M&T Stoplight Upper & Lower (ToS)

M&T Stoplight Upper (ToS)

# ==========================================# Title: M&T Stoplight UPPER (Bands & Lines)# Original Author: TheInvestorToolkit.com# Ported By: ThinkScript Architect# ==========================================
declare upper;declare once_per_bar;
# ==========================================# 1. INPUTS# ==========================================
input useMtf1 = yes;input agg1 = AggregationPeriod.DAY;
input useMtf2 = yes;input agg2 = AggregationPeriod.QUARTER;
input useMtf3 = yes;input agg3 = AggregationPeriod.YEAR;
input showMtf1Open = yes;input showMtf2Open = yes;input showMtf3Open = yes;
input showBands = yes;input bandLookback = 10;input bandMult = 4.0;input showArrows = yes;
# Defined as Globals to avoid Input constraints and Type errorsDefineGlobalColor("Bullish", Color.GREEN);DefineGlobalColor("Bearish", Color.RED);DefineGlobalColor("Neutral", Color.GRAY);
# ==========================================# 2. MTF OPEN LOGIC# ==========================================
def open1 = open(period = agg1);def open2 = open(period = agg2);def open3 = open(period = agg3);
# Select the "High" TFdef rawHighTfOpen = if useMtf3 then open3                     else if useMtf2 then open2                     else if useMtf1 then open1                     else Double.NaN;
# ==========================================# 3. ROBUST NEW PERIOD DETECTION# ==========================================
script CheckPeriod {    input agg = AggregationPeriod.DAY;    input openVal = close;    def isNew = if agg == AggregationPeriod.YEAR then GetYear() != GetYear()[1]                else if agg == AggregationPeriod.QUARTER then (GetMonth() != GetMonth()[1] and (GetMonth() - 1) % 3 == 0)                else if agg == AggregationPeriod.MONTH then GetMonth() != GetMonth()[1]                else if agg == AggregationPeriod.WEEK then GetWeek() != GetWeek()[1]                else if agg == AggregationPeriod.DAY then GetYYYYMMDD() != GetYYYYMMDD()[1]                else openVal != openVal[1];    plot res = isNew;}
def isNewPeriod =     if useMtf3 then CheckPeriod(agg3, open3)    else if useMtf2 then CheckPeriod(agg2, open2)    else CheckPeriod(agg1, open1);
# ==========================================# 4. BAND STACK & MATH (CORRECTED)# ==========================================
# LATCH THE OPEN: Locks the open price for the duration of the periodrec latchedHighTfOpen = CompoundValue(1, if isNewPeriod then rawHighTfOpen else latchedHighTfOpen[1], rawHighTfOpen);def stableDist = close - latchedHighTfOpen;
# PEAK LOGIC (MATCHING PINE LITERAL):# Pine Script resets 'yearly_peak' to 0.0 on the 'change' bar and skips the 'max' update.# This means the volatility of the FIRST bar is IGNORED for the peak calculation.# We mimic this by resetting to 0.rec runMax = CompoundValue(1, if isNewPeriod then 0 else Max(runMax[1], stableDist), 0);rec runMin = CompoundValue(1, if isNewPeriod then 0 else Min(runMin[1], stableDist), 0);
# STACK PUSH LOGIC:# Save the FINAL peak of the PREVIOUS periodrec sMax1 = CompoundValue(1, if isNewPeriod then runMax[1] else sMax1[1], 0);rec sMax2 = CompoundValue(1, if isNewPeriod then sMax1[1] else sMax2[1], 0);rec sMax3 = CompoundValue(1, if isNewPeriod then sMax2[1] else sMax3[1], 0);rec sMax4 = CompoundValue(1, if isNewPeriod then sMax3[1] else sMax4[1], 0);rec sMax5 = CompoundValue(1, if isNewPeriod then sMax4[1] else sMax5[1], 0);rec sMax6 = CompoundValue(1, if isNewPeriod then sMax5[1] else sMax6[1], 0);rec sMax7 = CompoundValue(1, if isNewPeriod then sMax6[1] else sMax7[1], 0);rec sMax8 = CompoundValue(1, if isNewPeriod then sMax7[1] else sMax8[1], 0);rec sMax9 = CompoundValue(1, if isNewPeriod then sMax8[1] else sMax9[1], 0);rec sMax10 = CompoundValue(1, if isNewPeriod then sMax9[1] else sMax10[1], 0);
rec sMin1 = CompoundValue(1, if isNewPeriod then runMin[1] else sMin1[1], 0);rec sMin2 = CompoundValue(1, if isNewPeriod then sMin1[1] else sMin2[1], 0);rec sMin3 = CompoundValue(1, if isNewPeriod then sMin2[1] else sMin3[1], 0);rec sMin4 = CompoundValue(1, if isNewPeriod then sMin3[1] else sMin4[1], 0);rec sMin5 = CompoundValue(1, if isNewPeriod then sMin4[1] else sMin5[1], 0);rec sMin6 = CompoundValue(1, if isNewPeriod then sMin5[1] else sMin6[1], 0);rec sMin7 = CompoundValue(1, if isNewPeriod then sMin6[1] else sMin7[1], 0);rec sMin8 = CompoundValue(1, if isNewPeriod then sMin7[1] else sMin8[1], 0);rec sMin9 = CompoundValue(1, if isNewPeriod then sMin8[1] else sMin9[1], 0);rec sMin10 = CompoundValue(1, if isNewPeriod then sMin9[1] else sMin10[1], 0);
# DYNAMIC N COUNT:rec periodCount = CompoundValue(1, if isNewPeriod then Min(bandLookback, periodCount[1] + 1) else periodCount[1], 0);def N = periodCount;
# ----------------------------------------# VARIANCE MATH# ----------------------------------------
def sumMax = (if 1 <= N then sMax1 else 0) + (if 2 <= N then sMax2 else 0) +              (if 3 <= N then sMax3 else 0) + (if 4 <= N then sMax4 else 0) +              (if 5 <= N then sMax5 else 0) + (if 6 <= N then sMax6 else 0) +              (if 7 <= N then sMax7 else 0) + (if 8 <= N then sMax8 else 0) +              (if 9 <= N then sMax9 else 0) + (if 10 <= N then sMax10 else 0);
def sqMax = (if 1 <= N then Sqr(sMax1) else 0) + (if 2 <= N then Sqr(sMax2) else 0) +             (if 3 <= N then Sqr(sMax3) else 0) + (if 4 <= N then Sqr(sMax4) else 0) +             (if 5 <= N then Sqr(sMax5) else 0) + (if 6 <= N then Sqr(sMax6) else 0) +             (if 7 <= N then Sqr(sMax7) else 0) + (if 8 <= N then Sqr(sMax8) else 0) +             (if 9 <= N then Sqr(sMax9) else 0) + (if 10 <= N then Sqr(sMax10) else 0);
def sumMin = (if 1 <= N then sMin1 else 0) + (if 2 <= N then sMin2 else 0) +              (if 3 <= N then sMin3 else 0) + (if 4 <= N then sMin4 else 0) +              (if 5 <= N then sMin5 else 0) + (if 6 <= N then sMin6 else 0) +              (if 7 <= N then sMin7 else 0) + (if 8 <= N then sMin8 else 0) +              (if 9 <= N then sMin9 else 0) + (if 10 <= N then sMin10 else 0);
def sqMin = (if 1 <= N then Sqr(sMin1) else 0) + (if 2 <= N then Sqr(sMin2) else 0) +             (if 3 <= N then Sqr(sMin3) else 0) + (if 4 <= N then Sqr(sMin4) else 0) +             (if 5 <= N then Sqr(sMin5) else 0) + (if 6 <= N then Sqr(sMin6) else 0) +             (if 7 <= N then Sqr(sMin7) else 0) + (if 8 <= N then Sqr(sMin8) else 0) +             (if 9 <= N then Sqr(sMin9) else 0) + (if 10 <= N then Sqr(sMin10) else 0);
def varMax = if N < 2 then 0 else (sqMax - (Sqr(sumMax) / N)) / (N - 1);def varMin = if N < 2 then 0 else (sqMin - (Sqr(sumMin) / N)) / (N - 1);
def stDevMax = Sqrt(Max(0, varMax));def stDevMin = Sqrt(Max(0, varMin));
def bandUpCalc = latchedHighTfOpen + (stDevMax * bandMult);def bandDnCalc = latchedHighTfOpen - (stDevMin * bandMult);
# Hold band values constant for the periodrec bandUp = if isNewPeriod then bandUpCalc else bandUp[1];rec bandDn = if isNewPeriod then bandDnCalc else bandDn[1];
# ==========================================# 5. PLOTS# ==========================================
plot UpperBand = if showBands then bandUp else Double.NaN;UpperBand.SetDefaultColor(GlobalColor("Bullish"));UpperBand.SetLineWeight(2);UpperBand.SetStyle(Curve.FIRM);
plot LowerBand = if showBands then bandDn else Double.NaN;LowerBand.SetDefaultColor(GlobalColor("Bearish"));LowerBand.SetLineWeight(2);LowerBand.SetStyle(Curve.FIRM);
plot Mtf1Open = if useMtf1 and showMtf1Open then open1 else Double.NaN;Mtf1Open.SetDefaultColor(Color.GRAY);Mtf1Open.SetStyle(Curve.SHORT_DASH);
plot Mtf2Open = if useMtf2 and showMtf2Open then open2 else Double.NaN;Mtf2Open.SetDefaultColor(Color.LIGHT_GRAY);Mtf2Open.SetStyle(Curve.LONG_DASH);
plot Mtf3Open = if useMtf3 and showMtf3Open then open3 else Double.NaN;Mtf3Open.SetDefaultColor(Color.WHITE);Mtf3Open.SetStyle(Curve.FIRM);Mtf3Open.SetLineWeight(2);
# Arrowsplot ArrowUp = if showArrows and close < LowerBand then low else Double.NaN;ArrowUp.SetPaintingStrategy(PaintingStrategy.ARROW_UP);ArrowUp.SetDefaultColor(GlobalColor("Bullish"));ArrowUp.SetLineWeight(3);
plot ArrowDn = if showArrows and close > UpperBand then high else Double.NaN;ArrowDn.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);ArrowDn.SetDefaultColor(GlobalColor("Bearish"));ArrowDn.SetLineWeight(3);
# ==========================================# 6. DYNAMIC LABELS (USING BUBBLES)# ==========================================
def bar = BarNumber();def lastBar = HighestAll(if !IsNaN(close) then bar else Double.NaN);def isLastBar = bar == lastBar;
# Percentage Calcs (Numeric)def o1_perc = (close - open1) / open1 * 100;def o2_perc = (close - open2) / open2 * 100;def o3_perc = (close - open3) / open3 * 100;def upper_perc = (close - bandUp) / bandUp * 100;def lower_perc = (close - bandDn) / bandDn * 100;
# Helper to identify which TF is driving the bandsAddLabel(yes, "Bands: " + (if useMtf3 then "MTF3" else if useMtf2 then "MTF2" else if useMtf1 then "MTF1" else "NONE"), Color.WHITE);
# --- MTF1 Bubble ---AddChartBubble(useMtf1 and showMtf1Open and isLastBar, open1,     (if agg1 == AggregationPeriod.YEAR then "Y"      else if agg1 == AggregationPeriod.QUARTER then "3M"      else if agg1 == AggregationPeriod.MONTH then "M"      else if agg1 == AggregationPeriod.WEEK then "W"      else if agg1 == AggregationPeriod.DAY then "D"      else "Intra") +     " Open: " + AsText(open1, "%.2f") + " (" + (if o1_perc > 0 then "+" else "") + AsText(o1_perc, "%.2f") + "%)",     if close > open1 then GlobalColor("Bullish") else if close < open1 then GlobalColor("Bearish") else GlobalColor("Neutral"),     yes);
# --- MTF2 Bubble ---AddChartBubble(useMtf2 and showMtf2Open and isLastBar, open2,     (if agg2 == AggregationPeriod.YEAR then "Y"      else if agg2 == AggregationPeriod.QUARTER then "3M"      else if agg2 == AggregationPeriod.MONTH then "M"      else if agg2 == AggregationPeriod.WEEK then "W"      else if agg2 == AggregationPeriod.DAY then "D"      else "Intra") +     " Open: " + AsText(open2, "%.2f") + " (" + (if o2_perc > 0 then "+" else "") + AsText(o2_perc, "%.2f") + "%)",     if close > open2 then GlobalColor("Bullish") else if close < open2 then GlobalColor("Bearish") else GlobalColor("Neutral"),     yes);
# --- MTF3 Bubble ---AddChartBubble(useMtf3 and showMtf3Open and isLastBar, open3,     (if agg3 == AggregationPeriod.YEAR then "Y"      else if agg3 == AggregationPeriod.QUARTER then "3M"      else if agg3 == AggregationPeriod.MONTH then "M"      else if agg3 == AggregationPeriod.WEEK then "W"      else if agg3 == AggregationPeriod.DAY then "D"      else "Intra") +     " Open: " + AsText(open3, "%.2f") + " (" + (if o3_perc > 0 then "+" else "") + AsText(o3_perc, "%.2f") + "%)",     if close > open3 then GlobalColor("Bullish") else if close < open3 then GlobalColor("Bearish") else GlobalColor("Neutral"),     yes);
# --- Band Bubbles ---AddChartBubble(showBands and isLastBar, bandUp,     AsText(bandMult, "%.1f") + "σ: " + AsText(bandUp, "%.2f") + " (" + (if upper_perc > 0 then "+" else "") + AsText(upper_perc, "%.2f") + "%)",     GlobalColor("Bullish"),     yes);
AddChartBubble(showBands and isLastBar, bandDn,     AsText(bandMult, "%.1f") + "σ: " + AsText(bandDn, "%.2f") + " (" + (if lower_perc > 0 then "+" else "") + AsText(lower_perc, "%.2f") + "%)",     GlobalColor("Bearish"),     yes);

M&T Stoplight Lower (ToS)

# ==========================================

# Title: M&T Stoplight LOWER (Dashboard)

#Original Author: TheInvestorToolkit.com

# Description: Plots the Stoplight Signals in a separate pane with dynamic labels

# Ported By: ThinkScript Architect

# ==========================================

declare lower;

# ==========================================

# 1. INPUTS

# ==========================================

input priceSource = close;

input maType = {default "HWEMA", "SMA", "EMA", "Hull"};

input maLength = 20;

input proxyLength = 20;

input useMtf1 = yes;

input agg1 = AggregationPeriod.DAY;

input useMtf2 = yes;

input agg2 = AggregationPeriod.QUARTER;

input useMtf3 = yes;

input agg3 = AggregationPeriod.YEAR;

input label_offset = 0;

# ==========================================

# 2. MA CALCULATIONS

# ==========================================

def maVal = if maType == maType.SMA then Average(priceSource, maLength)

else if maType == maType.EMA then ExpAverage(priceSource, maLength)

else if maType == maType.Hull then HullMovingAvg(priceSource, maLength)

else HullMovingAvg(WMA(priceSource, maLength), maLength);

def maUp = maVal > maVal[1];

def maDn = maVal < maVal[1];

def isPmaBull = close > maVal and maUp;

def isPmaBear = close < maVal and maDn;

def isPmaWarnBull = close < maVal and !maDn;

def isPmaWarnBear = close > maVal and !maUp;

# ==========================================

# 3. PROXY CALCULATIONS

# ==========================================

def logClose = Log(close);

def rocSum = fold i = 1 to proxyLength with s = 0 do s + (logClose - logClose[i]);

def rocAverage = rocSum / proxyLength;

def proxyBull = rocAverage >= 0;

def proxyRising = rocAverage > rocAverage[1];

# ==========================================

# 4. MTF OPEN CALCULATIONS

# ==========================================

def open1 = open(period = agg1);

def open2 = open(period = agg2);

def open3 = open(period = agg3);

# ==========================================

# 5. VISUALIZATION (DASHBOARD ROWS)

# ==========================================

def y_pma = 1;

def y_slope = 2;

def y_proxy = 3;

def y_tf1 = 4;

def y_tf2 = 5;

def y_tf3 = 6;

# ROW: PtoMA

# Fix: Added !IsNaN(close) check to prevent plotting in the "Future"

plot DotPma = if !IsNaN(close) then y_pma else Double.NaN;

DotPma.SetPaintingStrategy(PaintingStrategy.POINTS);

DotPma.SetLineWeight(5);

DotPma.AssignValueColor(

if isPmaBull then Color.GREEN

else if isPmaBear then Color.RED

else if isPmaWarnBull then Color.YELLOW

else if isPmaWarnBear then Color.ORANGE

else Color.GRAY

);

# ROW: Slope

plot DotSlope = if !IsNaN(close) then y_slope else Double.NaN;

DotSlope.SetPaintingStrategy(PaintingStrategy.POINTS);

DotSlope.SetLineWeight(5);

DotSlope.AssignValueColor(

if maUp then Color.GREEN

else if maDn then Color.RED

else Color.GRAY

);

# ROW: Proxy Heatmap

plot DotProxy = if !IsNaN(close) then y_proxy else Double.NaN;

DotProxy.SetPaintingStrategy(PaintingStrategy.POINTS);

DotProxy.SetLineWeight(5);

DotProxy.AssignValueColor(

if proxyBull and proxyRising then Color.GREEN

else if proxyBull and !proxyRising then Color.DARK_GREEN

else if !proxyBull and !proxyRising then Color.RED

else Color.DARK_RED

);

# ROW: MTF 1

plot DotMtf1 = if useMtf1 and !IsNaN(close) then y_tf1 else Double.NaN;

DotMtf1.SetPaintingStrategy(PaintingStrategy.POINTS);

DotMtf1.SetLineWeight(5);

DotMtf1.AssignValueColor(if close > open1 then Color.GREEN else Color.RED);

# ROW: MTF 2

plot DotMtf2 = if useMtf2 and !IsNaN(close) then y_tf2 else Double.NaN;

DotMtf2.SetPaintingStrategy(PaintingStrategy.POINTS);

DotMtf2.SetLineWeight(5);

DotMtf2.AssignValueColor(if close > open2 then Color.GREEN else Color.RED);

# ROW: MTF 3

plot DotMtf3 = if useMtf3 and !IsNaN(close) then y_tf3 else Double.NaN;

DotMtf3.SetPaintingStrategy(PaintingStrategy.POINTS);

DotMtf3.SetLineWeight(5);

DotMtf3.AssignValueColor(if close > open3 then Color.GREEN else Color.RED);

# ==========================================

# 6. DYNAMIC LABELS (USING BUBBLES)

# ==========================================

def bar = BarNumber();

def lastBar = HighestAll(if !IsNaN(close) then bar else Double.NaN);

def isLastBar = bar == lastBar;

# --- PtoMA Bubble ---

def pma_dist = close - maVal;

def pma_perc = (close - maVal) / maVal * 100;

AddChartBubble(isLastBar, y_pma,

"PtoMA: " + (if isPmaBull then "Strong Bull" else if isPmaWarnBear then "Weak Bear" else if isPmaBear then "Strong Bear" else if isPmaWarnBull then "Weak Bull" else "Neutral") +

" (" + AsText(pma_dist, "%.2f") + " | " + (if pma_perc > 0 then "+" else "") + AsText(pma_perc, "%.2f") + "%)",

if isPmaBull then Color.GREEN else if isPmaWarnBear then Color.ORANGE else if isPmaBear then Color.RED else if isPmaWarnBull then Color.YELLOW else Color.GRAY,

yes);

# --- Slope Bubble ---

AddChartBubble(isLastBar, y_slope,

"Slope: " + (if maUp then "Bullish" else if maDn then "Bearish" else "Neutral"),

if maUp then Color.GREEN else if maDn then Color.RED else Color.GRAY,

yes);

# --- Proxy Bubble ---

AddChartBubble(isLastBar, y_proxy,

"Buying/Selling Proxy: " + (if proxyBull then (if proxyRising then "Bullish (Strong)" else "Bullish (Fading)") else (if !proxyRising then "Bearish (Strong)" else "Bearish (Fading)")),

if proxyBull and proxyRising then Color.GREEN else if proxyBull and !proxyRising then Color.DARK_GREEN else if !proxyBull and !proxyRising then Color.RED else Color.DARK_RED,

yes);

# --- MTF1 Bubble ---

def mtf1_bull = close > open1;

def mtf1_dist = close - open1;

def mtf1_perc = (close - open1) / open1 * 100;

AddChartBubble(useMtf1 and isLastBar, y_tf1,

(if agg1 == AggregationPeriod.YEAR then "Y" else if agg1 == AggregationPeriod.QUARTER then "3M" else if agg1 == AggregationPeriod.MONTH then "M" else if agg1 == AggregationPeriod.WEEK then "W" else if agg1 == AggregationPeriod.DAY then "D" else "Intra") +

" Open: " + (if mtf1_bull then "Bullish" else "Bearish") + " (" + AsText(mtf1_dist, "%.2f") + " | " + (if mtf1_perc > 0 then "+" else "") + AsText(mtf1_perc, "%.2f") + "%)",

if mtf1_bull then Color.GREEN else Color.RED,

yes);

# --- MTF2 Bubble ---

def mtf2_bull = close > open2;

def mtf2_dist = close - open2;

def mtf2_perc = (close - open2) / open2 * 100;

AddChartBubble(useMtf2 and isLastBar, y_tf2,

(if agg2 == AggregationPeriod.YEAR then "Y" else if agg2 == AggregationPeriod.QUARTER then "3M" else if agg2 == AggregationPeriod.MONTH then "M" else if agg2 == AggregationPeriod.WEEK then "W" else if agg2 == AggregationPeriod.DAY then "D" else "Intra") +

" Open: " + (if mtf2_bull then "Bullish" else "Bearish") + " (" + AsText(mtf2_dist, "%.2f") + " | " + (if mtf2_perc > 0 then "+" else "") + AsText(mtf2_perc, "%.2f") + "%)",

if mtf2_bull then Color.GREEN else Color.RED,

yes);

# --- MTF3 Bubble ---

def mtf3_bull = close > open3;

def mtf3_dist = close - open3;

def mtf3_perc = (close - open3) / open3 * 100;

AddChartBubble(useMtf3 and isLastBar, y_tf3,

(if agg3 == AggregationPeriod.YEAR then "Y" else if agg3 == AggregationPeriod.QUARTER then "3M" else if agg3 == AggregationPeriod.MONTH then "M" else if agg3 == AggregationPeriod.WEEK then "W" else if agg3 == AggregationPeriod.DAY then "D" else "Intra") +

" Open: " + (if mtf3_bull then "Bullish" else "Bearish") + " (" + AsText(mtf3_dist, "%.2f") + " | " + (if mtf3_perc > 0 then "+" else "") + AsText(mtf3_perc, "%.2f") + "%)",

if mtf3_bull then Color.GREEN else Color.RED,

yes);

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