-- Id: 20312 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=65614 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Coefficient of Variation"); indicator:description(" "); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "Period","",21); indicator.parameters:addInteger("Signal", "Signal","",5); indicator.parameters:addGroup("Line 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(0,0,0)); indicator.parameters:addColor("SignalColor", "Signal Color","", core.rgb(0,0,255)); end local source; local Period,Signal; local first; local cv; local EMA,signal; local SignalColor, Up,Down,Neutral; function Prepare(nameOnly) source = instance.source; local name = profile:id(); instance:name(name); if nameOnly then return; end Period= instance.parameters.Period; Signal= instance.parameters.Signal; SignalColor= instance.parameters.SignalColor; Up= instance.parameters.Up; Down= instance.parameters.Down; Neutral= instance.parameters.Neutral; first=source:first()+ Period; cv = instance:addStream("CV", core.Bar, name .. ".CV", "CV", Up, first); EMA= core.indicators:create("EMA", cv, Signal); signal = instance:addStream("Signal", core.Line, name .. ".Signal", "Signal", SignalColor, first +Signal); cv:setPrecision(math.max(2, instance.source:getPrecision())); signal:setPrecision(math.max(2, instance.source:getPrecision())); end function Update(period, mode) -- average:update(core.UpdateLast); if period < first then return; end local sma = mathex.avg(source.typical, period-Period+1, period) local dev = mathex.stdev(source.typical, period-Period+1, period) cv[period] = dev/sma; if period < first+ Period/2 then return; end local cvl, cvh=mathex.minmax(cv, period-Period/2+1, period); if (cv[period]==cvh) then cv:setColor(period, Up) elseif (cv[period]==cvl) then cv:setColor(period, Down) else cv:setColor(period, Neutral) end if period < first+Signal then return; end EMA:update(mode); signal[period] = EMA.DATA[period]; end