-- Id: 24888 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=68407 --+------------------------------------------------------------------+ --| Copyright © 2019, 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("Synthetic Vix Stochastic"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("pd", "WVF lookback period", "", 22, 1, 2000); indicator.parameters:addInteger("length", "length", "", 14, 1, 2000); indicator.parameters:addInteger("smoothK", "smoothK period", "", 3, 1, 2000); indicator.parameters:addInteger("smoothD", "smoothD period", "", 3, 1, 2000); indicator.parameters:addGroup("K 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: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("OB/OS Levels"); indicator.parameters:addDouble("overbought", "Overbought Level","", 80); indicator.parameters:addDouble("oversold","Oversold Level","", 20); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128)); indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local pd,length; local first; local source = nil; local Data; local K,D; local smoothK ,smoothD; local wvf; local k; local mins, maxes; -- Routine function Prepare(nameOnly) pd= instance.parameters.pd; length= instance.parameters.length; smoothK = instance.parameters.smoothK; smoothD= instance.parameters.smoothD; local Parameters= pd .. ", " .. length.. ", " ..smoothK .. ", " .. smoothD; local name = profile:id() .. "(" .. instance.source:name() .. ", " .. Parameters .. ")"; instance:name(name); if (nameOnly) then return; end source = instance.source; first=source:first()+pd; k= instance:addInternalStream(0, 0); wvf= instance:addInternalStream(0, 0); K = instance:addStream("K " , core.Line, "K","K ",instance.parameters.color1, first+pd+smoothK ); K:setPrecision(math.max(2, instance.source:getPrecision())); K :setWidth(instance.parameters.width1); K :setStyle(instance.parameters.style1); K :setPrecision(math.max(2, source:getPrecision())); D = instance:addStream("K " , core.Line, "K","K ",instance.parameters.color2, first+pd+smoothK+smoothD ); D:setPrecision(math.max(2, instance.source:getPrecision())); D :setWidth(instance.parameters.width2); D :setStyle(instance.parameters.style2); D :setPrecision(math.max(2, source:getPrecision())); D:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); D:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); end -- Indicator calculation routine function Update(period, mode) if period < first then return; end local min,max=mathex.minmax(source, period-pd+1, period); wvf[period]= ((max-source.low[period])/ max )*-1; if period < first+pd +length then return; end local min,max=mathex.minmax(wvf, period-length, period); local mins = wvf[period] - min; local maxes = max - min; if maxes == 0 then k[period] = 50; else k[period] = mins / maxes * 100 end if period < first+pd+ length+ smoothK then return; end K[period]=mathex.avg(k, period-smoothK+1, period); if period < first+pd+ length+smoothK+smoothD then return; end D[period]=mathex.avg(K, period-smoothD+1, period); end