-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=4037 --+------------------------------------------------------------------+ --| 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("Better Volume Overlay"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator:setTag("group", "GSL"); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("N", "Average Period", "No description", 20); indicator.parameters:addInteger("Back", "Analyse Period Back", "No description", 20); indicator.parameters:addBoolean("TwoBars", "Use TwoBars", "No description", false); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("LowVol_color", "Color of LowVol_color", "Color of LowVol_color", core.rgb(255, 255, 0)); indicator.parameters:addColor("ClimaxUp_color", "Color of ClimaxUp", "Color of ClimaxUp", core.rgb(255, 0, 0)); indicator.parameters:addColor("ClimaxDn_color", "Color of ClimaxDn", "Color of ClimaxDn", core.rgb(255, 255, 255)); indicator.parameters:addColor("DensityUp_color", "Color of Churn", "Color of DensityUp", core.rgb(0, 255, 0)); indicator.parameters:addColor("DensityDn_color", "Color of ClimaxChurn", "Color of DensityDn", core.rgb(255, 0, 128)); indicator.parameters:addColor("VolumeBar_color", "Color of VolumeBar", "Color of VolumeBar", core.rgb(128, 128, 128)); 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 N; local Back; local first; local source = nil; -- Streams block local ClimaxUp = nil; local ClimaxDn = nil; local DensityUp = nil; local DensityDn = nil; -- Routine function Prepare(nameOnly) N = instance.parameters.N; Back = instance.parameters.Back; source = instance.source; first = source:first() + N + Back -1; local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(N) .. ", " .. tostring(Back) .. ")"; instance:name(name); if (nameOnly) then return; end Value1 = instance:addInternalStream(0,0); Value2 = instance:addInternalStream(0,0); Value3 = instance:addInternalStream(0,0); Value4 = instance:addInternalStream(0,0); Value5 = instance:addInternalStream(0,0); Value6 = instance:addInternalStream(0,0); Value7 = instance:addInternalStream(0,0); Value8 = instance:addInternalStream(0,0); Value9 = instance:addInternalStream(0,0); Value10 = instance:addInternalStream(0,0); Value11 = instance:addInternalStream(0,0); Value12 = instance:addInternalStream(0,0); Value13 = instance:addInternalStream(0,0); Value14 = instance:addInternalStream(0,0); Value15 = instance:addInternalStream(0,0); Value16 = instance:addInternalStream(0,0); Value17 = instance:addInternalStream(0,0); Value18 = instance:addInternalStream(0,0); Value19 = instance:addInternalStream(0,0); Value20 = instance:addInternalStream(0,0); Value21 = instance:addInternalStream(0,0); Value22 = instance:addInternalStream(0,0); open = instance:addStream("open", core.Line, name, "open", core.rgb(0, 0, 0), first) high = instance:addStream("high", core.Line, name, "high", core.rgb(0, 0, 0), first) low = instance:addStream("low", core.Line, name, "low", core.rgb(0, 0, 0), first) close = instance:addStream("close", core.Line, name, "close", core.rgb(0, 0, 0), first) instance:createCandleGroup("ZONE", "", open, high, low, close); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period) local p = period; local HIGH = source.high[period]; local LOW = source.low[period]; local OPEN = source.open[period]; local CLOSE = source.close[period]; local VOLUME = source.volume[period]; high[period]= source.high[period]; low[period]= source.low[period]; close[period] = source.close[period]; open[period] = source.open[period]; open:setColor(period, instance.parameters.VolumeBar_color); -- Fix to ensure default bar colour is correct if period < first then Value1[p] = 0; Value2[p] = 0; Value3[p] = 0; Value4[p] = 0; Value5[p] = 0; Value6[p] = 0; Value7[p] = 0; Value8[p] = 0; Value9[p] = 0; Value10[p] = 0; Value11[p] = 0; Value12[p] = 0; Value13[p] = 0; Value14[p] = 0; Value15[p] = 0; Value16[p] = 0; Value17[p] = 0; Value18[p] = 0; Value19[p] = 0; Value20[p] = 0; Value21[p] = 0; Value22[p] = 0; return; end Range = HIGH-LOW; if CLOSE > OPEN then Value1[p] = VOLUME*(Range/(2*Range + OPEN - CLOSE)); elseif CLOSE < OPEN then Value1[p] = VOLUME*((Range + CLOSE-OPEN)/(2*Range + CLOSE-OPEN)); end if CLOSE == OPEN then Value1[p] = 0.5*VOLUME; end Value2[p] = VOLUME - Value1[p]; Value3[p] = Value1[p] + Value2[p]; Value4[p] = Value1[p] * Range; Value5[p] = ( Value1[p]-Value2[p])*Range Value6[p] = Value2[p]*Range; Value7[p] = ( Value2[p]-Value1[p])*Range; if Range ~= 0 then Value8[p] = Value1[p]/Range; Value9[p] = ( Value1[p]-Value2[p])/Range; Value10[p] = Value2[p]/Range; Value11[p] = ( Value2[p]-Value1[p])/Range; Value12[p] = Value3[p]/Range; end Value13[p] = Value3[p] + Value3[p-1]; Value14[p] = (Value1[p]+Value1[p-1])*(mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); Value15[p] = (Value1[p]+Value1[p-1] - Value2[p] - Value2[p-1]) * (mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); Value16[p] = (Value2[p]+Value2[p-1])*(mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); Value17[p] = (Value2[p]+Value2[p-1] - Value1[p] - Value1[p-1]) * (mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); if mathex.max(source.high,p-2+1,p) ~= mathex.min(source.low,p-2+1,p) then Value18[p] = (Value1[p] + Value1[p-1])/(mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); end Value19[p] = (Value1[p]+Value1[p-1] - Value2[p] - Value2[p-1]) / (mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); Value20[p] = (Value2[p]+Value2[p-1]) / (mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); Value21[p] = (Value2[p]+Value2[p-1] - Value1[p] - Value1[p-1]) / (mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); Value22[p] = Value13[p]/(mathex.max(source.high,p-2+1,p) - mathex.min(source.low,p-2+1,p)); open:setColor(period, instance.parameters.VolumeBar_color); -- Fix to ensure default bar colour is correct if not instance.parameters.TwoBars then --Con 1 or Con 11 if (Value3[p] == mathex.min(Value3,p-Back+1,p)) then -- Yellow -- TwoBars or (Vlaue13[p] == mathex.min(Value13,p-Back+1,p)) then open:setColor(period,instance.parameters.LowVol_color); end --Con 2 or Con 3 or Con 8 or Con 9 or Con 12 or Con 13 or Con 18 or con 19 if (Value4[p] == mathex.max(Value4,p-Back+1,p) and CLOSE > OPEN) or (Value5[p] == mathex.max(Value5,p-Back+1,p) and CLOSE > OPEN) or (Value10[p] == mathex.min(Value10,p-Back+1,p) and CLOSE > OPEN) or (Value11[p] == mathex.min(Value11,p-Back+1,p) and CLOSE > OPEN) then --RED -- TwoBars or (Vlaue13[p] == mathex.min(Value13,p-Back+1,p)) then open:setColor(period,instance.parameters.ClimaxUp_color); end --Con 4 or Con 5 or Con 6 or Con 7 or Con 14 or Con 15 or Con 16 or con 17 if (Value6[p] == mathex.max(Value6,p-Back+1,p) and CLOSE < OPEN) or (Value7[p] == mathex.max(Value7,p-Back+1,p) and CLOSE < OPEN) or (Value8[p] == mathex.min(Value8,p-Back+1,p) and CLOSE < OPEN) or (Value9[p] == mathex.min(Value9,p-Back+1,p) and CLOSE < OPEN) then -- White open:setColor(period,instance.parameters.ClimaxDn_color); end -- Churn Con 10 if Value12[p] == mathex.max(Value12,p-Back+1,p) then -- Green open:setColor(period,instance.parameters.DensityUp_color); end --ClimaxChurn if (Value12[p] == mathex.max(Value12,p-Back+1,p) ) and ( (Value4[p] == mathex.max(Value4,p-Back+1,p) and CLOSE > OPEN) or (Value5[p] == mathex.max(Value5,p-Back+1,p) and CLOSE > OPEN) or (Value10[p] == mathex.min(Value10,p-Back+1,p) and CLOSE > OPEN) or (Value11[p] == mathex.min(Value11,p-Back+1,p) and CLOSE > OPEN) or (Value6[p] == mathex.max(Value6,p-Back+1,p) and CLOSE < OPEN) or (Value7[p] == mathex.max(Value7,p-Back+1,p) and CLOSE < OPEN) or (Value8[p] == mathex.min(Value8,p-Back+1,p) and CLOSE < OPEN) or (Value9[p] == mathex.min(Value9,p-Back+1,p) and CLOSE < OPEN) ) then open:setColor(period,instance.parameters.DensityDn_color); end else --Con 1 or Con 11 if (Value13[p] == mathex.min(Value13,p-Back+1,p)) then -- Yellow -- TwoBars or (Vlaue13[p] == mathex.min(Value13,p-Back+1,p)) then open:setColor(period,instance.parameters.LowVol_color); end --Con 2 or Con 3 or Con 8 or Con 9 or Con 12 or Con 13 or Con 18 or con 19 if ((Value14[p] == mathex.max(Value14,p-Back+1,p)) and (CLOSE > OPEN) and (source.close[p-1] > source.open[p-1])) or ((Value15[p] == mathex.max(Value15,p-Back+1,p)) and (CLOSE > OPEN) and (source.close[p-1] > source.open[p-1])) or ((Value20[p] == mathex.min(Value20,p-Back+1,p)) and (CLOSE > OPEN) and (source.close[p-1] > source.open[p-1])) or ((Value21[p] == mathex.min(Value21,p-Back+1,p)) and (CLOSE > OPEN) and (source.close[p-1] > source.open[p-1])) then --RED -- TwoBars or (Vlaue13[p] == mathex.min(Value13,p-Back+1,p)) then open:setColor(period,instance.parameters.ClimaxUp_color); end --Con 4 or Con 5 or Con 6 or Con 7 or Con 14 or Con 15 or Con 16 or con 17 if ((Value16[p] == mathex.max(Value16,p-Back+1,p)) and (CLOSE < OPEN) and (source.close[p-1] < source.open[p-1])) or ((Value17[p] == mathex.max(Value17,p-Back+1,p)) and (CLOSE < OPEN) and (source.close[p-1] < source.open[p-1])) or ((Value18[p] == mathex.min(Value18,p-Back+1,p)) and (CLOSE < OPEN) and (source.close[p-1] < source.open[p-1])) or ((Value19[p] == mathex.min(Value19,p-Back+1,p)) and (CLOSE < OPEN) and (source.close[p-1] < source.open[p-1])) then -- White open:setColor(period,instance.parameters.ClimaxDn_color); end -- Churn Con 10 if Value22[p] == mathex.max(Value22,p-Back+1,p) then -- Green open:setColor(period,instance.parameters.DensityUp_color); end --ClimaxChurn if (Value22[p] == mathex.max(Value22,p-Back+1,p) ) and ( ((Value14[p] == mathex.max(Value14,p-Back+1,p)) and (CLOSE > OPEN) and (source.close[p-1] > source.open[p-1])) or ((Value15[p] == mathex.max(Value15,p-Back+1,p)) and (CLOSE > OPEN) and (source.close[p-1] > source.open[p-1])) or ((Value20[p] == mathex.min(Value20,p-Back+1,p)) and (CLOSE > OPEN) and (source.close[p-1] > source.open[p-1])) or ((Value21[p] == mathex.min(Value21,p-Back+1,p)) and (CLOSE > OPEN) and (source.close[p-1] > source.open[p-1])) or ((Value16[p] == mathex.max(Value16,p-Back+1,p)) and (CLOSE < OPEN) and (source.close[p-1] < source.open[p-1])) or ((Value17[p] == mathex.max(Value17,p-Back+1,p)) and (CLOSE < OPEN) and (source.close[p-1] < source.open[p-1])) or ((Value18[p] == mathex.min(Value18,p-Back+1,p)) and (CLOSE < OPEN) and (source.close[p-1] < source.open[p-1])) or ((Value19[p] == mathex.min(Value19,p-Back+1,p)) and (CLOSE < OPEN) and (source.close[p-1] < source.open[p-1])) ) then open:setColor(period,instance.parameters.DensityDn_color); end end end