-- More information about this indicator can be found at: --http://fxcodebase.com/code/viewtopic.php?f=17&t=69384 --+------------------------------------------------------------------+ --| Copyright © 2020, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| Patreon: https://goo.gl/GdXWeN | --+------------------------------------------------------------------+ function Init() indicator:name("Pivot Levels with alerts"); indicator:description("The indicator shows pivot point and the last period levels"); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator:setTag("group", "Support/Resistance"); indicator.parameters:addString("CalcMode", "Calculation mode", "The mode of pivot calculation.", "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", "", "Fibonacci"); indicator.parameters:addStringAlternative("CalcMode", "Floor", "", "Floor"); indicator.parameters:addStringAlternative("CalcMode", "Fibonacci Retracement", "", "FibonacciR"); indicator.parameters:addGroup("Style"); indicator.parameters:addString("ShowMode", "Show Mode", "The mode of pivot presentation.", "TODAY"); indicator.parameters:addStringAlternative("ShowMode", "Today", "", "TODAY"); indicator.parameters:addStringAlternative("ShowMode", "Historical", "", "HIST"); indicator.parameters:addString("LabelLoc", "Line labels location", "Defines the location of line labels.", "E"); indicator.parameters:addStringAlternative("LabelLoc", "At the end", "", "E"); indicator.parameters:addStringAlternative("LabelLoc", "At the beginning", "", "B"); indicator.parameters:addStringAlternative("LabelLoc", "At both", "", "A"); indicator.parameters:addColor("clrP", string.format("%s color", "Pivot"), string.format("The color of the %s.", "pivot line"), core.rgb(192, 192, 192)); indicator.parameters:addInteger("widthP", string.format("%s width", "Pivot"), string.format("The width of the %s.", "pivot line"), 1, 1, 5); indicator.parameters:addInteger("styleP", string.format("%s style", "Pivot"), string.format("The style of the %s.", "pivot line"), core.LINE_SOLID); indicator.parameters:setFlag("styleP", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleP", string.format("%s style", "Pivot (Future)"), string.format("The style of the %s.", "pivot line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleP", core.FLAG_LEVEL_STYLE); indicator.parameters:addColor("clrS1", string.format("%s color", "S1"), string.format("The color of the %s.", "first support line"), core.rgb(255, 0, 0)); indicator.parameters:addInteger("widthS1", string.format("%s width", "S1"), string.format("The width of the %s.", "first support line"), 1, 1, 5); indicator.parameters:addInteger("styleS1", string.format("%s style", "S1"), string.format("The style of the %s.", "first support line"), core.LINE_SOLID); indicator.parameters:setFlag("styleS1", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleS1", string.format("%s style", "S1 (Future)"), string.format("The style of the %s.", "first support line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleS1", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showS1", "Show S1", "Show the first support line.", true); indicator.parameters:addColor("clrS2", string.format("%s color", "S2"), string.format("The color of the %s.", "second support line"), core.rgb(224, 0, 0)); indicator.parameters:addInteger("widthS2", string.format("The width of the %s.", "S2"), string.format("The width of the %s.", "second support line"), 1, 1, 5); indicator.parameters:addInteger("styleS2", string.format("%s style", "S2"), string.format("The style of the %s.", "second support line"), core.LINE_SOLID); indicator.parameters:setFlag("styleS2", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleS2", string.format("%s style", "S2 (Future)"), string.format("The style of the %s.", "second support line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleS2", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showS2", "Show S2", "Show the second support line.", true); indicator.parameters:addColor("clrS3", string.format("%s color", "S3"), string.format("The color of the %s.", "third support line"), core.rgb(192, 0, 0)); indicator.parameters:addInteger("widthS3", string.format("The width of the %s.", "S3"), string.format("The width of the %s.", "third support line"), 1, 1, 5); indicator.parameters:addInteger("styleS3", string.format("%s style", "S3"), string.format("The style of the %s.", "third support line"), core.LINE_SOLID); indicator.parameters:setFlag("styleS3", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleS3", string.format("%s style", "S3 (Future)"), string.format("The style of the %s.", "third support line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleS3", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showS3", "Show S3", "Show the third support line.", true); indicator.parameters:addColor("clrS4", string.format("%s color", "S4"), string.format("The color of the %s.", "fourth support line"), core.rgb(160, 0, 0)); indicator.parameters:addInteger("widthS4", string.format("The width of the %s.", "S4"), string.format("The width of the %s.", "fourth support line"), 1, 1, 5); indicator.parameters:addInteger("styleS4", string.format("%s style", "S4"), string.format("The style of the %s.", "fourth support line"), core.LINE_SOLID); indicator.parameters:setFlag("styleS4", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleS4", string.format("%s style", "S4 (Future)"), string.format("The style of the %s.", "fourth support line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleS4", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showS4", "Show S4", "Show the fourth support line.", true); indicator.parameters:addColor("clrR1", string.format("%s color", "R1"), string.format("The color of the %s.", "first resistance line"), core.rgb(0, 255, 0)); indicator.parameters:addInteger("widthR1", string.format("The width of the %s.", "R1"), string.format("The width of the %s.", "first resistance line"), 1, 1, 5); indicator.parameters:addInteger("styleR1", string.format("%s style", "R1"), string.format("The style of the %s.", "first resistance line"), core.LINE_SOLID); indicator.parameters:setFlag("styleR1", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleR1", string.format("%s style", "R1 (Future)"), string.format("The style of the %s.", "first resistance line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleR1", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showR1", "Show R1", "Show the first resistance line.", true); indicator.parameters:addColor("clrR2", string.format("%s color", "R2"), string.format("The color of the %s.", "second resistance line"), core.rgb(0, 224, 0)); indicator.parameters:addInteger("widthR2", string.format("The width of the %s.", "R2"), string.format("The width of the %s.", "second resistance line"), 1, 1, 5); indicator.parameters:addInteger("styleR2", string.format("%s style", "R2"), string.format("The style of the %s.", "second resistance line"), core.LINE_SOLID); indicator.parameters:setFlag("styleR2", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleR2", string.format("%s style", "R2 (Future)"), string.format("The style of the %s.", "second resistance line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleR2", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showR2", "Show R2", "Show the second resistance line.", true); indicator.parameters:addColor("clrR3", string.format("%s color", "R3"), string.format("The color of the %s.", "third resistance line"), core.rgb(0, 192, 0)); indicator.parameters:addInteger("widthR3", string.format("The width of the %s.", "R3"), string.format("The width of the %s.", "third resistance line"), 1, 1, 5); indicator.parameters:addInteger("styleR3", string.format("%s style", "R3"), string.format("The style of the %s.", "third resistance line"), core.LINE_SOLID); indicator.parameters:setFlag("styleR3", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleR3", string.format("%s style", "R3 (Future)"), string.format("The style of the %s.", "third resistance line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleR3", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showR3", "Show R3", "Show the third resistance line.", true); indicator.parameters:addColor("clrR4", string.format("%s color", "R4"), string.format("The color of the %s.", "fourth resistance line"), core.rgb(0, 160, 0)); indicator.parameters:addInteger("widthR4", string.format("The width of the %s.", "R4"), string.format("The width of the %s.", "fourth resistance line"), 1, 1, 5); indicator.parameters:addInteger("styleR4", string.format("%s style", "R4"), string.format("The style of the %s.", "fourth resistance line"), core.LINE_SOLID); indicator.parameters:setFlag("styleR4", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleR4", string.format("%s style", "R4 (Future)"), string.format("The style of the %s.", "fourth resistance line"), core.LINE_DASH); indicator.parameters:setFlag("fstyleR4", core.FLAG_LEVEL_STYLE); indicator.parameters:addBoolean("showR4", "Show R4", "Show the fourth resistance line.", true); indicator.parameters:addBoolean("ShowMP", "Show midpoint lines", "Defines whether the midpoint lines are shown.", false); indicator.parameters:addColor("clrMP", string.format("%s color", "Midpoint lines"), string.format("The color of the %s.", "midpoint lines"), core.rgb(128, 128, 128)); indicator.parameters:addInteger("widthMP", string.format("The width of the %s.", "Midpoint lines"), string.format("The width of the %s.", "midpoint lines"), 1, 1, 5); indicator.parameters:addInteger("styleMP", string.format("%s style", "Midpoint lines"), string.format("The style of the %s.", "midpoint lines"), core.LINE_DOT); indicator.parameters:setFlag("styleMP", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("fstyleMP", string.format("%s style", "Midpoint lines (Future)"), string.format("The style of the %s.", "midpoint lines"), core.LINE_DASH); indicator.parameters:setFlag("fstyleMP", core.FLAG_LEVEL_STYLE); end local P, P_out; local H; local L; local D; local source; local ref; local instr; local host; local offset; local weekoffset; 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 fstyle = {}; local stream = {}; local fibr = {}; local clrP; local widthP; local styleP; local fstyleP; 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 fstyleMP; local O_END = 1; local O_BEG = 2; local O_BOTH = 3; local LabelLoc; local eps; local SameSizeBar = false; local loading = false; function Prepare(nameOnly) host = core.host; offset = host:execute("getTradingDayOffset"); weekoffset = host:execute("getTradingWeekOffset"); source = instance.source; instr = source:instrument(); -- create streams local sname; sname = profile:id() .. "(" .. source:name() .. "," .. instance.parameters.CalcMode .. ")"; instance:name(sname); if (nameOnly) then return; end clrP = instance.parameters.clrP; widthP = instance.parameters.widthP; styleP = instance.parameters.styleP; fstyleP = instance.parameters.fstyleP; ShowMP = instance.parameters.ShowMP; clrMP = instance.parameters.clrMP; widthMP = instance.parameters.widthMP; styleMP = instance.parameters.styleMP; fstyleMP = instance.parameters.fstyleMP; ShowAlert = instance.parameters.ShowAlert; 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; fstyle[S1] = instance.parameters.fstyleS1; fstyle[S2] = instance.parameters.fstyleS2; fstyle[S3] = instance.parameters.fstyleS3; fstyle[S4] = instance.parameters.fstyleS4; fstyle[R1] = instance.parameters.fstyleR1; fstyle[R2] = instance.parameters.fstyleR2; fstyle[R3] = instance.parameters.fstyleR3; fstyle[R4] = instance.parameters.fstyleR4; 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; if instance.parameters.ShowMode == "TODAY" then ShowMode = O_TODAY; elseif instance.parameters.ShowMode == "HIST" then ShowMode = O_HIST; else assert(false, "Unknown show 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 P = instance:addInternalStream(0, 0); if ShowMode == O_HIST then P_out = instance:addStream("P", core.Line, sname .. "." .. "P", "P", clrP, 0); P_out:setWidth(widthP); P_out:setStyle(styleP); else D = instance:addInternalStream(0, 0); D:setWidth(widthP); D:setStyle(styleP); end -- range H = instance:addInternalStream(0, 0); L = 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 ref = core.host:execute("getSyncHistory", source:instrument(), "m30", source:isBid(), 10, 100, 101); loading = true; end local pday = nil; local d = {}; local canWork = nil; function Update(period, mode) if loading or ref:size() == 0 then return; end local start_date, end_date = core.getcandle("D1", source:date(period), offset, weekoffset); local start_period = core.findDate(ref, start_date, false); if start_period < 0 then return; end local end_period = core.findDate(ref, end_date, false); local ll, hh = mathex.minmax(ref, start_period, end_period); if CalcMode == O_PIVOT or CalcMode == O_FIB or CalcMode == O_FLOOR then P[period] = (hh + ref.close[end_period] + ll) / 3; elseif CalcMode == O_CAM then P[period] = ref.close[end_period]; elseif CalcMode == O_FIBR then P[period] = (hh + ll) / 2; elseif CalcMode == O_WOOD then local open; if (start_period == ref:size() - 1) then -- for a live day take close as open of the next period open = ref.open[start_period]; else open = ref.open[start_period + 1]; end P[period] = (hh + ll + open * 2 ) / 4; end H[period] = hh; L[period] = ll; CalculateLevels(period); if ShowMode == O_HIST then if source:date(NOW) > end_date then P_out[period] = P[period]; local nb = P:hasData(period - 1) and math.abs(P[period - 1] - P[period]) > eps and not(SameSizeBar); 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 else local start = math.max(0, core.findDate(source, start_date, false)); if start > 1 and not P_out:hasData(start - 1) then local end_period = math.max(0, core.findDate(source, end_date, false)); for ii = start, end_period do P_out[ii] = P[ii]; local nb = P:hasData(ii - 1) and math.abs(P[ii - 1] - P[ii]) > eps and not(SameSizeBar); for i = S1, R4, 1 do if show[i] and d[i] ~= 0 then stream[i][ii] = d[i]; if nb then stream[i]:setBreak(ii, true); end end end end end end end ShowLevels(d, period, start_date, end_date); end function initCalculateLevel(period) local p = P[period]; local h = H[period]; local l = L[period]; local r = h - l; return h, l, p, r; end function ShowLevels(data, period, start, stop) local d1 = start; local d2 = source:date(NOW); local sp = styleP; if period == source:size() - 1 then sp = fstyleP; end host:execute("drawLine", PID, d1, P[period], d2, P[period], clrP, sp, sp, "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 local sp = style[i]; if period == source:size() - 1 then sp = fstyle[i]; end host:execute("drawLine", i, d1, data[i], d2, data[i], clr[i], sp, 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", period); ShowMPP(1, d1, d2, d[S1], d[S2], "M1", period); ShowMPP(2, d1, d2, P[period], d[S1], "M2", period); ShowMPP(3, d1, d2, P[period], d[R1], "M3", period); ShowMPP(4, d1, d2, d[R1], d[R2], "M4", period); ShowMPP(5, d1, d2, d[R2], d[R3], "M5", period); end end function ShowMPP(i, d1, d2, p1, p2, l, period) if p1 ~= 0 and p2 ~= 0 then local p = (p1 + p2) / 2; local sp = styleMP; if period == source:size() - 1 then sp = fstyleMP; end 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 -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) if cookie == 100 then pday = nil; loading = false; instance:updateFrom(0); elseif cookie == 101 then loading = true; end end function CalculateLevels(period) local h, l, p, r = initCalculateLevel(period); 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 end function round(num, idp) local mult = 10^(idp or 0) return math.floor(num * mult + 0.5) / mult end