-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=72199 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2022, 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 | --+------------------------------------------------------------------------------------------------+ --Your donations will allow the service to continue onward. --+------------------------------------------------------------------------------------------------+ --|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 | --+------------------------------------------------------------------------------------------------+ -- Indicator profile initialization routine function Init() indicator:name("Market-mode"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("inpPeriod", "Base period", "", 20, 1, 2000); indicator.parameters:addString("inpPrice", "Price", "", "median"); indicator.parameters:addStringAlternative("inpPrice","CLOSE", "", "close"); indicator.parameters:addStringAlternative("inpPrice", "OPEN", "", "open"); indicator.parameters:addStringAlternative("inpPrice", "HIGH", "", "high"); indicator.parameters:addStringAlternative("inpPrice", "LOW", "", "low"); indicator.parameters:addStringAlternative("inpPrice", "MEDIAN", "", "median"); indicator.parameters:addStringAlternative("inpPrice", "TYPICAL", "", "typical"); indicator.parameters:addStringAlternative("inpPrice", "WEIGHTED", "", "weighted"); indicator.parameters:addInteger("inpLevels", "Levels period", "", 10, 1, 2000); indicator.parameters:addDouble("inpCyclesPeriod", "Levels period", "", 2, 0, 2000); indicator.parameters:addDouble("inpCyclesFilter", "Cycles filter ( =1 for no filtering)", "", 1, 1, 2000); indicator.parameters:addDouble("inpDelta", "Delta", "", 0.5, 0, 2000); indicator.parameters:addDouble("inpFraction", "Fraction", "", 0.5, 0, 2000); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Up", "Up Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "Down Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("color", "Line Color", "", core.rgb(0, 0, 255)); indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local inpPeriod,inpPrice,inpLevels,inpCyclesPeriod,inpCyclesFilter,inpDelta,inpFraction; local first; local source = nil; local g_cycleFilter, g_alphal, g_dPeriod; local Oscillator; -- Routine function Prepare(nameOnly) inpPeriod= instance.parameters.inpPeriod; inpPrice= instance.parameters.inpPrice; inpLevels = instance.parameters.inpLevels; inpCyclesPeriod = instance.parameters.inpCyclesPeriod; inpCyclesFilter= instance.parameters.inpCyclesFilter; inpDelta= instance.parameters.inpDelta; inpFraction= instance.parameters.inpFraction; g_cycleFilter = 2.0/(1.0+inpCyclesFilter); g_alphal = 2.0/(1.0+inpLevels); g_dPeriod = 2*inpPeriod; local Parameters= inpPeriod .. ", " .. inpPrice .. ", " .. inpLevels.. ", " ..inpCyclesPeriod .. ", " .. inpCyclesFilter .. ", " .. inpDelta .. ", " .. inpFraction; local name = profile:id() .. "(" .. instance.source:name() .. ")"; instance:name(name); if (nameOnly) then return; end source = instance.source; --Indicator[1] = core.indicators:create(Method1, source[Price1], Period1); first=source:first()+6; apeak = instance:addInternalStream(0, 0); avaley = instance:addInternalStream(0, 0); Oscillator= instance:addInternalStream(0, 0); sumbp= instance:addInternalStream(0, 0); Period= instance:addInternalStream(0, 0); deltaPhase= instance:addInternalStream(0, 0); smooth= instance:addInternalStream(0, 0); Q1= instance:addInternalStream(0, 0); I1= instance:addInternalStream(0, 0); _ind= instance:addInternalStream(0, 0); detrender= instance:addInternalStream(0, 0); phase= instance:addInternalStream(0, 0); Mode = instance:addStream("Mode" , core.Line, " Mode"," Mode",instance.parameters.color, first); Mode:setWidth(instance.parameters.width); Mode:setStyle(instance.parameters.style); Mode:setPrecision(math.max(2, source:getPrecision())); Top = instance:addStream("Top" , core.Line, " Top"," Top",instance.parameters.color, first); Top:setWidth(instance.parameters.width); Top:setStyle(instance.parameters.style); Top:setPrecision(math.max(2, source:getPrecision())); Bottom = instance:addStream("Bottom" , core.Line, " Bottom"," Bottom",instance.parameters.color, first); Bottom:setWidth(instance.parameters.width); Bottom:setStyle(instance.parameters.style); Bottom:setPrecision(math.max(2, source:getPrecision())); end -- Indicator calculation routine function Update(period, mode) --Indicator[1]:update(mode); Period[period] = 1; deltaPhase[period] = 7; smooth[period] = source[inpPrice][period]; Q1[period] = source[inpPrice][period]; I1[period] = source[inpPrice][period]; if period <= first then return; end local phasePeriod = iHilbertPhase ( period); local gamma = 1.0 / math.cos(4.0*math.pi*inpDelta/phasePeriod); local g_beta = math.cos(2.0*math.pi/phasePeriod); local g_alpha = gamma -math.sqrt(gamma*gamma-1.0); Oscillator[period] = 0.5*(1.0-g_alpha)*(source[inpPrice][period]-source[inpPrice][period-2] )+g_beta*(1.0+g_alpha)*Oscillator[period-1] -g_alpha*Oscillator[period-2]; if (period <= g_dPeriod) then sumbp[period] = mathex.sum(Oscillator, first , period) ; else sumbp[period] = sumbp[period-1] + Oscillator[period]-Oscillator[period-g_dPeriod] ; end Mode[period]=sumbp[period]/g_dPeriod; apeak[period] = apeak[period-1] ; if (Mode[period]>0) then apeak[period] = apeak[period-1] +g_alphal*(Mode[period]-apeak[period-1] ); end avaley[period] = avaley[period-1] ; if (Mode[period]<0) then avaley[period] = avaley[period-1] +g_alphal*(Mode[period]-avaley[period-1] ); end Top[period] = inpFraction*apeak[period]; Bottom[period] = inpFraction* avaley[period]; if Mode[period] > Top[period] then Mode:setColor(period, instance.parameters.Up); elseif Mode[period] < Bottom[period] then Mode:setColor(period, instance.parameters.Down); end end function iHilbertPhase( period) if (period <6) then return 0; end local cyclesToReach = inpCyclesPeriod* 360.0; smooth[period] = (4.0*source[inpPrice][period] +3.0*source[inpPrice][period-1] +2.0*source[inpPrice][period-2] +source[inpPrice][period-3] )/10.0; detrender[period] = ((0.0962* smooth[period] + 0.5769*smooth[period-2] - 0.5769*smooth[period-4]- 0.0962*smooth[period-6]) * (0.075*Period[period-1] + 0.54)) Q1[period] = 0.15*((0.0962* detrender[period] + 0.5769*detrender[period-2] - 0.5769*detrender[period-4]- 0.0962*detrender[period-6]) * (0.075*Period[period-1] + 0.54)) +0.85*Q1[period-1] ; I1[period] = 0.15*detrender[period-3] +0.85*I1[period-1] ; if (I1[period]==0) then phase[period]=phase[period-1]; else phase[period] = 180.0/math.pi*math.atan(math.abs(Q1[period] /I1[period] )); end if (I1[period] <0 and Q1[period] >0) then phase[period] = 180.0-phase[period] ; end if (I1[period] <0 and Q1[period] <0) then phase[period] = 180.0+phase[period] ; end if (I1[period] >0 and Q1[period] <0) then phase[period] = 360.0-phase[period] ; end deltaPhase[period] = phase[period-1] -phase[period] ; if (phase[period-1] <90.0 and phase[period] >270.0) then deltaPhase[period] = 360.0+phase[period-1] -phase[period] ; end if (deltaPhase[period] >60.0) then deltaPhase[period] = 60.0; end if (deltaPhase[period] < 7.0) then deltaPhase[period] = 7.0; end local phaseSum = 0; local k=0; while true do if phaseSum > cyclesToReach or period- k <= first then break end phaseSum = phaseSum + deltaPhase[period-k] k= k+1; end Period[period]= Period[period-1] +g_cycleFilter*(k-Period[period-1] ); return Period[period]; end