-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=72438 --+------------------------------------------------------------------------------------------------+ --| 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("LaguerreRSI Fractals Energy"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "Period", "", 13, 1, 2000); indicator.parameters:addGroup("Gamma Line Style"); indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE); indicator.parameters:addColor("color1", "Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addGroup("Laguerre RSI Line Style"); indicator.parameters:addInteger("width2", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style2", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE); indicator.parameters:addColor("color2", "Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addGroup("Levels"); indicator.parameters:addDouble("Level1", "1. Level","", 0.20); indicator.parameters:addDouble("Level2", "2. Level","", 0.50); indicator.parameters:addDouble("Level3", "3. Level","", 0.80); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128)); indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_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 first; local source = nil; local Period; -- Routine function Prepare(nameOnly) Period=instance.parameters.Period; source = instance.source local name = profile:id() .. "(" .. instance.source:name().. "," .. Period .. ")"; instance:name(name); if (nameOnly) then return; end --Indicator= core.indicators:create("AO", source, Period1, Period2); first=source:first()+Period ; hh = instance:addInternalStream(0, 0); L0 = instance:addInternalStream(0, 0); L1 = instance:addInternalStream(0, 0); L2 = instance:addInternalStream(0, 0); L3 = instance:addInternalStream(0, 0); gamma = instance:addStream("gamma", core.Line, name, "gamma", instance.parameters.color1, first+Period ); gamma:setPrecision(math.max(2, instance.source:getPrecision())); gamma:setWidth(instance.parameters.width1); gamma:setStyle(instance.parameters.style1); gamma:addLevel(0); gamma:addLevel(instance.parameters.Level1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); gamma:addLevel(instance.parameters.Level2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); gamma:addLevel(instance.parameters.Level3, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); LaguerreRSI = instance:addStream("LaguerreRSI", core.Line, name, "LaguerreRSI", instance.parameters.color2, first+Period ); LaguerreRSI:setPrecision(math.max(2, instance.source:getPrecision())); LaguerreRSI:setWidth(instance.parameters.width2); LaguerreRSI:setStyle(instance.parameters.style2); LaguerreRSI:addLevel(0); end function Update(period, mode) -- Indicator:update(mode); if period <= first then return; end local HH = math.max(source.high[period], source.close[period-1]) local min,max=mathex.minmax(source, period-Period+1, period); local o = (source.open[period]+ source.close[period-1]) / 2 hh[period] = math.max(source.high[period], source.close[period-1])- math.min(source.low[period],source.close[period-1]); local ll = math.min(source.low[period], source.close[period-1]) local c = (o + HH + ll + source.close[period]) / 4 if period <= first +Period then return; end gamma[period] = math.log( mathex.sum(hh, period-Period+1, period ) / (max-min))/ math.log(Period); L0[period] = (1 - gamma[period]) * c + gamma[period] * L0[period-1] L1[period] = -gamma[period] * L0[period] + L0[period-1] + gamma[period] * L1[period-1] L2[period]= -gamma[period] * L1[period] + L1[period-1] + gamma[period] * L2[period-1] L3[period] = -gamma[period] * L2[period] + L2[period-1] + gamma[period] * L3[period-1] if L0[period] >= L1[period] then CU1 = L0[period] - L1[period] CD1 = 0 else CD1 = L1[period] - L0[period] CU1 = 0 end if L1[period] >= L2[period] then CU2 = CU1 + L1[period] - L2[period] CD2 = CD1 else CD2 = CD1 + L2[period] - L1[period] CU2 = CU1 end if L2[period] >= L3[period] then CU = CU2 + L2[period] - L3[period] CD = CD2 else CU = CU2 CD = CD2 + L3[period] - L2[period] end if CU + CD ~= 0 then LaguerreRSI[period] = CU / (CU + CD) else LaguerreRSI[period]=0 end end --[[ //PRC_LaguerreRSI Fractals Energy | indicator //23.03.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //translated from original code from TOS (author:Mobius) // --- settings //nFE=13 //length for Fractal Energy calculation // --- end of settings // Calculations if barindex>nFE then o = (open + close[1]) / 2 hh = Max(high, close[1]) ll = Min(low, close[1]) c = (o + hh + ll + close) / 4 gamma = Log(Summation[nFE](Max(high, close[1]) - Min(low, close[1])) / (Highest[nFE](high) - Lowest[nFE](low)))/ Log(nFE) L0 = (1 - gamma) * c + gamma * L0[1] L1 = -gamma * L0 + L0[1] + gamma * L1[1] L2 = -gamma * L1 + L1[1] + gamma * L2[1] L3 = -gamma * L2 + L2[1] + gamma * L3[1] if L0 >= L1 then CU1 = L0 - L1 CD1 = 0 else CD1 = L1 - L0 CU1 = 0 endif if L1 >= L2 then CU2 = CU1 + L1 - L2 CD2 = CD1 else CD2 = CD1 + L2 - L1 CU2 = CU1 endif if L2 >= L3 then CU = CU2 + L2 - L3 CD = CD2 else CU = CU2 CD = CD2 + L3 - L2 endif if CU + CD <> 0 then lagRSI = CU / (CU + CD) else lagRSI=0 endif endif RETURN gamma coloured(200,200,0) as "gamma", lagRSI coloured(0,128,255) style(line,2) as "Lague ]]