-- Id: 214 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=451 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ -- Indicator profile initialization routine -- Defines indicator profile properties and indicator parameters function Init() indicator:name("Stochastic RSI"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("N", "Number of periods for RSI", "", 14, 1, 200); indicator.parameters:addInteger("K", "%K Stochastic Periods", "", 14, 1, 200); indicator.parameters:addInteger("KS", "%K Slowing Periods", "", 5, 1, 200); indicator.parameters:addInteger("D", "%D Slowing Stochastic Periods", "", 3, 1, 200); indicator.parameters:addGroup("Calculation"); indicator.parameters:addColor("K_color", "Color of K", "Color of K", core.rgb(0, 255, 0)); indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE); indicator.parameters:addColor("D_color", "Color of D", "Color of D", core.rgb(255, 0, 0)); indicator.parameters:addInteger("width2", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style2", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE); end -- Indicator instance initialization routine -- Parameters block local N; local K; local KS; local D; local firstSKI; local firstK; local firstD; local source = nil; -- Streams block local SKI = nil; local SK = nil; local SD = nil; local RSI = nil; local MVA1 = nil; local MVA2 = nil; -- Routine function Prepare(nameOnly) N = instance.parameters.N; K = instance.parameters.K; KS = instance.parameters.KS; D = instance.parameters.D; source = instance.source; first = source:first(); local name = profile:id() .. "(" .. source:name() .. ", " .. N .. ", " .. K .. ", " .. KS ..", " .. D .. ")"; instance:name(name); if nameOnly then return; end RSI = core.indicators:create("RSI", source, N); firstSKI = RSI.DATA:first() + K; SKI = instance:addInternalStream(firstSKI, 0); MVA1 = core.indicators:create("MVA", SKI, KS); firstK = MVA1.DATA:first(); SK = instance:addStream("K", core.Line, name .. ".K", "K", instance.parameters.K_color, firstK); SK:setPrecision(math.max(2, instance.source:getPrecision())); SK:setWidth(instance.parameters.width1); SK:setStyle(instance.parameters.style1); SK:addLevel(20); SK:addLevel(50); SK:addLevel(80); MVA2 = core.indicators:create("MVA", SK, D); firstD = MVA2.DATA:first(); SD = instance:addStream("D", core.Dot, name .. ".D", "D", instance.parameters.D_color, firstD); SD:setPrecision(math.max(2, instance.source:getPrecision())); SD:setWidth(instance.parameters.width2); SD:setStyle(instance.parameters.style2); end -- Indicator calculation routine function Update(period, mode) RSI:update(mode); if (period >= firstSKI) then local min, max; --local range; -- range = core.rangeTo(period, K); min,max = mathex.minmax(RSI.DATA, period-K+1, period); if (min == max) then SKI[period] = 100; else SKI[period] = (RSI.DATA[period] - min) / (max - min) * 100; end end MVA1:update(mode); if period >= firstK then SK[period] = MVA1.DATA[period]; end MVA2:update(mode); if (period >= firstD) then SD[period] = MVA2.DATA[period]; end end