fxcodebase-backup
Indexes of currency
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=2379
Forum: 17 · Topic 2379 · 17 post(s)
Indexes of currency
Alexander.Gettinger · Tue Oct 12, 2010 1:50 am
Example: Index of EUR calculate as [EUR/USD] * USDX Index of CHF calculate as USDX / [USD/CHF].
The indicator was revised and updated
Re: Indexes of currency
Alexander.Gettinger · Tue Oct 12, 2010 1:52 am
Other version of indicator. Indicator calculate index UP or DOWN currency of current instrument.
Code: Select all `function Init() indicator:name(“Instrument Index”); indicator:description(“Calculates the instrument index in on the base of (XXX/USD or USD/XXX) and USDX”); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator);
indicator.parameters:addGroup(“Calculation”); indicator.parameters:addString(“SymbolPos”, “Symbol position”, “”, “UP”); indicator.parameters:addStringAlternative(“SymbolPos”, “UP”, “”, “UP”); indicator.parameters:addStringAlternative(“SymbolPos”, “DOWN”, “”, “DOWN”);
indicator.parameters:addGroup(“Display”); indicator.parameters:addColor(“clrIndex”, “Index Color”, “”, core.rgb(255, 255, 128)); end
local source; local barSize; local usdx; local loading = false; local offset; local weekoffset; local SymbolPos; local Symbol;
– indexes for the instruments in the data table local eurusd = 1; local usdjpy = 2; local gbpusd = 3; local usdcad = 4; local usdchf = 5; local usdsek = 6; local xxxusd = 7; local first = nil; local last = nil; – data table local data = {}; local SymbolWeight; local Symbol2;
function CheckSymbol(Symb) local Table=core.host:findTable(“offers”); if Table:find(“Instrument”,Symb)~=nil then return true; else return false; end end
– add a new item into the data table – index - is the index of the item in the table – instrument - the instrument name – weight - the weigth of the instrument function AddCollectionItem(index, instrument, weight) local t, coll, from, to, tmp; t = {}; t.instrument = instrument; t.data = nil; t.loading = false; t.weight = weight; t.rqfrom = nil; t.rqto = nil; data[index] = t;
if first == nil or first > index then first = index; end if last == nil or last < index then last = index; end end
– initialize the collection of the instruments function InitCollection() – sum of absolute values of the weights must be 1. negative sign is for the – instrument which has USD as counter currency. AddCollectionItem(eurusd, “EUR/USD”, -0.576); AddCollectionItem(usdjpy, “USD/JPY”, 0.136); AddCollectionItem(gbpusd, “GBP/USD”, -0.119); AddCollectionItem(usdcad, “USD/CAD”, 0.091); AddCollectionItem(usdsek, “USD/SEK”, 0.042); AddCollectionItem(usdchf, “USD/CHF”, 0.036); if Symbol~=”USD” then AddCollectionItem(xxxusd, Symbol2, SymbolWeight); end end
– prepare the indicator function Prepare() source = instance.source; host = core.host; barSize = source:barSize(); offset = host:execute(“getTradingDayOffset”); weekoffset = host:execute(“getTradingWeekOffset”); SymbolPos=instance.parameters.SymbolPos; if SymbolPos==”UP” then Symbol=string.sub(source:name(),1,3); else Symbol=string.sub(source:name(),5,7); end if CheckSymbol(Symbol .. “/USD”)==true then Symbol2=Symbol .. “/USD”; SymbolWeight=1.; end if CheckSymbol(“USD/” .. Symbol)==true then Symbol2=”USD/” .. Symbol; SymbolWeight=-1.; end
InitCollection();
local name = profile:id() .. “(“ .. Symbol .. “)”; instance:name(name); usdx = instance:addStream(“X”, core.Line, name .. “.X”, “X”, instance.parameters.clrIndex, 0); end
local p = {}; local w = {};
– get the price of the specified instrument function GetPrice(index, date) local t;
local from, to, tmp;
t = data[index];
assert(t ~= nil, “internal error!”);
if t.data == nil then – data is not loaded yet at all if source:isAlive() then to = 0; else to = source:date(source:size() - 1); end from = source:date(source:first()); t.data = host:execute(“getHistory”, index, t.instrument, barSize, from, to, source:isBid()); t.rqfrom = from; t.rqto = to; t.loading = true; loading = true; return 0, 0; elseif date < t.rqfrom then – requested date is before the first item of the collection – we have ever requested from = date; to = t.data:date(0); host:execute(“extendHistory”, index, t.data, from, to); t.rqfrom = from; t.loading = true; loading = true; return 0, 0; elseif not(source:isAlive()) and date > t.rqto then – requested date is after the last item of the collection – we have ever requested to = date; from = t.data:date(t.data:size() - 1); host:execute(“extendHistory”, index, t.data, from, to); t.rqto = to; t.loading = true; loading = true; return 0, 0; end
local p; p = findDateFast(t.data, date, false); if p < 0 then return 0, 0; end return t.data.close[p], t.weight; end
local lastdate = nil;
– the function which is called to calculate the period function Update(period, mode)
if loading or period <= source:first() then return ; end
– do not calculate for the floating candle period = period - 1;
if lastdate ~= nil and source:date(period) == lastdate then return ; end
lastdate = source:date(period);
local i, x, absent, a, b; absent = false; for i = first, last, 1 do a, b = GetPrice(i, lastdate); if a == 0 then absent = true; end p[i] = a; w[i] = b; end
if loading then usdx:setBookmark(1, period); return ; end
if absent then if usdx:hasData(period - 1) then usdx[period] = usdx[period - 1]; end else x = 50.14348112; for i = first, last, 1 do x = x * math.pow(p[i], w[i]); end usdx[period] = x; end
period = period + 1;
if period > 0 and period == source:size() - 1 then usdx[period] = usdx[period - 1]; end end
function AsyncOperationFinished(cookie)
local t; t = data[cookie]; t.loading = false; for i = first, last, 1 do if data[i].loading then return ; end end loading = false;
local period; period = usdx:getBookmark(1);
if (period < 0) then period = 0; end 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`
Re: Indexes of currency
upliftingmania · Wed Jun 27, 2012 6:43 am
Hi,
I have been desperately looking for a eur index for the TS2. However, this doesn’t seem to be working.
I am getting the following error when I add the indicator to a 1 min chart.
An error occurred during the calculation of the indicator ‘OTHERX1’. The error details: [string “OtherX1.lua”]:128: Incorrect instrument name..
Any help is highly apprecaited
Re: Indexes of currency
Apprentice · Thu Jun 28, 2012 1:22 am
You probably do not have a subscription to one of the following currency pairs. eurusd, usdjpy, gbpusd , usdcad , usdchf, usdsek
Also try one of these indices. viewtopic.php?f=17&t=609&p=1197&hilit=index#p1197 viewtopic.php?f=17&t=970&p=1796&hilit=index#p1796
Re: Indexes of currency
upliftingmania · Thu Jun 28, 2012 7:57 pm
Thanks a lot Apprentice, Its working fine now…
Re: Indexes of currency
upliftingmania · Thu Jun 28, 2012 8:13 pm
I have another query too.Since the above mentioned formula is
[EUR/USD] * USDX
Does it make sense to compute/plot a chart just from the FXCM dow jones dollar index and the eur/usd chart?
Re: Indexes of currency
Apprentice · Fri Jun 29, 2012 3:54 am
This would make sense if we only had USD index. However, the indicator allows you calculation of the indexes for other currency pairs.
Re: Indexes of currency
upliftingmania · Mon Jul 02, 2012 6:26 pm
Thanks for clarifying
Re: Indexes of currency
Alexander.Gettinger · Thu Jul 05, 2012 4:51 pm
MQL4 version of this indicator: viewtopic.php?f=38&t=20874
Re: Indexes of currency
upliftingmania · Tue Aug 07, 2012 2:56 am
Hi,
I have been using the index indicator on the TS2 platform and its been very helpful so far. However, I found one small problem -
The line chart that represents the indicator updates only after the formation of the candle in the respective time frame (1min, 5min, 1 hour etc). For example the line chart for the indicator on the 5min chart would only update after the completion of the respective 5 min candle…
Is it possible to make the right edge of the indicator dynamic or in other words can it adjust/ respond to price changes in real time i.e. while the respective candle is being formed.
Re: Indexes of currency
all_in · Sun Jul 20, 2014 1:44 pm
Hi,
OtherX2 is a great indi.
Please can it be modified to display bars?
Thanks
Re: Indexes of currency
Apprentice · Mon Jul 21, 2014 7:41 am
OtherX1 Bars.lua Added.
Re: Indexes of currency
all_in · Mon Jul 21, 2014 8:26 am
Apprentice wrote: OtherX1 Bars.lua Added.
Super fast mate, thanks, but it was X2
Re: Indexes of currency
Apprentice · Tue Jul 22, 2014 2:54 am
OtherX2 Bars.lua Added.
Re: Indexes of currency
all_in · Tue Jul 22, 2014 4:13 am
Apprentice wrote: OtherX2 Bars.lua Added.
Thanks
Re: Indexes of currency
all_in · Tue Jul 22, 2014 4:19 am
Hi,
I get an error.
P.S. The line X2 indi works fine
Thanks
Re: Indexes of currency
Apprentice · Sat Jul 01, 2017 5:02 am
The indicator was revised and updated.