-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=3415 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- 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("ATR Range"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("ATR Calculation"); indicator.parameters:addInteger("atrPeriod", "ATR Periods", "", 100); indicator.parameters:addInteger("mFactor", "Multiple Factor", "", 65); indicator.parameters:addString("timeFrame", "ATR Time Frame", "", "D1"); indicator.parameters:setFlag("timeFrame", core.FLAG_PERIODS); indicator.parameters:addColor("color", "Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("Size", "Font Size", "", 10); 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 ATR; local atrPeriod; local mFactor; local timeFrame; local day_offset; local week_offset; local dummy; local host; local i=1; local MAX, MIN; -- Streams block local stream = nil; local color; local streams = {} local font; local size; local Size; -- Routine function Prepare(nameOnly) source = instance.source; first = source:first(); host = core.host; color=instance.parameters.color; atrPeriod=instance.parameters.atrPeriod; mFactor=instance.parameters.mFactor; timeFrame=instance.parameters.timeFrame; Size=instance.parameters.Size; --mFactor = mFactor/100; local name = profile:id() .. "(" .. source:name() ..", " .. timeFrame.. ", ".. mFactor .. ")"; instance:name(name); if (nameOnly) then return; end day_offset = host:execute("getTradingDayOffset"); week_offset = host:execute("getTradingWeekOffset"); dummy = instance:addInternalStream(0, 0); font = core.host:execute("createFont", "Courier", Size, true, false); size = source:getPrecision (); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period, mode) if period >= first and source:hasData(period) then if period < source:size()-1 then return; end; if ATR == nil then stream = registerStream(1, timeFrame, atrPeriod); ATR = core.indicators:create("ATR", stream, atrPeriod); end ATR:update(mode); if not ATR.DATA:hasData(ATR.DATA:size()-1) and not ATR.DATA:hasData(ATR.DATA:size()-2)then return; end MAX = stream.open[stream:size()-1] + (ATR.DATA[ATR.DATA:size()-1] * mFactor); MIN = stream.open[stream:size()-1] - (ATR.DATA[ATR.DATA:size()-1] * mFactor); core.host:execute ("drawLine", 1, source:date(first), MAX, source:date(period), MAX, color); core.host:execute ("drawLine", 2, source:date(first), MIN, source:date(period), MIN, color); core.host:execute("drawLabel1", 3, source:date(period), core.CR_CHART, MAX, core.CR_CHART, core.H_Right, core.V_Center, font, color, tostring(mFactor*100) .. ", " .. string.format("%." .. size .. "f", MAX)); core.host:execute("drawLabel1", 4, source:date(period), core.CR_CHART, MIN, core.CR_CHART, core.H_Right, core.V_Center, font, color, tostring(-mFactor*100).. ", " ..string.format("%." .. size .. "f", MIN)); end end function ReleaseInstance() core.host:execute("deleteFont", font); end -- register stream -- @param barSize Stream's bar size -- @param extent The size of the required exten -- @return the stream reference function registerStream(id, barSize, extent) local stream = {}; local s1, e1, length; local from, to; s1, e1 = core.getcandle(barSize, core.now(), 0, 0); length = math.floor((e1 - s1) * 86400 + 0.5); -- the size of the source if barSize == source:barSize() then stream.data = source; stream.barSize = barSize; stream.external = false; stream.length = length; stream.loading = false; stream.extent = extent; stream.loading = false; else stream.data = nil; stream.barSize = barSize; stream.external = true; stream.length = length; stream.loading = false; stream.extent = extent; local from, dataFrom from, dataFrom = getFrom(barSize, length, extent); if (source:isAlive()) then to = 0; else t, to = core.getcandle(barSize, source:date(source:size() - 1), day_offset, week_offset); end stream.loading = true; stream.loadingFrom = from; stream.dataFrom = dataFrom; stream.data = host:execute("getHistory", id, source:instrument(), barSize, from, to, source:isBid()); setBookmark(0); end streams[id] = stream; return stream.data; end function getPeriod(id, period) local stream = streams[id]; assert(stream ~= nil, "Stream is not registered"); local candle, from, dataFrom, to; if stream.external then candle = core.getcandle(stream.barSize, source:date(period), day_offset, week_offset); if candle < stream.dataFrom then setBookmark(period); if stream.loading then return -1, true; end from, dataFrom = getFrom(stream.barSize, stream.length, stream.extent); stream.loading = true; stream.loadingFrom = from; stream.dataFrom = dataFrom; host:execute("extendHistory", id, stream.data, from, stream.data:date(0)); return -1, true; end if (not(source:isAlive()) and candle > stream.data:date(stream.data:size() - 1)) then setBookmark(period); if stream.loading then return -1, true; end stream.loading = true; from = bf_data:date(bf_data:size() - 1); to = candle; host:execute("extendHistory", id, stream.data, from, to); end local p; p = findDateFast(stream.data, candle, true); return p, stream.loading; else return period; end end function setBookmark(period) local bm; bm = dummy:getBookmark(1); if bm < 0 then bm = period; else bm = math.min(period, bm); end dummy:setBookmark(1, bm); end -- get the from date for the stream using bar size and extent and taking the non-trading periods -- into account function getFrom(barSize, length, extent) local from, loadFrom; local nontrading, nontradingend; from = core.getcandle(barSize, source:date(source:first()), day_offset, week_offset); loadFrom = math.floor(from * 86400 - 2 * length * extent + 0.5) / 86400; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then -- if it is non-trading, shift for two days to skip the non-trading periods loadFrom = math.floor((loadFrom - 2) * 86400 - 2 * length * extent + 0.5) / 86400; end return loadFrom, from; end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period; local stream = streams[cookie]; if stream == nil then return ; end stream.loading = false; period = dummy:getBookmark(1); if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end