OPEN-SOURCE SCRIPT
Money Inflows & Outflows [xiaofashi]
// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//version=5
indicator("Open Interest Inflows & Outflows [LuxAlgo]", 'LuxAlgo - Open Interest Inflows & Outflows', format = format.volume)
//------------------------------------------------------------------------------
// Settings
//-----------------------------------------------------------------------------{
crO1 = "Price Sentiment"
crO2 = "Price"
crO3 = "Volume"
crO4 = "On Balance Volume"
crSH = input.bool(true, "OI Sentiment Correlation", inline = 'CRR')
crOP = input.string(crO1, '', options = [crO1, crO2, crO3, crO4], inline = 'CRR')
mimo = input.bool(true, 'Money Flow Estimates')
//Style
oiFS = input.bool(true, "OI Flow Sentiment", inline = 'style_oiflow', group = 'Style')
clUP = input.color(#00897B, '', inline = 'style_oiflow', group = 'Style')
clDW = input.color(#FF5252, '', inline = 'style_oiflow', group = 'Style')
prSS = input.bool(true, "Price Sentiment", inline = 'style_price', group = 'Style')
prSSCss = input.color(color.new(#9598a1, 50), ""
, inline = 'style_price'
, group = 'Style')
rUP = input.color(color.new(color.aqua, 50), 'Correlation Colors', inline = 'style_correlation', group = 'Style')
rDN = input.color(color.new(color.orange, 50), '', inline = 'style_correlation', group = 'Style')
smth = input.int(3, 'Smoothing', minval = 1
, display = display.all - display.status_line
, tooltip = 'Smoothing applicable for options\n -Open Interest Flow Sentiment\n -Price Sentiment'
, group = 'Others')
//-----------------------------------------------------------------------------}
// User Defined Types
//-----------------------------------------------------------------------------{
type bar
float h = high
float l = low
float c = close
float v = volume
//-----------------------------------------------------------------------------}
// Variables
//-----------------------------------------------------------------------------{
bar b = bar.new()
futures = syminfo.type == "futures"
//-----------------------------------------------------------------------------}
// Calculations
//-----------------------------------------------------------------------------{
oTF = futures and timeframe.isintraday ? "1D" : timeframe.period
// 第一步：先去掉当前代码中可能自带的 .P 或 .PERP 后缀，提取出基础币种名称
baseTicker = str.replace(syminfo.ticker, ".P", "")
baseTicker := str.replace(baseTicker, ".PERP", "")
// 第二步：根据是否为期货或加密货币，重新拼接 OI 后缀
sym = futures ? baseTicker + "_OI" : baseTicker + ".P_OI"
[oiH, oiL, oiC, cOI] = request.security(sym, oTF, [b.h, b.l, b.c, b.c > b.c[1]], ignore_invalid_symbol = true)
if barstate.islast and na(oiC)
var table oiT = table.new(position.middle_center, 1, 1)
table.cell(oiT, 0, 0, 'No Open Interest data found for the ' + syminfo.ticker + ' symbol.', text_size = size.normal, text_color = #ff9800, text_halign = text.align_left)
//-----------------------------------------------------------------------------}
// Calculations - Open Interest Flow Sentiment / Price Sentiment
//-----------------------------------------------------------------------------{
oiF = ta.ema(oiH + oiL - 2 * ta.ema(oiC, 13), smth)
prF = ta.ema(b.h + b.l - 2 * ta.ema(b.c, 13), smth)
pHST = ta.highest(prF, 89), pLST = ta.lowest (prF, 89)
oHST = ta.highest(oiF, 89), oLST = ta.lowest (oiF, 89)
plot(not futures and oiFS ? oiF : na, 'Open Interest Flow Sentiment'
, oiF > 0 ? oiF[1] > oiF ? color.new(clUP, 50) : clUP : oiF[1] > oiF ? clDW : color.new(clDW, 50)
, style = plot.style_columns
, display = display.all - display.status_line)
plot(not futures and prSS ? prF * (oHST - oLST) / (pHST - pLST) : na, 'Price Sentiment'
, prSSCss
, 2
, display = display.all - display.status_line)
//-----------------------------------------------------------------------------}
// Calculations - Correlation
//-----------------------------------------------------------------------------{
var float crX = na, var float crY = na
switch crOP
crO1 => crX := prF, crY := oiF
crO2 => crX := b.c, crY := oiC
crO3 => crX := b.v, crY := oiF
crO4 => crX := ta.obv, crY := oiC
crr = ta.correlation(crX, crY, 13)
pHST := ta.highest(crr, 89), pLST := ta.lowest (crr, 89)
a1 = plot(not futures and crSH ? crr * (oHST - oLST) / (pHST - pLST) : na, 'Correlation Line', color(na), editable = false, display = display.all - display.status_line)
a2 = plot(not futures and crSH ? 0 : na, 'Base Line', color(na), editable = false, display = display.all - display.status_line)
fill(a1, a2, pHST * (oHST - oLST) / (pHST - pLST), pLST * (oHST - oLST) / (pHST - pLST)
, top_color = crr > 0 ? rUP : color.new(color.orange, 100)
, bottom_color = crr > 0 ? color.new(color.aqua, 100) : rDN
, title = 'Correlation Band')
//-----------------------------------------------------------------------------}
// Calculations - Money Flow Estimates
//-----------------------------------------------------------------------------{
B = (oiC - oiL) / (oiH - oiL)
S = (oiH - oiC) / (oiH - oiL)
if mimo and not na(B)
var oiTbl = table.new(position.top_right, 5, 1, bgcolor = color(na), border_width = 3, border_color=color(na))
table.cell(oiTbl, 0, 0, text = 'Money Inflow %' + str.tostring(B / (B + S) * 100, '#.##'), text_color = clUP, text_halign = text.align_left, text_size = size.small)
table.cell(oiTbl, 1, 0, text = 'Money Outflow %' + str.tostring(S / (B + S) * 100, '#.##'), text_color = clDW, text_halign = text.align_left, text_size = size.small)
//-----------------------------------------------------------------------------}
// Calculations - Open Interest for Futures Markets
//-----------------------------------------------------------------------------{
plot(futures ? oiC : na, 'Futures Open Interest', cOI ? clUP : clDW, 3, plot.style_stepline, display = display.all - display.status_line)
//-----------------------------------------------------------------------------}
// © LuxAlgo
//version=5
indicator("Open Interest Inflows & Outflows [LuxAlgo]", 'LuxAlgo - Open Interest Inflows & Outflows', format = format.volume)
//------------------------------------------------------------------------------
// Settings
//-----------------------------------------------------------------------------{
crO1 = "Price Sentiment"
crO2 = "Price"
crO3 = "Volume"
crO4 = "On Balance Volume"
crSH = input.bool(true, "OI Sentiment Correlation", inline = 'CRR')
crOP = input.string(crO1, '', options = [crO1, crO2, crO3, crO4], inline = 'CRR')
mimo = input.bool(true, 'Money Flow Estimates')
//Style
oiFS = input.bool(true, "OI Flow Sentiment", inline = 'style_oiflow', group = 'Style')
clUP = input.color(#00897B, '', inline = 'style_oiflow', group = 'Style')
clDW = input.color(#FF5252, '', inline = 'style_oiflow', group = 'Style')
prSS = input.bool(true, "Price Sentiment", inline = 'style_price', group = 'Style')
prSSCss = input.color(color.new(#9598a1, 50), ""
, inline = 'style_price'
, group = 'Style')
rUP = input.color(color.new(color.aqua, 50), 'Correlation Colors', inline = 'style_correlation', group = 'Style')
rDN = input.color(color.new(color.orange, 50), '', inline = 'style_correlation', group = 'Style')
smth = input.int(3, 'Smoothing', minval = 1
, display = display.all - display.status_line
, tooltip = 'Smoothing applicable for options\n -Open Interest Flow Sentiment\n -Price Sentiment'
, group = 'Others')
//-----------------------------------------------------------------------------}
// User Defined Types
//-----------------------------------------------------------------------------{
type bar
float h = high
float l = low
float c = close
float v = volume
//-----------------------------------------------------------------------------}
// Variables
//-----------------------------------------------------------------------------{
bar b = bar.new()
futures = syminfo.type == "futures"
//-----------------------------------------------------------------------------}
// Calculations
//-----------------------------------------------------------------------------{
oTF = futures and timeframe.isintraday ? "1D" : timeframe.period
// 第一步：先去掉当前代码中可能自带的 .P 或 .PERP 后缀，提取出基础币种名称
baseTicker = str.replace(syminfo.ticker, ".P", "")
baseTicker := str.replace(baseTicker, ".PERP", "")
// 第二步：根据是否为期货或加密货币，重新拼接 OI 后缀
sym = futures ? baseTicker + "_OI" : baseTicker + ".P_OI"
[oiH, oiL, oiC, cOI] = request.security(sym, oTF, [b.h, b.l, b.c, b.c > b.c[1]], ignore_invalid_symbol = true)
if barstate.islast and na(oiC)
var table oiT = table.new(position.middle_center, 1, 1)
table.cell(oiT, 0, 0, 'No Open Interest data found for the ' + syminfo.ticker + ' symbol.', text_size = size.normal, text_color = #ff9800, text_halign = text.align_left)
//-----------------------------------------------------------------------------}
// Calculations - Open Interest Flow Sentiment / Price Sentiment
//-----------------------------------------------------------------------------{
oiF = ta.ema(oiH + oiL - 2 * ta.ema(oiC, 13), smth)
prF = ta.ema(b.h + b.l - 2 * ta.ema(b.c, 13), smth)
pHST = ta.highest(prF, 89), pLST = ta.lowest (prF, 89)
oHST = ta.highest(oiF, 89), oLST = ta.lowest (oiF, 89)
plot(not futures and oiFS ? oiF : na, 'Open Interest Flow Sentiment'
, oiF > 0 ? oiF[1] > oiF ? color.new(clUP, 50) : clUP : oiF[1] > oiF ? clDW : color.new(clDW, 50)
, style = plot.style_columns
, display = display.all - display.status_line)
plot(not futures and prSS ? prF * (oHST - oLST) / (pHST - pLST) : na, 'Price Sentiment'
, prSSCss
, 2
, display = display.all - display.status_line)
//-----------------------------------------------------------------------------}
// Calculations - Correlation
//-----------------------------------------------------------------------------{
var float crX = na, var float crY = na
switch crOP
crO1 => crX := prF, crY := oiF
crO2 => crX := b.c, crY := oiC
crO3 => crX := b.v, crY := oiF
crO4 => crX := ta.obv, crY := oiC
crr = ta.correlation(crX, crY, 13)
pHST := ta.highest(crr, 89), pLST := ta.lowest (crr, 89)
a1 = plot(not futures and crSH ? crr * (oHST - oLST) / (pHST - pLST) : na, 'Correlation Line', color(na), editable = false, display = display.all - display.status_line)
a2 = plot(not futures and crSH ? 0 : na, 'Base Line', color(na), editable = false, display = display.all - display.status_line)
fill(a1, a2, pHST * (oHST - oLST) / (pHST - pLST), pLST * (oHST - oLST) / (pHST - pLST)
, top_color = crr > 0 ? rUP : color.new(color.orange, 100)
, bottom_color = crr > 0 ? color.new(color.aqua, 100) : rDN
, title = 'Correlation Band')
//-----------------------------------------------------------------------------}
// Calculations - Money Flow Estimates
//-----------------------------------------------------------------------------{
B = (oiC - oiL) / (oiH - oiL)
S = (oiH - oiC) / (oiH - oiL)
if mimo and not na(B)
var oiTbl = table.new(position.top_right, 5, 1, bgcolor = color(na), border_width = 3, border_color=color(na))
table.cell(oiTbl, 0, 0, text = 'Money Inflow %' + str.tostring(B / (B + S) * 100, '#.##'), text_color = clUP, text_halign = text.align_left, text_size = size.small)
table.cell(oiTbl, 1, 0, text = 'Money Outflow %' + str.tostring(S / (B + S) * 100, '#.##'), text_color = clDW, text_halign = text.align_left, text_size = size.small)
//-----------------------------------------------------------------------------}
// Calculations - Open Interest for Futures Markets
//-----------------------------------------------------------------------------{
plot(futures ? oiC : na, 'Futures Open Interest', cOI ? clUP : clDW, 3, plot.style_stepline, display = display.all - display.status_line)
//-----------------------------------------------------------------------------}
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La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.