-- Id: 22310 -- Id: -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=66657 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ -- Fisherized Deviation Scaled Oscillator // (c) 2013 - 2018 John F. Ehlers -- October 2018 • Technical Analysis of StockS & commoditieS function Init() indicator:name("Deviation-scaled oscillator with Fisher transform"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addInteger("Period", "Preiod", "", 40); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("RMS_color", "Color of RMS", "Color of RMS", core.rgb(0, 255, 0)); indicator.parameters:addColor("distr_color_1", "Color of Distribution Bars -3 .. -2", "Color of Distribution Bars", core.rgb(255, 0, 0)); indicator.parameters:addColor("distr_color_2", "Color of Distribution Bars -2 .. -1", "Color of Distribution Bars", core.rgb(192, 0, 0)); indicator.parameters:addColor("distr_color_3", "Color of Distribution Bars -1 .. 0", "Color of Distribution Bars", core.rgb(128, 0, 0)); indicator.parameters:addColor("distr_color_4", "Color of Distribution Bars 0 .. 1", "Color of Distribution Bars", core.rgb(0, 128, 0)); indicator.parameters:addColor("distr_color_5", "Color of Distribution Bars 1 .. 2", "Color of Distribution Bars", core.rgb(0, 192, 0)); indicator.parameters:addColor("distr_color_6", "Color of Distribution Bars 2 .. 3", "Color of Distribution Bars", core.rgb(0, 255, 0)); indicator.parameters:addInteger("Transparency", "Transparency", "", 90, 0, 100); end local c1; local c2; local c3; local Filt; local first; local Period; local Zeros; local source; function Prepare(nameOnly) Period = instance.parameters.Period; source = instance.source; local name = string.format("%s(%s, %d)", profile:id(), source:name(), Period); instance:name(name); if nameOnly then return; end first = source:first() + 2; RMS = instance:addStream("RMS", core.Line, "RMS", "RMS", instance.parameters.RMS_color, first + Period); RMS:setPrecision(math.max(2, instance.source:getPrecision())); local a1 = math.exp(-1.414 * 3.14159 / (Period / 2.0)); local b1 = 2 * a1 * math.cos(1.414 * 180 / (Period / 2.0)); c2 = b1; c3 = -a1 * a1; c1 = 1 - c2 - c3; Filt = instance:addInternalStream(0, 0); Zeros = instance:addInternalStream(0, 0); instance:ownerDrawn(true); end local Bin = {}; local LastBin; local init = false; function Draw(stage, context) if stage ~= 0 or Bin.Max == nil then return; end if not init then context:createPen(1, context.SOLID, 3, instance.parameters.distr_color_1); context:createSolidBrush(11, instance.parameters.distr_color_1); context:createPen(2, context.SOLID, 3, instance.parameters.distr_color_2); context:createSolidBrush(12, instance.parameters.distr_color_2); context:createPen(3, context.SOLID, 3, instance.parameters.distr_color_3); context:createSolidBrush(13, instance.parameters.distr_color_3); context:createPen(4, context.SOLID, 3, instance.parameters.distr_color_4); context:createSolidBrush(14, instance.parameters.distr_color_4); context:createPen(5, context.SOLID, 3, instance.parameters.distr_color_5); context:createSolidBrush(15, instance.parameters.distr_color_5); context:createPen(6, context.SOLID, 3, instance.parameters.distr_color_6); context:createSolidBrush(16, instance.parameters.distr_color_6); init = true; end local maxHeight = context:bottom() - context:top(); local maxWidth = context:right() - context:left(); local height = maxHeight / Bin.Max; local width = maxWidth / 60; local shift = 0; if width > 3 then shift = 1; end for i = 1, 60 do local val = Bin[i]; if val ~= nil then context:drawRectangle(math.floor((i - 1) / 10) + 1, math.floor((i - 1) / 10) + 11, context:left() + (i - 1) * width + shift, context:bottom(), context:left() + i * width - shift, context:bottom() - val * height, context:convertTransparency(instance.parameters.Transparency)); end end end local lastSerial; function Update(period, mode) if period < first then return; end Zeros[period] = source[period] + source[period - 2]; if period >= first + 1 then local part2 = 0; local part3 = 0; if period > first + 1 then part2 = c2 * Filt[period - 1]; if period > first + 2 then part3 = c3 * Filt[period - 2]; end end Filt[period] = c1 * (Zeros[period] + Zeros[period - 1]) / 2 + part2 + part3; end if period >= first + Period then local RMSVal = 0; for count = 0, Period - 1 do RMSVal = RMSVal + Filt[period - count] * Filt[period - count]; end RMSVal = math.sqrt(RMSVal / Period); if RMSVal ~= 0 then ScaledFilt = Filt[period] / RMSVal; if math.abs(ScaledFilt) < 2 then RMS[period] = 0.5 * math.log((1 + ScaledFilt / 2) / (1 - ScaledFilt / 2)); end end if lastSerial ~= source:serial(period) then LastBin = Bin; Bin = {}; lastSerial = source:serial(period); end for i = 1, 60 do local J = (i - 31.0) / 10.0; local K = (i - 30.0) / 10.0; if RMS[period] > J and RMS[period] <= K then if LastBin == nil or LastBin[i] == nil then Bin[i] = 1; else Bin[i] = LastBin[i] + 1; end if Bin.Max == nil or Bin.Max < Bin[i] then Bin.Max = Bin[i]; end else Bin[i] = LastBin[i]; end end end end