-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=71808 --+------------------------------------------------------------------------------------------------+ --| 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 -- 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("BB Squeeze"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("Type", "Deviation calculation Method", "" , "SD"); indicator.parameters:addStringAlternative("Type", "Standard deviation", "" , "SD"); indicator.parameters:addStringAlternative("Type", "Standard error", "" , "SE"); -- indicator.parameters:addStringAlternative("Type", "Custom Standard deviation - with sample correction", "CSD" , "CSD"); -- indicator.parameters:addStringAlternative("Type", "Custom Standard deviation - without sample correction", "CSDW" , "CSDW"); indicator.parameters:addString("Price", "Price Source", "", "close"); indicator.parameters:addStringAlternative("Price", "OPEN", "", "open"); indicator.parameters:addStringAlternative("Price", "HIGH", "", "high"); indicator.parameters:addStringAlternative("Price", "LOW", "", "low"); indicator.parameters:addStringAlternative("Price","CLOSE", "", "close"); indicator.parameters:addStringAlternative("Price", "MEDIAN", "", "median"); indicator.parameters:addStringAlternative("Price", "TYPICAL", "", "typical"); indicator.parameters:addStringAlternative("Price", "WEIGHTED", "", "weighted"); 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:addInteger("LP", "Linear regression Period", " ", 20); indicator.parameters:addInteger("BP", "Bollinger Period", " ", 20); indicator.parameters:addDouble("BD", "Bollinger Deviations", " ", 2); indicator.parameters:addInteger("KP", "Keltner Period", " ", 20); indicator.parameters:addDouble("KF", "Keltner Factor", " ", 1.5); indicator.parameters:addGroup("Line Style"); 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); indicator.parameters:addColor("color", "Line Color", "", core.rgb(128, 128, 128)); indicator.parameters:addColor("Up", "Up Bar Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("UpDown", "Down in Up Trend Bar Color", "", core.rgb(0, 200, 0)); indicator.parameters:addColor("Down", "Down Bar Color", "", core.rgb( 200,0, 0)); indicator.parameters:addColor("DownUp", "Up in Down Trend Bar Color", "", core.rgb(255,0, 0)); indicator.parameters:addColor("DotUp", "Up Dot Color", "", core.rgb(0, 0, 255)); indicator.parameters:addColor("DotDown", "Down Dot Color", "", core.rgb( 0,0, 0)); 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 BP, BD, KP,KF,LP, Price ; local Indicator; local ATR, MA,Type; local StandardDeviation; local Line, Bar, Dot; local Trend; -- Routine function Prepare(nameOnly) BP = instance.parameters.BP; BD = instance.parameters.BD; KP = instance.parameters.KP; KF = instance.parameters.KF; LP= instance.parameters.LP; Type= instance.parameters.Type; Method = instance.parameters.Method; Price = instance.parameters.Price; source = instance.source; local name = profile:id() .. "(" .. instance.source:name().. "," .. Type.. "," .. Price.. "," .. Method .. "," .. LP .. "," .. BP.. "," .. BD .. "," .. KP.. "," .. KF .. ")"; instance:name(name); if (nameOnly) then return; end ATR= core.indicators:create("ATR", source, KP); MA= core.indicators:create(Method, source[Price],BP); first=math.max(MA.DATA:first(), ATR.DATA:first(), LP) ; StandardDeviation = instance:addInternalStream(0, 0); Trend = instance:addInternalStream(0, 0); Line = instance:addStream("Line", core.Line, name, "Line", instance.parameters.color, first ); Line:setPrecision(math.max(2, instance.source:getPrecision())); Line:setWidth(instance.parameters.width); Line:setStyle(instance.parameters.style); Line:addLevel(0); Bar = instance:addStream("Bar", core.Bar, name, "Bar", instance.parameters.color, first ); Bar:setPrecision(math.max(2, instance.source:getPrecision())); Dot = instance:addStream("Dot", core.Dot, name, "Dot", instance.parameters.color, first ); Dot:setWidth(3); Dot:setPrecision(math.max(2, instance.source:getPrecision())); end function Update(period, mode) ATR:update(mode); MA:update(mode); if period< first then return; end Line[period] = mathex.lregSlope (source[Price], period-BP+1, period); Bar[period]=Line[period]; Dot[period]=0; if Type == "SD" then StandardDeviation[period]= mathex.stdev(source, period-BP+1, period) elseif Type == "SE" then StandardDeviation[period]=StandardError(period); else StandardDeviation[period]= mathex.stdev(source, period-BP+1, period) end local keltUp = MA.DATA[period] + KF*ATR.DATA[period]; local keltDn = MA.DATA[period] - KF*ATR.DATA[period]; local UpMa = MA.DATA[period] + StandardDeviation[period]*BD; local DnMa = MA.DATA[period] - StandardDeviation[period]*BD; if Line[period]> 0 then if Line[period]< Line[period-1] then Bar:setColor(period, instance.parameters.UpDown); else Bar:setColor(period, instance.parameters.Up); end else if Line[period]> Line[period-1] then Bar:setColor(period, instance.parameters.DownUp); else Bar:setColor(period, instance.parameters.Down); end end if (UpMakeltDn) then Trend[period]=1; elseif (UpMa>keltUp and DnMa