MTF Ichimoku

1// MTF Ichimoku — VP Script port of anthonyf50's Pine v4 indicator.
2//
3// Uses VP Script's native drawing-only plot offset, chart-timeframe metadata,
4// and per-bar fill colors. request.security remains causal by design, so HTF
5// values appear only after the foreign bar has closed (unlike Pine lookahead).
6
7indicator('MTF Ichimoku — VP', {
8  shortTitle: 'MTF Ichimoku — VP',
9  pane: 'overlay',
10})
11
12const conversionPeriods = input.int('Conversion Line Periods', 9, { min: 1, max: 500 })
13const basePeriods = input.int('Base Line Periods', 26, { min: 1, max: 500 })
14const laggingSpan2Periods = input.int('Lagging Span 2 Periods', 52, { min: 1, max: 1000 })
15const displacement = input.int('Displacement', 26, { min: 0, max: 500 })
16const showLabels = input.bool('Show latest-value labels', true)
17
18// The useful default stack on a daily chart is D/W/M. A 60-minute default on
19// a daily chart asks the data provider for lower-timeframe history, which is
20// normally retained for a much shorter period and makes the indicator appear
21// only at the chart's recent edge.
22const firstActive = input.bool('First Ichimoku — Enable', true)
23const firstTf = input.string('First Ichimoku — Timeframe', '1D', {
24  options: ['1', '5', '15', '30', '60', '120', '240', '1D', '1W', '1M'],
25})
26const firstTenkanOn = input.bool('First Ichimoku — Tenkan', true)
27const firstKijunOn = input.bool('First Ichimoku — Kijun', true)
28const firstChikouOn = input.bool('First Ichimoku — Chikou', true)
29const firstCloudOn = input.bool('First Ichimoku — Kumo', true)
30const firstMonoCloud = input.bool('First Ichimoku — Monochrome Kumo', true)
31const firstLight = input.color('First Ichimoku — Light Color', '#42a5f5')
32const firstDark = input.color('First Ichimoku — Dark Color', '#1565c0')
33
34const secondActive = input.bool('Second Ichimoku — Enable', true)
35const secondTf = input.string('Second Ichimoku — Timeframe', '1W', {
36  options: ['1', '5', '15', '30', '60', '120', '240', '1D', '1W', '1M'],
37})
38const secondTenkanOn = input.bool('Second Ichimoku — Tenkan', true)
39const secondKijunOn = input.bool('Second Ichimoku — Kijun', true)
40const secondChikouOn = input.bool('Second Ichimoku — Chikou', true)
41const secondCloudOn = input.bool('Second Ichimoku — Kumo', true)
42const secondMonoCloud = input.bool('Second Ichimoku — Monochrome Kumo', true)
43const secondLight = input.color('Second Ichimoku — Light Color', '#66bb6a')
44const secondDark = input.color('Second Ichimoku — Dark Color', '#2e7d32')
45
46const thirdActive = input.bool('Third Ichimoku — Enable', true)
47const thirdTf = input.string('Third Ichimoku — Timeframe', '1M', {
48  options: ['1', '5', '15', '30', '60', '120', '240', '1D', '1W', '1M'],
49})
50const thirdTenkanOn = input.bool('Third Ichimoku — Tenkan', true)
51const thirdKijunOn = input.bool('Third Ichimoku — Kijun', true)
52const thirdChikouOn = input.bool('Third Ichimoku — Chikou', true)
53const thirdCloudOn = input.bool('Third Ichimoku — Kumo', true)
54const thirdMonoCloud = input.bool('Third Ichimoku — Monochrome Kumo', true)
55const thirdLight = input.color('Third Ichimoku — Light Color', '#ec407a')
56const thirdDark = input.color('Third Ichimoku — Dark Color', '#ad1457')
57
58const fourthActive = input.bool('Fourth Ichimoku — Enable', false)
59const fourthTf = input.string('Fourth Ichimoku — Timeframe', '240', {
60  options: ['1', '5', '15', '30', '60', '120', '240', '1D', '1W', '1M'],
61})
62const fourthTenkanOn = input.bool('Fourth Ichimoku — Tenkan', true)
63const fourthKijunOn = input.bool('Fourth Ichimoku — Kijun', true)
64const fourthChikouOn = input.bool('Fourth Ichimoku — Chikou', true)
65const fourthCloudOn = input.bool('Fourth Ichimoku — Kumo', true)
66const fourthMonoCloud = input.bool('Fourth Ichimoku — Monochrome Kumo', true)
67const fourthLight = input.color('Fourth Ichimoku — Light Color', '#ffa726')
68const fourthDark = input.color('Fourth Ichimoku — Dark Color', '#ef6c00')
69
70const empty = () => new Array(barCount).fill(null)
71const midpoint = (hi, lo, length) => math.mul(math.add(ta.highest(hi, length), ta.lowest(lo, length)), 0.5)
72const transparent = (color, alpha) => color[0] === '#' && color.length === 7 ? color + alpha : color
73
74// Pine converts 26 source-timeframe periods to the equivalent number of chart
75// bars before applying its visual offset. VP's offset is also in chart bars.
76const displacementInChartBars = (resolution) => {
77  const sourceSeconds = timeframe.secondsOf(resolution)
78  if (sourceSeconds === 0 || timeframe.seconds === 0) return displacement
79  return Math.max(1, Math.round(sourceSeconds / timeframe.seconds)) * displacement
80}
81
82const foreignWarmupBars = Math.max(conversionPeriods, basePeriods, laggingSpan2Periods) + displacement
83
84const requestIchi = (active, resolution) => {
85  const visible = active && timeframe.compare(resolution, timeframe.period) >= 0
86  if (!visible) {
87    return { visible: false, offset: 0, tenkan: empty(), kijun: empty(), chikou: empty(), spanA: empty(), spanB: empty() }
88  }
89
90  const tenkan = request.security('', resolution, (f) => midpoint(f.high, f.low, conversionPeriods), {
91    warmupBars: foreignWarmupBars,
92  })
93  const kijun = request.security('', resolution, (f) => midpoint(f.high, f.low, basePeriods), {
94    warmupBars: foreignWarmupBars,
95  })
96  const chikou = request.security('', resolution, (f) => f.close, {
97    warmupBars: foreignWarmupBars,
98  })
99  const spanA = request.security('', resolution, (f) => {
100    const t = midpoint(f.high, f.low, conversionPeriods)
101    const k = midpoint(f.high, f.low, basePeriods)
102    return math.mul(math.add(t, k), 0.5)
103  }, { warmupBars: foreignWarmupBars })
104  const spanB = request.security('', resolution, (f) => {
105    return midpoint(f.high, f.low, laggingSpan2Periods)
106  }, { warmupBars: foreignWarmupBars })
107  return { visible: true, offset: displacementInChartBars(resolution), tenkan, kijun, chikou, spanA, spanB }
108}
109
110const mask = (series, visible) => visible ? series : empty()
111
112const first = requestIchi(firstActive, firstTf)
113const second = requestIchi(secondActive, secondTf)
114const third = requestIchi(thirdActive, thirdTf)
115const fourth = requestIchi(fourthActive, fourthTf)
116
117const drawIchi = (name, tf, data, tenkanOn, kijunOn, chikouOn, cloudOn, monoCloud, light, dark) => {
118  const tenkan = mask(data.tenkan, data.visible && tenkanOn)
119  const kijun = mask(data.kijun, data.visible && kijunOn)
120  const chikou = mask(data.chikou, data.visible && chikouOn)
121  const spanA = mask(data.spanA, data.visible && cloudOn)
122  const spanB = mask(data.spanB, data.visible && cloudOn)
123
124  const cloudColors = new Array(barCount).fill(null)
125  if (data.visible && cloudOn) {
126    const bullishCloud = transparent(light, '33')
127    const bearishCloud = transparent(dark, '33')
128    for (let i = 0; i < barCount; i++) {
129      if (spanA[i] === null || spanB[i] === null) continue
130      cloudColors[i] = monoCloud ? bearishCloud : spanA[i] > spanB[i] ? bullishCloud : bearishCloud
131    }
132  }
133
134  plot(tenkan, { title: name + ' Tenkan', color: light, width: 1 })
135  plot(kijun, { title: name + ' Kijun', color: dark, width: 2 })
136  plot(chikou, { title: name + ' Chikou', color: dark, width: 1, offset: -data.offset })
137  const a = plot(spanA, { title: name + ' Senkou A', color: light, width: 1, offset: data.offset })
138  const b = plot(spanB, { title: name + ' Senkou B', color: light, width: 1, offset: data.offset })
139  fill(a, b, { color: cloudColors })
140
141  if (!showLabels || !data.visible) return
142  let last = -1
143  for (let i = barCount - 1; i >= 0; i--) {
144    if (data.tenkan[i] !== null || data.kijun[i] !== null || data.spanA[i] !== null) {
145      last = i
146      break
147    }
148  }
149  if (last < 0) return
150  if (tenkanOn && data.tenkan[last] !== null) {
151    label(last, data.tenkan[last], 'Tk ' + tf, { color: light, background: '#00000000', size: 10, align: 'left' })
152  }
153  if (kijunOn && data.kijun[last] !== null) {
154    label(last, data.kijun[last], 'Kj ' + tf, { color: dark, background: '#00000000', size: 10, align: 'left' })
155  }
156  if (chikouOn && data.chikou[last] !== null) {
157    label(last, data.chikou[last], 'Ck ' + tf, {
158      color: dark, background: '#00000000', size: 10, align: 'left', offset: -data.offset,
159    })
160  }
161  if (cloudOn && data.spanA[last] !== null && data.spanB[last] !== null) {
162    label(last, (data.spanA[last] + data.spanB[last]) / 2, 'Kumo ' + tf, {
163      color: dark, background: '#00000000', size: 10, align: 'left', offset: data.offset,
164    })
165  }
166}
167
168drawIchi('First', firstTf, first, firstTenkanOn, firstKijunOn, firstChikouOn, firstCloudOn, firstMonoCloud, firstLight, firstDark)
169drawIchi('Second', secondTf, second, secondTenkanOn, secondKijunOn, secondChikouOn, secondCloudOn, secondMonoCloud, secondLight, secondDark)
170drawIchi('Third', thirdTf, third, thirdTenkanOn, thirdKijunOn, thirdChikouOn, thirdCloudOn, thirdMonoCloud, thirdLight, thirdDark)
171drawIchi('Fourth', fourthTf, fourth, fourthTenkanOn, fourthKijunOn, fourthChikouOn, fourthCloudOn, fourthMonoCloud, fourthLight, fourthDark)
172