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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
Code: Select all `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.pivar1); var3=1./(3.+math.pivar1+1.); if var1<=0.5 then var3=1.; end Alpha[i1]=var3var2; 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 ?
Code: Select all `– 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.pivar1); var3=1./(3.+math.pivar1+1.); if var1<=0.5 then var3=1.; end Alpha[i1]=var3var2; 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.