-- Id: 5643 --+------------------------------------------------------------------+ --| Copyright © 2017, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ function Init() indicator:name("USD Index"); indicator:description("Calculates the USD index in on the base of EUR/USD, USD/JPY, GBP/USD, USD/CAD, AUD/USD and USD/CHF instruments. You must be subscribed for all these instruments!!!"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("BL", "BAR/LINE", "" , "LINE"); indicator.parameters:addStringAlternative("BL", "LINE", "" , "LINE"); indicator.parameters:addStringAlternative("BL", "BAR", "" , "BAR"); indicator.parameters:addBoolean("Reverse", "Reverse", "", false); indicator.parameters:addGroup("Display"); indicator.parameters:addColor("clrIndex", "Index Color", "", core.rgb(255, 0, 0)); end local source; local barSize; local loading = false; local offset; local weekoffset; local BL; local close local open; local high; local low; -- indexes for the instruments in the data table local eurusd = 1; local usdjpy = 2; local gbpusd = 3; local usdcad = 4; local usdchf = 5; local usdsek = 6; local first = nil; local last = nil; -- data table local data = {}; -- add a new item into the data table -- index - is the index of the item in the table -- instrument - the instrument name -- weight - the weigth of the instrument function AddCollectionItem(index, instrument, weight) local t, coll, from, to, tmp; t = {}; t.instrument = instrument; t.data = nil; t.loading = false; t.weight = weight; t.rqfrom = nil; t.rqto = nil; data[index] = t; if first == nil or first > index then first = index; end if last == nil or last < index then last = index; end end -- initialize the collection of the instruments function InitCollection() -- sum of absolute values of the weights must be 1. negative sign is for the -- instrument which has USD as counter currency. AddCollectionItem(eurusd, "EUR/USD", -0.576); AddCollectionItem(usdjpy, "USD/JPY", 0.136); AddCollectionItem(gbpusd, "GBP/USD", -0.119); AddCollectionItem(usdcad, "USD/CAD", 0.091); AddCollectionItem(usdsek, "AUD/USD", -0.042); -- AddCollectionItem(usdsek, "USD/SEK", 0.042); AddCollectionItem(usdchf, "USD/CHF", 0.036); end -- prepare the indicator function Prepare() BL = instance.parameters.BL; source = instance.source; host = core.host; barSize = source:barSize(); offset = host:execute("getTradingDayOffset"); weekoffset = host:execute("getTradingWeekOffset"); InitCollection(); local name = profile:id(); if instance.parameters.Reverse then name=name .. "(reverse)"; end instance:name(name); if BL == "BAR" then close = instance:addStream("close", core.Line, "", "", core.rgb(128, 128, 128), 0); close:setPrecision(math.max(2, instance.source:getPrecision())); open = instance:addStream("open", core.Line, "", "", core.rgb(128, 128, 128), 0); open:setPrecision(math.max(2, instance.source:getPrecision())); high = instance:addStream("high", core.Line, "", "", core.rgb(128, 128, 128), 0); high:setPrecision(math.max(2, instance.source:getPrecision())); low = instance:addStream("low", core.Line, "", "", core.rgb(128, 128, 128), 0); low:setPrecision(math.max(2, instance.source:getPrecision())); instance:createCandleGroup("OHLC", "OHLC", open, high, low, close); else close = instance:addStream("USDX", core.Line, "USDX", "", core.rgb(128, 128, 128), 0); close:setPrecision(math.max(2, instance.source:getPrecision())); end --close = instance:addStream("X", core.Line, name .. ".X", "X", instance.parameters.clrIndex, 0); --close:setPrecision(math.max(2, instance.source:getPrecision())); end local p = {}; local w = {}; local popen = {}; local pclose = {}; local phigh = {}; local plow = {}; -- get the price of the specified instrument function GetPrice(index, date) local t; local from, to, tmp; t = data[index]; assert(t ~= nil, "internal error!"); if t.data == nil then -- data is not loaded yet at all if source:isAlive() then to = 0; else to = source:date(source:size() - 1); end from = source:date(source:first()); t.data = host:execute("getHistory", index, t.instrument, barSize, from, to, source:isBid()); t.rqfrom = from; t.rqto = to; t.loading = true; loading = true; return 0, 0, 0, 0, 0; elseif date < t.rqfrom then -- requested date is before the first item of the collection -- we have ever requested from = date; to = t.data:date(0); host:execute("extendHistory", index, t.data, from, to); t.rqfrom = from; t.loading = true; loading = true; return 0, 0, 0, 0, 0; elseif not(source:isAlive()) and date > t.rqto then -- requested date is after the last item of the collection -- we have ever requested to = date; from = t.data:date(t.data:size() - 1); host:execute("extendHistory", index, t.data, from, to); t.rqto = to; t.loading = true; loading = true; return 0, 0, 0, 0, 0; end local p; p = findDateFast(t.data, date, false); if p < 0 then return 0, 0, 0, 0, 0; end return t.data.open[p],t.data.high[p],t.data.low[p],t.data.close[p], t.weight; end local lastdate = nil; -- the function which is called to calculate the period function Update(period, mode) if loading or period <= source:first() then return ; end -- do not calculate for the floating candle period = period - 1; if lastdate ~= nil and source:date(period) == lastdate then return ; end lastdate = source:date(period); local i, absent, o,h,l,c, b; local x={}; absent = false; for i = first, last, 1 do o, h, l, c, b = GetPrice(i, lastdate); if a == 0 then absent = true; end pclose[i] = c; popen[i] = o; phigh[i] = h; plow[i] = l; w[i] = b; end if loading then close:setBookmark(1, period); return ; end if absent then if close:hasData(period - 1) then close[period] = close[period - 1]; end else x[1] = 50.14348112; x[2] = 50.14348112; x[3] = 50.14348112; x[4] = 50.14348112; for i = first, last, 1 do if BL == "BAR" then x[4] = x[4] * math.pow(pclose[i], w[i]); x[1] = x[1] * math.pow(popen[i], w[i]); x[2] = x[2] * math.pow(phigh[i], w[i]); x[3] = x[3] * math.pow(plow[i], w[i]); else x[4] = x[4] * math.pow(pclose[i], w[i]); end end if BL == "BAR" then if instance.parameters.Reverse then close[period] =1/x[4]; open[period] = 1/x[1]; high[period] = 1/x[2]; low[period] = 1/x[3]; else close[period] = x[4]; open[period] = x[1]; high[period] = x[2]; low[period] = x[3]; end else if instance.parameters.Reverse then close[period]=1/x[4]; else close[period] = x[4]; end end end period = period + 1; if period > 0 and period == source:size() - 1 then if BL == "BAR" then open[period] = close[period - 1]; high[period] = close[period - 1]; low[period] = close[period - 1]; close[period] = close[period - 1]; else close[period] = close[period - 1]; end end end function AsyncOperationFinished(cookie) local t; t = data[cookie]; t.loading = false; for i = first, last, 1 do if data[i].loading then return ; end end loading = false; local period; period = close:getBookmark(1); if (period < 0) then period = 0; end 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