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Bigger timeframe RSI trend color indicator
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=948
Forum: 17 · Topic 948 · 2 post(s)
Bigger timeframe RSI trend color indicator
Alexander.Gettinger · Tue May 04, 2010 10:53 am
This indicator applies the RSI trend coor (viewtopic.php?f=17&t=947) on the data of the same instrument but in bigger timeframe.
Code: Select all `– todo: support week offset
function Init() indicator:name(“Bigger timeframe RSI”); indicator:description(“”); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator);
indicator.parameters:addGroup(“Calculation”); indicator.parameters:addString(“BS”, “Time frame to calculate RSI”, “”, “D1”); indicator.parameters:setFlag(“BS”, core.FLAG_PERIODS); indicator.parameters:addInteger(“N”, “Number of periods for RSI”, “”, 14, 1, 200); indicator.parameters:addInteger(“EMA_Period”, “EMA_Period”, “Period of EMA”, 25); indicator.parameters:addInteger(“overBought”, “overBought”, “overBought”, 50); indicator.parameters:addInteger(“overSold”, “overSold”, “overSold”, 50); indicator.parameters:addGroup(“Display”); indicator.parameters:addColor(“RSI_color”, “Color of RSI”, “Color of RSI”, core.rgb(0, 255, 0)); indicator.parameters:addColor(“MA_color”, “Color of MA”, “Color of MA”, core.rgb(255, 0, 0)); indicator.parameters:addColor(“Upper_color”, “Color of Upper”, “Color of Upper”, core.rgb(0, 0, 255)); indicator.parameters:addColor(“Lower_color”, “Color of Lower”, “Color of Lower”, core.rgb(128, 128, 128));
end
local source; – the source local bf_data = nil; – the high/low data local N; local BS; local MA; local bf_length; – length of the bigger frame in seconds local dates; – candle dates local host; local RSIout; local day_offset; local week_offset; local extent; local overBought; local overSold; local MAbuff; local data;
function Prepare() source = instance.source; host = core.host;
day_offset = host:execute(“getTradingDayOffset”); week_offset = host:execute(“getTradingWeekOffset”);
BS = instance.parameters.BS; N = instance.parameters.N; overBought=instance.parameters.overBought; overSold=instance.parameters.overSold; EMA_Period=instance.parameters.EMA_Period; extent = N*2;
local s, e, s1, e1;
s, e = core.getcandle(source:barSize(), core.now(), 0, 0); s1, e1 = core.getcandle(BS, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), “The chosen time frame must be bigger than the chart time frame!”); bf_length = math.floor((e1 - s1) * 86400 + 0.5); data = instance:addInternalStream(0, 0); MA = core.indicators:create(“EMA”, data, EMA_Period); local name = profile:id() .. “(“ .. source:name() .. “,” .. BS .. “,” .. N .. “)”; instance:name(name); RSIout = instance:addStream(“RSIout”, core.Line, name .. “.RSI”, “RSI”, instance.parameters.RSI_color, 0); MAbuff = instance:addStream(“MAbuff”, core.Line, name .. “.MAbuff”, “MAbuff”, instance.parameters.MA_color, 0); Upper = instance:addStream(“Upper”, core.Line, name .. “.Upper”, “Upper”, instance.parameters.Upper_color, 0); Lower = instance:addStream(“Lower”, core.Line, name .. “.Lower”, “Lower”, instance.parameters.Lower_color, 0); RSIout:addLevel(0); RSIout:addLevel(30); RSIout:addLevel(70); RSIout:addLevel(100);
end
local loading = false; local loadingFrom, loadingTo; local pday = nil;
– the function which is called to calculate the period function Update(period, mode) – get date and time of the hi/lo candle in the reference data local bf_candle; bf_candle = core.getcandle(BS, source:date(period), day_offset, week_offset);
– if data for the specific candle are still loading – then do nothing if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then return ; end
– if the period is before the source start – the do nothing if period < source:first() then return ; end
– if data is not loaded yet at all – load the data if bf_data == nil then – there is no data at all, load initial data local to, t; local from;
if (source:isAlive()) then – if the source is subscribed for updates – then subscribe the current collection as well to = 0; else – else load up to the last currently available date t, to = core.getcandle(BS, source:date(period), day_offset, week_offset); end
from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset); RSIout:setBookmark(1, period); – shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; 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 from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = to; bf_data = host:execute(“getHistory”, 1, source:instrument(), BS, loadingFrom, to, source:isBid()); RSI = core.indicators:create(“RSI”, bf_data.close, N); return ; end
– check whether the requested candle is before – the reference collection start if (bf_candle < bf_data:date(0)) then SK:setBookmark(1, period); if loading then return ; end – shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; 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 from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = bf_data:date(0); host:execute(“extendHistory”, 1, bf_data, loadingFrom, loadingTo); return ; end
– check whether the requested candle is after – the reference collection end if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then RSIout:setBookmark(1, period); if loading then return ; end loading = true; loadingFrom = bf_data:date(bf_data:size() - 1); loadingTo = bf_candle; host:execute(“extendHistory”, 1, bf_data, loadingFrom, loadingTo); return ; end
RSI:update(mode); local p; p = findDateFast(bf_data, bf_candle, true); if p == -1 then return ; end if RSI:getStream(0):hasData(p) then RSIout[period] = RSI:getStream(0)[p]; data[period]=RSIout[period] MA:update(mode); MAbuff[period]=MA.DATA[period]; if period>source:first()+2 then if RSIout[period]>overBought then Upper[period]=RSIout[period]; Upper[period-1]=RSIout[period-1]; else Upper[period]=nil; if Upper[period-2]==nil then Upper[period-1]=nil; end if RSIout[period]<overSold then Lower[period]=RSIout[period]; Lower[period-1]=RSIout[period-1]; else Lower[period]=nil; if Lower[period-2]==nil then Lower[period-1]=nil; end end end end end end
– the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period;
pday = nil; period = RSIout:getBookmark(1);
if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end
function findDateFast(stream, date, precise) local datesec = nil; local periodsec = nil; local min, max, mid;
datesec = math.floor(date * 86400 + 0.5)
min = 0; max = stream:size() - 1;
while true do mid = math.floor((min + max) / 2); periodsec = math.floor(stream:date(mid) * 86400 + 0.5); if datesec == periodsec then return mid; elseif datesec > periodsec then min = mid + 1; else max = mid - 1; end if min > max then if precise then return -1; else return min - 1; end end end end`
Re: Bigger timeframe RSI trend color indicator
Apprentice · Sun Jan 08, 2017 10:19 am
Indicator was revised and updated.