-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=73165 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2023, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| https://mario-jemic.com/ | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --| Our work would not be possible without your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ -- 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("John Ehlers – Correlation Cycle"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "Period", "", 14, 1, 2000); indicator.parameters:addInteger("Method", "MA Method", "Method" , 1); indicator.parameters:addIntegerAlternative("Method", "Indicator Mode", "Indicator Mode" , 1); indicator.parameters:addIntegerAlternative("Method", "Index Mode", "Index Mode" , 2); indicator.parameters:addIntegerAlternative("Method", "Angle Phasor Mode", "Angle Phasor Mode" , 3); indicator.parameters:addIntegerAlternative("Method", " Market State Mode", "Market State Mode" , 4); indicator.parameters:addGroup("Line Style"); indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE); indicator.parameters:addColor("color2", "Real Line Up Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("color3", "Real Line Up Color", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("color4", "Imag Line Up Color", "", core.rgb(128, 128, 128)); 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 Period; local Method; -- Routine function Prepare(nameOnly) Period=instance.parameters.Period; Method=instance.parameters.Method; source = instance.source local name = profile:id() .. "(" .. instance.source:name().. "," .. Period .. ")"; instance:name(name); if (nameOnly) then return; end --Indicator= core.indicators:create("AO", source, Period1, Period2); first=source:first() +Period; Price = instance:addInternalStream(0, 0); Real = instance:addInternalStream(0, 0); Imag = instance:addInternalStream(0, 0); if Method == 3 then Angle = instance:addStream("Angle", core.Line, name, "Angle", instance.parameters.color4, first ); Angle:setPrecision(math.max(2, instance.source:getPrecision())); Angle:setWidth(instance.parameters.width); Angle:setStyle(instance.parameters.style); else Angle = instance:addInternalStream(0, 0); end if Method == 4 then State = instance:addStream("State", core.Line, name, "State", instance.parameters.color4, first ); State:setPrecision(math.max(2, instance.source:getPrecision())); State:setWidth(instance.parameters.width); State:setStyle(instance.parameters.style); else State = instance:addInternalStream(0, 0); end Realshow = instance:addStream("Realshow", core.Line, name, "Realshow", instance.parameters.color2, first ); Realshow:setPrecision(math.max(2, instance.source:getPrecision())); Realshow:setWidth(instance.parameters.width); Realshow:setStyle(instance.parameters.style); Imagshow = instance:addStream("Imagshow", core.Line, name, "Imagshow", instance.parameters.color4, first ); Imagshow:setPrecision(math.max(2, instance.source:getPrecision())); Imagshow:setWidth(instance.parameters.width); Imagshow:setStyle(instance.parameters.style); end function Update(period, mode) --Indicator:update(mode); if period <= first or not source:hasData(period) then return; end local Sx = 0 local Sy = 0 local Sxx = 0 local Sxy = 0 local Syy = 0 for Count = 1 , Period, 1 do X = source[period-Count + 1] Y = math.cos( 360 * (Count - 1 ) / Period ) Sx = Sx + X Sy = Sy + Y Sxx = Sxx + X * X Sxy = Sxy + X * Y Syy = Syy + Y*Y end if ( Period*Sxx - Sx*Sx > 0) and ( Period*Syy - Sy*Sy > 0 ) then Real[period] = ( Period*Sxy - Sx*Sy ) / math.sqrt( ( Period*Sxx - Sx*Sx ) * ( Period*Syy - Sy*Sy ) ) end local Sx = 0 local Sy = 0 local Sxx = 0 local Sxy = 0 local Syy = 0 for Count = 1 , Period, 1 do X = source[period-Count + 1] Y = -math.sin( 360 * ( Count - 1 ) / Period ) Sx = Sx + X Sy = Sy + Y Sxx = Sxx + X * X Sxy = Sxy + X * Y Syy = Syy + Y * Y end if (Period * Sxx - Sx * Sx > 0) and (Period * Syy - Sy * Sy > 0) then Imag[period] = (Period * Sxy - Sx * Sy) / math.sqrt((Period * Sxx - Sx * Sx) * (Period * Syy - Sy * Sy)); end if Imag[period] ~= 0 then Angle[period] = 90 + math.atan(Real[period] / Imag[period]); end if Imag[period] > 0 then Angle[period] = Angle[period] - 180; end --if (Angle[period] = 0 then State[period] = 1*100 end if Method==1 then Realshow[period] = (((Real[period]+1)/2)*200)-100 Imagshow[period] = (((Imag[period]+1)/2)*200)-100 if Realshow[period]>Imagshow[period] then Realshow:setColor(period, instance.parameters.color2); else Realshow:setColor(period, instance.parameters.color3); end end if Method==2 then Realshow[period] = (((Real[period]+1)/2)*100) Imagshow[period] = (((Imag[period]+1)/2)*100) if Realshow[period]>Imagshow[period] then Realshow:setColor(period, instance.parameters.color2); else Realshow:setColor(period, instance.parameters.color3); end end if Method==3 then if Angle[period]>0 then Angle:setColor(period, instance.parameters.color2); else Angle:setColor(period, instance.parameters.color3); end end if Method==4 then if State[period]>0 then State:setColor(period, instance.parameters.color2); else State:setColor(period, instance.parameters.color3); end end end --+------------------------------------------------------------------------------------------------+ --| We appreciate your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| https://mario-jemic.com/ | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --|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 | --+------------------------------------------------------------------------------------------------+