-- Id: 18898 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=65023 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ function Init() indicator:name("Guppy Multiple Moving Average"); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("SignalPeriod", "Signal Period", "", 13); indicator.parameters:addGroup("Style "); 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("color1", "Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("color2", "Signal Line Color", "", core.rgb(255, 0, 0)); end local source = nil; local EMAs = {}; -- an array of outputs local buffer1,buffer2; local alpha; local SignalPeriod; function CreateEMA(index ) -- create the line EMAs[index] = instance:addInternalStream(0, 0); end function Prepare(nameOnly) source = instance.source; local name; SignalPeriod=instance.parameters.SignalPeriod; -- set the indicator name (use the short name of our indicator: GMMA) name = profile:id() .. "(" .. source:name() .. ")"; instance:name(name); if (nameOnly) then return; end CreateEMA(0); CreateEMA(1); CreateEMA(2); CreateEMA(3); CreateEMA(4); CreateEMA(5); CreateEMA(6); CreateEMA(7); CreateEMA(8); CreateEMA(9); CreateEMA(10); CreateEMA(11); buffer1 = instance:addStream("Line", core.Line, name .. "Line", "Line", instance.parameters.color1, source:first()); buffer1:setPrecision(math.max(2, instance.source:getPrecision())); buffer1:setWidth(instance.parameters.width); buffer1:setStyle(instance.parameters.style); buffer2 = instance:addStream("Signal", core.Line, name .. "Signal", "Signal", instance.parameters.color2, source:first()); buffer2:setPrecision(math.max(2, instance.source:getPrecision())); buffer2:setWidth(instance.parameters.width); buffer2:setStyle(instance.parameters.style); alpha = 2.0/(1.0+SignalPeriod); end function CalcEMA(index, N, period) local first; first = source:first() + N - 1; if period < first then return ; elseif period == first then -- range: period - N + 1, period - N + 2, ..., period local range = core.rangeTo(period, N); EMAs[index][period] = core.avg(source, range); else local k; k = 2.0 / (N + 1.0); -- EMA - PRICE * K - PREV EMA * (1 - K) EMAs[index][period] = source[period] * k + EMAs[index][period - 1] * (1 - k); end end function Update(period) CalcEMA(0, 3, period); CalcEMA(1, 5, period); CalcEMA(2, 8, period); CalcEMA(3, 10, period); CalcEMA(4, 12, period); CalcEMA(5, 15, period); CalcEMA(6, 30, period); CalcEMA(7, 35, period); CalcEMA(8, 40, period); CalcEMA(9, 45, period); CalcEMA(10, 50, period); CalcEMA(11, 60, period); local Sum=0; for i= 0, 11 , 1 do if i< 6 then Sum=Sum+EMAs[i][period]; else Sum=Sum-EMAs[i][period]; end end buffer1[period] = Sum*10.0; buffer2[period] = buffer2[period-1]+alpha*(buffer1[period]-buffer2[period-1]); end