-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=71129 --+------------------------------------------------------------------+ --| 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 function Init() indicator:name("VOLUME POSITIVE NEGATIVE"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "VP Period", "", 30, 1, 2000); --Ok indicator.parameters:addInteger("SMOOTH", "SMOOTH", "", 3, 1, 2000); --Ok indicator.parameters:addInteger("VPNCRIT", "VPNCRIT", "", 10, 1, 2000); indicator.parameters:addInteger("MAB", "MA BARS", "", 30, 1, 2000); --Ok indicator.parameters:addDouble("Multiplier", "Multiplier", "", 0.1); --Ok indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Up", "VPN Line Up Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "VPN Line Down Color", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("style1", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style1", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width1", "Line Width", "", 3, 1, 5); indicator.parameters:addColor("color2", "MA Line Color", "", core.rgb(0, 0, 255)); indicator.parameters:addInteger("style2", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style2", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width2", "Line Width", "", 3, 1, 5); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local Period,SMOOTH, VPNCRIT, MAB,Multiplier; local first; local source = nil; local ATR; local VPN, MAVPN; local VMP,VMN; local VPN_Data, EMA; local Up, Down; -- Routine function Prepare(nameOnly) Period= instance.parameters.Period; SMOOTH= instance.parameters.SMOOTH; VPNCRIT= instance.parameters.VPNCRIT; MAB= instance.parameters.MAB; Multiplier= instance.parameters.Multiplier; Up= instance.parameters.Up; Down= instance.parameters.Down; local Parameters= Period..", "..SMOOTH..", "..VPNCRIT..", "..MAB..", "..Multiplier; local name = profile:id() .. "(" .. instance.source:name() .. ", " .. Parameters .. ")"; instance:name(name); if (nameOnly) then return; end source = instance.source; first=source:first()+Period ; ATR = core.indicators:create("ATR", source, Period); VMP= instance:addInternalStream(0, 0); VMN= instance:addInternalStream(0, 0); VPN_Data= instance:addInternalStream(0, 0); EMA = core.indicators:create("EMA", VPN_Data, SMOOTH); VPN = instance:addStream("VPN" , core.Line, " VPN"," VPN",instance.parameters.Up, first+1 +Period+SMOOTH); VPN:setWidth(instance.parameters.width1); VPN:setStyle(instance.parameters.style1); VPN:setPrecision(math.max(2, source:getPrecision())); MAVPN = instance:addStream("MA" , core.Line, " MA"," MA",instance.parameters.color2, first+1+Period +SMOOTH+MAB); MAVPN:setWidth(instance.parameters.width2); MAVPN:setStyle(instance.parameters.style2); MAVPN:setPrecision(math.max(2, source:getPrecision())); end -- Indicator calculation routine function Update(period, mode) ATR:update(mode); if period < first then return; end local MAV=mathex.avg(source.volume,period-Period+1, period); local MC=Multiplier*ATR.DATA[period]; if period < first +1 then return; end if source[period] - source[period-1]> MC then VMP[period]=source.volume[period]; else VMP[period]=0; end if source[period] - source[period-1]< -MC then VMN[period]=source.volume[period]; else VMN[period]=0; end if period < first +1 + Period then return; end local VP = mathex.sum( VMP , period-Period+1, period); local VN = mathex.sum( VMN , period-Period+1, period); VPN_Data[period]=(VP-VN)/MAV/Period*100; EMA:update(mode); if period < first +1 + Period +SMOOTH then return; end VPN[period]=EMA.DATA[period]; if VPN[period] >= VPNCRIT then VPN:setColor(period, Up); else VPN:setColor(period, Down); end if period < first +1 + Period +SMOOTH +MAB then return; end MAVPN[period]=mathex.avg(VPN,period-MAB+1, period); end