-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=72586 --+------------------------------------------------------------------------------------------------+ --| 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 -- Defines indicator profile properties and indicator parameters -- TODO: Add minimal and maximal value of numeric parameters and default color of the streams function Init() indicator:name("One More Average MACD"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addDouble("Sensibility", "Sensibility", "", 5, -1.5, 2000); indicator.parameters:addBoolean("Adaptive", "Adaptive", "", true); indicator.parameters:addInteger("FLength", "Fast Period", "", 24, 1, 2000); indicator.parameters:addInteger("SLength", "Slow Period", "", 52, 1, 2000); indicator.parameters:addInteger("SigLength", "Signal Period", "", 9, 1, 2000); indicator.parameters:addInteger("Sigma", "Sigma", "", 4, 1, 2000); indicator.parameters:addDouble("Offset", "Offset", "", 0.85, 0, 2000); indicator.parameters:addInteger("Period", "Color Range Period", "", 200, 1, 2000); indicator.parameters:addGroup("Line Style"); 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); indicator.parameters:addColor("color1", "Line Color", "", core.rgb(0, 0, 255)); 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 first; local source = nil; -- Routine function Prepare(nameOnly) Sensibility=instance.parameters.Sensibility; Adaptive=instance.parameters.Adaptive; FLength=instance.parameters.FLength; SLength=instance.parameters.SLength; SigLength=instance.parameters.SigLength; Sigma=instance.parameters.Sigma; Offset=instance.parameters.Offset; Period=instance.parameters.Period; source = instance.source local name = profile:id() .. "(" .. instance.source:name() .. ")"; instance:name(name); if (nameOnly) then return; end --Indicator= core.indicators:create("AO", source, Period1, Period2); first=source:first() +math.max(FLength,SLength,SigLength ); Stream = instance:addInternalStream(0, 0); e1 = instance:addInternalStream(0, 0); e2 = instance:addInternalStream(0, 0); v1 = instance:addInternalStream(0, 0); e3 = instance:addInternalStream(0, 0); e4 = instance:addInternalStream(0, 0); v2 = instance:addInternalStream(0, 0); e5 = instance:addInternalStream(0, 0); e6 = instance:addInternalStream(0, 0); E1 = instance:addInternalStream(0, 0); E2 = instance:addInternalStream(0, 0); V1 = instance:addInternalStream(0, 0); E3 = instance:addInternalStream(0, 0); E4 = instance:addInternalStream(0, 0); V2 = instance:addInternalStream(0, 0); E5 = instance:addInternalStream(0, 0); E6 = instance:addInternalStream(0, 0); Line1 = instance:addStream("Line1", core.Bar, name, "1. Line", core.COLOR_LABEL , first ); Line1:setPrecision(math.max(2, instance.source:getPrecision())); Line1:addLevel(0); Line2 = instance:addStream("Line2", core.Line, name, "2. Line", instance.parameters.color1, first ); Line2:setPrecision(math.max(2, instance.source:getPrecision())); Line2:setWidth(instance.parameters.width); Line2:setStyle(instance.parameters.style); Line2:addLevel(0); end function Update(period, mode) -- Indicator:update(mode); if period <= first then return; end local averagePeriod = FLength if Adaptive and averagePeriod > 1 then minPeriod = averagePeriod/2.0 maxPeriod = minPeriod*5.0 endPeriod = math.floor(maxPeriod) signal = math.abs((source[period]-source[period-endPeriod ])) noise = 0.00000000001 for k=1,endPeriod , 1 do noise=noise+math.abs(source[period]-source[period-k]) averagePeriod = math.floor(((signal/noise)*(maxPeriod-minPeriod))+minPeriod) end end alpha = (2.0+Sensibility)/(1.0+Sensibility+averagePeriod) e1[period] = e1[period-1] + alpha*(source[period]-e1[period-1]) e2[period] = e2[period-1] + alpha*(e1[period]-e2[period-1]) v1[period] = 1.5 * e1[period] - 0.5 * e2[period] e3[period] = e3[period-1] + alpha*(v1[period] -e3[period-1]) e4[period] = e4[period-1] + alpha*(e3[period]-e4[period-1]) v2[period] = 1.5 * e3[period] - 0.5 * e4[period] e5[period] = e5[period-1] + alpha*(v2[period] -e5[period-1]) e6[period] = e6[period-1] + alpha*(e5[period]-e6[period-1]) Fast = 1.5 * e5[period] - 0.5 * e6[period] averagePeriod = SLength if Adaptive and averagePeriod > 1 then minPeriod = averagePeriod/2.0 maxPeriod = minPeriod*5.0 endPeriod = math.floor(maxPeriod) signal = math.abs((source[period]-source[period-endPeriod])) noise = 0.00000000001 for k=1, endPeriod,1 do noise=noise+math.abs(source[period]-source[period-k]) averagePeriod = math.floor(((signal/noise)*(maxPeriod-minPeriod))+minPeriod) end end alpha = (2.0+Sensibility)/(1.0+Sensibility+averagePeriod) E1[period] = E1[period-1] + alpha*(source[period]-E1[period-1]) E2[period] = E2[period-1] + alpha*(E1[period]-E2[period-1]) V1[period] = 1.5 * E1[period] - 0.5 * E2[period] E3[period] = E3[period-1] + alpha*(V1[period] -E3[period-1]) E4[period] = E4[period-1] + alpha*(E3[period]-E4[period-1]) V2[period] = 1.5 * E3[period] - 0.5 * E4[period] E5[period] = E5[period-1] + alpha*(V2[period] -E5[period-1]) E6[period] = E6[period-1] + alpha*(E5[period]-E6[period-1]) Slow = 1.5 * E5[period] - 0.5 * E6[period] Line1[period]= Fast-Slow; n = (Offset * (SigLength - 1)) t = SigLength/Sigma SWtdSum = 0 SCumWt = 0 for k = SigLength , 0 , -1 do SWtd = math.exp(-((k-n)*(k-n))/(2*t*t)) SWtdSum = SWtdSum + SWtd * Line1[period- k] SCumWt = SCumWt + SWtd end Line2[period] = SWtdSum / SCumWt if period <= first + Period then return; end local min, max = mathex.minmax(Line1, period-Period+1, period) local absmaxvalue = math.abs(max) local absminvalue = math.abs(min) local absmidvalue =0; maxr = 153 maxg = 255 maxb = 153 minr = 255 ming = 204 minb = 204 if Line1[period]>absmidvalue then r = maxr/(absmaxvalue-absmidvalue)*Line1[period] g = maxg/(absmaxvalue-absmidvalue)*Line1[period] b = maxb/(absmaxvalue-absmidvalue)*Line1[period] else r = math.abs(minr/math.abs(absminvalue-absmidvalue)*Line1[period]) g = math.abs(ming/math.abs(absminvalue-absmidvalue)*Line1[period]) b = math.abs(minb/math.abs(absminvalue-absmidvalue)*Line1[period]) end Line1:setColor(period, core.rgb(r, g, b)); end --[[ //--parameters //>OMA parameters Sensibility = 1 Adaptive = 1 //>MACD periods FLength = 24 SLength = 52 //>signal line SigLength = 9 Sigma = 4 Offset = 0.85 //-------- Speed = Sensibility Speed = Max(Speed,-1.5) price = average[1](customclose) tconst=Speed //--Fast moving average FLength = Max(FLength,1) //adaptive period averagePeriod = FLength if adaptive=1 and averagePeriod > 1 then minPeriod = averagePeriod/2.0 maxPeriod = minPeriod*5.0 endPeriod = round(maxPeriod) signal = Abs((price-stored[endPeriod])) noise = 0.00000000001 for k=1 to endPeriod do noise=noise+Abs(price-stored[k]) averagePeriod = round(((signal/noise)*(maxPeriod-minPeriod))+minPeriod) next endif alpha = (2.0+tconst)/(1.0+tconst+averagePeriod) e1 = e1 + alpha*(price-e1) e2 = e2 + alpha*(e1-e2) v1 = 1.5 * e1 - 0.5 * e2 e3 = e3 + alpha*(v1 -e3) e4 = e4 + alpha*(e3-e4) v2 = 1.5 * e3 - 0.5 * e4 e5 = e5 + alpha*(v2 -e5) e6 = e6 + alpha*(e5-e6) Fast = 1.5 * e5 - 0.5 * e6 //------------------------------------ //--Slow moving average SLength = Max(SLength,1) //adaptive period averagePeriod = SLength if adaptive=1 and averagePeriod > 1 then minPeriod = averagePeriod/2.0 maxPeriod = minPeriod*5.0 endPeriod = round(maxPeriod) signal = Abs((price-stored[endPeriod])) noise = 0.00000000001 for k=1 to endPeriod do noise=noise+Abs(price-stored[k]) averagePeriod = round(((signal/noise)*(maxPeriod-minPeriod))+minPeriod) next endif alpha = (2.0+tconst)/(1.0+tconst+averagePeriod) e1 = e1 + alpha*(price-e1) e2 = e2 + alpha*(e1-e2) v1 = 1.5 * e1 - 0.5 * e2 e3 = e3 + alpha*(v1 -e3) e4 = e4 + alpha*(e3-e4) v2 = 1.5 * e3 - 0.5 * e4 e5 = e5 + alpha*(v2 -e5) e6 = e6 + alpha*(e5-e6) Slow = 1.5 * e5 - 0.5 * e6 //------------------------------------ //--Signal moving average OMAMACD = Slow-Fast SigLength = Max(SigLength,1) //---Signal MA n = (Offset * (SigLength - 1)) t = SigLength/Sigma SWtdSum = 0 SCumWt = 0 for k = 0 to SigLength - 1 do SWtd = Exp(-((k-n)*(k-n))/(2*t*t)) SWtdSum = SWtdSum + SWtd * OMAMACD[SigLength - 1 - k] SCumWt = SCumWt + SWtd next SIGMACD = SWtdSum / SCumWt //------------------------------------ stored=price // --- ProRealcode RGB color matrix for PRT v10.3 valueentry = OMAMACD //data entry for automatic color scaling maxr = 153 //R of RGB value for "bullish" sentiment/zone maxg = 255 //G of RGB value for "bullish" sentiment/zone maxb = 153 //B of RGB value for "bullish" sentiment/zone minr = 255 //R of RGB value for "bearish" sentiment/zone ming = 204 //G of RGB value for "bearish" sentiment/zone minb = 204 //B of RGB value for "bearish" sentiment/zone maxvalue = highest[200](valueentry) //could be modified by the maximum value in a bounded oscillator middlevalue = 0 //middle value of the indicator minvalue = lowest[200](valueentry) //could be modified by the minimum value in a bounded oscillator absmaxvalue = abs(maxvalue) absminvalue = abs(minvalue) absmidvalue = abs(middlevalue) if valueentry>absmidvalue then r = maxr/(absmaxvalue-absmidvalue)*valueentry g = maxg/(absmaxvalue-absmidvalue)*valueentry b = maxb/(absmaxvalue-absmidvalue)*valueentry else r = abs(minr/abs(absminvalue-absmidvalue)*valueentry) g = abs(ming/abs(absminvalue-absmidvalue)*valueentry) b = abs(minb/abs(absminvalue-absmidvalue)*valueentry) endif RETURN OMAMACD coloured(r,g,b), SIGMACD as "Signal" ]]