WatchlistTracker

study(title = "WatchlistTracker", overlay=false)

//
// globals
//
successCount = 3 // 3 or more successes
getPrepared = -0.3500
overSold = -0.4000
prepColor = navy
triggerColor = red
longColor = green
spacer = 24
shortlen = 13
longlen = 25

//
// inputs
//
bollngrLen = input(defval=20, type=integer, minval=1, maxval=300) 
bollngrMult = input(defval=2.5, type=float, minval=0.1, maxval=50)
macdFastLen = input(12, minval=1) 
macdSlowLen = input(26, minval=1)
macdSignalLen = input(9, minval=1)
stochLen = input(5, minval=1)
stochEntry = input(20, minval=1)
stochExit = input(80, minval=1)
rsiEntry = input(25, minval=1)
rsiExit = input(65, minval=1)
rsiLen = input(defval=13,type=integer,minval=1,maxval=300)

//
// functions
//
countSuccesses(bollngrSuccess, macdSuccess, stochSuccess, rsiSuccess) =>
    count = (bollngrSuccess ? 1 : 0) + (macdSuccess ? 1 : 0) + (stochSuccess ? 1 : 0) + (rsiSuccess ? 1 : 0)
    count


bollngrBasis(s) => sma(s, bollngrLen)
bollngrDev(s) => bollngrMult * stdev(s, bollngrLen)
bollngrLowr(s) => bollngrBasis(s) - bollngrDev(s)


macdFastMA(s) => ema(s, macdFastLen)
macdSlowMA(s) => ema(s, macdSlowLen)
macd(s) => macdFastMA(s) - macdSlowMA(s)
macdSignal(s) => sma(s, macdSignalLen)

stochVal(s) => stoch(s, high, low, stochLen)

rsiVal(s) => rsi(s,rsiLen)


//
// calculate long signals - over the last 6 ticks
//
longSignals = 0

bollngrLong(s,bl) => (lowest(s,1) < bl) or (lowest(s,2) < bl[1]) or (lowest(s,3) < bl[2])  or (lowest(s,4) < bl[3]) or (lowest(s,5) < bl[4]) or (lowest(s,6) < bl[5])

macdLong(macd,macds) => (macd[1] <= macds[1] and macd > macds) or (macd[2] <= macds[2] and macd[1] > macds[1]) or (macd[3] <= macds[3] and macd[2] > macds[2]) or (macd[4] <= macds[4] and macd[3] > macds) or (macd[5] <= macds[5] and macd[4] > macds[4]) or (macd[6] <= macds[6] and macd[5] > macds[5])

stochLong(stoc) => (stoc[1] <= stochEntry and stoc > stochEntry) or (stoc[2] <= stochEntry and stoc[1] > stochEntry) or (stoc[3] <= stochEntry and stoc[2] > stochEntry) or (stoc[4] <= stochEntry and stoc[3] > stochEntry) or (stoc[5] <= stochEntry and stoc[4] > stochEntry) or (stoc[6] <= stochEntry and stoc[5] > stochEntry)

rsiLong(r) => (r[1] <= rsiEntry and r > rsiEntry) or (r[2] <= rsiEntry and r[1] > rsiEntry) or (r[3] <= rsiEntry and r[2] > rsiEntry) or (r[4] <= rsiEntry and r[3] > rsiEntry) or (r[5] <= rsiEntry and r[4] > rsiEntry) or (r[6] <= rsiEntry and r[5] > rsiEntry)


hline(spacer, linestyle=dashed, color=white)

sym(s) => security(s, period, close)
step3(t) => (t <= getPrepared) ? prepColor : white
step2(t) => (t <= overSold) ? triggerColor : step3(t)
status(s, bl, macd, macds, stoc, r, t) => countSuccesses(bollngrLong(s,bl), macdLong(macd,macds), stochLong(stoc), rsiLong(r)) >= successCount ? longColor : step2(t)

s1 = sym("GLW")
tsi1 = tsi(s1, shortlen, longlen)
bl1 = bollngrLowr(s1)
macd1 = macd(s1)
macds1 = macd(s1)
stoc1 = stochVal(s1)
rsi1 = rsiVal(s1)
plot(1,color=status(s1,bl1,macd1,macds1,stoc1,rsi1,tsi1),style=circles,linewidth=2)

s2 = sym("UA")
tsi2 = tsi(s2, shortlen, longlen)
bl2 = bollngrLowr(s2)
macd2 = macd(s2)
macds2 = macd(s2)
stoc2 = stochVal(s2)
rsi2 = rsiVal(s2)
plot(2,color=status(s2,bl2,macd2,macds2,stoc2,rsi2,tsi2),style=circles,linewidth=2)

s3 = sym("HPQ")
tsi3 = tsi(s3, shortlen, longlen)
bl3 = bollngrLowr(s3)
macd3 = macd(s3)
macds3 = macd(s3)
stoc3 = stochVal(s3)
rsi3 = rsiVal(s3)
plot(3,color=status(s3,bl3,macd3,macds3,stoc3,rsi3,tsi3),style=circles,linewidth=2)

s4 = sym("TWTR")
tsi4 = tsi(s4, shortlen, longlen)
bl4 = bollngrLowr(s4)
macd4 = macd(s4)
macds4 = macd(s4)
stoc4 = stochVal(s4)
rsi4 = rsiVal(s4)
plot(4,color=status(s4,bl4,macd4,macds4,stoc4,rsi4,tsi4),style=circles,linewidth=2)

s5 = sym("NKE")
tsi5 = tsi(s5, shortlen, longlen)
bl5 = bollngrLowr(s5)
macd5 = macd(s5)
macds5 = macd(s5)
stoc5 = stochVal(s5)
rsi5 = rsiVal(s5)
plot(5,color=status(s5,bl5,macd5,macds5,stoc5,rsi5,tsi5),style=circles,linewidth=2)

s6 = sym("YHOO")
tsi6 = tsi(s6, shortlen, longlen)
bl6 = bollngrLowr(s6)
macd6 = macd(s6)
macds6 = macd(s6)
stoc6 = stochVal(s6)
rsi6 = rsiVal(s6)
plot(6,color=status(s6,bl6,macd6,macds6,stoc6,rsi6,tsi6),style=circles,linewidth=2)

s7 = sym("BMY")
tsi7 = tsi(s7, shortlen, longlen)
bl7 = bollngrLowr(s7)
macd7 = macd(s7)
macds7 = macd(s7)
stoc7 = stochVal(s7)
rsi7 = rsiVal(s7)
plot(7,color=status(s7,bl7,macd7,macds7,stoc7,rsi7,tsi7),style=circles,linewidth=2)

s8 = sym("STJ")
tsi8 = tsi(s8, shortlen, longlen)
bl8 = bollngrLowr(s8)
macd8 = macd(s8)
macds8 = macd(s8)
stoc8 = stochVal(s8)
rsi8 = rsiVal(s8)
plot(8,color=status(s8,bl8,macd8,macds8,stoc8,rsi8,tsi8),style=circles,linewidth=2)

s9 = sym("GPRO")
tsi9 = tsi(s9, shortlen, longlen)
bl9 = bollngrLowr(s9)
macd9 = macd(s9)
macds9 = macd(s9)
stoc9 = stochVal(s9)
rsi9 = rsiVal(s9)
plot(9,color=status(s9,bl9,macd9,macds9,stoc9,rsi9,tsi9),style=circles,linewidth=2)

s10 = sym("MDT")
tsi10 = tsi(s10, shortlen, longlen)
bl10 = bollngrLowr(s10)
macd10 = macd(s10)
macds10 = macd(s10)
stoc10 = stochVal(s10)
rsi10 = rsiVal(s10)
plot(10,color=status(s10,bl10,macd10,macds10,stoc10,rsi10,tsi10),style=circles,linewidth=2)

s11 = sym("NXPI")
tsi11 = tsi(s11, shortlen, longlen)
bl11 = bollngrLowr(s11)
macd11 = macd(s11)
macds11 = macd(s11)
stoc11 = stochVal(s11)
rsi11 = rsiVal(s11)
plot(11,color=status(s11,bl11,macd11,macds11,stoc11,rsi11,tsi11),style=circles,linewidth=2)

s12 = sym("SBUX")
tsi12 = tsi(s12, shortlen, longlen)
bl12 = bollngrLowr(s12)
macd12 = macd(s12)
macds12 = macd(s12)
stoc12 = stochVal(s12)
rsi12 = rsiVal(s12)
plot(12,color=status(s12,bl12,macd12,macds12,stoc12,rsi12,tsi12),style=circles,linewidth=2)

s13 = sym("CELG")
tsi13 = tsi(s13, shortlen, longlen)
bl13 = bollngrLowr(s13)
macd13 = macd(s13)
macds13 = macd(s13)
stoc13 = stochVal(s13)
rsi13 = rsiVal(s13)
plot(13,color=status(s13,bl13,macd13,macds13,stoc13,rsi13,tsi13),style=circles,linewidth=2)

s14 = sym("BABA")
tsi14 = tsi(s14, shortlen, longlen)
bl14 = bollngrLowr(s14)
macd14 = macd(s14)
macds14 = macd(s14)
stoc14 = stochVal(s14)
rsi14 = rsiVal(s14)
plot(14,color=status(s14,bl14,macd14,macds14,stoc14,rsi14,tsi14),style=circles,linewidth=2)

s15 = sym("AAPL")
tsi15 = tsi(s15, shortlen, longlen)
bl15 = bollngrLowr(s15)
macd15 = macd(s15)
macds15 = macd(s15)
stoc15 = stochVal(s15)
rsi15 = rsiVal(s15)
plot(15,color=status(s15,bl15,macd15,macds15,stoc15,rsi15,tsi15),style=circles,linewidth=2)