-- Id: 2503 --+------------------------------------------------------------------+ --| Copyright © 2016, Gehtsoft USA LLC | --| http://fxcodebase.com | --| Support our efforts by donating | --| Paypal: http://goo.gl/cEP5h5 | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ function Init() indicator:name("Bigger timeframe GMACD"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addString("BS", "Time frame to calculate GMACD", "", "D1"); indicator.parameters:setFlag("BS", core.FLAG_PERIODS); indicator.parameters:addInteger("SN", "Short EMA", "", 12, 2, 1000); indicator.parameters:addInteger("LN", "Long EMA", "", 26, 2, 1000); indicator.parameters:addInteger("IN", "Signal Line", "", 9, 2, 1000); indicator.parameters:addString("Method1", "MACD MA Type", "MA Type" , "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", "HMA", "HMA" , "HMA"); indicator.parameters:addStringAlternative("Method1", "WMA", "WMA" , "WMA"); indicator.parameters:addStringAlternative("Method1", "VAMA", "VAMA" , "VAMA"); indicator.parameters:addString("Method2", "MACD MA Type", "MA Type" , "EMA"); indicator.parameters:addStringAlternative("Method2", "MVA", "MVA" , "MVA"); indicator.parameters:addStringAlternative("Method2", "EMA", "EMA" , "EMA"); indicator.parameters:addStringAlternative("Method2", "LWMA", "LWMA" , "LWMA"); indicator.parameters:addStringAlternative("Method2", "TMA", "TMA" , "TMA"); indicator.parameters:addStringAlternative("Method2", "SMMA", "SMMA" , "SMMA"); indicator.parameters:addStringAlternative("Method2", "KAMA", "KAMA" , "KAMA"); indicator.parameters:addStringAlternative("Method2", "HMA", "HMA" , "HMA"); indicator.parameters:addStringAlternative("Method2", "WMA", "WMA" , "WMA"); indicator.parameters:addStringAlternative("Method2", "VAMA", "VAMA" , "VAMA"); indicator.parameters:addString("Type1", "Price Type", "", "C"); indicator.parameters:addStringAlternative("Type1", "OPEN", "", "O"); indicator.parameters:addStringAlternative("Type1", "HIGH", "", "H"); indicator.parameters:addStringAlternative("Type1", "LOW", "", "L"); indicator.parameters:addStringAlternative("Type1","CLOSE", "", "C"); indicator.parameters:addStringAlternative("Type1", "MEDIAN", "", "M"); indicator.parameters:addStringAlternative("Type1", "TYPICAL", "", "T"); indicator.parameters:addStringAlternative("Type1", "WEIGHTED", "", "W"); indicator.parameters:addGroup("Display"); indicator.parameters:addColor("SIGNAL_color", "The signal line color", "", core.rgb(127, 255, 0)); indicator.parameters:addColor("HISTOGRAM_color", "The histogramm color", "", core.rgb(127, 127, 127)); indicator.parameters:addColor("HISTOGRAM1_color", "The histogramm color 1", "", core.rgb(0, 0, 255)); indicator.parameters:addColor("HISTOGRAM2_color", "The histogramm color 2", "", 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); end local source; -- the source local bf_data = nil; -- the high/low data local SN; local LN; local IN; local BS; local bf_length; -- length of the bigger frame in seconds local dates; -- candle dates local host; local HISTOGRAM; local HISTOGRAM1; local HISTOGRAM2; local SIGNAL; local GMACD; local day_offset; local week_offset; local extent; local Method1; local Method2; local Type1; function Prepare(nameOnly) Type1= instance.parameters.Type1; Method1= instance.parameters.Method1; Method2= instance.parameters.Method2; assert(core.indicators:findIndicator(Method1) ~= nil, "Please, download and install "..Method1.. " indicator"); assert(core.indicators:findIndicator(Method2) ~= nil, "Please, download and install "..Method2.. " indicator"); assert(core.indicators:findIndicator("GMACD") ~= nil, "Please, download and install GMACD indicator"); source = instance.source; host = core.host; day_offset = host:execute("getTradingDayOffset"); week_offset = host:execute("getTradingWeekOffset"); BS = instance.parameters.BS; SN = instance.parameters.SN; LN = instance.parameters.LN; IN = instance.parameters.IN; extent = LN*2; 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() .. "," .. SN .. ", " .. LN .. ", " .. IN .. ", " .. Method1 .. ", " .. Method2 .."," .. Type1 .. ")"; instance:name(name); if (nameOnly) then return; end HISTOGRAM = instance:addStream("H", core.Bar, name .. ".H", "H", instance.parameters.HISTOGRAM_color, 0); HISTOGRAM1 = instance:addStream("H1", core.Bar, name .. ".H1", "H1", instance.parameters.HISTOGRAM1_color, 0); HISTOGRAM2 = instance:addStream("H2", core.Bar, name .. ".H2", "H2", instance.parameters.HISTOGRAM2_color, 0); SIGNAL = instance:addStream("SIGNAL", core.Line, name .. ".SIGNAL", "SIGNAL", instance.parameters.SIGNAL_color, 0); SIGNAL:setWidth(instance.parameters.width); SIGNAL:setStyle(instance.parameters.style); SIGNAL:setPrecision(math.max(2, instance.source:getPrecision())); HISTOGRAM2:setPrecision(math.max(2, instance.source:getPrecision())); HISTOGRAM1:setPrecision(math.max(2, instance.source:getPrecision())); HISTOGRAM:setPrecision(math.max(2, instance.source:getPrecision())); 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 -- 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); HISTOGRAM: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()); GMACD = core.indicators:create("GMACD", bf_data, SN, LN, IN,Method1,Method2,Type1); return ; end -- check whether the requested candle is before -- the reference collection start if (bf_candle < bf_data:date(0)) then HISTOGRAM: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 HISTOGRAM: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 GMACD:update(mode); local p; p = findDateFast(bf_data, bf_candle, true); if p == -1 then return ; end if GMACD:getStream(0):hasData(p) then HISTOGRAM[period] = GMACD:getStream(0)[p]; end if GMACD:getStream(1):hasData(p) then HISTOGRAM1[period] = GMACD:getStream(1)[p]; end if GMACD:getStream(2):hasData(p) then HISTOGRAM2[period] = GMACD:getStream(2)[p]; end if GMACD:getStream(3):hasData(p) then SIGNAL[period] = GMACD:getStream(3)[p]; end end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period; pday = nil; period = HISTOGRAM: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