/******************************************Provided By : eSignal. (c) Copyright 2004Study: B-IndicatorVersion: 1.02/10/2004Formula Parameters: Default: MA1 Periods 10 MA2 Periods 40 Scalar Trend Periods 10 Scalar Noise Periods 52 Scalar Correction Factor 2 Noise Type Root-Mean-Squared CPC Smoothing Exponential Notes: * This version uses an EMA(7)/EMA(15) crossover study for the basis of the indicator calculations in the background. To view the moving averages on the price pane, they must be applied separately with the same inputs for length. * It is recommended that the advanced chart uses a custom time template equal to at least twice the number of bars than the length specified for the Scalar Noise Periods.*******************************************/function preMain() { setStudyTitle("B-Indicator "); setCursorLabelName("B-Indicator"); setDefaultBarFgColor(Color.blue, 0); setDefaultBarThickness(2, 0); setComputeOnClose(); setStudyMax(115); setStudyMin(-5); addBand(100, PS_SOLID, 2, Color.black, "100"); addBand(80, PS_SOLID, 2, Color.black, "80"); addBand(65, PS_SOLID, 2, Color.black, "65"); addBand(50, PS_SOLID, 2, Color.red, "50"); addBand(0, PS_SOLID, 2, Color.black, "0"); var fp1 = new FunctionParameter("nLen1", FunctionParameter.NUMBER); fp1.setName("MA1 Periods"); fp1.setLowerLimit(1); fp1.setDefault(10); var fp2 = new FunctionParameter("nLen2", FunctionParameter.NUMBER); fp2.setName("MA2 Periods"); fp2.setLowerLimit(1); fp2.setDefault(40); var fp3 = new FunctionParameter("nTrendLen", FunctionParameter.NUMBER); fp3.setName("Scalar Trend Periods"); fp3.setLowerLimit(1); fp3.setDefault(10); var fp4 = new FunctionParameter("nNoiseLen", FunctionParameter.NUMBER); fp4.setName("Scalar Noise Periods"); fp4.setLowerLimit(1); fp4.setDefault(52); var fp5 = new FunctionParameter("nC", FunctionParameter.NUMBER); fp5.setName("Scalar Correction Factor"); fp5.setLowerLimit(0); fp5.setDefault(2); var fp6 = new FunctionParameter("sType", FunctionParameter.STRING); fp6.setName("Noise Type"); fp6.addOption("Linear"); fp6.addOption("Root-Mean-Squared"); fp6.setDefault("Root-Mean-Squared"); var fp7 = new FunctionParameter("sCPCsmoothing", FunctionParameter.STRING); fp7.setName("CPC Smoothing"); fp7.addOption("Simple"); fp7.addOption("Exponential"); fp7.setDefault("Exponential");}var bEdit = true;var MAstudy1 = null;var MAstudy2 = null;var nRevPeriods = 0;var aDC = null;var aCPC = null;var CPC = null;var aDT = null;var DT = null;var vSign = null;// EMA variablesvar vEMA = null;var vEMA1 = null;var dPercent = 0.0;var bPrimed = false;function main(nLen1, nLen2, nTrendLen, nNoiseLen, nC, sType, sCPCsmoothing) { var nState = getBarState(); var i = 0; var vC = close(); var vC_1 = close(-1); if (vC_1 == null) return; var DC = 0; var Trend = 0; var Noise = 1; var dSum = 0; var dSum2 = 0; var vQ = null; var vB = null; if (bEdit == true) { MAstudy1 = new MAStudy(Math.round(nLen1), 0, "Close", MAStudy.EXPONENTIAL); MAstudy2 = new MAStudy(Math.round(nLen2), 0, "Close", MAStudy.EXPONENTIAL); if (aDC == null) aDC = new Array(1); if (aCPC == null) aCPC = new Array(Math.round(nTrendLen)); if (aDT == null) aDT = new Array(Math.round(nNoiseLen)); bEdit = false; } if (nState == BARSTATE_NEWBAR) { // crossovers var vEMA1 = MAstudy1.getValue(MAStudy.MA, 0); var vEMA2 = MAstudy2.getValue(MAStudy.MA, 0); var vEMA1_1 = MAstudy1.getValue(MAStudy.MA, -1); var vEMA2_1 = MAstudy2.getValue(MAStudy.MA, -1); if (vEMA1 == null || vEMA2 == null || vEMA1_1 == null || vEMA2_1 == null) return; if ( (vEMA1 > vEMA2 && vEMA1_1 < vEMA2_1) || (vEMA1 < vEMA2 && vEMA1_1 > vEMA2_1) ) { nRevPeriods = 0; if ( (vEMA1_1 - vEMA2_1) > 0) vSign = -1; if ( (vEMA1_1 - vEMA2_1) < 0) vSign = +1; aDC = new Array(1); aCPC = new Array(Math.round(nTrendLen)); CPC = null; bPrimed = false; } else { nRevPeriods += 1; } if (CPC != null) { aCPC.pop(); aCPC.unshift(CPC); } if (DT != null) { aDT.pop(); aDT.unshift(DT); } } // DC DC = (vC - vC_1); aDC[nRevPeriods] = DC; // CPC CPC = 0; for(i = 0; i < nRevPeriods+1; ++i) { CPC += aDC[i]; } aCPC[0] = CPC // Trend if (nRevPeriods > 0) { if (sCPCsmoothing == "Exponential") { if (aCPC[nTrendLen-1] != null) { vEMA = EMA(nTrendLen, aCPC); Trend = vEMA; } else { for (i = 0; i < nRevPeriods+1; ++i) { dSum2 += aCPC[i]; } Trend = (dSum2/(nRevPeriods+1)); } } else if (sCPCsmoothing == "Simple") { i = 0; for (i = 0; i < Math.min((nRevPeriods+1),nTrendLen); ++i) { dSum2 += aCPC[i]; } Trend = (dSum2/Math.min((nRevPeriods+1),nTrendLen)); } } // Noise if (sType == "Root-Mean-Squared") { DT = (CPC - Trend)*(CPC - Trend); aDT[0] = DT; if (aDT[nNoiseLen-1] != null) { i = 0; for (i = 0; i < nNoiseLen; ++i) { dSum += aDT[i]; } dSum /= nNoiseLen; Noise = Math.sqrt(dSum) * nC; } } else if (sType == "Linear") { DT = Math.abs(CPC - Trend); aDT[0] = DT; if (aDT[nNoiseLen-1] != null) { i = 0; for (i = 0; i < nNoiseLen; ++i) { dSum += aDT[i]; } dSum /= nNoiseLen; Noise = dSum * nC; } } // B-Indicator vB = (Math.abs(Trend) / (Math.abs(Trend)+Noise)) * 100; if (isNaN(vB)) vB = 100; return vB;}/*************** Functions****************/ function EMA(nLength, nArray) { var nBarState = getBarState(); var dSum = 0.0; var dRef; if(nBarState == BARSTATE_ALLBARS || bPrimed == false) { dPercent = (2.0 / (nLength + 1.0)); bPrimed = false; } if (nBarState == BARSTATE_NEWBAR) { vEMA1 = vEMA; } if(bPrimed == false) { for(i = 0; i < nLength; i++) { dSum += nArray[i]; } bPrimed = true; return (dSum / nLength); } else { return (((CPC - vEMA1) * dPercent) + vEMA1); }} |
