--+------------------------------------------------------------------+ --| Copyright © 2016, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ -- Indicator profile initialization routine -- Defines indicator profile properties and indicator parameters -- TODO: Add minimal and maximal value of numeric parameters and default color of the streams function Init() indicator:name("ATR Trailing Stop"); indicator:description("ATR Trailing Stop"); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); --indicator.parameters:addDouble("P", "Percentage ", "Percentage ", 3); indicator.parameters:addInteger("AP", "ATR period ", "ATR Period ", 14); indicator.parameters:addDouble("AM", "ATR multiplicator ", "ATR multiplicator ", 3.5); indicator.parameters:addColor("PTS_color", "Color of PTS", "Color of PTS", core.rgb(255, 0, 0)); 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 Multiplicator=nil; local Frame=nil; local first; local source = nil; -- Streams block local PTS = nil; local STOP; local ATR=nil; -- Routine function Prepare() Multiplicator = instance.parameters.AM; Frame = instance.parameters.AP; source = instance.source; first = source:first(); ATR= core.indicators:create("ATR", source, Frame); local name = profile:id() .. "(" .. source:name() .. ", " .. Frame .. ", " .. Multiplicator .. ")"; instance:name(name); PTS = instance:addStream("PTS", core.Line, name, "PTS", instance.parameters.PTS_color, first); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period,mode) if period >= Frame and source:hasData(period) then ATR:update(mode); STOP=ATR.DATA[period]*Multiplicator; if source.close[period] < PTS[period-1] and source.close[period-1] > PTS[period-1] then PTS[period] = source.close[period]+STOP; elseif source.close[period] < PTS[period-1] and source.close[period-1] < PTS[period-1] then PTS[period]= math.min(PTS[period-1],source.close[period]+STOP); end if source.close[period] > PTS[period-1] and source.close[period-1] < PTS[period-1] then PTS[period] = source.close[period]-STOP; elseif source.close[period] > PTS[period-1] and source.close[period-1] > PTS[period-1] then PTS[period]= math.max(PTS[period-1],source.close[period]-STOP); end end end