--+------------------------------------------------------------------+ --| Copyright © 2017, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ function Init() indicator:name("Bigger timeframe advanced fractal"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("BS", "Time frame to calculate advanced fractal", "", "D1"); indicator.parameters:setFlag("BS", core.FLAG_PERIODS); indicator.parameters:addInteger("Frame", "Number of fractals (Odd)", "Number of fractals (Odd)", 5, 5,99); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("UP", "Up fractal color", "Up fractal color", core.rgb(0,255,0)); indicator.parameters:addColor("DOWN", "Down fractal color", "Down fractal color", core.rgb(255,0,0)); end local source; -- the source local bf_data = nil; -- the high/low data local Frame; local BS; local bf_length; -- length of the bigger frame in seconds local dates; -- candle dates local host; local day_offset; local week_offset; local extent; local up; local down; local Indout; local Shift; local TF_Coeff; function Prepare() source = instance.source; host = core.host; day_offset = host:execute("getTradingDayOffset"); week_offset = host:execute("getTradingWeekOffset"); BS = instance.parameters.BS; Frame = instance.parameters.Frame; extent = 20; local s, e, s1, e1; s, e = core.getcandle(source:barSize(), core.now(), 0, 0); s1, e1 = core.getcandle(BS, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), "The chosen time frame must be bigger than the chart time frame!"); bf_length = math.floor((e1 - s1) * 86400 + 0.5); local name = profile:id() .. "(" .. source:name() .. "," .. BS .. "," .. Frame .. ")"; instance:name(name); up = instance:createTextOutput ("Up", "Up", "Wingdings", 10, core.H_Center, core.V_Top, instance.parameters.UP, 0); down = instance:createTextOutput ("Dn", "Dn", "Wingdings", 10, core.H_Center, core.V_Bottom, instance.parameters.DOWN, 0); Indout = instance:addStream("out", core.Line, name .. ".Ind", "Ind", core.rgb(0,255,0), 0); Shift=(Frame-1)/2; TF_Coeff=(e1-s1)/(e-s); end local loading = false; local loadingFrom, loadingTo; local pday = nil; -- the function which is called to calculate the period function Update(period, mode) -- get date and time of the hi/lo candle in the reference data local bf_candle; bf_candle = core.getcandle(BS, source:date(period-Shift), day_offset, week_offset); -- if data for the specific candle are still loading -- then do nothing if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then return ; end -- if the period is before the source start -- the do nothing if period-Shift*(TF_Coeff+1) < source:first() then return ; end -- if data is not loaded yet at all -- load the data if bf_data == nil then -- there is no data at all, load initial data local to, t; local from; if (source:isAlive()) then -- if the source is subscribed for updates -- then subscribe the current collection as well to = 0; else -- else load up to the last currently available date t, to = core.getcandle(BS, source:date(period-Shift), day_offset, week_offset); end from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset); Indout:setBookmark(1, period); -- shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then -- if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = to; bf_data = host:execute("getHistory", 1, source:instrument(), BS, loadingFrom, to, source:isBid()); return ; end -- check whether the requested candle is before -- the reference collection start if (bf_candle < bf_data:date(0)) then Indout:setBookmark(1, period); if loading then return ; end -- shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then -- if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = bf_data:date(0); host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo); return ; end -- check whether the requested candle is after -- the reference collection end if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then Indout:setBookmark(1, period); if loading then return ; end loading = true; loadingFrom = bf_data:date(bf_data:size() - 1); loadingTo = bf_candle; host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo); return ; end local p; p = findDateFast(bf_data, bf_candle, true); if p == -1 then return ; end if p>bf_data:size()-1 then return ; end local Fl=true; for i=1,(Frame-1)/2,1 do if bf_data.high[p-Shift]bf_data.low[p-i-Shift] or bf_data.low[p-Shift]>bf_data.low[p+i-Shift] then Fl=false; end end if Fl==true then down:set(period-Shift*(TF_Coeff+1), bf_data.low[p-Shift], "\225"); -- down:set(period, bf_data.low[p-Shift], "\225"); end end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period; pday = nil; period = Indout:getBookmark(1); if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end function findDateFast(stream, date, precise) local datesec = nil; local periodsec = nil; local min, max, mid; datesec = math.floor(date * 86400 + 0.5) min = 0; max = stream:size() - 1; while true do mid = math.floor((min + max) / 2); periodsec = math.floor(stream:date(mid) * 86400 + 0.5); if datesec == periodsec then return mid; elseif datesec > periodsec then min = mid + 1; else max = mid - 1; end if min > max then if precise then return -1; else return min - 1; end end end end