-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=2430 -- Id: 11999 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal : https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Averages indicator"); indicator:description("Averages indicator"); indicator:requiredSource(core.Tick); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); 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:addStringAlternative("Method", "KAMA", "", "KAMA"); indicator.parameters:addInteger("Period", "Period", "", 20); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("MainClr", "Main color", "Main color", core.rgb(0, 255, 0)); indicator.parameters:addColor("UPclr", "UP color", "UP color", core.rgb(255, 0, 0)); indicator.parameters:addColor("DNclr", "DN color", "DN color", core.rgb(0, 0, 255)); indicator.parameters:addInteger("widthLinReg", "Line width", "Line width", 1, 1, 5); indicator.parameters:addInteger("styleLinReg", "Line style", "Line style", core.LINE_SOLID); indicator.parameters:setFlag("styleLinReg", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("Mode"); indicator.parameters:addString("Live", "End of Turn / Live", "", "Live"); indicator.parameters:addStringAlternative("Live", "End of Turn", "", "End of Turn"); indicator.parameters:addStringAlternative("Live", "Live", "", "Live"); indicator.parameters:addGroup("Alerts Sound"); indicator.parameters:addBoolean("PlaySound", "Play Sound", "", true); indicator.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", false); indicator.parameters:addGroup("Alerts Email"); indicator.parameters:addBoolean("SendEmail", "Send Email", "", true); indicator.parameters:addString("Email", "Email", "", ""); indicator.parameters:setFlag("Email", core.FLAG_EMAIL); indicator.parameters:addBoolean("Show", "Show Dialog box Alert", "", true); indicator.parameters:addBoolean("OnlyOnce", "Alert Once", "Subsequent Alert will be ignored.", false); Parameters (1, "Slope") end function Parameters ( id, Label ) indicator.parameters:addGroup(Label .. " Alert"); indicator.parameters:addBoolean("ON"..id , "Show " .. Label .." Alert" , "", true); indicator.parameters:addFile("Up"..id, Label .. " Up Slope Sound", "", ""); indicator.parameters:setFlag("Up"..id, core.FLAG_SOUND); indicator.parameters:addFile("Down"..id, Label .. " Down Slope Sound", "", ""); indicator.parameters:setFlag("Down"..id, core.FLAG_SOUND); indicator.parameters:addString("Label"..id, "Label", "", Label); end local Number = 1; local first; local MainBuff = nil; local ColorMode= true; local UPclr, DNclr; local updateParams; local UpdateFunction; local name; local KAMA; --////////////////////////////////// local Up={}; local Down={}; local Label={}; local ON={}; local Line; local up={}; local down={}; local Size; local Email; local SendEmail; local RecurrentSound ,SoundFile ; local Show; local Alert; local PlaySound; local Live; local FIRST=true; local OnlyOnce; local U={}; local D={}; local Color; local OnlyOnceFlag; function Prepare(onlyName) source = instance.source; local Method = instance.parameters.Method; OnlyOnceFlag=true; FIRST=true; OnlyOnce = instance.parameters.OnlyOnce; Show = instance.parameters.Show; Live = instance.parameters.Live; if Method == "IE/2" then Method = "IE_2"; end Period = instance.parameters.Period; ColorMode = instance.parameters.ColorMode; if _G[Method .. "Init"] == nil or _G[Method .. "Update"] == nil then assert(false, "The method " .. Method .. " is unknown"); end name = profile:id() .. "(" .. source:name() .. "," .. instance.parameters.Method .. "," .. Period .. ")"; instance:name(name); if onlyName then return ; end KAMA = core.indicators:create("KAMA", source, Period); ColorMode = instance.parameters.ColorMode; UPclr = instance.parameters.UPclr; DNclr = instance.parameters.DNclr; updateParams = _G[Method .. "Init"](source, Period); UpdateFunction = _G[Method .. "Update"]; MainBuff = instance:addStream("MainBuff", core.Line, name .. ".MA", "MA", instance.parameters.MainClr, updateParams.first); MainBuff:setWidth(instance.parameters.widthLinReg); MainBuff:setStyle(instance.parameters.styleLinReg); MainBuff:setPrecision (source:getPrecision ()); first = updateParams.first; updateParams.buffer = MainBuff; Color= instance:addInternalStream(0, 0); Initialization(); end function Initialization () Size=instance.parameters.Size; SendEmail = instance.parameters.SendEmail; local i; for i = 1, Number , 1 do Label[i]=instance.parameters:getString("Label" .. i); ON[i]=instance.parameters:getBoolean("ON" .. i); end if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not(SendEmail) or (SendEmail and Email ~= ""), "E-mail address must be specified"); PlaySound = instance.parameters.PlaySound; if PlaySound then for i = 1, Number , 1 do Up[i]=instance.parameters:getString("Up" .. i); Down[i]=instance.parameters:getString("Down" .. i); end else for i = 1, Number , 1 do Up[i]=nil; Down[i]=nil; end end for i = 1, Number , 1 do assert(not(PlaySound) or (PlaySound and Up[i] ~= "") or (PlaySound and Up[i] ~= ""), "Sound file must be chosen"); assert(not(PlaySound) or (PlaySound and Down[i] ~= "") or (PlaySound and Down[i] ~= ""), "Sound file must be chosen"); end RecurrentSound = instance.parameters.RecurrentSound; for i = 1, Number , 1 do U[i] = nil; D[i] = nil; end end function Calculation(period, mode) UpdateFunction(updateParams, period, mode); if MainBuff[period] > MainBuff[period - 1] then MainBuff:setColor(period, UPclr); Color[period]=1; elseif MainBuff[period] < MainBuff[period - 1] then MainBuff:setColor(period, DNclr); Color[period]=-1; else Color[period]=0; MainBuff:setColor(period, instance.parameters.MainClr); end end function Update(period, mode) if period< first then return; end Calculation(period, mode); Activate (1, period); end function Activate (id, period) local Shift=0; if Live~= "Live" then period=period-1; Shift=1; end if id == 1 and ON[id] then if Color[period] == 1 and Color[period-1] ~= 1 then D[id] = nil; if U[id]~=source:serial(period) and period == source:size()-1-Shift and not FIRST then OnlyOnceFlag=false; U[id]=source:serial(period); SoundAlert(Up[id]); EmailAlert( Label[id], " Up ", period); if Show then Pop(Label[id], " Up " ); end end elseif Color[period] == -1 and Color[period-1] ~= -1 then U[id] = nil; if D[id]~=source:serial(period) and period == source:size()-1-Shift and not FIRST then OnlyOnceFlag=false; D[id]=source:serial(period); SoundAlert(Down[id]); EmailAlert( Label[id] , " Down ", period); if Show then Pop(Label[id], " Down " ); end end end end if FIRST then FIRST=false; end end function AsyncOperationFinished (cookie, success, message) end function Pop(label , note) core.host:execute ("prompt", 1, label , " ( " .. source:instrument() .. " ) " .. label .. " : " .. note ); end function SoundAlert(Sound) if not PlaySound then return; end if OnlyOnce and OnlyOnceFlag== false then return; end terminal:alertSound(Sound, RecurrentSound); end function EmailAlert( label , Subject, period) if not SendEmail then return end if OnlyOnce and OnlyOnceFlag== false then return; end local date = source:date(period); local DATA = core.dateToTable (date); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local text = Note .. delim .. Symbol .. delim .. Time; terminal:alertEmail(Email, profile:id(), text); end -- ============================================================================= -- Implementations -- ============================================================================= function KAMAInit(source, n) local p = {}; p.first = source:first() + n - 1+1; p.n = n; p.source = source; return p; end -- -- Simple moving average -- function MVAInit(source, n) local p = {}; p.first = source:first() + n - 1; p.n = n; p.offset = n - 1; p.source = source; return p; end function MVAUpdate(params, period, mode) params.buffer[period] = mathex.avg(params.source, period - params.offset, period); end -- -- Exponential moving average -- function EMAInit(source, n) local p = {}; p.first = source:first(); p.k = 2.0 / (n + 1.0); p.source = source; return p; end function EMAUpdate(params, period, mode) if period == params.first then params.buffer[period] = params.source[period]; else params.buffer[period] = (1 - params.k) * params.buffer[period - 1] + params.k * params.source[period]; end end -- -- Linear-weighted moving average -- function LWMAInit(source, n) local p = {}; p.first = source:first() + n - 1; p.n = n; p.offset = n - 1; p.source = source; return p; end function LWMAUpdate(params, period, mode) params.buffer[period] = mathex.lwma(params.source, period - params.offset, period); end -- -- Wilders smooting average -- function WilderInit(source, n) local p = {}; p.n = n; p.n1 = 2 * n - 1; p.k = 2.0 / (p.n1 + 1.0); p.first = source:first() + p.n1 - 1; p.source = source; return p; end function WilderUpdate(params, period, mode) if period == params.first then params.buffer[period] = mathex.avg(source, period - params.n + 1, period); else params.buffer[period] = ((params.source[period] - params.buffer[period - 1]) * params.k) + params.buffer[period - 1]; end end -- -- SMMA (smoothed moving average) -- function SMMAInit(source, n) local p = {}; p.first = source:first() + n - 1; p.n = n; p.source = source; return p; end function SMMAUpdate(params, period, mode) if period == params.first then params.buffer[period] = mathex.avg(params.source, period - params.n + 1, period); else params.buffer[period] = (params.buffer[period - 1] * (params.n - 1) + params.source[period]) / params.n; end end -- -- GeoMean -- function GeoMeanInit(source, n) local p = {}; p.first = source:first() + n - 1; p.n = n; p.exp = 1 / n; p.offset = n - 1; p.source = source; return p; end function GeoMeanUpdate(params, period, mode) local i, s, src; s = 1; src = params.source; for i = period - params.offset, period, 1 do s = s * src[i]; end params.buffer[period] = math.pow(s, params.exp); end -- -- SineWMA: Sine weighted moving average -- function SineWMAInit(source, n) local p = {}; p.source = source; p.n = n; p.offset = n - 1; p.sine = {}; p.first = source:first() + n - 1; local i, w; w = 0; for i = 1, n, 1 do p.sine[i] = math.sin(math.pi * (n - i + 1) / (n + 1)); w = w + p.sine[i]; end p.weight = w; p.alwaysZero = (w == 0); return p; end function SineWMAUpdate(params, period, mode) local sum = 0; if not params.alwaysZero then local src = params.source; local sine = params.sine; local n = params.n; local p = period - n; for i = 1, n, 1 do sum = sum + src[p + i] * sine[i]; end sum = sum / params.weight; end params.buffer[period] = sum; end -- -- TriMA: Triangular Moving Average -- function TriMAInit(source, n) local p = {}; p.source = source; p.n = n; p.len = math.ceil((n + 1) / 2); p.first1 = source:first() + p.len - 1; p.mabuffer = instance:addInternalStream(p.first1, 0); p.first = p.first1 + p.len - 1; p.offset = p.len - 1; return p; end function TriMAUpdate(params, period, mode) local off = params.offset; if period == params.first then -- fill sma's before the first value local i; for i = params.first1, params.first, 1 do params.mabuffer[i] = mathex.avg(params.source, i - off, i); end else params.mabuffer[period] = mathex.avg(params.source, period - off, period); end params.buffer[period] = mathex.avg(params.mabuffer, period - off, period); end -- -- LSMA: Least Square Moving Average (or EPMA, Linear Regression Line) -- function LSMAInit(source, n) local p = {}; p.source = source; p.n = n; p.offset = p.n - 1; p.first = source:first() + n - 1; return p; end function LSMAUpdate(params, period, mode) params.buffer[period] = mathex.lreg(params.source, period - params.offset, period); end -- -- HMA: Hull Moving Average by Alan Hull -- function HMAInit(source, n) assert(n >= 4, "n must be at least 4"); local p = {}; p.source = source; p.n = n; p.len = n; p.halflen = math.max(math.floor(p.len / 2), 1); p.first1 = source:first() + p.halflen - 1; p.lwma1 = instance:addInternalStream(p.first1, 0); p.first2 = source:first() + p.len - 1; p.lwma2 = instance:addInternalStream(p.first2, 0); p.first3 = math.max(p.first1, p.first2); p.tmp = instance:addInternalStream(p.first3, 0); p.len1 = math.max(math.floor(math.sqrt(n)), 1) - 1; p.first = p.first3 + p.len1 - 1; return p; end function HMAUpdate(params, period, mode) if period == params.first then local i; local src = params.source; for i = params.first1, period, 1 do params.lwma1[i] = mathex.lwma(params.source, i - params.halflen + 1, i); end for i = params.first2, period, 1 do params.lwma2[i] = mathex.lwma(params.source, i - params.len + 1, i); end for i = params.first3, period, 1 do params.tmp[i] = 2 * params.lwma1[i] - params.lwma2[i]; end else params.lwma1[period] = mathex.lwma(params.source, period - params.halflen + 1, period); params.lwma2[period] = mathex.lwma(params.source, period - params.len + 1, period); params.tmp[period] = 2 * params.lwma1[period] - params.lwma2[period]; end params.buffer[period] = mathex.lwma(params.tmp, period - params.len1 + 1, period); end -- -- Zero-lag EMA -- function ZeroLagEMAInit(source, n) local p = {}; p.alpha = 2.0 / (n + 1.0); p.lag = math.ceil((n - 1) / 2); p.first = source:first() + p.lag; p.source = source; return p; end function ZeroLagEMAUpdate(params, period, mode) if period == params.first then params.buffer[period] = params.source[period]; else params.buffer[period] = params.alpha * (2 * params.source[period] - params.source[period - params.lag]) + (1 - params.alpha) * params.buffer[period - 1]; end end -- -- DEMA: Double Exponential Moving Average (DEMA) -- DEMA(n) = 2 * EMA(n) - EMA(EMA(n), n) -- function DEMAInit(source, n) local p = {}; p.first = source:first(); p.k = 2.0 / (n + 1.0); p.ema = instance:addInternalStream(p.first, 0); p.ema2 = instance:addInternalStream(p.first, 0); p.source = source; return p; end function DEMAUpdate(params, period, mode) if period == params.first then params.ema[period] = params.source[period]; params.ema2[period] = params.source[period]; params.buffer[period] = params.source[period]; else local ema, ema2, k, k1; ema = params.ema; ema2 = params.ema2; k = params.k; k1 = 1 - params.k; ema[period] = k1 * ema[period - 1] + k * params.source[period]; ema2[period] = k1 * ema2[period - 1] + k * ema[period]; params.buffer[period] = 2 * ema[period] - ema2[period]; end end function KAMAUpdate(params, period, mode) KAMA:update(mode); params.buffer[period] = KAMA.DATA[period]; end -- -- T3: T3 by T.Tillson -- T3 = DEMA(DEMA(DEMA))) -- function T3Init(source, n) local p = {}; p.dema1 = DEMAInit(source, n); p.dema1.buffer = instance:addInternalStream(p.dema1.first, 0); p.dema2 = DEMAInit(p.dema1.buffer, n); p.dema2.buffer = instance:addInternalStream(p.dema2.first, 0); p.dema3 = DEMAInit(p.dema2.buffer, n); p.dema3.buffer = nil; p.first = p.dema3.first; return p; end function T3Update(params, period, mode) if params.dema3.buffer == nil then params.dema3.buffer = params.buffer; end DEMAUpdate(params.dema1, period, mode); DEMAUpdate(params.dema2, period, mode); DEMAUpdate(params.dema3, period, mode); end -- -- ITrend -- function ITrendInit(source, n) local p = {}, alpha; p.first = source:first() + 2; p.first7 = p.first + 7; alpha = 2.0 / (n + 1.0); p.k = alpha; p.k1 = (alpha - alpha * alpha / 4); p.k2 = 0.5 * alpha * alpha; p.k3 = (alpha - 0.75 * alpha * alpha); p.k4 = 2 * (1 - alpha); p.k5 = (1 - alpha) * (1 - alpha); p.source = source; return p; end function ITrendUpdate(params, period, mode) local src = params.source; if period <= params.first7 then params.buffer[period] = (src[period] + 2 * src[period - 1] + src[period - 2]) / 4; else params.buffer[period] = params.k1 * src[period] + params.k2 * src[period - 1] - params.k3 * src[period - 2] + params.k4 * params.buffer[period - 1] - params.k5 * params.buffer[period - 2]; end end -- -- Median: the floating median -- function MedianInit(source, n) local p = {}; p.source = source; p.first = source:first() + n - 1; p.middle = math.ceil((n - 1) / 2); if p.middle * 2 == (n - 1) then p.even = true; else p.even = false; end p.array = {}; p.n = n; local i = 1, n, 1 do p.array[i] = 0; end return p; end function MedianUpdate(params, period, mode) local i, arr, n, src; arr = params.array; n = params.n; src = params.source; for i = 1, n, 1 do arr[i] = src[period - n + i]; end table.sort(arr); if params.even then params.buffer[period] = arr[params.middle]; else params.buffer[period] = (arr[params.middle] + arr[params.middle + 1]) / 2; end end -- -- REMA - Regularized moving average -- Rp + alpha*(close - Rp) + lambda*(Rp + (Rp-Rpp)) -- REMA = ------------------------------------------------ -- 1 + lambda -- Lamda is 0.5 -- function REMAInit(source, n) local p = {}; p.first = source:first(); p.first3 = source:first() + 2; p.k = 2.0 / (n + 1.0); p.source = source; return p; end function REMAUpdate(params, period, mode) if period <= params.first3 then params.buffer[period] = params.source[period]; else local rp = params.buffer[period - 1]; local rpp = params.buffer[period - 2]; params.buffer[period] = (params.k * params.source[period] + (1 - params.k) * rp + 0.5 * (2 * rp - rpp)) / 1.5; end end -- -- ILRS: Integral of Linear Regression Slope -- ILRS = LINEARREGSLOPE(PRICE, PERIOD) + AVERAGE(PRICE, PERIOD); -- function ILRSInit(source, n) local p = {}; p.source = source; p.n = n; p.offset = p.n - 1; p.first = source:first() + n - 1; return p; end function ILRSUpdate(params, period, mode) local from = period - params.offset; params.buffer[period] = mathex.lregSlope(params.source, from, period) + mathex.avg(params.source, from, period); end -- -- IE/2: -- IE/2 = (ILRS + LSMA) / 2 -- function IE_2Init(source, n) local p = {}; p.source = source; p.n = n; p.offset = p.n - 1; p.first = source:first() + n - 1; return p; end function IE_2Update(params, period, mode) local from = period - params.offset; params.buffer[period] = (mathex.lregSlope(params.source, from, period) + mathex.avg(params.source, from, period) + mathex.lreg(params.source, from, period)) / 2; end -- -- TriMA: Triangular Moving Average generalized -- function TriMAgenInit(source, n) local p = {}; p.source = source; p.n = n; p.len = math.floor((n + 1) / 2); p.len2 = math.ceil((n + 1) / 2); p.first1 = source:first() + p.len - 1; p.mabuffer = instance:addInternalStream(p.first1, 0); p.first = p.first1 + p.len2 - 1; p.offset = p.len - 1; p.offset2 = p.len2 - 1; return p; end function TriMAgenUpdate(params, period, mode) local off = params.offset; if period == params.first then -- fill sma's before the first value local i; for i = params.first1, params.first, 1 do params.mabuffer[i] = mathex.avg(params.source, i - off, i); end else params.mabuffer[period] = mathex.avg(params.source, period - off, period); end params.buffer[period] = mathex.avg(params.mabuffer, period - params.offset2, period); end -- -- JSmooth -- -- function JSmoothInit(source, n) local p = {}; p.first = source:first(); p.first3 = source:first() + 3; p.alpha = 0.45 * (n - 1) / (0.45 * (n - 1) + 2); p.alpha1 = 1 - p.alpha; p.alpha1_2 = math.pow((1 - p.alpha), 2); p.alpha_2 = math.pow(p.alpha, 2) p.a1 = instance:addInternalStream(source:first(), 0); p.a2 = instance:addInternalStream(source:first(), 0); p.a3 = instance:addInternalStream(source:first(), 0); p.a4 = instance:addInternalStream(source:first(), 0); p.source = source; return p; end function JSmoothUpdate(params, period, mode) if period < params.first3 then params.a1[period] = params.source[period]; params.a2[period] = 0; params.a3[period] = params.source[period]; params.a4[period] = 0; params.buffer[period] = params.source[period]; else local price = params.source[period]; params.a1[period] = params.alpha1 * price + params.alpha * params.a1[period - 1]; params.a2[period] = (price - params.a1[period]) * params.alpha1 + params.alpha * params.a2[period - 1]; params.a3[period] = params.a1[period] + params.a2[period]; params.a4[period] = (params.a3[period] - params.buffer[period - 1]) * params.alpha1_2 + params.alpha_2 * params.a4[period - 1]; params.buffer[period] = params.buffer[period - 1] + params.a4[period]; end end