fxcodebase-backup
SAR oscillator
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=1259
Forum: 17 · Topic 1259 · 6 post(s)
SAR oscillator
Alexander.Gettinger · Thu Jun 03, 2010 11:22 pm
SAR oscillator=SAR-Close;
function Init()
indicator:name("SAR oscillator");
indicator:description("SAR oscillator");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addDouble("Step", "Step for SAR", "", 0.02, 1, 200);
indicator.parameters:addDouble("Max", "Max for SAR", "", 0.2, 1, 200);
indicator.parameters:addColor("clr_buff1", "Color of Buff1", "Color of Buff1", core.rgb(0, 255, 0));
indicator.parameters:addColor("clr_buff2", "Color of Buff2", "Color of Buff2", core.rgb(0, 128, 0));
indicator.parameters:addColor("clr_buff3", "Color of Buff3", "Color of Buff3", core.rgb(255, 0, 0));
indicator.parameters:addColor("clr_buff4", "Color of Buff4", "Color of Buff4", core.rgb(128, 0, 0));
indicator.parameters:addColor("clr_Line", "Color of Line", "Color of Line", core.rgb(255, 255, 0));
end
local first;
local source = nil;
local Step;
local Max;
local SAR;
local Buff1=nil;
local Buff2=nil;
local Buff3=nil;
local Buff4=nil;
local LineBuff=nil;
function Prepare()
source = instance.source;
Step=instance.parameters.Step;
Max=instance.parameters.Max;
SAR = core.indicators:create("SAR", source, Step, Max);
first = SAR.DATA:first()+2;
local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.Step .. ", " .. instance.parameters.Max .. ")";
instance:name(name);
Buff1 = instance:addStream("Buff1", core.Bar, name .. ".Buff1", "Buff1", instance.parameters.clr_buff1, first);
Buff2 = instance:addStream("Buff2", core.Bar, name .. ".Buff2", "Buff2", instance.parameters.clr_buff2, first);
Buff3 = instance:addStream("Buff3", core.Bar, name .. ".Buff3", "Buff3", instance.parameters.clr_buff3, first);
Buff4 = instance:addStream("Buff4", core.Bar, name .. ".Buff4", "Buff4", instance.parameters.clr_buff4, first);
LineBuff = instance:addStream("LineBuff", core.Line, name .. ".LineBuff", "LineBuff", instance.parameters.clr_Line, first);
end
function Update(period, mode)
if (period>first) then
SAR:update(mode);
LineBuff[period]=math.max(SAR.UP[period],SAR.DN[period])-source.close[period];
if LineBuff[period]<0. then
if LineBuff[period]>LineBuff[period-1] then
Buff1[period]=LineBuff[period];
else
Buff2[period]=LineBuff[period];
end
else
if LineBuff[period]>LineBuff[period-1] then
Buff3[period]=LineBuff[period];
else
Buff4[period]=LineBuff[period];
end
end
end
end
MT4/Mq4 version viewtopic.php?f=38&t=63980&p=108612#p108612
Re: SAR oscillator
frank62 · Sun Jun 13, 2010 10:38 am
Hello I have instal this SAR oscillator! Unfortunadly I cant see it on the chart. Alexander can u check this SAR oscillator again please? I want to say that in this forum is an excelent work,thanks much!
Re: SAR oscillator
Checkz · Sat Sep 11, 2010 6:49 am
CAN THIS BE TURNED INTO A MULTI HEAT MAP.IT WOULD BE NICE
Re: SAR oscillator
Apprentice · Sat Sep 11, 2010 7:01 am
Added to development cue.
Re: SAR oscillator
Alexander.Gettinger · Tue Sep 14, 2010 11:15 am
SAR Oscillator Heat Map indicator.
-- Adds SAR parameter
function AddMvaParam(id, frame, step, max)
indicator.parameters:addString("B" .. id, "Time frame for avegage " .. id, "", frame);
indicator.parameters:setFlag("B" .. id, core.FLAG_PERIODS);
indicator.parameters:addDouble("Step" .. id, "Step " .. id .. " parameter", "", step);
indicator.parameters:addDouble("Max" .. id, "Max " .. id .. " parameter", "", max);
end
function Init()
indicator:name("Multitimeframe SAR Heat Map");
indicator:description("");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addGroup("Calculation");
AddMvaParam(1, "H1", 0.02, 0.2);
AddMvaParam(2, "H2", 0.02, 0.2);
AddMvaParam(3, "H4", 0.02, 0.2);
AddMvaParam(4, "H6", 0.02, 0.2);
AddMvaParam(5, "H8", 0.02, 0.2);
indicator.parameters:addGroup("Display");
indicator.parameters:addColor("clrUP1", "Up color 1", "", core.rgb(0, 255, 0));
indicator.parameters:addColor("clrUP2", "Up color 2", "", core.rgb(0, 128, 0));
indicator.parameters:addColor("clrDN1", "Down color 1", "", core.rgb(255, 0, 0));
indicator.parameters:addColor("clrDN2", "Down color 2", "", core.rgb(128, 0, 0));
indicator.parameters:addColor("clrLBL", "Label color", "", core.COLOR_LABEL);
end
-- list of streams
local streams = {}
-- the indicator source
local source;
local day_offset, week_offset;
local dummy;
local host;
local U1 = {};
local D1 = {};
local U2 = {};
local D2 = {};
local L = {};
local SAR = nil;
function Prepare()
source = instance.source;
host = core.host;
day_offset = host:execute("getTradingDayOffset");
week_offset = host:execute("getTradingWeekOffset");
CheckBarSize(1);
CheckBarSize(2);
CheckBarSize(3);
CheckBarSize(4);
CheckBarSize(5);
local i;
local name = profile:id() .. "(" .. source:name() .. ",";
for i = 1, 5, 1 do
name = name .. "(" ..
instance.parameters:getDouble("Step" .. i) .. ", " .. instance.parameters:getDouble("Max" .. i) .. ")";
L[i] = instance.parameters:getString("B" .. i) .. " " .. instance.parameters:getString("Step" .. i) .. ")";
end
name = name .. ")";
instance:name(name);
dummy = instance:addStream("D", core.Line, name .. ".D", "D", instance.parameters.clrLBL, 20);
dummy:addLevel(0);
dummy:addLevel(120);
for i = 1, 5, 1 do
U1[i] = instance:createTextOutput ("U1" .. i, "U1" .. i, "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clrUP1, 0);
D1[i] = instance:createTextOutput ("D1" .. i, "D1" .. i, "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clrDN1, 0);
U2[i] = instance:createTextOutput ("U2" .. i, "U2" .. i, "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clrUP2, 0);
D2[i] = instance:createTextOutput ("D2" .. i, "D2" .. i, "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clrDN2, 0);
end
end
function CheckBarSize(id)
local s, e, s1, e1;
s, e = core.getcandle(source:barSize(), core.now(), 0, 0);
s1, e1 = core.getcandle(instance.parameters:getString("B" .. id), core.now(), 0, 0);
assert ((e - s) <= (e1 - s1), "The chosen time frame must be equal to or bigger than the chart time frame!");
end
function Update(period, mode)
local i, p, loading;
-- request for data and create MVA's if they do not exist yet.
if SAR == nil then
SAR = {};
for i = 1, 5, 1 do
stream = registerStream(i, instance.parameters:getString("B" .. i), instance.parameters:getDouble("Step" .. i));
SAR[i] = core.indicators:create("SAR_OSCILLATOR", getPriceStream(stream), instance.parameters:getDouble("Step" .. i), instance.parameters:getDouble("Max" .. i));
end
end
for i = 1, 5, 1 do
p, loading = getPeriod(i, period);
if p ~= -1 then
SAR[i]:update(mode);
if SAR[i].LineBuff:hasData(p) then
if SAR[i].Buff1[p] == SAR[i].LineBuff[p] then
U1[i]:set(period, (6 - i) * 20, "\110");
end
if SAR[i].Buff2[p] == SAR[i].LineBuff[p] then
U2[i]:set(period, (6 - i) * 20, "\110");
end
if SAR[i].Buff3[p] == SAR[i].LineBuff[p] then
D1[i]:set(period, (6 - i) * 20, "\110");
end
if SAR[i].Buff4[p] == SAR[i].LineBuff[p] then
D2[i]:set(period, (6 - i) * 20, "\110");
end
end
end
end
if period == source:size() - 1 then
for i = 1, 5, 1 do
host:execute("drawLabel", i, source:date(period), (6 - i) * 20, L[i]);
end
end
end
function getPriceStream(stream)
local s = instance.parameters.S;
return stream;
end
-- register stream
-- @param barSize Stream's bar size
-- @param extent The size of the required exten
-- @return the stream reference
function registerStream(id, barSize, extent)
local stream = {};
local s1, e1, length;
local from, to;
s1, e1 = core.getcandle(barSize, core.now(), 0, 0);
length = math.floor((e1 - s1) * 86400 + 0.5);
-- the size of the source
if barSize == source:barSize() then
stream.data = source;
stream.barSize = barSize;
stream.external = false;
stream.length = length;
stream.loading = false;
stream.extent = extent;
stream.loading = false;
else
stream.data = nil;
stream.barSize = barSize;
stream.external = true;
stream.length = length;
stream.loading = false;
stream.extent = extent;
local from, dataFrom
from, dataFrom = getFrom(barSize, length, extent);
if (source:isAlive()) then
to = 0;
else
t, to = core.getcandle(barSize, source:date(source:size() - 1), day_offset, week_offset);
end
stream.loading = true;
stream.loadingFrom = from;
stream.dataFrom = dataFrom;
stream.data = host:execute("getHistory", id, source:instrument(), barSize, from, to, source:isBid());
setBookmark(0);
end
streams[id] = stream;
return stream.data;
end
function getPeriod(id, period)
local stream = streams[id];
assert(stream ~= nil, "Stream is not registered");
local candle, from, dataFrom, to;
if stream.external then
candle = core.getcandle(stream.barSize, source:date(period), day_offset, week_offset);
if candle < stream.dataFrom then
setBookmark(period);
if stream.loading then
return -1, true;
end
from, dataFrom = getFrom(stream.barSize, stream.length, stream.extent);
stream.loading = true;
stream.loadingFrom = from;
stream.dataFrom = dataFrom;
host:execute("extendHistory", id, stream.data, from, stream.data:date(0));
return -1, true;
end
if (not(source:isAlive()) and candle > stream.data:date(stream.data:size() - 1)) then
setBookmark(period);
if stream.loading then
return -1, true;
end
stream.loading = true;
from = bf_data:date(bf_data:size() - 1);
to = candle;
host:execute("extendHistory", id, stream.data, from, to);
end
local p;
p = findDateFast(stream.data, candle, true);
return p, stream.loading;
else
return period;
end
end
function setBookmark(period)
local bm;
bm = dummy:getBookmark(1);
if bm < 0 then
bm = period;
else
bm = math.min(period, bm);
end
dummy:setBookmark(1, bm);
end
-- get the from date for the stream using bar size and extent and taking the non-trading periods
-- into account
function getFrom(barSize, length, extent)
local from, loadFrom;
local nontrading, nontradingend;
from = core.getcandle(barSize, source:date(source:first()), day_offset, week_offset);
loadFrom = math.floor(from * 86400 - length * extent + 0.5) / 86400;
nontrading, nontradingend = core.isnontrading(from, day_offset);
if nontrading then
-- if it is non-trading, shift for two days to skip the non-trading periods
loadFrom = math.floor((loadFrom - 2) * 86400 - length * extent + 0.5) / 86400;
end
return loadFrom, from;
end
-- the function is called when the async operation is finished
function AsyncOperationFinished(cookie)
local period;
local stream = streams[cookie];
if stream == nil then
return ;
end
stream.loading = false;
period = dummy:getBookmark(1);
if (period < 0) then
period = 0;
end
loading = false;
instance:updateFrom(period);
end
-- find the date in the stream using binary search algo.
function findDateFast(stream, date, precise)
local datesec = nil;
local periodsec = nil;
local min, max, mid;
datesec = math.floor(date * 86400 + 0.5)
min = 0;
max = stream:size() - 1;
if max < 1 then
return -1;
end
while true do
mid = math.floor((min + max) / 2);
periodsec = math.floor(stream:date(mid) * 86400 + 0.5);
if datesec == periodsec then
return mid;
elseif datesec > periodsec then
min = mid + 1;
else
max = mid - 1;
end
if min > max then
if precise then
return -1;
else
return min - 1;
end
end
end
end
Re: SAR oscillator
Apprentice · Mon Feb 05, 2018 8:03 am
The Indicator was revised and updated.