-- Id: 3094 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=3372&sid=6eb856b7a0e3a5289eb215e2282f8b31 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Stochastic expansion indicator"); indicator:description("Stochastic expansion indicator"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("KPeriod", "Period K", "", 13); indicator.parameters:addInteger("Slowing", "Slowing", "", 6); indicator.parameters:addInteger("NoiseFilter", "NoiseFilter", "", 6); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("clr1", "Color UP", "Color UP", 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("clrSig", "Signal Color", "Signal Color", 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); end local first; local source = nil; local KPeriod; local Slowing; local NoiseFilter; local BuffK=nil; local SigBuff=nil; local LowBuff; local HighBuff; local KB; function Prepare(nameOnly) source = instance.source; KPeriod=instance.parameters.KPeriod; Slowing=instance.parameters.Slowing; NoiseFilter=instance.parameters.NoiseFilter; first = source:first()+math.max(KPeriod,Slowing) local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.KPeriod .. ", " .. instance.parameters.Slowing .. ", " .. instance.parameters.NoiseFilter .. ")"; instance:name(name); if nameOnly then return; end LowBuff = instance:addInternalStream(first, 0); HighBuff = instance:addInternalStream(first, 0); KB = instance:addInternalStream(first, 0); BuffK = instance:addStream("BuffK", core.Line, name .. ".K", "K", instance.parameters.clr1, first+Slowing); BuffK:setPrecision(math.max(2, instance.source:getPrecision())); SigBuff = instance:addStream("SigBuff", core.Line, name .. ".Signal", "Signal", instance.parameters.clrSig, first+Slowing+NoiseFilter); SigBuff:setPrecision(math.max(2, instance.source:getPrecision())); BuffK:setWidth(instance.parameters.width1); BuffK:setStyle(instance.parameters.style1); SigBuff:setWidth(instance.parameters.width2); SigBuff:setStyle(instance.parameters.style2); end function Update(period, mode) if period< first then return; end LowBuff[period]=source.close[period]-mathex.min(source.low,period-KPeriod+1, period); HighBuff[period]=mathex.max(source.high,period-KPeriod+1, period)-source.close[period]; if period< first +Slowing then return; end local SumLow=mathex.sum(LowBuff, period-Slowing+1, period); local SumHigh=mathex.sum(HighBuff, period-Slowing+1, period); local KB1; local KB2; if SumHigh==0 then KB1=0; else KB1=SumLow/SumHigh; end if SumLow==0 then KB2=0; else KB2=-SumHigh/SumLow; end KB[period]=KB1+KB2; if period< first +Slowing +NoiseFilter then return; end local Avg=mathex.avg(KB, period-NoiseFilter+1,period); SigBuff[period]=Avg; BuffK[period]=KB[period]; end