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JMA Slope indicator
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=1591
Forum: 17 · Topic 1591 · 9 post(s)
JMA Slope indicator
Alexander.Gettinger · Tue Jul 27, 2010 2:34 am
The indicator displays slope of Jurik Moving Average (the algorithm is published in http://finance.groups.yahoo.com/group/TrendLaboratory
Code: Select all `function Init() indicator:name(“JMA Slope”); indicator:description(“JMA Slope”); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addInteger(“Length”, “Length”, “Length”, 14); indicator.parameters:addInteger(“Phase”, “Phase”, “Phase”, 0);
indicator.parameters:addColor(“UPclr”, “UP Color”, “UP Color”, core.rgb(0, 255, 0)); indicator.parameters:addColor(“DNclr”, “DN Color”, “DN Color”, core.rgb(255, 0, 0)); end
local first; local source = nil; local Length; local Phase; local buffUP local buffDN; local limitValue; local StartValue; local JMAValueBuffer; local fC0Buffer; local fA8Buffer; local fC8Buffer; local list={}; local ring2={}; local ring1={}; local buffer={}; local initFlag; local lengthParam; local phaseParam; local logParam; local sqrtParam; local lengthDivider; local loopParam; local counterA; local counterB; local cycleLimit; local cycleDelta; local s68,s58=0; local lowDValue; local loopCriteria; local s40=32; local s38=96; local dValue=1.;
function Prepare() source = instance.source; Length=instance.parameters.Length; Phase=instance.parameters.Phase; JMAValueBuffer = instance:addInternalStream(0, 0); fC0Buffer = instance:addInternalStream(0, 0); fA8Buffer = instance:addInternalStream(0, 0); fC8Buffer = instance:addInternalStream(0, 0); first = source:first()+2; local name = profile:id() .. “(“ .. source:name() .. “, “ .. instance.parameters.Length .. “, “ .. instance.parameters.Phase .. “)”; instance:name(name); buffUP = instance:addStream(“UP”, core.Bar, name .. “.UP”, “UP”, instance.parameters.UPclr, first); buffDN = instance:addStream(“DN”, core.Bar, name .. “.DN”, “DN”, instance.parameters.DNclr, first); limitValue=63; StartValue=64; for i=0,limitValue,1 do list[i]=-1000000; end for i=0,11,1 do ring2[i]=0; end for i=StartValue,127,1 do list[i]=1000000; end initFlag=true; if Length<1.000000002 then lengthParam=0.0000000001; else lengthParam=(Length-1)/2.; end if Phase<-100 then phaseParam=0.5; else if Phase>100 then phaseParam=2.5; else phaseParam=Phase/100.+1.5; end end logParam=math.log(math.sqrt(lengthParam))/math.log(2.); if logParam<-2 then logParam=0.; else logParam=logParam+2.; end sqrtParam=math.sqrt(lengthParam)logParam; lengthParam =lengthParam0.9; lengthDivider=lengthParam/(lengthParam+2.); loopParam=0; counterA=0; counterB=0; cycleLimit=0; cycleDelta=0; lowDValue=0; loopCriteria=0; buffer[1]=0; end
function Update(period, mode) local paramA=0; local paramB=0; if (period>first) then local series=source.close[period]; if loopParam<61 then loopParam=loopParam+1; buffer[loopParam]=series; end local highLimit=0; if loopParam>30 then if initFlag==true then initFlag=false; local diffFlag=0; for i=1,29,1 do if buffer[i+1]~=buffer[i] then diffFlag=1; end end highLimit=diffFlag30; if highLimit==0 then paramB=series; else paramB=buffer[1]; end paramA=paramB; if highLimit>29 then highLimit=29; end else highLimit=0; end for j=0,highLimit,1 do i=highLimit-j; local sValue; if i==0 then sValue=series; else sValue=buffer[31-i]; end local absValue; if math.abs(sValue-paramA)>math.abs(sValue-paramB) then absValue=math.abs(sValue-paramA); else absValue=math.abs(sValue-paramB); end local dValue=absValue+0.0000000001; if counterA<=1 then counterA=127; else counterA=counterA-1; end if counterB<=1 then counterB=10; else counterB=counterB-1; end if cycleLimit<128 then cycleLimit=cycleLimit+1; end cycleDelta=cycleDelta+dValue-ring2[counterB]; ring2[counterB]=dValue; local highDValue; if cycleLimit>10 then highDValue=cycleDelta/10.; else highDValue=cycleDelta/cycleLimit; end if cycleLimit>127 then dValue=ring1[counterA]; ring1[counterA]=highDValue; s68=64; s58=s68; while s68>1 do if list[s58]<dValue then s68=s68/2.; s58=s58+s68; else if list[s58]<=dValue then s68=1; else s68=s68/2.; s58=s58-s68; end end end else ring1[counterA]=highDValue; if limitValue+StartValue>127 then StartValue=StartValue-1; s58=StartValue; else limitValue=limitValue+1; s58=limitValue; end if limitValue<=96 then s38=limitValue; end if StartValue>=32 then s40=StartValue; end end s68=64; s60=s68; while s68>1 do if list[s60]>=highDValue then if list[s60-1]<=highDValue then s68=1; else s68=s68/2.; s60=s60-s68; end else s68=s68/2.; s60=s60+s68; end if s60==127 and highDValue>list[127] then s60=128; end end if cycleLimit>127 then if s58>=s60 then if s38+1>s60 and s40-1<s60 then lowDValue=lowDValue+highDValue; elseif s40>s60 and s40-1<s58 then lowDValue=lowDValue+list[s40-1]; end elseif s40>=s60 then if s38+1<s60 and s38+1>s58 then lowDValue=lowDValue+list[s38+1]; end elseif s38+2>s60 then lowDValue=lowDValue+highDValue; elseif s38+1<s60 and s38+1>s58 then lowDValue=lowDValue+list[s38+1]; end if s58>s60 then if s40-1<s58 and s38+1>s58 then lowDValue=lowDValue-list[s58]; elseif s38<s58 and s38+1>s60 then lowDValue=lowDValue-list[s38]; end else if s38+1>s58 and s40-1<s58 then lowDValue=lowDValue-list[s58]; elseif s40>s58 and s40<s60 then lowDValue=lowDValue-list[s40]; end end if s58<=s60 then if s58>=s60 then list[s60]=highDValue; else for jj=s58+1,s60-1,1 do list[jj-1]=list[jj]; end list[s60-1]=highDValue; end else for jjj=s60,s58-1,1 do jj=s58-1-jjj; list[jj+1]=list[jj]; end list[s60]=highDValue; end end if cycleLimit<=127 then lowDValue=0; for jj=s40,s38,1 do lowDValue=lowDValue+list[jj]; end end if loopCriteria+1>31 then loopCriteria=31; else loopCriteria=loopCriteria+1; end local JMATempValue; local sqrtDivider=sqrtParam/(sqrtParam+1); if loopCriteria<=30 then if sValue-paramA>0 then paramA=sValue; else paramA=sValue-(sValue-paramA)sqrtDivider; end if sValue-paramB<0 then paramB=sValue; else paramB=sValue-(sValue-paramB)sqrtDivider; end local JMATempValue=series; if loopCriteria==30 then fC0Buffer[period]=series; local intPart; if math.ceil(sqrtParam)>=1 then intPart=math.ceil(sqrtParam); else intPart=1; end local leftInt; if intPart>0 then leftInt=math.floor(intPart); else leftInt=math.ceil(intPart); end if math.floor(sqrtParam)>=1 then intPart=math.floor(sqrtParam); else intPart=1; end local rightPart; if intPart>0 then rightPart=math.floor(intPart); else rightPart=math.ceil(intPart); end local dValue; if leftInt==rightPart then dValue=1.; else dValue=(sqrtParam-rightPart)/(leftInt-rightPart); end local upShift; local dnShift; if rightPart<=29 then upShift=rightPart; else upShift=29; end if leftInt<=29 then dnShift=leftInt; else dnShift=29; end fA8Buffer[period]=(series-buffer[loopParam-upShift])(1.-dValue)/rightPart+(series-buffer[loopParam-dnShift])dValue/leftInt; end else local powerValue; local squareValue; dValue=lowDValue/(s38-s40+1); if 0.5<=logParam-2. then powerValue=logParam-2.; else powerValue=0.5; end if logParam>=math.pow(absValue/dValue,powerValue) then dValue=math.pow(absValue/dValue,powerValue); else dValue=logParam; end if dValue<1 then dValue=1; end powerValue=math.pow(sqrtDivider,math.sqrt(dValue)); if sValue-paramA>0 then paramA=sValue; else paramA=sValue-(sValue-paramA)powerValue; end if sValue-paramB<0 then paramB=sValue; else paramB=sValue-(sValue-paramB)powerValue; end end end if loopCriteria>30 then JMATempValue=JMAValueBuffer[period-1]; powerValue=math.pow(lengthDivider,dValue); squareValue=math.pow(powerValue,2); fC0Buffer[period]=(1.-powerValue)series+powerValuefC0Buffer[period-1]; fC8Buffer[period]=(series-fC0Buffer[period])(1.-lengthDivider)+lengthDividerfC8Buffer[period-1]; fA8Buffer[period]=(phaseParamfC8Buffer[period]+fC0Buffer[period]-JMATempValue)(powerValue(-2.)+squareValue+1.)+squareValue*fA8Buffer[period-1]; JMATempValue=JMATempValue+fA8Buffer[period]; end JMAValue=JMATempValue; end if loopParam<=30 then JMAValue=0.; end JMAValueBuffer[period]=JMAValue; local rel; rel=JMAValueBuffer[period]-JMAValueBuffer[period-1]; if rel>=0 then buffUP[period]=rel; buffDN[period]=nil; else buffUP[period]=nil; buffDN[period]=rel; end end end`
Re: JMA Slope indicator
Chris33 · Wed Aug 25, 2010 11:24 am
Can this be modified to use other indicators as a source?
Re: JMA Slope indicator
Apprentice · Wed Aug 25, 2010 2:03 pm
Done.
Re: JMA Slope indicator
Chris33 · Wed Aug 25, 2010 2:29 pm
Alright, Thanks!
Re: JMA Slope indicator
Apprentice · Thu Jan 12, 2017 8:30 am
Indicator was revised and updated.
Re: JMA Slope indicator
Finny7 · Fri Jan 13, 2017 3:12 am
Can you create a signal for this?
Re: JMA Slope indicator
Apprentice · Fri Jan 13, 2017 7:28 am
JMA_Slope with Alert.lua added.
Re: JMA Slope indicator
Finny7 · Fri Jan 13, 2017 2:02 pm
Thank you so much, Apprentice! I really appreciated it
Re: JMA Slope indicator
Apprentice · Mon Feb 05, 2018 7:42 am
The Indicator was revised and updated.