesAlt = reso(closeSeries, useRes, stratRes)
openSeriesAlt = reso(openSeries, useRes, stratRes)
//
xlong = [Link](closeSeriesAlt, openSeriesAlt)
xshort = [Link](closeSeriesAlt, openSeriesAlt)
longCond = xlong // alternative: longCond[1]? false : (xlong or xlong[1]) and
close>closeSeriesAlt and close>=open
shortCond = xshort // alternative: shortCond[1]? false : (xshort or xshort[1])
and close<closeSeriesAlt and close<=open
// === /ALERT conditions

// === PLOTTING ===

diff = closeSeriesAlt - openSeriesAlt
pcd = 50000.0 * diff / closeOpenAvg
alert = longCond or shortCond
trendColour = closeSeriesAlt > openSeriesAlt ? [Link] : [Link]
hline(0, color=[Link], linestyle=hline.style_dashed)
plot(pcd, title='OCC Difference Factor', color=trendColour, linewidth=1,
style=plot.style_area, transp=80)
plot(pcd, title='OCC Difference Factor', color=trendColour, linewidth=2,
style=plot.style_line, transp=20)
plotshape(alert, title='OCC Alert Plot', color=trendColour, style=[Link],
location=[Link], size=[Link], transp=0)

// || Functions:

f_top_fractal(_src) =>
_src[4] < _src[2] and _src[3] < _src[2] and _src[2] > _src[1] and _src[2] >
_src[0]
f_bot_fractal(_src) =>
_src[4] > _src[2] and _src[3] > _src[2] and _src[2] < _src[1] and _src[2] <
_src[0]
f_fractalize(_src) =>
f_bot_fractal__1 = f_bot_fractal(_src)
f_top_fractal(_src) ? 1 : f_bot_fractal__1 ? -1 : 0

// === /BASE FUNCTIONS ===

rsi_high = pcd
rsi_low = pcd
offset_ = multi * [Link](pcd, 20)
fractal_top_rsi = f_fractalize(rsi_high) > 0 ? rsi_high[2] : na
fractal_bot_rsi = f_fractalize(rsi_low) < 0 ? rsi_low[2] : na

rsi_high_prev = [Link](fractal_top_rsi, rsi_high[2], 1)

rsi_high_price = [Link](fractal_top_rsi, high[2], 1)
rsi_low_prev = [Link](fractal_bot_rsi, rsi_low[2], 1)
rsi_low_price = [Link](fractal_bot_rsi, low[2], 1)

regular_bearish_div = fractal_top_rsi and high[2] > rsi_high_price and

rsi_high[2] < rsi_high_prev and rsi_high > 0
hidden_bearish_div = fractal_top_rsi and high[2] < rsi_high_price and
rsi_high[2] > rsi_high_prev and rsi_high > 0
regular_bullish_div = fractal_bot_rsi and low[2] < rsi_low_price and rsi_low[2]
> rsi_low_prev and rsi_low < 0
hidden_bullish_div = fractal_bot_rsi and low[2] > rsi_low_price and rsi_low[2]
< rsi_low_prev and rsi_low < 0

plot(title='RSI High', series=uDiv ? rsi_high : na, color=[Link]([Link],

0))
plot(title='RSI Low', series=uDiv ? rsi_low : na, color=[Link]([Link],
0))
plot(title='RSI H F', series=uDiv ? fractal_top_rsi + offset_ : na,
color=[Link]([Link], 0), offset=-2)
plot(title='RSI L F', series=uDiv ? fractal_bot_rsi - offset_ : na,
color=[Link]([Link], 0), offset=-2)
plot(title='RSI H D', series=uDiv ? fractal_top_rsi + offset_ : na,
style=plot.style_circles, color=regular_bearish_div and uReg or
hidden_bearish_div and uHid ? [Link] : [Link], linewidth=3,
offset=-2)
plot(title='RSI L D', series=uDiv ? fractal_bot_rsi - offset_ : na,
style=plot.style_circles, color=regular_bullish_div and uReg or
hidden_bullish_div and uHid ? [Link] : [Link], linewidth=3, offset=-2)

plotshape(title='+RBD', series=regular_bearish_div and uReg ? rsi_high[2] +

offset_ : na, text='Regular', style=[Link],
location=[Link], color=[Link]([Link], 0),
textcolor=[Link]([Link], 0), offset=-2)
plotshape(title='+HBD', series=hidden_bearish_div and uHid ? rsi_high[2] +
offset_ : na, text='hidden', style=[Link], location=[Link],
color=[Link]([Link], 0), textcolor=[Link]([Link], 0),
offset=-2)
plotshape(title='-RBD', series=regular_bullish_div and uReg ? rsi_low[2] -
offset_ : na, text='Regular', style=[Link], location=[Link],
color=[Link]([Link], 0), textcolor=[Link]([Link], 0),
offset=-2)
plotshape(title='-HBD', series=hidden_bullish_div and uHid ? rsi_low[2] -
offset_ : na, text='hidden', style=[Link], location=[Link],
color=[Link]([Link], 0), textcolor=[Link]([Link], 0),
offset=-2)

// === ALARM ALERTS for TradingView ALARM sub-system (server based) ===
alertcondition(alert, message='OCC BothCond', title='OCC BothCond')
alertcondition(longCond, message='OCC LongCond', title='OCC LongCond')
alertcondition(shortCond, message='OCC ShortCond', title='OCC ShortCond')
// === /ALARM ALERTS
//eof