-- Id: 5255 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=9566 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Bar Based Stochastic"); indicator:description("Bar Based Stochastic"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("Out", "Show K/D/Both Lines", "", "B"); indicator.parameters:addStringAlternative("Out", "K", "K", "K"); indicator.parameters:addStringAlternative("Out", "D", "D", "D"); indicator.parameters:addStringAlternative("Out", "Both", "Both", "B"); indicator.parameters:addInteger("K", "Number of periods for %K", "The number of periods for %K.", 5, 2, 1000); indicator.parameters:addInteger("SD", "%D slowing periods", "The number of periods for slow %D.", 3, 2, 1000); indicator.parameters:addInteger("D", "Number of periods for %D", "The number of periods for %D.", 3, 2, 1000); indicator.parameters:addString("MVAT_K", "Smoothing type for %K", "The type of smoothing algorithm for %K.", "MVA"); indicator.parameters:addStringAlternative("MVAT_K", "MVA", "MVA", "MVA"); indicator.parameters:addStringAlternative("MVAT_K", "EMA", "EMA", "EMA"); indicator.parameters:addStringAlternative("MVAT_K", "MetaTrader", "The MetaTrader algorithm.", "MT"); indicator.parameters:addStringAlternative("MVAT_K" , "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("MVAT_K" , "KAMA", "", "KAMA"); indicator.parameters:addStringAlternative("MVAT_K" , "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("MVAT_K" , "TMA", "", "TMA"); indicator.parameters:addStringAlternative("MVAT_K" , "VIDYA", "", "VIDYA"); indicator.parameters:addStringAlternative("MVAT_K" , "WMA", "", "WMA"); indicator.parameters:addString("MVAT_D", "Smoothing type for %D", "The type of smoothing algorithm for %D.", "MVA"); indicator.parameters:addStringAlternative("MVAT_D", "MVA", "MVA", "MVA"); indicator.parameters:addStringAlternative("MVAT_D", "EMA", "EMA", "EMA"); indicator.parameters:addStringAlternative("MVAT_D" , "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("MVAT_D" , "KAMA", "", "KAMA"); indicator.parameters:addStringAlternative("MVAT_D" , "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("MVAT_D" , "TMA", "", "TMA"); indicator.parameters:addStringAlternative("MVAT_D" , "VIDYA", "", "VIDYA"); indicator.parameters:addStringAlternative("MVAT_D" , "WMA", "", "WMA"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("clrFirst", "%K line color", "The color of the %K line.", core.rgb(0, 255, 0)); indicator.parameters:addInteger("Kwidth", "K Line width", "", 1, 1, 5); indicator.parameters:addInteger("Kstyle", "K Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("Kstyle", core.FLAG_LINE_STYLE); indicator.parameters:addColor("clrSecond", "%D line color", "The color of the %D line.", core.rgb(255, 0, 0)); indicator.parameters:addInteger("Dwidth", "D Line width", "", 1, 1, 5); indicator.parameters:addInteger("Dstyle", "D Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("Dstyle", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("OB/OS Levels"); indicator.parameters:addDouble("overbought", "Overbought Level","",80); indicator.parameters:addDouble("oversold","Oversold Level","", 20); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128)); indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local k; local d; local sd; local averageTypeK = nil; local averageTypeD = nil; local source = nil; local mins = nil; local maxes = nil; local mva = nil; local FastK = nil; local fastkFirst = nil; local kFirst = nil; local dFirst = nil; local isMT = nil; -- Streams block local K = nil; local D = nil; local Out; local DATA=nil; local Void; -- Routine function Prepare(nameOnly) k = instance.parameters.K; d = instance.parameters.D; sd = instance.parameters.SD; Out = instance.parameters.Out source = instance.source; averageTypeK = instance.parameters.MVAT_K; averageTypeD = instance.parameters.MVAT_D; local name = profile:id() .. "(" .. source:name().. ", " .. k .. ", " .. d .. ", " .. sd .. ", " .. averageTypeK .. ", " .. averageTypeD .. ")"; instance:name(name); if nameOnly then return; end mins = instance:addInternalStream(source:first() + k, 0); maxes = instance:addInternalStream(source:first() + k, 0); FastK = instance:addInternalStream(mins:first(), 0); fastkFirst = FastK:first(); if averageTypeK ~= "MT" then mva = core.indicators:create(averageTypeK, FastK, sd); if Out == "D" then K = instance:addInternalStream(mva.DATA:first(), 0); else K = instance:addStream("K", core.Line, name .. ".K", "K", instance.parameters.clrFirst, mva.DATA:first()); K:setWidth(instance.parameters.Kwidth); K:setStyle(instance.parameters.Kstyle); K:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); K:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); end isMT = false; else if Out == "D" then K = instance:addInternalStream(FastK:first() + sd, 0); else K = instance:addStream("K", core.Line, name .. ".K", "K", instance.parameters.clrFirst, FastK:first() + sd); K:setWidth(instance.parameters.Kwidth); K:setStyle(instance.parameters.Kstyle); K:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); K:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); end isMT = true; end kFirst = K:first(); signalLine = core.indicators:create(averageTypeD, K, d); if Out == "K" then D = instance:addInternalStream(signalLine.DATA:first(), 0); else D = instance:addStream("D", core.Line, name .. ".D", "D", instance.parameters.clrSecond, signalLine.DATA:first()); D:setWidth(instance.parameters.Dwidth); D:setStyle(instance.parameters.Dstyle); D:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); D:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); end dFirst = D:first(); K:setPrecision(math.max(2, instance.source:getPrecision())); D:setPrecision(math.max(2, instance.source:getPrecision())); end -- Indicator calculation routine function Update(period, mode) if period >= fastkFirst then local minLow, maxHigh = mathex.minmax(source, period - k + 1, period); mins[period] = source.close[period] - minLow; maxes[period] = maxHigh - minLow; if maxes[period] > 0 then FastK[period] = mins[period] / maxes[period] * 100; else FastK[period] = 50; end end if isMT == false then mva:update(mode); if period >= kFirst then K[period] = mva.DATA[period]; end else if period >= kFirst then -- local dRange = core.rangeTo(period, sd); local sumMax = mathex.sum(maxes, period-sd+1,period); if sumMax == 0 then K[period] = 50; else local sumMin= mathex.sum(mins, period-sd+1,period); K[period] = sumMin / sumMax * 100; end end end signalLine:update(mode); if period >= dFirst then D[period] = signalLine.DATA[period]; end end