-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=73208 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2023, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| https://mario-jemic.com/ | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --| Our work would not be possible without your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ -- 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("Trend Following Moving Averages"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "Range Period", "", 300, 1, 2000); indicator.parameters:addDouble("Rate", "Trend Channel Rate", "", 1, 0.1, 2000); indicator.parameters:addInteger("TrendPeriod", "Trend Period", "", 20, 1, 2000); indicator.parameters:addString("Method", "MA Method", "Method" , "MVA"); indicator.parameters:addStringAlternative("Method", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("Method", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("Method", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("Method", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("Method", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("Method", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("Method", "VIDYA", "VIDYA" , "VIDYA"); indicator.parameters:addStringAlternative("Method", "WMA", "WMA" , "WMA"); indicator.parameters:addBoolean("LinearRegression", "Linear Regression", "", true); indicator.parameters:addInteger("Min", "Min Period", "", 5, 1, 2000); indicator.parameters:addInteger("Max", "Max Period", "", 100, 1, 2000); indicator.parameters:addInteger("Step", "Step Period", "", 5, 1, 2000); indicator.parameters:addInteger("LRP", "Linear Regression Period", "", 10, 1, 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("color1", "Up Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("color2", "Down Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("color3", "Neutral Line Color", "", core.rgb(128, 128, 128)); 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 Line={}; local Indicator={}; local Source={}; local Trend={}; -- Routine function Prepare(nameOnly) Period=instance.parameters.Period; TrendPeriod=instance.parameters.TrendPeriod; Rate=instance.parameters.Rate/ 100; Method=instance.parameters.Method; Min=instance.parameters.Min; Max=instance.parameters.Max; Step=instance.parameters.Step; LRP=instance.parameters.LRP; LinearRegression=instance.parameters.LinearRegression; source = instance.source local name = profile:id() .. "(" .. instance.source:name().. "," .. Period.. "," .. Rate .. "," .. TrendPeriod.. "," .. Method.. "," .. Min.. "," .. Max .. "," .. Step .. "," .. LRP .. ")"; instance:name(name); if (nameOnly) then return; end first=source:first()+Period; for i= Min, Max, Step do Indicator[i]= core.indicators:create(Method, source, i); Source[i]= instance:addInternalStream(0, 0); Trend[i]= instance:addInternalStream(0, 0); Line[i] = instance:addStream("Line"..i , core.Line, name, i.. ". Line", instance.parameters.color1, first+Max+LRP ); Line[i]:setPrecision(math.max(2, instance.source:getPrecision())); Line[i]:setWidth(instance.parameters.width); Line[i]:setStyle(instance.parameters.style); Line[i]:addLevel(0); end end function Update(period, mode) if period <= first or not source:hasData(period) then return; end local min, max=mathex.minmax(source, period-Period+1, period); local Change = (max - min) * Rate if period <= first+Max then return; end for i= Min, Max, Step do Indicator[i]:update(mode); Source[i][period]=Indicator[i].DATA[period]; end if period <= first+Max+LRP then return; end for i= Min, Max, Step do if LinearRegression then Line[i][period]=mathex.lreg(Source[i], period-LRP+1, period); else Line[i][period]= Source[i][period]; end end if period <= first+Max+LRP+TrendPeriod then return; end for i= Min, Max, Step do min,max=mathex.minmax(Line[i], period-TrendPeriod+1, period ); diff=math.abs(max-min); if diff>Change then if Line[i][period]>min+Change then Trend[i][period]=1 elseif Line[i][period] 0 then Line[i]:setColor(period, instance.parameters.color1); elseif Trend[i][period]< 0 then Line[i]:setColor(period, instance.parameters.color2); else Line[i]:setColor(period, instance.parameters.color3); end end end --+------------------------------------------------------------------------------------------------+ --| We appreciate your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| https://mario-jemic.com/ | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --|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 | --+------------------------------------------------------------------------------------------------+