-- Id: 2277 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=1708 --+------------------------------------------------------------------+ --| 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 | --| 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("Composite"); indicator:description("Composite"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); local i; local Label= {"RSI", "CCI", "EMA", "AROON", "DMI", "FRAMA", "SAR", "SLOPE_DIRECTION_LINE", "KRI","TRIX" , "MOMENTUM", "WMA", "KAMA", "VORTEX", "DEM", "FORECAST", "RLW", "TMACD", "SUPERTREND", "HA", "ROC", "ADX", "DMI" }; for i = 1, 23, 1 do if i== 23 then indicator.parameters:addGroup(Label[i] .. "2 Parameters"); else indicator.parameters:addGroup(Label[i] .. " Parameters"); end local Test=nil; Test = core.indicators:findIndicator(Label[i] ); if Test == nil then indicator.parameters:addString("Select"..i, Label[i].." (Not Available)", "It is Available on FXCODEBASE.COM", "No"); indicator.parameters:addStringAlternative("Select"..i, "No", "", "No"); elseif Test ~= nil then indicator.parameters:addString("Select"..i, Label[i], Label[i], "Yes"); indicator.parameters:addStringAlternative("Select"..i, "Yes", "", "Yes"); indicator.parameters:addStringAlternative("Select"..i, "No", "", "No"); end indicator.parameters:addBoolean("Inverse"..i, "Inverse Indicator", "", false); if i == 1 then indicator.parameters:addInteger("RSIFrame", "RSI Period", "RSI Period", 10,2,2000); elseif i == 2 then indicator.parameters:addInteger("CCIFrame", "CCI Period", "CCI Period", 10,2,2000); elseif i == 3 then indicator.parameters:addInteger("EMAFrame", "EMA Period", "EMA Period", 10,2,2000); elseif i == 4 then indicator.parameters:addInteger("AROONFrame", "AROON Period", "AROON Period", 10,2,2000); elseif i == 5 then indicator.parameters:addInteger("DMIFrame", "DMI Period", "DMI Period", 10,2,2000); elseif i == 6 then indicator.parameters:addInteger("FRAMAFrame", "FRAMA Period", "FRAMA Period", 10,2,2000); elseif i == 7 then indicator.parameters:addDouble("Step", "SAR Step", "The sensitivity of SAR.", 0.02, 0.001, 1); indicator.parameters:addDouble("Max", "SAR Max", "The maximum value of Step.", 0.2, 0.001, 10); elseif i == 8 then indicator.parameters:addInteger("SDLFrame", "SDL Period", "SDL Period", 10,2,2000); elseif i == 9 then indicator.parameters:addInteger("KRIFrame", "KRI Period", "KRI Period", 10,2,2000); elseif i == 10 then indicator.parameters:addInteger("TRIXFrame", "TRIX Period", "TRIX Period", 10,2,2000); elseif i == 11 then indicator.parameters:addInteger("MOMENTUMFrame", "MOMENTUM Period", "MOMENTUM Period", 10,2,2000); elseif i == 12 then indicator.parameters:addInteger("WMAFrame", "WMA Period", "WMA Period", 10,2,2000); elseif i == 13 then indicator.parameters:addInteger("KAMAFrame", "KAMA Period", "KAMA Period", 10,2,2000); elseif i == 14 then indicator.parameters:addInteger("VORTEXFrame", "VORTEX Period", "VORTEX Period", 10,2,2000); elseif i == 15 then indicator.parameters:addInteger("DEMARKERFrame", "DEMARKER Period", "DEMARKER Period", 10,2,2000); elseif i == 16 then indicator.parameters:addInteger("FORECASTFrame", "FORECAST Period", "FORECAST Period", 10,2,2000); elseif i == 17 then indicator.parameters:addInteger("RLWFrame", "RLW Period", "RLW Period", 10,2,2000); elseif i == 18 then indicator.parameters:addInteger("TMACDLongFrame", "TMACD Long Period", "TMACD Long Period", 10,2,2000); indicator.parameters:addInteger("TMACDShortFrame", "TMACD Short Period", "TMACD Short Period", 5,2,2000); elseif i == 19 then indicator.parameters:addInteger("SUPERTRENDFrame", "SUPERTREND Period", "SUPERTREND Period", 10,2,2000); indicator.parameters:addDouble("Multiplier", "Super Trend Multiplier", "No description", 1.5); elseif i == 20 then elseif i == 21 then indicator.parameters:addInteger("ROCFrame", "ROC Period", "ROC Period", 14,2,2000); elseif i == 22 then indicator.parameters:addInteger("ADXFrame", "ADX Period", "ADX Period", 14,2,2000); indicator.parameters:addDouble("ADX_Level", "ADX Level ", "ADX Level", 25); elseif i == 23 then indicator.parameters:addInteger("DMIFrame2", "DMI Period 2", "DMI Period", 14,2,2000); indicator.parameters:addDouble("DMI_Level", "DMI Level ", "DMI Level", 25); end end indicator.parameters:addGroup( "Parameters"); indicator.parameters:addBoolean("Live", "Ignore Last period ", "Ignore Last period", true); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("CI_color", "Color of CI", "Color of CI", 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); 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 ADX_Level,DMI_Level; local Frame=nil; local first; local source = nil; -- Streams block local CI = nil; local RSI=nil; local RSIFrame=nil; local CCI=nil; local CCIFrame=nil; local STEP=nil; local MAX=nil; local EMAFrame=nil; local EMA=nil; local AROON=nil; local AROONFrame=nil; local SAR=nil; local DMI=nil; local DMIFrame=nil; local FRAMA=nil; local FRAMAFrame=nil; local SDL=nil; local SDLFrame=nil; local KRI=nil; local KRIFrame=nil; local TRIX=nil; local TRIXFrame=nil; local MOMENTUM=nil; local MOMENTUMFrame=nil; local WMA=nil; local WMAFrame=nil; local KAMA=nil; local KAMAFrame=nil; local VORTEX=nil; local VORTEXFrame=nil; local DEMARKER=nil; local DEMARKERFrame=nil; local FORECAST=nil; local FORECASTFrame=nil; local RLW=nil; local RLWFrame=nil; local SUPERTREND=nil; local SUPERTRENDFrame=nil; local Multiplier=nil; local TMACD=nil; local TMACDShortFrame=nil; local TMACDLongFrame=nil; local HA=nil; local ROC=nil; local ROCFrame=nil; local Live=nil; local ON={}; local Inverse={}; local ADX, DMI2; local DMIFrame2, ADXFrame; local Count=0; -- Routine function Prepare(nameOnly) source = instance.source; first = source:first(); local name = profile:id() .. "(" .. source:name() .. ")"; instance:name(name); if (nameOnly) then return; end local IndicatorList= {"RSI", "CCI", "EMA", "AROON", "DMI", "FRAMA", "SAR", "SLOPE_DIRECTION_LINE", "KRI","TRIX" , "MOMENTUM", "WMA", "KAMA", "VORTEX", "DEM", "FORECAST", "RLW", "TMACD", "SUPERTREND", "HA", "ROC", "ADX", "DMI" }; for i = 1, 23, 1 do ON[i]= (instance.parameters:getString("Select" .. i) == "Yes"); Inverse[i]= instance.parameters:getBoolean ("Inverse"..i); if ON[i] then assert(core.indicators:findIndicator(IndicatorList[i]) ~= nil, "Please, download and install ".. IndicatorList[i].. ".LUA indicator"); end end Live = instance.parameters.Live; if ON[1] then RSIFrame = instance.parameters.RSIFrame; RSI = core.indicators:create("RSI", source.close, RSIFrame); end if ON[2] then CCIFrame = instance.parameters.CCIFrame; CCI = core.indicators:create("CCI", source, CCIFrame); end if ON[3] then EMAFrame = instance.parameters.EMAFrame; EMA = core.indicators:create("EMA", source.close, EMAFrame); end if ON[4] then AROONFrame = instance.parameters.AROONFrame; AROON = core.indicators:create("AROON", source, AROONFrame); end if ON[7] then STEP=instance.parameters.Step; MAX=instance.parameters.Max; SAR = core.indicators:create("SAR", source, STEP, MAX); end if ON[5] then DMIFrame = instance.parameters.DMIFrame; DMI = core.indicators:create("DMI", source, DMIFrame); end if ON[6] then FRAMAFrame = instance.parameters.FRAMAFrame; -- assert(core.indicators:findIndicator("FRAMA") ~= nil, "FRAMA" .. " indicator must be installed"); FRAMA = core.indicators:create("FRAMA", source, FRAMAFrame); end if ON[8] then SDLFrame = instance.parameters.SDLFrame; -- assert(core.indicators:findIndicator("SLOPE_DIRECTION_LINE") ~= nil, "SLOPE_DIRECTION_LINE" .. " indicator must be installed"); SDL = core.indicators:create("SLOPE_DIRECTION_LINE", source.close, SDLFrame, "MVA", "close", true); end if ON[9] then KRIFrame = instance.parameters.KRIFrame; KRI = core.indicators:create("KRI", source, KRIFrame); end if ON[10] then TRIXFrame = instance.parameters.TRIXFrame; -- assert(core.indicators:findIndicator("TRIX") ~= nil, "TRIX" .. " indicator must be installed"); TRIX = core.indicators:create("TRIX", source.close, Frame, "EMA", "EMA", "EMA", TRIXFrame, "EMA"); end if ON[11] then MOMENTUMFrame = instance.parameters.MOMENTUMFrame; -- assert(core.indicators:findIndicator("MOMENTUM") ~= nil, "MOMENTUM" .. " indicator must be installed"); MOMENTUM = core.indicators:create("MOMENTUM", source.close, MOMENTUMFrame); end if ON[12] then WMAFrame = instance.parameters.WMAFrame; WMA = core.indicators:create("WMA", source.close, WMAFrame); end if ON[13] then KAMAFrame = instance.parameters.KAMAFrame; KAMA = core.indicators:create("KAMA", source.close, KAMAFrame); end if ON[14] then VORTEXFrame = instance.parameters.VORTEXFrame; -- assert(core.indicators:findIndicator("VORTEX") ~= nil, "VORTEX" .. " indicator must be installed"); VORTEX = core.indicators:create("VORTEX", source, VORTEXFrame); end if ON[15] then DEMARKERFrame = instance.parameters.DEMARKERFrame; -- assert(core.indicators:findIndicator("DEM") ~= nil, "DEM" .. " indicator must be installed"); DEMARKER =core.indicators:create("DEM", source, DEMARKERFrame); end if ON[16] then FORECASTFrame = instance.parameters.FORECASTFrame; -- assert(core.indicators:findIndicator("FORECAST") ~= nil, "FORECAST" .. " indicator must be installed"); FORECAST =core.indicators:create("FORECAST", source.close, FORECASTFrame); end if ON[17] then RLWFrame = instance.parameters.RLWFrame; RLW =core.indicators:create("RLW", source, RLWFrame); end if ON[19] then Multiplier = instance.parameters.Multiplier; SUPERTRENDFrame = instance.parameters.SUPERTRENDFrame; -- assert(core.indicators:findIndicator("SUPERTREND") ~= nil, "SUPERTREND" .. " indicator must be installed"); SUPERTREND =core.indicators:create("SUPERTREND", source, SUPERTRENDFrame, Multiplier); end if ON[18] then TMACDShortFrame = instance.parameters.TMACDShortFrame; TMACDLongFrame = instance.parameters.TMACDLongFrame; TMACD =core.indicators:create("TMACD", source.close, TMACDShortFrame, TMACDLongFrame); if (TMACDLongFrame <= TMACDShortFrame) then error("The short TMA period must be smaller than long TMA period"); end end if ON[20] then HA =core.indicators:create("HA", source); end if ON[21] then ROCFrame = instance.parameters.ROCFrame; ROC =core.indicators:create("ROC", source.close, ROCFrame); end if ON[23] then ADXFrame= instance.parameters.ADXFrame; ADX_Level= instance.parameters.ADX_Level; ADX =core.indicators:create("ADX", source, ADX_Level); end if ON[22] then DMIFrame2= instance.parameters.DMIFrame2; DMI_Level= instance.parameters.DMI_Level; DMI2 =core.indicators:create("DMI", source, DMIFrame2); end CI = instance:addStream("CI", core.Line, name, "CI", instance.parameters.CI_color, first); CI:setPrecision(math.max(2, instance.source:getPrecision())); CI:setWidth(instance.parameters.width); CI:setStyle(instance.parameters.style); CI:addLevel(0); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period,mode) if period < first+1 or not source:hasData(period) then return; end if Live then period=period-1; end CI[period] = 0; -- 1. RSI(10) > 50 = +1 < 50 = -1 if ON[1] then RSI:update(mode); if RSI.DATA:hasData(period) then if RSI.DATA[period] > 50 then Plus(1,period); elseif RSI.DATA[period] < 50 then Minus(1,period); end end end -- 2. CCI(10) > 0 = +1 < 0 = -1 if ON[2] then CCI:update(mode); if CCI.DATA:hasData(period) then if CCI.DATA[period] > 50 then Plus(2,period); elseif CCI.DATA[period] < 50 then Minus(2,period); end end end -- 3. EMA(10)...Current price > EMA(10) = +1 < EMA(10) = -1 if ON[3] then EMA:update(mode); if EMA.DATA:hasData(period) then if EMA.DATA[period] < source.close[period] then Plus(3,period); elseif EMA.DATA[period] > source.close[period] then Minus(3,period); end end end -- 4. AroonUp(10) > AroonDown(10) = +1 AroonUp(10) < AroonDown(10) = -1 if ON[4] then AROON:update(mode); if AROON.UP:hasData(period) and AROON.DOWN:hasData(period) then if AROON.UP[period] > AROON.DOWN[period] then Plus(4,period); elseif AROON.UP[period] < AROON.DOWN[period] then Minus(4,period); end end end -- 5. Parabolic SAR Below Current bar = +1 Above Current Bar = -1 if ON[7] then SAR:update(mode); if SAR.DN:hasData(period) then Plus(7,period); elseif SAR.UP:hasData(period) then Minus(7,period); end end -- 6. DMI(10) Di+ > Di- = +1 Di+ < Di- = -1 if ON[5] then DMI:update(mode); if DMI.DIP:hasData(period) and DMI.DIM:hasData(period) then if DMI.DIP[period] > DMI.DIM[period] then Plus(5,period); elseif DMI.DIP[period] < DMI.DIM[period] then Minus(5,period); end end end -- 7. FRAMA(10) Current Price > Frama = +1 < Frama = -1 if ON[6] then FRAMA:update(mode); if FRAMA.DATA:hasData(period) then if FRAMA.DATA[period] < source.close[period] then Plus(6,period); elseif FRAMA.DATA[period] > source.close[period] then Minus(6,period); end end end -- 8. Slope Direction Line(10) Positive Slope = +1 Negative Slope = -1 if ON[8] then SDL:update(mode); if SDL.DATA:hasData(period) then if SDL.DATA[period-1] < SDL.DATA[period] then Plus(8,period); elseif SDL.DATA[period-1] > SDL.DATA[period] then Minus(8,period); end end end -- 9. Kari Relative Index(10) > 0 = +1 < 0 = -1 if ON[9] then KRI:update(mode); if KRI.DATA:hasData(period) then if KRI.DATA[period] > 0 then Plus(9,period); elseif KRI.DATA[period] < 0 then Minus(9,period); end end end -- 10. TRIX(10) EMA's > 0 = +1 < 0 = -1 if ON[10] then TRIX:update(mode); if TRIX.T:hasData(period) and TRIX.S:hasData(period) then if TRIX.T[period] > TRIX.S[period] then Plus(10,period); elseif TRIX.T[period] < TRIX.S[period] then Minus(10,period); end end end -- 11. Momentum(10) > 100 = +1 < 100 = -1 if ON[11] then MOMENTUM:update(mode); if MOMENTUM.DATA:hasData(period) then if MOMENTUM.DATA[period] > 100 then Plus(11,period); elseif MOMENTUM.DATA[period] < 100 then Minus(11,period); end end end -- 12. Wilders MA(10) Current price > = +1 Current price < = -1 if ON[12] then WMA:update(mode); if WMA.DATA:hasData(period) then if WMA.DATA[period] < source.close[period] then Plus(12,period); elseif WMA.DATA[period] > source.close[period] then Minus(12,period); end end end -- 13. Kaufman Adaptive MA(10) Current price > = +1 Current Price < = -1 if ON[13] then KAMA:update(mode); if KAMA.DATA:hasData(period) then if KAMA.DATA[period] < source.close[period] then Plus(13,period); elseif KAMA.DATA[period] > source.close[period] then Minus(13,period); end end end -- 14. Vortex(10) Vi+ > Vi- = +1 Vi+ < Vi- = -1 if ON[14] then VORTEX:update(mode); if VORTEX.VIP:hasData(period) and VORTEX.VIM:hasData(period) then if VORTEX.VIP[period] > VORTEX.VIM[period] then Plus(14,period); elseif VORTEX.VIP[period] < VORTEX.VIM[period] then Minus(14,period); end end end -- 15. DeMarker(10) > 50 = +1 < 50 = -1 if ON[15] then DEMARKER:update(mode); if DEMARKER.DATA:hasData(period) then if DEMARKER.DATA[period] > 0.5 then Plus(15,period); elseif DEMARKER.DATA[period] < 0.5 then Minus(15,period); end end end -- 16. Forecast Osc(10) > 0 = +1 < 0 = -1 if ON[16] then FORECAST:update(mode); if FORECAST.DATA:hasData(period) then if FORECAST.DATA[period] > 0 then Plus(16,period); elseif FORECAST.DATA[period] < 0 then Minus(16,period); end end end -- 17. Williams% Range(10) > -50 = +1 < -50 = -1 if ON[17] then RLW:update(mode); if RLW.DATA:hasData(period) then if RLW.DATA[period] > -50 then Plus(17,period); elseif RLW.DATA[period] < -50 then Minus(17,period); end end end -- 18.Supertrend(10, Multiplier 1.25) Uptrend = +1 Downtrend = -1 if ON[19] then SUPERTREND:update(mode); if SUPERTREND.UP:hasData(period) then Plus(19,period); elseif SUPERTREND.DN:hasData(period) then Minus(19,period); end end -- 19.If HA is Positive (Uptrend) = +1 If HA is Negative (Downtrend) = -1 if ON[20] then HA:update(mode); if HA.close:hasData(period) then if HA.close[period] > HA.open[period] then Plus(20,period); elseif HA.close[period] < HA.open[period] then Minus(20,period); end end end -- 20.TMACD(5,10) > 0 = +1 < 0 = -1 if ON[18] then TMACD:update(mode); if TMACD.DATA:hasData(period) then if TMACD.DATA[period] > 0 then Plus(18,period); elseif TMACD.DATA[period] < 0 then Minus(18,period); end end end -- 21.ROC(14) > 0 = +1 < 0 = -1 if ON[21] then ROC:update(mode); if ROC.DATA:hasData(period) then if ROC.DATA[period] > 0 then Plus(21,period); elseif ROC.DATA[period] < 0 then Minus(21,period); end end end -- DMI > DMI Level Plus if ON[22] then DMI2:update(mode); if DMI2.DATA:hasData(period) then if DMI2.DIP[period] > DMI_Level then Plus(22,period); end if DMI2.DIM[period] > DMI_Level then Minus(22,period); end end end -- 22.ADX > ADX Level = 1 if ON[23] then ADX:update(mode); if ADX.DATA:hasData(period) then if ADX.DATA[period] > ADX_Level and CI[period]> 0 then Plus(23,period); end if ADX.DATA[period] > ADX_Level and CI[period]< 0 then Minus(23,period); end end end end function Plus(j,period) if Inverse[j] then CI[period]=CI[period]-1; else CI[period]=CI[period]+1; end end function Minus(j,period) if Inverse[j] then CI[period]=CI[period]+1; else CI[period]=CI[period]-1; end end