KillpipsScanner.pine

// vim: syntax=pine
// @version=6
indicator("TO Futures Scanner v1.1", overlay=true)
import TradingView/ta/9

KPzones = input.text_area("", "Paste Killpips values (format: $NQ1: name,value ...)")
MQzones = input.text_area("", "Paste MenthorQ values (format: $NQ1: name,value ...)")

tP = input.string("Top Right", "Table Position", options=["Top Center","Bottom Center","Top Right", "Top Left", "Bottom Right", "Bottom Left"], group="Settings")
sFontSize = input.string(title="Font Size: ", options=["Tiny", "Small", "Normal", "Large"], defval="Small", group="Settings")
txtC = input.color(defval=color.new(color.white, 20),title = "Text Color", group="Settings") 
greenC = input.color(defval=color.new(color.green, 50),title = "Green Color", group="Settings") 
redC = input.color(defval=color.new(color.red, 50),title = "Red Color", group="Settings") 
yellowC = input.color(defval=color.new(color.yellow, 50),title = "Yellow Color", group="Settings") 

bool showKill = input.bool(true, "Show Killpips Status", group="Paid Lines")
bool showMQRev = input.bool(true, "Show MenthorQ Reversals", group="Paid Lines")
bool showMQWick = input.bool(true, "Show MenthorQ Wicks", group="Paid Lines")
bool showOnlyBB = input.bool(false, "ONLY Show MenthorQ when at BB extreme)", group="Paid Lines")

bool showVWAP = input.bool(false, "Show VWAP Status",  group="Show Options")
bool showMACDPsar = input.bool(true, "Show MACD/Psar Status",  group="Show Options")
bool showEMAs = input.bool(true, "Show EMA Status",  group="Show Options")
bool showCH = input.bool(true, "Show Change Percent",  group="Show Options")
bool showRSI = input.bool(false, "Show RSI Status",  group="Show Options")
bool showBB = input.bool(false, "Show Bollinger Band Touches",  group="Show Options")

bool useES = input.bool(true, "Scan S&P 500 Futures", group="Scan List")
bool useNQ = input.bool(true, "Scan NASDAQ Futures", group="Scan List")
bool useVIX = input.bool(true, "Scan VIX", group="Scan List")
bool useYM = input.bool(true, "Scan Dow Jones Futures",  group="Scan List")
bool useNDX = input.bool(false, "Scan NDX",  group="Scan List")
bool useRTY = input.bool(false, "Scan RTY",  group="Scan List")
bool useFDAX = input.bool(false, "Scan FDAX",  group="Scan List")
bool useGC = input.bool(false, "Scan Gold Futures",  group="Scan List")
bool useSI = input.bool(false, "Scan Silver Futures",  group="Scan List")
bool useHG = input.bool(false, "Scan Copper Futures",  group="Scan List")
bool useCL = input.bool(false, "Scan Oil Futures",  group="Scan List")

smEMA = input.int(21, "Standard EMA", minval=1, group="Indicator Settings")
bigEMA = input.int(200, "Longer EMA", minval=1, group="Indicator Settings")
stLength = input.int(11, "RSI Length", minval=1, group="Indicator Settings")
rsiOB = input.int(80, "RSI Overbought Value", minval=1, group="Indicator Settings")
rsiOS = input.int(20, "RSI Oversold Value", minval=1, group="Indicator Settings")
stMultiplier = input.int(2, "SuperTrend Multiplier", minval=0, step=1, group="Indicator Settings")
rsiLen = input.int(11, "SuperTrend Length", minval=1, group="Indicator Settings")
macd1 = input.int(12, "MACD Short",  minval=1, group="Indicator Settings")
macd2 = input.int(26, "MACD Long",  minval=1, group="Indicator Settings")
macd3 = input.int(9, "MACD Period",  minval=1, group="Indicator Settings")
bbLength = input.int(20, "Bollinger Length",  minval=1, group="Indicator Settings")
bbMultiplier = input.float(2, "Bollinger Multiplier", minval=0.1, step=0.1, group="Indicator Settings")
BBtouchTolerance = input.float(0.05, "BB Touch Tolerance (%)", minval=0, step=0.01, group="Indicator Settings") / 100

esSymbol = "CME_MINI:ES1!"
nqSymbol = "CME_MINI:NQ1!"
vixSymbol = "TVC:VIX"
ymSymbol = "CBOT_MINI:YM1!"
ndxSymbol = "NASDAQ:NDX"
rtySymbol = "CME_MINI:RTY1!"
fdaxSymbol = "EUREX:FDAX1!"
goldSymbol = "COMEX:GC1!"
oilSymbol = "NYMEX:CL1!"
silverSymbol = "COMEX:SI1!"
copperSymbol = "COMEX:HG1!"

mapKP = map.new<string, float>()
mapMQ = map.new<float, string>()

rowG = 1
bg = color.new(color.black, 100)

tPos = tP == "Top Left" ? position.top_left : tP == "Bottom Right" ? position.bottom_right : tP == "Bottom Left" ? position.bottom_left : tP == "Top Center" ? position.top_center : tP == "Bottom Center" ? position.bottom_center : position.top_right
myFont = sFontSize == "Tiny" ? size.tiny : sFontSize == "Small" ? size.small : sFontSize == "Normal" ? size.normal : sFontSize == "Large" ? size.large : size.auto

// Create Table
var table myTable = table.new(tPos, 17, 20, bgcolor = color.new(color.black, 100), frame_width = 1, frame_color = color.gray, border_width = 1, border_color = color.gray)
// Header
//table.cell(myTable, 1, 1, "Ticker", text_color=txtC, bgcolor=bg, text_size=myFont)
//table.cell(myTable, 2, 1, "Killpips Level", text_color=txtC, bgcolor=bg, text_size=myFont)
//table.cell(myTable, 3, 1, "Latest Alert", text_color=txtC, bgcolor=bg, text_size=myFont)

generateKPMap(comma) =>
    map.clear(mapKP)
    for i = 0 to array.size(comma) - 2 by 2
        key = str.trim(array.get(comma, i))
        valueStr = str.trim(array.get(comma, i+1))
        valueNum = str.tonumber(valueStr)
        map.put(mapKP, key, valueNum)

findKPMap(string a) =>
    result = 0.0
    if map.contains(mapKP, a)
        result := map.get(mapKP, a)
    result

getKillStatus(float fuc) =>
    string result = ""
    //log.info("KillStatus float = " + str.tostring(fuc))
    if (fuc > findKPMap("HV") and fuc < findKPMap("RD0"))
        result := "Long"
    if (fuc > findKPMap("RD0") and fuc < findKPMap("RD1"))
        result := "🡅 Long "
    if (fuc > findKPMap("RD1") and fuc < findKPMap("RD2"))
        result := "🡅🡅 Long "  
    if (fuc > findKPMap("RD2") and fuc < findKPMap("vix r1"))
        result := "🡅🡅🡅 Long "
    if (fuc > findKPMap("vix r1") and fuc < findKPMap("vix r2"))
        result := "😧 Extreme Long 😧"
    if (fuc > findKPMap("vix r2") and fuc < findKPMap("VAH"))
        result := "⛔ Absolute TOP ⛔"
    if (fuc < findKPMap("HV") and fuc > findKPMap("SD0"))
        result := "Short"
    if (fuc < findKPMap("SD0") and fuc > findKPMap("SD1"))
        result := "🡇 Short "
    if (fuc < findKPMap("SD1") and fuc > findKPMap("SD2"))
        result := "🡇🡇 Short "  
    if (fuc < findKPMap("SD2") and fuc > findKPMap("vix s1"))
        result := "🡇🡇🡇 Short "  
    if (fuc < findKPMap("vix s1") and fuc > findKPMap("vix s2"))
        result := "😧 Extreme Short 😧"
    if (fuc < findKPMap("vix s2") and fuc > findKPMap("VAL"))
        result := "⛔ Absolute BOTTOM ⛔"
    result

parseKPLines(sTicker, Close) =>
    //log.info("parseKPLines = '" + sTicker + "'" + str.tostring(Close) + "'")
    string[] _pair = str.split(KPzones, "\n")
    string sw = ""
    string commas = ""
    string result = ""

    for s in _pair
        sw := s
        if str.contains(s, "setting ")
            string[] parts = str.split(s, "setting ")
            sw := array.get(parts, 0)
        if str.contains(sw, ":")
            string[] parts = str.split(sw, ":")
            // SD2, 5.0530, HV, 5.1130, VAH, 5.2195, VAL, 5.0060  setting 5k - 41k
            sw := array.get(parts, 1)
            // $HG1!: 
            sTick = array.get(parts, 0)
            if str.contains(sTick, sTicker)
                sw := str.trim(sw)
                string[] comma = str.split(sw, ", ")
                // vix r1, 5788, vix r2, 5793, vix s1, 5637, vix s2, 5632, RD0, 5727, RD1, 5740, RD2, 5768
                generateKPMap(comma)
                //log.info("Map contains " + str.tostring(map.size(mapKP)))
                result := getKillStatus(Close)
                //log.info("result 2 = " + result)
    result

findMQMap(float Close, float Open, float POpen, float PClose, float High, float Low, float PHigh, float PLow) =>
    log.info("findMQMap with array size " + str.tostring(map.size(mapMQ)))
    result = ""
    bRed = Close < Open
    bGreen = Open < Close
    bPRed = PClose < POpen
    bPGreen = POpen < PClose

    if showMQRev and not showMQWick
        keys = map.keys(mapMQ)
        for i = 0 to array.size(keys) - 1
            keyValue = array.get(keys, i) // 1D Min, key=5659.67
            if (bGreen and bPRed and High > keyValue and Low < keyValue and PHigh > keyValue and PLow < keyValue)
                result := map.get(mapMQ, keyValue)
                break
            else if (bPGreen and bRed and High > keyValue and Low < keyValue and PHigh > keyValue and PLow < keyValue)
                result := map.get(mapMQ, keyValue)
                break

    if showMQWick
        keys = map.keys(mapMQ)
        for i = 0 to array.size(keys) - 1
            keyValue = array.get(keys, i) // 1D Min, key=5659.67
            if ((High > keyValue and Close < keyValue) or (High > keyValue and Open < keyValue))
                result := map.get(mapMQ, keyValue)
                break
    result

loadUpMQMap(comma) =>
    log.info("loadUpMQMap started " + str.tostring(comma))
    map.clear(mapMQ)
    // $ES1!: HVL, 5725, 1D Min, 5659.67, HVL 0DTE, 5715, GEX 9, 5830, GEX 10, 5820
    for i = 0 to array.size(comma) - 2 by 2
        valueStr = str.trim(array.get(comma, i))
        key = str.trim(array.get(comma, i+1))
        valueNum = str.tonumber(key)
        map.put(mapMQ, valueNum, valueStr)
    log.info("loadUpMQMap finished with " + str.tostring(map.size(mapMQ)))

parseMQLines(string sTicker, float Close) =>
    log.info("parseMQLines = '" + sTicker + "', close = " + str.tostring(Close))
    string[] _pair = str.split(MQzones, "\n")
    string result = ""
    for s in _pair
        sw = s
        if str.contains(sw, ":")
            string[] parts = str.split(sw, ":")
            sTick = array.get(parts, 0) // $HG1!: 
            sw := array.get(parts, 1) // SD2, 5.0530, HV, 5.1130, VAH, 5.2195, VAL, 5.0060
            if str.contains(sTick, sTicker)
                sw := str.trim(sw)
                string[] comma = str.split(sw, ", ") // vix r1, 5788, vix r2, 5793
                loadUpMQMap(comma)
    result

updateTable(sym) =>
    row = rowG
    tf = timeframe.period
    string[] xxx = str.split(sym, ":")
    sins = str.replace_all(array.get(xxx, 1), "1!", "")
    sins := str.replace_all(sins, "M2025", "")

    [basisBB, devBB, Open, Close, High, Low, POpen, PClose, PHigh, PLow, tickVWAP, tickSar, tickEma, tickEma200, tickRSI] = request.security(sym, tf, [ta.sma(close, bbLength), ta.stdev(close, bbLength), open, close, high, low, open-1, close-1, high-1, low-1, ta.vwap(close), ta.sar(start = 0.02, inc = 0.02, max=0.2), ta.ema(close, smEMA), ta.ema(close, bigEMA), ta.rsi(close, rsiLen)]) 
    [yaa, tickST] = request.security(sym, tf, ta.supertrend(stLength, stMultiplier))
    
    // Old school BB calculation, to avoid another request.security
    //tickBBUpper = basisBB + devBB
    //tickBBLower = basisBB - devBB
    
    [middle, tickBBUpper, tickBBLower] = request.security(sym, tf, ta.bb(close, bbLength, bbMultiplier))

    upWick50PercentLarger = Close > Open and math.abs(High - Close) > math.abs(Open - Close)
    downWick50PercentLarger = Close < Open and math.abs(Low - Close) > math.abs(Open - Close)

    //MACDLine = macdFast - macdSlow
    //SignalLine = ta.ema(MACDLine, macd3)
    //tickMacdHist = MACDLine - SignalLine


    col = 1
    sC = color.white
    table.cell(myTable, col, row, sins, text_color=txtC, bgcolor=bg, text_size=myFont)

    log.info("ticker '" + str.tostring(sins) + "' , tickClose " + str.tostring(Close))
    if (showKill)
        sKillStatus = parseKPLines(sins, Close)
        //log.info("sKillStatus '" + sKillStatus + "'")
        sC := str.contains(str.lower(sKillStatus), "long") ? greenC : str.contains(str.lower(sKillStatus), "short") ? redC : bg
        col := col + 1
        table.cell(myTable, col, row, sKillStatus, text_color=txtC, bgcolor=sC, text_size=myFont)

    if (true)
        parseMQLines(sins, Close)
        string homies = findMQMap(Close, Open, POpen, PClose, High, Low, PHigh, PLow)
        log.info("parseMQLines homies = '" + homies + "'")
        if (homies != '')
            homies := "Bounced off MQ " + homies
            sC := Close > Open ? greenC : Close < Open ? redC : color.black
        else
            sC := color.black
        col := col + 1
        table.cell(myTable, col, row, homies, text_color=txtC, bgcolor=sC, text_size=myFont)

    col := col + 1
    sC := tickST < 0 ? greenC : redC
    table.cell(myTable, col, row, "Trend", text_color=txtC, bgcolor=sC, text_size=myFont)

    if (showVWAP)
        col := col + 1
        sC := close > tickVWAP ? greenC : redC
        table.cell(myTable, col, row, "VWAP", text_color=txtC, bgcolor=sC, text_size=myFont)

    if (showMACDPsar)
        [tickM1, tickM2, tickMacdHist] = request.security(sym, tf, ta.macd(close, macd1, macd2, macd3))
        col := col + 1
        sC := tickMacdHist > 0 ? greenC : redC
        table.cell(myTable, col, row, "MACD", text_color=txtC, bgcolor=sC, text_size=myFont)
        col := col + 1
        sC := tickSar < close ? greenC : redC
        table.cell(myTable, col, row, "PSar", text_color=txtC, bgcolor=sC, text_size=myFont)

    if (showEMAs)
        col := col + 1
        sC := close > tickEma ? greenC : redC
        table.cell(myTable, col, row, "21 EMA", text_color=txtC, bgcolor=sC, text_size=myFont)
        col := col + 1
        sC := close > tickEma200 ? greenC : redC
        table.cell(myTable, col, row, "200 EMA", text_color=txtC, bgcolor=sC, text_size=myFont)

    if (showCH)    
        tickDayOpen = request.security(sym, "1D", open)
        col := col + 1
        percentChange = ta.changePercent(Close, tickDayOpen)
        sC := percentChange > 0 ? greenC : redC
        table.cell(myTable, col, row, "CH: " + str.tostring(percentChange, "#.##"), text_color=txtC, bgcolor=sC, text_size=myFont)

    if (showRSI)
        col := col + 1
        sC := tickRSI > rsiOB ? greenC : tickRSI < rsiOS ? redC : color.black
        colTTT = tickRSI > rsiOB ? txtC : tickRSI < rsiOS ? txtC : color.new(color.gray, 10)
        table.cell(myTable, col, row, "RSI", text_color=colTTT, bgcolor=sC, text_size=myFont)

    if (showBB)
        col := col + 1
        tickTouchingUpperBB = High > tickBBUpper //* BBtouchTolerance
        tickTouchingLowerBB = Low < tickBBLower //* BBtouchTolerance
        tickTouchingBB = tickTouchingUpperBB or tickTouchingLowerBB
        sC := tickTouchingUpperBB ? greenC : tickTouchingLowerBB ? redC : bg
        colTTT = tickTouchingBB ? txtC : color.new(color.gray, 10)
        table.cell(myTable, col, row, "BB Touch", text_color=colTTT, bgcolor=sC, text_size=myFont)


if barstate.islast
    string sw = ""
    string commas = ""

    rowG := 0
    if(useES) // = input.bool(true, "Scan S&P 500 Futures", group="Scan List")
        rowG := rowG + 1
        updateTable(esSymbol)
    if(useNQ) // = input.bool(true, "Scan NASDAQ Futures", group="Scan List")
        rowG := rowG + 1
        updateTable(nqSymbol)
    if(useVIX) // = input.bool(true, "Scan VIX", group="Scan List")
        rowG := rowG + 1
        updateTable(vixSymbol)
    if(useYM) // = input.bool(true, "Scan Dow Jones Futures",  group="Scan List")
        rowG := rowG + 1
        updateTable(ymSymbol)
    if(useNDX) // = input.bool(false, "Scan NDX",  group="Scan List")
        rowG := rowG + 1
        updateTable(ndxSymbol)
    if(useRTY) // = input.bool(false, "Scan RTY",  group="Scan List")
        rowG := rowG + 1
        updateTable(rtySymbol)
    if(useFDAX) // = input.bool(false, "Scan FDAX",  group="Scan List")
        rowG := rowG + 1
        updateTable(fdaxSymbol)
    if(useGC) // = input.bool(false, "Scan Gold Futures",  group="Scan List")
        rowG := rowG + 1
        updateTable(goldSymbol)
    if(useSI) // = input.bool(false, "Scan Silver Futures",  group="Scan List")
        rowG := rowG + 1
        updateTable(silverSymbol)
    if(useHG) // = input.bool(false, "Scan Copper Futures",  group="CommScandities List")
        rowG := rowG + 1
        updateTable(copperSymbol)
    if(useCL) // = input.bool(false, "Scan Oil Futures",  group="Scan List")
        rowG := rowG + 1
        updateTable(oilSymbol)