-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=4564 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Daily Pivot"); indicator:description("Daily Pivot with customizable begin of trading day. Can be applied on H1 or smaller time frame"); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator:setTag("group", "Support/Resistance"); indicator.parameters:addGroup("Pivot Parameters"); indicator.parameters:addInteger("FH", "Start Hour", "Start hour of the trading day in EST time zone (0-23)", 17, 0, 23); indicator.parameters:addString("CalcMode", "Calculate Mode", "", "Pivot"); indicator.parameters:addStringAlternative("CalcMode", "Classic Pivot", "", "Pivot"); indicator.parameters:addStringAlternative("CalcMode", "Camarilla", "", "Camarilla"); indicator.parameters:addStringAlternative("CalcMode", "Woodie", "", "Woodie"); indicator.parameters:addStringAlternative("CalcMode", "Fibonacci Pivot", "", "Fibonacci"); indicator.parameters:addStringAlternative("CalcMode", "Floor Pivot", "", "Floor"); indicator.parameters:addStringAlternative("CalcMode", "Fibonacci Retracement", "", "FibonacciR"); indicator.parameters:addGroup("Style"); indicator.parameters:addString("ShowMode", "Display Mode", "", "TODAY"); indicator.parameters:addStringAlternative("ShowMode", "Today Only", "", "TODAY"); indicator.parameters:addStringAlternative("ShowMode", "Historical", "", "HIST"); indicator.parameters:addString("LabelLoc", "Label Location for today mode", "", "E"); indicator.parameters:addStringAlternative("LabelLoc", "Line End", "", "E"); indicator.parameters:addStringAlternative("LabelLoc", "Line Start", "", "B"); indicator.parameters:addStringAlternative("LabelLoc", "Both Sides", "", "A"); indicator.parameters:addColor("clrP", "Color of P Line", "", core.rgb(192, 192, 192)); indicator.parameters:addInteger("widthP", "Width of P Line", "", 1, 1, 5); indicator.parameters:addInteger("styleP", "Style of P Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleP", core.FLAG_LEVEL_STYLE); indicator.parameters:addColor("clrS1", "Color of S1 Line", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("widthS1", "Width of S1 Line", "", 1, 1, 5); indicator.parameters:addInteger("styleS1", "Style of S1 Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleS1", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showS1", "Show S1 Line", "", true); indicator.parameters:addColor("clrS2", "Color of S2 Line", "", core.rgb(224, 0, 0)); indicator.parameters:addInteger("widthS2", "Width of S2 Line", "", 1, 1, 5); indicator.parameters:addInteger("styleS2", "Style of S2 Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleS2", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showS2", "Show S2 Line", "", true); indicator.parameters:addColor("clrS3", "Color of S3 Line", "", core.rgb(192, 0, 0)); indicator.parameters:addInteger("widthS3", "Width of S3 Line", "", 1, 1, 5); indicator.parameters:addInteger("styleS3", "Style of S3 Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleS3", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showS3", "Show S3 Line", "", true); indicator.parameters:addColor("clrS4", "Color of S4 Line", "", core.rgb(160, 0, 0)); indicator.parameters:addInteger("widthS4", "Width of S4 Line", "", 1, 1, 5); indicator.parameters:addInteger("styleS4", "Style of S4 Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleS4", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showS4", "Show S4 Line", "", true); indicator.parameters:addColor("clrR1", "Color of R1 Line", "", core.rgb(0, 255, 0)); indicator.parameters:addInteger("widthR1", "Width of R1 Line", "", 1, 1, 5); indicator.parameters:addInteger("styleR1", "Style of R1 Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleR1", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showR1", "Show R1 Line", "", true); indicator.parameters:addColor("clrR2", "Color of R2 Line", "", core.rgb(0, 224, 0)); indicator.parameters:addInteger("widthR2", "Width of R2 Line", "", 1, 1, 5); indicator.parameters:addInteger("styleR2", "Style of R2 Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleR2", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showR2", "Show R2 Line", "", true); indicator.parameters:addColor("clrR3", "Color of R3 Line", "", core.rgb(0, 192, 0)); indicator.parameters:addInteger("widthR3", "Width of R3 Line", "", 1, 1, 5); indicator.parameters:addInteger("styleR3", "Style of R3 Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleR3", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showR3", "Show R3 Line", "", true); indicator.parameters:addColor("clrR4", "Color of R4 Line", "", core.rgb(0, 160, 0)); indicator.parameters:addInteger("widthR4", "Width of R4 Line", "", 1, 1, 5); indicator.parameters:addInteger("styleR4", "Style of R4 Line", "", core.LINE_SOLID); indicator.parameters:setFlag("styleR4", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showR4", "Show R4 Line", "", true); indicator.parameters:addColor("clrMP", "Color of Midpoint line", "", core.rgb(128, 128, 128)); indicator.parameters:addInteger("widthMP", "Width of Midpoint Line", "", 1, 1, 5); indicator.parameters:addInteger("styleMP", "Style of Midpoint Line", "", core.LINE_DOT); indicator.parameters:setFlag("styleMP", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("ShowMP", "Show Midpoint Line", "", false); end local P; local H; local L; local T; local C; local D; local source; local ref; local instr; local BS; local CurrLen; local BSLen; local host; local offset; local RP = 0; local S1 = 1; local S2 = 2; local S3 = 3; local S4 = 4; local R1 = 5; local R2 = 6; local R3 = 7; local R4 = 8; local PID = 9; local name = {}; local show = {}; local clr = {}; local width = {}; local style = {}; local stream = {}; local fibr = {}; local clrP; local widthP; local styleP; local O_PIVOT = 1; local O_CAM = 2; local O_WOOD = 3; local O_FIB = 4; local O_FLOOR = 5; local O_FIBR = 6; local CalcMode; local O_HIST = 1; local O_TODAY = 2; local ShowMode; local ShowMP; local clrMP; local widthMP; local styleMP; local O_END = 1; local O_BEG = 2; local O_BOTH = 3; local LabelLoc; local eps; local firstHour, length; function Prepare(onlyName) host = core.host; offset = host:execute("getTradingDayOffset"); source = instance.source; instr = source:instrument(); BS = instance.parameters.BS; clrP = instance.parameters.clrP; widthP = instance.parameters.widthP; styleP = instance.parameters.styleP; ShowMP = instance.parameters.ShowMP; clrMP = instance.parameters.clrMP; widthMP = instance.parameters.widthMP; styleMP = instance.parameters.styleMP; local precision = source:getPrecision(); if precision > 0 then eps = math.pow(10, -precision); else eps = 1; end name[RP] = "P"; name[S1] = "S1"; name[S2] = "S2"; name[S3] = "S3"; name[S4] = "S4"; name[R1] = "R1"; name[R2] = "R2"; name[R3] = "R3"; name[R4] = "R4"; show[S1] = instance.parameters.showS1; show[S2] = instance.parameters.showS2; show[S3] = instance.parameters.showS3; show[S4] = instance.parameters.showS4; show[R1] = instance.parameters.showR1; show[R2] = instance.parameters.showR2; show[R3] = instance.parameters.showR3; show[R4] = instance.parameters.showR4; clr[S1] = instance.parameters.clrS1; clr[S2] = instance.parameters.clrS2; clr[S3] = instance.parameters.clrS3; clr[S4] = instance.parameters.clrS4; clr[R1] = instance.parameters.clrR1; clr[R2] = instance.parameters.clrR2; clr[R3] = instance.parameters.clrR3; clr[R4] = instance.parameters.clrR4; width[S1] = instance.parameters.widthS1; width[S2] = instance.parameters.widthS2; width[S3] = instance.parameters.widthS3; width[S4] = instance.parameters.widthS4; width[R1] = instance.parameters.widthR1; width[R2] = instance.parameters.widthR2; width[R3] = instance.parameters.widthR3; width[R4] = instance.parameters.widthR4; style[S1] = instance.parameters.styleS1; style[S2] = instance.parameters.styleS2; style[S3] = instance.parameters.styleS3; style[S4] = instance.parameters.styleS4; style[R1] = instance.parameters.styleR1; style[R2] = instance.parameters.styleR2; style[R3] = instance.parameters.styleR3; style[R4] = instance.parameters.styleR4; fibr[S4] = -0.272; fibr[S3] = 0; fibr[S2] = 0.236; fibr[S1] = 0.382; fibr[R1] = 0.618; fibr[R2] = 0.764; fibr[R3] = 1; fibr[R4] = 1.272; -- validate local l1, l2; local s, e; s, e = core.getcandle(source:barSize(), core.now(), 0); l1 = math.floor((e - s) * 86400.0 + 0.5) / 86400.0; CurrLen = l1; firstHour = instance.parameters.FH; if firstHour >= 12 then firstHour = firstHour - 24; end if instance.parameters.ShowMode == "TODAY" then ShowMode = O_TODAY; elseif instance.parameters.ShowMode == "HIST" then ShowMode = O_HIST; else assert(false, "Unkown display mode" .. ": " .. instance.parameters.CalcMode); end if instance.parameters.CalcMode == "Pivot" then CalcMode = O_PIVOT; elseif instance.parameters.CalcMode == "Camarilla" then CalcMode = O_CAM; elseif instance.parameters.CalcMode == "Woodie" then CalcMode = O_WOOD; elseif instance.parameters.CalcMode == "Fibonacci" then CalcMode = O_FIB; elseif instance.parameters.CalcMode == "Floor" then CalcMode = O_FLOOR; elseif instance.parameters.CalcMode == "FibonacciR" then CalcMode = O_FIBR; if ShowMode == O_TODAY then name[S1] = tostring(fibr[S1]); name[S2] = tostring(fibr[S2]); name[S3] = tostring(fibr[S3]); name[S4] = tostring(fibr[S4]); name[R1] = tostring(fibr[R1]); name[R2] = tostring(fibr[R2]); name[R3] = tostring(fibr[R3]); name[R4] = tostring(fibr[R4]); name[RP] = "0.5"; end else assert(false, "Unknown calculation mode" .. ": " .. instance.parameters.CalcMode); end if instance.parameters.LabelLoc == "E" then LabelLoc = O_END; elseif instance.parameters.LabelLoc == "B" then LabelLoc = O_BEG; elseif instance.parameters.LabelLoc == "A" then LabelLoc = O_BOTH; else assert(false, "Unknown label location" .. ": " .. instance.parameters.LabelLoc); end -- create streams local sname; sname = profile:id() .. "(" .. source:name() .. "," .. instance.parameters.CalcMode .. "," .. instance.parameters.FH ..":00)"; instance:name(sname); if onlyName then assert(l1 <= 1.0 / 24.0, "The indicator can be applied on hour or smaller time frames only"); return; end -- pivot if ShowMode == O_HIST then P = instance:addStream("P", core.Line, sname .. "." .. "P", "P", clrP, 0); P:setWidth(widthP); P:setStyle(styleP); else D = instance:addInternalStream(0, 0); D:setWidth(widthP); D:setStyle(styleP); P = instance:addInternalStream(0, 0); end -- range T = instance:addInternalStream(0, 0); H = instance:addInternalStream(0, 0); L = instance:addInternalStream(0, 0); C = instance:addInternalStream(0, 0); -- show stream for historical mode if ShowMode == O_HIST then for i = S1, R4, 1 do if show[i] then stream[i] = instance:addStream(name[i], core.Line, sname .. "." .. name[i], name[i], clr[i], 0); stream[i]:setWidth(width[i]); stream[i]:setStyle(style[i]); end end end end local loading = false; local loadingFrom, loadingTo; local pday = nil; local d = {}; local canWork = nil; function Update(period, mode) if canWork == nil then if CurrLen > 1.0 / 24.0 then core.host:execute("setStatus", "The indicator can be applied on hour or smaller time frames only"); canWork = false; return ; else canWork = true; end elseif not(canWork) then return ; end -- get the previous's candle and load the ref data in case ref data does not exist local candle, candle_end; candle, candle_end = getPrevCandle(source:date(period)); -- if data for the specific candle are still loading -- then do nothing if loading and candle >= loadingFrom and (loadingTo == 0 or candle <= loadingTo) then return ; end -- if data is not loaded yet at all -- load the data if ref == 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 to = getCandle(source:date(source:size() - 1)) + 1; end from = getPrevCandle(source:date(source:first())); loading = true; P:setBookmark(1, period); loadingFrom = from; loadingTo = to; ref = host:execute("getHistory", 1, source:instrument(), "H1", from, to, source:isBid()); return ; end if ref:size() == 0 then return; end -- check whether the requested candle is before -- the reference collection start if (candle < ref:date(0)) then local from; P:setBookmark(1, period); if loading then return ; end loading = true; loadingFrom = candle; loadingTo = ref:date(0); host:execute("extendHistory", 1, ref, loadingFrom, loadingTo); return ; end -- check whether the requested candle is after -- the reference collection end if (not(source:isAlive()) and candle > ref:date(ref:size() - 1)) then if loading then return ; end loading = true; P:setBookmark(1, period); loadingFrom = ref:date(ref:size() - 1); loadingTo = candle; host:execute("extendHistory", 1, ref, loadingFrom, loadingTo); return ; end T[period] = -1; if period == 0 or T[period - 1] ~= candle then --if period ~= source:size() - 1 then -- core.host:trace(string.format("%s %s %i %i", core.formatDate(source:date(period)), core.formatDate(candle), firstHour, offset)); --end local start = core.findDate(ref, candle, false); if start >= 0 then local h, l, c; h = 0; l = 10^10; c = nil; while start < ref:size() and ref:date(start) < candle_end do if (ref:date(start) >= candle) then h = math.max(h, ref.high[start]); l = math.min(l, ref.low[start]); c = ref.close[start]; end start = start + 1; end if c ~= nil then T[period] = candle; H[period] = h; L[period] = l; C[period] = c; else T[period] = candle; H[period] = H[period - 1]; L[period] = L[period - 1]; C[period] = C[period - 1]; end end else T[period] = candle; H[period] = H[period - 1]; L[period] = L[period - 1]; C[period] = C[period - 1]; end if T[period] == -1 then return ; end if CalcMode == O_PIVOT or CalcMode == O_FIB or CalcMode == O_FLOOR then P[period] = (H[period] + C[period] + L[period]) / 3; elseif CalcMode == O_CAM then P[period] = C[period]; elseif CalcMode == O_FIBR then P[period] = (H[period] + L[period]) / 2; elseif CalcMode == O_WOOD then P[period] = (H[period] + L[period] + C[period] * 2 ) / 4; end CalculateLevels(period); if ShowMode == O_HIST then local nb; nb = false; if P:hasData(period - 1) and math.abs(P[period - 1] - P[period]) > eps then nb = true; end for i = S1, R4, 1 do if show[i] and d[i] ~= 0 then stream[i][period] = d[i]; if nb then stream[i]:setBreak(period, true); end end end end if (period == source:size() - 1) then ShowLevels(d, period); end end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period; pday = nil; period = P:getBookmark(1); if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end function CalculateLevels(period) local h, l, p, r; p = P[period]; h = H[period]; l = L[period]; r = h - l; if CalcMode == O_PIVOT then d[R4] = p + r * 3; d[R3] = p + r * 2; d[R2] = p + r; d[R1] = p * 2 - l; d[S1] = p * 2 - h; d[S2] = p - r; d[S3] = p - r * 2; d[S4] = p - r * 3; elseif CalcMode == O_CAM then d[R4] = p + r * 1.1 / 2; d[R3] = p + r * 1.1 / 4; d[R2] = p + r * 1.1 / 6; d[R1] = p + r * 1.1 / 12; d[S1] = p - r * 1.1 / 12; d[S2] = p - r * 1.1 / 6; d[S3] = p - r * 1.1 / 4; d[S4] = p - r * 1.1 / 2; elseif CalcMode == O_WOOD then d[R4] = h + (2 * (p - l) + r); d[R3] = h + 2 * (p - l); d[R2] = p + r; d[R1] = p * 2 - l; d[S1] = p * 2 - h; d[S2] = p - r; d[S3] = l - 2 * (h - p); d[S4] = l - (r + 2 * (h - p)); elseif CalcMode == O_FIB then d[R4] = p + 1.618 * (h - l); d[R3] = p + 1 * (h - l); d[R2] = p + 0.618 * (h - l); d[R1] = p + 0.382 * (h - l); d[S1] = p - 0.382 * (h - l); d[S2] = p - 0.618 * (h - l); d[S3] = p - 1 * (h - l); d[S4] = p - 1.618 * (h - l); elseif CalcMode == O_FLOOR then d[R4] = 0; d[R3] = h + (p - l) * 2; d[R2] = p + r; d[R1] = p * 2 - l; d[S1] = p * 2 - h; d[S2] = p - r; d[S3] = l - (h - p) * 2; d[S4] = 0; elseif CalcMode == O_FIBR then d[R4] = l + (h - l) * fibr[R4]; d[R3] = l + (h - l) * fibr[R3]; d[R2] = l + (h - l) * fibr[R2]; d[R1] = l + (h - l) * fibr[R1]; d[S1] = l + (h - l) * fibr[S1]; d[S2] = l + (h - l) * fibr[S2]; d[S3] = l + (h - l) * fibr[S3]; d[S4] = l + (h - l) * fibr[S4]; end return ; end function round(num, idp) local mult = 10^(idp or 0) return math.floor(num * mult + 0.5) / mult end function ShowLevels(data, period) local i, d1, d2; --d1 = source:date(0); d2 = source:date(period); d1, d2 = getCandle(d2); host:execute("drawLine", PID, d1, P[period], d2, P[period], clrP, styleP, widthP, "P(" .. round(P[period], source:getPrecision()) .. ")"); if LabelLoc == O_END or LabelLoc == O_BOTH then host:execute("drawLabel", PID, d2, P[period], name[RP]); end if LabelLoc == O_BEG or LabelLoc == O_BOTH then host:execute("drawLabel", PID + 100, d1, P[period], name[RP]); end for i = S1, R4, 1 do if show[i] and data[i] ~= 0 then host:execute("drawLine", i, d1, data[i], d2, data[i], clr[i], style[i], width[i], name[i] .. "(" .. round(data[i], source:getPrecision()) .. ")"); if LabelLoc == O_END or LabelLoc == O_BOTH then host:execute("drawLabel", i, d2, data[i], name[i]); end if LabelLoc == O_BEG or LabelLoc == O_BOTH then host:execute("drawLabel", i + 100, d1, data[i], name[i]); end else host:execute("removeLine", i); host:execute("removeLabel", i); host:execute("removeLabel", i + 100); end end if ShowMP then ShowMPP(0, d1, d2, d[S2], d[S3], "M0"); ShowMPP(1, d1, d2, d[S1], d[S2], "M1"); ShowMPP(2, d1, d2, P[period], d[S1], "M2"); ShowMPP(3, d1, d2, P[period], d[R1], "M3"); ShowMPP(4, d1, d2, d[R1], d[R2], "M4"); ShowMPP(5, d1, d2, d[R2], d[R3], "M5"); end end function ShowMPP(i, d1, d2, p1, p2, l) if p1 ~= 0 and p2 ~= 0 then local p = (p1 + p2) / 2; host:execute("drawLine", PID + 10 + i, d1, p, d2, p, clrMP, styleMP, widthMP, l .. "(" .. round(p, source:getPrecision()) .. ")"); if LabelLoc == O_END or LabelLoc == O_BOTH then host:execute("drawLabel", PID + 10 + i, d2, p, l); end if LabelLoc == O_BEG or LabelLoc == O_BOTH then host:execute("drawLabel", PID + 110 + i, d1, p, l); end end end function getCandle(date) local cs, ce; cs, ce = core.getcandle("D1", date, firstHour, 0); local nontrading, nontradingstart, nontradingend, nontradinghours; nontrading, nontradingstart = core.isnontrading(cs, offset); if nontrading then -- begin of the candle belongs to nontrading nontradinghours = (nontradingstart + 2) - cs; cs = nontradingstart - nontradinghours; end nontrading, nontradingstart = core.isnontrading(ce, offset); if nontrading then -- begin of the candle belongs to nontrading nontradinghours = ce - nontradingstart; ce = nontradingstart + 2 + nontradinghours; end return cs, ce; end function getPrevCandle(date) local cs, ce; cs, ce = core.getcandle("D1", date, firstHour, 0); cs = cs - 1; ce = ce - 1; local nontrading, nontradingstart, nontradingend, nontradinghours; nontrading, nontradingstart = core.isnontrading(cs, offset); if nontrading then -- begin of the candle belongs to nontrading nontradinghours = (nontradingstart + 2) - cs; cs = nontradingstart - nontradinghours; end nontrading, nontradingstart = core.isnontrading(ce, offset); if nontrading then -- begin of the candle belongs to nontrading nontradinghours = ce - nontradingstart; ce = nontradingstart + 2 + nontradinghours; end return cs, ce; end