-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=27497 -- Id: 8047 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal : https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("VOLUME FLOW INDICATOR"); indicator:description("VOLUME FLOW INDICATOR"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "Period", "Period", 130); indicator.parameters:addDouble("Coef", "Coef", "Coef", 0.2); indicator.parameters:addDouble("VCoef", "VCoef", "VCoef", 2.5); indicator.parameters:addInteger("SmoothingPeriods", "SmoothingPeriods", "SmoothingPeriods", 3); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("VFI_color", "Color of VFI", "Color of VFI", core.rgb(255, 0, 0)); 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); 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 Period; local Coef; local VCoef; local SmoothingPeriods; local myVFI; local first; local source = nil; -- Streams block local VFI = nil; local INTER; local MA; local DirectionalVolume; local EMA; -- Routine function Prepare(nameOnly) Period = instance.parameters.Period; Coef = instance.parameters.Coef; VCoef = instance.parameters.VCoef; SmoothingPeriods = instance.parameters.SmoothingPeriods; source = instance.source; first = source:first(); local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(Period) .. ", " .. tostring(Coef) .. ", " .. tostring(VCoef) .. ", " .. tostring(SmoothingPeriods) .. ")"; instance:name(name); if (not (nameOnly)) then INTER = instance:addInternalStream(0, 0); MA = core.indicators:create("MVA", source.volume, Period); DirectionalVolume = instance:addInternalStream(0, 0); myVFI = instance:addInternalStream(0, 0); if SmoothingPeriods > 0 then EMA = core.indicators:create("EMA", myVFI, SmoothingPeriods); end if SmoothingPeriods > 0 then VFI = instance:addStream("VFI", core.Line, name, "VFI", instance.parameters.VFI_color, EMA.DATA:first()); else VFI = instance:addStream("VFI", core.Line, name, "VFI", instance.parameters.VFI_color, MA.DATA:first()+Period); end VFI:setPrecision(math.max(2, instance.source:getPrecision())); VFI:setWidth(instance.parameters.width); VFI:setStyle(instance.parameters.style); end end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period, mode) if period < first +1 then return; end INTER[period] = math.log(source.typical[period])-math.log(source.typical[period-1]); if period < first+1 +30 then return; end local VINTER=mathex.stdev (INTER, period-30+1, period); local CutOff=Coef*VINTER*source.close[period]; MA:update(mode); if period < MA.DATA:first()+1 then return; end local VAve=MA.DATA[period-1]; local VMax=VAve*VCoef; local VC; if source.volume[period] < VMax then VC = source.volume[period]; else VC = VMax; end local MF = source.typical[period] - source.typical[period-1]; if MF > CutOff then DirectionalVolume[period]=VC; elseif MF < -CutOff then DirectionalVolume[period]=-VC; else DirectionalVolume[period]=0; end if period < MA.DATA:first()+Period then return; end if VAve ~= 0 then myVFI[period]= mathex.sum (DirectionalVolume, period-Period+1, period)/ VAve ; else myVFI[period] = 0; end if SmoothingPeriods > 0 then EMA:update(mode); if period < EMA.DATA:first() then return; end VFI[period] = EMA.DATA[period] else VFI[period] = myVFI[period]; end end