-- Id: 10791 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=60163 --+------------------------------------------------------------------+ --| Copyright � 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| 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("Intermediate cycle index"); indicator:description("Intermediate cycle index"); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Volatility Calculation"); indicator.parameters:addInteger("AveragePeriod", "Average Period", "Average Period", 25); indicator.parameters:addString("Method", "MA Method", "Method" , "MVA"); indicator.parameters:addStringAlternative("Method", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("Method", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("Method", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("Method", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("Method", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("Method", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("Method", "VIDYA", "VIDYA" , "VIDYA"); indicator.parameters:addStringAlternative("Method", "WMA", "WMA" , "WMA"); indicator.parameters:addInteger("ShiftPeriod", "Shift Period", "Shift Period", 12); indicator.parameters:addInteger("SummarizingPeriod", "Summarizing Period", "Summarizing Period", 50); indicator.parameters:addGroup(" Index Calculation"); indicator.parameters:addInteger("Short", "Short MA Period", "Short MA Period", 25); indicator.parameters:addInteger("Long", "Long MA Period", "Long MA Period", 50); indicator.parameters:addInteger("TsfPeriod", "TSF Period", "TSF Period", 6); indicator.parameters:addString("Method1", "MA Method", "Method" , "EMA"); indicator.parameters:addStringAlternative("Method1", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("Method1", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("Method1", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("Method1", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("Method1", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("Method1", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("Method1", "VIDYA", "VIDYA" , "VIDYA"); indicator.parameters:addStringAlternative("Method1", "WMA", "WMA" , "WMA"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("MCI_color", "Line Color", "Line Color", core.rgb(255, 0, 0)); 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:addGroup("OB/OS Levels"); indicator.parameters:addDouble("overbought", "Overbought Level","", 150); indicator.parameters:addDouble("oversold","Oversold Level","", -150); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128)); indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE); 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 AveragePeriod; local TsfPeriod; local ShiftPeriod; local SummarizingPeriod; local Method; local first; local source = nil; local MCI; local Short, Long, Method1; -- Streams block local sigom,MCI; local MA,yom,yomyom,som, Avg,varyom; local MA1,MA2; local yme; local TSF,ymes; -- Routine function Prepare(nameOnly) AveragePeriod = instance.parameters.AveragePeriod; TsfPeriod = instance.parameters.TsfPeriod; ShiftPeriod = instance.parameters.ShiftPeriod; Method = instance.parameters.Method; SummarizingPeriod = instance.parameters.SummarizingPeriod; Short = instance.parameters.Short; Long = instance.parameters.Long; Method1 = instance.parameters.Method1; source = instance.source; local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(AveragePeriod) .. ", " .. tostring(Method) .. ", " .. tostring(ShiftPeriod) .. ", " .. tostring(SummarizingPeriod) .. ", " ..Short .. ", " .. Long .. ", " .. Method1 .. ")"; instance:name(name); if (nameOnly) then return; end yom= instance:addInternalStream(0, 0); yomyom= instance:addInternalStream(0, 0); som= instance:addInternalStream(0, 0); varyom = instance:addInternalStream(0, 0); sigom = instance:addInternalStream(0, 0); yme= instance:addInternalStream(0, 0); ymes= instance:addInternalStream(0, 0); MA = core.indicators:create( Method, source, AveragePeriod); Avg = core.indicators:create( Method, som, AveragePeriod); first = MA.DATA:first()+ShiftPeriod; MA1 = core.indicators:create ( Method1, source, Short); MA2 = core.indicators:create( Method1, source, Long); assert(core.indicators:findIndicator("TSF") ~= nil, "TSF" .. " indicator must be installed"); TSF= core.indicators:create("TSF", yme, TsfPeriod); MCI = instance:addStream("ICI", core.Line, name, "ICI", instance.parameters.MCI_color,TSF.DATA:first()); MCI:setPrecision(math.max(2, instance.source:getPrecision())); MCI:setWidth(instance.parameters.width); MCI:setStyle(instance.parameters.style); MCI:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); MCI:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); MCI:addLevel(0, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period, mode) MA:update(mode); if period < first then return; end yom[period]= 100*(source[period]-MA.DATA[period-ShiftPeriod])/MA.DATA[period-ShiftPeriod]; yomyom[period]=yom[period]*yom[period]; if period < first + SummarizingPeriod then return; end local avyom= mathex.sum(yom, period-SummarizingPeriod+1, period)/SummarizingPeriod; varyom[period] = mathex.sum(yomyom,period-SummarizingPeriod+1, period)/50-avyom*avyom; som[period]= math.sqrt(varyom[period-ShiftPeriod]) ; Avg:update(mode); if period < Avg.DATA:first() then return; end sigom[period] = Avg.DATA[period]; MA1:update(mode); MA2:update(mode); if period < math.max(MA1.DATA:first(),MA2.DATA:first()) then return; end yme[period]=100*(MA1.DATA[period]-MA2.DATA[period])/MA2.DATA[period] TSF:update(mode); if period < TSF.DATA:first() then return; end ymes[period]=TSF.DATA[period]; MCI[period]= 100*ymes[period]/sigom[period] end --[[ sigom:=FmlVar(�_sac-sigom�,�sigom�); yie:=100*(Mov(C,25,E)-Mov(C,50,E))/Mov(C,50,E); yies:=TSF(yie,6); yiesn:=100*yies/sigom; yiesn;-150;+150; 0.0; ]]