-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=65729 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- Indicator profile initialization routine local indi_alerts = {}; function Init() indicator:name("Volume Price Change") indicator:description("") indicator:requiredSource(core.Bar) indicator:type(core.Oscillator) indicator.parameters:addGroup("Calculation") indicator.parameters:addInteger("length", "Period", "", 15, 2, 2000) indicator.parameters:addInteger("price_smoothing", "Price Smoothing", "", 15) indicator.parameters:addInteger("signal_smoothing", "Signal Smoothing", "", 15) indicator.parameters:addInteger("overbought", "Overbought Level", "", 80, 0, 100); indicator.parameters:addInteger("oversold", "Oversold Level", "", 20, 0, 100); indicator.parameters:addGroup("Style") indicator.parameters:addColor("color1", "Line Color Down", "", core.rgb(0, 255, 0)) indicator.parameters:addColor("color2", "Line Color Up", "", core.rgb(255, 0, 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("color3", "Signal Line Color", "", core.rgb(0, 0, 255)) 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:addColor("UP_color", "Color of Uptrend", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("DN_color", "Color of Downtend", "", core.rgb(0, 255, 0)); indi_alerts:AddParameters(indicator.parameters); indi_alerts:AddAlert("Line/Zero"); indi_alerts:AddAlert("Line/Signal"); indi_alerts:AddAlert("Line/Oversold"); indi_alerts:AddAlert("Line/Overbought"); indi_alerts:AddAlert("Divergence"); end local length, price_smoothing, signal_smoothing local first local source = nil local MVA, EMA1, EMA2, EMA3 local vpc, signal local DN_color, UP_color, UP, DN, V; function Prepare(nameOnly) length = instance.parameters.length price_smoothing = instance.parameters.price_smoothing signal_smoothing = instance.parameters.signal_smoothing local name = profile:id() .. "(" .. instance.source:name() .. ", " .. length .. ", " .. signal_smoothing .. ")" instance:name(name) if (nameOnly) then return end UP = instance:createTextOutput("UpD", "Up", "Wingdings", 10, core.H_Center, core.V_Top, instance.parameters.UP_color, -1); DN = instance:createTextOutput("DnD", "Dn", "Wingdings", 10, core.H_Center, core.V_Bottom, instance.parameters.DN_color, -1); indi_alerts:Prepare(); indi_alerts.source = instance.source; instance:drawOnMainChart(true); source = instance.source if price_smoothing > 1 then EMA1 = core.indicators:create("EMA", source.close, price_smoothing) EMA2 = core.indicators:create("EMA", source.volume, price_smoothing) MVA = core.indicators:create("MVA", EMA2.DATA, length) first = MVA.DATA:first() else MVA = core.indicators:create("MVA", source.volume, length) first = MVA.DATA:first() end vpc = instance:addStream("vpc", core.Line, "vpc", "vpc", instance.parameters.color1, first) vpc:setWidth(instance.parameters.width1) vpc:setStyle(instance.parameters.style1) V = vpc; vpc:addLevel(0) vpc:setPrecision(math.max(2, source:getPrecision())) EMA3 = core.indicators:create("EMA", vpc, signal_smoothing) signal = instance:addStream("signal", core.Line, "signal", "signal", instance.parameters.color3, first) signal:setWidth(instance.parameters.width2) signal:setStyle(instance.parameters.style2) signal:setPrecision(math.max(2, source:getPrecision())) end local pperiod = nil; local pperiod1 = nil; local lines = {}; local init = false; local init1 = false; local init2 = false; local UP_PEN = 42; local DN_PEN = 43; function Draw(stage, context) indi_alerts:Draw(stage, context, source); if stage == 102 then if not init1 then context:createPen(UP_PEN, context.SOLID, 1, instance.parameters.UP_color); context:createPen(DN_PEN, context.SOLID, 1, instance.parameters.DN_color); init1 = true; end for _, line in ipairs(lines) do local x1 = context:positionOfDate(line.Date1); local x2 = context:positionOfDate(line.Date2); local visible, y1 = context:pointOfPrice(line.Price1); local visible, y2 = context:pointOfPrice(line.Price2); context:drawLine(line.IsDown and DN_PEN or UP_PEN, x1, y1, x2, y2); end elseif stage == 2 then if not init2 then context:createPen(UP_PEN, context.SOLID, 1, instance.parameters.UP_color); context:createPen(DN_PEN, context.SOLID, 1, instance.parameters.DN_color); init2 = true; end for _, line in ipairs(lines) do local x1 = context:positionOfDate(line.Date1); local x2 = context:positionOfDate(line.Date2); local visible, y1 = context:pointOfPrice(line.IndiVal1); local visible, y2 = context:pointOfPrice(line.IndiVal2); context:drawLine(line.IsDown and DN_PEN or UP_PEN, x1, y1, x2, y2); end end end -- Indicator calculation routine function Update(period, mode) if price_smoothing > 1 then EMA1:update(mode) EMA2:update(mode) MVA:update(mode) if period < MVA.DATA:first() then return end vpc[period] = (EMA1.DATA[period] - EMA1.DATA[period - length + 1]) * MVA.DATA[period] else MVA:update(mode) if period < MVA.DATA:first() then return end vpc[period] = (source.close[period] - source.close[period - length + 1]) * MVA.DATA[period] end EMA3:update(mode) if period < EMA3.DATA:first() then return end signal[period] = EMA3.DATA[period] if vpc[period] > signal[period] then vpc:setColor(period, instance.parameters.color1) else vpc:setColor(period, instance.parameters.color2) end if pperiod ~= nil and pperiod > period or period <= first then lines = {}; end pperiod = period; -- process only candles which are already closed closed. if pperiod1 ~= nil and pperiod1 == source:serial(period) then return ; end period = period - 1; pperiod1 = source:serial(period); if period >= first then if period >= first + 2 then processBullish(period - 2); processBearish(period - 2); end end for _, alert in ipairs(indi_alerts.Alerts) do Activate(alert, period, period ~= source:size() - 1); end end function processBullish(period) if isTrough(period) then local curr, prev; curr = period; prev = prevTrough(period); if prev ~= nil then if V[curr] > V[prev] and source.low[curr] < source.low[prev] then DN:set(curr, V[curr], "\225", "Classic bullish"); local line = {}; line.Date1 = source:date(prev); line.Date2 = source:date(curr); line.IndiVal1 = V[prev]; line.IndiVal2 = V[curr]; line.Price1 = source.low[prev]; line.Price2 = source.low[curr] line.IsDown = true; lines[#lines + 1] = line; elseif V[curr] < V[prev] and source.low[curr] > source.low[prev] then DN:set(curr, V[curr], "\225", "Reversal bullish"); local line = {}; line.Date1 = source:date(prev); line.Date2 = source:date(curr); line.IndiVal1 = V[prev]; line.IndiVal2 = V[curr]; line.Price1 = source.low[prev]; line.Price2 = source.low[curr] line.IsDown = true; lines[#lines + 1] = line; end end end end function isTrough(period) local i; if V[period] < V[period - 1] and V[period] < V[period + 1] then for i = period - 1, first, -1 do if V[i] > V[period] then return true; elseif V[period] > V[i] then return false; end end end return false; end function prevTrough(period) local i; for i = period - 5, first, -1 do if V[i] <= V[i - 1] and V[i] < V[i - 2] and V[i] <= V[i + 1] and V[i] < V[i + 2] then return i; end end return nil; end function processBearish(period) if isPeak(period) then local curr, prev; curr = period; prev = prevPeak(period); if prev ~= nil then if V[curr] < V[prev] and source.high[curr] > source.high[prev] then UP:set(curr, V[curr], "\226", "Classic bearish"); local line = {}; line.Date1 = source:date(prev); line.Date2 = source:date(curr); line.IndiVal1 = V[prev]; line.IndiVal2 = V[curr]; line.Price1 = source.high[prev]; line.Price2 = source.high[curr]; line.IsDown = false; lines[#lines + 1] = line; elseif V[curr] > V[prev] and source.high[curr] < source.high[prev] then UP:set(curr, V[curr], "\226", "Reversal bearish"); local line = {}; line.Date1 = source:date(prev); line.Date2 = source:date(curr); line.IndiVal1 = V[prev]; line.IndiVal2 = V[curr]; line.Price1 = source.high[prev]; line.Price2 = source.high[curr]; line.IsDown = false; lines[#lines + 1] = line; end end end end function isPeak(period) local i; if V[period] > V[period - 1] and V[period] > V[period + 1] then for i = period - 1, first, -1 do if V[i] < V[period] then return true; elseif V[period] < V[i] then return false; end end end return false; end function prevPeak(period) local i; for i = period - 5, first, -1 do if V[i] >= V[i - 1] and V[i] > V[i - 2] and V[i] >= V[i + 1] and V[i] > V[i + 2] then return i; end end return nil; end function Activate(alert, period, historical_period) if indi_alerts.Live ~= "Live" then period = period - 1; end alert.Alert[period] = 0; if not alert.ON then if indi_alerts.FIRST then indi_alerts.FIRST = false; end return; end if alert.id == 1 then if vpc[period] > 0 and vpc[period - 1] <= 0 then alert:UpAlert(source, period, alert.Label .. ". Cross Over", source.high[period], historical_period); elseif vpc[period] < 0 and vpc[period - 1] >= 0 then alert:DownAlert(source, period, alert.Label .. ". Cross Under", source.low[period], historical_period); end end if alert.id == 2 then if vpc[period] > signal[period] and vpc[period - 1] <= signal[period - 1] then alert:UpAlert(source, period, alert.Label .. ". Cross Over", source.high[period], historical_period); elseif vpc[period] < signal[period] and vpc[period - 1] >= signal[period - 1] then alert:DownAlert(source, period, alert.Label .. ". Cross Under", source.low[period], historical_period); end end if alert.id == 3 then if core.crossesOver(signal, instance.parameters.oversold, period) then alert:UpAlert(source, period, alert.Label .. ". Cross Over", source.high[period], historical_period); elseif core.crossesUnder(signal, instance.parameters.oversold, period) then alert:DownAlert(source, period, alert.Label .. ". Cross Under", source.low[period], historical_period); end end if alert.id == 4 then if core.crossesOver(signal, instance.parameters.overbought, period) then alert:UpAlert(source, period, alert.Label .. ". Cross Over", source.high[period], historical_period); elseif core.crossesUnder(signal, instance.parameters.overbought, period) then alert:DownAlert(source, period, alert.Label .. ". Cross Under", source.low[period], historical_period); end end if alert.id == 5 then if period > 2 and UP:hasData(period - 2) then alert:UpAlert(source, period, alert.Label .. ". Bull divergence", source.high[period], historical_period); elseif period > 2 and DN:hasData(period - 2) then alert:DownAlert(source, period, alert.Label .. ". Bear divergence", source.low[period], historical_period); end end if indi_alerts.FIRST then indi_alerts.FIRST = false; end end function AsyncOperationFinished(cookie, success, message, message1, message2) indi_alerts:AsyncOperationFinished(cookie, success, message, message1, message2) end indi_alerts.Version = "1.5"; indi_alerts.last_id = 0; indi_alerts.FIRST = true; indi_alerts.total_alerts = 4; indi_alerts._alerts = {}; indi_alerts._advanced_alert_timer = nil; function indi_alerts:AddParameters(parameters) indicator.parameters:addGroup("Alert Mode"); indicator.parameters:addString("Live", "End of Turn / Live", "", "Live"); indicator.parameters:addStringAlternative("Live", "End of Turn", "", "End of Turn"); indicator.parameters:addStringAlternative("Live", "Live", "", "Live"); indicator.parameters:addInteger("ToTime", "Convert the date to", "", 6) indicator.parameters:addIntegerAlternative("ToTime", "EST", "", 1) indicator.parameters:addIntegerAlternative("ToTime", "UTC", "", 2) indicator.parameters:addIntegerAlternative("ToTime", "Local", "", 3) indicator.parameters:addIntegerAlternative("ToTime", "Server", "", 4) indicator.parameters:addIntegerAlternative("ToTime", "Financial", "", 5) indicator.parameters:addIntegerAlternative("ToTime", "Display", "", 6) indicator.parameters:addGroup("Alert Style"); indicator.parameters:addColor("UpTrendColor", "Up Trend Color", "", core.rgb(0, 0, 255)); indicator.parameters:addColor("DownTrendColor", "Down Trend Color", "", core.rgb(0, 0, 255)); indicator.parameters:addInteger("Size", "Label Size", "", 10, 1 , 100); indicator.parameters:addGroup("Alerts"); indicator.parameters:addBoolean("Show", "Show Dialog box Alert", "", true); indicator.parameters:addBoolean("ShowAlert", "Show Alert", "", true); indicator.parameters:addGroup("Alerts Sound"); indicator.parameters:addBoolean("PlaySound", "Play Sound", "", true); indicator.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", false); indicator.parameters:addGroup("Alerts Email"); indicator.parameters:addBoolean("SendEmail", "Send Email", "", true); indicator.parameters:addString("Email", "Email", "", ""); indicator.parameters:setFlag("Email", core.FLAG_EMAIL); indicator.parameters:addGroup("External Alerts"); indicator.parameters:addBoolean("use_advanced_alert", "Send Advanced Alert", "Telegram or Telegram Channel", false); indicator.parameters:addString("telegram_key", "Advanced Alert Key", "Start converstation with @profit_robots_bot Telegram Bot to get the key", ""); end function indi_alerts:AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == self._advanced_alert_timer and #self._alerts > 0 then if self._advanced_alert_key == nil then return; end local data = self:ArrayToJSON(self._alerts); self._alerts = {}; local 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); req:setRequestHeader("Content-Type", "application/json"); req:setRequestHeader("Content-Length", tostring(string.len(query))); req:start("http://profitrobots.com/api/v1/notification", "POST", query); end end function indi_alerts: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 else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end function indi_alerts: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 indi_alerts:AddAlert(Label) self.last_id = self.last_id + 1; indicator.parameters:addGroup(Label .. " Alert"); indicator.parameters:addBoolean("ON" .. self.last_id , "Show " .. Label .." Alert" , "", true); indicator.parameters:addFile("Up" .. self.last_id, Label .. " Cross Over Sound", "", ""); indicator.parameters:setFlag("Up" .. self.last_id, core.FLAG_SOUND); indicator.parameters:addInteger("UpSymbol" .. self.last_id, "Up Symbol", "", 217); indicator.parameters:addColor("UpColor" .. self.last_id, "Up Color", "", core.rgb(0, 255, 0)); indicator.parameters:addFile("Down" .. self.last_id, Label .. " Cross Under Sound", "", ""); indicator.parameters:setFlag("Down" .. self.last_id, core.FLAG_SOUND); indicator.parameters:addInteger("DownSymbol" .. self.last_id, "Down Symbol", "", 218); indicator.parameters:addColor("DownColor" .. self.last_id, "Down Color", "", core.rgb(255, 0, 0)); indicator.parameters:addString("Label" .. self.last_id, "Label", "", Label); end indi_alerts.init = false; function indi_alerts:Draw(stage, context) if stage ~= 102 then return; end if not self.init then context:createFont(1, "Wingdings", context:pointsToPixels(self.Size), context:pointsToPixels(self.Size), 0); self.init = true; end for period = math.max(context:firstBar(), self.source:first()), math.min(context:lastBar(), self.source:size()-1), 1 do x, x1, x2= context:positionOfBar(period); for _, level in ipairs(self.Alerts) do if level.Alert:hasData(period) then if level.Alert[period] == 1 then visible, y = context:pointOfPrice(level.AlertLevel[period]); width, height = context:measureText(1, level.UpSymbol, 0); context:drawText(1, level.UpSymbol, level.UpColor, -1, x - width / 2, y - height, x+width / 2, y, 0); elseif level.Alert[period] == -1 then visible, y = context:pointOfPrice(level.AlertLevel[period]); width, height = context:measureText(1, level.DownSymbol, 0); context:drawText(1, level.DownSymbol, level.DownColor, -1, x - width / 2, y, x + width/2, y + height, 0); end end end end end indi_alerts.Alerts = {}; function indi_alerts:GetTimezone() local tz = instance.parameters.ToTime; if tz == 1 then return core.TZ_EST elseif tz == 2 then return core.TZ_UTC elseif tz == 3 then return core.TZ_LOCAL elseif tz == 4 then return core.TZ_SERVER elseif tz == 5 then return core.TZ_FINANCIAL elseif tz == 6 then return core.TZ_TS end end function indi_alerts:Prepare() self.Show = instance.parameters.Show; self.Live = instance.parameters.Live; self.ShowAlert = instance.parameters.ShowAlert; self.ToTime = self:GetTimezone(); self.UpTrendColor = instance.parameters.UpTrendColor; self.DownTrendColor = instance.parameters.DownTrendColor; self.Size = instance.parameters.Size; self.SendEmail = instance.parameters.SendEmail; self.PlaySound = instance.parameters.PlaySound; local i; for i = 1, self.total_alerts, 1 do local alert = {}; alert.id = i; alert.Label = instance.parameters:getString("Label" .. i); alert.ON = instance.parameters:getBoolean("ON" .. i); alert.UpSymbol = string.char(instance.parameters:getInteger("UpSymbol" .. i)); alert.DownSymbol = string.char(instance.parameters:getInteger("DownSymbol" .. i)); alert.UpColor = instance.parameters:getColor("UpColor" .. i); alert.DownColor = instance.parameters:getColor("DownColor" .. i); alert.Up = self.PlaySound and instance.parameters:getString("Up" .. i) or nil; alert.Down = self.PlaySound and instance.parameters:getString("Down" .. i) or nil; assert(not(self.PlaySound) or (self.PlaySound and alert.Up ~= "") or (self.PlaySound and alert.Up ~= ""), "Sound file must be chosen"); assert(not(self.PlaySound) or (self.PlaySound and alert.Down ~= "") or (self.PlaySound and alert.Down ~= ""), "Sound file must be chosen"); alert.U = nil; alert.D = nil; alert.Alert = instance:addInternalStream(0, 0); alert.AlertLevel = instance:addInternalStream(0, 0); function alert:DownAlert(source, period, text, level, historical_period) shift = indi_alerts.Live ~= "Live" and 1 or 0; self.Alert[period] = -1; self.AlertLevel[period] = level; self.U = nil; if self.D ~= source:serial(period) and period == source:size() - 1 - shift and not indi_alerts.FIRST then self.D = source:serial(period); if not historical_period then indi_alerts:SoundAlert(self.Down); indi_alerts:EmailAlert(self.Label, text, period); indi_alerts:SendAlert(self.Label, text, period); if indi_alerts.Show then indi_alerts:Pop(self.Label, text); end end end end function alert:UpAlert(source, period, text, level, historical_period) shift = indi_alerts.Live ~= "Live" and 1 or 0; self.Alert[period] = 1; self.AlertLevel[period] = level; self.D = nil; if self.U ~= source:serial(period) and period == source:size() - 1 - shift and not indi_alerts.FIRST then self.U=source:serial(period); if not historical_period then indi_alerts:SoundAlert(self.Up); indi_alerts:EmailAlert(self.Label, text, period); indi_alerts:SendAlert(self.Label, text, period); if indi_alerts.Show then indi_alerts:Pop(self.Label, text); end end end end self.Alerts[#self.Alerts + 1] = alert; end self.Email = self.SendEmail and instance.parameters.Email or nil; assert(not(self.SendEmail) or (self.SendEmail and self.Email ~= ""), "E-mail address must be specified"); self.RecurrentSound = instance.parameters.RecurrentSound; if instance.parameters.advanced_alert_key ~= "" and instance.parameters.use_advanced_alert then self._advanced_alert_key = instance.parameters.advanced_alert_key; require("http_lua"); self._advanced_alert_timer = 1234; core.host:execute("setTimer", self._advanced_alert_timer, 1); end end function indi_alerts:Pop(label, note) core.host:execute("prompt", 1, label, self.source:instrument() .. " " .. label .. " : " .. note); end function indi_alerts:SoundAlert(Sound) if not self.PlaySound then return; end terminal:alertSound(Sound, self.RecurrentSound); end function indi_alerts:EmailAlert(label, Subject, period) if not self.SendEmail then return end local now = self.source:date(period); now = core.host:execute("convertTime", core.TZ_EST, self.ToTime, now); local DATA = core.dateToTable(now) local delim = "\013\010"; local Note = profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject; local Symbol = "Instrument : " .. self.source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF = "Time Frame : " .. source:barSize() local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertEmail(self.Email, profile:id(), text); end function indi_alerts:SendAlert(label, Subject, period) if not self.ShowAlert then return; end local now = self.source:date(period); now = core.host:execute("convertTime", core.TZ_EST, self.ToTime, now); local DATA = core.dateToTable(now) local delim = "\013\010"; local Note = profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject; local Symbol= "Instrument : " .. self.source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF = "Time Frame : " .. source:barSize() local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertMessage(self.source:instrument(), self.source[NOW], text, self.source:date(NOW)); end function indi_alerts:AlertTelegram(message, instrument, timeframe) local alert = {}; alert.Text = message or ""; alert.Instrument = instrument or ""; alert.TimeFrame = timeframe or ""; self._alerts[#self._alerts + 1] = alert; end