RP analysis updated 06302015
study("RP analysis", overlay=true) bars = input(type=integer, defval=500) topen = security(tickerid, 'D', open) thigh = security(tickerid, 'D', high) tlow = security(tickerid, 'D', low) tclose = security(tickerid, 'D', close) yopen = security(tickerid, 'D', open[1]) yhigh = security(tickerid, 'D', high[1]) ylow = security(tickerid, 'D', low[1]) yclose = security(tickerid, 'D', close[1]) avgbody = security(tickerid, 'D', sum(open-close>0?open-close:close-open, bars)/bars) avgtopwick = security(tickerid, 'D', sum(open>close?high-open:high-close, bars)/bars ) avgbottomwick = security(tickerid, 'D', sum(open>close?close-low:open-low, bars)/bars ) avgoverema = security(tickerid, 'D', sum(high>ema(close, 13)?high-ema(close, 13):nz(na), bars)/bars) avgunderema = security(tickerid, 'D', sum(ema(close, 13)>low?ema(close, 13)-low:nz(na), bars)/bars) highestema = highest(security(tickerid, 'D', high-ema(close, 13)>0?high-ema(close, 13):nz(na)), bars) lowestema = highest(security(tickerid, 'D', ema(close, 13)-low>0?ema(close, 13)-low:nz(na)), bars) todayema = security(tickerid, 'D', ema(close, 13)) vwap1 = plot(vwap, title="vwap",style=line, color=blue, linewidth=4) ////// PLOTS plotopen = plot(topen, title="Open",style=line, color=green, linewidth=4) sma100 = plot(sma(close, 100), title="SMA100",style=line, color=red, linewidth=4) sma500 = plot(sma(close, 500), title="SMA 500",style=line, color=gray, linewidth=4) plotema = plot(todayema, title="EMA",style=line, color=red, linewidth=4) topema = plot(todayema+avgoverema, title="EMA Top",style=line, color=aqua, linewidth=4) bottomema = plot(todayema-avgunderema, title="EMA Bottom",style=line, color=aqua, linewidth=4) plothighestema = plot(todayema+highestema, title="EMA Highest",style=line, color=aqua, linewidth=4) plotlowestema = plot(todayema-lowestema, title="EMA Lowest",style=line, color=aqua, linewidth=4) wickzonetop = plot(topen+avgtopwick, title="Top Wickzone",style=line, color=blue, linewidth=4) wickzonebottom = plot(topen-avgbottomwick, title="Bottom Wickzone",style=line, color=blue, linewidth=4) fill(plotopen, wickzonetop, color=silver, transp=75) fill(plotopen, wickzonebottom, color=silver, transp=75) plotbodytop = plot(topen+avgbody, title="Top Close",style=line, color=black, linewidth=4) plottopwick = plot(topen+avgbody+avgtopwick, title="Top Limit",style=line, color=purple, linewidth=4) fill(wickzonetop, plotbodytop, color=black, transp=75) fill(plotbodytop, plottopwick, color=red, transp=75) plotbodybottom = plot(topen-avgbody, title="Bottom Close",style=line, color=black, linewidth=4) plotbottomwick = plot(topen-avgbody-avgbottomwick, title="Bottom Limit",style=line, color=purple, linewidth=4) fill(wickzonebottom, plotbodybottom, color=black, transp=75) fill(plotbodybottom, plotbottomwick, color=red, transp=75)