--+------------------------------------------------------------------+ --| Copyright © 2017, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ function Init() indicator:name("Bigger timeframe ATR Channel"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("BS", "Time frame to calculate ATR Channel", "", "D1"); indicator.parameters:setFlag("BS", core.FLAG_PERIODS); indicator.parameters:addInteger("P1", "ATR Period", "ATR Period", 10); indicator.parameters:addInteger("P3", "EMA Period", "EMA Period", 20); indicator.parameters:addInteger("Multiplier", "ATR Multiplier", "", 1); indicator.parameters:addString("Method", "Method", "", "MVA"); indicator.parameters:addStringAlternative("Method", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("Method", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("Method", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("Method", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("Method", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("Method", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("Method", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("Method", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("Method", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("Method", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("Method", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("Method", "T3", "", "T3"); indicator.parameters:addStringAlternative("Method", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("Method", "Median", "", "Median"); indicator.parameters:addStringAlternative("Method", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("Method", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("Method", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("Method", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("Method", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("Method", "JSmooth", "", "JSmooth"); indicator.parameters:addString("MORE", "Show additional lines", "Yes", "Yes"); indicator.parameters:addStringAlternative("MORE", "Yes", "Show additional lines", "Yes"); indicator.parameters:addStringAlternative("MORE", "No", "Show additional lines", "No"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Central_color", "Central", "Color of Central", core.rgb(0, 0, 255)); indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE); indicator.parameters:addColor("Top_color", "Top", "Color of Top", core.rgb(0, 255, 0)); indicator.parameters:addInteger("width2", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style2", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE); indicator.parameters:addColor("Bottom_color", "Bottom", "Color of Bottom", core.rgb(255, 0, 0)); indicator.parameters:addInteger("width3", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style3", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style3", core.FLAG_LINE_STYLE); end local source; -- the source local bf_data = nil; -- the high/low data local P1; local P3; local MORE; local BS; local bf_length; -- length of the bigger frame in seconds local dates; -- candle dates local host; local S1,S2,S3,S4,S5,S6,S7; local ATRch; local day_offset; local week_offset; local extent; local first; local Multiplier; function Prepare() source = instance.source; first=source:first(); host = core.host; day_offset = host:execute("getTradingDayOffset"); week_offset = host:execute("getTradingWeekOffset"); BS = instance.parameters.BS; P1 = instance.parameters.P1; P3 = instance.parameters.P3; MORE = instance.parameters.MORE; Method= instance.parameters.Method; Multiplier= instance.parameters.Multiplier; extent = math.max(P1,P3)*2; local s, e, s1, e1; assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); assert(core.indicators:findIndicator("ATR CHANNEL") ~= nil, "Please, download and install ATR CHANNEL.LUA indicator"); s, e = core.getcandle(source:barSize(), core.now(), 0, 0); s1, e1 = core.getcandle(BS, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), "The chosen time frame must be bigger than the chart time frame!"); bf_length = math.floor((e1 - s1) * 86400 + 0.5); local name = profile:id() .. "(" .. source:name() .. "," .. BS .. "," .. P1 .. "," .. P3 .. ")"; instance:name(name); S1 = instance:addStream("Central", core.Line, name .. "Central", "Central", instance.parameters.Central_color, first); S1:setWidth(instance.parameters.width1); S1:setStyle(instance.parameters.style1); S2 = instance:addStream("Top1", core.Line, name .. "Top", "Top", instance.parameters.Top_color, first); S1:setWidth(instance.parameters.width2); S1:setStyle(instance.parameters.style2); S3 = instance:addStream("Bottom1", core.Line, name .. "Bottom", "Bottom", instance.parameters.Bottom_color, first); S3:setWidth(instance.parameters.width3); S3:setStyle(instance.parameters.style3); S4 = instance:addStream("Top2", core.Line, name .. "Top", "", instance.parameters.Top_color, first); S4:setWidth(instance.parameters.width2); S4:setStyle(instance.parameters.style2); S5 = instance:addStream("Bottom2", core.Line, name .. "Bottom", "", instance.parameters.Bottom_color, first); S5:setWidth(instance.parameters.width3); S5:setStyle(instance.parameters.style3); S6 = instance:addStream("Top3", core.Line, name .. "Top", "", instance.parameters.Top_color, first); S6:setWidth(instance.parameters.width2); S6:setStyle(instance.parameters.style2); S7 = instance:addStream("Bottom3", core.Line, name .. "Bottom", "", instance.parameters.Bottom_color, first); S7:setWidth(instance.parameters.width3); S7:setStyle(instance.parameters.style3); end local loading = false; local loadingFrom, loadingTo; local pday = nil; -- the function which is called to calculate the period function Update(period, mode) -- get date and time of the hi/lo candle in the reference data local bf_candle; bf_candle = core.getcandle(BS, source:date(period), day_offset, week_offset); -- if data for the specific candle are still loading -- then do nothing if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then return ; end -- if the period is before the source start -- the do nothing if period < source:first() then return ; end -- if data is not loaded yet at all -- load the data if bf_data == nil then -- there is no data at all, load initial data local to, t; local from; if (source:isAlive()) then -- if the source is subscribed for updates -- then subscribe the current collection as well to = 0; else -- else load up to the last currently available date t, to = core.getcandle(BS, source:date(period), day_offset, week_offset); end from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset); S1:setBookmark(1, period); -- shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then -- if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = to; bf_data = host:execute("getHistory", 1, source:instrument(), BS, loadingFrom, to, source:isBid()); ATRch = core.indicators:create("ATR CHANNEL", bf_data, P1,P3,Multiplier,Method,"Yes"); return ; end -- check whether the requested candle is before -- the reference collection start if (bf_candle < bf_data:date(0)) then S1:setBookmark(1, period); if loading then return ; end -- shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then -- if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = bf_data:date(0); host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo); return ; end -- check whether the requested candle is after -- the reference collection end if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then S1:setBookmark(1, period); if loading then return ; end loading = true; loadingFrom = bf_data:date(bf_data:size() - 1); loadingTo = bf_candle; host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo); return ; end ATRch:update(mode); local p; p = core.findDate(bf_data, bf_candle, true); if p == -1 then return ; end if ATRch:getStream(0):hasData(p) then S1[period] = ATRch:getStream(0)[p]; end if ATRch:getStream(1):hasData(p) then S2[period] = ATRch:getStream(1)[p]; end if ATRch:getStream(2):hasData(p) then S3[period] = ATRch:getStream(2)[p]; end if ATRch:getStream(3):hasData(p) then S4[period] = ATRch:getStream(3)[p]; end if ATRch:getStream(4):hasData(p) then S5[period] = ATRch:getStream(4)[p]; end if ATRch:getStream(5):hasData(p) then S6[period] = ATRch:getStream(5)[p]; end if ATRch:getStream(6):hasData(p) then S7[period] = ATRch:getStream(6)[p]; end end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period; pday = nil; period = S1:getBookmark(1); if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end