-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=66700 --+------------------------------------------------------------------+ --| 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 -- Defines indicator profile properties and indicator parameters -- TODO: Add minimal and maximal value of numeric parameters and default color of the streams function Init() indicator:name("MACD Slow Stochastic Overlay"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("MACD Calculation"); indicator.parameters:addString("TF1", "Time frame", "", "Chart"); indicator.parameters:addString("Price" , "Data Source", "", "close"); indicator.parameters:addStringAlternative("Price" , "Open", "", "open"); indicator.parameters:addStringAlternative("Price", "High", "", "high"); indicator.parameters:addStringAlternative("Price" , "Low", "", "low"); indicator.parameters:addStringAlternative("Price" , "Close", "", "close"); indicator.parameters:addStringAlternative("Price", "Median", "", "median"); indicator.parameters:addStringAlternative("Price" , "Typical", "", "typical"); indicator.parameters:addStringAlternative("Price" , "Weighted ", "", "weighted"); indicator.parameters:addInteger("SN", "Short EMA", "", 12, 2, 1000); indicator.parameters:addInteger("LN", "Long EMA", "", 26, 2, 1000); indicator.parameters:addInteger("IN", "Signal Line", "", 9, 2, 1000); indicator.parameters:addGroup("Slow Stochastic Calculation"); indicator.parameters:addString("TF2", "Time frame", "", "Chart"); indicator.parameters:addInteger("K", "K Period", "", 5, 2, 1000); indicator.parameters:addInteger("SD", "K Slowing Period", "", 3, 2, 1000); -- indicator.parameters:addInteger("D", "D Period", "", 3, 2, 1000); indicator.parameters:addGroup("Selector"); indicator.parameters:addBoolean("One", "Use MACD Filter", "", true); indicator.parameters:addBoolean("Two", "Use Stochastic Filter", "", true); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Up", "Up color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "Down color", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("Neutral", "Neutral color", "", core.rgb(128, 128, 128)); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- TODO: Refine the first period calculation for each of the output streams. -- TODO: Calculate all constants, create instances all subsequent indicators and load all required libraries -- Parameters block local Up,Down, Neutral; local first; local source = nil; local K, SK, D, Stochastic; local open=nil; local close=nil; local high=nil; local low=nil; local SN, LN, IN, Price; local TF={}; local weekoffset, dayoffset; local loading={}; local Source={} local macd; local One, Two ; function Prepare(nameOnly) local name = profile:id() .. "(" .. instance.source:name() .. ")"; instance:name(name); if (nameOnly) then return; end Up = instance.parameters.Up; Down= instance.parameters.Down; Neutral= instance.parameters.Neutral; dayoffset = core.host:execute("getTradingDayOffset"); weekoffset = core.host:execute("getTradingWeekOffset"); IN = instance.parameters.IN; SN = instance.parameters.SN; LN = instance.parameters.LN; Price = instance.parameters.Price; K= instance.parameters.K; SD= instance.parameters.SD; --D= instance.parameters.D; One= instance.parameters.One; Two= instance.parameters.Two; if (LN <= SN) then error("The short EMA period must be smaller than long EMA period"); end source = instance.source; first = source:first(); TF[1]=instance.parameters.TF1; if TF[1]=="Chart" then TF[1]=source:barSize(); end TF[2]=instance.parameters.TF2; if TF[2]=="Chart" then TF[2]=source:barSize(); end if TF[1] ~= "Chart"then local s1, e1, s2, e2; s1, e1 = core.getcandle(source:barSize(),0, 0, 0); s2, e2 = core.getcandle(TF[1], 0, 0, 0); assert ((e1 - s1) <= (e2 - s2), "The chosen time frame must be equal to or bigger than the chart time frame!"); end if TF[2] ~= "Chart"then local s1, e1, s2, e2; s1, e1 = core.getcandle(source:barSize(),0, 0, 0); s2, e2 = core.getcandle(TF[2], 0, 0, 0); assert ((e1 - s1) <= (e2 - s2), "The chosen time frame must be equal to or bigger than the chart time frame!"); end if TF[1] ~= source:barSize() then Source[1] = core.host:execute("getSyncHistory", source:instrument(), TF[1], source:isBid(), 0, 100, 101); loading[1]=true; macd = core.indicators:create("MACD", Source[1].close, SN,LN,IN); else macd = core.indicators:create("MACD", source, SN,LN,IN); first = macd.HISTOGRAM:first(); end if TF[2] ~= source:barSize() then Source[2] = core.host:execute("getSyncHistory", source:instrument(), TF[2], source:isBid(), 0, 200, 201); loading[2]=true; Stochastic = core.indicators:create("SSD", Source[2], K,SD,3); else Stochastic = core.indicators:create("SSD", source, K,SD,3); first=math.max(first,Stochastic.D:first() ); end open = instance:addStream("openup", core.Line, name, "", core.rgb(0, 0, 0), first); high = instance:addStream("highup", core.Line, name, "", core.rgb(0, 0, 0), first); low = instance:addStream("lowup", core.Line, name, "", core.rgb(0, 0, 0), first); close = instance:addStream("closeup", core.Line, name, "", core.rgb(0, 0, 0), first); instance:createCandleGroup("OVERLAY", "OVERLAY", open, high, low, close); end -- Indicator calculation routine function Update(period, mode) if loading[1] or loading[2] then return; end open[period] = source.open[period]; close[period] = source.close[period]; high[period] = source.high[period]; low[period] = source.low[period]; if period < first then open:setColor(period, Neutral); return; end macd:update(mode); Stochastic:update(mode); if period macd.HISTOGRAM[p1-1] then S1=1; elseif macd.HISTOGRAM[p1] < macd.HISTOGRAM[p1-1] then S1=-1; end else if macd.HISTOGRAM[period] > macd.HISTOGRAM[period-1] then S1=1; elseif macd.HISTOGRAM[period] < macd.HISTOGRAM[period-1] then S1=-1; end end if TF[2] ~= "Chart" and TF[2] ~= source:barSize() then local p2 = Initialization(2, period) if not p2 then return; end if Stochastic.K[p2] > Stochastic.K[p2-1] then S2=1; elseif Stochastic.K[p2] < Stochastic.K[p2-1] then S2=-1; end else if Stochastic.K[period] > Stochastic.K[period-1] then S2=1; elseif Stochastic.K[period] < Stochastic.K[period-1] then S2=-1; end end if ((S1 == 1 and One) or not One) and ((S2 == 1 and Two) or not Two) and (S1~=0 or S2~=0) then open:setColor(period, Up); elseif ((S1 == -1 and One) or not One) and ((S2 == -1 and Two) or not Two) and (S1~=0 or S2~=0) then open:setColor(period, Down); else open:setColor(period, Neutral); end end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) if cookie == 100 then loading[1] = false; elseif cookie == 101 then loading[1] = true; end if cookie == 200 then loading[2] = false; elseif cookie == 201 then loading[2] = true; end if not loading1 and not loading2 then instance:updateFrom(0); end end function Initialization(id, period) local Candle; Candle = core.getcandle(TF[id], source:date(period), dayoffset, weekoffset); if loading[id] or Source[id]:size() == 0 then return false ; end if period < source:first() then return false; end local p = core.findDate(Source[id], Candle, false); -- candle is not found if p < 0 then return false; else return p; end end