-- Id: 9459 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=42679 --+------------------------------------------------------------------+ --| 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("TTM Squeeze"); indicator:description("TTM Squeeze"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Bollinger Calculation"); indicator.parameters:addDouble("Period", "Number of periods", "Number of periods", 20.0); indicator.parameters:addDouble("Dev", "Number of standard deviations", "Number of standard deviations", 2.0); indicator.parameters:addGroup("Keltner Calculation"); indicator.parameters:addInteger("NM", "Number of the periods to smooth the center line", "", 20); indicator.parameters:addInteger("NB", "Number of periods to smooth deviation", "", 20); indicator.parameters:addDouble("F", "Factor which is used to apply the deviation", "", 2); indicator.parameters:addString("MS", "The center line smoothing method", "", "MVA"); indicator.parameters:addStringAlternative("MS", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("MS", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("MS", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("MS", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("MS", "Wilders", "", "WMA"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Up", "Color of Up TTMS", "Color of TTMS", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "Color of Down TTMS", "Color of TTMS", core.rgb( 255, 0 , 0)); --indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5); --indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID); --indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE); indicator.parameters:addColor("Alert", "Trade Zone Color", "Trade Zone Color", core.rgb( 0, 0 , 255)); indicator.parameters:addColor("Neutral", "No Trade Zone Color", "No Trade Zone Color", core.rgb( 128, 128, 128)); --indicator.parameters:addInteger("AlertWidth", "Line width", "", 1, 1, 5); -- indicator.parameters:addInteger("AlertStyle", "Line style", "", core.LINE_SOLID); --indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE); 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 TL, BL ; local Dev; local Alert; local source = nil; local Period; -- Streams block local TTMS = nil; local NM, NB, F; local H, L, MS; local ATR, MA; -- Routine function Prepare(nameOnly) Dev = instance.parameters.Dev; Period = instance.parameters.Period; source = instance.source; NB = instance.parameters.NB; NM = instance.parameters.NM; F = instance.parameters.F; MS = instance.parameters.MS; local name = profile:id() .. "(" .. source:name() .. ", " .. Period.. ", " .. tostring(Dev) .. ", " .. NM .. ", " .. NB.. ", " .. F.. ", " .. MS.. ")"; instance:name(name); if (not (nameOnly)) then TL = instance:addInternalStream(0,0); BL = instance:addInternalStream(0,0); H = instance:addInternalStream(0,0); L = instance:addInternalStream(0,0); ATR = core.indicators:create("ATR", source, NB); assert(core.indicators:findIndicator(MS) ~= nil, MS .. " indicator must be installed"); MA = core.indicators:create(MS, source.close, NM); TTMS = instance:addStream("TTMS", core.Bar, name, "TTMS", instance.parameters.Up, math.max(Period, NM, NB)); TTMS:setPrecision(math.max(2, instance.source:getPrecision())); --TTMS:setWidth(instance.parameters.width); -- TTMS:setStyle(instance.parameters.style); Alert = instance:addStream("Alert", core.Dot, name, "Alert", instance.parameters.Alert, math.max(Period, NM, NB)); Alert:setPrecision(math.max(2, instance.source:getPrecision())); Alert:setWidth(3); -- Alert:setStyle(instance.parameters.AlertStyle); end end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period, mode) if period < Period then return; end BB(period); if period < math.max(NM, NB) then return; end MA:update(mode); ATR:update(mode); Keltner(period); TTMS[period] = (H[period]-L[period])/(TL[period]-BL[period])-1; if TTMS[period] > TTMS[period-1] then TTMS:setColor(period, instance.parameters.Up); else TTMS:setColor(period, instance.parameters.Down); end Alert[period]=0; if TL[period] < H[period] and BL[period] > L[period] then Alert:setColor(period, instance.parameters.Alert); else Alert:setColor(period, instance.parameters.Neutral); end end function BB(period) --local p = core.rangeTo(period, Period); local ml = mathex.avg(source.close, period-Period+1, period); local d = mathex.stdev(source.close, period-Period+1, period); TL[period] = ml + Dev * d; BL[period] = ml - Dev * d; end function Keltner (period) H[period] = MA.DATA[period] + ATR.DATA[period] * F; L[period] = MA.DATA[period] - ATR.DATA[period] * F; end