--+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- Available @ http://fxcodebase.com/code/viewtopic.php?f=17&t=61679 -- 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("COG Channel"); indicator:description("COG Channel"); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("Price", "Price Source", "", "close"); indicator.parameters:addStringAlternative("Price", "OPEN", "", "open"); indicator.parameters:addStringAlternative("Price", "HIGH", "", "high"); indicator.parameters:addStringAlternative("Price", "LOW", "", "low"); indicator.parameters:addStringAlternative("Price","CLOSE", "", "close"); indicator.parameters:addStringAlternative("Price", "MEDIAN", "", "median"); indicator.parameters:addStringAlternative("Price", "TYPICAL", "", "typical"); indicator.parameters:addStringAlternative("Price", "WEIGHTED", "", "weighted"); indicator.parameters:addInteger("length", "Length", "Length", 34); indicator.parameters:addDouble("stdevmult", "STDEV Mult", "mult", 2.5); indicator.parameters:addDouble("atrmult", "ATR mult", "mult", 2); -- indicator.parameters:addInteger("offset", "Offset", "Offset", 20); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("basis_color", "Color of Basis Line", "Color of Basis Line", core.rgb(0, 255, 0)); indicator.parameters:addInteger("width5", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style5", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style5", core.FLAG_LINE_STYLE); indicator.parameters:addColor("uls_color", "Color of STDEV Top", "Color of STDEV Top", core.rgb(0, 0, 0)); indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style1", "Line style", "", core.LINE_DOT); indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE); indicator.parameters:addColor("lls_color", "Color of STDEV Bottom", "Color of STDEV Bottom", core.rgb(0, 0, 0)); indicator.parameters:addInteger("width2", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style2", "Line style", "", core.LINE_DOT); indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE); indicator.parameters:addColor("ul_color", "Color of ATR Top", "Color of ATR 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); indicator.parameters:addColor("ll_color", "Color of ATR Bottom", "Color of ATR Bottom", core.rgb(0, 255, 0)); indicator.parameters:addInteger("width4", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style4", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style4", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("Channel Style"); indicator.parameters:addInteger("Transparency", "Transparency", "", 40,0,100); indicator.parameters:addColor("Top", "Top Color", "Top Color", core.rgb(255, 0, 0)); indicator.parameters:addColor("Bottom", "Bottom Color", "Bottom Color", core.rgb(0, 255, 0)); indicator.parameters:addInteger("Size", "Size", "Size", 10); indicator.parameters:addColor("alert_color", "Color of Alert", "Color of Alert", core.rgb(0, 0, 255)); 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 length; local stdevmult; local atrmult; --local offset; local Price; local first; local source = nil; local uls, lls; -- Streams block local ul = nil; local ll = nil; local TR; local Transparency; local Top, Bottom; local basis; local font, Size; -- Routine function Prepare(nameOnly) length = instance.parameters.length; stdevmult = instance.parameters.stdevmult; atrmult = instance.parameters.atrmult; --offset = instance.parameters.offset; Price = instance.parameters.Price; Transparency = 100- instance.parameters.Transparency; Size = instance.parameters.Size; Top = instance.parameters.Top; Bottom = instance.parameters.Bottom; source = instance.source; first = source:first()+length; local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(Price).. ", " .. tostring(length) .. ", " .. tostring(stdevmult).. ", " .. tostring(atrmult) .. ")"; instance:name(name); if (nameOnly) then return; end font = core.host:execute("createFont", "Wingdings", Size, false, false); TR = instance:addInternalStream(0, 0); ul = instance:addStream("ul", core.Line, name .. ".stdev", "stdev", instance.parameters.ul_color, first); ul:setWidth(instance.parameters.width3); ul:setStyle(instance.parameters.style3); ll = instance:addStream("ll", core.Line, name .. ".stdev", "stdev", instance.parameters.ll_color, first); ll:setWidth(instance.parameters.width4); ll:setStyle(instance.parameters.style4); uls = instance:addStream("uls", core.Line, name .. ".atr", "atr", instance.parameters.uls_color, first ); uls:setWidth(instance.parameters.width1); uls:setStyle(instance.parameters.style1); lls = instance:addStream("lls", core.Line, name .. ".atr", "atr", instance.parameters.lls_color, first ); lls:setWidth(instance.parameters.width2); lls:setStyle(instance.parameters.style2); basis = instance:addStream("basis", core.Line, name .. ".Basis", "Basis", instance.parameters.basis_color, first ); basis:setWidth(instance.parameters.width5); basis:setStyle(instance.parameters.style5); instance:createChannelGroup("Top","Top" , ul,uls, Top, Transparency); instance:createChannelGroup("Bottom","Bottom" , ll,lls, Bottom, Transparency); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period) local x1=source.high[period]-source.low[period] local x2=math.abs(source.high[period]-source.close[period-1]) local x3=math.abs(source.low[period]-source.close[period-1]) TR[period] =math.max(x1,x2,x3); if period < first or not source:hasData(period) then return; end local stdev=mathex.stdev (source[Price], period-length+1, period); local dev = (stdevmult * stdev) local atr_custom= mathex.avg(TR, period-length+1,period); basis[period]=mathex.lreg (source[Price], period-length+1, period); ul[period] = (basis[period] + dev) ll[period] = (basis[period] - dev) local acustom=(atrmult*atr_custom) uls[period]=basis[period]+acustom; lls[period]=basis[period]-acustom; if (uls[period]>ul[period]) and (lls[period]