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higher time frame awesome oscillator
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=1593
Forum: 17 · Topic 1593 · 4 post(s)
higher time frame awesome oscillator
Alexander.Gettinger · Tue Jul 27, 2010 3:49 am
Code: Select all `– todo: support week offset
function Init() indicator:name(“Bigger timeframe Awesome Oscillator”); indicator:description(“”); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator);
indicator.parameters:addGroup(“Calculation”); indicator.parameters:addString(“BS”, “Time frame to calculate AO”, “”, “D1”); indicator.parameters:setFlag(“BS”, core.FLAG_PERIODS); indicator.parameters:addInteger(“FM”, “Fast Moving Average”, “The number of periods to calculate the fast moving average of the median price”, 5, 2, 10000); indicator.parameters:addInteger(“SM”, “Slow Moving Average”, “The number of periods to calculate the slow moving average of the median price”, 35, 2, 10000); indicator.parameters:addBoolean(“SC”, “Show the covering line”, “Shows line trough the tops of bars”, false); indicator.parameters:addGroup(“Display”); indicator.parameters:addColor(“CL_color”, “Color for covering line”, “Color for covering line”, core.rgb(255, 255, 255)); indicator.parameters:addColor(“GO_color”, “Color for higher bars”, “Color for higher bars”, core.rgb(0, 255, 0)); indicator.parameters:addColor(“RO_color”, “Color for lower bars”, “Color for lower bars”, core.rgb(255, 0, 0)); end
local source; – the source local bf_data = nil; – the high/low data local FM; local SM; local SC; local BS; local bf_length; – length of the bigger frame in seconds local dates; – candle dates local host; local AOout; local day_offset; local week_offset; local extent; local AO;
function Prepare() source = instance.source; host = core.host;
day_offset = host:execute(“getTradingDayOffset”); week_offset = host:execute(“getTradingWeekOffset”);
BS = instance.parameters.BS; FM = instance.parameters.FM; SM = instance.parameters.SM; SC = instance.parameters.SC; extent = SM*2;
local s, e, s1, e1;
s, e = core.getcandle(source:barSize(), core.now(), 0, 0); s1, e1 = core.getcandle(BS, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), “The chosen time frame must be bigger than the chart time frame!”); bf_length = math.floor((e1 - s1) * 86400 + 0.5);
local name = profile:id() .. “(“ .. source:name() .. “,” .. BS .. “,” .. FM .. “,” .. SM .. “)”; instance:name(name); AOoutUP = instance:addStream(“AOoutUP”, core.Bar, name .. “.GO”, “GO”, instance.parameters.GO_color, 0); AOoutDN = instance:addStream(“AOoutDN”, core.Bar, name .. “.RO”, “RO”, instance.parameters.RO_color, 0); if SC then CL = instance:addStream(“AO”, core.Line, name .. “.AO”, “AO”, instance.parameters.CL_color, 0); CL:addLevel(0); else CL = instance:addInternalStream(0, 0); AOoutUP:addLevel(0); end
end
local loading = false; local loadingFrom, loadingTo; local pday = nil;
– the function which is called to calculate the period function Update(period, mode) – get date and time of the hi/lo candle in the reference data local bf_candle; bf_candle = core.getcandle(BS, source:date(period), day_offset, week_offset);
– if data for the specific candle are still loading – then do nothing if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then return ; end
– if the period is before the source start – the do nothing if period < source:first() then return ; end
– if data is not loaded yet at all – load the data if bf_data == 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 t, to = core.getcandle(BS, source:date(period), day_offset, week_offset); end
from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset); AOoutDN:setBookmark(1, period); – shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then – if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = to; bf_data = host:execute(“getHistory”, 1, source:instrument(), BS, loadingFrom, to, source:isBid()); AO = core.indicators:create(“AO”, bf_data, FM,SM,true); return ; end
– check whether the requested candle is before – the reference collection start if (bf_candle < bf_data:date(0)) then AOoutDN:setBookmark(1, period); if loading then return ; end – shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then – if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = bf_data:date(0); host:execute(“extendHistory”, 1, bf_data, loadingFrom, loadingTo); return ; end
– check whether the requested candle is after – the reference collection end if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then AOoutDN:setBookmark(1, period); if loading then return ; end loading = true; loadingFrom = bf_data:date(bf_data:size() - 1); loadingTo = bf_candle; host:execute(“extendHistory”, 1, bf_data, loadingFrom, loadingTo); return ; end
AO:update(mode); local p; p = findDateFast(bf_data, bf_candle, true); if p == -1 then return ; end if AO:getStream(1):hasData(p) then AOoutUP[period] = AO:getStream(1)[p]; end if AO:getStream(2):hasData(p) then AOoutDN[period] = AO:getStream(2)[p]; end if SC then if AO:getStream(0):hasData(p) then CL[period] = AO:getStream(0)[p]; end end end
– the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period;
pday = nil; period = AOoutDN:getBookmark(1);
if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end
function findDateFast(stream, date, precise) local datesec = nil; local periodsec = nil; local min, max, mid;
datesec = math.floor(date * 86400 + 0.5)
min = 0; max = stream:size() - 1;
while true do mid = math.floor((min + max) / 2); periodsec = math.floor(stream:date(mid) * 86400 + 0.5); if datesec == periodsec then return mid; elseif datesec > periodsec then min = mid + 1; else max = mid - 1; end if min > max then if precise then return -1; else return min - 1; end end end end`
MT4/MQ4 version. viewtopic.php?f=38&t=65677&p=117279#p117279
Re: higher time frame awesome oscillator
00mase · Thu Jul 29, 2010 3:31 am
awesome thanks guys that was quick !!!
Re: higher time frame awesome oscillator
Victor.Tereschenko · Fri Dec 17, 2010 1:59 am
I adapted this oscillator to the new beta version of trading platform.
- Jan 04, 2011 update: misprint in the oscillator has been fixed.
Re: higher time frame awesome oscillator
Apprentice · Sun Feb 12, 2017 7:08 am
Indicator was revised and updated.