-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=61317 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- Indicator profile initialization routine -- Defines indicator profile properties and indicator parameters -- TODO: Add minimal and maximal value of numeric parameters and default color of the streams function Init() indicator:name("Multi Period Multi Time Frame Multi Currency Pair Traders dynamic index List"); indicator:description(" "); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addBoolean("Both", "Majors Only", "", true); indicator.parameters:addGroup(" Date Selector (If Majors Only is Set to Yes)"); indicator.parameters:addBoolean("On" .. 1, "USD", "", true); indicator.parameters:addBoolean("On" .. 2, "EUR", "", true); indicator.parameters:addBoolean("On" .. 3, "GBP", "", true); indicator.parameters:addBoolean("On" .. 4, "CHF", "", true); indicator.parameters:addBoolean("On" .. 5, "JPY", "", true); indicator.parameters:addBoolean("On" .. 6, "AUD", "", true); indicator.parameters:addBoolean("On" .. 7, "NZD", "", true); indicator.parameters:addBoolean("On" .. 8, "CAD", "", true); indicator.parameters:addGroup("Time Frame Selector"); AddTF(1, "m1" ); AddTF(2, "m5" ); AddTF(3, "m15" ); AddTF(4, "m30" ); AddTF(5, "H1" ); AddTF(6, "H2" ); AddTF(7, "H3" ); AddTF(8, "H4" ); AddTF(9, "H6" ); AddTF(10, "H8" ); AddTF(11, "D1" ); AddTF(12, "W1" ); AddTF(13, "M1" ); indicator.parameters:addGroup("TDI Calculation"); indicator.parameters:addInteger("RSI_N", "RSI Periods", "Recommended values are in 8-25 range", 13, 2, 1000); indicator.parameters:addInteger("VB_N", "Volatility Band", "Number of periods to find volatility band. Recommended value is 20-40", 34, 2, 1000); indicator.parameters:addDouble("VB_W", "Volatility Band Width", "", 1.6185, 0, 100); indicator.parameters:addInteger("RSI_P_N", "RSI Price Line Periods", "", 2, 1, 1000); indicator.parameters:addString("RSI_P_M", "RSI Price Line Smoothing Method", "", "MVA"); indicator.parameters:addStringAlternative("RSI_P_M", "MVA(SMA)", "", "MVA"); indicator.parameters:addStringAlternative("RSI_P_M", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("RSI_P_M", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("RSI_P_M", "LSMA(Regression)", "", "REGRESSION"); indicator.parameters:addStringAlternative("RSI_P_M", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("RSI_P_M", "WMA(Wilders)", "", "WMA"); indicator.parameters:addStringAlternative("RSI_P_M", "KAMA(Kaufman)", "", "KAMA"); indicator.parameters:addInteger("TS_N", "Trade Signal Line Periods", "", 7, 1, 1000); indicator.parameters:addString("TS_M", "Trade Signal Line Smoothing Method", "", "MVA"); indicator.parameters:addStringAlternative("TS_M", "MVA(SMA)", "", "MVA"); indicator.parameters:addStringAlternative("TS_M", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("TS_M", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("TS_M", "LSMA(Regression)", "", "REGRESSION"); indicator.parameters:addStringAlternative("TS_M", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("TS_M", "WMA(Wilders)", "", "WMA"); indicator.parameters:addStringAlternative("TS_M", "KAMA(Kaufman)", "", "KAMA"); indicator.parameters:addDouble("BUYEXITLEVEL", "BUY EXIT LEVEL", "", 70, 0, 100); indicator.parameters:addDouble("SELLEXITLEVEL", "SELL EXIT LEVEL", "", 30, 0, 100); indicator.parameters:addDouble("BUYENTRYLEVEL", "BUY ENTRY LEVEL", "", 50, 0, 100); indicator.parameters:addDouble("SELLENTRYLEVEL", "SELL ENTRY LEVEL", "", 50, 0, 100); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Color", "Label Color", "", core.rgb(0, 0, 0)); indicator.parameters:addColor("Up", "Up Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "Down Color", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("Neutral", "Neutral Color", "", core.rgb(0, 0, 255)); indicator.parameters:addInteger("Size", "Font Size", "", 10); indicator.parameters:addDouble("VSpace", "Vertical Spacing (%)","",25, 0, 100); end function AddTF(id, TF) indicator.parameters:addBoolean("Use".. id, "Use " .. TF.. " Time Frame", "", true); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- TODO: Refine the first period calculation for each of the output streams. -- TODO: Calculate all constants, create instances all subsequent indicators and load all required libraries -- Parameters block local RSI_N, VB_N, VB_W, RSI_P_N, RSI_P_M, TS_N, TS_M; local TF={}; local iTF={"m1", "m5", "m15", "m30", "H1", "H2", "H3", "H4", "H6", "H8", "D1", "W1", "M1"}; local first; local source = nil; local Pair = {"USD","EUR","GBP","CHF","JPY" ,"AUD" ,"NZD","CAD"} local On={}; local loading={}; local List={}; local Count; local RawList, RawCount; local SourceData={}; local pauto = "(%a%a%a)/(%a%a%a)"; local Size; local id; local host; local offset; local weekoffset; local Color,Up,Down; local iNum={}; local Both; local Indicator={}; local VSpace; local Num; local BUYEXITLEVEL; local SELLEXITLEVEL; local BUYENTRYLEVEL; local SELLENTRYLEVEL; local Shift=50; -- Routine function Prepare(nameOnly) source = instance.source; local name = profile:id() .. "(" .. source:name() .. ")"; instance:name(name); if (nameOnly) then return; end Size = instance.parameters.Size; Both = instance.parameters.Both; Color = instance.parameters.Color; Up = instance.parameters.Up; Down = instance.parameters.Down; Neutral = instance.parameters.Neutral; VSpace=1+(instance.parameters.VSpace/100); RSI_N = instance.parameters.RSI_N; VB_N = instance.parameters.VB_N VB_W = instance.parameters.VB_W RSI_P_N = instance.parameters.RSI_P_N RSI_P_M = instance.parameters.RSI_P_M TS_N = instance.parameters.TS_N TS_M = instance.parameters.TS_M; SELLEXITLEVEL = instance.parameters.SELLEXITLEVEL; BUYEXITLEVEL = instance.parameters.BUYEXITLEVEL; BUYENTRYLEVEL = instance.parameters.BUYENTRYLEVEL; SELLENTRYLEVEL = instance.parameters.SELLENTRYLEVEL; Num=0; for i= 1,13 , 1 do if instance.parameters:getBoolean("Use" .. i) then Num=Num+1; TF[Num]=iTF[i] end end Mode = instance.parameters.Mode; host = core.host; offset = host:execute("getTradingDayOffset"); weekoffset = host:execute("getTradingWeekOffset"); local crncy1, crncy2; RawList, RawCount= getInstrumentList(); local FLAG= false; Count=0; for j= 1 , 8 , 1 do On[j] = instance.parameters:getBoolean("On" .. j); end for i = 1, RawCount, 1 do FLAG= false; crncy1, crncy2 = string.match(RawList[i], pauto); for j = 1, 8 , 1 do if not Both or ( (Check(crncy1) and (Check(crncy2)) ) and Both) then FLAG= true; end end if FLAG then Count = Count+ 1; List[Count]= RawList[i]; end end assert(core.indicators:findIndicator("TRADERSDYNAMICINDEX") ~= nil, "Please, download and install TRADERSDYNAMICINDEX.LUA indicator"); id = 0; for i = 1, Count, 1 do SourceData[i]={}; loading[i]={}; Indicator[i]={}; for j= 1 , Num, 1 do id=id+1; Temp= core.indicators:create("TRADERSDYNAMICINDEX", source.close,RSI_N, VB_N, VB_W, RSI_P_N, RSI_P_M, TS_N, TS_M); SourceData[i][j] = core.host:execute("getSyncHistory", List[i],TF[j], source:isBid(), math.min(300,math.max(Temp:getStream(3):first(), Temp:getStream(4):first(), Temp:getStream(0):first(), Temp:getStream(3):first(1), Temp:getStream(2):first())) , 2000+id , 1000+id); loading[i][j] = true; Indicator[i][j]= core.indicators:create("TRADERSDYNAMICINDEX", SourceData[i][j].close,RSI_N, VB_N, VB_W, RSI_P_N, RSI_P_M, TS_N, TS_M); end end instance:ownerDrawn(true); core.host:execute ("setTimer", 1, 1); end function ReleaseInstance() core.host:execute ("killTimer", 1); end function Check(Find) local FLAG= false; for j = 1, 8 , 1 do if (Find==Pair[j] and On[j])then FLAG= true; end end return FLAG; end function getInstrumentList() local list={}; local count = 0; local row, enum; enum = core.host:findTable("offers"):enumerator(); row = enum:next(); while row ~= nil do count = count + 1; list[count] = row.Instrument; row = enum:next(); end return list, count; end local init = false; function Draw(stage, context) if stage ~= 2 then return; end local FLAG=false; for i = 1, Count, 1 do for j = 1, Num, 1 do if loading[i][j] then FLAG= true; end end end if FLAG then return; end local iSize = context:pointsToPixels( Size); context:setClipRectangle(context:left(), context:top(), context:right(), context:bottom()); if not init then context:createFont(1, "Arial", Size, Size, context.NORMAL); context:createFont(2, "Wingdings", Size, Size, context.BOLD); context:createSolidBrush(11, Color); context:createSolidBrush(21, Up); context:createSolidBrush(31, Down); context:createPen (12, context.SOLID, 1, Color); context:createPen (22, context.SOLID, 1, Up); context:createPen (32, context.SOLID, 1, Up); init = true; end local style = context.SINGLELINE + context.CENTER + context.VCENTER; width, height = context:measureText (1, "X", style) local width1=Size*10; local height1= height*VSpace; local VS=(Size*VSpace); for i= 1, Count , 1 do x11=context:left()+25 ; y11=context:top()+Shift+ height1*i +VS*i+height1*2; x12=context:left()+ 25+ width1 ; y12=context:top()+Shift+height1*(i+1)+VS*i+height1*2; context:drawText (1, List[i], Color, -1, x11, y11, x12,y12, style) ; for j= 1, Num ,1 do x21= x12 + (j-1)*iSize*4 + iSize*3; x22= x12 +(j)*iSize*4 +iSize*3 ; if i== 1 then context:drawText (1, TF[j], Color, -1, x21, y11-height1*3, x22,y12-height1*2, style) ; end Add( context,i,j , y11,x21, x22 ) end end end function Add( context,i,j, y11,x21, x22 ) local style = context.SINGLELINE + context.CENTER + context.VCENTER; if Indicator[i][j]:getStream(0):hasData( Indicator[i][j]:getStream(0):size()-1) and Indicator[i][j]:getStream(1):hasData( Indicator[i][j]:getStream(1):size()-1) and Indicator[i][j]:getStream(2):hasData( Indicator[i][j]:getStream(2):size()-1) and Indicator[i][j]:getStream(3):hasData( Indicator[i][j]:getStream(3):size()-1) and Indicator[i][j]:getStream(4):hasData( Indicator[i][j]:getStream(4):size()-1) then local PRICELINE = Indicator[i][j]:getStream(0)[ Indicator[i][j]:getStream(0):size()-1]; local UPPERBAND = Indicator[i][j]:getStream(1)[ Indicator[i][j]:getStream(1):size()-1]; local LOWERBAND = Indicator[i][j]:getStream(2)[ Indicator[i][j]:getStream(2):size()-1]; local BASELINE = Indicator[i][j]:getStream(3)[ Indicator[i][j]:getStream(3):size()-1]; local SIGNALLINE = Indicator[i][j]:getStream(4)[ Indicator[i][j]:getStream(4):size()-1]; local Flag=0; if PRICELINE> SIGNALLINE and SIGNALLINE >BASELINE and BASELINE> BUYENTRYLEVEL and PRICELINE < UPPERBAND and PRICELINE < BUYEXITLEVEL then Flag=1; elseif PRICELINE< SIGNALLINE and SIGNALLINE LOWERBAND and PRICELINE > SELLEXITLEVEL then Flag=-1; else Flag=0; end if Flag== 1 then context:drawText (2, "\217", Up, -1, x21, y11 , x22, y11+ height, style) ; elseif Flag==-1 then context:drawText (2, "\218", Down, -1, x21, y11 , x22, y11+ height, style) ; else context:drawText (2, "\149", Neutral, -1, x21, y11 , x22, y11+ height, style) ; end else context:drawText (2, "\149", Neutral, -1, x21, y11 , x22, y11+ height, style) ; end end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period, mode) end function Initialization(period,i,j) local Candle; Candle = core.getcandle(source:barSize(), source:date(period), offset, weekoffset); if loading[i][j] or SourceData[i][j]:size() <= 0 then return false; end if period <= source:first()+Period then return false; end local P = core.findDate(SourceData[i], Candle, true); if P < 0 or SourceData[i][j].close:first() >= P or SourceData[i][j].close:size()<= P then return false; end return P; end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local i; local FLAG=false; local Number=0; local id=0; for i = 1, Count, 1 do for j = 1, Num, 1 do id=id+1; if cookie == 1000+id then loading[i][j] = true; FLAG= true; Number=Number+1; elseif cookie == 2000+id then loading[i][j] = false; end end end if not FLAG and cookie==1 then for i = 1, Count, 1 do for j= 1 , Num, 1 do Indicator[i][j]:update(core.UpdateLast ); end end end if FLAG then core.host:execute ("setStatus", " Loading "..(Count*Num - Number) .. " / " .. Count*Num ); else core.host:execute ("setStatus", "Loaded" ); instance:updateFrom(0); end return core.ASYNC_REDRAW; end