-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=27687 --+------------------------------------------------------------------+ --| Copyright © 2020, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------+ function Init() indicator:name("Volume Fractal"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addBoolean("Filter", "Use Volume Filter", "", true); indicator.parameters:addInteger("LookBackPeriod", "Look Back Period", "", 0); indicator.parameters:addGroup("Style"); indicator.parameters:addString("Method", "Line Method", "Method" , "Dot"); indicator.parameters:addStringAlternative("Method", "Dot", "Dot" , "Dot"); indicator.parameters:addStringAlternative("Method", "Line", "Line" , "Line"); indicator.parameters:addColor("R_color", "Color of R", "Color of R", core.rgb(255, 192, 0)); indicator.parameters:addColor("S_color", "Color of S", "Color of S", core.rgb(0, 192, 255)); indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("Alert Parameters"); indicator.parameters:addString("Live", "Execution", "", "Live"); indicator.parameters:addStringAlternative("Live", "End of Turn", "", "End of Turn"); indicator.parameters:addStringAlternative("Live", "Live", "", "Live"); indicator.parameters:addInteger("ToTime", "Convert the date to", "", 6); indicator.parameters:addIntegerAlternative("ToTime", "EST", "", 1); indicator.parameters:addIntegerAlternative("ToTime", "UTC", "", 2); indicator.parameters:addIntegerAlternative("ToTime", "Local", "", 3); indicator.parameters:addIntegerAlternative("ToTime", "Server", "", 4); indicator.parameters:addIntegerAlternative("ToTime", "Financial", "", 5); indicator.parameters:addIntegerAlternative("ToTime", "Display", "", 6); indicator.parameters:addBoolean("Show", "Show Dialog box Alert", "", true); indicator.parameters:addBoolean("OnlyOnce", "Alert Once", "Subsequent Alert will be ignored.", false); indicator.parameters:addBoolean("ShowAlert", "Show Alert", "", true); indicator.parameters:addGroup("Alert Style"); indicator.parameters:addColor("UpTrendColor", "Up Trend Color", "", core.rgb(0, 0, 255)); indicator.parameters:addColor("DownTrendColor", "Down Trend Color", "", core.rgb(0, 0, 255)); indicator.parameters:addInteger("Size", "Label Size", "", 10, 1 , 100); indicator.parameters:addGroup("Alerts Sound"); indicator.parameters:addBoolean("PlaySound", "Play Sound", "", false); indicator.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", false); indicator.parameters:addGroup("Alerts Email"); indicator.parameters:addBoolean("SendEmail", "Send Email", "", false); indicator.parameters:addString("Email", "Email", "", ""); indicator.parameters:setFlag("Email", core.FLAG_EMAIL); Parameters (1, "Alert"); end function Parameters ( id, Label ) indicator.parameters:addGroup(Label .. " Alert"); indicator.parameters:addBoolean("ON"..id , "Show " .. Label .." Alert" , "", true); indicator.parameters:addFile("Up"..id, Label .. " Cross Over Sound", "", ""); indicator.parameters:setFlag("Up"..id, core.FLAG_SOUND); indicator.parameters:addFile("Down"..id, Label .. " Cross Under Sound", "", ""); indicator.parameters:setFlag("Down"..id, core.FLAG_SOUND); indicator.parameters:addString("Label"..id, "Label", "", Label); end local Number = 1; local Up={}; local Down={}; local Label={}; local ON={}; local Size; local Email; local SendEmail; local RecurrentSound ,SoundFile ; local Show; local Alert; local PlaySound; local Live; local FIRST=true; local OnlyOnce; local U={}; local D={}; local UpTrendColor, DownTrendColor; local OnlyOnceFlag; local ShowAlert; local Alert={}; local AlertLevel={}; local ToTime; local Shift=0; -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local first; local source = nil; local Filter; local LookBackPeriod; -- Streams block local R = nil; local S = nil; local Method; -- Routine function Prepare(nameOnly) source = instance.source; Filter=instance.parameters.Filter; LookBackPeriod=instance.parameters.LookBackPeriod; Method=instance.parameters.Method; first = source:first() + 4; ToTime=instance.parameters.ToTime; if ToTime == 1 then ToTime=core.TZ_EST; elseif ToTime == 2 then ToTime=core.TZ_UTC; elseif ToTime == 3 then ToTime=core.TZ_LOCAL; elseif ToTime == 4 then ToTime=core.TZ_SERVER; elseif ToTime == 5 then ToTime=core.TZ_FINANCIAL; elseif ToTime == 6 then ToTime=core.TZ_TS; end OnlyOnceFlag=true; FIRST=true; OnlyOnce = instance.parameters.OnlyOnce; ShowAlert = instance.parameters.ShowAlert; Show = instance.parameters.Show; Live = instance.parameters.Live; UpTrendColor = instance.parameters.UpTrendColor; DownTrendColor = instance.parameters.DownTrendColor; Size=instance.parameters.Size; assert(source:supportsVolume(), "The source must have volume"); local name = profile:id() .. "(" .. source:name() .. ")"; instance:name(name); if nameOnly then return; end local iMethod; if Method== "Line" then iMethod=core.Line; else iMethod=core.Dot; end R = instance:addStream("R", iMethod , name .. ".R", "R", instance.parameters.R_color, first); R:setWidth(instance.parameters.width); R:setStyle(instance.parameters.style); S = instance:addStream("S", iMethod , name .. ".S", "S", instance.parameters.S_color, first); S:setWidth(instance.parameters.width); S:setStyle(instance.parameters.style); for i= 1, Number , 1 do Alert[i]=instance:addInternalStream(0, 0); AlertLevel[i]=instance:addInternalStream(0, 0); end Initialization(); instance:ownerDrawn(true); end local init = false; function Draw(stage, context) if stage~= 2 then return; end if not init then context:createFont (1, "Wingdings", context:pointsToPixels (Size), context:pointsToPixels (Size), 0); init = true; end for period= math.max(context:firstBar (),source:first()), math.min( context:lastBar (), source:size()-1), 1 do x, x1, x2= context:positionOfBar (period); for Level = 1 , Number , 1 do if Alert[Level]:hasData(period) then if Alert[Level][period]== 1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, "\225", 0); context:drawText (1, "\225", UpTrendColor, -1, x-width/2 , y , x+width/2 , y+height, 0 ); elseif Alert[Level][period]== -1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, "\226", 0); context:drawText (1, "\226", DownTrendColor, -1, x-width/2 , y-height, x+width/2 ,y, 0 ); end end end end end function Initialization () SendEmail = instance.parameters.SendEmail; local i; for i = 1, Number , 1 do Label[i]=instance.parameters:getString("Label" .. i); ON[i]=instance.parameters:getBoolean("ON" .. i); end if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not (SendEmail and (Email == "" or Email == nil )), "E-mail address must be specified"); PlaySound = instance.parameters.PlaySound; if PlaySound then for i = 1, Number , 1 do Up[i]=instance.parameters:getString("Up" .. i); Down[i]=instance.parameters:getString("Down" .. i); end else for i = 1, Number , 1 do Up[i]=nil; Down[i]=nil; end end for i = 1, Number , 1 do assert( not(PlaySound and (Up[i] == "" or Up[i] == nil ) ), "Sound file must be chosen"); assert (not (PlaySoundand and (Down[i] == "" or Down[i] == nil)), "Sound file must be chosen"); end RecurrentSound = instance.parameters.RecurrentSound; for i = 1, Number , 1 do U[i] = nil; D[i] = nil; end end -- Indicator calculation routine function Update(period) if period < first or ( LookBackPeriod~= 0 and period < source:size()-1 -LookBackPeriod) then return; end local UP = false; local DN = false; if Filter then if (source.volume[period-2]>(source.volume[period-3]+source.volume[period-4]+source.volume[period-5])/3) then UP= true; end if (source.volume[period-2]>(source.volume[period-3]+source.volume[period-4]+source.volume[period-5])/3) then DN= true; end end -- defect fractals on two periods ago local up, down, curr; up = false; down = false; curr = source.high[period - 2]; if (curr >= source.high[period - 4] and curr >= source.high[period - 3] and curr >= source.high[period - 1] and curr >= source.high[period]) then up = true; end if (up and UP) or (not Filter and up) then R[period - 2] = curr; R[period - 1] = curr; R[period] = curr; else if R:hasData(period - 1) then R[period] = R[period - 1]; end end curr = source.low[period - 2]; if (curr <= source.low[period - 4] and curr <= source.low[period - 3] and curr <= source.low[period - 1] and curr <= source.low[period]) then down = true; end if (down and DN) or (not Filter and down) then S[period - 2] = curr; S[period - 1] = curr; S[period] = curr; else if S:hasData(period - 1) then S[period] = S[period - 1]; end end period=period-2; if Live~= "Live" then period=period-1; Shift=1; else Shift=0; end if period < first then return; end Activate (1, period); end function Activate (id, period) Alert[id][period]=0; if id == 1 and ON[id] then if S[period ]~=S[period -1] and S[period -1]~=nil then Alert[id][period]= 1; AlertLevel[id][period]= S[period] D[id] = nil; if U[id]~=source:serial(period) and period == source:size()-1-2-Shift and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) then U[id]=source:serial(period); SoundAlert(Up[id]); EmailAlert( Label[id], " Up Trend "); SendAlert( Label[id]," Up Trend "); Pop(Label[id], " Up Trend ", period ); OnlyOnceFlag=false; end elseif R[period ]~=R[period -1] and R[period -1]~=nil then Alert[id][period]= -1; AlertLevel[id][period]= R[period] U[id] = nil; if D[id]~=source:serial(period) and period == source:size()-1-2-Shift and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) then D[id]=source:serial(period); SoundAlert(Down[id]); EmailAlert( Label[id] , " Down Trend "); Pop(Label[id], " Down Trend ", period ); SendAlert( Label[id]," Down Trend "); OnlyOnceFlag=false; end end end if FIRST then FIRST=false; end end function AsyncOperationFinished (cookie, success, message) end function SoundAlert(Sound) if not PlaySound then return; end terminal:alertSound(Sound, RecurrentSound); end function EmailAlert( label , Subject) if not SendEmail then return end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertEmail(Email, profile:id(), text); end function Pop(AlertLabel , AlertText, period) if not Show then return; end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local delim = "\013\010"; local Symbol= "Instrument : " .. source:instrument() ; local TF= "Time Frame : " .. source:barSize(); local Time = "Date : " .. DATA.month.." / ".. DATA.day .. delim .. " Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local Text= Symbol .. delim .. TF .. delim .. Time.. delim .. AlertLabel .. ":" .. AlertText core.host:execute ("prompt", 1, profile:id(), Text ); end function SoundAlert(Sound) if not PlaySound then return; end terminal:alertSound(Sound, RecurrentSound); end function EmailAlert(AlertLabel , AlertText, period) if not SendEmail then return end local delim = "\013\010"; local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local Symbol= "Instrument : " .. source:instrument() ; local TF= "Time Frame : " .. source:barSize(); local Time = "Date : " .. DATA.month.." / ".. DATA.day .. delim .. " Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local Text= Symbol .. delim .. TF .. delim .. Time.. delim .. AlertLabel .. ":" .. AlertText terminal:alertEmail(Email, profile:id(), Text); end function SendAlert(AlertLabel , AlertText, period) if not ShowAlert then return; end local delim = "\013\010"; local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local Symbol= "Instrument : " .. source:instrument() ; local TF= "Time Frame : " .. source:barSize(); local Time = "Date : " .. DATA.month.." / ".. DATA.day .. delim .. "Time :" .. DATA.hour .. " / ".. DATA.min .." / ".. DATA.sec; local Text= Symbol .. delim .. TF .. delim .. Time.. delim .. AlertLabel .. ":" .. AlertText terminal:alertMessage(source:instrument(), source[NOW], Text, source:date(NOW)); end