Free indicators

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# T1 T2 T3 T4 T5 T6

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# Mandelbrot->6 Variations

declare lower;

# Mandelbrot Logic

# /ES 1 minute chart cluster4 .0276 max:-.0003 min: -0.0006

# /ES 5 min chart cluster2 .0209 Max: -.0006 min: -.00026

input MaxIter =100; # Number of Mandelbrot iterations

input Threshold = 4.0; # Value at which we consider the iteration to be unbounded

def o = open;

def c = close;

def h = high;

def l = low;

def xHL2 = Hl2;

def v = volume;

def tcnt = tick_count;

def isvwap = vwap;

def nan = Double.NaN;

def bn = BarNumber();

def tickSize = if !IsNaN(TickSize()) then TickSize() else .01;

def tickValue = if !IsNaN(TickValue()) then TickValue() else .01;

def re = hl2 / hl2[1] - 1; # Using daily return as a simplification

# Define the iterative calculation within the fold function for Mandelbrot set

def n = fold i = 1 to MaxIter with z = 0.0 while (z * z < Threshold) do z * z + re;

def isn = if n * n < Threshold then n else MaxIter;

addChartBubble(isn>=-0.0006 && isn<=-0.0026,isn,"yes",color.cyan);

# Newton's Method

def newtonn = fold i2 = 1 to MaxIter with z2 = 0.0 while (z2 * z2 < Threshold) do z2 - ((z2 * z2 - 1) / (2 * z2));

def isn_newton = if newtonn * newtonn < Threshold then newtonn else MaxIter;

# Distance Estimation

def distEst = Absvalue(n) / Absvalue(re);

def isn_dist = if n * n < Threshold then 0 else distEst;

# Continuous Potential Method

def potential = Absvalue(re / n);

def isn_potential = if n * n < Threshold then 0 else potential;

# Escape Time Algorithm with Different Functions (using z^3 + c function)

def zCube = fold i3 = 1 to MaxIter with z3 = 0.0 while (z3 * z3 * z3 < Threshold) do z3 * z3 * z3 + re;

def isn_zCube = if zCube * zCube * zCube < Threshold then zCube else MaxIter;

# Exponential Smoothing

def expSmooth = ExpAverage(isn, 10);

def isn_expSmooth = if isn * isn < Threshold then expSmooth else MaxIter;

def f_mal;

input choose = { In_set,Newton, Distance, Continuous_Potential, default Escape_Time,ExpSmoothing};

switch (choose ) {

case In_set:

f_mal = isn;

case Newton:

f_mal = isn_newton;

case Distance:

f_mal = isn_dist ;

case Continuous_Potential:

f_mal = isn_potential ;

case Escape_Time:

f_mal = isn_zCube ;

case ExpSmoothing:

f_mal = isn_expSmooth ;

}

addlabel(1,choose,color.white);

# Anomaly Detection Logic (based on your previous script)

input length = 15; # Example length

def mean = Average(f_mal , length);

def stdDev = StDev(f_mal, length);

def upperBand1 = mean + stdDev;

def lowerBand1 = mean - stdDev;

def upperBand2 = mean + (3* stdDev);

def lowerBand2 = mean - (3 * stdDev);

def isAnomaly = f_mal > upperBand2 or f_mal < lowerBand2;

def mRoc = (f_mal - isn[1]) / isn[1] * 100;

def sig = f_mal * 100;

def issignal = if sig == 0 then 1 else 0;

def cnt = if f_mal< upperBand1 && f_mal>lowerBand1 then cnt[1]+1 else 0;

# Plotting

plot Mandelbrot = f_mal;

# Anomaly Detection Plots

plot UpperBand1a = upperBand1;

plot LowerBand1a = lowerBand1;

plot UpperBand2a = upperBand2;

plot LowerBand2a = lowerBand2;

plot breakout = if cnt==0 && cnt[1]>=6 then f_mal else double.nan;

breakout.SetLineWeight(4);

breakout.SetPaintingStrategy(paintingStrategy = PaintingStrategy.POINTS);

breakout.SetDefaultColor(color.cyan);

# Coloring Plots

Mandelbrot.SetDefaultColor(GetColor(1));

UpperBand1a.assignValueColor( if upperBand1< upperBand1[1] then color.red else color.green) ;

LowerBand1a.assignValueColor( if lowerBand1> lowerBand1[1] then color.red else color.green) ;

UpperBand2a.assignValueColor( if upperBand2< upperBand2[1] then color.red else color.green) ;

LowerBand2a.assignValueColor( if lowerBand2> lowerBand2[1] then color.red else color.green) ;