-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=65722 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- Indicator profile initialization routine function Init() indicator:name("Tick Time Frame Recursive Median Filter"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period1", "EMA Period (in seconds)", "", 140, 2, 20000); indicator.parameters:addInteger("Period2", "Median Period (in seconds)", "", 50, 2, 20000); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("color", "Line 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); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local Period1,Period2; local first; local source = nil; local alpha; local RM; local Second=1/86400; local PI = 3.1415926; -- Routine function Prepare(nameOnly) Period1= instance.parameters.Period1; Period2= instance.parameters.Period2; local name = profile:id() .. "(" .. instance.source:name() .. ", " .. Period1.. ", " .. Period2 .. ")"; instance:name(name); if (nameOnly) then return; end source = instance.source; first=source:first() ; RM = instance:addStream("RM" , core.Line, " RM"," RM",instance.parameters.color, first); RM:setWidth(instance.parameters.width); RM:setStyle(instance.parameters.style); end -- Indicator calculation routine function Update(period, mode) if period < first then return; end local P1= core.findDate (source, source:date(period)- Second * Period1, false); local P2= core.findDate (source, source:date(period)- Second * Period2, false); if P1==-1 or P1< first+1 or P2==-1 or P2< first+1 then return; end local angle; --Set EMA constant from LPPeriod input angle = 2 * PI / (period-P1); alpha = ( math.cos( angle ) + math.sin( angle ) - 1 )/math.cos( angle ); local Median; --Recursive Median (EMA of a 5 bar Median filter) Median = mathex.median_s(source, P2, period); RM[period] = alpha *Median + (1 - alpha )*RM[period-1]; end