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USD Strength Effect indicator

Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=2099
Forum: 17 · Topic 2099 · 5 post(s)

USD Strength Effect indicator

Alexander.Gettinger · Wed Sep 08, 2010 9:39 pm

Code: Select all `function Init() indicator:name(“USD Strength Effect indicator”); indicator:description(“USD Strength Effect indicator”); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator);

indicator.parameters:addGroup(“Calculation”); indicator.parameters:addInteger(“slow_check_ma”, “slow_check_ma”, “slow_check_ma”, 55); indicator.parameters:addInteger(“fast_check_ma”, “fast_check_ma”, “fast_check_ma”, 34); indicator.parameters:addInteger(“sig_smooth”, “sig_smooth”, “sig_smooth”, 15);

indicator.parameters:addGroup(“Style”); indicator.parameters:addColor(“DATAclr”, “Color of DATA line”, “Color of DATA line”, core.rgb(0, 255, 0)); indicator.parameters:addColor(“SIGNALclr”, “Color of SIGNAL line”, “Color of SIGNAL line”, core.rgb(255, 0, 0)); end

local source; local barSize; local DataBuff; local loading = false; local offset; local weekoffset; local slow_check_ma; local fast_check_ma; local sig_smooth; local DataMajorPair1; local DataMajorPair2; local DataMajorPair3; local DataMinorPair1; local DataMinorPair2; local DataMinorPair3; local DataMinorPair4; local MajorMA1_fast; local MajorMA1_slow; local MajorMA2_fast; local MajorMA2_slow; local MajorMA3_fast; local MajorMA3_slow; local MinorMA1_fast; local MinorMA1_slow; local MinorMA2_fast; local MinorMA2_slow; local MinorMA3_fast; local MinorMA3_slow; local MinorMA4_fast; local MinorMA4_slow; local c1=0; local c2=0; local c3=0; local c4=0; local c5=0; local c6=0; local c7=0; local sig;

– indexes for the instruments in the data table local usdchf = 1; local usdjpy = 2; local usdcad = 3; local audusd = 4; local eurusd = 5; local gbpusd = 6; local nzdusd = 7; local first = nil; local last = nil; – data table local data = {};

– add a new item into the data table – index - is the index of the item in the table – instrument - the instrument name – weight - the weigth of the instrument function AddCollectionItem(index, instrument, weight) local t, coll, from, to, tmp; t = {}; t.instrument = instrument; t.data = nil; t.loading = false; t.weight = weight; t.rqfrom = nil; t.rqto = nil; data[index] = t;

if first == nil or first > index then first = index; end if last == nil or last < index then last = index; end end

– initialize the collection of the instruments function InitCollection() – sum of absolute values of the weights must be 1. negative sign is for the – instrument which has USD as counter currency. AddCollectionItem(usdchf, “USD/CHF”, 1); AddCollectionItem(usdjpy, “USD/JPY”, 1); AddCollectionItem(usdcad, “USD/CAD”, 1); AddCollectionItem(audusd, “AUD/USD”, 1); AddCollectionItem(eurusd, “EUR/USD”, 1); AddCollectionItem(gbpusd, “GBP/USD”, 1); AddCollectionItem(nzdusd, “NZD/USD”, 1); end

– prepare the indicator function Prepare() source = instance.source; host = core.host; barSize = source:barSize(); offset = host:execute(“getTradingDayOffset”); weekoffset = host:execute(“getTradingWeekOffset”);

slow_check_ma=instance.parameters.slow_check_ma; fast_check_ma=instance.parameters.fast_check_ma; sig_smooth=instance.parameters.sig_smooth; DataMajorPair1 = instance:addInternalStream(instance.source:first(), 0); DataMajorPair2 = instance:addInternalStream(instance.source:first(), 0); DataMajorPair3 = instance:addInternalStream(instance.source:first(), 0); DataMinorPair1 = instance:addInternalStream(instance.source:first(), 0); DataMinorPair2 = instance:addInternalStream(instance.source:first(), 0); DataMinorPair3 = instance:addInternalStream(instance.source:first(), 0); DataMinorPair4 = instance:addInternalStream(instance.source:first(), 0); MajorMA1_fast = core.indicators:create(“LWMA”, DataMajorPair1, fast_check_ma); MajorMA1_slow = core.indicators:create(“LWMA”, DataMajorPair1, slow_check_ma); MajorMA2_fast = core.indicators:create(“LWMA”, DataMajorPair2, fast_check_ma); MajorMA2_slow = core.indicators:create(“LWMA”, DataMajorPair2, slow_check_ma); MajorMA3_fast = core.indicators:create(“LWMA”, DataMajorPair3, fast_check_ma); MajorMA3_slow = core.indicators:create(“LWMA”, DataMajorPair3, slow_check_ma); MinorMA1_fast = core.indicators:create(“LWMA”, DataMinorPair1, fast_check_ma); MinorMA1_slow = core.indicators:create(“LWMA”, DataMinorPair1, slow_check_ma); MinorMA2_fast = core.indicators:create(“LWMA”, DataMinorPair2, fast_check_ma); MinorMA2_slow = core.indicators:create(“LWMA”, DataMinorPair2, slow_check_ma); MinorMA3_fast = core.indicators:create(“LWMA”, DataMinorPair3, fast_check_ma); MinorMA3_slow = core.indicators:create(“LWMA”, DataMinorPair3, slow_check_ma); MinorMA4_fast = core.indicators:create(“LWMA”, DataMinorPair4, fast_check_ma); MinorMA4_slow = core.indicators:create(“LWMA”, DataMinorPair4, slow_check_ma);

InitCollection();

local name = profile:id(); instance:name(name); DataBuff = instance:addStream(“DataBuff”, core.Line, name .. “.Data”, “Data”, instance.parameters.DATAclr, 0); SignalBuff = instance:addStream(“SignalBuff”, core.Line, name .. “.Signal”, “Signal”, instance.parameters.SIGNALclr, 0); sig = core.indicators:create(“LWMA”, DataBuff, sig_smooth); end

local p = {}; local w = {};

– get the price of the specified instrument function GetPrice(index, date) local t;

local from, to, tmp;

t = data[index];

assert(t ~= nil, “internal error!”);

if t.data == nil then – data is not loaded yet at all if source:isAlive() then to = 0; else to = source:date(source:size() - 1); end from = source:date(source:first()); t.data = host:execute(“getHistory”, index, t.instrument, barSize, from, to, source:isBid()); t.rqfrom = from; t.rqto = to; t.loading = true; loading = true; return 0, 0; elseif date < t.rqfrom then – requested date is before the first item of the collection – we have ever requested from = date; to = t.data:date(0); host:execute(“extendHistory”, index, t.data, from, to); t.rqfrom = from; t.loading = true; loading = true; return 0, 0; elseif not(source:isAlive()) and date > t.rqto then – requested date is after the last item of the collection – we have ever requested to = date; from = t.data:date(t.data:size() - 1); host:execute(“extendHistory”, index, t.data, from, to); t.rqto = to; t.loading = true; loading = true; return 0, 0; end

local p; p = findDateFast(t.data, date, false); if p < 0 then return 0, 0; end return t.data.close[p], t.weight; end

local lastdate = nil;

– the function which is called to calculate the period function Update(period, mode)

if loading or period <= source:first()+slow_check_ma then return ; end

– do not calculate for the floating candle period = period - 1;

if lastdate ~= nil and source:date(period) == lastdate then return ; end

lastdate = source:date(period);

local i, x, absent, a, b; absent = false; for i = first, last, 1 do a, b = GetPrice(i, lastdate); if a == 0 then absent = true; end p[i] = a; w[i] = b; end

if loading then DataBuff:setBookmark(1, period); return ; end

if absent then if DataBuff:hasData(period - 1) then DataBuff[period] = DataBuff[period - 1]; end else DataMajorPair1[period+1]=p[1]; DataMajorPair2[period+1]=p[2]; DataMajorPair3[period+1]=p[3]; DataMinorPair1[period+1]=p[4]; DataMinorPair2[period+1]=p[5]; DataMinorPair3[period+1]=p[6]; DataMinorPair4[period+1]=p[7]; MajorMA1_fast:update(mode); MajorMA1_slow:update(mode); MajorMA2_fast:update(mode); MajorMA2_slow:update(mode); MajorMA3_fast:update(mode); MajorMA3_slow:update(mode); MinorMA1_fast:update(mode); MinorMA1_slow:update(mode); MinorMA2_fast:update(mode); MinorMA2_slow:update(mode); MinorMA3_fast:update(mode); MinorMA3_slow:update(mode); MinorMA4_fast:update(mode); MinorMA4_slow:update(mode); if MajorMA1_fast.DATA[period]>MajorMA1_slow.DATA[period] and MajorMA1_fast.DATA[period]>MajorMA1_fast.DATA[period-1] then c1=1; elseif MajorMA1_fast.DATA[period]>MajorMA1_slow.DATA[period] and MajorMA1_fast.DATA[period]<MajorMA1_fast.DATA[period-1] then c1=0.5; elseif MajorMA1_fast.DATA[period]<MajorMA1_slow.DATA[period] and MajorMA1_fast.DATA[period]<MajorMA1_fast.DATA[period-1] then c1=-1; elseif MajorMA1_fast.DATA[period]<MajorMA1_slow.DATA[period] and MajorMA1_fast.DATA[period]>MajorMA1_fast.DATA[period-1] then c1=-0.5; elseif MajorMA1_fast.DATA[period]==MajorMA1_slow.DATA[period] then c1=0; end

if MajorMA2_fast.DATA[period]>MajorMA2_slow.DATA[period] and MajorMA2_fast.DATA[period]>MajorMA2_fast.DATA[period-1] then c2=1; elseif MajorMA2_fast.DATA[period]>MajorMA2_slow.DATA[period] and MajorMA2_fast.DATA[period]<MajorMA2_fast.DATA[period-1] then c2=0.5; elseif MajorMA2_fast.DATA[period]<MajorMA2_slow.DATA[period] and MajorMA2_fast.DATA[period]<MajorMA2_fast.DATA[period-1] then c2=-1; elseif MajorMA2_fast.DATA[period]<MajorMA2_slow.DATA[period] and MajorMA2_fast.DATA[period]>MajorMA2_fast.DATA[period-1] then c2=-0.5; elseif MajorMA2_fast.DATA[period]==MajorMA2_slow.DATA[period] then c2=0; end

if MajorMA3_fast.DATA[period]>MajorMA3_slow.DATA[period] and MajorMA3_fast.DATA[period]>MajorMA3_fast.DATA[period-1] then c3=1; elseif MajorMA3_fast.DATA[period]>MajorMA3_slow.DATA[period] and MajorMA3_fast.DATA[period]<MajorMA3_fast.DATA[period-1] then c3=0.5; elseif MajorMA3_fast.DATA[period]<MajorMA3_slow.DATA[period] and MajorMA3_fast.DATA[period]<MajorMA3_fast.DATA[period-1] then c3=-1; elseif MajorMA3_fast.DATA[period]<MajorMA3_slow.DATA[period] and MajorMA3_fast.DATA[period]>MajorMA3_fast.DATA[period-1] then c3=-0.5; elseif MajorMA3_fast.DATA[period]==MajorMA3_slow.DATA[period] then c3=0; end

if MinorMA1_fast.DATA[period]>MinorMA1_slow.DATA[period] and MinorMA1_fast.DATA[period]>MinorMA1_fast.DATA[period-1] then c4=-1; elseif MinorMA1_fast.DATA[period]>MinorMA1_slow.DATA[period] and MinorMA1_fast.DATA[period]<MinorMA1_fast.DATA[period-1] then c4=-0.5; elseif MinorMA1_fast.DATA[period]<MinorMA1_slow.DATA[period] and MinorMA1_fast.DATA[period]<MinorMA1_fast.DATA[period-1] then c4=1; elseif MinorMA1_fast.DATA[period]<MinorMA1_slow.DATA[period] and MinorMA1_fast.DATA[period]>MinorMA1_fast.DATA[period-1] then c4=0.5; elseif MinorMA1_fast.DATA[period]==MinorMA1_slow.DATA[period] then c4=0; end

if MinorMA2_fast.DATA[period]>MinorMA2_slow.DATA[period] and MinorMA2_fast.DATA[period]>MinorMA2_fast.DATA[period-1] then c5=-1; elseif MinorMA2_fast.DATA[period]>MinorMA2_slow.DATA[period] and MinorMA2_fast.DATA[period]<MinorMA2_fast.DATA[period-1] then c5=-0.5; elseif MinorMA2_fast.DATA[period]<MinorMA2_slow.DATA[period] and MinorMA2_fast.DATA[period]<MinorMA2_fast.DATA[period-1] then c5=1; elseif MinorMA2_fast.DATA[period]<MinorMA2_slow.DATA[period] and MinorMA2_fast.DATA[period]>MinorMA2_fast.DATA[period-1] then c5=0.5; elseif MinorMA2_fast.DATA[period]==MinorMA2_slow.DATA[period] then c5=0; end

if MinorMA3_fast.DATA[period]>MinorMA3_slow.DATA[period] and MinorMA3_fast.DATA[period]>MinorMA3_fast.DATA[period-1] then c6=-1; elseif MinorMA3_fast.DATA[period]>MinorMA3_slow.DATA[period] and MinorMA3_fast.DATA[period]<MinorMA3_fast.DATA[period-1] then c6=-0.5; elseif MinorMA3_fast.DATA[period]<MinorMA3_slow.DATA[period] and MinorMA3_fast.DATA[period]<MinorMA3_fast.DATA[period-1] then c6=1; elseif MinorMA3_fast.DATA[period]<MinorMA3_slow.DATA[period] and MinorMA3_fast.DATA[period]>MinorMA3_fast.DATA[period-1] then c6=0.5; elseif MinorMA3_fast.DATA[period]==MinorMA3_slow.DATA[period] then c6=0; end

if MinorMA4_fast.DATA[period]>MinorMA4_slow.DATA[period] and MinorMA4_fast.DATA[period]>MinorMA4_fast.DATA[period-1] then c7=-1; elseif MinorMA4_fast.DATA[period]>MinorMA4_slow.DATA[period] and MinorMA4_fast.DATA[period]<MinorMA4_fast.DATA[period-1] then c7=-0.5; elseif MinorMA4_fast.DATA[period]<MinorMA4_slow.DATA[period] and MinorMA4_fast.DATA[period]<MinorMA4_fast.DATA[period-1] then c7=1; elseif MinorMA4_fast.DATA[period]<MinorMA4_slow.DATA[period] and MinorMA4_fast.DATA[period]>MinorMA4_fast.DATA[period-1] then c7=0.5; elseif MinorMA4_fast.DATA[period]==MinorMA4_slow.DATA[period] then c7=0; end

DataBuff[period+1]=(c1+c2+c3+c4+c5+c6+c7)*(-1.4285714285714285714285714285714); sig:update(mode); SignalBuff[period+1]=sig.DATA[period+1]; end

period = period + 1;

if period > 0 and period == source:size() - 1 then DataBuff[period] = DataBuff[period - 1]; end end

function AsyncOperationFinished(cookie)

local t; t = data[cookie]; t.loading = false; for i = first, last, 1 do if data[i].loading then return ; end end loading = false;

local period; period = DataBuff:getBookmark(1);

if (period < 0) then period = 0; end 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: USD Strength Effect indicator

boursicoton · Thu Sep 09, 2010 5:00 am

thanks alexander the great !

bug..?

boursicoton · Thu Sep 09, 2010 5:08 am

no line on this indicator.. i open parameters no change but alert : string “USD_strenght..” : 170 name of instrument false ..

Re: USD Strength Effect indicator

Alexander.Gettinger · Mon Sep 13, 2010 10:34 pm

For work of indicator in rates must be symbols: USD/CHF, USD/JPY, USD/CAD, AUD/USD, EUR/USD, GBP/USD, NZD/USD.

Re: USD Strength Effect indicator

Apprentice · Mon Feb 05, 2018 8:06 am

The Indicator was revised and updated.

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