-- Id: 1504 -- Available @ http://fxcodebase.com/code/viewtopic.php?f=17&t=2069 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- original indicator: -- Traders Dynamic Index.mq4 -- Copyright � 2006, Dean Malone -- www.compassfx.com function Init() indicator:name("Traders Dynamic Index Indicator"); indicator:description("This hybrid indicator is developed to assist traders in their ability to decipher and monitor market conditions related to trend direction, market strength, and market volatility."); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("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:addStringAlternative("RSI_P_M", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("RSI_P_M", "VIDYA", "VIDYA" , "VIDYA"); 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:addStringAlternative("TS_M", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("TS_M", "VIDYA", "VIDYA" , "VIDYA"); local colors = core.colors(); indicator.parameters:addGroup("Line Style"); indicator.parameters:addColor("RSI_P_C", "RSI Price Line Color", "", colors.Green); indicator.parameters:addInteger("RSI_P_W", "RSI Price Line Width", "", 2, 1, 5); indicator.parameters:addInteger("RSI_P_S", "RSI Price Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("RSI_P_S", core.FLAG_LEVEL_STYLE); indicator.parameters:addColor("TS_C", "Trade Signal Line Color", "", colors.Red); indicator.parameters:addInteger("TS_W", "Trade Signal Line Width", "", 2, 1, 5); indicator.parameters:addInteger("TS_S", "Trade Signal Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("TS_S", core.FLAG_LEVEL_STYLE); indicator.parameters:addColor("VB_C", "Volatility Band Line Color", "", colors.Blue); indicator.parameters:addInteger("VB_Wi", "Volatility Band Line Width", "", 1, 1, 5); indicator.parameters:addInteger("VB_S", "Volatility Band Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("VB_S", core.FLAG_LEVEL_STYLE); indicator.parameters:addColor("MB_C", "Market Base Line Color", "", colors.SandyBrown); indicator.parameters:addInteger("MB_W", "Market Base Line Width", "", 2, 1, 5); indicator.parameters:addInteger("MB_S", "Market Base Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("MB_S", core.FLAG_LEVEL_STYLE); indicator.parameters:addGroup("Levels"); indicator.parameters:addInteger("L1", "Low Level", "", 32, 0, 100); indicator.parameters:addInteger("L2", "Middle Level", "", 50, 0, 100); indicator.parameters:addInteger("L3", "High Level", "", 68, 0, 100); indicator.parameters:addColor("L_C", "Level Line Color", "", core.COLOR_CUSTOMLEVEL); indicator.parameters:addInteger("L_W", "Market Base Line Width", "", 1, 1, 5); indicator.parameters:addInteger("L_S", "Market Base Line Style", "", core.LINE_DOT); indicator.parameters:setFlag("L_S", core.FLAG_LEVEL_STYLE); end local iRSI, iPMA, iTSMA; local P, VBU, VBD, TS, MB; local VB_N, VB_W, L1, L2, L3; local fP, fVB, fTS; function Prepare(onlyName) local name = profile:id() .. "(" .. instance.source:name() .. "," .. instance.parameters.RSI_N .. "," .. instance.parameters.VB_N .. "," .. instance.parameters.VB_W .. "," .. instance.parameters.RSI_P_N .. "," .. instance.parameters.RSI_P_M .. "," .. instance.parameters.TS_N .. "," .. instance.parameters.TS_M .. ")"; instance:name(name); if onlyName then return ; end VB_N = instance.parameters.VB_N; VB_W = instance.parameters.VB_W; L1 = instance.parameters.L1; L2 = instance.parameters.L2; L3 = instance.parameters.L3; iRSI = core.indicators:create("RSI", instance.source, instance.parameters.RSI_N); assert(core.indicators:findIndicator(instance.parameters.RSI_P_M) ~= nil, instance.parameters.RSI_P_M .. " indicator must be installed"); iPMA = core.indicators:create(instance.parameters.RSI_P_M, iRSI.DATA, instance.parameters.RSI_P_N); fP = iPMA.DATA:first(); assert(core.indicators:findIndicator(instance.parameters.TS_M) ~= nil, instance.parameters.TS_M .. " indicator must be installed"); iTSMA = core.indicators:create(instance.parameters.TS_M, iRSI.DATA, instance.parameters.TS_N); fTS = iTSMA.DATA:first(); fVB = iRSI.DATA:first() + instance.parameters.VB_N - 1; P = instance:addStream("RSI_P", core.Line, name .. ".RSI_P", "PriceLine", instance.parameters.RSI_P_C, fP); P:setPrecision(math.max(2, instance.source:getPrecision())); P:setWidth(instance.parameters.RSI_P_W); P:setStyle(instance.parameters.RSI_P_S); P:addLevel(L1, instance.parameters.L_S, instance.parameters.L_W, instance.parameters.L_C); P:addLevel(L2, instance.parameters.L_S, instance.parameters.L_W, instance.parameters.L_C); P:addLevel(L3, instance.parameters.L_S, instance.parameters.L_W, instance.parameters.L_C); VBU = instance:addStream("VBU", core.Line, name .. ".VBU", "VolBandUp", instance.parameters.VB_C, fVB); VBU:setPrecision(math.max(2, instance.source:getPrecision())); VBU:setWidth(instance.parameters.VB_Wi); VBU:setStyle(instance.parameters.VB_S); --VB_W VBD = instance:addStream("VBD", core.Line, name .. ".VBD", "VolBandDn", instance.parameters.VB_C, fVB); VBD:setPrecision(math.max(2, instance.source:getPrecision())); VBD:setWidth(instance.parameters.VB_Wi); VBD:setStyle(instance.parameters.VB_S); MB = instance:addStream("MB", core.Line, name .. ".MB", "MktBase", instance.parameters.MB_C, fVB); MB:setPrecision(math.max(2, instance.source:getPrecision())); MB:setWidth(instance.parameters.MB_W); MB:setStyle(instance.parameters.MB_S); TS = instance:addStream("TS", core.Line, name .. ".TS", "TrdSig", instance.parameters.TS_C, fTS); TS:setPrecision(math.max(2, instance.source:getPrecision())); TS:setWidth(instance.parameters.TS_W); TS:setStyle(instance.parameters.TS_S); end function Update(period, mode) iRSI:update(mode); iPMA:update(mode); iTSMA:update(mode); if period >= fP then P[period] = iPMA.DATA[period]; end if period >= fTS then TS[period] = iTSMA.DATA[period]; end if period >= fVB then local stdev, ma; stdev = core.stdev(iRSI.DATA, period - VB_N + 1, period); ma = core.avg(iRSI.DATA, period - VB_N + 1, period); VBU[period] = ma + VB_W * stdev; VBD[period] = ma - VB_W * stdev; MB[period] = ma; end end