-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=71851 --+------------------------------------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------------------------------------+ -- 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("Ehlers Mother Of Adaptive Moving Averages"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addDouble("FastLimit", "FastLimit", "", 0.5, 0.01, 2000); indicator.parameters:addDouble("SlowLimit", "SlowLimit", "", 0.05, 0.01, 2000); indicator.parameters:addGroup("MAMA Line Style"); indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE); indicator.parameters:addColor("Up", "Up Trend Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "Down Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addGroup("FAMA Line Style"); indicator.parameters:addInteger("width2", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style2", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE); indicator.parameters:addColor("color2", "Line Color", "", core.rgb(0, 0, 255)); 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 first; local source = nil; local FastLimit,SlowLimit; local MAMA, FAMA; local pi; -- Routine function Prepare(nameOnly) FastLimit=instance.parameters.FastLimit; SlowLimit=instance.parameters.SlowLimit; source = instance.source pi = 2 * math.asin(1); local name = profile:id() .. "(" .. instance.source:name().. "," .. FastLimit .. "," .. SlowLimit .. ")"; instance:name(name); if (nameOnly) then return; end --Indicator= core.indicators:create("AO", source, Period1, Period2); smooth = instance:addInternalStream(0, 0); detrender = instance:addInternalStream(0, 0); Period = instance:addInternalStream(0, 0); q1 = instance:addInternalStream(0, 0); i1 = instance:addInternalStream(0, 0); i2 = instance:addInternalStream(0, 0); q2 = instance:addInternalStream(0, 0); im = instance:addInternalStream(0, 0); re = instance:addInternalStream(0, 0); phase = instance:addInternalStream(0, 0); smoothPeriod = instance:addInternalStream(0, 0); first=source:first()+3; MAMA = instance:addStream("MAMA", core.Line, name, "MAMA", instance.parameters.Up, first ); MAMA:setPrecision(math.max(2, instance.source:getPrecision())); MAMA:setWidth(instance.parameters.width1); MAMA:setStyle(instance.parameters.style1); MAMA:addLevel(0); FAMA = instance:addStream("FAMA", core.Line, name, "FAMA", instance.parameters.color2, first ); FAMA:setPrecision(math.max(2, instance.source:getPrecision())); FAMA:setWidth(instance.parameters.width2); FAMA:setStyle(instance.parameters.style2); FAMA:addLevel(0); end function Update(period, mode) if period < first 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] local jI = ((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) local jQ = ((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 i2[period]= (0.2 * i2[period]) + (0.8 * i2[period-1]) q2[period] = q1[period] + jI q2[period]= (0.2 * q2[period]) + (0.8 * q2[period-1]) re[period] = (i2[period] * i2[period-1]) + (q2[period] * q2[period-1]) re[period]= (0.2 * re[period]) + (0.8 * re[period-1]) im[period] = (i2[period] *q2[period-1]) - (q2[period] * i2[period-1]) im[period]= (0.2 * im[period]) + (0.8 * im[period-1] ) if im[period] ~= 0 and re[period] ~= 0 then Period[period]= 2 * pi / math.atan(im[period] / re[period] ) else Period[period]= 0 end Period[period]= math.min(math.max(Period[period], 0.67 * Period[period-1]), 1.5 * Period[period-1]) Period[period]= math.min(math.max(Period[period], 6), 50) Period[period]= (0.2 * Period[period]) + (0.8 *Period[period-1]) smoothPeriod[period]= (0.33 * Period[period]) + (0.67 * smoothPeriod[period-1]) if i1 ~= 0 then phase[period]=math.atan(q1[period] / i1[period]) * 180 / pi else phase[period]=0 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]) if MAMA[period]> FAMA[period] then MAMA:setColor(period,instance.parameters.Up); elseif MAMA[period]< FAMA[period] then MAMA:setColor(period, instance.parameters.Down); end end