-- Id: 22306 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=66656 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ -- RocketRSI Indicator (C) 2005-2018 John F. Ehlers -- October 2018 • Technical Analysis of Stocks & commodities function Init() indicator:name("RocketRSI with probability distribution measurement"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addInteger("SmoothLength", "Smooth Length", "", 8); indicator.parameters:addInteger("RSILength", "RSI Length", "", 10); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("RocketRSI_color", "Color of RocketRSI", "Color of RocketRSI", core.rgb(0, 255, 0)); indicator.parameters:addColor("distr_color_1", "Color of Distribution Bars -3 .. -2", "Color of Distribution Bars", core.rgb(255, 0, 0)); indicator.parameters:addColor("distr_color_2", "Color of Distribution Bars -2 .. -1", "Color of Distribution Bars", core.rgb(192, 0, 0)); indicator.parameters:addColor("distr_color_3", "Color of Distribution Bars -1 .. 0", "Color of Distribution Bars", core.rgb(128, 0, 0)); indicator.parameters:addColor("distr_color_4", "Color of Distribution Bars 0 .. 1", "Color of Distribution Bars", core.rgb(0, 128, 0)); indicator.parameters:addColor("distr_color_5", "Color of Distribution Bars 1 .. 2", "Color of Distribution Bars", core.rgb(0, 192, 0)); indicator.parameters:addColor("distr_color_6", "Color of Distribution Bars 2 .. 3", "Color of Distribution Bars", core.rgb(0, 255, 0)); indicator.parameters:addInteger("Transparency", "Transparency", "", 90, 0, 100); end local c1; local c2; local c3; local Filt; local first; local RSILength; local Mom; local source; function Prepare(nameOnly) RSILength = instance.parameters.RSILength; source = instance.source; local name = string.format("%s(%s, %d, %d)", profile:id(), source:name(), RSILength, instance.parameters.SmoothLength); instance:name(name); if nameOnly then return; end first = source:first() + RSILength - 1; RocketRSI = instance:addStream("RocketRSI", core.Line, "RocketRSI", "RocketRSI", instance.parameters.RocketRSI_color, first + RSILength); RocketRSI:setPrecision(math.max(2, instance.source:getPrecision())); local a1 = math.exp(-1.414 * 3.14159 / instance.parameters.SmoothLength); local b1 = 2 * a1 * math.cos(1.414 * 180 / instance.parameters.SmoothLength); c2 = b1; c3 = -a1 * a1; c1 = 1 - c2 - c3; Filt = instance:addInternalStream(0, 0); Mom = instance:addInternalStream(0, 0); instance:ownerDrawn(true); end local Bin = {}; local LastBin; local init = false; function Draw(stage, context) if stage ~= 0 or Bin.Max == nil then return; end if not init then context:createPen(1, context.SOLID, 3, instance.parameters.distr_color_1); context:createSolidBrush(11, instance.parameters.distr_color_1); context:createPen(2, context.SOLID, 3, instance.parameters.distr_color_2); context:createSolidBrush(12, instance.parameters.distr_color_2); context:createPen(3, context.SOLID, 3, instance.parameters.distr_color_3); context:createSolidBrush(13, instance.parameters.distr_color_3); context:createPen(4, context.SOLID, 3, instance.parameters.distr_color_4); context:createSolidBrush(14, instance.parameters.distr_color_4); context:createPen(5, context.SOLID, 3, instance.parameters.distr_color_5); context:createSolidBrush(15, instance.parameters.distr_color_5); context:createPen(6, context.SOLID, 3, instance.parameters.distr_color_6); context:createSolidBrush(16, instance.parameters.distr_color_6); init = true; end local maxHeight = context:bottom() - context:top(); local maxWidth = context:right() - context:left(); local height = maxHeight / Bin.Max; local width = maxWidth / 60; local shift = 0; if width > 3 then shift = 1; end for i = 1, 60 do local val = Bin[i]; if val ~= nil then context:drawRectangle(math.floor((i - 1) / 10) + 1, math.floor((i - 1) / 10) + 11, context:left() + (i - 1) * width + shift, context:bottom(), context:left() + i * width - shift, context:bottom() - val * height, context:convertTransparency(instance.parameters.Transparency)); end end end local lastSerial; function Update(period, mode) if period < first then return; end Mom[period] = source[period] + source[period - RSILength + 1]; if period >= first + 1 then local part2 = 0; local part3 = 0; if period > first + 1 then part2 = c2 * Filt[period - 1]; if period > first + 2 then part3 = c3 * Filt[period - 2]; end end Filt[period] = c1 * (Mom[period] + Mom[period - 1]) / 2 + part2 + part3; end if period >= first + RSILength then CU = 0; CD = 0; for count = 0, RSILength - 1 do local val = Filt[period - count] - Filt[period - count - 1]; if val > 0 then CU = CU + val; elseif val < 0 then CD = CD + math.abs(val); end end if CU + CD ~= 0 then local rsi = math.min(0.999, math.max((CU - CD) / (CU + CD), -0.999)); RocketRSI[period] = 0.5 * math.log((1 + rsi) / (1 - rsi)); end if lastSerial ~= source:serial(period) then LastBin = Bin; Bin = {}; lastSerial = source:serial(period); end for i = 1, 60 do local J = (i - 31.0) / 10.0; local K = (i - 30.0) / 10.0; if RocketRSI[period] > J and RocketRSI[period] <= K then if LastBin == nil or LastBin[i] == nil then Bin[i] = 1; else Bin[i] = LastBin[i] + 1; end if Bin.Max == nil or Bin.Max < Bin[i] then Bin.Max = Bin[i]; end else Bin[i] = LastBin[i]; end end end end