-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=23283 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| 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("MESA Adaptive Moving Average"); indicator:description("MESA Adaptive Moving Average"); indicator:requiredSource(core.Tick); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addDouble("FastLimit", "FastLimit", "FastLimit", 0.5, 0, 1); indicator.parameters:addDouble("SlowLimit", "SlowLimit", "SlowLimit", 0.05, 0, 1); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("FAMA_color", "Color of FAMA", "Color of FAMA", core.rgb(0, 255, 0)); indicator.parameters:addInteger("Fwidth", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("Fstyle", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("Fstyle", core.FLAG_LINE_STYLE); indicator.parameters:addColor("MAMA_color", "Color of MAMA", "Color of MAMA", core.rgb(255, 0, 0)); indicator.parameters:addInteger("Mwidth", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("Mstyle", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("Mstyle", 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 FastLimit; local SlowLimit; local first; local source = nil; -- Streams block local FAMA = nil; local MAMA = nil; local Smooth; local Detrender; local I1; local Q1; local jI; local jQ; local I2; local Q2; local Re; local Im; local Period; local SmoothPeriod; local Phase; local MAMA; local FAMA; -- Routine function Prepare(nameOnly) FastLimit = instance.parameters.FastLimit; SlowLimit = instance.parameters.SlowLimit; source = instance.source; first = source:first()+5; local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(FastLimit) .. ", " .. tostring(SlowLimit) .. ")"; instance:name(name); if (nameOnly) then return; end Smooth= instance:addInternalStream(0, 0); Detrender= instance:addInternalStream(0, 0); I1= instance:addInternalStream(0, 0); Q1= instance:addInternalStream(0, 0); jI= instance:addInternalStream(0, 0); jQ= instance:addInternalStream(0, 0); I2= instance:addInternalStream(0, 0); Q2= instance:addInternalStream(0, 0); Re= instance:addInternalStream(0, 0); Im= instance:addInternalStream(0, 0); Period= instance:addInternalStream(0, 0); SmoothPeriod= instance:addInternalStream(0, 0); Phase= instance:addInternalStream(0, 0); FAMA = instance:addStream("FAMA", core.Line, name .. ".FAMA", "FAMA", instance.parameters.FAMA_color, first); FAMA:setWidth(instance.parameters.Fwidth); FAMA:setStyle(instance.parameters.Fstyle); MAMA = instance:addStream("MAMA", core.Line, name .. ".MAMA", "MAMA", instance.parameters.MAMA_color, first); MAMA:setWidth(instance.parameters.Mwidth); MAMA:setStyle(instance.parameters.Mstyle); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period) Detrender[period]=0; I1[period]=0; Q1[period]=0; jI[period]=0; jQ[period]=0; I2[period]=0; Q2[period]=0; Re[period]=0; Im[period]=0; Period[period]=0; SmoothPeriod[period]=0; Phase[period]=0; if period <= first or not source:hasData(period) then return; end Smooth[period] = (4*source[period] + 3*source[period-1] + 2*source[period-2] + source[period-3]) / 10; Detrender[period] = (0.0962*Smooth[period] + 0.5769*Smooth[period-2] - 0.5769*Smooth[period-4] - 0.0962*Smooth[period-6])*(0.075*Period[period-1] + 0.54); Q1[period] = (0.0962*Detrender[period] + 0.5769*Detrender[period-2] - 0.5769*Detrender[period-4] - 0.0962*Detrender[period-6])*(0.075*Period[period-1] + 0.54); I1[period] = Detrender[period-3]; jI[period] = (0.0962*I1[period] + 0.5769*I1[period-2] - 0.5769*I1[period-4] - 0.0962*I1[period-6])*(0.075*Period[period-1] + 0.54); jQ[period] = (0.0962*Q1[period] + 0.5769*Q1[period-2] - 0.5769*Q1[period-4] - 0.0962*Q1[period-6])*(0.075*Period[period-1] + 0.54); I2[period] = I1[period] - jQ[period] ; Q2[period] = Q1[period] + jI[period] ; I2[period] = 0.2*I2[period] + 0.8*I2[period-1]; Q2[period] = 0.2*Q2[period] + 0.8*Q2[period-1]; Re[period] = I2[period] *I2[period-1] + Q2[period]*Q2[period-1]; Im[period] = I2[period] *Q2[period-1] - Q2[period]*I2[period-1]; Re[period] = 0.2*Re[period] + 0.8*Re[period-1]; Im[period] = 0.2*Im[period] + 0.8*Im[period-1]; --if Im[period] ~= 0 and Re[period] ~= 0 then Period[period] = 360/ArcTangent(Im[period]/Re[period]); if Im[period] ~= 0 and Re[period] ~= 0 then Period[period] = 360/math.atan2(Im[period],Re[period]); end if Period[period] > 1.5*Period[period-1] then Period[period] = 1.5*Period[period-1]; end if Period[period] < 0.67*Period[period-1] then Period[period] = 0.67*Period[period-1]; end if Period[period] < 6 then Period[period] = 6; end if Period[period] > 50 then Period[period] = 50; end Period[period] = 0.2*Period[period] + 0.8*Period[period-1]; SmoothPeriod[period] = 0.33*Period[period] + 0.67*SmoothPeriod[period-1]; --if I1[period] ~= 0 then Phase[period] = (ArcTangent(Q1[period] / I1[period])) end; if I1[period] ~= 0 then Phase[period] = (math.atan2(Q1[period] , I1[period])) end; local DeltaPhase = Phase[period-1] - Phase[period]; if DeltaPhase < 1 then DeltaPhase = 1; end local alpha = FastLimit / DeltaPhase; if alpha < SlowLimit then alpha = SlowLimit; end MAMA[period] = alpha*source[period] + (1 - alpha)*MAMA[period-1]; FAMA[period] = 0.5*alpha*MAMA[period] + (1 - 0.5*alpha)*FAMA[period-1]; end