KAMA with editable periods
Posted: Thu Sep 10, 2020 10:14 pmHi, 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