-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=60263 --+------------------------------------------------------------------+ --| Copyright © 2020, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------+ function Init() indicator:name("MACD Squeeze"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("MACD Calculation"); indicator.parameters:addInteger("SN", "Short EMA", "The period of the short EMA", 8); indicator.parameters:addInteger("LN", "Long EMA", "The period of the Long EMA", 21); indicator.parameters:addGroup("Bollinger Calculation"); indicator.parameters:addInteger("N", "Bollinger Period", "", 20); indicator.parameters:addDouble("NM", "Bollinger Deviation", "", 2); indicator.parameters:addString("BBMethod", "Keltner MA Method", "Method" , "MVA"); indicator.parameters:addStringAlternative("BBMethod", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("BBMethod", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("BBMethod", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("BBMethod", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("BBMethod", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("BBMethod", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("BBMethod", "VIDYA", "VIDYA" , "VIDYA"); indicator.parameters:addStringAlternative("BBMethod", "WMA", "WMA" , "WMA"); indicator.parameters:addGroup("Keltner Calculation"); indicator.parameters:addInteger("A", "Keltner Period", "", 20); indicator.parameters:addDouble("AM", "Keltner Deviation", "", 1.5); indicator.parameters:addInteger("AP", "ATR Period", "", 10); indicator.parameters:addString("Method", "Keltner MA Method", "Method" , "MVA"); indicator.parameters:addStringAlternative("Method", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("Method", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("Method", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("Method", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("Method", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("Method", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("Method", "VIDYA", "VIDYA" , "VIDYA"); indicator.parameters:addStringAlternative("Method", "WMA", "WMA" , "WMA"); indicator.parameters:addGroup("MACD Style"); indicator.parameters:addColor("MACDUP", "Color of UP MACD", "Color of UP MACD", core.rgb(0, 255, 0)); indicator.parameters:addColor("MACDDOWN", "Color of DOWN MACD", "Color of DOWN MACD", core.rgb(255, 0, 0)); indicator.parameters:addGroup("Component Style"); indicator.parameters:addBoolean("Show_Component", "Show Component", "", false); indicator.parameters:addColor("BL", "Color of Bollinger Lines", "Color of Bollinger Lines", core.rgb(0, 255, 0)); indicator.parameters:addColor("KL", "Color of Keltner Lines", "Color of Keltner Lines", core.rgb(255, 0, 0)); indicator.parameters:addGroup("Squeeze Style"); indicator.parameters:addColor("In", "Color of In Squeeze", "Color of Squeeze", core.rgb(128, 128, 128)); indicator.parameters:addColor("Out", "Color of Out Squeeze", "Color of Squeeze", core.rgb(0, 0, 255)); indicator.parameters:addInteger("FontSize", "Font size", "", 10); indicator.parameters:addGroup("Alert Parameters"); indicator.parameters:addString("Live", "Execution", "", "End of Turn"); indicator.parameters:addStringAlternative("Live", "End of Turn", "", "End of Turn"); indicator.parameters:addStringAlternative("Live", "Live", "", "Live"); indicator.parameters:addInteger("ToTime", "Convert the date to", "", 6); indicator.parameters:addIntegerAlternative("ToTime", "EST", "", 1); indicator.parameters:addIntegerAlternative("ToTime", "UTC", "", 2); indicator.parameters:addIntegerAlternative("ToTime", "Local", "", 3); indicator.parameters:addIntegerAlternative("ToTime", "Server", "", 4); indicator.parameters:addIntegerAlternative("ToTime", "Financial", "", 5); indicator.parameters:addIntegerAlternative("ToTime", "Display", "", 6); indicator.parameters:addBoolean("Show", "Show Dialog box Alert", "", true); indicator.parameters:addBoolean("OnlyOnce", "Alert Once", "Subsequent Alert will be ignored.", false); indicator.parameters:addBoolean("ShowAlert", "Show Alert", "", true); indicator.parameters:addGroup("Alert Style"); indicator.parameters:addColor("UpTrendColor", "Up Trend Color", "", core.rgb(0, 0, 255)); indicator.parameters:addColor("DownTrendColor", "Down Trend Color", "", core.rgb(0, 0, 255)); indicator.parameters:addInteger("Size", "Label Size", "", 10, 1 , 100); indicator.parameters:addGroup("Alerts Sound"); indicator.parameters:addBoolean("PlaySound", "Play Sound", "", false); indicator.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", false); indicator.parameters:addGroup("Alerts Email"); indicator.parameters:addBoolean("SendEmail", "Send Email", "", false); indicator.parameters:addString("Email", "Email", "", ""); indicator.parameters:setFlag("Email", core.FLAG_EMAIL); Parameters (1, "In Squeeze"); Parameters (2, "Out Squeeze"); end function Parameters ( id, Label ) indicator.parameters:addGroup(Label .. " Alert"); indicator.parameters:addBoolean("ON"..id , "Show " .. Label .." Alert" , "", true); indicator.parameters:addFile("Up"..id, Label .. " Cross Over Sound", "", ""); indicator.parameters:setFlag("Up"..id, core.FLAG_SOUND); indicator.parameters:addFile("Down"..id, Label .. " Cross Under Sound", "", ""); indicator.parameters:setFlag("Down"..id, core.FLAG_SOUND); indicator.parameters:addString("Label"..id, "Label", "", Label); end local Number = 2; local Up={}; local Down={}; local Label={}; local ON={}; local Size; local Email; local SendEmail; local RecurrentSound ,SoundFile ; local Show; local Alert; local PlaySound; local Live; local FIRST=true; local OnlyOnce; local U={}; local D={}; local UpTrendColor, DownTrendColor; local OnlyOnceFlag; local ShowAlert; local Alert={}; local AlertLevel={}; local ToTime; local Shift=0; -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local SN; local LN; local Method; local BBMethod; local source = nil; local first; local EMAS = nil; local EMAL = nil; local Show_Component; -- Streams block local MACD = nil; local N, NM; local A, AM; local ATR; --local Squeeze; local FontSize; local BBMA; local BTL, BBL; local KTL, KBL; local In, Out; local AP; local font; function ReleaseInstance() core.host:execute("deleteFont", font); end local Signal; -- Routine function Prepare(nameOnly) In= instance.parameters.In; Out= instance.parameters.Out; AP= instance.parameters.AP; Show_Component= instance.parameters.Show_Component; SN = instance.parameters.SN; LN = instance.parameters.LN; Method = instance.parameters.Method; BBMethod = instance.parameters.BBMethod; N = instance.parameters.N; NM = instance.parameters.NM; AM = instance.parameters.AM; A = instance.parameters.A; FontSize = instance.parameters.FontSize; source = instance.source; local name = profile:id() .. "(" .. source:name() .. ", " .. SN .. ", " .. LN .. ", " .. N .. ", " .. NM .. ", " .. BBMethod .. ", " .. A .. ", " .. AM.. ", " .. AP.. ", " .. Method.. ")"; instance:name(name); if nameOnly then return; end ToTime=instance.parameters.ToTime; if ToTime == 1 then ToTime=core.TZ_EST; elseif ToTime == 2 then ToTime=core.TZ_UTC; elseif ToTime == 3 then ToTime=core.TZ_LOCAL; elseif ToTime == 4 then ToTime=core.TZ_SERVER; elseif ToTime == 5 then ToTime=core.TZ_FINANCIAL; elseif ToTime == 6 then ToTime=core.TZ_TS; end OnlyOnceFlag=true; FIRST=true; OnlyOnce = instance.parameters.OnlyOnce; ShowAlert = instance.parameters.ShowAlert; Show = instance.parameters.Show; Live = instance.parameters.Live; UpTrendColor = instance.parameters.UpTrendColor; DownTrendColor = instance.parameters.DownTrendColor; Size=instance.parameters.Size; font = core.host:execute("createFont", "Wingdings", FontSize, false, false); assert(core.indicators:findIndicator(BBMethod) ~= nil, BBMethod .. " indicator must be installed"); BBMA = core.indicators:create(BBMethod, source.close, N); assert(core.indicators:findIndicator(Method) ~= nil, Method .. " indicator must be installed"); MA = core.indicators:create(Method, source.close, A); ATR = core.indicators:create("ATR", source, AP); EMAS = core.indicators:create("EMA", source.close, SN); EMAL = core.indicators:create("EMA", source.close, LN); first= math.max(BBMA.DATA:first(), MA.DATA:first(),ATR.DATA:first() ,EMAS.DATA:first(),EMAL.DATA:first() ); if Show_Component then BTL= instance:addStream("BTL", core.Line, name .. ".BB Top Line", "BB Top Line", instance.parameters.BL, first); BTL:setPrecision(math.max(2, instance.source:getPrecision())); BBL= instance:addStream("BBL", core.Line, name .. ".BB Bottom Line", "BB Bottom Line", instance.parameters.BL, first); BBL:setPrecision(math.max(2, instance.source:getPrecision())); KTL= instance:addStream("KTL", core.Line, name .. ".Keltner Top Line", "Keltner Top Line", instance.parameters.KL, first); KTL:setPrecision(math.max(2, instance.source:getPrecision())); KBL= instance:addStream("KBL", core.Line, name .. ".Keltner Bottom Line", "Keltner Bottom Line", instance.parameters.KL, first); KBL:setPrecision(math.max(2, instance.source:getPrecision())); core.host:execute ("attachOuputToChart", "BTL"); core.host:execute ("attachOuputToChart", "BBL"); core.host:execute ("attachOuputToChart", "KTL"); core.host:execute ("attachOuputToChart", "KBL"); else BTL= instance:addInternalStream(0, 0); BBL= instance:addInternalStream(0, 0); KTL= instance:addInternalStream(0, 0); KBL= instance:addInternalStream(0, 0); end MACD = instance:addStream("MACD", core.Bar, name .. ".MACD", "MACD", instance.parameters.MACDUP, first); MACD:setPrecision(math.max(2, instance.source:getPrecision())); for i= 1, Number , 1 do Alert[i]=instance:addInternalStream(0, 0); AlertLevel[i]=instance:addInternalStream(0, 0); end Initialization(); instance:ownerDrawn(true); Signal= instance:addInternalStream(0, 0); end local init = false; function Draw(stage, context) if stage~= 2 then return; end if not init then context:createFont (1, "Wingdings", context:pointsToPixels (Size), context:pointsToPixels (Size), 0); init = true; end for period= math.max(context:firstBar (),source:first()), math.min( context:lastBar (), source:size()-1), 1 do x, x1, x2= context:positionOfBar (period); for Level = 1 , Number , 1 do if Alert[Level]:hasData(period) then if Alert[Level][period]== 1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, "\225", 0); context:drawText (1, "\225", UpTrendColor, -1, x-width/2 , y , x+width/2 , y+height, 0 ); elseif Alert[Level][period]== -1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, "\226", 0); context:drawText (1, "\226", DownTrendColor, -1, x-width/2 , y-height, x+width/2 ,y, 0 ); end end end end end function Initialization () SendEmail = instance.parameters.SendEmail; local i; for i = 1, Number , 1 do Label[i]=instance.parameters:getString("Label" .. i); ON[i]=instance.parameters:getBoolean("ON" .. i); end if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not (SendEmail and (Email == "" or Email == nil )), "E-mail address must be specified"); PlaySound = instance.parameters.PlaySound; if PlaySound then for i = 1, Number , 1 do Up[i]=instance.parameters:getString("Up" .. i); Down[i]=instance.parameters:getString("Down" .. i); end else for i = 1, Number , 1 do Up[i]=nil; Down[i]=nil; end end for i = 1, Number , 1 do assert( not(PlaySound and (Up[i] == "" or Up[i] == nil ) ), "Sound file must be chosen"); assert (not (PlaySoundand and (Down[i] == "" or Down[i] == nil)), "Sound file must be chosen"); end RecurrentSound = instance.parameters.RecurrentSound; for i = 1, Number , 1 do U[i] = nil; D[i] = nil; end end -- Indicator calculation routine function Update(period, mode) MA:update(mode); ATR:update(mode); EMAS:update(mode); EMAL:update(mode); BBMA:update(mode); if period < first then return; end CalculateMACD( period); BB(period); Keltner(period); if BTL[period] < KTL[period] and BBL[period] >KBL[period] then core.host:execute("drawLabel1", source:serial(period), source:date(period), core.CR_CHART, 0, core.CR_CHART, core.H_Center, core.V_Center, font, Out, "\108"); Signal[period]=2; else core.host:execute("drawLabel1", source:serial(period), source:date(period), core.CR_CHART, 0, core.CR_CHART, core.H_Center, core.V_Center, font, In, "\108"); Signal[period]=1; end if Live~= "Live" then period=period-1; Shift=1; else Shift=0; end if period < first then return; end Activate (1, period); Activate (2, period); end function Keltner(period) KTL[period] = MA.DATA[period] + ATR.DATA[period]*AM; KBL[period] = MA.DATA[period] - ATR.DATA[period]*AM; end function CalculateMACD (period) MACD[period] = EMAS.DATA[period] - EMAL.DATA[period]; if MACD[period] > MACD[period-1] then MACD:setColor(period, instance.parameters.MACDUP); else MACD:setColor(period, instance.parameters.MACDDOWN); end end function BB(period) if period < BBMA.DATA:first() then return; end local ml = BBMA.DATA[period]; local d = mathex.stdev(source.close, period - N + 1, period); local Dd = NM * d; BTL[period] = ml + Dd; BBL[period] = ml - Dd; end function Activate (id, period) Alert[id][period]=0; if id == 1 and ON[id] then if Signal[period] == 1 and Signal[period-1] ~= 1 then Alert[id][period]= 1; AlertLevel[id][period]= 0 if U[id]~=source:serial(period) and period == source:size()-1-Shift and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) then U[id]=source:serial(period); SoundAlert(Up[id]); EmailAlert( Label[id], " In Squeeze "); SendAlert( Label[id]," In Squeeze "); Pop(Label[id], " In Squeeze ", period ); OnlyOnceFlag=false; end end end if id == 2 and ON[id] then if Signal[period] == 2 and Signal[period-1] ~= 2 then Alert[id][period]= -1; AlertLevel[id][period]= 0 if U[id]~=source:serial(period) and period == source:size()-1-Shift and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) then U[id]=source:serial(period); SoundAlert(Up[id]); EmailAlert( Label[id], " Out Squeeze "); SendAlert( Label[id]," Out Squeeze "); Pop(Label[id], " Out Squeeze ", period ); OnlyOnceFlag=false; end end end if FIRST then FIRST=false; end end function AsyncOperationFinished (cookie, success, message) end function SoundAlert(Sound) if not PlaySound then return; end terminal:alertSound(Sound, RecurrentSound); end function EmailAlert( label , Subject) if not SendEmail then return end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertEmail(Email, profile:id(), text); end function Pop(AlertLabel , AlertText, period) if not Show then return; end local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local delim = "\013\010"; local Symbol= "Instrument : " .. source:instrument() ; local TF= "Time Frame : " .. source:barSize(); local Time = "Date : " .. DATA.month.." / ".. DATA.day .. delim .. " Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local Text= Symbol .. delim .. TF .. delim .. Time.. delim .. AlertLabel .. ":" .. AlertText core.host:execute ("prompt", 1, profile:id(), Text ); end function SoundAlert(Sound) if not PlaySound then return; end terminal:alertSound(Sound, RecurrentSound); end function EmailAlert(AlertLabel , AlertText, period) if not SendEmail then return end local delim = "\013\010"; local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local Symbol= "Instrument : " .. source:instrument() ; local TF= "Time Frame : " .. source:barSize(); local Time = "Date : " .. DATA.month.." / ".. DATA.day .. delim .. " Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local Text= Symbol .. delim .. TF .. delim .. Time.. delim .. AlertLabel .. ":" .. AlertText terminal:alertEmail(Email, profile:id(), Text); end function SendAlert(AlertLabel , AlertText, period) if not ShowAlert then return; end local delim = "\013\010"; local now = core.host:execute("getServerTime"); now = core.host:execute ("convertTime", core.TZ_EST, ToTime, now); local DATA = core.dateToTable (now); local Symbol= "Instrument : " .. source:instrument() ; local TF= "Time Frame : " .. source:barSize(); local Time = "Date : " .. DATA.month.." / ".. DATA.day .. delim .. "Time :" .. DATA.hour .. " / ".. DATA.min .." / ".. DATA.sec; local Text= Symbol .. delim .. TF .. delim .. Time.. delim .. AlertLabel .. ":" .. AlertText terminal:alertMessage(source:instrument(), source[NOW], Text, source:date(NOW)); end