-- Id: 20554 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=65728 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- Indicator profile initialization routine function Init() indicator:name("Dual Volume Divergence Index"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "Period", "", 255, 2, 2000); local color = core.colors(); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("pvi1", "PVI Line Up Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("pvi2", "PVI Line Down Color", "", core.rgb(0, 200, 0)); indicator.parameters:addColor("zero", "Zero Line Color", "", color.Yellow); indicator.parameters:addColor("nvi1", "NVI Line Up Color", "", core.rgb(200, 0, 0)); indicator.parameters:addColor("nvi2", "NVI Line Down Color", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5); indicator.parameters:addColor("Color1", "1. Color", "", color.Green); indicator.parameters:addColor("Color2", "2. Color", "", color.Lime); indicator.parameters:addColor("Color3", "3. Color", "", color.Maroon); indicator.parameters:addColor("Color4", "4. Color", "", color.Red); indicator.parameters:addColor("Color5", "5. Color", "", core.rgb(128, 128, 128)); indicator.parameters:addInteger("Transparency", "Transparency", "", 40,0,100); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local Period; local first; local source = nil; local Transparency; local Oscillator; local EMA1,EMA2; local pvi,nvi,zero; local Color1,Color2, Color3, Color4, Color5; local Top,Bottom; -- Routine function Prepare(nameOnly) Period = instance.parameters.Period; local name = profile:id() .. "(" .. instance.source:name() .. ", " .. Period .. ")"; instance:name(name); if (nameOnly) then return; end Color1 = instance.parameters.Color1; Color2 = instance.parameters.Color2; Color3 = instance.parameters.Color3; Color4 = instance.parameters.Color4; Color5 = instance.parameters.Color5; Transparency= instance.parameters.Transparency; Transparency= 100-Transparency; source = instance.source; Top = instance:addStream("Top" , core.Line, " Top"," Top",instance.parameters.pvi1, source:first()); Bottom = instance:addStream("Bottom" , core.Line, " Bottom"," Bottom",instance.parameters.pvi1, source:first()); pvi = instance:addStream("PVI" , core.Line, " PVI"," PVI",instance.parameters.pvi1, source:first()); pvi:setWidth(instance.parameters.width); pvi:setStyle(instance.parameters.style); nvi = instance:addStream("NVI" , core.Line, " NVI"," NVI",instance.parameters.nvi2,source:first()); nvi:setWidth(instance.parameters.width); nvi:setStyle(instance.parameters.style); zero= instance:addStream("ZERO" , core.Line, " ZERO"," ZERO",instance.parameters.zero,source:first()); zero:setWidth(instance.parameters.width); zero:setStyle(instance.parameters.style); pvi:setPrecision(math.max(2, instance.source:getPrecision())); nvi:setPrecision(math.max(2, instance.source:getPrecision())); zero:setPrecision(math.max(2, instance.source:getPrecision())); Top:setPrecision(math.max(2, instance.source:getPrecision())); Bottom:setPrecision(math.max(2, instance.source:getPrecision())); instance:createChannelGroup("Group","Group" , Top, Bottom, Color5, Transparency); EMA1 = core.indicators:create("EMA", pvi, Period); EMA2 = core.indicators:create("EMA", nvi, Period); first=math.max(EMA1.DATA:first(), EMA2.DATA:first()); end -- Indicator calculation routine function Update(period, mode) if period < source:first()+1 then return; end zero[period]=0; local ROC = (source[period] / source[period - 1] - 1) * 100; --Positive Volume Divergence Index if source.volume[period] > source.volume[period-1] then pvi[period] =(pvi[period-1]) + ROC; else pvi[period] =pvi[period-1]; end Top[period]=pvi[period]; --Negative Volume Divergence Index if source.volume[period] < source.volume[period-1] then nvi[period] = nvi[period-1] - ROC else nvi[period] = nvi[period-1]; end Bottom[period]=nvi[period]; EMA1:update(mode); EMA2:update(mode); if period psig then pcolor = instance.parameters.pvi1; else pcolor = instance.parameters.pvi2; end local nsig = EMA2.DATA[period] local ndiv = nvi[period] - nsig if nvi[period] < nsig then ncolor = instance.parameters.nvi2; else ncolor = instance.parameters.nvi1; end pvi:setColor(period, pcolor); nvi:setColor(period, ncolor); local dcolor; if (pdiv > ndiv) and (pdiv < 0) then dcolor = Color1; elseif (pdiv > ndiv) and (pdiv > 0) then dcolor =Color2; elseif (ndiv > pdiv) and (ndiv < 0) then dcolor =Color3; elseif (ndiv > pdiv) and (ndiv > 0) then dcolor =Color4; else dcolor =Color5; end Top:setColor(period, dcolor); end