-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=72594 --+------------------------------------------------------------------------------------------------+ --| 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("CM_Laguerre PPO PctRank Tops-Bottoms"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addDouble("Short", "Short", "", 0.4, 0, 2000); indicator.parameters:addDouble("Long", "Long", "", 0.8, 0, 2000); indicator.parameters:addInteger("lkb", "Look back period", "", 200, 1, 2000); indicator.parameters:addInteger("pctile", "Extreme threshold lines", "", 90, 1, 2000); indicator.parameters:addInteger("midpctile", "Warning threshold lines", "", 70, 1, 2000); indicator.parameters:addGroup("Levels"); indicator.parameters:addDouble("Level1", "1. Level","", 90); indicator.parameters:addDouble("Level2", "2. Level","", 70); 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 first; local source = nil; local Short, Long,lkb,pctile,midpctile; local Indicator; -- Routine function Prepare(nameOnly) Short=instance.parameters.Short; Long=instance.parameters.Long; lkb=instance.parameters.lkb; pctile=instance.parameters.pctile; midpctile=instance.parameters.midpctile; source = instance.source local name = profile:id() .. "(" .. instance.source:name().. "," .. Short.. "," .. Long .. "," .. lkb .. "," .. pctile .. "," .. midpctile .. ")"; instance:name(name); if (nameOnly) then return; end --Indicator= core.indicators:create("AO", source, Period1, Period2); first=source:first()+lkb ; Ls0 = instance:addInternalStream(0, 0); Ls1 = instance:addInternalStream(0, 0); Ls2 = instance:addInternalStream(0, 0); Ls3 = instance:addInternalStream(0, 0); Ll0 = instance:addInternalStream(0, 0); Ll1 = instance:addInternalStream(0, 0); Ll2 = instance:addInternalStream(0, 0); Ll3 = instance:addInternalStream(0, 0); ppoT = instance:addInternalStream(0, 0); ppoB = instance:addInternalStream(0, 0); pctRankT = instance:addStream("Top", core.Bar, name, "Top", core.COLOR_LABEL , first ); pctRankT:setPrecision(math.max(2, instance.source:getPrecision())); pctRankT:addLevel(0); pctRankT:addLevel(instance.parameters.Level1/100, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); pctRankT:addLevel(instance.parameters.Level2/100, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); pctRankB = instance:addStream("Bottom", core.Bar, name, "Bottom", core.COLOR_LABEL, first ); pctRankB:setPrecision(math.max(2, instance.source:getPrecision())); pctRankB:addLevel(0); pctRankB:addLevel(-instance.parameters.Level1/100, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); pctRankB:addLevel(-instance.parameters.Level2/100, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); end function Update(period, mode) --Indicator:update(mode); if period <= first then return; end Ls0[period] = (1 - Short)*source[period]+Short*(Ls0[period-1]) Ls1[period] = -Short*Ls0[period]+(Ls0[period-1])+Short*(Ls1[period-1]) Ls2[period] = -Short*Ls1[period]+(Ls1[period-1])+Short*(Ls2[period-1]) Ls3[period] = -Short*Ls2[period]+(Ls2[period-1])+Short*(Ls3[period-1]) lmas = (Ls0[period] + 2*Ls1[period] + 2*Ls2[period] + Ls3[period])/6 Ll0[period] = (1 - Long)*source[period]+Long*(Ll0[period-1]) Ll1[period] = -Long*Ll0[period]+(Ll0[period-1])+Long*(Ll1[period-1]) Ll2[period] = -Long*Ll1[period]+(Ll1[period-1])+Long*(Ll2[period-1]) Ll3[period] = -Long*Ll2[period]+(Ll2[period-1])+Long*(Ll3[period-1]) lmal = (Ll0[period] + 2*Ll1[period] + 2*Ll2[period] + Ll3[period])/6 pctileB = pctile * -1 midpctileB = midpctile * -1 ppoT[period] = (lmas-lmal)/lmal*100 ppoB[period] = (lmal-lmas)/lmal*100 topvalueMinus = 0 topvaluePlus = 0 bottomvalueMinus = 0 bottomvaluePlus = 0 for i = 0 ,lkb, 1 do if ppoT[period-i]=pctile/100 then TopColor = 1 else TopColor = -1 end if pctRankT[period]>=midpctile/100 and pctRankT[period] < pctile/100 then TopColor = 2 end if TopColor==1 then r=255 g=0 b=0 elseif TopColor<0 then r=128 g=128 b=128 end if TopColor==2 then r=255 g=140 b=0 elseif TopColor<0 then r=128 g=128 b=128 end if pctRankB[period] <= pctileB/100 then BottomColor = 1 else BottomColor = -1 end if pctRankB[period] <= midpctileB/100 and pctRankB[period] > pctileB/100 then BottomColor = 3 end if BottomColor == 1 then rr=255 gg=0 bb=255 elseif BottomColor < 0 then rr=211 gg=211 bb=211 end if BottomColor==3 then rr=0 gg=128 bb=0 elseif BottomColor>0 then rr=0 gg=255 bb=0 end pctRankT:setColor(period, core.rgb(r, g, b)); pctRankB:setColor(period, core.rgb(rr, gg, bb)); end