-- Id: 2787 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=3093 --+------------------------------------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------------------------------------+ --////////////////////////////////////////////////////////////////////////////// --\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\ local Number = 4; local Symbols={"\225","\226","\225","\226"}; local Font={"Wingdings", "Wingdings", "Wingdings", "Wingdings"}; local Alert_Name={ "Top Line Cross" ,"Top Line Cross", "Bottom Line Cross" ,"Bottom Line Cross"}; local Signal_Name={"Cross Over", "Cross Under","Cross Over", "Cross Under"}; --////////////////////////////////////////////////////////////////////////////// --\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\ function Init() indicator:name("Correlation With Alert"); indicator:description(" "); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Alert Levels"); indicator.parameters:addDouble("Top", "Top Line", "", 0.25 ); indicator.parameters:addDouble("Bottom", "Bottom Line", "", -0.25 ); indicator.parameters:addGroup("Prices"); indicator.parameters:addInteger("N", "Number of bars", "", 14, 5, 100); indicator.parameters:addString("Src", "The source stream", "", "close"); indicator.parameters:addStringAlternative("Src", "open", "", "open"); indicator.parameters:addStringAlternative("Src", "high", "", "high"); indicator.parameters:addStringAlternative("Src", "low", "", "low"); indicator.parameters:addStringAlternative("Src", "close", "", "close"); indicator.parameters:addStringAlternative("Src", "median", "", "median"); indicator.parameters:addStringAlternative("Src", "typical", "", "typical"); indicator.parameters:addStringAlternative("Src", "weighted", "", "weighted"); indicator.parameters:addString("INST", "The instrument to compare with", "", "EUR/JPY"); indicator.parameters:setFlag("INST", core.FLAG_INSTRUMENTS); indicator.parameters:addString("Dst", "The stream to compare width", "", "close"); indicator.parameters:addStringAlternative("Dst", "open", "", "open"); indicator.parameters:addStringAlternative("Dst", "high", "", "high"); indicator.parameters:addStringAlternative("Dst", "low", "", "low"); indicator.parameters:addStringAlternative("Dst", "close", "", "close"); indicator.parameters:addStringAlternative("Dst", "median", "", "median"); indicator.parameters:addStringAlternative("Dst", "typical", "", "typical"); indicator.parameters:addStringAlternative("Dst", "weighted", "", "weighted"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("clr", "Line Color", "", core.rgb(0, 255, 255)); indicator.parameters:addInteger("width", "Line Width (in pixels)", "", 1, 1, 5); indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE); indicator.parameters:addColor("clrP", "Postive Fill Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("clrN", "Negative Fill Color", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("T", "Fill Transparency (%)", "", 70, 0, 100); indicator.parameters:addGroup("Levels"); indicator.parameters:addColor("clrL", "Level Color", "", core.COLOR_CUSTOMLEVEL); indicator.parameters:addInteger("widthL", "Level Width (in pixels)", "", 1, 1, 5); indicator.parameters:addInteger("styleL", "Level Style", "", core.LINE_DOT); indicator.parameters:setFlag("styleL", core.FLAG_LEVEL_STYLE); --\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\ indicator.parameters:addGroup("Alert Parameters"); indicator.parameters:addString("Signal_Execution", "Signal Execution", "", "End of Turn"); indicator.parameters:addStringAlternative("Signal_Execution", "End of Turn", "", "End of Turn"); indicator.parameters:addStringAlternative("Signal_Execution", "Live", "", "Live"); indicator.parameters:addString("Alert_Execution", "Alert Execution", "", "Live"); indicator.parameters:addStringAlternative("Alert_Execution", "End of Turn", "", "End of Turn"); indicator.parameters:addStringAlternative("Alert_Execution", "Live", "", "Live"); indicator.parameters:addString("Alert_Triger", "Alert Triger", "", "Both"); indicator.parameters:addStringAlternative("Alert_Triger", "Timer", "", "Timer"); indicator.parameters:addStringAlternative("Alert_Triger", "Price", "", "Price"); indicator.parameters:addStringAlternative("Alert_Triger", "Both", "", "Both"); indicator.parameters:addInteger("Timer", "Execution Timer (in seconds)", "", 1, 0, 1000); indicator.parameters:addInteger("ToTime", "Convert the date to", "", 6); indicator.parameters:addIntegerAlternative("ToTime", "EST", "", 1); indicator.parameters:addIntegerAlternative("ToTime", "UTC", "", 2); indicator.parameters:addIntegerAlternative("ToTime", "Local", "", 3); indicator.parameters:addIntegerAlternative("ToTime", "Server", "", 4); indicator.parameters:addIntegerAlternative("ToTime", "Financial", "", 5); indicator.parameters:addIntegerAlternative("ToTime", "Display", "", 6); indicator.parameters:addBoolean("Show", "Show Dialog box Alert", "", true); indicator.parameters:addBoolean("OnlyOnce", "Alert Once", "Subsequent Alert will be ignored.", false); indicator.parameters:addBoolean("ShowAlert", "Show Alert", "", true); --indicator.parameters:addBoolean("Show_Unconfirmed", "Show Unconfirmed Signals", "", false); indicator.parameters:addGroup("Alerts Sound"); indicator.parameters:addBoolean("PlaySound", "Play Sound", "", true); indicator.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", false); indicator.parameters:addGroup("Alerts Email"); indicator.parameters:addBoolean("SendEmail", "Send Email", "", false); indicator.parameters:addString("Email", "Email", "", ""); indicator.parameters:setFlag("Email", core.FLAG_EMAIL); local Color={}; Color[1]= core.rgb(0, 255, 0); Color[2]= core.rgb(255, 0, 0); Color[3]= core.rgb(0, 255, 0); Color[4]= core.rgb(255, 0, 0); for i= 1, Number, 1 do Parameters (i, Alert_Name[i], Signal_Name[i],Color[i]); end end local source; -- the indicator source local other; -- the additional data stream local other_stream; local loading; -- flag indicating the other data stream is being loaded local load_from; -- the date/time the data was loaded the last time from local instrument; -- the instrument to be loaded local price_src, price_dst, price_first; -- prices local roc_src, roc_dst, roc_first; -- rate of change local output, output_first; -- output stream local f1, f2; -- fill streams local clrP, clrN; -- positive and negative colors local N; local Bottom, Top; function Prepare(onlyName) source = instance.source; N = instance.parameters.N; price_first = source:first(); Bottom = instance.parameters.Bottom; Top = instance.parameters.Top; instrument = instance.parameters.INST; local name; name = profile:id() .. "(" .. source:name() .. "." .. instance.parameters.Src .. "," .. instrument .. "." .. instance.parameters.Dst .. "," .. instance.parameters.N .. ")"; instance:name(name); if onlyName then return ; end price_src = source[instance.parameters.Src]; price_dst = instance:addInternalStream(price_first, 0); roc_first = price_first + 1; roc_src = instance:addInternalStream(roc_first, 0); roc_dst = instance:addInternalStream(roc_first, 0); output_first = roc_first + N; output = instance:addStream("C", core.Line, name, "C", instance.parameters.clr, output_first); output:setWidth(instance.parameters.width); output:setStyle(instance.parameters.style); output:setPrecision(2); output:addLevel(-1, instance.parameters.styleL, instance.parameters.widthL, instance.parameters.clrL); output:addLevel(0, instance.parameters.styleL, instance.parameters.widthL, instance.parameters.clrL); output:addLevel(1, instance.parameters.styleL, instance.parameters.widthL, instance.parameters.clrL); output:addLevel(Top); output:addLevel(Bottom); clrP = instance.parameters.clrP; clrN = instance.parameters.clrN; f1 = instance:addInternalStream(output_first, 0); f2 = instance:addInternalStream(output_first, 0); instance:createChannelGroup("H", "H", f1, f2, clrP, 100 - instance.parameters.T); --\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\ Alert_Triger= instance.parameters.Alert_Triger; if Alert_Triger ~= "Timer" then core.host:execute("subscribeTradeEvents", 1, "offers"); end Timer= instance.parameters.Timer Initialization(); instance:ownerDrawn(true); if Alert_Triger ~= "Price" then-- this will work for Timer and Both core.host:execute ("setTimer", 3 , Timer); end end function ReleaseInstance() core.host:execute ("killTimer", 3 ); end --^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ function Parameters ( id, Label1,Label2,internal_color ) indicator.parameters:addGroup(Label1 .. " Alert"); indicator.parameters:addBoolean("Alert_ON"..id , "Show " .. Label2 .." Alert" , "", true); indicator.parameters:addBoolean("Signal_ON"..id , "Show " .. Label2 .." Signal" , "", true); indicator.parameters:addFile("Sound"..id, Label2 .. " Sound", "", ""); indicator.parameters:setFlag("Sound"..id, core.FLAG_SOUND); indicator.parameters:addString("Alert_Label1"..id, "Alert Label", "", Label1); indicator.parameters:addString("Alert_Label2"..id, "Alert Signal", "", Label2); indicator.parameters:addColor("Color"..id, "Label Color", "",internal_color); indicator.parameters:addInteger("Size"..id, "Label Size", "", 10, 1 , 100); end local Sound={}; local Label1={}; local Label2={}; local Signal_ON={}; local Alert_ON={}; local Email; local SendEmail; local RecurrentSound ,SoundFile ; local Show; local PlaySound; --local Live; --local FIRST=true; local OnlyOnce; local ItIs={}; local Color={}; local Size={}; local OnlyOnceFlag; local ShowAlert; local Alert={}; local AlertLevel={}; local ToTime; local Shift=0; local Timer; --local Show_Unconfirmed; local Signal_Execution, Alert_Execution,Alert_Triger; local Alignment={}; --^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ function Update(period, mode) local from, to; if period < price_first then return ; end if other == nil then -- if the data is not loaded yet at all -- load the data from = source:date(source:first()); -- oldest data to load if source:isAlive() then -- newest data to load or 0 if the source is "alive" to = 0; else to = source:date(source:size() - 1); end load_from = from; loading = true; other = core.host:execute("getHistory", 2, instrument, source:barSize(), from, to, source:isBid()); return ; end if loading then return ; end if other~= nil then other_stream = other[instance.parameters.Dst]; end local curr_date = source:date(period); if curr_date < load_from then -- if the data we are trying to get is oldest than previously loaded -- the extend the history to the oldest data we can request from = source:date(source:first()); -- load from the oldest data we have in source if other:size() > other:first() then to = other:date(other:first()); -- to the oldest data we have in other instrument else to = load_from; end load_from = from; loading = true; core.host:execute("extendHistory", 2, other, from, to); return ; end -- the date is in the loaded range -- try to find it local other_period = core.findDate(other, curr_date, true); if other_period ~= -1 then price_dst[period] = other_stream[other_period]; if not(price_dst:hasData(period - 1)) and period > price_first then for i = price_first, period - 1, 1 do price_dst[i] = other_stream[other_period]; if i > price_first then roc_dst[i] = 0; end end end else if price_dst:hasData(period - 1) then price_dst[period] = price_dst[period - 1] end end if period < roc_first then return; end roc_src[period] = (price_src[period] - price_src[period - 1]) * 100 / price_src[period - 1]; if price_dst:hasData(period - 1) then roc_dst[period] = (price_dst[period] - price_dst[period - 1]) * 100 / price_dst[period - 1]; end if period <= output_first then return; end local from = period - N + 1; output[period] = mathex.correl(roc_src, roc_dst, from, period, from, period); f1[period] = output[period]; f2[period] = 0; if f1[period] > 0 then f1:setColor(period, clrP); else f1:setColor(period, clrN); end --\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\/\ if Signal_Execution~= "Live" then-- if Signal_Execution is NOT a Live shift period by 1 period=period-1; end for id=1, Number, 1 do Signal_Logic (id, period); end end function Initialization () ToTime=instance.parameters.ToTime; if ToTime == 1 then ToTime=core.TZ_EST; elseif ToTime == 2 then ToTime=core.TZ_UTC; elseif ToTime == 3 then ToTime=core.TZ_LOCAL; elseif ToTime == 4 then ToTime=core.TZ_SERVER; elseif ToTime == 5 then ToTime=core.TZ_FINANCIAL; elseif ToTime == 6 then ToTime=core.TZ_TS; end OnlyOnceFlag=true; Signal_Execution = instance.parameters.Signal_Execution; Alert_Execution = instance.parameters.Alert_Execution; OnlyOnce = instance.parameters.OnlyOnce; ShowAlert = instance.parameters.ShowAlert; Show = instance.parameters.Show; --Live = instance.parameters.Live; Show_Unconfirmed= instance.parameters.Show_Unconfirmed; for i= 1, Number , 1 do Alert[i]=instance:addInternalStream(0, 0); AlertLevel[i]=instance:addInternalStream(0, 0); Alignment[i]= instance:addInternalStream(0, 0); end SendEmail = instance.parameters.SendEmail; local i; for i = 1, Number , 1 do Label1[i]=instance.parameters:getString("Alert_Label1" .. i); Label2[i]=instance.parameters:getString("Alert_Label2" .. i); Signal_ON[i]=instance.parameters:getBoolean("Signal_ON" .. i); Alert_ON[i]=instance.parameters:getBoolean("Alert_ON" .. i); end if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not (SendEmail and (Email == "" or Email == nil )), "E-mail address must be specified"); for i = 1, Number , 1 do Color[i]=instance.parameters:getColor("Color" .. i); Size[i]=instance.parameters:getInteger("Size" .. i); end PlaySound = instance.parameters.PlaySound; if PlaySound then for i = 1, Number , 1 do Sound[i]=instance.parameters:getString("Sound" .. i); end else for i = 1, Number , 1 do Sound[i]=nil; end end for i = 1, Number , 1 do assert( not(PlaySound and (Sound[i] == "" or Sound[i] == nil ) ), "Sound file must be chosen"); end RecurrentSound = instance.parameters.RecurrentSound; for i = 1, Number , 1 do ItIs[i] = nil; end end function Signal_Logic (id, period) -- if not Show_Unconfirmed then -- Alert[id][period]= 0; --end --id 1 will define Cross Over Alert if id== 1 then if output[period] > Top and output[period-1] <= Top then Alert[id][period]= 1; AlertLevel[id][period]= Top Alignment[id][period]= -1; elseif output[period] < Top and output[period-1] >= Top then --We will reset CrossOver Alert Alert[id][period]= 0; end end --id 2 will define Cross Under Alert if id== 2 then if output[period] < Top and output[period-1] >= Top then Alert[id][period]= 1; AlertLevel[id][period]= Top Alignment[id][period]= 1; elseif output[period] > Top and output[period-1] <= Top then --We will reset CrossUnder Alert Alert[id][period]= 0; end end --id 1 will define Cross Over Alert if id== 3 then if output[period] > Bottom and output[period-1] <= Bottom then Alert[id][period]= 1; AlertLevel[id][period]= Bottom Alignment[id][period]= -1; elseif output[period] < Top and output[period-1] >= Top then --We will reset CrossOver Alert Alert[id][period]= 0; end end --id 2 will define Cross Under Alert if id== 4 then if output[period] < Bottom and output[period-1] >= Bottom then Alert[id][period]= 1; AlertLevel[id][period]= Bottom Alignment[id][period]= 1; elseif output[period] > Bottom and output[period-1] <= Bottom then --We will reset CrossUnder Alert Alert[id][period]= 0; end end end function AsyncOperationFinished (cookie, success, message) if cookie == 2 then loading = false; -- update the indicator output when loading is finished instance:updateFrom(0); end local Last_Period=source:size()-1; if Signal_Execution~= "Live" then Last_Period=Last_Period-1; end if Alert_Execution~= "Live" then Last_Period=Last_Period-1; end if Last_Period < N then return; end for i=1, Number, 1 do Alert_Logic (i, Last_Period); end instance:updateFrom(0); return core.ASYNC_REDRAW ; end function Alert_Logic (id, period) if not Alert_ON[id] then return; end if Alert[id][period]== 1 then if ItIs[id]~=source:serial(period) --and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) --and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag== true)) then ItIs[id]=source:serial(period); SoundAlert(Sound[id]); EmailAlert( Label1[id], Label2[id]); SendAlert( Label1[id],Label2[id],period); Pop(Label1[id], Label2[id], period ); OnlyOnceFlag=false; end else ItIs[id]=nil; end -- if FIRST then --FIRST=false; -- end end function SoundAlert(internal_sound) if not PlaySound then return; end terminal:alertSound(internal_sound, RecurrentSound); end function EmailAlert( label1,label2 ) if not SendEmail then return end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); --delim == djelim == new line local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label1 .. delim .. "Alert : " .. label2 ; local Symbol= "Instrument : " .. source:instrument() ; local Time = "Date : " .. DATA.month.." / ".. DATA.day .."Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertEmail(Email, profile:id(), text); end function Pop(label1,label2 , period) if not Show then return; end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local delim = "\013\010"; local Symbol= "Instrument : " .. source:instrument() ; local TF= "Time Frame : " .. source:barSize(); local Time = "Date : " .. DATA.month.." / ".. DATA.day .. delim .. "Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local Text= Symbol .. delim .. TF .. delim .. Time.. delim .. label1 .. ":" .. label2 core.host:execute ("prompt", 1, profile:id(), Text ); end function SoundAlert(sound_file) if not PlaySound then return; end terminal:alertSound(sound_file, RecurrentSound); end function SendAlert(label1,label2, period) if not ShowAlert then return; end local delim = "\013\010"; local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local Symbol= "Instrument : " .. source:instrument() ; local TF= "Time Frame : " .. source:barSize(); local Time = "Date : " .. DATA.month.." / ".. DATA.day .. delim .. "Time :" .. DATA.hour .. " / ".. DATA.min .." / ".. DATA.sec; local Text= Symbol .. delim .. TF .. delim .. Time.. delim .. label1 .. ":" .. label2 terminal:alertMessage(source:instrument(), source[NOW], Text, source:date(NOW)); end local init = false; function Draw(stage, context) if stage~= 2 then return; end if not init then for Level = 1 , Number , 1 do context:createFont (Level, Font[Level], context:pointsToPixels (Size[Level]), context:pointsToPixels (Size[Level]), 0); end init = true; end for period= math.max(context:firstBar (),source:first()), math.min( context:lastBar (), source:size()-1), 1 do x, x1, x2= context:positionOfBar (period); for Level = 1 , Number , 1 do if Alert[Level]:hasData(period) and Signal_ON[Level] then if Alert[Level][period]== 1 and Alert[Level][period-1]~= 1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, Symbols[Level], 0); if Alignment[Level][period]==-1 then context:drawText (Level, Symbols[Level], Color[Level], -1, x-width/2 , y , x+width/2 , y+height, 0 ); --low else context:drawText (Level, Symbols[Level], Color[Level], -1, x-width/2 , y-height , x+width/2 , y, 0 ); --high, have my arrow above the high end end end end end end --^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^