-- Id: 2974 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=3274 --+------------------------------------------------------------------+ --| 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 | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Moving Average Convergence/Divergence"); indicator:description("A trend-following momentum indicator that shows the relationship between two moving averages of prices."); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Selection"); indicator.parameters:addBoolean("H", "Histogram On", "", true); indicator.parameters:addBoolean("M", "Macd On", "", true); indicator.parameters:addBoolean("S", "Signal On", "", true); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("SN", "Short MA", "The period of the short EMA.", 12, 2, 1000); indicator.parameters:addInteger("LN", "Long MA", "The period of the long EMA.", 26, 2, 1000); indicator.parameters:addInteger("IN", "Signal line", "The number of periods for the signal line.", 9, 2, 1000); indicator.parameters:addGroup("Short MA Method"); indicator.parameters:addString("Method1", "Method", "", "EMA"); indicator.parameters:addStringAlternative("Method1", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("Method1", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("Method1", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("Method1", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("Method1", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("Method1", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("Method1", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("Method1", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("Method1", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("Method1", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("Method1", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("Method1", "T3", "", "T3"); indicator.parameters:addStringAlternative("Method1", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("Method1", "Median", "", "Median"); indicator.parameters:addStringAlternative("Method1", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("Method1", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("Method1", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("Method1", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("Method1", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("Method1", "JSmooth", "", "JSmooth"); indicator.parameters:addGroup("Long MA Method"); indicator.parameters:addString("Method2", "Method", "", "EMA"); indicator.parameters:addStringAlternative("Method2", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("Method2", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("Method2", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("Method2", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("Method2", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("Method2", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("Method2", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("Method2", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("Method2", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("Method2", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("Method2", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("Method2", "T3", "", "T3"); indicator.parameters:addStringAlternative("Method2", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("Method2", "Median", "", "Median"); indicator.parameters:addStringAlternative("Method2", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("Method2", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("Method2", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("Method2", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("Method2", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("Method2", "JSmooth", "", "JSmooth"); indicator.parameters:addGroup("Signal MA Method"); indicator.parameters:addString("Method3", "Method", "", "MVA"); indicator.parameters:addStringAlternative("Method3", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("Method3", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("Method3", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("Method3", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("Method3", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("Method3", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("Method3", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("Method3", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("Method3", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("Method3", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("Method3", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("Method3", "T3", "", "T3"); indicator.parameters:addStringAlternative("Method3", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("Method3", "Median", "", "Median"); indicator.parameters:addStringAlternative("Method3", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("Method3", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("Method3", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("Method3", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("Method3", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("Method3", "JSmooth", "", "JSmooth"); indicator.parameters:addGroup("Type"); indicator.parameters:addString("Type", "Method", "" , "Absolute"); indicator.parameters:addStringAlternative("Type", "Absolute", "" , "Absolute"); indicator.parameters:addStringAlternative("Type", "Relativ", "Relativ" , "Relativ"); indicator.parameters:addBoolean("MH", "MACD as Histogram", "", false); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("MACD_color_UP", "MACD Up color", "The color of MACD.", core.rgb(255, 0, 0)); indicator.parameters:addColor("MACD_color_DN", "MACD Down color", "The color of MACD.", core.rgb(0, 255, 0)); indicator.parameters:addInteger("width1", "MACD Line width", "", 1, 1, 5); indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE); indicator.parameters:addColor("SIGNAL_color", "Signal color", "The color of SIGNAL.", core.rgb(0, 0, 255)); indicator.parameters:addInteger("width2", "Signal Line width", "", 1, 1, 5); indicator.parameters:addInteger("style2", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE); indicator.parameters:addColor("UPHISTOGRAM_color", "Up Histogram color", "The color of Up Histogram.", core.rgb(0, 255, 0)); indicator.parameters:addColor("DOWNHISTOGRAM_color", "Down Histogram color", "The color of Down Histogram.", core.rgb(255, 0, 0)); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local SN; local LN; local IN; local M; local H; local S; local MH; local firstPeriodMACD; local firstPeriodSIGNAL; local source = nil; local EMAS = nil; local EMAL = nil; local MVAI = nil; -- Streams block local MACD = nil; local SIGNALOUT = nil; local SIGNAL=nil; local HISTOGRAM=nil; local OUT; local Type; local Method1,Method2, Method3; -- Routine function Prepare(nameOnly) MH=instance.parameters.MH; Method1=instance.parameters.Method1 Method2=instance.parameters.Method2; Method3=instance.parameters.Method3; Type= instance.parameters.Type; SN = instance.parameters.SN; LN = instance.parameters.LN; IN = instance.parameters.IN; M = instance.parameters.M; H = instance.parameters.H; S = instance.parameters.S; source = instance.source; local name; -- Base name of the indicator. if not MH then name = profile:id() .. "(" .. source:name() .. ", " .. SN .. ", " .. LN .. ", " .. IN .. ", ".. Type .. ", " ..Method1 .. ", " ..Method2 .. ", " .. Method3 ..")"; elseif MH then name = profile:id() .. "(" .. source:name() .. ", " .. SN .. ", " .. LN .. ", " .. Type .. ", " ..Method1 .. ", " .. Method2 .. ")"; end instance:name(name); if (nameOnly) then return; end -- Check parameters if (LN <= SN) then error("The short MA period must be smaller than long MA period"); end assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); EMAS = core.indicators:create("AVERAGES", source, Method2, SN, false); EMAL = core.indicators:create("AVERAGES", source, Method2, LN, false); --end MACD = instance:addInternalStream(0,0); SIGNAL = instance:addInternalStream(0,0); -- Create the output stream for the MACD. The first period is equal to the -- biggest first period of source EMA streams firstPeriodMACD = EMAL.DATA:first(); if MH then H= false; S= false; OUT = instance:addStream("MACD", core.Bar, name .. ".MACD", "MACD", instance.parameters.MACD_color_UP, firstPeriodMACD); OUT:setPrecision(math.max(2, instance.source:getPrecision())); OUT:setPrecision(math.max(2, instance.source:getPrecision())); else OUT = instance:addStream("MACD", core.Line, name .. ".MACD", "MACD", instance.parameters.MACD_color_UP, firstPeriodMACD); OUT:setWidth(instance.parameters.width1); OUT:setStyle(instance.parameters.style1); end -- Create MVA for the MACD output stream. MVAI = core.indicators:create("AVERAGES", MACD, Method3, IN, false); -- Create output for the signal and histogram firstPeriodSIGNAL = MVAI.DATA:first(); if not MH then SIGNALOUT = instance:addStream("SIGNAL", core.Line, name .. ".SIGNAL", "SIGNAL", instance.parameters.SIGNAL_color, firstPeriodSIGNAL); SIGNALOUT:setPrecision(math.max(2, instance.source:getPrecision())); SIGNALOUT:setWidth(instance.parameters.width2); SIGNALOUT:setStyle(instance.parameters.style2); if Type == "Absolute" then HISTOGRAM = instance:addStream("HISTOGRAM", core.Bar, name .. "HISTOGRAM", "HISTOGRAM", instance.parameters.UPHISTOGRAM_color, firstPeriodSIGNAL); HISTOGRAM:setPrecision(math.max(2, instance.source:getPrecision())); end end end -- Indicator calculation routine function Update(period, mode) -- and update short and long EMAs for the source. EMAS:update(mode); EMAL:update(mode); if Type == "Absolute" then if (period >= firstPeriodMACD) then -- calculate MACD output MACD[period] = EMAS.DATA[period] - EMAL.DATA[period]; if (M) then OUT[period]=MACD[period]; if OUT[period] > OUT[period-1] then OUT:setColor(period, instance.parameters.MACD_color_UP); else OUT:setColor(period, instance.parameters.MACD_color_DN); end end end -- update MVA on the MACD MVAI:update(mode); if (period >= firstPeriodSIGNAL) then SIGNAL[period] = MVAI.DATA[period]; if (S) and not MH then SIGNALOUT[period] = SIGNAL[period]; end -- calculate histogram as a difference between MACD and signal if (H) and not MH then HISTOGRAM[period] = MACD[period] - SIGNAL[period]; if HISTOGRAM[period] > HISTOGRAM[period-1] then HISTOGRAM:setColor(period, instance.parameters.UPHISTOGRAM_color); else HISTOGRAM:setColor(period, instance.parameters.DOWNHISTOGRAM_color); end end end else if (period >= firstPeriodMACD) then -- calculate MACD output MACD[period] = (EMAS.DATA[period] - EMAL.DATA[period])/ ( EMAL.DATA[period]/100); if (M) then OUT[period]=MACD[period]; if MH then if OUT[period] > OUT[period-1] then OUT:setColor(period, instance.parameters.MACD_color_UP); else OUT:setColor(period, instance.parameters.MACD_color_DN); end end end end -- update MVA on the MACD MVAI:update(mode); if (period >= firstPeriodSIGNAL) and not MH then SIGNAL[period] = MVAI.DATA[period]; if (S) then SIGNALOUT[period] = SIGNAL[period]; end end end end