-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=62160 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2023, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| https://mario-jemic.com/ | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --| Our work would not be possible without your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ -- 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 Timed MACD"); indicator:description("Tick Timed MACD"); 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", 60); indicator.parameters:addInteger("DurationOfSlow", "Slow MA Duration in seconds", "Slow MA Duration in seconds", 2500); indicator.parameters:addInteger("DurationOfSignal", "Signal MA Duration in seconds", "Signal MA Duration in seconds", 90); 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("Selector"); indicator.parameters:addBoolean("MACD", "Show MACD Line", "", true); indicator.parameters:addBoolean("Signal", "Show Signal Line", "", true); indicator.parameters:addBoolean("Histogram", "Show Histogram Bars", "", true); 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); indicator.parameters:addColor("Color2", "Color of Signal", "Color of Siganal", core.rgb(0, 255, 0)); indicator.parameters:addInteger("Width2", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("Style2", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("Style2", core.FLAG_LINE_STYLE); indicator.parameters:addColor("Color3", "Color of Histogram", "Color of Histogram", 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 first; local source = nil; -- Streams block local RawFast = nil; local RawSlow = nil; local DurationOfFast; local DurationOfSlow; local DurationOfSignal; local PeriodOfFast; local PeriodonOfSlow; local PeriodonOfSignal; local MACD; local BarSize; local Signal; local Histogram; local calculateAvg; local Second =(1/86400); 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*Second; DurationOfSlow = instance.parameters.DurationOfSlow*Second; DurationOfSignal= instance.parameters.DurationOfSignal*Second; source = instance.source; first=source:first(); local name = profile:id() .. "(" .. source:name() .. ")"; instance:name(name); if ( nameOnly) then return; end RawFast= instance:addInternalStream(0, 0); RawSlow= instance:addInternalStream(0, 0); local precision = math.max(2, source:getPrecision()); if instance.parameters.MACD then 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); else MACD= instance:addInternalStream(0, 0); end if instance.parameters.Signal then Signal = instance:addStream("Signal", core.Line, name .. ".Signal", "Signal", instance.parameters.Color2, source:first()); Signal:setWidth(instance.parameters.Width2); Signal:setStyle(instance.parameters.Style2) Signal:setPrecision(precision); else Signal= instance:addInternalStream(0, 0); end if instance.parameters.Histogram then Histogram = instance:addStream("Histogram", core.Bar, name .. ".Histogram", "Histogram", instance.parameters.Color3, source:first()); Histogram:setPrecision(precision); else Histogram= instance:addInternalStream(0, 0); end 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 -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period) if period <= first then return; end local P1= core.findDate (source, source:date(period)-DurationOfFast, false); local P2= core.findDate (source, source:date(period)-DurationOfSlow, false); local P3= core.findDate (source, source:date(period)-DurationOfSignal, false); if P1==-1 or P2==-1 or P3==-1 or P1< first or P2< first or P3< first then return; end RawFast[period] = calculateAvg(source, P1, period, RawFast); RawSlow[period] = calculateAvg(source, P2, period, RawSlow); MACD[period]= RawFast[period]-RawSlow[period]; Signal[period]= mathex.avg(MACD,P3, period); Histogram[period]= MACD[period]-Signal[period]; end --+------------------------------------------------------------------------------------------------+ --| We appreciate your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| https://mario-jemic.com/ | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --|BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --|Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --|SOL Address : 4tJXw7JfwF3KUPSzrTm1CoVq6Xu4hYd1vLk3VF2mjMYh | --|Cardano/ADA : addr1v868jza77crzdc87khzpppecmhmrg224qyumud6utqf6f4s99fvqv | --|Dogecoin Address : DBGXP1Nc18ZusSRNsj49oMEYFQgAvgBVA8 | --|SHIB Address : 0x1817D9ebb000025609Bf5D61E269C64DC84DA735 | --|Binance(ERC20 & BSC only) : 0xe84751063de8ade7c5fbff5e73f6502f02af4e2c | --|BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --|LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------------------------------------+