-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=71146 --+------------------------------------------------------------------+ --| 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("Trend Persistence Rate"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("TPRPer", "TPR Period", "", 20, 1, 2000); indicator.parameters:addInteger("SMAPer", "SMA Period", "", 5, 1, 2000); indicator.parameters:addDouble("Threshold", "Threshold", "", 1); indicator.parameters:addInteger("MULT", "Multiplier", "", 10); indicator.parameters:addInteger("offset", "offset", "", 0); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("color", "Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local TPRPer, SMAPer, Threshold,MULT,offset; local first; local source = nil; local ctrM, ctrP; local Oscillator; local sma; -- Routine function Prepare(nameOnly) TPRPer= instance.parameters.TPRPer; SMAPer= instance.parameters.SMAPer; Threshold= instance.parameters.Threshold; MULT= instance.parameters.MULT; offset= instance.parameters.offset; local Parameters= TPRPer..", "..SMAPer..", "..Threshold..", "..MULT..", "..offset; local name = profile:id() .. "(" .. instance.source:name() .. ", " .. Parameters .. ")"; instance:name(name); if (nameOnly) then return; end source = instance.source; first=source:first() +SMAPer; ctrP= instance:addInternalStream(0, 0); ctrM= instance:addInternalStream(0, 0); sma=core.indicators:create("MVA", source, SMAPer); Oscillator = instance:addStream("Oscillator" , core.Line, " Oscillator"," Oscillator",instance.parameters.color, first + TPRPer+offset); Oscillator:setWidth(instance.parameters.width); Oscillator:setStyle(instance.parameters.style); Oscillator:setPrecision(math.max(2, source:getPrecision())); end -- Indicator calculation routine function Update(period, mode) sma:update(mode); if period < first+offset then return; end local smadiff = (sma.DATA[period-offset]-sma.DATA[period-offset-1])/(MULT*source:pipSize()); if(smadiff> Threshold) then ctrP[period]= 1; else ctrP[period]= 0 end if(smadiff< -Threshold) then ctrM[period]= 1; else ctrM[period]= 0 end if period < first+ offset + TPRPer then return; end local SumP=mathex.sum(ctrP, period -TPRPer+1,period); local SumM=mathex.sum(ctrM, period -TPRPer+1 ,period ); Oscillator[period]=math.abs(100*(SumP-SumM)/TPRPer); end --[[ //+------------------------------------------------------------------+ //| Trend Persistence Rate | //+------------------------------------------------------------------+ double GetTPR(int joff) { //+------------------------------------------------------------+ // Inputs: // joff = bar offset // Externals: // input int TPRPer = 20; // TPR Period // input int SMAPer = 5; // SMA Period for TPR // input double ThrshFixed = 1.0; // Threshold // Globals: // MULT = 10; _point // Outputs: // Trend Persistence Rate (0-100) //+-------------------------------------------------------------+ double tpr,sma1,sma2,smadiff,thrs; int jj,ctrT,ctrP,ctrM; ctrT = 0; ctrP = 0; ctrM = 0; for (jj=0;jj thrs) ctrP += 1; // up trend counter if(smadiff< -thrs) ctrM += 1; // down trend counter } tpr = MathAbs(100.*(ctrP-ctrM)/ctrT); return(tpr); } ]]