-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=73089 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2022, 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("Linear Regression Angle"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Selector"); indicator.parameters:addBoolean("ShowSlope", "Show Slope", "", false); indicator.parameters:addBoolean("ShowAngle", "Show Angle", "", true); indicator.parameters:addGroup("Calculation"); indicator.parameters:addBoolean("Use1", "Use 1. Line", "", true); indicator.parameters:addBoolean("Use2", "Use 2. Line", "", true); indicator.parameters:addBoolean("Use3", "Use 3. Line", "", true); indicator.parameters:addBoolean("Use4", "Use 4. Line", "", true); indicator.parameters:addInteger("Period5", "Period", "", 300, 1, 2000); indicator.parameters:addInteger("Period1", "1. Line Period", "", 100, 1, 2000); indicator.parameters:addInteger("Period2", "2. Line Period", "", 50, 1, 2000); indicator.parameters:addInteger("Period3", "3. Line Period", "", 30, 1, 2000); indicator.parameters:addInteger("Period4", "4. Line Period", "", 15, 1, 2000); indicator.parameters:addInteger("slope_len", "Slope MA Length", "", 3, 1, 2000); indicator.parameters:addDouble("slope_multi", "Slope Multiplier", "", 5 ); 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("color1", "1. Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("color2", "2. Line Color", "", core.rgb(0, 255, 255)); indicator.parameters:addColor("color3", "3. Line Color", "", core.rgb(255, 255, 0)); indicator.parameters:addColor("color4", "4. Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("color", "Average Line Color", "", core.rgb(0, 0, 255)); indicator.parameters:addGroup("Levels"); indicator.parameters:addDouble("Level1", "1. Level","", 50); indicator.parameters:addDouble("Level2", "2. Level","", 25); indicator.parameters:addDouble("Level3", "3. Level","", -25); indicator.parameters:addDouble("Level4", "4. Level","", -50); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128)); indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE); 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 Angle={}; local Slope={}; local MA={}; local ROC={}; local Use={}; -- Routine function Prepare(nameOnly) MAX=0; for i= 1, 5, 1 do Period[i]=instance.parameters:getInteger("Period" .. i); MAX=math.max(MAX,Period[i]) end ShowSlope=instance.parameters.ShowSlope; ShowAngle=instance.parameters.ShowAngle; slope_len=instance.parameters.slope_len; slope_multi=instance.parameters.slope_multi; source = instance.source local name = profile:id() .. "(" .. instance.source:name() .. ")"; instance:name(name); if (nameOnly) then return; end first=source:first()+Period[5] ; Range = instance:addInternalStream(0, 0); for i= 1, 5, 1 do if i <=4 then Use[i]= instance.parameters:getBoolean("Use" .. i); end ROC[i]= instance:addInternalStream(0, 0); MA[i]= core.indicators:create("MVA", ROC[i], slope_len); end for i= 1, 4, 1 do if ShowAngle then Angle[i] = instance:addStream("Angle".. i , core.Line, name, i.. ". Angle", instance.parameters:getColor("color" .. i), first+Period[i]); Angle[i]:setPrecision(math.max(2, instance.source:getPrecision())); Angle[i]:setWidth(instance.parameters.width); Angle[i]:setStyle(instance.parameters.style); Angle[i]:addLevel(0); else Angle[i] = instance:addInternalStream(0, 0); end end for i= 1, 4, 1 do if ShowSlope then Slope[i] = instance:addStream("Slope".. i , core.Line, name, i.. ". Slope", instance.parameters:getColor("color" .. i), first+Period[i] ); Slope[i]:setPrecision(math.max(2, instance.source:getPrecision())); Slope[i]:setWidth(instance.parameters.width); Slope[i]:setStyle(instance.parameters.style); Slope[i]:addLevel(0); else Slope[i] = instance:addInternalStream(0, 0); end end if ShowAngle then AverageAngle = instance:addStream("AverageAngle", core.Line, name, "Average Angle", instance.parameters.color,first+MAX ); AverageAngle:setPrecision(math.max(2, instance.source:getPrecision())); AverageAngle:setWidth(instance.parameters.width); AverageAngle:setStyle(instance.parameters.style); AverageAngle:addLevel(0); AverageAngle:addLevel(instance.parameters.Level1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); AverageAngle:addLevel(instance.parameters.Level2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); AverageAngle:addLevel(instance.parameters.Level3, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); AverageAngle:addLevel(instance.parameters.Level4, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); else AverageAngle = instance:addInternalStream(0, 0); end if ShowSlope then AverageSlope = instance:addStream("AverageSlope", core.Line, name, "Average Slope", instance.parameters.color,first+MAX ); AverageSlope:setPrecision(math.max(2, instance.source:getPrecision())); AverageSlope:setWidth(instance.parameters.width); AverageSlope:setStyle(instance.parameters.style); AverageSlope:addLevel(0); AverageSlope:addLevel(instance.parameters.Level1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); AverageSlope:addLevel(instance.parameters.Level2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); AverageSlope:addLevel(instance.parameters.Level3, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); AverageSlope:addLevel(instance.parameters.Level4, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); else AverageSlope = instance:addInternalStream(0, 0); end end function Update(period, mode) if period <= first then return; end local min, max=mathex.minmax(source, period-Period[5]+1, period); Range[period]= max-min; for i= 1, 4, 1 do LR_angle(i, period) LR_slope(i, period) end local angle_sum =0; local count =0; for i= 1, 4, 1 do angle_sum = angle_sum + Angle[i][period]; count =count+1; end AverageAngle[period] = angle_sum / count ROC[5][period] = AverageAngle[period]-AverageAngle[period-1]; AverageSlope[period]=mathex.avg(ROC[5], period-slope_len+1, period); end function LR_angle(i, period) if period <= first + Period[i] then return; end local slope = ( mathex.lreg (source, period-Period[i],period) - mathex.lreg (source, period-1-Period[i],period-1)) / Range[period] * 100 Angle[i][period] = math.deg(math.atan(slope)); end function LR_slope(i, period) ROC[i][period] = Angle[i][period] - Angle[i][period-1]; MA[i]:update(mode); if period <= MA[i].DATA:first() then return; end Slope[i][period] = MA[i].DATA[period]*slope_multi; 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 | --+------------------------------------------------------------------------------------------------+