-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=17&t=71880 --+------------------------------------------------------------------------------------------------+ --| 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("Trend continuation factor"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("n", "N", "", 20, 1, 2000); indicator.parameters:addInteger("t3_period", "t3_period MA", "", 5, 1, 2000); indicator.parameters:addDouble("b", "B", "", 0.618); indicator.parameters:addGroup("Line Style"); indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE); indicator.parameters:addColor("color1", "1. Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("color2", "2. Line Color", "", core.rgb(255, 0, 0)); 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 n, t3_period, b; local Indicator; local b2, b3,c1, c2, c3, c4,n1,w1, w2; -- Routine function Prepare(nameOnly) n=instance.parameters.n; t3_period=instance.parameters.t3_period; b=instance.parameters.b; source = instance.source local name = profile:id() .. "(" .. instance.source:name().. "," .. n.. "," .. t3_period.. "," .. b .. ")"; instance:name(name); if (nameOnly) then return; end -- Indicator= core.indicators:create("AO", source, Period1, Period2); first=source:first() ; b2=b*b; b3=b2*b; c1=-b3; c2=(3*(b2+b3)); c3=-3*(2*b2+b+b3); c4=(1+3*b+b3+3*b2); n1=t3_period; n1=1 + 0.5*(n1-1); w1=2/(n1 + 1); w2=1 - w1; Change_P = instance:addInternalStream(0, 0); CF_p = instance:addInternalStream(0, 0); Change_n= instance:addInternalStream(0, 0); CF_n= instance:addInternalStream(0, 0); e1= instance:addInternalStream(0, 0); e2= instance:addInternalStream(0, 0); e3= instance:addInternalStream(0, 0); e4= instance:addInternalStream(0, 0); e5= instance:addInternalStream(0, 0); e6= instance:addInternalStream(0, 0); e12= instance:addInternalStream(0, 0); e22= instance:addInternalStream(0, 0); e32= instance:addInternalStream(0, 0); e42= instance:addInternalStream(0, 0); e52= instance:addInternalStream(0, 0); e62= instance:addInternalStream(0, 0); Line1 = instance:addStream("Line1", core.Line, name, "1. Line", instance.parameters.color1, first ); Line1:setPrecision(math.max(2, instance.source:getPrecision())); Line1:setWidth(instance.parameters.width); Line1:setStyle(instance.parameters.style); Line1:addLevel(0); Line2 = instance:addStream("Line2", core.Line, name, "2. Line", instance.parameters.color2, first ); Line2:setPrecision(math.max(2, instance.source:getPrecision())); Line2:setWidth(instance.parameters.width); Line2:setStyle(instance.parameters.style); Line2:addLevel(0); end function Update(period, mode) -- Indicator:update(mode); if period < first then return; end --shift=limit - cnt; if(source[period] > source[period-1]) then Change_P[period]=source[period]- source[period-1]; CF_p[period]= Change_P[period] + CF_p[period-1]; Change_n[period]=0; CF_n[period]= 0; else Change_P[period]=0; CF_p[period]=0; Change_n[period] =source[period-1]- source[period]; CF_n[period]=Change_n[period]+ CF_n[period-1]; end if period < n then return; end k_p=mathex.sum(Change_P, period-n+1, period)-mathex.sum(Change_n, period-n+1, period); k_n=mathex.sum(Change_n, period-n+1, period)-mathex.sum(CF_p, period-n+1, period); A1=k_p; e1[period]=w1*A1 + w2*e1[period-1]; e2[period]=w1*e1[period] + w2*e2[period-1]; e3[period]=w1*e2[period] + w2*e3[period-1]; e4[period]=w1*e3[period] + w2*e4[period-1]; e5[period]=w1*e4[period] + w2*e5[period-1]; e6[period]=w1*e5[period] + w2*e6[period-1]; Line1[period]=c1*e6[period] + c2*e5[period] + c3*e4[period] + c4*e3[period]; A2=k_n; e12[period]=w1*A2 + w2*e12[period-1]; e22[period]=w1*e12[period] + w2*e22[period-1]; e32[period]=w1*e22[period] + w2*e32[period-1]; e42[period]=w1*e32[period] + w2*e42[period-1]; e52[period]=w1*e42[period] + w2*e52[period-1]; e62[period]=w1*e52[period] + w2*e62[period-1]; Line2[period]=c1*e62[period] + c2*e52[period] + c3*e42[period] + c4*e32[period]; end