-- Id: 15852 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=63358 --+------------------------------------------------------------------+ --| 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("Multiple indicator combination Overlay"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); --MACD/RSI/SSD/MVA50/MVA20 indicator.parameters:addGroup("Price Selection"); indicator.parameters:addString("Price" , "Data 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:addGroup("1.MA Calculation"); indicator.parameters:addInteger("Period1", "MA Period", "Period" , 20); indicator.parameters:addString("Method1", "MA Method", "Method" , "MVA"); indicator.parameters:addStringAlternative("Method1", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("Method1", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("Method1", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("Method1", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("Method1", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("Method1", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("Method1", "VIDYA", "VIDYA" , "VIDYA"); indicator.parameters:addStringAlternative("Method1", "WMA", "WMA" , "WMA"); indicator.parameters:addGroup("2.MA Calculation"); indicator.parameters:addInteger("Period2", "MA Period", "Period" , 50); indicator.parameters:addString("Method2", "MA Method", "Method" , "MVA"); indicator.parameters:addStringAlternative("Method2", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("Method2", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("Method2", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("Method2", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("Method2", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("Method2", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("Method2", "VIDYA", "VIDYA" , "VIDYA"); indicator.parameters:addStringAlternative("Method2", "WMA", "WMA" , "WMA"); indicator.parameters:addGroup("MACD Calculation"); indicator.parameters:addInteger("SN", "Short EMA", "", 12, 2, 1000); indicator.parameters:addInteger("LN", "Long EMA", "", 26, 2, 1000); indicator.parameters:addInteger("IN", "Signal Line", "", 9, 2, 1000); indicator.parameters:addGroup("RSI Calculation"); indicator.parameters:addInteger("RSI_Period", "Period", "", 14, 2, 1000); indicator.parameters:addGroup("SSD Calculation"); indicator.parameters:addInteger("SSD1", "K Period", "", 5, 2, 1000); indicator.parameters:addInteger("SSD2", "D Slowing Period", "", 3, 2, 1000); indicator.parameters:addInteger("SSD3", "D Period", "", 3, 2, 1000); indicator.parameters:addGroup("Selector"); indicator.parameters:addBoolean("F16", "Use Price Filter", "", false); indicator.parameters:addBoolean("F1", "Use 1. Price/MA Filter", "", false); indicator.parameters:addBoolean("F2", "Use 1. MA Slope Filer", "", false); indicator.parameters:addBoolean("F3", "Use 2. Price/MA Filter", "", false); indicator.parameters:addBoolean("F4", "Use 2. MA Slope Filer", "", false); indicator.parameters:addBoolean("F5", "Use 1.MA / 2.MA Filer", "", false); indicator.parameters:addBoolean("F6", "Use MACD/Signal Filter", "", false); indicator.parameters:addBoolean("F7", "Use MACD/Zero Filter", "", false); indicator.parameters:addBoolean("F8", "Use MACD Slope Filter", "", false); indicator.parameters:addBoolean("F9", "Use MACD Histogram/Zero Filter", "", false); indicator.parameters:addBoolean("F10", "Use MACD Histogram Slope Filter", "", false); indicator.parameters:addBoolean("F11", "Use RSI / Central Line Filter", "", false); indicator.parameters:addBoolean("F12", "Use RSI Slope Filter", "", false); indicator.parameters:addBoolean("F13", "Use SSD K Line/ D Line Filter", "", false); indicator.parameters:addBoolean("F14", "Use SSD K Line/Zero Line Filter", "", false); indicator.parameters:addBoolean("F15", "Use SSD K Line Slope Filter", "", false); indicator.parameters:addGroup("Style"); 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)); 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 Up,Down, Neutral; local first; local source = nil; local Price; local open=nil; local close=nil; local high=nil; local low=nil; local SN, LN, IN= nil; local MACD, MA1, MA2; local Period1, Period2,Method1,Method2; local RSI, RSI_Period; local SSD, SSD1, SSD2, SSD3; local F={}; function Prepare(nameOnly) Up = instance.parameters.Up; Down= instance.parameters.Down; Neutral= instance.parameters.Neutral; IN = instance.parameters.IN; SN = instance.parameters.SN; LN = instance.parameters.LN; Price = instance.parameters.Price; Period1 = instance.parameters.Period1; Period2 = instance.parameters.Period2; Method1 = instance.parameters.Method1; Method2 = instance.parameters.Method2; RSI_Period = instance.parameters.RSI_Period; SSD1 = instance.parameters. SSD1; SSD2 = instance.parameters. SSD2; SSD3 = instance.parameters. SSD3; F[1] = instance.parameters.F1; F[2] = instance.parameters.F2; F[3] = instance.parameters.F3; F[4] = instance.parameters.F4; F[5] = instance.parameters.F5; F[6] = instance.parameters.F6; F[7] = instance.parameters.F7; F[8] = instance.parameters.F8; F[9] = instance.parameters.F9; F[10] = instance.parameters.F10; F[11] = instance.parameters.F11; F[12] = instance.parameters.F12; F[13] = instance.parameters.F13; F[14] = instance.parameters.F14; F[15] = instance.parameters.F15; F[16] = instance.parameters.F16; source = instance.source; local name = profile:id() .. "(" .. source:name() .. ", " .. source:barSize().. ")"; instance:name(name); if (nameOnly) then return; end MACD=core.indicators:create("MACD", source[Price], SN, LN, IN); assert(core.indicators:findIndicator(Method1) ~= nil, Method1 .. " indicator must be installed"); MA1=core.indicators:create(Method1, source[Price], Period1); MA2=core.indicators:create( Method2, source[Price], Period2); RSI=core.indicators:create("RSI", source[Price], RSI_Period); SSD=core.indicators:create("SSD", source, SSD1, SSD2, SSD3); if (LN <= SN) then error("The short EMA period must be smaller than long EMA period"); end first= math.max(MA1.DATA:first(), MA2.DATA:first(), MACD.HISTOGRAM:first(), RSI.DATA:first(), SSD.D:first()); open = instance:addStream("openup", core.Line, name, "", core.rgb(0, 0, 0), first); high = instance:addStream("highup", core.Line, name, "", core.rgb(0, 0, 0), first); low = instance:addStream("lowup", core.Line, name, "", core.rgb(0, 0, 0), first); close = instance:addStream("closeup", core.Line, name, "", core.rgb(0, 0, 0), first); instance:createCandleGroup("OVERLAY", "OVERLAY", open, high, low, close); end -- Indicator calculation routine function Update(period, mode) open[period] = source.open[period]; close[period] = source.close[period]; high[period] = source.high[period]; low[period] = source.low[period]; MACD:update(mode); MA1:update(mode); MA2:update(mode); RSI:update(mode); SSD:update(mode); if period < first then open:setColor(period, Neutral); return; end local Flag={}; --"Use 1. Price/MA Filter" if F[1] then if source.close[period] > MA1.DATA[period] then Flag[1] = 1; elseif source.close[period] < MA1.DATA[period] then Flag[1] = -1; else Flag[1] = 0; end else Flag[1] = 0; end --"Use 1. MA Slope Filer" if F[2] then if MA1.DATA[period] > MA1.DATA[period-1] then Flag[2] = 1; elseif MA1.DATA[period] < MA1.DATA[period-1] then Flag[2] = -1; else Flag[2] = 0; end else Flag[2] = 0; end --"Use 2. Price/MA Filter" if F[3] then if source.close[period] > MA2.DATA[period] then Flag[3] = 1; elseif source.close[period] < MA2.DATA[period] then Flag[3] = -1; else Flag[3] = 0; end else Flag[3] = 0; end --"Use 2. MA Slope Filer" if F[4] then if MA2.DATA[period] > MA2.DATA[period-1] then Flag[4] = 1; elseif MA2.DATA[period] < MA2.DATA[period-1] then Flag[4] = -1; else Flag[4] = 0; end else Flag[4] = 0; end --"Use 1.MA /2.MA Filer" if F[5] then if MA1.DATA[period] > MA2.DATA[period-1] then Flag[5] = 1; elseif MA1.DATA[period] < MA2.DATA[period-1] then Flag[5] = -1; else Flag[5] = 0; end else Flag[5] = 0; end --"Use MACD/Signal Filter" if F[6] then if MACD.MACD[period] > MACD.SIGNAL[period] then Flag[6] = 1; elseif MACD.MACD[period] < MACD.SIGNAL[period] then Flag[6] = -1; else Flag[6] = 0; end else Flag[6] = 0; end --"Use MACD/Zero Filter" if F[7] then if MACD.MACD[period] > 0 then Flag[7] = 1; elseif MACD.MACD[period] < 0 then Flag[7] = -1; else Flag[7] = 0; end else Flag[7] = 0; end --"Use MACD Slope Filter" if F[8] then if MACD.MACD[period] > MACD.MACD[period-1] then Flag[8] = 1; elseif MACD.MACD[period] < MACD.MACD[period-1] then Flag[8] = -1; else Flag[8] = 0; end else Flag[8] = 0; end -- "Use MACD Histogram/Zero Filter" if F[9] then if MACD.HISTOGRAM[period] > 0 then Flag[9] = 1; elseif MACD.HISTOGRAM[period] < 0 then Flag[9] = -1; else Flag[9] = 0; end else Flag[9] = 0; end --"Use MACD Histogram Slope Filter" if F[10] then if MACD.HISTOGRAM[period] > MACD.HISTOGRAM[period-1] then Flag[10] = 1; elseif MACD.HISTOGRAM[period] < MACD.HISTOGRAM[period-1] then Flag[10] = -1; else Flag[10] = 0; end else Flag[10] = 0; end --"Use RSI / Central Line Filter" if F[11] then if RSI.DATA[period] > 50 then Flag[11] = 1; elseif RSI.DATA[period] < 50 then Flag[11] = -1; else Flag[11] = 0; end else Flag[11] = 0; end --"Use RSI Slope Filter" if F[12] then if RSI.DATA[period] > RSI.DATA[period-1] then Flag[12] = 1; elseif RSI.DATA[period] < RSI.DATA[period-1] then Flag[12] = -1; else Flag[12] = 0; end else Flag[12] = 0; end --"Use SSD/Signal Filter" if F[13] then if SSD.K[period] > SSD.D[period-1] then Flag[13] = 1; elseif SSD.K[period] < SSD.D[period-1] then Flag[13] = -1; else Flag[13] = 0; end else Flag[13] = 0; end --"Use SSD/Zero Filter" if F[14] then if SSD.K[period] > 0 then Flag[14] = 1; elseif SSD.K[period] < 0 then Flag[14] = -1; else Flag[14] = 0; end else Flag[14] = 0; end --"Use SSD Slope Filter" if F[15] then if SSD.K[period] > SSD.K[period-1] then Flag[15] = 1; elseif SSD.K[period] < SSD.K[period-1] then Flag[15] = -1; else Flag[15] = 0; end else Flag[15] = 0; end --"Price Filter" if F[16] then if source.close[period] > source.open[period] then Flag[16] = 1; elseif source.close[period] < source.open[period] then Flag[16] = -1; else Flag[16] = 0; end else Flag[16] = 0; end if not F[1] and not F[2] and not F[3] and not F[4] and not F[5] and not F[6] and not F[7] and not F[8] and not F[9] and not F[10] and not F[11] and not F[12] and not F[13] and not F[14] and not F[15] and not F[16] then open:setColor(period,Neutral); elseif (Flag[1] == 1 or not F[1]) and (Flag[2] == 1 or not F[2]) and (Flag[3] == 1 or not F[3]) and (Flag[4] == 1 or not F[4]) and (Flag[5] == 1 or not F[5]) and (Flag[6] == 1 or not F[6]) and (Flag[7] == 1 or not F[7]) and (Flag[8] == 1 or not F[8]) and (Flag[9] == 1 or not F[9]) and (Flag[10] == 1 or not F[10]) and (Flag[11] == 1 or not F[11]) and (Flag[12] == 1 or not F[12]) and (Flag[13] == 1 or not F[13]) and (Flag[14] == 1 or not F[14]) and (Flag[15] == 1 or not F[15]) and (Flag[16] == 1 or not F[16]) then open:setColor(period, Up); elseif (Flag[1] == -1 or not F[1]) and (Flag[2] == -1 or not F[2]) and (Flag[3] ==- 1 or not F[3]) and (Flag[4] == -1 or not F[4]) and (Flag[5] ==- 1 or not F[5]) and (Flag[6] == -1 or not F[6]) and (Flag[7] == -1 or not F[7]) and (Flag[8] ==- 1 or not F[8]) and (Flag[9] ==- 1 or not F[9]) and (Flag[10] ==- 1 or not F[10]) and (Flag[11] ==- 1 or not F[11]) and (Flag[12] ==- 1 or not F[12]) and (Flag[13] ==- 1 or not F[13]) and (Flag[14] ==- 1 or not F[14]) and (Flag[15] ==- 1 or not F[15]) and (Flag[16] ==- 1 or not F[16]) then open:setColor(period, Down); else open:setColor(period, Neutral); end end