please rewrite this to .lua for TS2...
- Code: Select all
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Indicators
{
[Levels(-25, 0, 25)]
[Indicator(AccessRights = AccessRights.None)]
public class TSI : Indicator
{
private MovingAverage _divisor;
private MovingAverage _longDivisor;
private MovingAverage _dividend;
private MovingAverage _longDividend;
private IndicatorDataSeries _dataSeries;
private IndicatorDataSeries _dataSeriesAbs;
private MovingAverage _signal;
private IndicatorDataSeries _tsiSeries;
[Parameter]
public DataSeries Source { get; set; }
[Parameter("ShortPeriod", DefaultValue = 13, MinValue = 1)]
public int ShortPeriod { get; set; }
[Parameter("LongPeriod", DefaultValue = 25, MinValue = 1)]
public int LongPeriod { get; set; }
[Parameter("SignalPeriod", DefaultValue = 7, MinValue = 1)]
public int SignalPeriod { get; set; }
[Parameter("MA Type", DefaultValue = MovingAverageType.Exponential,
MinValue = MovingAverageType.Simple, MaxValue = MovingAverageType.Exponential)]
public MovingAverageType MaType { get; set; }
[Output("Tsi", Color = Colors.DarkBlue)]
public IndicatorDataSeries Tsi { get; set; }
[Output("Signal", Color = Colors.LightBlue)]
public IndicatorDataSeries Signal { get; set; }
[Output("Diff", Color = Colors.Gray, PlotType = PlotType.Histogram)]
public IndicatorDataSeries Diff { get; set; }
protected override void Initialize()
{
//_ma = Indicators.MovingAverage(MarketSeries.Close, SignalPeriod, MaType);
_dataSeries = CreateDataSeries();
_dataSeriesAbs = CreateDataSeries();
_longDividend = Indicators.MovingAverage(_dataSeries, LongPeriod, MaType);
_dividend = Indicators.MovingAverage(_longDividend.Result, ShortPeriod, MaType);
_longDivisor = Indicators.MovingAverage(_dataSeriesAbs, LongPeriod, MaType);
_divisor = Indicators.MovingAverage(_longDivisor.Result, ShortPeriod, MaType);
_tsiSeries = CreateDataSeries();
_signal = Indicators.MovingAverage(_tsiSeries, SignalPeriod, MaType);
}
public override void Calculate(int index)
{
if (index < 1)
{
Tsi[index] = 0;
return;
}
_dataSeries[index] = MarketSeries.Close[index] - MarketSeries.Close[index - 1];
_dataSeriesAbs[index] = Math.Abs(MarketSeries.Close[index] - MarketSeries.Close[index - 1]);
double tsiDivisor = _divisor.Result[index];
double tsiDividend = _dividend.Result[index];
if (Math.Abs(tsiDivisor) < double.Epsilon)
_tsiSeries[index] = 0;
else
_tsiSeries[index] = 100.0 * tsiDividend / tsiDivisor;
Tsi[index] = _tsiSeries[index];
Signal[index] = _signal.Result[index];
Diff[index] = _tsiSeries[index] - Signal[index];
}
}
}
Thank you
