Bitcoin Margin Call Envelopes [saraphig & alexgrover]

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © saraphig & alexgrover
// ------------------------------------------------------------------------------------------------
// Original author:  alexgrover
// Original title:   Bitcoin Margin Call Envelopes [saraphig & alexgrover]
// Licence:          MPL-2.0 (the header above is the original notice, kept verbatim)
// Pine version:     4
// Fetched:          2026-10-12
// Ported to FloScript by FloSignals; modifications under MPL-2.0.
// Converter:        @flosignals/floscript 0.1.0, strict mode, score 100/100
// ------------------------------------------------------------------------------------------------
//@floscript=1
//@version=5
// Converted by the FloScript converter from a Pine-compatible v4 source.

indicator("Bitcoin Margin Call Envelopes [saraphig & alexgrover]", "BMCE", true)
length = input(100, "MA Length")
source = input(open)
matype = input.string("VWMA", options=["SMA", "VWMA", "KAMA"])
lv1 = input(25, "Leverage 1")
lv2 = input(15, "Leverage 2")
lv3 = input(10, "Leverage 3")
//----
src = 0.
if syminfo.ticker != "BTCUSD"
    txt = label.new(bar_index, low, text="Wrong Symbol! Use BTCUSD", color=color.white, style=label.style_label_left, textcolor=#ff1100, size=size.large)
    label.delete(txt[1])
    src := na
else
    src := source
//----
er = math.abs(ta.change(src, length)) / math.sum(math.abs(ta.change(src)), length)
kama = 0.
kama := nz(kama[1], src) + er * nz(src - kama[1])
ma = matype == "VWMA" ? ta.vwma(src, length) : matype == "KAMA" ? kama : ta.sma(src, length)
//----
up(x) => ma / x * (x + 1 - x * 0.005)
dn(x) => ma * x / (x + 1 - x * 0.005)
up3 = up(lv3)
up2 = up(lv2)
up1 = up(lv1)
dn3 = dn(lv3)
dn2 = dn(lv2)
dn1 = dn(lv1)
//----
plot(up3, "Up3", color.new(#2196f3, 0), 2)
plot(up2, "Up2", color.new(#2196f3, 0), 2)
plot(up1, "Up1", color.new(#2196f3, 0), 2)
plot(dn1, "Dn1", color.new(#ff1100, 0), 2)
plot(dn2, "Dn2", color.new(#ff1100, 0), 2)
plot(dn3, "Dn3", color.new(#ff1100, 0), 2)

This file is under the Mozilla Public License 2.0; it is a port of the original by alexgrover, with the original licence header kept and the changes made for FloScript noted in the file.

• v22026-10-14

  Library refresh 2026-10-14

• v12026-10-12

  Library refresh 2026-10-12