Pivots Code.txt

//@version=4
study("Pivot Points Standard", "Pivots", overlay=true, max_lines_count=500, max_labels_count=500)

AUTO = "Auto"
DAILY = "Daily"
WEEKLY = "Weekly"
MONTHLY = "Monthly"
QUARTERLY = "Quarterly"
YEARLY = "Yearly"
BIYEARLY = "Biyearly"
TRIYEARLY = "Triyearly"
QUINQUENNIALLY = "Quinquennially"
DECENNIALLY = "Decennially"

TRADITIONAL = "Traditional"

custom_years_divisor = 2

kind = TRADITIONAL
pivot_time_frame = AUTO
look_back = 15
is_daily_based = true
show_labels = false
show_prices = false
position_labels = "Left"
line_width = 1

var DEF_COLOR = #FB8C00
var arr_time = array.new_int()
var p = array.new_float()
var r1 = array.new_float()
var s1 = array.new_float()
var r2 = array.new_float()
var s2 = array.new_float()
var r3 = array.new_float()
var s3 = array.new_float()
var r4 = array.new_float()
var s4 = array.new_float()
var r5 = array.new_float()
var s5 = array.new_float()
pivotX_open = float(na)
pivotX_open := nz(pivotX_open[1], open)
pivotX_high = float(na)
pivotX_high := nz(pivotX_high[1], high)
pivotX_low = float(na)
pivotX_low := nz(pivotX_low[1], low)
pivotX_prev_open = float(na)
pivotX_prev_open := nz(pivotX_prev_open[1])
pivotX_prev_high = float(na)
pivotX_prev_high := nz(pivotX_prev_high[1])
pivotX_prev_low = float(na)
pivotX_prev_low := nz(pivotX_prev_low[1])
pivotX_prev_close = float(na)
pivotX_prev_close := nz(pivotX_prev_close[1])

get_pivot_resolution() =>
    timeframe.multiplier <= 15 ? "D" : "W"

var lines = array.new_line()
var labels = array.new_label()

draw_line(i, pivot, col) =>
    if array.size(arr_time) > 1
        array.push(lines, line.new(array.get(arr_time, i), array.get(pivot, i), array.get(arr_time, i + 1), array.get(pivot, i), color=col, xloc=xloc.bar_time, width=line_width))

traditional() =>
    pivotX_Median = (pivotX_prev_high + pivotX_prev_low + pivotX_prev_close) / 3
    array.push(p, pivotX_Median)
    array.push(r1, pivotX_Median * 2 - pivotX_prev_low)
    array.push(s1, pivotX_Median * 2 - pivotX_prev_high)
    array.push(r2, pivotX_Median + 1 * (pivotX_prev_high - pivotX_prev_low))
    array.push(s2, pivotX_Median - 1 * (pivotX_prev_high - pivotX_prev_low))
    array.push(r3, pivotX_Median * 2 + (pivotX_prev_high - 2 * pivotX_prev_low))
    array.push(s3, pivotX_Median * 2 - (2 * pivotX_prev_high - pivotX_prev_low))
    array.push(r4, pivotX_Median * 3 + (pivotX_prev_high - 3 * pivotX_prev_low))
    array.push(s4, pivotX_Median * 3 - (3 * pivotX_prev_high - pivotX_prev_low))
    array.push(r5, pivotX_Median * 4 + (pivotX_prev_high - 4 * pivotX_prev_low))
    array.push(s5, pivotX_Median * 4 - (4 * pivotX_prev_high - pivotX_prev_low))

calc_pivot() =>
    if kind == TRADITIONAL
        traditional()

resolution = get_pivot_resolution()

SIMPLE_DIVISOR = 2

calc_high(prev, curr) =>
    if na(prev) or na(curr)
        nz(prev, nz(curr, na))
    else
        max(prev, curr)
    
calc_low(prev, curr) =>
    if not na(prev) and not na(curr)
        min(prev, curr)
    else
        nz(prev, nz(curr, na))

calc_OHLC_for_pivot(custom_years_divisor) =>
    if custom_years_divisor == SIMPLE_DIVISOR 
        [open, high, low, close, open[1], high[1], low[1], close[1], time[1], time_close]
    else
        var prev_sec_open = float(na)
        var prev_sec_high = float(na)
        var prev_sec_low = float(na)
        var prev_sec_close = float(na)
        var prev_sec_time = int(na)
        var curr_sec_open = float(na)
        var curr_sec_high = float(na)
        var curr_sec_low = float(na)
        var curr_sec_close = float(na)
        if year(time_close) % custom_years_divisor == 0
        	curr_sec_open := open
			curr_sec_high := high
			curr_sec_low := low
			curr_sec_close := close
            prev_sec_high := high[1]
            prev_sec_low := low[1]
            prev_sec_close := close[1]
            prev_sec_time := time[1]
            for i = 2 to custom_years_divisor
                prev_sec_open :=  nz(open[i], prev_sec_open)
                prev_sec_high := calc_high(prev_sec_high, high[i])
                prev_sec_low := calc_low(prev_sec_low, low[i])
                prev_sec_time := nz(time[i], prev_sec_time)
        [curr_sec_open, curr_sec_high, curr_sec_low, curr_sec_close, prev_sec_open, prev_sec_high, prev_sec_low, prev_sec_close, prev_sec_time, time_close]

[sec_open, sec_high, sec_low, sec_close, prev_sec_open, prev_sec_high, prev_sec_low, prev_sec_close, prev_sec_time, sec_time] = security(syminfo.tickerid, resolution, calc_OHLC_for_pivot(custom_years_divisor), lookahead = barmerge.lookahead_on)
sec_open_gaps_on = security(syminfo.tickerid, resolution, open, gaps = barmerge.gaps_on, lookahead = barmerge.lookahead_on)

is_change_years = false
var is_change = false
var uses_current_bar = false
var change_time = int(na)
is_time_change = false

var start_time = time
var was_last_premarket = false
var start_calculate_in_premarket = false

is_last_premarket = barstate.islast and session.ispremarket and time_close > sec_time and not was_last_premarket

if is_last_premarket
    was_last_premarket := true
    start_calculate_in_premarket := true
if session.ismarket
    was_last_premarket := false
    
without_time_change = barstate.islast and array.size(arr_time) == 0
is_can_calc_pivot = (not uses_current_bar and is_time_change and session.ismarket) or (change(sec_open) and not start_calculate_in_premarket) or is_last_premarket or (uses_current_bar and not na(sec_open_gaps_on)) or without_time_change
enough_bars_for_calculate = prev_sec_time >= start_time or is_daily_based

if is_can_calc_pivot and enough_bars_for_calculate 
    if array.size(arr_time) == 0 and is_daily_based
        pivotX_prev_open := prev_sec_open[1]
        pivotX_prev_high := prev_sec_high[1]
        pivotX_prev_low := prev_sec_low[1]
        pivotX_prev_close := prev_sec_close[1]
        pivotX_open := sec_open[1]
        pivotX_high := sec_high[1]
        pivotX_low := sec_low[1]
        array.push(arr_time, start_time)
        calc_pivot()
    
    if is_daily_based
    	if is_last_premarket
            pivotX_prev_open := sec_open
            pivotX_prev_high := sec_high
            pivotX_prev_low := sec_low
            pivotX_prev_close := sec_close
            pivotX_open := open
            pivotX_high := high
            pivotX_low := low
        else
			pivotX_prev_open := prev_sec_open
			pivotX_prev_high := prev_sec_high
			pivotX_prev_low := prev_sec_low
			pivotX_prev_close := prev_sec_close
			pivotX_open := sec_open
			pivotX_high := sec_high
			pivotX_low := sec_low
    else
        pivotX_prev_high := pivotX_high
        pivotX_prev_low := pivotX_low
        pivotX_prev_open := pivotX_open
        pivotX_prev_close := close[1]
        pivotX_open := open
        pivotX_high := high
        pivotX_low := low

    if barstate.islast and not is_change and array.size(arr_time) > 0 and not without_time_change
        array.set(arr_time, array.size(arr_time) - 1, change_time)
    else if without_time_change
        array.push(arr_time, start_time)
    else
        array.push(arr_time, nz(change_time, time))

    calc_pivot()

    if array.size(arr_time) > look_back
        if array.size(arr_time) > 0
            array.shift(arr_time)
        if array.size(p) > 0 
            array.shift(p)
        if array.size(r1) > 0 
            array.shift(r1)
        if array.size(s1) > 0 
            array.shift(s1)
        if array.size(r2) > 0 
            array.shift(r2)
        if array.size(s2) > 0 
            array.shift(s2)
        if array.size(r3) > 0 
            array.shift(r3)
        if array.size(s3) > 0
            array.shift(s3)
        if array.size(r4) > 0 
            array.shift(r4)
        if array.size(s4) > 0 
            array.shift(s4)
        if array.size(r5) > 0
            array.shift(r5)
        if array.size(s5) > 0
            array.shift(s5)
    is_change := true
else if not is_daily_based
    pivotX_high := max(pivotX_high, high)
    pivotX_low := min(pivotX_low, low)

if barstate.islast and array.size(arr_time) > 0 and is_change
    is_change := false
    array.push(arr_time, time_close(resolution))

    for i = 0 to array.size(lines) - 1
        if array.size(lines) > 0
            line.delete(array.shift(lines))
        if array.size(labels) > 0
            label.delete(array.shift(labels))

    for i = 0 to array.size(arr_time) - 2
        if array.size(p) > 0
            draw_line(i, p, DEF_COLOR)
        if array.size(r1) > 0 
            draw_line(i, r1, DEF_COLOR)
        if array.size(s1) > 0 
            draw_line(i, s1, DEF_COLOR)
        if array.size(r2) > 0 
            draw_line(i, r2, DEF_COLOR)
        if array.size(s2) > 0 
            draw_line(i, s2, DEF_COLOR)
        if array.size(r3) > 0
            draw_line(i, r3, DEF_COLOR)
        if array.size(s3) > 0 
            draw_line(i, s3, DEF_COLOR)
        if array.size(r4) > 0 
            draw_line(i, r4, DEF_COLOR)
        if array.size(s4) > 0 
            draw_line(i, s4, DEF_COLOR)
        if array.size(r5) > 0 
            draw_line(i, r5, DEF_COLOR)
        if array.size(s5) > 0 
            draw_line(i, s5, DEF_COLOR)