-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=62160 --+------------------------------------------------------------------+ --| 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("Tick Influx"); indicator:description("Tick Influx"); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("DurationOfFast", "Fast MA Duration in seconds", "Fast MA Duration in seconds", 100); indicator.parameters:addInteger("DurationOfSlow", "Slow MA Duration in seconds", "Slow MA Duration in seconds", 200); indicator.parameters:addString("Method", "Method", "", "MVA"); indicator.parameters:addStringAlternative("Method", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("Method", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("Method", "SMMA", "", "SMMA"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Color", "Color of MACD", "Color of MACD", core.rgb(255, 0, 0)); indicator.parameters:addInteger("Width", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("Style", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("Style", core.FLAG_LINE_STYLE); 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 first; local source = nil; -- Streams block local RawFast = nil; local RawSlow = nil; local Fast = nil; local Slow = nil; local DurationOfFast; local DurationOfSlow; local MACD; local calculateAvg; function calculateMVA(source, p, period, result) return mathex.avg(source, p, period); end function calculateEMA(source, p, period, result) local n = period - p; if period <= n then return source[period]; else local k = 2.0 / (n + 1.0); return (1 - k) * result[period - 1] + k * source[period]; end end function calculateSMMA(source, p, period, result) local n = period - p; if period <= n then return mathex.avg(source, p, period); else return (result[period - 1] * n + source[period]) / (n + 1); end end -- Routine function Prepare(nameOnly) DurationOfFast = instance.parameters.DurationOfFast; DurationOfSlow = instance.parameters.DurationOfSlow; source = instance.source; first=source:first(); local name = profile:id() .. "(" .. source:name() .. ")"; instance:name(name); if (not (nameOnly)) then RawFast= instance:addInternalStream(0, 0); RawSlow= instance:addInternalStream(0, 0); Fast= instance:addInternalStream(0, 0); Slow= instance:addInternalStream(0, 0); local precision = math.max(2, source:getPrecision()); MACD = instance:addStream("MACD", core.Line, name .. ".MACD", "MACD", instance.parameters.Color, source:first()); MACD:setWidth(instance.parameters.Width); MACD:setStyle(instance.parameters.Style); MACD:setPrecision(precision); if instance.parameters.Method == "MVA" then calculateAvg = calculateMVA; elseif instance.parameters.Method == "EMA" then calculateAvg = calculateEMA; elseif instance.parameters.Method == "SMMA" then calculateAvg = calculateSMMA; end end end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period) if period <= first then return; end local P1, P2; local One=1/86400; P1= core.findDate (source, source:date(period)-One*DurationOfFast, false); P2= core.findDate (source, source:date(period)-One*DurationOfSlow, false); if P1==-1 or P2==-1 or P1< first+1 or P2< first+1 or P1 >= period or P2 >= period then return; end RawFast[period] = calculateAvg(source, P1, period, RawFast); RawSlow[period] = calculateAvg(source, P2, period, RawSlow); local FastMA,SlowMA; FastMA= mathex.avg(RawFast,P1, period); SlowMA= mathex.avg( RawSlow, P2, period); Fast[period]= RawFast[period] + RawFast[period] - FastMA; Slow[period]= RawSlow[period] + RawSlow[period] - SlowMA; MACD[period]= Fast[period]-Slow[period]; end