-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=1347&p=2585#p2585 --+------------------------------------------------------------------+ --| 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("Averages Qualitative Quantitative Estimation Overlay"); indicator:description("Qualitative Quantitative Estimation Overlay"); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("Mode", "Overlay Method", "", "QQE/FAST"); indicator.parameters:addStringAlternative("Mode", "QQE/FAST", "", "QQE/FAST"); indicator.parameters:addStringAlternative("Mode", "QQE/SLOW", "", "QQE/SLOW"); indicator.parameters:addStringAlternative("Mode", "FAST/SLOW", "", "FAST/SLOW"); indicator.parameters:addInteger("RF", "RSI Period", "RSI Period", 14); indicator.parameters:addString("DSM", "Delta Smoothing Method", "", "EMA"); indicator.parameters:addStringAlternative("DSM", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("DSM", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("DSM", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("DSM", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("DSM", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("DSM", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("DSM", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("DSM", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("DSM", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("DSM", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("DSM", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("DSM", "T3", "", "T3"); indicator.parameters:addStringAlternative("DSM", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("DSM", "Median", "", "Median"); indicator.parameters:addStringAlternative("DSM", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("DSM", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("DSM", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("DSM", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("DSM", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("DSM", "JSmooth", "", "JSmooth"); indicator.parameters:addStringAlternative("DSM", "KAMA", "", "KAMA"); indicator.parameters:addInteger("RSP", "RSI Smoothing Period", "RSI Smoothing Period", 5); indicator.parameters:addString("RSM", "RSI Smoothing Method", "", "EMA"); indicator.parameters:addStringAlternative("RSM", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("RSM", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("RSM", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("RSM", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("RSM", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("RSM", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("RSM", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("RSM", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("RSM", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("RSM", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("RSM", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("RSM", "T3", "", "T3"); indicator.parameters:addStringAlternative("RSM", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("RSM", "Median", "", "Median"); indicator.parameters:addStringAlternative("RSM", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("RSM", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("RSM", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("RSM", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("RSM", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("RSM", "JSmooth", "", "JSmooth"); indicator.parameters:addStringAlternative("RSM", "KAMA", "", "KAMA"); indicator.parameters:addInteger("AP", " ATR Period", " ATR Period", 14); indicator.parameters:addString("ASM", "ATR Smoothing Method", "", "EMA"); indicator.parameters:addStringAlternative("ASM", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("ASM", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("ASM", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("ASM", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("ASM", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("ASM", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("ASM", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("ASM", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("ASM", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("ASM", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("ASM", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("ASM", "T3", "", "T3"); indicator.parameters:addStringAlternative("ASM", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("ASM", "Median", "", "Median"); indicator.parameters:addStringAlternative("ASM", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("ASM", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("ASM", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("ASM", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("ASM", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("ASM", "JSmooth", "", "JSmooth"); indicator.parameters:addStringAlternative("ASM", "KAMA", "", "KAMA"); indicator.parameters:addDouble("F", "Fast ATR Multipliers", "Fast ATR Multipliers", 2.618 ); indicator.parameters:addDouble("S", "Slow ATR Multipliers", "Slow ATR Multipliers", 4.236); indicator.parameters:addGroup("Calculation"); indicator.parameters:addColor("Up", "Color of Up", "Color of Up", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "Color of Down", "Color of Down", core.rgb(255, 0, 0)); indicator.parameters:addColor("Neutral", "Color of Neutral", "Color of Neutral", core.rgb(128, 128, 128)); 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 RF; local RSP; local RSM; local AP; local FM; local SM; local Slow; local ASM; local first; local source = nil; local DSM; -- Streams block local RSI=nil; local EMA=nil; local TR=nil; local ATR=nil; local Stop1=nil; local Stop2=nil; local QQE = nil; local TS1 = nil; local TS2 = nil; local WildersPeriod=nil local Up, Down,Neutral; local Mode; local open,close, high,low; -- Routine function Prepare(nameOnly) RF = instance.parameters.RF; RSP = instance.parameters.RSP; RSM = instance.parameters.RSM; AP = instance.parameters.AP; ASM= instance.parameters.ASM; SM = instance.parameters.S; FM = instance.parameters.F; DSM = instance.parameters.DSM; Mode = instance.parameters.Mode; Up = instance.parameters.Up; Down = instance.parameters.Down; Neutral = instance.parameters.Neutral; source = instance.source; first = source:first(); WildersPeriod=RF * 2 - 1; local name = profile:id() .. "(" .. source:name() .. ", " .. RF.. ", " .. DSM .. ", " .. RSP .. ", " .. RSM ..", " .. AP ..", " .. ASM.. ", " .. FM .. ", " .. SM .. ")"; instance:name(name); if (nameOnly) then return; end assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); RSI = core.indicators:create("RSI", source.close, RF); MA = core.indicators:create("AVERAGES", RSI.DATA, RSM, RSP, false); TR = instance:addInternalStream(0, 0); ATR = core.indicators:create("AVERAGES", TR, ASM, AP, false); DELTA = core.indicators:create("AVERAGES", ATR.DATA, DSM, WildersPeriod, false); QQE = instance:addInternalStream(0, 0); TS1 = instance:addInternalStream(0, 0); TS2 = instance:addInternalStream(0, 0); open = instance:addStream("open", core.Line, name .. ".open", "open", Neutral, source:first()); close = instance:addStream("close", core.Line, name .. ".close", "close", Neutral, source:first()); high = instance:addStream("high", core.Line, name .. ".high", "high", Neutral, source:first()); low = instance:addStream("low", core.Line, name .. ".low", "low", Neutral, source:first()); instance:createCandleGroup("ZONE", "", open, high, low, close ); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period,mode) open[period]=source.open[period]; close[period]=source.close[period]; high[period]=source.high[period]; low[period]=source.low[period]; RSI:update(mode); MA:update(mode); if period < MA.DATA:first() then open:setColor(period, Neutral); return; end QQE[period] = MA.DATA[period]; if period < MA.DATA:first()+1 then open:setColor(period, Neutral); return; end TR[period] = math.abs(MA.DATA[period] - MA.DATA[period-1]); ATR:update(mode); DELTA:update(mode); if period < DELTA.DATA:first() then open:setColor(period, Neutral); return; end if MA.DATA[period] < TS1[period-1] then Stop1=MA.DATA[period] + DELTA.DATA[period]*FM; if Stop1 > TS1[period-1] then if MA.DATA[period-1] < TS1[period-1] then Stop1 = TS1[period-1]; end end elseif MA.DATA[period] > TS1[period-1] then Stop1=MA.DATA[period] - DELTA.DATA[period]*FM; if Stop1 < TS1[period-1] then if MA.DATA[period-1] > TS1[period-1] then Stop1 = TS1[period-1]; end end end TS1[period]=Stop1; if MA.DATA[period] < TS2[period-1] then Stop2=MA.DATA[period] + DELTA.DATA[period]*SM; if Stop2 > TS2[period-1] then if MA.DATA[period-1] < TS2[period-1] then Stop2 = TS2[period-1]; end end elseif MA.DATA[period] > TS2[period-1] then Stop2=MA.DATA[period] - DELTA.DATA[period]*SM; if Stop2 < TS2[period-1] then if MA.DATA[period-1] > TS2[period-1] then Stop2 = TS2[period-1]; end end end TS2[period]=Stop2; if Mode== "QQE/FAST" then if QQE[period]> TS1[period] then open:setColor(period, Up); elseif QQE[period]< TS1[period] then open:setColor(period, Down); else open:setColor(period, Neutral); end elseif Mode =="QQE/SLOW" then if QQE[period]> TS2[period] then open:setColor(period, Up); elseif QQE[period]< TS2[period] then open:setColor(period, Down); else open:setColor(period, Neutral); end else if TS1[period]> TS2[period] then open:setColor(period, Up); elseif TS1[period]< TS2[period] then open:setColor(period, Down); else open:setColor(period, Neutral); end end end