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April 8, 2025 14:10
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Realized Price Oscillator [InvestorUnknown]
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| // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ | |
| // © InvestorUnknown | TRW: @Andrej S. | |
| // {||} | |
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| // {||} | |
| // {||} | |
| //@version=5 | |
| indicator("Realized Price Oscillator [InvestorUnknown]", "Realized Price Oscillator", overlay = false) | |
| // - - - - - STRINGS - - - - - //{ | |
| var string G1 = "Calculation and Scaling Settings" | |
| var string G2 = "DCA Signal Settings" | |
| var string lim_tooltip = "Sets limit for scaling of the values, can be useful if you need higher decimal precision of the data." | |
| var string neg_tooltip = "Allow negative values on the scale. If turned off, values will be displayed in range of \"Limit\" and 0." | |
| var string decay_tooltip = "Decay function reduces the value of Max/Min by multiplying it with \"Decay\" value on every bar." | |
| var string threshold_tooltip = "Represents the distance between midline and the TOP/BOTTOM values - determined by \"Limit\" input." | |
| //} | |
| // - - - - - INPUTS - - - - - //{ | |
| lim = input.float(1.0, "Limit", group = G1, tooltip = lim_tooltip, inline = "A1") | |
| neg = input.bool (true, "Allow Negatives", group = G1, tooltip = neg_tooltip, inline = "A1") | |
| decay = input.float(0.9999, "Decay", group = G1, tooltip = decay_tooltip, step = 0.00001, maxval = 1) | |
| plot_signal = input.bool (true, "Plot Dollar-Cost Average Signals", group = G2) | |
| dca_in = input.float(0.5, "DCA IN threshold (%)", group = G2, tooltip = threshold_tooltip, maxval = 0.99, minval = 0.01, step = 0.01) | |
| dca_out = input.float(0.5, "DCA OUT threshold (%)", group = G2, tooltip = threshold_tooltip, maxval = 0.99, minval = 0.01, step = 0.01) | |
| normalization_start_date = timestamp(2012,1,1) | |
| plot_start_date = timestamp(2012,3,1) | |
| //} | |
| // - - - - - FUNCTIONS - - - - - //{ | |
| f_rescale(float value, float min, float max, float limit, bool negatives) => | |
| ((limit * (negatives ? 2 : 1)) * (value - min) / (max - min)) - (negatives ? limit : 0) | |
| f_realized_price_oscillator(float realized_price) => | |
| rpo_o = math.log(open / realized_price) | |
| rpo_h = math.log(high / realized_price) | |
| rpo_l = math.log(low / realized_price) | |
| rpo_c = math.log(close / realized_price) | |
| [rpo_o, rpo_h, rpo_l, rpo_c] | |
| normalized_oscillator(float x, float b) => | |
| float oscillator = b | |
| var float min = na | |
| var float max = na | |
| if (oscillator > max or na(max)) and time >= normalization_start_date | |
| max := oscillator | |
| if (min > oscillator or na(min)) and time >= normalization_start_date | |
| min := oscillator | |
| if time >= normalization_start_date | |
| max := max * decay | |
| min := min * decay | |
| normalized_oscillator = f_rescale(x, min, max, lim, neg) | |
| //} | |
| // - - - - - CALCULATIONS - - - - - //{ | |
| float RC = request.security("COINMETRICS:BTC_MARKETCAPREAL", "D", close) | |
| float SP = request.security("GLASSNODE:BTC_SUPPLY","D", close) | |
| float Realiized_price = RC / SP | |
| [rpo_o, rpo_h, rpo_l, rpo_c] = f_realized_price_oscillator(Realiized_price) | |
| float norm_o = normalized_oscillator(rpo_o, rpo_c) | |
| float norm_h = normalized_oscillator(rpo_h, rpo_c) | |
| float norm_l = normalized_oscillator(rpo_l, rpo_c) | |
| float norm_c = normalized_oscillator(rpo_c, rpo_c) | |
| //} | |
| // - - - - - VISUALIZATION - - - - - //{ | |
| color col = color.from_gradient(norm_c, neg ? -lim : 0, lim, color.green,color.red) | |
| plotcandle(time >= plot_start_date ? norm_o : na, | |
| time >= plot_start_date ? norm_h : na, | |
| time >= plot_start_date ? norm_l : na, | |
| time >= plot_start_date ? norm_c : na, | |
| "rpo", col, wickcolor = col, bordercolor = col) | |
| bgcol = norm_h > (dca_out * lim) ? color.new(color.red,70) : norm_l < (dca_in* (neg ? -lim : 0)) ? color.new(color.green,70) : na | |
| barcol = norm_h > (dca_out * lim) ? color.new(color.red,0) : norm_l < (dca_in * (neg ? -lim : 0)) ? color.new(color.green,0) : na | |
| bgcolor(time >= plot_start_date and plot_signal ? bgcol : na) | |
| barcolor(time >= plot_start_date and plot_signal ? barcol : na) | |
| //} |
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