-- Id: 24122 -- Id: 24064 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=1927 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Donchian Channel on RSI Candle"); indicator:description("RSI Candle"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("RSI Calculation"); indicator.parameters:addInteger("Frame", "RSI period", "RSI Period", 14); indicator.parameters:addGroup("Donchian Calculation"); indicator.parameters:addInteger("N", "Number of periods", "", 20, 1, 10000); indicator.parameters:addString("AC", "Analyze the current period", "", "yes"); indicator.parameters:addStringAlternative("AC", "no", "", "no"); indicator.parameters:addStringAlternative("AC", "yes", "", "yes"); indicator.parameters:addString("SM", "Show middle line", "", "no"); indicator.parameters:addStringAlternative("SM", "no", "", "no"); indicator.parameters:addStringAlternative("SM", "yes", "", "yes"); indicator.parameters:addString("Type", "RSI Type", "", "Bar"); indicator.parameters:addStringAlternative("Type", "Bar", "", "Bar"); indicator.parameters:addStringAlternative("Type", "Line", "", "Line"); indicator.parameters:addStringAlternative("Type", "Nothing", "", "Nothing"); indicator.parameters:addGroup("Style"); indicator.parameters:addDouble("OB", "OB Level", "OB Level", 70); indicator.parameters:addDouble("OS", "OS Level", "OS Level", 30); --indicator.parameters:addBoolean("ShowCandles", "Show Candles", "", true); indicator.parameters:addBoolean("Show", "Show OB/OS Zone", "", true); indicator.parameters:addInteger("transp", "Zone Transparency %","", 80, 0, 100); indicator.parameters:addColor("Top", "OB Zone Color","", core.rgb(0, 255, 0)); indicator.parameters:addColor("Bottom", "OS Zone Color","", core.rgb(255, 0, 0)); indicator.parameters:addGroup("RSI Line Style"); indicator.parameters:addColor("color", "Line Color", "", core.rgb(128, 128, 128)); indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("Donchian Lines Style"); indicator.parameters:addColor("clrDU", "Color of the Up line", "", 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("clrDN", "Color of the Down line", "", 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); indicator.parameters:addColor("clrDM", "Color of the middle line", "", core.rgb(0, 0, 255)); indicator.parameters:addInteger("width3", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style3", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style3", core.FLAG_LINE_STYLE); 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 Frame; local Show; local first; local source = nil; -- Streams block local Open = nil; local Close = nil; local High = nil; local Low = nil; local Type; local RSIOpen = nil; local RSIClose = nil; local RSIHigh = nil; local RSILow = nil; local OB,OS; local UpLow,UpHigh,DownLow,DownHigh; local Top,Bottom; local Line; local n; --local ShowCandles; -- Routine function Prepare(nameOnly) Frame = instance.parameters.Frame; Show = instance.parameters.Show; Top = instance.parameters.Top; Bottom = instance.parameters.Bottom; Type= instance.parameters.Type; source = instance.source; n = instance.parameters.N; ---ShowCandles= instance.parameters.ShowCandles; OB = instance.parameters.OB; OS = instance.parameters.OS; local name = profile:id() .. "(" .. source:name() .. ", " .. Frame .. ")"; instance:name(name); if nameOnly then return; end RSIClose = core.indicators:create("RSI", source.close, Frame); if Type == "Bar" then RSIOpen = core.indicators:create("RSI", source.open, Frame); RSIHigh = core.indicators:create("RSI", source.high, Frame); RSILow = core.indicators:create("RSI", source.low, Frame); end if Type == "Bar" then Open = instance:addStream("Open", core.Line, name .. "", "", core.rgb(0, 0, 0), RSIClose.DATA:first()); Open:setPrecision(math.max(2, instance.source:getPrecision())); Close = instance:addStream("Close", core.Line, name .. "", "", core.rgb(0, 0, 0), RSIClose.DATA:first()); Close:setPrecision(math.max(2, instance.source:getPrecision())); High = instance:addStream("High", core.Line, name .. "", "", core.rgb(0, 0, 0), RSIClose.DATA:first()); High:setPrecision(math.max(2, instance.source:getPrecision())); Low = instance:addStream("Low", core.Line, name .. "", "", core.rgb(0, 0, 0), RSIClose.DATA:first()); Low:setPrecision(math.max(2, instance.source:getPrecision())); instance:createCandleGroup("RSI", "RSI Candle", Open, High, Low, Close); elseif Type == "Line" then Line= instance:addStream("RSI", core.Line, name .. "RSI", "RSI", instance.parameters.color, RSIClose.DATA:first()); Line:setPrecision(math.max(2, instance.source:getPrecision())); Line:setWidth(instance.parameters.width); Line:setStyle(instance.parameters.style); else Line = instance:addInternalStream(0, 0); end UpLow = instance:addStream("UpLow", core.Line, name .. "", "", core.rgb(0, 0, 0), RSIClose.DATA:first()); UpLow:setPrecision(math.max(2, instance.source:getPrecision())); DownLow = instance:addStream("DownLow", core.Line, name .. "", "", core.rgb(0, 0, 0), RSIClose.DATA:first()); DownLow:setPrecision(math.max(2, instance.source:getPrecision())); UpHigh = instance:addStream("UpHigh", core.Line, name .. "", "", core.rgb(0, 0, 0), RSIClose.DATA:first()); UpHigh:setPrecision(math.max(2, instance.source:getPrecision())); DownHigh = instance:addStream("DownHigh", core.Line, name .. "", "", core.rgb(0, 0, 0), RSIClose.DATA:first()); DownHigh:setPrecision(math.max(2, instance.source:getPrecision())); if Show then instance:createChannelGroup("UP", "UP", UpLow, UpHigh, Top,100 - instance.parameters.transp); instance:createChannelGroup("DOWN", "DOWN", DownLow, DownHigh, Bottom, 100 - instance.parameters.transp); end ac = (instance.parameters.AC == "yes"); sm = (instance.parameters.SM == "yes"); Period=instance.parameters.Period; first = n + RSIClose.DATA:first() - 1; if (not ac) then first = first + 1; end du = instance:addStream("DU", core.Line, name .. ".DU", "DU", instance.parameters.clrDU, first) du:setWidth(instance.parameters.width1); du:setStyle(instance.parameters.style1); dn = instance:addStream("DN", core.Line, name .. ".DN", "DN", instance.parameters.clrDN, first) dn:setWidth(instance.parameters.width2); dn:setStyle(instance.parameters.style2); if (sm) then dm = instance:addStream("DM", core.Line, name .. ".DM", "DM", instance.parameters.clrDM, first) dm:setWidth(instance.parameters.width3); dm:setStyle(instance.parameters.style3); end du:setPrecision(math.max(2, instance.source:getPrecision())); dn:setPrecision(math.max(2, instance.source:getPrecision())); if (sm) then dm:setPrecision(math.max(2, instance.source:getPrecision())); end end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period,mode) RSIClose:update(mode); if Type == "Bar" then RSIHigh:update(mode); RSILow:update(mode); RSIOpen:update(mode); end if period < RSIClose.DATA:first() or not source:hasData(period) then return; end UpLow[period] = OB; DownLow[period] = 0; UpHigh[period] = 100; DownHigh[period] = OS; if Type == "Bar" then Open[period] = RSIOpen.DATA[period]; Close[period] = RSIClose.DATA[period]; High[period] = math.max(Open[period],Close[period],RSIHigh.DATA[period]) ; Low[period] = math.min(Open[period],Close[period],RSILow.DATA[period]) ; else Line[period] = RSIClose.DATA[period]; end if period < first then return; end if Type == "Bar" then if (ac) then dn[period] = mathex.min(Low, period-n+1, period); du[period] = mathex.max(High, period-n+1, period); else dn[period] = mathex.min(Low, period-n+1-1, period-1); du[period] = mathex.max(High, period-n+1-1, period-1); end else if (ac) then dn[period] = mathex.min(Line, period-n+1, period); du[period] = mathex.max(Line, period-n+1, period); else dn[period] = mathex.min(Line, period-n+1-1, period-1); du[period] = mathex.max(Line, period-n+1-1, period-1); end end if (sm) then dm[period] = (du[period] + dn[period]) / 2; end end