Formulas:
Ind - indicator (CCI, RSI, Stochastic)
AMA0=Ind(current-1);
signal=Abs(Ind(current)-Ind(current-periodAMA));
noise=SUM(Abs(Ind(current-i)-Ind(current-i-1)));
ER=signal/noise;
ERSC=ER/(fast-slow);
SSC=ERSC+slow;
AMA=AMA0+SSC^G*(Ind(current)-AMA0);
Caufman_Ind=AMA;
Kaufman CCI:
- Code: Select all
function Init()
indicator:name("Kaufman CCI");
indicator:description("Kaufman CCI");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addInteger("periodAMA", "periodAMA", "period of AMA", 10);
indicator.parameters:addInteger("nfast", "nfast", "nfast", 2);
indicator.parameters:addInteger("nslow", "nslow", "nslow", 15);
indicator.parameters:addDouble("G", "G", "G", 6);
indicator.parameters:addDouble("dK", "dK", "dK", 10000);
indicator.parameters:addInteger("CCI", "CCI", "CCI", 250);
indicator.parameters:addColor("clr1", "Color of CCI_K", "Color of CCI_K", core.rgb(0, 255, 0));
indicator.parameters:addColor("clr2", "Color of CCI", "Color of CCI", core.rgb(255, 0, 0));
indicator.parameters:addColor("clr3", "Up Color", "Up Color", core.rgb(0, 0, 255));
indicator.parameters:addColor("clr4", "Dn Color", "Dn Color", core.rgb(0, 255, 255));
end
local first;
local source = nil;
local periodAMA;
local nfast;
local nslow;
local G;
local dK;
local CCI;
local CCI_Ind;
local buff1;
local buff2;
local buff3;
local buff4;
local AMA0;
function Prepare()
source = instance.source;
periodAMA=instance.parameters.periodAMA;
nfast=instance.parameters.nfast;
nslow=instance.parameters.nslow;
G=instance.parameters.G;
dK=instance.parameters.dK;
CCI=instance.parameters.CCI;
CCI_Ind = core.indicators:create("CCI", source, CCI);
first = CCI_Ind.DATA:first()+2;
local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.periodAMA .. ", " .. instance.parameters.nfast .. ", " .. instance.parameters.nslow .. ", " .. instance.parameters.G .. ", " .. instance.parameters.dK .. ", " .. instance.parameters.CCI .. ")";
instance:name(name);
buff1 = instance:addStream("buff1", core.Line, name .. ".CCI_K", "CCI_K", instance.parameters.clr1, first);
buff2 = instance:addStream("buff2", core.Line, name .. ".CCI", "CCI", instance.parameters.clr2, first);
buff3 = instance:createTextOutput ("Up", "Up", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clr3, first);
buff4 = instance:createTextOutput ("Dn", "Dn", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clr4, first);
end
function Update(period, mode)
CCI_Ind:update(mode);
if (period>first+periodAMA) then
local slowSC=2./(nslow+1.);
local fastSC=2./(nfast+1.);
buff2[period]=CCI_Ind.DATA[period];
local signal=math.abs(CCI_Ind.DATA[period]-CCI_Ind.DATA[period-periodAMA]);
local noise=0.000000001;
for i=period-periodAMA+1,period,1 do
noise=noise+math.abs(CCI_Ind.DATA[i]-CCI_Ind.DATA[i-1]);
end
local ER=signal/noise;
local dSC=fastSC-slowSC;
local ERSC=ER*dSC;
local SSC=ERSC+slowSC;
local AMA=AMA0+math.pow(SSC,G)*(CCI_Ind.DATA[period]-AMA0);
buff1[period]=AMA;
local ddK=AMA-AMA0;
if math.abs(ddK)>dK*source:pipSize() and ddK>0. then
buff3:set(period, AMA, "\159", "");
end
if math.abs(ddK)>dK*source:pipSize() and ddK<0. then
buff4:set(period, AMA, "\159", "");
end
AMA0=AMA;
else
AMA0=CCI_Ind.DATA[period-1];
end
end
Kaufman RSI:
- Code: Select all
function Init()
indicator:name("Kaufman RSI");
indicator:description("Kaufman RSI");
indicator:requiredSource(core.Tick);
indicator:type(core.Oscillator);
indicator.parameters:addInteger("periodAMA", "periodAMA", "period of AMA", 10);
indicator.parameters:addInteger("nfast", "nfast", "nfast", 2);
indicator.parameters:addInteger("nslow", "nslow", "nslow", 10);
indicator.parameters:addDouble("G", "G", "G", 4);
indicator.parameters:addDouble("dK", "dK", "dK", 450);
indicator.parameters:addInteger("RSI", "RSI", "RSI", 200);
indicator.parameters:addColor("clr1", "Color of RSI_K", "Color of RSI_K", core.rgb(0, 255, 0));
indicator.parameters:addColor("clr2", "Color of RSI", "Color of RSI", core.rgb(255, 0, 0));
indicator.parameters:addColor("clr3", "Up Color", "Up Color", core.rgb(0, 0, 255));
indicator.parameters:addColor("clr4", "Dn Color", "Dn Color", core.rgb(0, 255, 255));
end
local first;
local source = nil;
local periodAMA;
local nfast;
local nslow;
local G;
local dK;
local RSI;
local RSI_Ind;
local buff1;
local buff2;
local buff3;
local buff4;
local AMA0;
function Prepare()
source = instance.source;
periodAMA=instance.parameters.periodAMA;
nfast=instance.parameters.nfast;
nslow=instance.parameters.nslow;
G=instance.parameters.G;
dK=instance.parameters.dK;
RSI=instance.parameters.RSI;
RSI_Ind = core.indicators:create("RSI", source, RSI);
first = RSI_Ind.DATA:first()+2;
local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.periodAMA .. ", " .. instance.parameters.nfast .. ", " .. instance.parameters.nslow .. ", " .. instance.parameters.G .. ", " .. instance.parameters.dK .. ", " .. instance.parameters.RSI .. ")";
instance:name(name);
buff1 = instance:addStream("buff1", core.Line, name .. ".RSI_K", "RSI_K", instance.parameters.clr1, first);
buff2 = instance:addStream("buff2", core.Line, name .. ".RSI", "RSI", instance.parameters.clr2, first);
buff3 = instance:createTextOutput ("Up", "Up", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clr3, first);
buff4 = instance:createTextOutput ("Dn", "Dn", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clr4, first);
end
function Update(period, mode)
RSI_Ind:update(mode);
if (period>first+periodAMA) then
local slowSC=2./(nslow+1.);
local fastSC=2./(nfast+1.);
buff2[period]=RSI_Ind.DATA[period];
local signal=math.abs(RSI_Ind.DATA[period]-RSI_Ind.DATA[period-periodAMA]);
local noise=0.000000001;
for i=period-periodAMA+1,period,1 do
noise=noise+math.abs(RSI_Ind.DATA[i]-RSI_Ind.DATA[i-1]);
end
local ER=signal/noise;
local dSC=fastSC-slowSC;
local ERSC=ER*dSC;
local SSC=ERSC+slowSC;
local AMA=AMA0+math.pow(SSC,G)*(RSI_Ind.DATA[period]-AMA0);
buff1[period]=AMA;
local ddK=AMA-AMA0;
if math.abs(ddK)>dK*source:pipSize() and ddK>0. then
buff3:set(period, AMA, "\159", "");
end
if math.abs(ddK)>dK*source:pipSize() and ddK<0. then
buff4:set(period, AMA, "\159", "");
end
AMA0=AMA;
else
AMA0=RSI_Ind.DATA[period-1];
end
end
MT4/Mq4 version.
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