-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=71731 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2021, 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("ATR Bands with vortex indicator"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period1", "1. Period", "", 14, 1, 2000); indicator.parameters:addDouble("Multiplier1", "1. Multiplier", "", 1.5, 0, 2000); indicator.parameters:addInteger("Period2", "2. Period", "", 14, 1, 2000); indicator.parameters:addDouble("Multiplier2", "2. Multiplier", "", 3, 0, 2000); indicator.parameters:addInteger("Vortex_Period", "Vortex Period", "", 14, 1, 2000); indicator.parameters:addBoolean("Apply", "Apply MA", "", true); 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:addGroup("Bands Style"); indicator.parameters:addColor("color1", "1. Line Color", "", core.rgb(128, 128, 128)); indicator.parameters:addColor("color2", "2. Line Color", "", core.rgb(128, 128, 128)); indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width", "Line Width", "", 1, 1, 5); indicator.parameters:addGroup("Signal Style"); indicator.parameters:addColor("clrUP", "Up Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("clrDN", "Down Color", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("Size", "Arrow Size", "", 15, 1, 2000); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local first; local source = nil; local Vortex_Period; local Apply; -- Routine function Prepare(nameOnly) Period1= instance.parameters.Period1; Period2= instance.parameters.Period2; Multiplier1= instance.parameters.Multiplier1; Multiplier2= instance.parameters.Multiplier2; Vortex_Period= instance.parameters.Vortex_Period; Apply= instance.parameters.Apply; Method= instance.parameters.Method; local Parameters= Period1..", "..Multiplier1..", "..Period2..", "..Multiplier2..", "..Vortex_Period..", "..Method; local name = profile:id() .. "(" .. instance.source:name() .. ", " .. Parameters .. ")"; instance:name(name); if (nameOnly) then return; end source = instance.source; ATR1 = core.indicators:create("ATR", source, Period1); ATR2 = core.indicators:create("ATR", source, Period2); ATR = core.indicators:create("ATR", source, 1); first=math.max(ATR1.DATA:first(), ATR2.DATA:first()); vmp= instance:addInternalStream(0, 0); vmm= instance:addInternalStream(0, 0); vip_raw= instance:addInternalStream(0, 0); vim_raw= instance:addInternalStream(0, 0); MA1 = core.indicators:create(Method, vip_raw, Vortex_Period); MA2 = core.indicators:create(Method, vim_raw, Vortex_Period); vip= instance:addInternalStream(0, 0); vim= instance:addInternalStream(0, 0); Line1 = instance:addStream("Line1" , core.Line, "1. Line"," 1. Line",instance.parameters.color1, first); Line1:setWidth(instance.parameters.width); Line1:setStyle(instance.parameters.style); Line1:setPrecision(math.max(2, source:getPrecision())); Line2 = instance:addStream("Line2" , core.Line, "2. Line"," 2. Line",instance.parameters.color2, first); Line2:setWidth(instance.parameters.width); Line2:setStyle(instance.parameters.style); Line2:setPrecision(math.max(2, source:getPrecision())); Line3 = instance:addStream("Line3" , core.Line, "3. Line"," 3. Line",instance.parameters.color1, first); Line3:setWidth(instance.parameters.width); Line3:setStyle(instance.parameters.style); Line3:setPrecision(math.max(2, source:getPrecision())); Line4 = instance:addStream("Line4" , core.Line, "4. Line"," 4. Line",instance.parameters.color2, first); Line4:setWidth(instance.parameters.width); Line4:setStyle(instance.parameters.style); Line4:setPrecision(math.max(2, source:getPrecision())); up = instance:createTextOutput ("Up", "Up", "Wingdings", instance.parameters.Size, core.H_Center, core.V_Top, instance.parameters.clrUP, 0); down = instance:createTextOutput ("Dn", "Dn", "Wingdings", instance.parameters.Size, core.H_Center, core.V_Bottom, instance.parameters.clrDN, 0); end -- Indicator calculation routine function Update(period, mode) if period < source:first()+1 then return; end vmp[period]=math.abs(source.high[period] - source.low[period-1]); vmm[period]=math.abs(source.low[period] - source.high[period-1]); ATR1:update(mode); ATR2:update(mode); ATR:update(mode); if period < first then return; end Line1[period]= source.close[period]+ATR1.DATA[period]*Multiplier1; Line2[period]= source.close[period]+ATR2.DATA[period]*Multiplier2; Line3[period]= source.close[period]-ATR1.DATA[period]*Multiplier1; Line4[period]= source.close[period]-ATR2.DATA[period]*Multiplier2; if period < source:first()+Vortex_Period then return; end --Vortex indicator local VMP = mathex.sum( vmp, period-Vortex_Period+1, period); local VMM = mathex.sum( vmm, period-Vortex_Period+1, period); local str = mathex.sum( ATR.DATA, period-Vortex_Period+1, period); vip_raw[period] = VMP / str; vim_raw[period] = VMM / str; if period < source:first()+Vortex_Period*2 then return; end if Apply then MA1:update(mode); MA2:update(mode); vip[period] = MA1.DATA[period]; vim[period] = MA2.DATA[period]; else vip[period] = vip_raw[period]; vim[period] = vim[period]; end up:setNoData(period); down:setNoData(period); if vip[period]> vim[period] and vip[period-1]<= vim[period-1] then up:set(period, source.high[period], "\217", source.high[period]); elseif vip[period]< vim[period] and vip[period-1]>= vim[period-1] then down:set(period, source.low[period], "\218", source.low[period]); end end