-- Id: 16937 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=64046&p=108875#p108875 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() indicator:name("Overbought/Oversold Indicator"); indicator:description("Overbought/Oversold Indicator"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); local colour = core.colors(); indicator.parameters:addGroup("OBOS Calculation"); indicator.parameters:addInteger("OBOSPeriod", "Period", "", 9); indicator.parameters:addGroup("Channel Calculation"); indicator.parameters:addString("Method", "Method", "", "MVA"); indicator.parameters:addStringAlternative("Method", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("Method", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("Method", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("Method", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("Method", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("Method", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("Method", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("Method", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("Method", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("Method", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("Method", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("Method", "T3", "", "T3"); indicator.parameters:addStringAlternative("Method", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("Method", "Median", "", "Median"); indicator.parameters:addStringAlternative("Method", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("Method", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("Method", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("Method", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("Method", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("Method", "JSmooth", "", "JSmooth"); indicator.parameters:addStringAlternative("Method", "KAMA", "", "KAMA"); indicator.parameters:addStringAlternative("Method", "ARSI", "", "ARSI"); indicator.parameters:addStringAlternative("Method", "VIDYA", "", "VIDYA"); indicator.parameters:addStringAlternative("Method", "HPF", "", "HPF"); indicator.parameters:addStringAlternative("Method", "VAMA", "", "VAMA"); indicator.parameters:addInteger("Period", "Period", "", 20); indicator.parameters:addInteger("DeviationPeriod", "Deviation Period", "", 20); indicator.parameters:addDouble("DeviationMultiplier", "Deviation Multiplier", "", 2); indicator.parameters:addGroup("Candle Style"); indicator.parameters:addColor("UP_color", "Color of UP", "", colour.Lime); indicator.parameters:addColor("DN_color", "Color of DOWN", "", colour.Red); indicator.parameters:addColor("OBOS_color", "Color of Overbought/Oversold", "", colour.Blue); indicator.parameters:addGroup("Line Style"); indicator.parameters:addColor("ZL_color", "Zero line color", "", colour.Yellow); indicator.parameters:addColor("MID_color", "Mid line color", "", colour.Gray); indicator.parameters:addInteger("widthLinReg", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("styleLinReg", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("styleLinReg", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("Channel Style"); indicator.parameters:addColor("TLC", "Top Line color", "", core.rgb(0, 200, 0)); indicator.parameters:addColor("BLC", "Bottom Line Color", "", core.rgb(200, 0, 0)); indicator.parameters:addColor("CLC", "Central Line Color", "", core.rgb(0, 0, 200)); 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); 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 OBOSPeriod; local first; local FIRST; local source = nil; local AVERAGES, Method, Period; -- Streams block local open,low, high, close; local MA={}; local BUFFER={}; local UP, DOWN; local Top, Bottom, Central; local DeviationPeriod, DeviationMultiplier; -- Routine function Prepare(nameOnly) OBOSPeriod = instance.parameters.OBOSPeriod; Method= instance.parameters.Method; Period= instance.parameters.Period; DeviationPeriod= instance.parameters.DeviationPeriod; DeviationMultiplier= instance.parameters.DeviationMultiplier; source = instance.source; FIRST = source:first(); local name = profile:id() .. "(" .. source:name() .. ")"; instance:name(name); if (not (nameOnly)) then BUFFER[1]= instance:addInternalStream(FIRST, 0); BUFFER[2]= instance:addInternalStream(FIRST, 0); BUFFER[3]= instance:addInternalStream(FIRST, 0); BUFFER[4]= instance:addInternalStream(FIRST, 0); BUFFER[5]= instance:addInternalStream(FIRST, 0); BUFFER[6]= instance:addInternalStream(FIRST, 0); UP= instance:addInternalStream(FIRST, 0); DOWN= instance:addInternalStream(FIRST, 0); MA[1] = core.indicators:create("EMA", BUFFER[1], OBOSPeriod); MA[2] = core.indicators:create("EMA", BUFFER[5], OBOSPeriod); MA[3] = core.indicators:create("EMA", BUFFER[6], OBOSPeriod); MA[4] = core.indicators:create("EMA", UP, OBOSPeriod); first = MA[4].DATA:first(); open=instance:addStream("open", core.Line, name, "open", core.rgb(128, 128, 128), first); open:setPrecision(math.max(2, instance.source:getPrecision())); high=instance:addStream("high", core.Line, name, "high", core.rgb(128, 128, 128), first); high:setPrecision(math.max(2, instance.source:getPrecision())); low=instance:addStream("low", core.Line, name, "low", core.rgb(128, 128, 128), first); low:setPrecision(math.max(2, instance.source:getPrecision())); close=instance:addStream("close", core.Line, name, "close", core.rgb(128, 128, 128), first); close:setPrecision(math.max(2, instance.source:getPrecision())); instance:createCandleGroup("OBOS", "", open, high, low, close); mid=instance:addStream("MID", core.Line, name.."MID", "MID", instance.parameters.MID_color, first); mid:setPrecision(math.max(2, instance.source:getPrecision())); open:addLevel(0, instance.parameters.styleLinReg, instance.parameters.widthLinReg, instance.parameters.ZL_color); assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); AVERAGES = core.indicators:create("AVERAGES", mid, Method,Period); Top=instance:addStream("Top", core.Line, name, "Top", instance.parameters.TLC, math.max(AVERAGES.DATA:first(), first +DeviationPeriod)); Top:setPrecision(math.max(2, instance.source:getPrecision())); Bottom=instance:addStream("Bottom", core.Line, name, "Bottom", instance.parameters.BLC, math.max(AVERAGES.DATA:first(), first +DeviationPeriod)); Bottom:setPrecision(math.max(2, instance.source:getPrecision())); Central=instance:addStream("Central", core.Line, name, "Central", instance.parameters.CLC, math.max(AVERAGES.DATA:first(), first +DeviationPeriod)); Central:setPrecision(math.max(2, instance.source:getPrecision())); Top:setWidth(instance.parameters.width); Top:setStyle(instance.parameters.style); Bottom:setWidth(instance.parameters.width); Bottom:setStyle(instance.parameters.style); Central:setWidth(instance.parameters.width); Central:setStyle(instance.parameters.style); end end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period,mode) if period < FIRST or not source:hasData(period) then return; end BUFFER[1][period]=(source.high[period]+source.low[period]+source.close[period]*2)/4; MA[1]:update(mode); BUFFER[3][period]= MA[1].DATA[period]; if period < FIRST + OBOSPeriod then return; end BUFFER[4][period] = mathex.stdev (BUFFER[1], period - OBOSPeriod, period); BUFFER[5][period] = (BUFFER[1][period] - BUFFER[3][period]) *100 / BUFFER[4][period]; MA[2]:update(mode); BUFFER[6][period]= MA[2].DATA[period] ; MA[3]:update(mode); UP[period]=MA[3].DATA[period]; MA[4]:update(mode); DOWN[period] =MA[4].DATA[period]; if period < first then return; end open[period] = DOWN[period]; close[period] = UP[period]; high[period] = math.max(open[period], close[period]); low[period] = math.min(open[period], close[period]); if low[period-1] < low[period] and high[period]< high[period-1] then open:setColor(period, instance.parameters.OBOS_color); else if UP[period] > DOWN[period] then open:setColor(period, instance.parameters.UP_color); else open:setColor(period, instance.parameters.DN_color); end end mid[period] = (high[period] + low[period])/2; AVERAGES:update(mode); if period < math.max(AVERAGES.DATA:first(), first + DeviationPeriod) then return; end local Deviation= mathex.stdev (mid, period-DeviationPeriod+1, period)*DeviationMultiplier; Central[period]= AVERAGES.DATA[period]; Top[period]= Central[period]+Deviation; Bottom[period]= Central[period]-Deviation; end