-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=940 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ -- Indicator profile initialization routine -- Defines indicator profile properties and indicator parameters function Init() indicator:name("The indicator highlights trade sessions"); indicator:description("The indicator can be applied on 1-minute to 1-hour charts"); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addBoolean("NY_S", "Show New York session (8:00 am - 5:00 pm EST/EDT)", "", true); indicator.parameters:addColor("NY_C", "New York session color", "", core.rgb(255, 0, 0)); indicator.parameters:addBoolean("LO_S", "Show London session (3:00 am - 12:00 pm EST/EDT)", "", true); indicator.parameters:addColor("LO_C", "New York session color", "", core.rgb(0, 255, 0)); indicator.parameters:addBoolean("TO_S", "Show Tokyo session (7:00 pm - 4:00 am EST/EDT)", "", true); indicator.parameters:addColor("TO_C", "Tokyo session color", "", core.rgb(0, 0, 255)); indicator.parameters:addBoolean("SI_S", "Show Sidney session (5:00 pm - 2:00 am EST/EDT)", "", true); indicator.parameters:addColor("SI_C", "Sidney session color", "", core.rgb(0, 255, 255)); indicator.parameters:addInteger("HL", "Highlight transparency (%)", "", 90, 0, 100); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local first; local source = nil; local host; local new_york = nil; local london = nil; local tokyo = nil; local sidney = nil; local dummy = nil; local day_offset, week_offset; -- Routine function Prepare(nameOnly) source = instance.source; first = source:first(); host = core.host; local s, e; s, e = core.getcandle(source:barSize(), 0, 0, 0); s = math.floor(s * 86400 + 0.5); -- >>in seconds e = math.floor(e * 86400 + 0.5); -- >>in seconds assert((e - s) < 3600, "The source time frame must not be bigger than 1 hour"); local name = profile:id() .. "()"; instance:name(name); if (nameOnly) then return; end day_offset = host:execute("getTradingDayOffset"); week_offset = host:execute("getTradingWeekOffset"); if instance.parameters.NY_S then -- 8 am to 5 pm new_york = CreateSession(8, 9, instance.parameters.NY_C, "NewYork", name); end if instance.parameters.LO_S then -- 3 am to 12 pm london = CreateSession(3, 9, instance.parameters.LO_C, "London", name); end if instance.parameters.TO_S then -- 7 pm of yesterday to 4 am of today tokyo = CreateSession(-5, 9, instance.parameters.TO_C, "Tokyo", name); end if instance.parameters.SI_S then -- 5 pm of yesterday to 2 am of today sidney = CreateSession(-7, 9, instance.parameters.SI_C, "Sidney", name); end dummy = instance:addInternalStream(0, 0); -- the stream for bookmarking end local ref = nil; -- the reference 1-hour source -- Indicator calculation routine function Update(period) if period >= first then if ref == nil then ref = registerStream(0, "H1", 24); -- open 1-hour stream which returns 24 bars BEFORE the start of the source collection. end end Process(new_york, period); Process(london, period); Process(tokyo, period); Process(sidney, period); end -- Process the specified session function Process(session, period) if session == nil then return ; end -- find the start of the session local date = source:date(period); -- bar date; local sfrom, sto; -- 1) calculate the session to which the specified date belongs local t; t = math.floor(date * 86400 + 0.5); -- date/time in seconds -- shift the date so it is in the virtual time zone in which 0:00 is the begin of the session t = t - session.from * 3600; -- truncate to the day only. t = math.floor(t / 86400 + 0.5) * 86400; -- and shift it back to est time zone t = t + session.from * 3600; sfrom = t; -- begin of the session sto = sfrom + session.len * 3600; -- end of the session sfrom = sfrom / 86400; sto = sto / 86400; -- process only if the date/time is inside the session if date >= sfrom and date < sto then -- find the hour bar of the beginning of the day local ref_period, loading; ref_period, loading = getDate(0, sfrom, false, period); if ref_period == -1 then -- the first bar is not found at all -- or the date is being loaded return ; end local hi = 0; local lo = 100000000000000; while true do local t = ref:date(ref_period); if t >= sfrom then if t >= sto then break; end if ref.high[ref_period] > hi then hi = ref.high[ref_period]; end if ref.low[ref_period] < lo then lo = ref.low[ref_period]; end end ref_period = ref_period + 1; if ref_period >= ref:size() then break; end end if hi ~= 0 then session.begin[period] = sfrom; session.high[period] = hi; session.highband[period] = hi; session.low[period] = lo; session.lowband[period] = lo; while period > 1 and session.begin[period] == session.begin[period - 1] do if session.high[period] ~= hi or session.low[period] ~= low then session.high[period - 1] = hi; session.highband[period - 1] = hi; session.low[period - 1] = lo; session.lowband[period - 1] = lo; period = period - 1; else break; end end end else session.begin[period] = 0; end end -- Create the session description -- from - the offset in hours again 0:00 of the EST canlendar day -- len - length of the session in hours -- color - color for lines and fill area -- name - of the session -- iname - the name of the indicator function CreateSession(from, len, color, name, iname) local session = {}; local n; session.name = name; session.from = from; session.len = len; n = name .. "_H"; session.high = instance:addStream(n, core.Line, iname .. "." .. n, n, color, first); n = name .. "_L"; session.low = instance:addStream(n, core.Line, iname .. "." .. n, n, color, first); n = name .. "_HB"; session.highband = instance:addStream(n, core.Line, iname .. "." .. n, n, color, first); n = name .. "_LB"; session.lowband = instance:addStream(n, core.Line, iname .. "." .. n, n, color, first); session.begin = instance:addInternalStream(0, 0); instance:createChannelGroup(name, name, session.highband, session.lowband, color, 100 - instance.parameters.HL); return session; end local streams = {} -- register stream -- @param barSize Stream's bar size -- @param extent The size of the required extent (number of periods to look the back) -- @return the stream reference function registerStream(id, barSize, extent) local stream = {}; local s1, e1, length; local from, to; s1, e1 = core.getcandle(barSize, 0, 0, 0); length = math.floor((e1 - s1) * 86400 + 0.5); stream.data = nil; stream.barSize = barSize; stream.length = length; stream.loading = false; stream.extent = extent; local from, dataFrom from, dataFrom = getFrom(barSize, length, extent); if (source:isAlive()) then to = 0; else t, to = core.getcandle(barSize, source:date(source:size() - 1), day_offset, week_offset); end stream.loading = true; stream.loadingFrom = from; stream.dataFrom = from; stream.data = host:execute("getHistory", id, source:instrument(), barSize, from, to, source:isBid()); setBookmark(0); streams[id] = stream; return stream.data; end function getDate(id, candle, precise, period) local stream = streams[id]; assert(stream ~= nil, "Stream is not registered"); local from, dataFrom, to; if candle < stream.dataFrom then setBookmark(period); if stream.loading then return -1, true; end from, dataFrom = getFrom(stream.barSize, stream.length, stream.extent); stream.loading = true; stream.loadingFrom = from; stream.dataFrom = from; host:execute("extendHistory", id, stream.data, from, stream.data:date(0)); return -1, true; end if (not(source:isAlive()) and candle > stream.data:date(stream.data:size() - 1)) then setBookmark(period); if stream.loading then return -1, true; end stream.loading = true; from = bf_data:date(bf_data:size() - 1); to = candle; host:execute("extendHistory", id, stream.data, from, to); end local p; p = findDateFast(stream.data, candle, precise); return p, stream.loading; end function setBookmark(period) local bm; bm = dummy:getBookmark(1); if bm < 0 then bm = period; else bm = math.min(period, bm); end dummy:setBookmark(1, bm); end -- get the from date for the stream using bar size and extent and taking the non-trading periods -- into account function getFrom(barSize, length, extent) local from, loadFrom; local nontrading, nontradingend; from = core.getcandle(barSize, source:date(source:first()), day_offset, week_offset); loadFrom = math.floor(from * 86400 - length * extent + 0.5) / 86400; 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 loadFrom = math.floor((loadFrom - 2) * 86400 - length * extent + 0.5) / 86400; end return loadFrom, from; end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period; local stream = streams[cookie]; if stream == nil then return ; end stream.loading = false; period = dummy:getBookmark(1); if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end -- find the date in the stream using binary search algo. 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; if max < 1 then return -1; end 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