-- Id: 2613 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=2925 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("MA Difference indicator"); indicator:description("MA Difference indicator"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("MA1_Instrument", "Instrument for MA1", "", ""); indicator.parameters:setFlag("MA1_Instrument", core.FLAG_INSTRUMENTS ); indicator.parameters:addString("MA1_TF", "Time frame for MA1", "", "D1"); indicator.parameters:setFlag("MA1_TF", core.FLAG_PERIODS); indicator.parameters:addString("MA1_Method", "Method for MA1", "", "MVA"); indicator.parameters:addStringAlternative("MA1_Method", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("MA1_Method", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("MA1_Method", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("MA1_Method", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("MA1_Method", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("MA1_Method", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("MA1_Method", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("MA1_Method", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("MA1_Method", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("MA1_Method", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("MA1_Method", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("MA1_Method", "T3", "", "T3"); indicator.parameters:addStringAlternative("MA1_Method", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("MA1_Method", "Median", "", "Median"); indicator.parameters:addStringAlternative("MA1_Method", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("MA1_Method", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("MA1_Method", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("MA1_Method", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("MA1_Method", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("MA1_Method", "JSmooth", "", "JSmooth"); indicator.parameters:addInteger("MA1_Period", "Period for MA1", "", 10); indicator.parameters:addString("MA2_Instrument", "Instrument for MA2", "", ""); indicator.parameters:setFlag("MA2_Instrument", core.FLAG_INSTRUMENTS ); indicator.parameters:addString("MA2_TF", "Time frame for MA2", "", "D1"); indicator.parameters:setFlag("MA2_TF", core.FLAG_PERIODS); indicator.parameters:addString("MA2_Method", "Method for MA2", "", "MVA"); indicator.parameters:addStringAlternative("MA2_Method", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("MA2_Method", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("MA2_Method", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("MA2_Method", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("MA2_Method", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("MA2_Method", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("MA2_Method", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("MA2_Method", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("MA2_Method", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("MA2_Method", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("MA2_Method", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("MA2_Method", "T3", "", "T3"); indicator.parameters:addStringAlternative("MA2_Method", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("MA2_Method", "Median", "", "Median"); indicator.parameters:addStringAlternative("MA2_Method", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("MA2_Method", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("MA2_Method", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("MA2_Method", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("MA2_Method", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("MA2_Method", "JSmooth", "", "JSmooth"); indicator.parameters:addInteger("MA2_Period", "Period for MA2", "", 20); indicator.parameters:addString("Signal_Method", "Method for Signal MA", "", "MVA"); indicator.parameters:addStringAlternative("Signal_Method", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("Signal_Method", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("Signal_Method", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("Signal_Method", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("Signal_Method", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("Signal_Method", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("Signal_Method", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("Signal_Method", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("Signal_Method", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("Signal_Method", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("Signal_Method", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("Signal_Method", "T3", "", "T3"); indicator.parameters:addStringAlternative("Signal_Method", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("Signal_Method", "Median", "", "Median"); indicator.parameters:addStringAlternative("Signal_Method", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("Signal_Method", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("Signal_Method", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("Signal_Method", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("Signal_Method", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("Signal_Method", "JSmooth", "", "JSmooth"); indicator.parameters:addInteger("Signal_Period", "Signal period", "", 15); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("MainClr", "Main color", "Main color", core.rgb(0, 255, 0)); indicator.parameters:addColor("SignalClr", "Signal color", "Signal color", core.rgb(255, 0, 0)); indicator.parameters:addInteger("widthLinReg", "Line width", "Line width", 1, 1, 5); indicator.parameters:addInteger("styleLinReg", "Line style", "Line style", core.LINE_SOLID); indicator.parameters:setFlag("styleLinReg", core.FLAG_LINE_STYLE); end local source; -- the source local bf_data = nil; -- the high/low data local Method; local Period; local TF; local bf_length; -- length of the bigger frame in seconds local bf_data2 = nil; -- the high/low data local Method2; local Period2; local TF2; local bf_length2; -- length of the bigger frame in seconds local dates; -- candle dates local host; local MA; local MA2; local day_offset; local week_offset; local extent; local MainBuff=nil; local UPBuff=nil; local DNBuff=nil; local Diff; local SignalMA; function Prepare(nameOnly) source = instance.source; host = core.host; day_offset = host:execute("getTradingDayOffset"); week_offset = host:execute("getTradingWeekOffset"); TF = instance.parameters.MA1_TF; Method = instance.parameters.MA1_Method; Period = instance.parameters.MA1_Period; TF2 = instance.parameters.MA2_TF; Method2 = instance.parameters.MA2_Method; Period2 = instance.parameters.MA2_Period; extent = math.max(Period,Period2)*2; local name = profile:id() .. "(" .. TF .. "," .. instance.parameters.MA1_Instrument .. "," .. Method .. "," .. Period .. ") vs (" .. TF2 .. "," .. instance.parameters.MA2_Instrument .. "," .. Method2 .. "," .. Period2 .. ") (" .. instance.parameters.Signal_Method .. ", " .. instance.parameters.Signal_Period .. ")"; instance:name(name); if nameOnly then return; end Diff = instance:addInternalStream(0, 0); assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); SignalMA = core.indicators:create("AVERAGES", Diff, instance.parameters.Signal_Method, instance.parameters.Signal_Period, false); local s, e, s1, e1; s, e = core.getcandle(source:barSize(), core.now(), 0, 0); s1, e1 = core.getcandle(TF, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), "The chosen TF 1 must be bigger than the chart time frame!"); bf_length = math.floor((e1 - s1) * 86400 + 0.5); s1, e1 = core.getcandle(TF2, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), "The chosen TF 2 must be bigger than the chart time frame!"); bf_length2 = math.floor((e1 - s1) * 86400 + 0.5); MainBuff = instance:addStream("MainBuff", core.Line, name .. ".Main", "Main", instance.parameters.MainClr, 0); MainBuff:setPrecision(math.max(2, instance.source:getPrecision())); SignalBuff = instance:addStream("SignalBuff", core.Line, name .. ".Signal", "Signal", instance.parameters.SignalClr, 0); SignalBuff:setPrecision(math.max(2, instance.source:getPrecision())); MainBuff:setWidth(instance.parameters.widthLinReg); MainBuff:setStyle(instance.parameters.styleLinReg); SignalBuff:setWidth(instance.parameters.widthLinReg); SignalBuff:setStyle(instance.parameters.styleLinReg); 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(TF, source:date(period), day_offset, week_offset); local bf_candle2; bf_candle2 = core.getcandle(TF2, 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 loading2 and bf_candle2 >= loadingFrom2 and (loadingTo2 == 0 or bf_candle2 <= loadingTo2) 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(TF, source:date(period), day_offset, week_offset); end from = core.getcandle(TF, source:date(source:first()), day_offset, week_offset); MainBuff: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, instance.parameters.MA1_Instrument, TF, loadingFrom, to, source:isBid()); MA = core.indicators:create("AVERAGES", bf_data.close, Method, Period, false); return ; end if bf_data2 == nil then -- there is no data at all, load initial data local to2, t2; local from2; if (source:isAlive()) then -- if the source is subscribed for updates -- then subscribe the current collection as well to2 = 0; else -- else load up to the last currently available date t2, to2 = core.getcandle(TF2, source:date(period), day_offset, week_offset); end from2 = core.getcandle(TF2, source:date(source:first()), day_offset, week_offset); MainBuff:setBookmark(1, period); -- shift so the bigger frame data is able to provide us with the stoch data at the first period from2 = math.floor(from2 * 86400 - (bf_length2 * extent) + 0.5) / 86400; local nontrading2, nontradingend2; nontrading2, nontradingend2 = core.isnontrading(from2, day_offset); if nontrading2 then -- if it is non-trading, shift for two days to skip the non-trading periods from2 = math.floor((from2 - 2) * 86400 - (bf_length2 * extent) + 0.5) / 86400; end loading2 = true; loadingFrom2 = from2; loadingTo2 = to2; bf_data2 = host:execute("getHistory", 2, instance.parameters.MA2_Instrument, TF2, loadingFrom2, to2, source:isBid()); MA2 = core.indicators:create("AVERAGES", bf_data2.close, Method2, Period2, false); return ; end -- check whether the requested candle is before -- the reference collection start if (bf_candle < bf_data:date(0)) then MainBuff: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 if (bf_candle2 < bf_data2:date(0)) then MainBuff:setBookmark(1, period); if loading2 then return ; end -- shift so the bigger frame data is able to provide us with the stoch data at the first period from2 = math.floor(bf_candle2 * 86400 - (bf_length2 * extent) + 0.5) / 86400; local nontrading2, nontradingend2; nontrading2, nontradingend2 = core.isnontrading(from2, day_offset); if nontrading2 then -- if it is non-trading, shift for two days to skip the non-trading periods from2 = math.floor((from2 - 2) * 86400 - (bf_length2 * extent) + 0.5) / 86400; end loading2 = true; loadingFrom2 = from2; loadingTo2 = bf_data2:date(0); host:execute("extendHistory", 2, bf_data2, loadingFrom2, loadingTo2); 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 MainBuff: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 if (not(source:isAlive()) and bf_candle2 > bf_data2:date(bf_data2:size() - 1)) then MainBuff:setBookmark(1, period); if loading2 then return ; end loading2 = true; loadingFrom2 = bf_data2:date(bf_data2:size() - 1); loadingTo2 = bf_candle2; host:execute("extendHistory", 2, bf_data2, loadingFrom2, loadingTo2); return ; end MA:update(mode); MA2:update(mode); local p; p = core.findDate(bf_data, bf_candle, true); local p2; p2 = core.findDate(bf_data2, bf_candle2, true); if p == -1 or p2 == -1 then return ; end if MA:getStream(0):hasData(p) and MA2:getStream(0):hasData(p2) then Diff[period] = MA:getStream(0)[p]-MA2:getStream(0)[p2]; MainBuff[period] = Diff[period]; SignalMA:update(mode); SignalBuff[period]=SignalMA.MainBuff[period]; end end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period; pday = nil; period = MainBuff:getBookmark(1); if (period < 0) then period = 0; end loading = false; loading2 = false; instance:updateFrom(period); end