-- Id: 13788 --+------------------------------------------------------------------+ --| 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=61999 -- 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("Modifid True Range"); indicator:description("Modifid True Range"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addDouble("Goal", "Goal (in Pips)", "Goal", 100); indicator.parameters:addInteger("PeriodLength", "PeriodLength", "PeriodLength", 40); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Up", "Achieved Color", "Achieved Color", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "Unachieved Color", "Unachieved Color", core.rgb(255, 0, 0)); 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 Goal; local PeriodLength; local first; local source = nil; local Up, Down; -- Streams block local MTR = nil; local HitGoal; -- Routine function Prepare(nameOnly) Goal = instance.parameters.Goal; PeriodLength = instance.parameters.PeriodLength; Up = instance.parameters.Up; Down = instance.parameters.Down; source = instance.source; first = source:first()+PeriodLength+2; HitGoal= instance:addInternalStream(0, 0); local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(Goal) .. ", " .. tostring(PeriodLength) .. ")"; instance:name(name); if (nameOnly) then return; end MTR = instance:addStream("MTR", core.Bar, name, "MTR", instance.parameters.Up, source:first()); MTR:setPrecision(math.max(2, instance.source:getPrecision())); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period) MTR[period]= math.max( math.abs( source.high[period] - source.close[period-1] ), math.abs( source.low[period] -source.close[period-1] ) ) ; if period < first then return; end local AvgMTR = mathex.avg(MTR,period-PeriodLength+1,period); local StdDevMTR = mathex.stdev(MTR,period-PeriodLength+1,period) ; if MTR[period]/source:pipSize() >= Goal then HitGoal[period]=1; MTR:setColor(period, Up); else HitGoal[period]=0; MTR:setColor(period, Down); end if period < first*2 or not source:hasData(period) then return; end local GoalCount = mathex.sum( HitGoal,period-PeriodLength+1 , period ); local GoalPctAchieved=( GoalCount / PeriodLength)*100; local Text= " Goal Count : " .. GoalCount; Text= Text.. " Goal PCT : " .. string.format("%." .. 2 .. "f", GoalPctAchieved); Text= Text.. " Avg MTR : " .. string.format("%." .. 2 .. "f", AvgMTR); Text= Text.. " MTR Std Dev : " .. string.format("%." .. 2 .. "f", StdDevMTR ); core.host:execute ("setStatus", Text) end