Pivot Points Indicator

-- Author: -- Discord:  @strooth#4739

DefineCommand('Pivots', 'Pivot Points')
local types = {'Strooth', 'Fibonacci', 'Floor', 'Woodie', 'Camarilla', 'TomDemark'}
local triggers = {'1', '2', '3', '4'}
-- Parameters
InputGroupHeader('Pivot Points')
local name = DefineParameter(StringType, 'name', 'Unique name of the indicator.', false, 'Pivot Points', 'Text')
local interval = DefineParameter(NumberType, 'interval', 'Used interval for price data. Default is 0 and the main interval will be used.', false, InputInterval(name..' Interval', 15), 'Number,InputInterval')
local offset = DefineParameter(NumberType, 'offset', 'Used offset for price data. Default is 1.', false, Input(name..' Offset', 0), 'Number,InputInterval')
local type = DefineParameter(StringType, 'type', 'The type of pivots used.', false, InputOptions(name..' Type', types[1], types), 'String')
local trigger = DefineParameter(NumberType, 'trigger', 'The pivot to trigger signal.', false, InputOptions(name..' Trigger', triggers[1], triggers), 'String')
local market = DefineParameter(DynamicType, 'market', 'The market for the price data', false, PriceMarket(), 'PriceMarket()')
local chartIndex = DefineParameter(NumberType, 'chartIndex', 'The index on which to chart', false, 0, 'Number')
local plot = DefineParameter(BooleanType, 'plot', 'enable plotting on the chart', false, true, 'true/false')
DefineIntervalOptimization(interval)

-- Data
local H = Offset(HighPrices(interval, true, market, false), offset)
local L = Offset(LowPrices(interval, true, market, false), offset)
local C = Offset(ClosePrices(interval, true, market, false), offset)
local O = Offset(OpenPrices(interval, true, market, false), offset)
local P, R1, R2, R3, S1, S2, S3, R4, S4, signal 
local fib4 = (H - L) * 1.236
local fib3 = (H - L) * 1.000
local fib2 = (H - L) * 0.618
local fib1 = (H - L) * 0.382
-- floor
if type == types[2] or type == types[3] then 
P = (H + L + C) / 3
R1 = ((2 * P) - L) 
R2 = (P + H - L) 
R3 = (H + 2 * (P - L))
R4 = (H + 3 * (P - L))
S1 = ((2 * P) - H)
S2 = (P - H + L)
S3 = (L - 2 * (H - P))
S4 = (L - 3 * (H - P))
end 
-- fibs
if type == types[2] then 
R1 = R1 + fib1
R2 = R2 + fib2
R3 = R3 + fib3
R4 = R4 + fib4
S1 = S1 - fib1
S2 = S2 - fib2
S3 = S3 - fib3
S4 = S4 - fib4
end 
-- woodie
if type == types[4] then 
P = (H + L + (2 * C)) / 4
R1 = (2 * P) - L
R2 = P + H - L
S1 = (2 * P) - H
S2 = P - H + L
end 
-- camarilla
if type == types[5] then 
R4 = (H - L) * 1.1 / 2 + C
R3 = (H - L) * 1.1 / 4 + C
R2 = (H - L) * 1.1 / 6 + C
R1 = (H - L) * 1.1 / 12 + C
S1 = C - (H - L) * 1.1 / 12
S2 = C - (H - L) * 1.1 / 6
S3 = C - (H - L) * 1.1 / 4
S4 = C - (H - L) * 1.1 / 2
end 
-- tom demark
if type == types[6] then 
local X
if C < O then X = H + 2 * L + C end 
if C > O then X = 2 * H + L + C end 
if C == O then X = H + L + 2 * C end 
R1 = X / 2 - L
S1 = X / 2 - H
end 
-- strooth
if type == types[1] then 
P = (H + L + C) / 3
-- floor
local R1_flr = ((2 * P) - L) 
local R2_flr = (P + H - L) 
local R3_flr = (H + 2 * (P - L))
local R4_flr = (H + 3 * (P - L))
local S1_flr = ((2 * P) - H)
local S2_flr = (P - H + L)
local S3_flr = (L - 2 * (H - P))
local S4_flr = (L - 4 * (H - P))
-- fib
local R1_fib = R1_flr + fib1
local R2_fib = R2_flr + fib2
local R3_fib = R3_flr + fib3
local R4_fib = R4_flr + fib4
local S1_fib = S1_flr - fib1
local S2_fib = S2_flr - fib2
local S3_fib = S3_flr - fib3
local S4_fib = S4_flr - fib4
-- woodie
P = (H + L + (2 * C)) / 4
local R1_wd = (2 * P) - L
local R2_wd = P + H - L
local S1_wd = (2 * P) - H
local S2_wd = P - H + L
-- camarilla
local R4_cmrla = (H - L) * 1.1 / 2 + C
local R3_cmrla = (H - L) * 1.1 / 4 + C
local R2_cmrla = (H - L) * 1.1 / 6 + C
local R1_cmrla = (H - L) * 1.1 / 12 + C
local S1_cmrla = C - (H - L) * 1.1 / 12
local S2_cmrla = C - (H - L) * 1.1 / 6
local S3_cmrla = C - (H - L) * 1.1 / 4
local S4_cmrla = C - (H - L) * 1.1 / 2

local rdiff1 = Max(R1, R1_flr, R1_fib, R1_wd, R1_cmrla)-Min(R1, R1_flr, R1_fib, R1_wd, R1_cmrla)
local rdiff2 = Max(R2_flr, R2_fib, R2_wd, R2_cmrla)-Min(R2_flr, R2_fib, R2_wd, R2_cmrla)
local sdiff1 = Max(S1, S1_flr, S1_fib, S1_wd, S1_cmrla)-Min(S1, S1_flr, S1_fib, S1_wd, S1_cmrla)
local sdiff2 = Max(S2_flr, S2_fib, S2_wd, S2_cmrla)-Min(S2_flr, S2_fib, S2_wd, S2_cmrla)
R1 = (rdiff1 + R1_flr + R1_fib + R1_wd + R1_cmrla)/4
R2 = (rdiff2 + R2_flr + R2_fib + R2_wd + R2_cmrla)/4
R1 = (R1 + R2) / 2
R3 = (rdiff2 + R3_flr + R3_fib + R3_cmrla)/3
R3 = (rdiff2 + R3_flr + R3_fib + R3_cmrla)/3
R3 = (R3 + R2) / 2
R4 = (rdiff2 + R4_cmrla + R4_fib) / 2
R3 = (R3 + R2) / 2


S1 = FilterBelow((S1_flr + S1_fib + S1_wd + S1_cmrla - sdiff1)/4 ,0)
S2 = FilterBelow((S2_flr + S2_fib + S2_wd + S2_cmrla - sdiff2)/4 ,0)
S1 = (S1 + S2) / 2
S3 = FilterBelow((S3_flr + S3_fib + S3_cmrla - sdiff2)/3,0)
S3 = (S3 + S2) / 2
S4 = FilterBelow(Average(S4_fib, S4_cmrla) - sdiff2,0)
S3 = (S3 + S4) / 2
end 

local last_R4 = Load('R4', R4)
local R4guid = Load('R4guid', NewGuid())
if last_R4 != R4 then 
    R4guid= NewGuid()
    last_R4 = R4
end 
local last_R3 = Load('R3', R3)
local R3guid = Load('R3guid', NewGuid())
if last_R3 != R3 then 
    R3guid= NewGuid()
    last_R3  = R3
end 
local last_R2 = Load('R2', R2)
local R2guid = Load('R2guid', NewGuid())
if last_R2 != R2 then 
    R2guid= NewGuid()
    last_R2  = R2
end 
local last_R1 = Load('R1', R1)
local R1guid = Load('R1guid', NewGuid())
if last_R1 != R1 then 
    R1guid= NewGuid()
    last_R1  = R1
end 
local last_S1 = Load('S1', S1)
local S1guid = Load('S1guid', NewGuid())
if last_S1 != S1 then 
    S1guid= NewGuid()
    last_S1  = S1
end 
local last_S2 = Load('S2', S2)
local S2guid = Load('S2guid', NewGuid())
if last_S2 != S2 then 
    S2guid= NewGuid()
    last_S2  = S2
end 
local last_S3 = Load('S3', S3)
local S3guid = Load('S3guid', NewGuid())
if last_S3 != S3 then 
    S3guid = NewGuid()
    last_S3  = S3
end 
local last_S4 = Load('S4', S4)
local S4guid = Load('S4guid', NewGuid())
if last_S4 != S4 then 
    S4guid= NewGuid()
    last_S4  = S4
end 
local savg = (S1 + S2 + S3 + S4)/4
local ravg = (R1 + R2 + R3 + R4)/4
local cp = CurrentPrice()
local highx = Load('highx', cp.high)
local lowx = Load('lowx', cp.low)
local trend = Load('trend', NoPosition)
local lookback = 20
local isrising = IsRising(savg, lookback) and IsRising(ravg, lookback)
local isfalling = IsFalling(savg, lookback) and IsFalling(ravg, lookback)
local s_Slope = AddPerc(LINEARREG(savg, lookback, LR_Slope)*1000, 1)
local r_Slope = SubPerc(LINEARREG(ravg, lookback, LR_Slope)*1000, 1)
local s_Slope_lt0 = IsSmallerThan(s_Slope, 0)
local r_Slope_lt0 = IsSmallerThan(r_Slope, 0)
local s_Slope_gt0 = IsBiggerThan(s_Slope, 0)
local r_Slope_gt0 = IsBiggerThan(r_Slope, 0)
local lb = 1
local slopeup = Or(IsRising(s_Slope, lb),IsRising(r_Slope, lb))
local slopedown = Or(IsFalling(s_Slope, lb),IsFalling(r_Slope, lb))
ravg = SMA(ravg, lookback)
savg = SMA(savg, lookback)
local middle = (ravg+savg)/2
if R1 < middle then 
local diff = middle-R1
R1 = middle
R2 = R2 + diff
R3 = R3 + diff
R4 = R4 + diff
if S1 > savg then 
diff = S1 - savg 
S1 = savg
S2 = S2 - diff
S3 = S3 - diff
S4 = S4 - diff
end 
end 
if S1 > middle then 
local diff = S1 - middle 
S1 = middle
S2 = S2 - diff
S3 = S3 - diff
S4 = S4 - diff
if R1 < ravg then 
diff = ravg-R1
R1 = ravg
R2 = R2 + diff
R3 = R3 + diff
R4 = R4 + diff
end 
end 


Save('R1', last_R1)
Save('S1', last_S1)
Save('R1guid', R1guid)
Save('S1guid', S1guid)
if plot then 
Plot(0, 'R1', R1, {c=Red, id=R1guid})
Plot(0, 'S1', S1, {c=Green, id=S1guid})
Plot(0, 'RAVG', ravg, {c=Orange })
Plot(0, 'SAVG', savg, {c=Yellow})
Plot(0, 'Middle', middle, {c=White})
end 
--Plot(1, 's_Slope', s_Slope, White)
--Plot(1, 'r_Slope', r_Slope, SkyBlue)

local support, resistance 

if type != types[6] then 
    Save('R2', last_R2)
    Save('R2guid', R2guid)
    Save('S2', last_S2)
    Save('S2guid', S2guid)
    if plot then 
    Plot(0, 'R2', R2, {c=Fuchsia, id=R2guid})
    Plot(0, 'S2', S2, {c=Olive, id=S2guid})
    end 
    if type != types[4] then 
        Save('R3', last_R3)
        Save('R3guid', R3guid)
        Save('S3', last_S3)
        Save('S3guid', S3guid)
        if plot then 
        Plot(0, 'R3', R3, {c=Purple, id=R3guid})
        Plot(0, 'S3', S3, {c=Teal, id=S3guid})
        end 
        Save('R4', last_R4)
        Save('S4', last_S4)
        Save('R4guid', R4guid)
        Save('S4guid', S4guid)
        Plot(0, 'R4', R4, {c=Maroon, id=R4guid})
        Plot(0, 'S4', S4, {c=DarkGreen, id=S4guid})
        support = {savg, S1, S2, S3, S4}
        resistance = {ravg, R1, R2, R3, R4}
    else
        support = {savg, S1, S2}
        resistance = {ravg, R1, R2}
    end 
end 

local signal = SignalNone
for i=trigger, #support do 
    local s = support[i]
    if cp.bid < s and IsTrue(s_Slope_lt0, r_Slope_lt0) then 
        signal = SignalLong 
        
    end 
end 
for i=trigger, #resistance do 
    local r = resistance[i]
    if cp.ask > r and IsTrue(s_Slope_gt0, r_Slope_gt0) then 
        signal = SignalShort
    end 
end 


DefineOutput(ListDynamicType, {signal, support, resistance}, 'Support and Resistance')
DefineOutputIndex(1, EnumType, 'Signal', 'Signal')
DefineOutputIndex(2, ListDynamicType, 'Support', 'Support')
DefineOutputIndex(3, ListDynamicType, 'Resistance', 'Resistance')