-- 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("Two Tick Time Frame Recursive Median Filter Cross"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Indicator); indicator.parameters:addGroup("1. Line 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("2. Line Calculation"); indicator.parameters:addInteger("Period3", "EMA Period (in seconds)", "", 340, 2, 20000); indicator.parameters:addInteger("Period4", "Median Period (in seconds)", "", 1000, 2, 20000); indicator.parameters:addGroup("1. Line Style"); indicator.parameters:addColor("color1", "Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addInteger("style1", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style1", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width1", "Line Width", "", 3, 1, 5); indicator.parameters:addGroup("2. Line Style"); indicator.parameters:addColor("color2", "Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("style2", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style2", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width2", "Line Width", "", 3, 1, 5); indicator.parameters:addGroup("Alert Parameters"); indicator.parameters:addString("Live", "Execution", "", "Live"); indicator.parameters:addStringAlternative("Live", "End of Turn", "", "End of Turn"); indicator.parameters:addStringAlternative("Live", "Live", "", "Live"); indicator.parameters:addInteger("ToTime", "Convert the date to", "", 6); indicator.parameters:addIntegerAlternative("ToTime", "EST", "", 1); indicator.parameters:addIntegerAlternative("ToTime", "UTC", "", 2); indicator.parameters:addIntegerAlternative("ToTime", "Local", "", 3); indicator.parameters:addIntegerAlternative("ToTime", "Server", "", 4); indicator.parameters:addIntegerAlternative("ToTime", "Financial", "", 5); indicator.parameters:addIntegerAlternative("ToTime", "Display", "", 6); indicator.parameters:addBoolean("Show", "Show Dialog box Alert", "", true); indicator.parameters:addBoolean("OnlyOnce", "Alert Once", "Subsequent Alert will be ignored.", false); indicator.parameters:addBoolean("ShowAlert", "Show Alert", "", true); indicator.parameters:addGroup("Alert Style"); indicator.parameters:addColor("UpTrendColor", "Up Trend Color", "", core.rgb(0, 0, 255)); indicator.parameters:addColor("DownTrendColor", "Down Trend Color", "", core.rgb(0, 0, 255)); indicator.parameters:addInteger("Size", "Label Size", "", 10, 1 , 100); indicator.parameters:addGroup("Alerts Sound"); indicator.parameters:addBoolean("PlaySound", "Play Sound", "", false); indicator.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", false); indicator.parameters:addGroup("Alerts Email"); indicator.parameters:addBoolean("SendEmail", "Send Email", "", false); indicator.parameters:addString("Email", "Email", "", ""); indicator.parameters:setFlag("Email", core.FLAG_EMAIL); Parameters (1, "MA Cross"); end function Parameters ( id, Label ) indicator.parameters:addGroup(Label .. " Alert"); indicator.parameters:addBoolean("ON"..id , "Show " .. Label .." Alert" , "", true); indicator.parameters:addFile("Up"..id, Label .. " Cross Over Sound", "", ""); indicator.parameters:setFlag("Up"..id, core.FLAG_SOUND); indicator.parameters:addFile("Down"..id, Label .. " Cross Under Sound", "", ""); indicator.parameters:setFlag("Down"..id, core.FLAG_SOUND); indicator.parameters:addString("Label"..id, "Label", "", Label); end local Number = 1; local Up={}; local Down={}; local Label={}; local ON={}; local Size; local Email; local SendEmail; local RecurrentSound ,SoundFile ; local Show; local Alert; local PlaySound; local Live; local FIRST=true; local OnlyOnce; local U={}; local D={}; local UpTrendColor, DownTrendColor; local OnlyOnceFlag; local ShowAlert; local Alert={}; local AlertLevel={}; local ToTime; local Shift=0; -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local Period1,Period2; local Period3,Period4; local first; local source = nil; local alpha; local RM1; local RM2; local Second=1/86400; local PI = 3.1415926; -- Routine function Prepare(nameOnly) Period1= instance.parameters.Period1; Period2= instance.parameters.Period2; Period3= instance.parameters.Period3; Period4= instance.parameters.Period4; local name = profile:id() .. "(" .. instance.source:name() .. ", " .. Period1.. ", " .. Period2.. ", " .. Period3.. ", " .. Period4 .. ")"; instance:name(name); if (nameOnly) then return; end ToTime=instance.parameters.ToTime; if ToTime == 1 then ToTime=core.TZ_EST; elseif ToTime == 2 then ToTime=core.TZ_UTC; elseif ToTime == 3 then ToTime=core.TZ_LOCAL; elseif ToTime == 4 then ToTime=core.TZ_SERVER; elseif ToTime == 5 then ToTime=core.TZ_FINANCIAL; elseif ToTime == 6 then ToTime=core.TZ_TS; end OnlyOnceFlag=true; FIRST=true; OnlyOnce = instance.parameters.OnlyOnce; ShowAlert = instance.parameters.ShowAlert; Show = instance.parameters.Show; Live = instance.parameters.Live; UpTrendColor = instance.parameters.UpTrendColor; DownTrendColor = instance.parameters.DownTrendColor; Size=instance.parameters.Size; source = instance.source; first=source:first() ; RM1 = instance:addStream("RM1" , core.Line, " RM1"," RM1",instance.parameters.color1, first); RM1:setWidth(instance.parameters.width1); RM1:setStyle(instance.parameters.style1); RM2 = instance:addStream("RM2" , core.Line, " RM2"," RM2",instance.parameters.color2, first); RM2:setWidth(instance.parameters.width2); RM2:setStyle(instance.parameters.style2); for i= 1, Number , 1 do Alert[i]=instance:addInternalStream(0, 0); AlertLevel[i]=instance:addInternalStream(0, 0); end Initialization(); instance:ownerDrawn(true); end local init = false; function Draw(stage, context) if stage~= 2 then return; end if not init then context:createFont (1, "Wingdings", context:pointsToPixels (Size), context:pointsToPixels (Size), 0); init = true; end for period= math.max(context:firstBar (),source:first()), math.min( context:lastBar (), source:size()-1), 1 do x, x1, x2= context:positionOfBar (period); for Level = 1 , Number , 1 do if Alert[Level]:hasData(period) then if Alert[Level][period]== 1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, "\225", 0); context:drawText (1, "\225", UpTrendColor, -1, x-width/2 , y , x+width/2 , y+height, 0 ); elseif Alert[Level][period]== -1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, "\226", 0); context:drawText (1, "\226", DownTrendColor, -1, x-width/2 , y-height, x+width/2 ,y, 0 ); end end end end end function Initialization () SendEmail = instance.parameters.SendEmail; local i; for i = 1, Number , 1 do Label[i]=instance.parameters:getString("Label" .. i); ON[i]=instance.parameters:getBoolean("ON" .. i); end if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not (SendEmail and (Email == "" or Email == nil )), "E-mail address must be specified"); PlaySound = instance.parameters.PlaySound; if PlaySound then for i = 1, Number , 1 do Up[i]=instance.parameters:getString("Up" .. i); Down[i]=instance.parameters:getString("Down" .. i); end else for i = 1, Number , 1 do Up[i]=nil; Down[i]=nil; end end for i = 1, Number , 1 do assert( not(PlaySound and (Up[i] == "" or Up[i] == nil ) ), "Sound file must be chosen"); assert (not (PlaySoundand and (Down[i] == "" or Down[i] == nil)), "Sound file must be chosen"); end RecurrentSound = instance.parameters.RecurrentSound; for i = 1, Number , 1 do U[i] = nil; D[i] = nil; end 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); local P3= core.findDate (source, source:date(period)- Second * Period3, false); local P4= core.findDate (source, source:date(period)- Second * Period4, false); if P1==-1 or P1< first+1 or P2==-1 or P2< first+1 or P3==-1 or P3< first+1 or P4==-1 or P4< 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); RM1[period] = alpha *Median + (1 - alpha )*RM1[period-1]; local angle; --Set EMA constant from LPPeriod input angle = 2 * PI / (period-P3); 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, P4, period); RM2[period] = alpha *Median + (1 - alpha )*RM2[period-1]; if Live~= "Live" then period=period-1; Shift=1; else Shift=0; end if period < first then return; end Activate (1, period); end function Activate (id, period) Alert[id][period]=0; if id == 1 and ON[id] then if RM1[period] > RM2[period] and RM1[period-1] <= RM2[period-1] then Alert[id][period]= 1; AlertLevel[id][period]= RM2[period] D[id] = nil; if U[id]~=source:serial(period) and period == source:size()-1-Shift and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) then U[id]=source:serial(period); SoundAlert(Up[id]); EmailAlert( Label[id], " Cross Over "); SendAlert( Label[id]," Crossed over "); Pop(Label[id], " Cross Over ", period ); OnlyOnceFlag=false; end elseif RM1[period] < RM2[period] and RM1[period-1] >= RM2[period-1] then Alert[id][period]= -1; AlertLevel[id][period]= RM2[period] U[id] = nil; if D[id]~=source:serial(period) and period == source:size()-1-Shift and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) then D[id]=source:serial(period); SoundAlert(Down[id]); EmailAlert( Label[id] , " Cross Under "); Pop(Label[id], " Cross Under ", period ); SendAlert( Label[id]," Crossed under "); OnlyOnceFlag=false; end end end if FIRST then FIRST=false; end end function AsyncOperationFinished (cookie, success, message) end function SoundAlert(Sound) if not PlaySound then return; end terminal:alertSound(Sound, RecurrentSound); end function EmailAlert( label , Subject) if not SendEmail then return end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertEmail(Email, profile:id(), text); end function Pop(label , Subject ) if not Show then return; end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; core.host:execute ("prompt", 1, label , text ); end function SendAlert(label ,Subject, period) if not ShowAlert then return; end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertMessage(source:instrument(), source[NOW], text, now); end