-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=63410 --+------------------------------------------------------------------+ --| 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 | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Average Wick Length"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("Method", "Calculation Method", "Method" , "Separated"); indicator.parameters:addStringAlternative("Method", "Separated", "Separated" , "Separated"); indicator.parameters:addStringAlternative("Method", "Separated Opposite Only", "Separated Opposite Only" , "Separated Opposite Only"); indicator.parameters:addStringAlternative("Method", "Cumulative", "Cumulative" , "Cumulative"); indicator.parameters:addStringAlternative("Method", "Difference", "Difference" , "Difference"); indicator.parameters:addInteger("MA_Period", "MA Period", "Period" , 14); indicator.parameters:addString("MA_Method", "MA Method", "Method" , "MVA"); indicator.parameters:addStringAlternative("MA_Method", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("MA_Method", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("MA_Method", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("MA_Method", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("MA_Method", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("MA_Method", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("MA_Method", "VIDYA", "VIDYA" , "VIDYA"); indicator.parameters:addStringAlternative("MA_Method", "WMA", "WMA" , "WMA"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("color1", "Up Bar color", "Bar Color", core.rgb(0, 255, 0)); indicator.parameters:addColor("color2", "Down Bar color", "Bar Color", core.rgb(255, 0, 0)); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local source; local Method; local Up, Down, Cumulative, Difference; local MA1,MA2, MA3,MA4, MA_Period,MA_Method; local RawUp, RawDown, RawCumulative, RawDifference; -- Routine function Prepare(nameOnly) Method= instance.parameters.Method; MA_Period= instance.parameters.MA_Period; MA_Method= instance.parameters.MA_Method; source = instance.source; local name = profile:id() .. "(" .. source:name() .. ")"; instance:name(name); if (nameOnly) then return; end RawUp = instance:addInternalStream(0, 0); RawDown = instance:addInternalStream(0, 0); RawDifference = instance:addInternalStream(0, 0); RawCumulative = instance:addInternalStream(0, 0); MA1 = core.indicators:create(MA_Method, RawUp, MA_Period); MA2 = core.indicators:create(MA_Method, RawDown, MA_Period); MA3 = core.indicators:create(MA_Method, RawDifference, MA_Period); MA4 = core.indicators:create(MA_Method, RawCumulative, MA_Period); if Method== "Separated" or Method== "Separated Opposite Only" then Up = instance:addStream("Up", core.Bar, name .. ".Up", "Up", instance.parameters.color1, source:first()); Down = instance:addStream("Down", core.Bar, name .. ".Down", "Down", instance.parameters.color2, source:first()); else Up = instance:addInternalStream(source:first(), 0); Down = instance:addInternalStream(source:first(), 0); end if Method== "Difference" then Difference = instance:addStream("Difference", core.Bar, name .. ".Difference", "Difference", instance.parameters.color1, source:first()); else Difference = instance:addInternalStream(source:first(), 0); end if Method== "Cumulative" then Cumulative = instance:addStream("Cumulative", core.Bar, name .. ".Cumulative", "Cumulative", instance.parameters.color1, source:first()); else Cumulative = instance:addInternalStream(source:first(), 0); end end -- Indicator calculation routine function Update(period, mode) RawUp[period]= (source.high[period]- math.max(source.open[period], source.close[period]))/source:pipSize(); RawDown[period]=- ( math.min(source.open[period], source.close[period]) -source.low[period])/source:pipSize(); if Method== "Separated Opposite Only" then if source.close[period]> source.open[period] then RawUp[period]=0; else RawDown[period]=0; end end RawDifference[period]= RawUp[period]-math.abs(RawDown[period]); RawCumulative[period]= RawUp[period]+math.abs(RawDown[period]); MA1:update(mode); MA2:update(mode); MA3:update(mode); MA4:update(mode); if MA1.DATA:hasData(period)then Up[period]=MA1.DATA[period] Down[period]=MA2.DATA[period] end if MA3.DATA:hasData(period)then Difference[period]=MA3.DATA[period] end if MA4.DATA:hasData(period)then Cumulative[period]=MA4.DATA[period] end end