-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=1050 --+------------------------------------------------------------------+ --| Copyright © 2020, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ local Modules = {}; function Init() indicator:name("Moving Average Convergence/Divergence") indicator:description("A trend-following momentum indicator that shows the relationship between two moving averages of prices.") indicator:requiredSource(core.Tick) indicator:type(core.Oscillator) indicator.parameters:addGroup("Selection") indicator.parameters:addBoolean("H", "Histogram On", "", true) indicator.parameters:addBoolean("M", "Macd On", "", true) indicator.parameters:addBoolean("S", "Signal On", "", true) indicator.parameters:addGroup("Calculation") indicator.parameters:addInteger("SN", "Short EMA", "The period of the short EMA.", 12, 2, 1000) indicator.parameters:addInteger("LN", "Long EMA", "The period of the long EMA.", 26, 2, 1000) indicator.parameters:addInteger("IN", "Signal line", "The number of periods for the signal line.", 9, 2, 1000) indicator.parameters:addGroup("Style") indicator.parameters:addColor("MACD_color", "MACD color", "The color of MACD.", core.rgb(255, 0, 0)) indicator.parameters:addColor("SIGNAL_color", "Signal color", "The color of SIGNAL.", core.rgb(0, 0, 255)) indicator.parameters:addColor("UP", "Up Histogram in Up Trend", "The color of Up Histogram.", core.rgb(0, 255, 0)) indicator.parameters:addColor("UPDOWN", "Down Histogram in Up Trend", "The color of Up Histogram.", core.rgb(0, 200, 0)) indicator.parameters:addColor("DOWNUP", "Up Histogram in Down Trend", "The color of Down Histogram.", core.rgb(255, 0, 0)) indicator.parameters:addColor("DOWN", "Down Histogram in Down Trend", "The color of Down Histogram.", core.rgb(200, 0, 0)) signaler:Init(indicator.parameters); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local SN local LN local IN local M local H local S local firstPeriodMACD local firstPeriodSIGNAL local source = nil local EMAS = nil local EMAL = nil local MVAI = nil -- Streams block local MACD = nil local SIGNALOUT = nil local SIGNAL = nil local HISTOGRAM = nil local OUT -- Routine function Prepare(nameOnly) signaler:Prepare(nameOnly); SN = instance.parameters.SN LN = instance.parameters.LN IN = instance.parameters.IN M = instance.parameters.M H = instance.parameters.H S = instance.parameters.S source = instance.source -- Check parameters if (LN <= SN) then error("The short EMA period must be smaller than long EMA period") end -- Base name of the indicator. local name = profile:id() .. "(" .. source:name() .. ", " .. SN .. ", " .. LN .. ", " .. IN .. ")" instance:name(name) if nameOnly then return end -- Create short and long EMAs for the source EMAS = core.indicators:create("EMA", source, SN) EMAL = core.indicators:create("EMA", source, LN) MACD = instance:addInternalStream(0, 0) SIGNAL = instance:addInternalStream(0, 0) -- Create the output stream for the MACD. The first period is equal to the -- biggest first period of source EMA streams firstPeriodMACD = EMAL.DATA:first() OUT = instance:addStream("MACD", core.Line, name .. ".MACD", "MACD", instance.parameters.MACD_color, firstPeriodMACD) OUT:setPrecision(math.max(2, instance.source:getPrecision())) -- Create MVA for the MACD output stream. MVAI = core.indicators:create("MVA", MACD, IN) -- Create output for the signal and histogram firstPeriodSIGNAL = MVAI.DATA:first() SIGNALOUT = instance:addStream("SIGNAL", core.Line, name .. ".SIGNAL", "SIGNAL", instance.parameters.SIGNAL_color, firstPeriodSIGNAL) SIGNALOUT:setPrecision(math.max(2, instance.source:getPrecision())) HISTOGRAM = instance:addStream("HISTOGRAM", core.Bar, name .. "HISTOGRAM", "HISTOGRAM", instance.parameters.UP, firstPeriodSIGNAL) HISTOGRAM:setPrecision(math.max(2, instance.source:getPrecision())) end local last_signal; -- Indicator calculation routine function Update(period, mode) -- and update short and long EMAs for the source. EMAS:update(mode) EMAL:update(mode) if (period >= firstPeriodMACD) then -- calculate MACD output MACD[period] = EMAS.DATA[period] - EMAL.DATA[period] if (M) then OUT[period] = MACD[period] end end -- update MVA on the MACD MVAI:update(mode) if (period >= firstPeriodSIGNAL) then SIGNAL[period] = MVAI.DATA[period] if (S) then SIGNALOUT[period] = SIGNAL[period] end -- calculate histogram as a difference between MACD and signal if (H) then HISTOGRAM[period] = MACD[period] - SIGNAL[period] if HISTOGRAM[period] > 0 then if HISTOGRAM[period] > HISTOGRAM[period - 1] then HISTOGRAM:setColor(period, instance.parameters.UP) else HISTOGRAM:setColor(period, instance.parameters.UPDOWN) end else if HISTOGRAM[period] < HISTOGRAM[period - 1] then HISTOGRAM:setColor(period, instance.parameters.DOWN) else HISTOGRAM:setColor(period, instance.parameters.DOWNUP) end end end end if period == source:size() - 1 and last_signal ~= source:serial(period) then if core.crossesOver(MACD, 0, period) then signaler:Signal("MACD crossed over 0"); last_signal = source:serial(period); elseif core.crossesUnder(MACD, 0, period) then signaler:Signal("MACD crossed under 0"); last_signal = source:serial(period); end end end function AsyncOperationFinished(cookie, successful, message, message1, message2) signaler:AsyncOperationFinished(cookie, successful, message, message1, message2); end signaler = {}; signaler.Name = "Signaler"; signaler.Debug = false; signaler.Version = "1.7"; signaler._show_alert = nil; signaler._sound_file = nil; signaler._recurrent_sound = nil; signaler._email = nil; signaler._ids_start = nil; signaler._advanced_alert_timer = nil; signaler._tz = nil; signaler._alerts = {}; signaler._commands = {}; function signaler:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function signaler:OnNewModule(module) end function signaler:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end function signaler:ToJSON(item) local json = {}; function json:AddStr(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value)); end function json:AddNumber(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0); end function json:AddBool(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false"); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(item) do local stype = type(t) if stype == "number" then json:AddNumber(idx, t); elseif stype == "string" then json:AddStr(idx, t); elseif stype == "boolean" then json:AddBool(idx, t); elseif stype == "function" or stype == "table" then --do nothing else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end function signaler:ArrayToJSON(arr) local str = "["; for i, t in ipairs(self._alerts) do local json = self:ToJSON(t); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function signaler:AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == self._advanced_alert_timer and (self.last_req == nil or not self.last_req:loading()) then if #self._alerts > 0 then local data = self:ArrayToJSON(self._alerts); self._alerts = {}; self.last_req = http_lua.createRequest(); local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}', self._advanced_alert_key, string.gsub(self.StrategyName or "", '"', '\\"'), data); self.last_req:setRequestHeader("Content-Type", "application/json"); self.last_req:setRequestHeader("Content-Length", tostring(string.len(query))); self.last_req:start("http://profitrobots.com/api/v1/notification", "POST", query); elseif #self._commands > 0 then local data = self:ArrayToJSON(self._commands); self._commands = {}; self.last_req = http_lua.createRequest(); local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}', self._external_executer_key, string.gsub(self.StrategyName or "", '"', '\\"'), data); self.last_req:setRequestHeader("Content-Type", "application/json"); self.last_req:setRequestHeader("Content-Length", tostring(string.len(query))); self.last_req:start("http://profitrobots.com/api/v1/notification", "POST", query); end end end function signaler:FormatEmail(source, period, message) --format email subject local subject = message .. "(" .. source:instrument() .. ")"; --format email text local delim = "\013\010"; local signalDescr = "Signal: " .. (self.StrategyName or ""); local symbolDescr = "Symbol: " .. source:instrument(); local messageDescr = "Message: " .. message; local ttime = core.dateToTable(core.host:execute("convertTime", core.TZ_EST, self._ToTime, source:date(period))); local dateDescr = string.format("Time: %02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min); local priceDescr = "Price: " .. source[period]; local text = "You have received this message because the following signal alert was received:" .. delim .. signalDescr .. delim .. symbolDescr .. delim .. messageDescr .. delim .. dateDescr .. delim .. priceDescr; return subject, text; end function signaler:Signal(message, source) if source == nil then if instance.source ~= nil then source = instance.source; elseif instance.bid ~= nil then source = instance.bid; else local pane = core.host.Window.CurrentPane; source = pane.Data:getStream(0); end end if self._show_alert then terminal:alertMessage(source:instrument(), source[NOW], message, source:date(NOW)); end if self._sound_file ~= nil then terminal:alertSound(self._sound_file, self._recurrent_sound); end if self._email ~= nil then terminal:alertEmail(self._email, profile:id().. " : " .. message, self:FormatEmail(source, NOW, message)); end if self._advanced_alert_key ~= nil then self:AlertTelegram(message, source:instrument(), source:barSize()); end if self._signaler_debug_alert then core.host:trace(message); end if self._show_popup then local subject, text = self:FormatEmail(source, NOW, message); core.host:execute("prompt", self._ids_start + 2, subject, text); end if self._dde_alerts then dde_server:set(self.dde_topic, self.dde_alerts, message); end end function signaler:SendCommand(command) if self._external_executer_key == nil or core.host.Trading:getTradingProperty("isSimulation") or command == "" then return; end local command = { Text = command }; self._commands[#self._commands + 1] = command; end function signaler:AlertTelegram(message, instrument, timeframe) if core.host.Trading:getTradingProperty("isSimulation") then return; end local alert = {}; alert.Text = message or ""; alert.Instrument = instrument or ""; alert.TimeFrame = timeframe or ""; self._alerts[#self._alerts + 1] = alert; end function signaler:Init(parameters) parameters:addInteger("signaler_ToTime", "Convert the date to", "", 6) parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1) parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2) parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3) parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4) parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5) parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6) parameters:addBoolean("signaler_show_alert", "Show Alert", "", true); parameters:addBoolean("signaler_play_sound", "Play Sound", "", false); parameters:addFile("signaler_sound_file", "Sound File", "", ""); parameters:setFlag("signaler_sound_file", core.FLAG_SOUND); parameters:addBoolean("signaler_recurrent_sound", "Recurrent Sound", "", true); parameters:addBoolean("signaler_send_email", "Send Email", "", false); parameters:addString("signaler_email", "Email", "", ""); parameters:setFlag("signaler_email", core.FLAG_EMAIL); if indicator ~= nil and strategy == nil then parameters:addBoolean("signaler_show_popup", "Show Popup", "", false); end parameters:addBoolean("signaler_debug_alert", "Print Into Log", "", false); if DDEAlertsSupport then parameters:addBoolean("signaler_dde_export", "DDE Export", "You can export the alert into the Excel or any other application with DDE support (=Service Name|DDE Topic!Alerts)", false); parameters:addString("signaler_dde_service", "Service Name", "The service name must be unique amoung all running instances of the strategy", "TS2ALERTS"); parameters:addString("signaler_dde_topic", "DDE Topic", "", ""); end parameters:addGroup(" Telegram/Discord/Other platforms"); parameters:addBoolean("use_advanced_alert", "Send Advanced Alert", "Telegram/Discord/other platform (like MT4)", false) parameters:addString("advanced_alert_key", "Advanced Alert Key", "You can get a key via @profit_robots_bot Telegram Bot. Visit ProfitRobots.com for discord/other platform keys", ""); parameters:addGroup(" Trade coping"); parameters:addBoolean("use_external_executer", "Send Command To Another Platform", "Like MT4/MT5/FXTS2", false) parameters:addString("external_executer_key", "Platform Key", "You can get a key on ProfitRobots.com", ""); end function signaler:Prepare(name_only) self._ToTime = instance.parameters.signaler_ToTime if self._ToTime == 1 then self._ToTime = core.TZ_EST elseif self._ToTime == 2 then self._ToTime = core.TZ_UTC elseif self._ToTime == 3 then self._ToTime = core.TZ_LOCAL elseif self._ToTime == 4 then self._ToTime = core.TZ_SERVER elseif self._ToTime == 5 then self._ToTime = core.TZ_FINANCIAL elseif self._ToTime == 6 then self._ToTime = core.TZ_TS end self._dde_alerts = instance.parameters.signaler_dde_export; if self._dde_alerts then assert(instance.parameters.signaler_dde_topic ~= "", "You need to specify the DDE topic"); require("ddeserver_lua"); self.dde_server = ddeserver_lua.new(instance.parameters.signaler_dde_service); self.dde_topic = self.dde_server:addTopic(instance.parameters.signaler_dde_topic); self.dde_alerts = self.dde_server:addValue(self.dde_topic, "Alerts"); end if instance.parameters.signaler_play_sound then self._sound_file = instance.parameters.signaler_sound_file; assert(self._sound_file ~= "", "Sound file must be chosen"); end self._show_alert = instance.parameters.signaler_show_alert; self._recurrent_sound = instance.parameters.signaler_recurrent_sound; self._show_popup = instance.parameters.signaler_show_popup; self._signaler_debug_alert = instance.parameters.signaler_debug_alert; if instance.parameters.signaler_send_email then self._email = instance.parameters.signaler_email; assert(self._email ~= "", "E-mail address must be specified"); end --do what you usually do in prepare if name_only then return; end if instance.parameters.advanced_alert_key ~= "" and instance.parameters.use_advanced_alert then self._advanced_alert_key = instance.parameters.advanced_alert_key; end if instance.parameters.external_executer_key ~= "" and instance.parameters.use_external_executer then self._external_executer_key = instance.parameters.external_executer_key; end if self.external_executer_key ~= nil or self._advanced_alert_key ~= nil then require("http_lua"); self._advanced_alert_timer = self._ids_start + 1; core.host:execute("setTimer", self._advanced_alert_timer, 1); end end function signaler:ReleaseInstance() if self.dde_server ~= nil then self.dde_server:close(); end end signaler:RegisterModule(Modules);