by Alexander.Gettinger » Tue May 04, 2010 10:53 am
This indicator applies the RSI trend coor (
viewtopic.php?f=17&t=947) on the data of the same instrument but in bigger timeframe.
- Code: Select all
-- todo: support week offset
function Init()
indicator:name("Bigger timeframe RSI");
indicator:description("");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addGroup("Calculation");
indicator.parameters:addString("BS", "Time frame to calculate RSI", "", "D1");
indicator.parameters:setFlag("BS", core.FLAG_PERIODS);
indicator.parameters:addInteger("N", "Number of periods for RSI", "", 14, 1, 200);
indicator.parameters:addInteger("EMA_Period", "EMA_Period", "Period of EMA", 25);
indicator.parameters:addInteger("overBought", "overBought", "overBought", 50);
indicator.parameters:addInteger("overSold", "overSold", "overSold", 50);
indicator.parameters:addGroup("Display");
indicator.parameters:addColor("RSI_color", "Color of RSI", "Color of RSI", core.rgb(0, 255, 0));
indicator.parameters:addColor("MA_color", "Color of MA", "Color of MA", core.rgb(255, 0, 0));
indicator.parameters:addColor("Upper_color", "Color of Upper", "Color of Upper", core.rgb(0, 0, 255));
indicator.parameters:addColor("Lower_color", "Color of Lower", "Color of Lower", core.rgb(128, 128, 128));
end
local source; -- the source
local bf_data = nil; -- the high/low data
local N;
local BS;
local MA;
local bf_length; -- length of the bigger frame in seconds
local dates; -- candle dates
local host;
local RSIout;
local day_offset;
local week_offset;
local extent;
local overBought;
local overSold;
local MAbuff;
local data;
function Prepare()
source = instance.source;
host = core.host;
day_offset = host:execute("getTradingDayOffset");
week_offset = host:execute("getTradingWeekOffset");
BS = instance.parameters.BS;
N = instance.parameters.N;
overBought=instance.parameters.overBought;
overSold=instance.parameters.overSold;
EMA_Period=instance.parameters.EMA_Period;
extent = N*2;
local s, e, s1, e1;
s, e = core.getcandle(source:barSize(), core.now(), 0, 0);
s1, e1 = core.getcandle(BS, core.now(), 0, 0);
assert ((e - s) <= (e1 - s1), "The chosen time frame must be bigger than the chart time frame!");
bf_length = math.floor((e1 - s1) * 86400 + 0.5);
data = instance:addInternalStream(0, 0);
MA = core.indicators:create("EMA", data, EMA_Period);
local name = profile:id() .. "(" .. source:name() .. "," .. BS .. "," .. N .. ")";
instance:name(name);
RSIout = instance:addStream("RSIout", core.Line, name .. ".RSI", "RSI", instance.parameters.RSI_color, 0);
MAbuff = instance:addStream("MAbuff", core.Line, name .. ".MAbuff", "MAbuff", instance.parameters.MA_color, 0);
Upper = instance:addStream("Upper", core.Line, name .. ".Upper", "Upper", instance.parameters.Upper_color, 0);
Lower = instance:addStream("Lower", core.Line, name .. ".Lower", "Lower", instance.parameters.Lower_color, 0);
RSIout:addLevel(0);
RSIout:addLevel(30);
RSIout:addLevel(70);
RSIout:addLevel(100);
end
local loading = false;
local loadingFrom, loadingTo;
local pday = nil;
-- the function which is called to calculate the period
function Update(period, mode)
-- get date and time of the hi/lo candle in the reference data
local bf_candle;
bf_candle = core.getcandle(BS, source:date(period), day_offset, week_offset);
-- if data for the specific candle are still loading
-- then do nothing
if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then
return ;
end
-- if the period is before the source start
-- the do nothing
if period < source:first() then
return ;
end
-- if data is not loaded yet at all
-- load the data
if bf_data == nil then
-- there is no data at all, load initial data
local to, t;
local from;
if (source:isAlive()) then
-- if the source is subscribed for updates
-- then subscribe the current collection as well
to = 0;
else
-- else load up to the last currently available date
t, to = core.getcandle(BS, source:date(period), day_offset, week_offset);
end
from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset);
RSIout:setBookmark(1, period);
-- shift so the bigger frame data is able to provide us with the stoch data at the first period
from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400;
local nontrading, nontradingend;
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
from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400;
end
loading = true;
loadingFrom = from;
loadingTo = to;
bf_data = host:execute("getHistory", 1, source:instrument(), BS, loadingFrom, to, source:isBid());
RSI = core.indicators:create("RSI", bf_data.close, N);
return ;
end
-- check whether the requested candle is before
-- the reference collection start
if (bf_candle < bf_data:date(0)) then
SK:setBookmark(1, period);
if loading then
return ;
end
-- shift so the bigger frame data is able to provide us with the stoch data at the first period
from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400;
local nontrading, nontradingend;
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
from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400;
end
loading = true;
loadingFrom = from;
loadingTo = bf_data:date(0);
host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo);
return ;
end
-- check whether the requested candle is after
-- the reference collection end
if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then
RSIout:setBookmark(1, period);
if loading then
return ;
end
loading = true;
loadingFrom = bf_data:date(bf_data:size() - 1);
loadingTo = bf_candle;
host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo);
return ;
end
RSI:update(mode);
local p;
p = findDateFast(bf_data, bf_candle, true);
if p == -1 then
return ;
end
if RSI:getStream(0):hasData(p) then
RSIout[period] = RSI:getStream(0)[p];
data[period]=RSIout[period]
MA:update(mode);
MAbuff[period]=MA.DATA[period];
if period>source:first()+2 then
if RSIout[period]>overBought then
Upper[period]=RSIout[period];
Upper[period-1]=RSIout[period-1];
else
Upper[period]=nil;
if Upper[period-2]==nil then
Upper[period-1]=nil;
end
if RSIout[period]<overSold then
Lower[period]=RSIout[period];
Lower[period-1]=RSIout[period-1];
else
Lower[period]=nil;
if Lower[period-2]==nil then
Lower[period-1]=nil;
end
end
end
end
end
end
-- the function is called when the async operation is finished
function AsyncOperationFinished(cookie)
local period;
pday = nil;
period = RSIout:getBookmark(1);
if (period < 0) then
period = 0;
end
loading = false;
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
- Attachments
-
- Rsi_Trend_Color_MF.lua
- (8.49 KiB) Downloaded 1364 times