-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=72139 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2022, 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 | --+------------------------------------------------------------------------------------------------+ --Your donations will allow the service to continue onward. --+------------------------------------------------------------------------------------------------+ --|BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --|Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --|SOL Address : 4tJXw7JfwF3KUPSzrTm1CoVq6Xu4hYd1vLk3VF2mjMYh | --|Cardano/ADA : addr1v868jza77crzdc87khzpppecmhmrg224qyumud6utqf6f4s99fvqv | --|Dogecoin Address : DBGXP1Nc18ZusSRNsj49oMEYFQgAvgBVA8 | --|SHIB Address : 0x1817D9ebb000025609Bf5D61E269C64DC84DA735 | --|Binance(ERC20 & BSC only) : 0xe84751063de8ade7c5fbff5e73f6502f02af4e2c | --|BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --|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("ATR adaptive SMA"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "Period", "",25, 1, 2000); indicator.parameters:addString("Price", "Price Source", "", "close"); indicator.parameters:addStringAlternative("Price", "OPEN", "", "open"); indicator.parameters:addStringAlternative("Price", "HIGH", "", "high"); indicator.parameters:addStringAlternative("Price", "LOW", "", "low"); indicator.parameters:addStringAlternative("Price","CLOSE", "", "close"); indicator.parameters:addStringAlternative("Price", "MEDIAN", "", "median"); indicator.parameters:addStringAlternative("Price", "TYPICAL", "", "typical"); indicator.parameters:addStringAlternative("Price", "WEIGHTED", "", "weighted"); indicator.parameters:addGroup("Line Style"); 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:addColor("color", "Line Color", "", core.rgb(0, 0, 255)); 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 first; local source = nil; local Period; local ATR; -- Routine function Prepare(nameOnly) Period=instance.parameters.Period; Price=instance.parameters.Price; source = instance.source local name = profile:id() .. "(" .. instance.source:name().. "," .. Period .. "," .. Price .. ")"; instance:name(name); if (nameOnly) then return; end ATR= core.indicators:create("ATR", source, Period); first=ATR.DATA:first() ; Stream = instance:addInternalStream(0, 0); Line = instance:addStream("Line", core.Line, name, "Line", instance.parameters.color, first ); Line:setPrecision(math.max(2, instance.source:getPrecision())); Line:setWidth(instance.parameters.width); Line:setStyle(instance.parameters.style); Line:addLevel(0); end function Update(period, mode) ATR:update(mode); if period <= first+Period then return; end local min,max=mathex.minmax(ATR.DATA, period-Period+1, period); -- double _max = m_work[r].max > atr[i] ? m_work[r].max : atr[i]; if max > ATR.DATA[period] then Max=max else Max=ATR.DATA[period] end if min < ATR.DATA[period] then Min=min else Min=ATR.DATA[period] end local Coeff; if(Min~=Max) then Coeff = 1-(ATR.DATA[period]-Min)/(Max-Min); else Coeff = 0.5; end local PERIOD = Period*(Coeff+1.0)/2.0; if period <= first+Period+PERIOD then return; end Line[period]= mathex.avg(source[Price], period-PERIOD+1, period); end