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OSGFC indicator

This document contains a TradingView Pine Script for a One-Sided Gaussian Filter with channels, designed for technical analysis in trading. It includes customizable parameters for various smoothing techniques and allows users to set different input sources for calculations. The script also provides visual signals for potential long and short trades based on the filter's output.

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parvejmodel
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88 views

OSGFC indicator

This document contains a TradingView Pine Script for a One-Sided Gaussian Filter with channels, designed for technical analysis in trading. It includes customizable parameters for various smoothing techniques and allows users to set different input sources for calculations. The script also provides visual signals for potential long and short trades based on the filter's output.

Uploaded by

parvejmodel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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// This source code is subject to the terms of the Mozilla Public License

2.0 at https://mozilla.org/MPL/2.0/
// © loxx

//@version=5
indicator("One-Sided Gaussian Filter w/ Channels [Loxx]",
shorttitle="OSGFC [Loxx]",
overlay = true,
timeframe="",
timeframe_gaps = true)

import loxx/loxxexpandedsourcetypes/4

greencolor = #2DD204
redcolor = #D2042D

//ehlers 2-pole super smoother


_twopoless(float src, int len)=>
a1 = 0., b1 = 0.
coef1 = 0., coef2 = 0., coef3 = 0.
filt = 0., trig = 0.
a1 := math.exp(-1.414 * math.pi / len)
b1 := 2 * a1 * math.cos(1.414 * math.pi / len)
coef2 := b1
coef3 := -a1 * a1
coef1 := 1 - coef2 - coef3
filt := coef1 * src + coef2 * nz(filt[1]) + coef3 * nz(filt[2])
filt := bar_index < 3 ? src : filt
filt

_gaussian(size, x)=>
out = (math.exp(-x * x * 9 / ((size + 1) * (size + 1))))
out

//calc fibonacci numbers 0, 1, 1, 2, 3, 5, 8, 13, 21 ... etc


_fiblevels(len)=>
arr_levels = array.new_float(len, 0.)
t1 = 0, t2 = 1
nxt = t1 + t2
for i = 0 to len - 1
array.set(arr_levels, i, nxt)
t1 := t2
t2 := nxt
nxt := t1 + t2
arr_levels

//calc weights given fibo numbers and how many fibos chosen
_gaussout(levels)=>
perin = array.size(levels)
arr_gauss = matrix.new<float>(perin, perin, 0.)
for k = 0 to array.size(levels) - 1
sum = 0.
for i = 0 to perin - 1
if (i >= array.get(levels, k))
break
matrix.set(arr_gauss, i, k, _gaussian(array.get(levels, k), i))
sum += matrix.get(arr_gauss, i, k)
for i = 0 to perin - 1
if (i >= array.get(levels, k))
break
temp = matrix.get(arr_gauss, i, k) / sum
matrix.set(arr_gauss, i, k, temp)
arr_gauss

//calc moving average applying fibo numbers


_smthMA(level, src, per)=>
sum = 0.
lvltemp = _fiblevels(per)
gtemp = _gaussout(lvltemp)
for i = 0 to matrix.rows(gtemp) - 1
sum += matrix.get(gtemp, i, level) * nz(src[i])
sum

smthtype = input.string("Kaufman", "Heiken-Ashi Better Smoothing", options


= ["AMA", "T3", "Kaufman"], group= "Source Settings")

srcoption = input.string("Close", "Source", group= "Source Settings",


options =
["Close", "Open", "High", "Low", "Median", "Typical", "Weighted",
"Average", "Average Median Body", "Trend Biased", "Trend Biased (Extreme)",
"HA Close", "HA Open", "HA High", "HA Low", "HA Median", "HA Typical",
"HA Weighted", "HA Average", "HA Average Median Body", "HA Trend Biased",
"HA Trend Biased (Extreme)",
"HAB Close", "HAB Open", "HAB High", "HAB Low", "HAB Median", "HAB
Typical", "HAB Weighted", "HAB Average", "HAB Average Median Body", "HAB
Trend Biased", "HAB Trend Biased (Extreme)"])

smthper = input.int(10, "Guassian Levels Depth", maxval = 100, group=


"Basic Settings")
extrasmthper = input.int(10, "Extra Smoothing (2-Pole Ehlers Super
Smoother) Period", group= "Basic Settings")

atrper = input.int(21, "ATR Period", group = "Basic Settings")


mult = input.float(.628, "ATR Multiplier", group = "Basic Settings")

colorbars = input.bool(true, "Color bars?", group = "UI Options")


showsignals = input.bool(true, "Show signals?", group = "UI Options")

kfl=input.float(0.666, title="* Kaufman's Adaptive MA (KAMA) Only - Fast


End", group = "Moving Average Inputs")
ksl=input.float(0.0645, title="* Kaufman's Adaptive MA (KAMA) Only - Slow
End", group = "Moving Average Inputs")
amafl = input.int(2, title="* Adaptive Moving Average (AMA) Only - Fast",
group = "Moving Average Inputs")
amasl = input.int(30, title="* Adaptive Moving Average (AMA) Only - Slow",
group = "Moving Average Inputs")

haclose = request.security(ticker.heikinashi(syminfo.tickerid),
timeframe.period, close)
haopen = request.security(ticker.heikinashi(syminfo.tickerid),
timeframe.period, open)
hahigh = request.security(ticker.heikinashi(syminfo.tickerid),
timeframe.period, high)
halow = request.security(ticker.heikinashi(syminfo.tickerid),
timeframe.period, low)
hamedian = request.security(ticker.heikinashi(syminfo.tickerid),
timeframe.period, hl2)
hatypical = request.security(ticker.heikinashi(syminfo.tickerid),
timeframe.period, hlc3)
haweighted = request.security(ticker.heikinashi(syminfo.tickerid),
timeframe.period, hlcc4)
haaverage = request.security(ticker.heikinashi(syminfo.tickerid),
timeframe.period, ohlc4)

float src = switch srcoption


"Close" => loxxexpandedsourcetypes.rclose()
"Open" => loxxexpandedsourcetypes.ropen()
"High" => loxxexpandedsourcetypes.rhigh()
"Low" => loxxexpandedsourcetypes.rlow()
"Median" => loxxexpandedsourcetypes.rmedian()
"Typical" => loxxexpandedsourcetypes.rtypical()
"Weighted" => loxxexpandedsourcetypes.rweighted()
"Average" => loxxexpandedsourcetypes.raverage()
"Average Median Body" => loxxexpandedsourcetypes.ravemedbody()
"Trend Biased" => loxxexpandedsourcetypes.rtrendb()
"Trend Biased (Extreme)" => loxxexpandedsourcetypes.rtrendbext()
"HA Close" => loxxexpandedsourcetypes.haclose(haclose)
"HA Open" => loxxexpandedsourcetypes.haopen(haopen)
"HA High" => loxxexpandedsourcetypes.hahigh(hahigh)
"HA Low" => loxxexpandedsourcetypes.halow(halow)
"HA Median" => loxxexpandedsourcetypes.hamedian(hamedian)
"HA Typical" => loxxexpandedsourcetypes.hatypical(hatypical)
"HA Weighted" => loxxexpandedsourcetypes.haweighted(haweighted)
"HA Average" => loxxexpandedsourcetypes.haaverage(haaverage)
"HA Average Median Body" =>
loxxexpandedsourcetypes.haavemedbody(haclose, haopen)
"HA Trend Biased" => loxxexpandedsourcetypes.hatrendb(haclose, haopen,
hahigh, halow)
"HA Trend Biased (Extreme)" =>
loxxexpandedsourcetypes.hatrendbext(haclose, haopen, hahigh, halow)
"HAB Close" => loxxexpandedsourcetypes.habclose(smthtype, amafl, amasl,
kfl, ksl)
"HAB Open" => loxxexpandedsourcetypes.habopen(smthtype, amafl, amasl,
kfl, ksl)
"HAB High" => loxxexpandedsourcetypes.habhigh(smthtype, amafl, amasl,
kfl, ksl)
"HAB Low" => loxxexpandedsourcetypes.hablow(smthtype, amafl, amasl,
kfl, ksl)
"HAB Median" => loxxexpandedsourcetypes.habmedian(smthtype, amafl,
amasl, kfl, ksl)
"HAB Typical" => loxxexpandedsourcetypes.habtypical(smthtype, amafl,
amasl, kfl, ksl)
"HAB Weighted" => loxxexpandedsourcetypes.habweighted(smthtype, amafl,
amasl, kfl, ksl)
"HAB Average" => loxxexpandedsourcetypes.habaverage(smthtype, amafl,
amasl, kfl, ksl)
"HAB Average Median Body" =>
loxxexpandedsourcetypes.habavemedbody(smthtype, amafl, amasl, kfl, ksl)
"HAB Trend Biased" => loxxexpandedsourcetypes.habtrendb(smthtype,
amafl, amasl, kfl, ksl)
"HAB Trend Biased (Extreme)" =>
loxxexpandedsourcetypes.habtrendbext(smthtype, amafl, amasl, kfl, ksl)
=> haclose

lmax = smthper + 1
out1 = _smthMA(smthper, src, lmax)
out = _twopoless(out1, extrasmthper)
sig = out[1]
colorout = out > sig ? greencolor : redcolor

atr = ta.atr(atrper)
smax = out + atr * mult
smin = out - atr * mult

plot(smax, color = bar_index % 2 ? color.silver : na, linewidth = 1)


plot(smin, color = bar_index % 2 ? color.silver : na, linewidth = 1)

plot(out, "GMA", color = colorout, linewidth = 4)


barcolor(colorbars ? colorout : na)

goLong = ta.crossover(out, sig)


goShort = ta.crossunder(out, sig)

plotshape(goLong and showsignals, title = "Long", color = color.yellow,


textcolor = color.yellow, text = "L", style = shape.triangleup, location =
location.belowbar, size = size.tiny)
plotshape(goShort and showsignals, title = "Short", color = color.fuchsia,
textcolor = color.fuchsia, text = "S", style = shape.triangledown, location
= location.abovebar, size = size.tiny)
alertcondition(goLong, title="Long", message="One-Sided Gaussian Filter w/
Channels [Loxx]: Long\nSymbol: {{ticker}}\nPrice: {{close}}")
alertcondition(goShort, title="Short", message="One-Sided Gaussian Filter
w/ Channels [Loxx]: Short\nSymbol: {{ticker}}\nPrice: {{close}}")

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