-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=72516 --+------------------------------------------------------------------------------------------------+ --| 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 function Init() indicator:name("Adaptive ATR-ADX Trend"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("Price", "Price", "", "median"); indicator.parameters:addStringAlternative("Price","CLOSE", "", "close"); indicator.parameters:addStringAlternative("Price", "OPEN", "", "open"); indicator.parameters:addStringAlternative("Price", "HIGH", "", "high"); indicator.parameters:addStringAlternative("Price", "LOW", "", "low"); indicator.parameters:addStringAlternative("Price", "MEDIAN", "", "median"); indicator.parameters:addStringAlternative("Price", "TYPICAL", "", "typical"); indicator.parameters:addStringAlternative("Price", "WEIGHTED", "", "weighted"); indicator.parameters:addBoolean("useHeiken", "Use Heiken", "", true); indicator.parameters:addBoolean("aboveThresh", "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?", "", true); indicator.parameters:addInteger("atrLen", "ATR Period", "", 21, 1, 2000); indicator.parameters:addInteger("adxLen", "ADX Period", "", 14, 1, 2000); indicator.parameters:addDouble("m1", "ATR Multiplier - ADX Rising", "", 3.5, 1, 2000); indicator.parameters:addDouble("m2", "ATR Multiplier - ADX Falling", "", 1.75, 1, 2000); indicator.parameters:addDouble("adxThresh", "ADX Threshold", "", 30, 0, 2000); indicator.parameters:addGroup("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:addInteger("style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local first; local source = nil; local HA, Line -- Routine function Prepare(nameOnly) Price= instance.parameters.Price; useHeiken= instance.parameters.useHeiken; aboveThresh = instance.parameters.aboveThresh; atrLen= instance.parameters.atrLen; adxLen= instance.parameters.adxLen; m1 = instance.parameters.m1; m2 = instance.parameters.m2; adxThresh = instance.parameters.adxThresh; local Parameters= Price .. ", " .. atrLen .. ", " .. adxLen.. ", " ..m1 .. ", " .. m2 .. ", " .. adxThresh; local name = profile:id() .. "(" .. instance.source:name() .. ")"; instance:name(name); if (nameOnly) then return; end source = instance.source; sTR = instance:addInternalStream(0, 0); sDMPos = instance:addInternalStream(0, 0); sDMNeg = instance:addInternalStream(0, 0); DX = instance:addInternalStream(0, 0); aadx= instance:addInternalStream(0, 0); xHigh= instance:addInternalStream(0, 0); xLow= instance:addInternalStream(0, 0); xOpen= instance:addInternalStream(0, 0); xClose= instance:addInternalStream(0, 0); trueRange = instance:addInternalStream(0, 0); m= instance:addInternalStream(0, 0); TUp= instance:addInternalStream(0, 0); TDown= instance:addInternalStream(0, 0); src= instance:addInternalStream(0, 0); c= instance:addInternalStream(0, 0); trend= instance:addInternalStream(0, 0); HA = core.indicators:create("HA", source ); TR = core.indicators:create("ATR", source, 1 ); ATR = core.indicators:create("ATR", source, atrLen ); WilderAverage = core.indicators:create("WMA", trueRange, atrLen ); first=math.max(HA.DATA:first())+1; Line = instance:addStream("Line" , core.Line, " Line"," Line",instance.parameters.color1, first+adxLen); Line:setWidth(instance.parameters.width); Line:setStyle(instance.parameters.style); Line:setPrecision(math.max(2, source:getPrecision())); end -- Indicator calculation routine function Update(period, mode) HA:update(mode); TR:update(mode); ATR:update(mode); if period <= first then return; end local HR = source.high[period]-source.high[period-1] local LR = -(source.low[period]-source.low[period-1]) if HR>LR then dmPos=math.max(HR,0) else dmPos=0 end if LR>HR then dmNeg=math.max(LR,0) else dmNeg=0 end sTR[period] = (sTR[period-1] - sTR[period-1]) / adxLen + TR.DATA[period]; sDMPos[period] = (sDMPos[period-1] - sDMPos[period-1]) / adxLen + dmPos sDMNeg[period] = (sDMNeg[period-1] - sDMNeg[period-1]) / adxLen + dmNeg local DIP = sDMPos[period] / sTR[period] * 100 local DIN = sDMNeg[period] / sTR[period] * 100 DX[period] = math.abs(DIP - DIN) / (DIP + DIN) * 100 if period > first+adxLen then aadx[period] = mathex.avg(DX, period-adxLen+1, period); end if period<2 then xClose[period] = source.close[period] xOpen[period] = source.open[period] else xClose[period] = (source.open[period]+source.high[period]+source.low[period]+source.close[period])/4; xOpen[period] = (xOpen[period-1] + source.close[period-1]) / 2 end xHigh[period] = math.max(source.high[period], math.max(xOpen[period], xClose[period])) xLow[period] = math.min(source.low[period], math.min(xOpen[period], xClose[period])) local v1 = math.abs(xHigh[period] - xClose[period-1]) local v2 = math.abs(xLow[period] - xClose[period-1]) local v3 = xHigh[period] - xLow[period] trueRange[period] = math.max(v1, math.max(v2, v3)) WilderAverage:update(mode); if period < WilderAverage.DATA:first() then return; end local atr; if useHeiken then atr = WilderAverage.DATA[period]; else atr = ATR.DATA[period]; end if aadx[period]>aadx[period-1] and (aadx[period] < adxThresh or not aboveThresh) then m[period]=m1 elseif aadx[period] adxThresh and aboveThresh) then m[period]=m2 else m[period] = m[period-1] end if DIP >= DIN then mUp=m[period] else mUp=m2 end if DIN >= DIP then mDn=m[period] else mDn=m2 end if useHeiken then src[period]=xClose[period] c[period]=xClose[period] t=(xHigh[period]+xLow[period])/2 else src[period]=source[Price][period] c[period]=source.close[period] t=source.median[period] end local up = t - mUp * atr local dn = t + mDn * atr if math.max(src[period-1], c[period-1]) > TUp[period-1] then TUp[period] = math.max(up,TUp[period-1]) else TUp[period] = up end if math.min(src[period-1], c[period-1]) < TDown[period-1] then TDown[period] = math.min(dn, TDown[period-1]) else TDown[period] = dn end if math.min(src[period],math.min(c[period],source.close[period]))>TDown[period-1] then trend[period]=1 elseif math.max(src[period],math.max(c[period],source.close[period]))