Firetron's GetKeltnerSpread
stableDescription
Creates a spread of prices based on Keltner channels.
Custom Command Dependencies:
Firetron’s XTR
Test Code:
local LogList = function (list)
local text = ''
for i = 1, #list do
if i ~= 1 then
text = text..', '
end
text = text..list[i]
end
Log(text)
end
local PlotOne = function (value, color, id, name)
local lineOptions = LineOptions(
color, -- color
Smooth, -- style
Solid, -- deco
1, -- width
0, -- offset
RightAxis, -- side
id, -- id
true, -- behind
false -- ignoreOnAxis
)
Plot(0, name, value, lineOptions)
end
local PlotAll = function (list, color, id, name)
for i = 1, #list do
PlotOne(list[i], color, id..i, name..i)
end
end
local Execute = function ()
local omni = false
local maType = EmaType
local maPeriod = 20
local trType = 'average'
local trPeriod = 50
local multiplierList = {2, 3, 4, 5}
local interval = 60
local fullCandles = true
local market = PriceMarket()
local hlcStyle = false
local index = 1
local total = 1
local isPercent = false
Log(' ')
local spread = CC_GetKeltnerSpread(omni, maType, maPeriod, trType, trPeriod, multiplierList, interval, fullCandles, market, hlcStyle, index, total, isPercent)
LogList(spread.lowerList)
Log('Lower Spread:')
Log(' ')
Log(spread.middle)
Log('Middle:')
Log(' ')
LogList(spread.upperList)
Log('Upper Spread:')
Log(' ')
PlotAll(spread.upperList, Red, 'upper', 'Upper ')
PlotOne(spread.middle, Yellow, 'middle', 'Middle')
PlotAll(spread.lowerList, Green, 'lower', 'Lower ')
end
OptimizedForInterval(60, Execute)
HaasScript
-- ============================================================================
-- Firetron's GetKeltnerSpread
--
-- Creates a spread of prices based on Keltner channels.
--
-- Custom Command Dependencies:
-- Firetron's XTR
--
-- Discord: @FiretronP75
-- ============================================================================
-- ========================================================
-- Variables
-- ========================================================
-- ------------------------------------
-- Definition
-- ------------------------------------
local dDefault
local dDescription
local dIndex
local dName
local dOutput
local dRequired
local dSuggestions
local dType
-- ------------------------------------
-- Enumeration
-- ------------------------------------
local TrueRange = {
average = 'average',
maximum = 'maximum',
median = 'median',
minimum = 'minimum',
}
-- ------------------------------------
-- Parameter
-- ------------------------------------
local pFullCandles
local pHlcStyle
local pIndex
local pInterval
local pIsPercent
local pMaPeriod
local pMaType
local pMarket
local pMultiplierList
local pOmni
local pTotal
local pTrPeriod
local pTrType
-- ========================================================
-- Command Definition
-- ========================================================
dName = 'GetKeltnerSpread'
dDescription = 'Creates a spread of prices based on Keltner channels.'
DefineCommand(dName, dDescription)
-- ========================================================
-- Parameter Definitions
-- ========================================================
dType = ListDynamicType
dName = 'omni'
dDescription = 'Set this to the ListDynamicType returned by InputKeltnerSpread. '
..'All other parameters will be ignored. '
..'Set this to false to use the other parameters.'
dRequired = false
dDefault = false
dSuggestions = 'InputKeltnerSpread'
pOmni = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = EnumType
dName = 'maType'
dDescription = 'The type of moving average to use for the middle.'
dRequired = false
dDefault = EmaType
dSuggestions = 'MAEnums'
pMaType = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = NumberType
dName = 'maPeriod'
dDescription = 'How many intervals to go back for the moving average.'
dRequired = false
dDefault = 20
dSuggestions = 'Input'
pMaPeriod = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = StringType
dName = 'trType'
dDescription = '"average" for average true range, "maximum" for maximum true range, "median" for median true range, "minimum" for minimum true range.'
dRequired = false
dDefault = TrueRange.average
dSuggestions = 'Input'
pTrType = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = NumberType
dName = 'trPeriod'
dDescription = 'How many intervals to go back for the average true range.'
dRequired = false
dDefault = 10
dSuggestions = 'Input'
pTrPeriod = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = ListDynamicType
dName = 'multiplierList'
dDescription = 'Each Keltner multiplier will create a price in the spread.'
dRequired = false
dDefault = {2, 3, 4, 5}
dSuggestions = 'Input'
pMultiplierList = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = NumberType
dName = 'interval'
dDescription = 'Time of each candle in minutes.'
dRequired = false
dDefault = 60
dSuggestions = 'InputInterval'
pInterval = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = BooleanType
dName = 'fullCandles'
dDescription = 'If false, the currently open candle will not be included.'
dRequired = false
dDefault = true
dSuggestions = 'Input'
pFullCandles = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = StringType
dName = 'market'
dDescription = 'Which market to look at.'
dRequired = false
dDefault = PriceMarket()
dSuggestions = 'InputAccountMarket, InputMarket, PriceMarket'
pMarket = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = BooleanType
dName = 'hlcStyle'
dDescription = 'When enabled, the data returned will be adjusted for HLC instead of OHLC. Meaning that the OHL data can change.'
dRequired = false
dDefault = false
dSuggestions = 'Input'
pHlcStyle = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = NumberType
dName = 'index'
dDescription = 'Which part to grab. '
..'Unlike a fraction numerator, previous parts are not included. '
..'In a fraction, 2 would mean 1st and 2nd parts combined. '
..'But here, 2 would mean the 2nd part without the 1st.'
dRequired = false
dDefault = 1
dSuggestions = 'Input'
pIndex = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = NumberType
dName = 'total'
dDescription = 'How many parts to divide into. '
..'This is just like a fraction denominator.'
dRequired = false
dDefault = 1
dSuggestions = 'Input'
pTotal = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
dType = BooleanType
dName = 'isPercent'
dDescription = 'If true, the true percent range will be used.'
dRequired = false
dDefault = false
dSuggestions = 'Input'
pIsPercent = DefineParameter(dType, dName, dDescription, dRequired, dDefault, dSuggestions)
-- ========================================================
-- Parameter Overrides
-- ========================================================
if pOmni ~= false then
pFullCandles = pOmni.fullCandles
pHlcStyle = pOmni.hlcStyle
pIndex = pOmni.index
pInterval = pOmni.interval
pIsPercent = pOmni.isPercent
pMaPeriod = pOmni.maPeriod
pMarket = pOmni.market
pMaType = pOmni.maType
pMultiplierList = pOmni.multiplierList
pTotal = pOmni.total
pTrPeriod = pOmni.trPeriod
pTrType = pOmni.trType
end
-- ========================================================
-- Function
-- ========================================================
local GetKeltnerSpread = function ()
local closeList = ClosePrices(pInterval, pFullCandles, pMarket, pHlcStyle)
local ma = ArrayGet(MA(closeList, pMaPeriod, pMaType), 1)
local tr = CC_XTR(pTrType, pTrPeriod, pInterval, pFullCandles, pMarket, pHlcStyle, pIndex, pTotal, pIsPercent)
local lowerList = {}
local upperList = {}
for i = 1, #pMultiplierList do
local channel = tr * pMultiplierList[i]
if pIsPercent then
lowerList[i] = SubPercentage(ma, channel * 100)
upperList[i] = AddPercentage(ma, channel * 100)
else
lowerList[i] = ma - channel
upperList[i] = ma + channel
end
end
return {
upperList = upperList,
middle = ma,
lowerList = lowerList,
}
end
-- ========================================================
-- Output Definition
-- ========================================================
DefineIntervalOptimization(pInterval)
dType = ListDynamicType
dOutput = GetKeltnerSpread()
dDescription = 'ListDynamic with named elements.'
dSuggestions = 'Trade'
DefineOutput(dType, dOutput, dDescription, dSuggestions)
dIndex = 1
dType = ListNumberType
dName = 'upperList'
dDescription = 'List of channels above the moving average.'
DefineOutputIndex(dIndex, dType, dName, dDescription, dSuggestions)
dIndex = 2
dType = NumberType
dName = 'middle'
dDescription = 'The moving average.'
DefineOutputIndex(dIndex, dType, dName, dDescription, dSuggestions)
dIndex = 3
dType = ListNumberType
dName = 'lowerList'
dDescription = 'List of channels below the moving average.'
DefineOutputIndex(dIndex, dType, dName, dDescription, dSuggestions)0 Comments
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