fxcodebase-backup
Mean indicator (closed)
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=2378
Forum: 17 · Topic 2378 · 10 post(s)
Mean indicator (closed)
Alexander.Gettinger · Tue Oct 12, 2010 1:32 am
Note: new version is available here: viewtopic.php?f=17&t=2526
viewtopic.php?f=27&t=2369&p=5104#p5104
The indicator was revised and updated
Re: Mean indicator
hpinvestment · Tue Oct 12, 2010 7:32 am
Hi Alexander
Can you please explain how this indicator works?
Re: Mean indicator
posurf · Wed Oct 13, 2010 2:35 am
Thanks
but is it possible to change the beginning of the time session, especially for the forex.
Re: Mean indicator
maurosg · Fri Oct 15, 2010 2:09 pm
Hi Alexander, thanks for the indicator
Thinking in Market profile, it is possible calculate this indicator whith “the mode” instead of “the mean”?
regards
Re: Mean indicator
virgilio · Mon Oct 18, 2010 3:13 pm
Is it possible to have a signal/strategy for this indicator? thank you.
Re: Mean indicator
Apprentice · Mon Oct 18, 2010 3:20 pm
Certainly, but you can specify, when, the conditions when the signal generated signals.
Re: Mean indicator
virgilio · Tue Oct 19, 2010 10:14 am
The goal is to have a strategy that generates buy/sell orders based on the same conditions as of the indicator.
Re: Mean indicator
Alexander.Gettinger · Wed Oct 20, 2010 12:43 am
Indicator updated. Added other time session for calculation MA.
function Init()
indicator:name("Mean indicator");
indicator:description("Mean indicator");
indicator:requiredSource(core.Tick);
indicator:type(core.Indicator);
indicator.parameters:addGroup("Calculation");
indicator.parameters:addString("Mode", "Mode", "", "Day");
indicator.parameters:addStringAlternative("Mode", "M1", "", "M1");
indicator.parameters:addStringAlternative("Mode", "M5", "", "M5");
indicator.parameters:addStringAlternative("Mode", "M15", "", "M15");
indicator.parameters:addStringAlternative("Mode", "H1", "", "H1");
indicator.parameters:addStringAlternative("Mode", "H2", "", "H2");
indicator.parameters:addStringAlternative("Mode", "H3", "", "H3");
indicator.parameters:addStringAlternative("Mode", "H4", "", "H4");
indicator.parameters:addStringAlternative("Mode", "H6", "", "H6");
indicator.parameters:addStringAlternative("Mode", "H8", "", "H8");
indicator.parameters:addStringAlternative("Mode", "Day", "", "Day");
indicator.parameters:addStringAlternative("Mode", "Month", "", "Month");
indicator.parameters:addGroup("Style");
indicator.parameters:addColor("clrUP", "UP Color", "UP Color", core.rgb(0, 255, 0));
indicator.parameters:addColor("clrDN", "DN Color", "DN Color", core.rgb(255, 0, 0));
indicator.parameters:addColor("clrPrev", "Prev Color", "Prev Color", core.rgb(0, 0, 255));
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 first;
local source = nil;
local MeanUP=nil;
local MeanDN=nil;
local Buff=nil;
local PrevBuff=nil;
local Mode;
function Prepare()
source = instance.source;
Mode=instance.parameters.Mode;
first = source:first()+2;
Buff = instance:addInternalStream(first, 0);
local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.Mode .. ")";
instance:name(name);
MeanUP = instance:addStream("MeanUP", core.Line, name .. ".UP", "UP", instance.parameters.clrUP, first);
MeanDN = instance:addStream("MeanDN", core.Line, name .. ".DN", "DN", instance.parameters.clrDN, first);
PrevBuff = instance:createTextOutput ("Prev", "Prev", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clrPrev, first);
MeanUP:setWidth(instance.parameters.widthLinReg);
MeanUP:setStyle(instance.parameters.styleLinReg);
MeanDN:setWidth(instance.parameters.widthLinReg);
MeanDN:setStyle(instance.parameters.styleLinReg);
end
function Update(period, mode)
if (period>first) then
local d1,t1;
d1,t1=source:date(period);
local table1=core.dateToTable(d1);
local CurD;
if Mode=="M1" then
CurD=table1.min;
elseif Mode=="M5" then
CurD=math.floor((table1.min)/5);
elseif Mode=="M15" then
CurD=math.floor((table1.min)/15);
elseif Mode=="H1" then
CurD=table1.hour;
elseif Mode=="H2" then
CurD=math.floor((table1.hour)/2);
elseif Mode=="H3" then
CurD=math.floor((table1.hour)/3);
elseif Mode=="H4" then
CurD=math.floor((table1.hour)/4);
elseif Mode=="H6" then
CurD=math.floor((table1.hour)/6);
elseif Mode=="H8" then
CurD=math.floor((table1.hour)/8);
elseif Mode=="Day" then
CurD=table1.day;
elseif Mode=="Month" then
CurD=table1.month;
end
local shift=period;
local PrevD=CurD;
while PrevD==CurD and shift>first do
local d2,t2;
d2,t2=source:date(shift);
local table2=core.dateToTable(d2);
if Mode=="M1" then
PrevD=table2.min;
elseif Mode=="M5" then
PrevD=math.floor((table2.min)/5);
elseif Mode=="M15" then
PrevD=math.floor((table2.min)/15);
elseif Mode=="H1" then
PrevD=table2.hour;
elseif Mode=="H2" then
PrevD=math.floor((table2.hour)/2);
elseif Mode=="H3" then
PrevD=math.floor((table2.hour)/3);
elseif Mode=="H4" then
PrevD=math.floor((table2.hour)/4);
elseif Mode=="H6" then
PrevD=math.floor((table2.hour)/6);
elseif Mode=="H8" then
PrevD=math.floor((table2.hour)/8);
elseif Mode=="Day" then
PrevD=table2.day;
elseif Mode=="Month" then
PrevD=table2.month;
end
shift=shift-1;
end
shift=shift+1;
if period>=shift+1 then
Buff[period]=core.avg(source,core.range(shift+1,period));
if Buff[period]>Buff[period-1] then
MeanUP[period]=Buff[period];
if Buff[period-1]<Buff[period-2] then
MeanUP[period-1]=Buff[period-1];
end
else
MeanDN[period]=Buff[period];
if Buff[period-1]>Buff[period-2] then
MeanDN[period-1]=Buff[period-1];
end
end
if period>shift then
PrevBuff:set(period, Buff[shift], "\159", "");
end
end
end
end
Re: Mean indicator (closed)
Apprentice · Mon Jan 30, 2017 7:03 am
Indicator was revised and updated.
Re: Mean indicator (closed)
Apprentice · Wed Jun 28, 2017 8:34 am
The strategy based on this indicator is available here. viewtopic.php?f=31&t=64850