KAMA with editable periods

If you need an Indicator or Signal developed or translated from other language, please post all Indicator development REQUESTS to this section here.

Moderator: admin

KAMA with editable periods

Postby Kylsea » Thu Sep 10, 2020 10:14 pm

Hi, there's already Kaufman's Adaptive Moving Average on FXCM's Trading Station. However, only the time period is editable. I was wondering if it was possible to make it so the Slow MA Period & the Fast MA Period are editable as well when adding the indicator to the chart. Thanks a lot!

Code: Select all
-- The formula is described in the Kaufman "Trading Systems and Methods" chapter 17 "Adaptive Techniques" (page 436-438)

-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
function Init()
    indicator:name(resources:get("name"));
    indicator:description(resources:get("description"));
    indicator:requiredSource(core.Tick);
    indicator:type(core.Indicator);
    indicator:setTag("group", "Moving Averages");

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("N", resources:get("R_number_of_periods_name"), resources:get("R_number_of_periods_desciption"), 14, 1, 1000);
    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("clrKAMA", resources:get("R_line_color_name"),
        string.format(resources:get("R_color_of_PARAM_description"), resources:get("param_KAMA_line_name")), core.rgb(0, 255, 255));
    indicator.parameters:addInteger("widthKAMA", resources:get("R_line_width_name"),
        string.format(resources:get("R_width_of_PARAM_description"), resources:get("param_KAMA_line_name")), 1, 1, 5);
    indicator.parameters:addInteger("styleKAMA", resources:get("R_line_style_name"),
        string.format(resources:get("R_style_of_PARAM_description"), resources:get("param_KAMA_line_name")), core.LINE_SOLID);
    indicator.parameters:setFlag("styleKAMA", core.FLAG_LEVEL_STYLE);
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local n;

local first;
local first1;
local source = nil;

-- Streams block
local KAMA = nil;
local INT = nil;

if ffi then
    local ffi_source;
    local ffi_INT;
    local ffi_KAMA;
end

-- Routine
function Prepare()
    n = instance.parameters.N;
    source = instance.source;
    first1 = source:first() + 1;
    first = first1 + n - 1;

    local name = profile:id() .. "(" .. source:name() .. ", " .. n .. ")";
    instance:name(name);
    INT = instance:addInternalStream(first1, 0);
    KAMA = instance:addStream("KAMA", core.Line, name, "KAMA", instance.parameters.clrKAMA, first)
    KAMA:setWidth(instance.parameters.widthKAMA);
    KAMA:setStyle(instance.parameters.styleKAMA);

    if ffi then
        local pv = ffi.typeof("void *");
        ffi_source = ffi.cast(pv, source.ffi_ptr);
        ffi_INT = ffi.cast(pv, INT.ffi_ptr);
        ffi_KAMA = ffi.cast(pv, KAMA.ffi_ptr);
    end

end

local fastend = 0.666;
local slowend = 0.0645;


-- Indicator calculation routine
if ffi then
function Update(period)
    if period >= first1 then
        local abs = indicore3_ffi.stream_getPrice(ffi_source,period) -
                    indicore3_ffi.stream_getPrice(ffi_source, period - 1);
       
       if abs < 0 then
          abs = -abs;
       end

        indicore3_ffi.outputstreamimpl_set(ffi_INT, period, abs);
    end
   
    if period >= first then
        local value = 0;
        if (period == first) then
            value = indicore3_ffi.stream_getPrice(ffi_source, period);
        else
            value = indicore3_ffi.stream_getPrice(ffi_KAMA, period - 1);
        end
        local i = 0;
        local er = 0;
         
        er = indicore3_ffi.core_math_sum(ffi_INT, period - n + 1, period);
        if er ~= 0 then

        local abs = indicore3_ffi.stream_getPrice(ffi_source,period) -
                    indicore3_ffi.stream_getPrice(ffi_source, period - n + 1);

        if abs < 0 then
            abs = -abs;
        end

            er = abs / er;
        end
        local sc = er * (fastend - slowend) + slowend;
        sc = sc * sc;
        indicore3_ffi.outputstreamimpl_set(ffi_KAMA,
                                           period,
                                           value + sc * (indicore3_ffi.stream_getPrice(ffi_source, period) - value));
    end

end

else

function Update(period)
    if period >= first1 then
        INT[period] = math.abs(source[period] - source[period - 1]);
    end
    if period >= first then
        local value = 0;
        if (period == first) then
            value = source[period];
        else
            value = KAMA[period - 1];
        end
        local i = 0;
        local er = 0;
        er = core.sum(INT, period - n + 1, period);
        if er ~= 0 then
            er = math.abs(source[period] - source[period - n + 1]) / er;
        end
        local sc = er * (fastend - slowend) + slowend;
        sc = sc * sc;
        KAMA[period] = value + sc * (source[period] - value);
    end
end

end
Kylsea
 
Posts: 2
Joined: Wed Mar 20, 2019 7:34 am



Return to Indicator and Signal Requests

Who is online

Users browsing this forum: No registered users and 12 guests