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Super Trend Oscillator
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=973
Forum: 17 · Topic 973 · 12 post(s)
Super Trend Oscillator
Alexander.Gettinger · Thu May 06, 2010 9:33 am
function Init()
indicator:name("Super Trend oscillator");
indicator:description("");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addColor("UP_color", "Color of UP", "Color of UP", core.rgb(0, 255, 0));
indicator.parameters:addColor("DN_color", "Color of DN", "Color of DN", core.rgb(255, 0, 0));
end
local first;
local source = nil;
local Alpha;
local Buff1=nil;
local Buff4=nil;
local bufferUp=nil;
local bufferDn=nil;
local var4=0.;
function Prepare()
source = instance.source;
first = source:first();
local name = profile:id() .. "(" .. source:name() .. ")";
instance:name(name);
bufferUp = instance:addStream("UP", core.Bar, name .. ".UP", "UP", instance.parameters.UP_color, first);
bufferDn = instance:addStream("DN", core.Bar, name .. ".DN", "DN", instance.parameters.DN_color, first);
Alpha=core.makeArray(100);
Buff1 = instance:addInternalStream(0, 0);
Buff4 = instance:addInternalStream(0, 0);
local var1;
local var2;
local var3;
for i1=0,97,1 do
if i1<=18 then
var1=i1/18.;
else
var1=(i1-18.)*7./79.+1.;
end
var2=math.cos(math.pi*var1);
var3=1./(3.+math.pi*var1+1.);
if var1<=0.5 then
var3=1.;
end
Alpha[i1]=var3*var2;
var4=var4+Alpha[i1];
end
end
function Update(period, mode)
if (period>=first+100) then
local var5=0.;
local var6;
for i3=0,98,1 do
var6=source.close[period-i3];
var5=var5+Alpha[i3]*var6;
end
if var4>0. then
Buff1[period]=var5/var4;
end
Buff4[period]=Buff4[period-1];
if Buff1[period]>Buff1[period-1] then
Buff4[period]=1;
end
if Buff1[period]<Buff1[period-1] then
Buff4[period]=-1;
end
if Buff4[period]>0 then
bufferUp[period]=Buff1[period];
if Buff4[period-1]<0 then
bufferUp[period-1]=Buff1[period-1];
end
bufferDn[period]=nil;
end
if Buff4[period]<0 then
bufferDn[period]=Buff1[period];
if Buff4[period-1]>0 then
bufferDn[period-1]=Buff1[period-1];
end
bufferUp[period]=nil;
end
else
Buff1[period]=0.;
Buff4[period]=0.;
bufferUp[period]=0.;
bufferDn[period]=0.;
end
end
Single Output Stream Version
The indicator was revised and updated
Re: Super Trend Oscillator
Hybrid · Fri May 07, 2010 6:38 pm
Hi,
Thank you for this Oscillator.
Can a bigger time frame version be done ?
Re: Super Trend Oscillator
WWMMACAU · Fri May 07, 2010 7:27 pm
Thanks a lot Alexander.Gettinger.
Re: Super Trend Oscillator
Alexander.Gettinger · Sun May 09, 2010 10:28 am
Hybrid wrote: Hi,
Thank you for this Oscillator.
Can a bigger time frame version be done ?
-- todo: support week offset
function Init()
indicator:name("Bigger timeframe Bollinger Bands");
indicator:description("");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addGroup("Calculation");
indicator.parameters:addString("BS", "Time frame to calculate stochastic", "", "D1");
indicator.parameters:setFlag("BS", core.FLAG_PERIODS);
indicator.parameters:addGroup("Display");
indicator.parameters:addColor("UP_color", "Color of UP", "Color of UP", core.rgb(0, 255, 0));
indicator.parameters:addColor("DN_color", "Color of DN", "Color of DN", core.rgb(255, 0, 0));
end
local source; -- the source
local bf_data = nil; -- the high/low data
local N;
local Dev;
local HideAve;
local BS;
local bf_length; -- length of the bigger frame in seconds
local dates; -- candle dates
local host;
local BB;
local day_offset;
local week_offset;
local extent;
local Alpha;
local var4=0.;
local Buff1=nil;
local Buff4=nil;
local bufferUp=nil;
local bufferDn=nil;
function Prepare()
source = instance.source;
host = core.host;
day_offset = host:execute("getTradingDayOffset");
week_offset = host:execute("getTradingWeekOffset");
BS = instance.parameters.BS;
local s, e, s1, e1;
s, e = core.getcandle(source:barSize(), core.now(), 0, 0);
s1, e1 = core.getcandle(BS, core.now(), 0, 0);
assert ((e - s) <= (e1 - s1), "The chosen time frame must be bigger than the chart time frame!");
bf_length = math.floor((e1 - s1) * 86400 + 0.5);
local name = profile:id() .. "(" .. source:name() .. "," .. BS .. ")";
instance:name(name);
bufferUp = instance:addStream("UP", core.Bar, name .. ".UP", "UP", instance.parameters.UP_color, 0);
bufferDn = instance:addStream("DN", core.Bar, name .. ".DN", "DN", instance.parameters.DN_color, 0);
Alpha=core.makeArray(100);
Buff1 = instance:addInternalStream(0, 0);
Buff4 = instance:addInternalStream(0, 0);
local var1;
local var2;
local var3;
for i1=0,97,1 do
if i1<=18 then
var1=i1/18.;
else
var1=(i1-18.)*7./79.+1.;
end
var2=math.cos(math.pi*var1);
var3=1./(3.+math.pi*var1+1.);
if var1<=0.5 then
var3=1.;
end
Alpha[i1]=var3*var2;
var4=var4+Alpha[i1];
end
end
local loading = false;
local loadingFrom, loadingTo;
local pday = nil;
-- the function which is called to calculate the period
function Update(period, mode)
-- get date and time of the hi/lo candle in the reference data
local bf_candle;
bf_candle = core.getcandle(BS, source:date(period), day_offset, week_offset);
-- if data for the specific candle are still loading
-- then do nothing
if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then
return ;
end
-- if the period is before the source start
-- the do nothing
if period < source:first() then
return ;
end
local extent=100.;
-- if data is not loaded yet at all
-- load the data
if bf_data == nil then
-- there is no data at all, load initial data
local to, t;
local from;
if (source:isAlive()) then
-- if the source is subscribed for updates
-- then subscribe the current collection as well
to = 0;
else
-- else load up to the last currently available date
t, to = core.getcandle(BS, source:date(period), day_offset, week_offset);
end
from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset);
bufferUp:setBookmark(1, period);
-- shift so the bigger frame data is able to provide us with the stoch data at the first period
from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400;
local nontrading, nontradingend;
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
from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400;
end
loading = true;
loadingFrom = from;
loadingTo = to;
bf_data = host:execute("getHistory", 1, source:instrument(), BS, loadingFrom, to, source:isBid());
BB = core.indicators:create("SUPER_TREND_OSCILLATOR", bf_data);
return ;
end
-- check whether the requested candle is before
-- the reference collection start
if (bf_candle < bf_data:date(0)) then
bufferUp:setBookmark(1, period);
if loading then
return ;
end
-- shift so the bigger frame data is able to provide us with the stoch data at the first period
from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400;
local nontrading, nontradingend;
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
from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400;
end
loading = true;
loadingFrom = from;
loadingTo = bf_data:date(0);
host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo);
return ;
end
-- check whether the requested candle is after
-- the reference collection end
if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then
bufferUp:setBookmark(1, period);
if loading then
return ;
end
loading = true;
loadingFrom = bf_data:date(bf_data:size() - 1);
loadingTo = bf_candle;
host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo);
return ;
end
BB:update(mode);
local p;
p = findDateFast(bf_data, bf_candle, true);
if p == -1 then
return ;
end
if BB:getStream(0):hasData(p) then
bufferUp[period] = BB:getStream(0)[p];
end
if BB:getStream(1):hasData(p) then
bufferDn[period] = BB:getStream(1)[p];
end
end
-- the function is called when the async operation is finished
function AsyncOperationFinished(cookie)
local period;
pday = nil;
period = bufferUp:getBookmark(1);
if (period < 0) then
period = 0;
end
loading = false;
instance:updateFrom(period);
end
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;
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: Super Trend Oscillator
Hybrid · Sun May 09, 2010 12:50 pm
Thank you very much, Alexander!
Re: Super Trend Oscillator
one2share · Fri Jun 11, 2010 11:49 am
can I simply get a signal that sound when the supertrend changes colors from red to green and vice versa?
Re: Super Trend Oscillator
fxhokie · Sat Dec 31, 2011 2:16 am
Hello,
Was this request from June ever fulfilled? (And could it send an email/text message?)
thanks!
fxhokie
Re: Super Trend Oscillator
Apprentice · Wed Jan 04, 2012 7:11 am
It appears that the request was never entered.
Re: Super Trend Oscillator
Apprentice · Wed Jan 04, 2012 8:22 am
Requested can be found here. viewtopic.php?f=31&t=10946&p=22412#p22412
Re: Super Trend Oscillator
briansummy · Tue Mar 06, 2012 10:56 pm
Does the BF Supertrend ever repaint? Great work!
Re: Super Trend Oscillator
Apprentice · Thu Mar 08, 2012 6:26 am
For last period this is possible.
Re: Super Trend Oscillator
Apprentice · Mon Mar 27, 2017 4:08 pm
Indicator was revised and updated.