-- Id: 12039 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=60838 --+------------------------------------------------------------------+ --| 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("CCI Stochastic"); indicator:description("CCI Stochastic"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("CCIPeriod", "CCI Period", "CCI Period", 14); indicator.parameters:addInteger("StochPeriod", "Stochastic Period", "Stochastic Period", 14); indicator.parameters:addInteger("StochSmooth", "Stochastic Smooth", "Stochastic Smooth", 3); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("CciStochastic_color", "Color of CciStochastic", "Color of CciStochastic", core.rgb(255, 0, 0)); 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:addBoolean("ShowArrows", "Show Arrows", "", true); indicator.parameters:addBoolean("ShowArrowsOnZoneEnter", "Show Arrows On Zone Enter", "", true); indicator.parameters:addBoolean("ShowArrowsOnZoneExit", "Show Arrows On Zone Exit", "", true); indicator.parameters:addBoolean("ShowArrowsOnCentalLineCross", "Show Arrows On Central Line Cross", "", true); indicator.parameters:addInteger("Size", "Arrows Size", "", 10); indicator.parameters:addColor("Up", "Up Arrow Color","", core.rgb(0, 255, 0)); indicator.parameters:addColor("Dn", "Down Arrow Color","", core.rgb(255, 0, 0)); indicator.parameters:addGroup("OB/OS Levels"); indicator.parameters:addDouble("overbought", "Overbought Level","", 80); indicator.parameters:addDouble("oversold","Oversold Level","", 20); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128)); indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE); 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 CCIPeriod; local StochPeriod; local StochSmooth; local ShowArrows ,ShowArrowsOnZoneEnter,ShowArrowsOnZoneExit,ShowArrowsOnCentalLineCross; local first; local source = nil; -- Streams block local stoch; local rawstoch; local cci; local ma; local Text; local tup,tdown; local bup,bdown; local cup,cdown; local Size; local OB,OS; -- Routine function Prepare(nameOnly) CCIPeriod = instance.parameters.CCIPeriod; StochPeriod = instance.parameters.StochPeriod; StochSmooth = instance.parameters.StochSmooth; ShowArrows = instance.parameters.ShowArrows; ShowArrowsOnCentalLineCross = instance.parameters.ShowArrowsOnCentalLineCross; Size = instance.parameters.Size; ShowArrowsOnZoneEnter = instance.parameters.ShowArrowsOnZoneEnter; ShowArrowsOnZoneExit = instance.parameters.ShowArrowsOnZoneExit; source = instance.source; OB=instance.parameters.overbought; OS=instance.parameters.oversold; local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(CCIPeriod) .. ", " .. tostring(StochPeriod) .. ", " .. tostring(StochSmooth) .. ")"; instance:name(name); if (nameOnly) then return; end cci = core.indicators:create("CCI", source, CCIPeriod); rawstoch = instance:addInternalStream(0, 0); ma = core.indicators:create("MVA", rawstoch, StochSmooth); first = cci.DATA:first(); stoch = instance:addStream("CciStochastic", core.Line, name, "CCI Stochastic", instance.parameters.CciStochastic_color, ma.DATA:first()); stoch:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); stoch:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); stoch:addLevel(50, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); stoch:setWidth(instance.parameters.width); stoch:setStyle(instance.parameters.style); stoch:setPrecision(math.max(2, instance.source:getPrecision())); if ShowArrows then tup = instance:createTextOutput ("Up", "Up", "Wingdings", Size, core.H_Center, core.V_Bottom, instance.parameters.Up, 0); tdown = instance:createTextOutput ("Dn", "Dn", "Wingdings", Size, core.H_Center, core.V_Top, instance.parameters.Dn, 0); bup = instance:createTextOutput ("Up", "Up", "Wingdings", Size, core.H_Center, core.V_Bottom, instance.parameters.Up, 0); bdown = instance:createTextOutput ("Dn", "Dn", "Wingdings", Size, core.H_Center, core.V_Top, instance.parameters.Dn, 0); cup = instance:createTextOutput ("Up", "Up", "Wingdings", Size, core.H_Center, core.V_Bottom, instance.parameters.Up, 0); cdown = instance:createTextOutput ("Dn", "Dn", "Wingdings", Size, core.H_Center, core.V_Top, instance.parameters.Dn, 0); core.host:execute ("attachTextToChart", "Up"); core.host:execute ("attachTextToChart", "Dn"); end end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period,mode) cci:update(mode); if period < first+StochPeriod then return; end local TodayCCI = cci.DATA[period] ; local TodayLowCCI = mathex.min(cci.DATA, period-StochPeriod+1, period ) ; local TodayHighCCI = mathex.max(cci.DATA, period-StochPeriod+1, period ) ; rawstoch[period]=100*(TodayCCI - TodayLowCCI)/(TodayHighCCI - TodayLowCCI); ma:update(mode); if period < ma.DATA:first() then return; end stoch[period] = ma.DATA[period]; if ShowArrows then tdown:setNoData(period); tup:setNoData(period); bdown:setNoData(period); bup:setNoData(period); cdown:setNoData(period); cup:setNoData(period); Arrows(period); end end function Arrows(period) if ShowArrowsOnZoneEnter then if stoch[period] > OB and stoch[period-1]<= OB then tup:set(period , source.low[period], "\217", source.low[period ]); end if stoch[period] < OS and stoch[period-1]>= OS then bdown:set(period , source.high[period], "\218", source.high[period ]); end end if ShowArrowsOnZoneExit then if stoch[period] < OB and stoch[period-1]>= OB then tdown:set(period , source.high[period], "\218", source.high[period ]); end if stoch[period] > OS and stoch[period-1]<= OS then bup:set(period , source.low[period], "\217", source.low[period ]); end end if ShowArrowsOnCentalLineCross then if stoch[period] < 50 and stoch[period-1]>= 50 then cdown:set(period , source.high[period], "\218", source.high[period ]); end if stoch[period] > 50 and stoch[period-1]<= 50 then cup:set(period , source.low[period], "\217", source.low[period ]); end end end