-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=71126 --+------------------------------------------------------------------+ --| Copyright © 2021, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------+ --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| Dogecoin : DNDTFfmVa2Gjts5YvSKEYaiih6cums2L6C | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ -- Indicator profile initialization routine -- Defines indicator profile properties and indicator parameters -- TODO: Add minimal and maximal value of numeric parameters and default color of the streams function Init() indicator:name("Keltner Band"); indicator:description("No description"); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); -- indicator parameters indicator.parameters:addInteger("NM", "Number of the periods to smooth the center line", "", 50); indicator.parameters:addInteger("NB", "Number of periods to smooth deviation", "", 50); indicator.parameters:addDouble("F", "Factor which is used to apply the deviation", "", 1); -- source method indicator.parameters:addString("SRC", "The center line source", "", "C"); indicator.parameters:addStringAlternative("SRC", "Close", "", "C"); indicator.parameters:addStringAlternative("SRC", "Median (H+L)/2", "", "M1"); indicator.parameters:addStringAlternative("SRC", "Median (H+L+C)/3", "", "M2"); -- source smoothing method indicator.parameters:addString("MS", "The center line smoothing method", "", "MVA"); indicator.parameters:addStringAlternative("MS", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("MS", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("MS", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("MS", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("MS", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("MS", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("MS", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("MS", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("MS", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("MS", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("MS", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("MS", "T3", "", "T3"); indicator.parameters:addStringAlternative("MS", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("MS", "Median", "", "Median"); indicator.parameters:addStringAlternative("MS", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("MS", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("MS", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("MS", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("MS", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("MS", "JSmooth", "", "JSmooth"); indicator.parameters:addStringAlternative("MS", "KAMA", "", "KAMA"); indicator.parameters:addStringAlternative("MS", "ARSI", "", "ARSI"); indicator.parameters:addStringAlternative("MS", "VIDYA", "", "VIDYA"); indicator.parameters:addStringAlternative("MS", "HPF", "", "HPF"); indicator.parameters:addStringAlternative("MS", "VAMA", "", "VAMA"); -- variation method indicator.parameters:addString("MV", "Variation Method", "", "AHL"); indicator.parameters:addStringAlternative("MV", "Smoothed H-L", "", "AHL"); indicator.parameters:addStringAlternative("MV", "ATR of source", "", "ATR"); indicator.parameters:addGroup("Upper Band Style"); indicator.parameters:addColor("H_color", "Color of Upper Band Line", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("H_width", "Line Width", "", 1, 1, 5); indicator.parameters:addInteger("H_style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("H_style", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("Middle Band Style"); indicator.parameters:addColor("M_color", "Color of Middle Band Line", "", core.rgb(0, 255, 255)); indicator.parameters:addInteger("M_width", "Line Width", "", 1, 1, 5); indicator.parameters:addInteger("M_style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("M_style", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("Lower Band Style"); indicator.parameters:addColor("L_color", "Color of Lower Band Line", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("L_width", "Line Width", "", 1, 1, 5); indicator.parameters:addInteger("L_style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("L_style", core.FLAG_LINE_STYLE); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- TODO: Refine the first period calculation for each of the output streams. -- TODO: Calculate all constants, create instances all subsequent indicators and load all required libraries -- Parameters block local NM; local NB; local MS; local MV; local SRC; local F; local first; local source = nil; -- Streams block local H = nil; local M = nil; local L = nil; local AS; -- alternative source local MI; -- middle line smoothed local VM1; -- the source stream for H-L variation method local VMI; -- the indicator for smoothing H-L variation method local ATR; -- ATR indicator for smoothing method -- Routine function Prepare(nameOnly) NM = instance.parameters.NM; NB = instance.parameters.NB; SRC = instance.parameters.SRC; F = instance.parameters.F; MV = instance.parameters.MV; MS = instance.parameters.MS; source = instance.source; local name = profile:id() .. "(" .. source:name() .. "." .. SRC .. ", " -- preare the source if SRC == "C" then AS = source.close; elseif SRC == "M1" or SRC == "M2" then AS = instance:addInternalStream(source:first(), 0); else assert(false, "The source method is unknown"); end -- create an indicator to calculate the middle line name = name .. MS .. "(" .. NM .. "), " assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Averages.lua indicator must be installed"); MI = core.indicators:create(MS, AS, NM); first = MI.DATA:first(); if MV == "AHL" then name = name .. MS .. "(H-L, " .. NB .. "), " VM1 = instance:addInternalStream(source:first(), 0); VMI = core.indicators:create("AVERAGES", VM1, MS, NB); if VMI.DATA:first() > first then first = MI.DATA:first(); end elseif MV == "ATR" then name = name .. "ATR(" .. NB .. "), " ATR = core.indicators:create("ATR", source, NB); if ATR.DATA:first() > first then first = ATR.DATA:first(); end else assert(false, "The variation method is unknown"); end name = name .. F; name = name .. ")"; instance:name(name); if (nameOnly) then return; end H = instance:addStream("H", core.Line, name .. ".H", "H", instance.parameters.H_color, first); H:setWidth(instance.parameters.H_width); H:setStyle(instance.parameters.H_style); M = instance:addStream("M", core.Line, name .. ".M", "M", instance.parameters.M_color, first); M:setWidth(instance.parameters.M_width); M:setStyle(instance.parameters.M_style); L = instance:addStream("L", core.Line, name .. ".L", "L", instance.parameters.L_color, first); L:setWidth(instance.parameters.L_width); L:setStyle(instance.parameters.L_style); end -- Indicator calculation routine function Update(period, mode) if period >= source:first() then if SRC == "M1" then AS[period] = (source.high[period] + source.low[period]) / 2; elseif SRC == "M2" then AS[period] = (source.high[period] + source.low[period] + source.close[period]) / 3; end -- update the source smoothing indicator MI:update(mode); if MV == "AHL" then VM1[period] = source.high[period] - source.low[period]; VMI:update(mode); elseif MV == "ATR" then ATR:update(mode); end end if period >= first then local v; M[period] = MI.DATA[period]; if MV == "AHL" then VM1[period] = source.high[period] - source.low[period]; v = VMI.DATA[period]; elseif MV == "ATR" then v = ATR.DATA[period]; end H[period] = M[period] + v * F; L[period] = M[period] - v * F; end end