Example:
Index of EUR calculate as [EUR/USD] * USDX
Index of CHF calculate as USDX / [USD/CHF].
The indicator was revised and updated
Moderator: admin
function Init()
indicator:name("Instrument Index");
indicator:description("Calculates the instrument index in on the base of (XXX/USD or USD/XXX) and USDX");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addGroup("Calculation");
indicator.parameters:addString("SymbolPos", "Symbol position", "", "UP");
indicator.parameters:addStringAlternative("SymbolPos", "UP", "", "UP");
indicator.parameters:addStringAlternative("SymbolPos", "DOWN", "", "DOWN");
indicator.parameters:addGroup("Display");
indicator.parameters:addColor("clrIndex", "Index Color", "", core.rgb(255, 255, 128));
end
local source;
local barSize;
local usdx;
local loading = false;
local offset;
local weekoffset;
local SymbolPos;
local Symbol;
-- indexes for the instruments in the data table
local eurusd = 1;
local usdjpy = 2;
local gbpusd = 3;
local usdcad = 4;
local usdchf = 5;
local usdsek = 6;
local xxxusd = 7;
local first = nil;
local last = nil;
-- data table
local data = {};
local SymbolWeight;
local Symbol2;
function CheckSymbol(Symb)
local Table=core.host:findTable("offers");
if Table:find("Instrument",Symb)~=nil then
return true;
else
return false;
end
end
-- add a new item into the data table
-- index - is the index of the item in the table
-- instrument - the instrument name
-- weight - the weigth of the instrument
function AddCollectionItem(index, instrument, weight)
local t, coll, from, to, tmp;
t = {};
t.instrument = instrument;
t.data = nil;
t.loading = false;
t.weight = weight;
t.rqfrom = nil;
t.rqto = nil;
data[index] = t;
if first == nil or first > index then
first = index;
end
if last == nil or last < index then
last = index;
end
end
-- initialize the collection of the instruments
function InitCollection()
-- sum of absolute values of the weights must be 1. negative sign is for the
-- instrument which has USD as counter currency.
AddCollectionItem(eurusd, "EUR/USD", -0.576);
AddCollectionItem(usdjpy, "USD/JPY", 0.136);
AddCollectionItem(gbpusd, "GBP/USD", -0.119);
AddCollectionItem(usdcad, "USD/CAD", 0.091);
AddCollectionItem(usdsek, "USD/SEK", 0.042);
AddCollectionItem(usdchf, "USD/CHF", 0.036);
if Symbol~="USD" then
AddCollectionItem(xxxusd, Symbol2, SymbolWeight);
end
end
-- prepare the indicator
function Prepare()
source = instance.source;
host = core.host;
barSize = source:barSize();
offset = host:execute("getTradingDayOffset");
weekoffset = host:execute("getTradingWeekOffset");
SymbolPos=instance.parameters.SymbolPos;
if SymbolPos=="UP" then
Symbol=string.sub(source:name(),1,3);
else
Symbol=string.sub(source:name(),5,7);
end
if CheckSymbol(Symbol .. "/USD")==true then
Symbol2=Symbol .. "/USD";
SymbolWeight=1.;
end
if CheckSymbol("USD/" .. Symbol)==true then
Symbol2="USD/" .. Symbol;
SymbolWeight=-1.;
end
InitCollection();
local name = profile:id() .. "(" .. Symbol .. ")";
instance:name(name);
usdx = instance:addStream("X", core.Line, name .. ".X", "X", instance.parameters.clrIndex, 0);
end
local p = {};
local w = {};
-- get the price of the specified instrument
function GetPrice(index, date)
local t;
local from, to, tmp;
t = data[index];
assert(t ~= nil, "internal error!");
if t.data == nil then
-- data is not loaded yet at all
if source:isAlive() then
to = 0;
else
to = source:date(source:size() - 1);
end
from = source:date(source:first());
t.data = host:execute("getHistory", index, t.instrument, barSize, from, to, source:isBid());
t.rqfrom = from;
t.rqto = to;
t.loading = true;
loading = true;
return 0, 0;
elseif date < t.rqfrom then
-- requested date is before the first item of the collection
-- we have ever requested
from = date;
to = t.data:date(0);
host:execute("extendHistory", index, t.data, from, to);
t.rqfrom = from;
t.loading = true;
loading = true;
return 0, 0;
elseif not(source:isAlive()) and date > t.rqto then
-- requested date is after the last item of the collection
-- we have ever requested
to = date;
from = t.data:date(t.data:size() - 1);
host:execute("extendHistory", index, t.data, from, to);
t.rqto = to;
t.loading = true;
loading = true;
return 0, 0;
end
local p;
p = findDateFast(t.data, date, false);
if p < 0 then
return 0, 0;
end
return t.data.close[p], t.weight;
end
local lastdate = nil;
-- the function which is called to calculate the period
function Update(period, mode)
if loading or period <= source:first() then
return ;
end
-- do not calculate for the floating candle
period = period - 1;
if lastdate ~= nil and source:date(period) == lastdate then
return ;
end
lastdate = source:date(period);
local i, x, absent, a, b;
absent = false;
for i = first, last, 1 do
a, b = GetPrice(i, lastdate);
if a == 0 then
absent = true;
end
p[i] = a;
w[i] = b;
end
if loading then
usdx:setBookmark(1, period);
return ;
end
if absent then
if usdx:hasData(period - 1) then
usdx[period] = usdx[period - 1];
end
else
x = 50.14348112;
for i = first, last, 1 do
x = x * math.pow(p[i], w[i]);
end
usdx[period] = x;
end
period = period + 1;
if period > 0 and period == source:size() - 1 then
usdx[period] = usdx[period - 1];
end
end
function AsyncOperationFinished(cookie)
local t;
t = data[cookie];
t.loading = false;
for i = first, last, 1 do
if data[i].loading then
return ;
end
end
loading = false;
local period;
period = usdx:getBookmark(1);
if (period < 0) then
period = 0;
end
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
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