-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=72418 --+------------------------------------------------------------------------------------------------+ --| 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("John Ehlers Adaptive CCI"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addDouble("CycPart", "Cycle Part", "", 1, 0.1, 2000); indicator.parameters:addInteger("min", "Minimum", "", 6, 1, 2000); indicator.parameters:addInteger("max", "Maximum", "", 50, 3, 2000); 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 CycPart; local max, min; -- Routine function Prepare(nameOnly) CycPart=instance.parameters.CycPart; min=instance.parameters.min; max=instance.parameters.max; source = instance.source local name = profile:id() .. "(" .. instance.source:name().. "," .. CycPart .. ")"; instance:name(name); if (nameOnly) then return; end --Indicator= core.indicators:create("AO", source, Period1, Period2); first= source:first() +3 ; Period = instance:addInternalStream(0, 0); Smooth = instance:addInternalStream(0, 0); Detrender = instance:addInternalStream(0, 0); Q1 = instance:addInternalStream(0, 0); I1 = instance:addInternalStream(0, 0); Q2 = instance:addInternalStream(0, 0); I2 = instance:addInternalStream(0, 0); Re = instance:addInternalStream(0, 0); Im = instance:addInternalStream(0, 0); SmoothPeriod= 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) -- Indicator:update(mode); if period <= first then return; end Smooth[period] = (4*source.median[period] + 3*source.median[period-1] + 2*source.median[period-2] + source.median[period-3]) / 10; if period <= first+6 then return; end Detrender[period] = (0.0962*Smooth[period] + 0.5769*Smooth[period-2] - 0.5769*Smooth[period-4] - 0.0962*Smooth[period-6])*(0.075*Period[period-1] + 0.54) if period <= first+12 then return; end Q1[period] = (0.0962*Detrender[period] + 0.5769*Detrender[period-2] - 0.5769*Detrender[period-4] - 0.0962*Detrender[period- 6])*(0.075*Period[period-1] + 0.54) I1[period] = Detrender[period-3]; if period <= first+21 then return; end local j1 = (0.0962*I1[period] + 0.5769*I1[period-2] - 0.5769*I1[period-4] - 0.0962*I1[period-6])*(0.075*Period[period-1] + 0.54) local jQ = (0.0962*Q1[period] + 0.5769*Q1[period-2] - 0.5769*Q1[period-4] - 0.0962*Q1[period-6])*(0.075*Period[period-1] + 0.54) I2[period] = I1[period] - jQ Q2[period] = Q1[period] + j1 if period <= first+22 then return; end I2[period] = 0.2*I2[period] + 0.8*I2[period-1] Q2[period] = 0.2*Q2[period] + 0.8*Q2[period-1] Re[period] = I2[period]*I2[period-1] + Q2[period]*Q2[period-1] Im[period] = I2[period]*Q2[period-1] - Q2[period]*I2[period-1] if period <= first+23 then return; end Re[period] = 0.2*Re[period] + 0.8*Re[period-1] Im[period] = 0.2*Im[period] + 0.8*Im[period-1] if Im[period]~= 0 and Re[period] ~= 0 then Period[period] = 360/math.atan(Im[period]/Re[period]) end if period <= first+24 then return; end if Period[period] > 1.5*Period[period-1] then Period[period] = 1.5*Period[period-1] end if Period[period] < 0.67*Period[period-1] then Period[period] = 0.67*Period[period-1] end if Period[period] < min then Period[period] = min end if Period[period] > max then Period[period] = max end if period <= first+24 then return; end Period[period] = 0.2*Period[period] + 0.8*Period[period-1] SmoothPeriod[period] = 0.33*Period[period] + 0.67*SmoothPeriod[period-1] local Length = math.floor(CycPart*Period[period]) if period <= Length or Length <= 1 then return; end local Avg=mathex.avg(source.typical , period-Length+1, period); local MD = 0 for count = 0 , Length - 1, 1 do MD = MD + math.abs(source.typical [period-count] - Avg) end MD = MD / Length if MD ~= 0 then Line[period] = (source.typical[period] - Avg) / (0.015*MD) end end