Get Throttled Templated

-- Author: Kobalt_#7977_BTC_bc1qz6gw8hje2scfq4wfmgtlfe9h4tgm7u8qzwev29
--  ============================================================================
--    Name
--
--    Description.
--
--    Custom Command Dependencies:
--    Dependency 1
--    Dependency 2
--    Dependency 3
--    Kobalt    published 2022 for HaasScripts.com
--    Discord:  @Kobalt#7977
--    Consider leaving me a TIP if my work has helped you in any way:
--    BTC:      bc1qz6gw8hje2scfq4wfmgtlfe9h4tgm7u8qzwev29
--  ============================================================================
 
--  ========================================================
--    Variables
--  ========================================================
 
--  ------------------------------------
--    Definition
--  ------------------------------------
 
local description
local inputSuggestions
local output
local outputSuggestions
 
--  ------------------------------------
--    Parameter
--  ------------------------------------
 
--    Basic
 
local pOne
 
--    Logging
 
local pIsLogging
local pLogColor
local pIsPlotting
local pPlotIndex
local pPlotIndexTitle
local pPlotIndexHight
local pChartOptions 
local pIsReporting
local pIsVerbose
local pLoggingName

--  ------------------------------------
--    Reference
--  ------------------------------------
 
local value
 
--  ========================================================
--    Command Definition
--  ========================================================
 
description = 'Calculates and returns a price change based result that can be used as direct input for unmanaged order timeouts. The result table is a linear curve controlled by min and max timeout and price change values.'
DefineCommand('GetTemplatedThrottledTimeout', description)
 
--  ========================================================
--    Parameter Definition
--  ========================================================
 
--  ------------------------------------
--    Main
--  ------------------------------------
 -- dump this in here for now
local min_timeout = DefineParameter(NumberType, 'min_timeout', 'The minimum desired timeout in seconds. The result wont go below this value.', true, 60, 'Number, Input')
local max_timeout = DefineParameter(NumberType, 'max_timeout', 'The maximum desired timeout in seconds. The result wont go above this value.', true, 600, 'Number, Input')
local min_pc = DefineParameter(NumberType, 'min_pc', 'The minimum price change required to start calculating. Price change below and at this value produces a result of min_timeout.  This is where the linear line starts.', true, 0.2, 'Number, Input')
local max_pc = DefineParameter(NumberType, 'max_pc', 'The maximum price change, the other end of the curve. Price change at and above this value produces a result of max_timeout. This is where the linear line ends.', true, 0.3, 'Number, Input')
local depth = DefineParameter(NumberType, 'depth', 'The amount of lookback for the timeout values. If depth is 10, the highest timeout value will last for 10 candles.', false, 5, 'Number, Input')
local source = DefineParameter(ListNumberType, 'source', 'The source values to base the price changes on.', false, ClosePrices(), '')
--v local isPlotting = DefineParameter(BooleanType, "plotting", "Turn plotting on or off.", false, false, "" )
--v local pIndex = DefineParameter(BooleanType, "plotting", "Turn plotting on or off.", false, false, "" )

description      = 'chart id: The index to use for plotting.'
inputSuggestions = 'Number'
pPlotIndex      = DefineParameter(NumberType, 'plotIndex', description, false, 99, inputSuggestions)

description      = 'Chart index height. Use something like 0.2 on Oscillators, Exposure, the more plots next to 0 the lower you allocate to keep your PriceChart from getting sandwithed. Below 1 will be treated as percentage (0.5-50%)..'
inputSuggestions = 'Number, between 0.15-0.2 for indexes below or above the main index 0'
pPlotIndexHight  = DefineParameter(NumberType, 'plotIndexHight', description, false, 0.2, inputSuggestions)

description      = 'Plot Index Title: Naeme to set (instead of script name) To get a nice clean view of all your plots.'
inputSuggestions = 'Text'
pPlotIndexTitle  = DefineParameter(StringType, 'plotIndexTitle', description, false, 'index:' ..Parse(pPlotIndex, StringType).. '  gThrottled (h=' ..Parse(pPlotIndexHight*100, StringType)..' %)', inputSuggestions)

--  ------------------------------------
--    Logging
--  ------------------------------------
 
description      = 'Turns console logging on or off.'
inputSuggestions = 'Input'
pIsLogging       = DefineParameter(BooleanType, 'isLogging', description, false, true, inputSuggestions)

description      = 'logColor.'
inputSuggestions = 'ColorEnums'
pLogColor       = DefineParameter(EnumType, 'logColor', description, false, Teal, inputSuggestions)
 
description      = 'Turns chart plotting on or off.'
inputSuggestions = 'Input'
pIsPlotting      = DefineParameter(BooleanType, 'isPlotting', description, false, true, inputSuggestions)

description      = 'Turns custom report of current state on or off.'
inputSuggestions = 'Input'
pIsReporting     = DefineParameter(BooleanType, 'isReporting', description, false, true, inputSuggestions)
 
description      = 'Turns verbose console logging on or off. Ignored if logging is turned off.'
inputSuggestions = 'Input'
pIsVerbose       = DefineParameter(BooleanType, 'isVerbose', description, false, false, inputSuggestions)
 
description      = 'Name to use in logging to distinguish it from the other instances of this command.'
inputSuggestions = 'Text'
pLoggingName     = DefineParameter(StringType, 'loggingName', description, false, 'WickReversal', inputSuggestions)
 
--  ========================================================
--    Functions
--  ========================================================
 
--  ------------------------------------
--    Function Category
--  ------------------------------------
 
local FunctionA = function ()
 
  return 0
 
end
 
--  ----------------
 
local FunctionB = function ()
 
  return 1
 
end
 
--  ------------------------------------
--    Logging
--  ------------------------------------
 
local SafeLog = function (text)
 
  if text == Load('lastLog', '') then return end
 
  Log(text, logColor)
  Save('lastLog', text)
 
end
 
--  ----------------
 
local LogWithName = function (message)
 
  SafeLog(pLoggingName..': '..message)
 
end
 
--  ----------------
 
local LogSomething = function ()
 
  if not pIsLogging then return end
 
  LogWithName(pOne)
 
end
 
--  ----------------
 
local LogSomethingVerbose = function ()
 
  if not pIsLogging then return end
 
  if not pIsVerbose then return end
 
  LogWithName(pOne)
 
end
 
--  ------------------------------------
--    Plotting
--  ------------------------------------
if pPlotIndex == 0 then
pPlotIndexHight = 0
end
local PlotSomething = function ()
 
  if not pIsPlotting then return end
 
end
ChartSetOptions(pPlotIndex, pPlotIndexTitle, pPlotIndexHight)

 ----
 
local timeout_l_h = min_timeout
local timeout_s_l = max_timeout
 
if #source > 0 then
    local prev_time = Load('prev_time', Time())
    local price_ch = (source[1] - source[2]) / source[2] * 100
    
    local pc_size = price_ch
    local pc_size_l = Abs(ArrayFilter(pc_size, 0, ArrayFilterLessThanType))
    local pc_size_s = ArrayFilter(pc_size, 0, ArrayFilterGreaterThanType)
 
    local newArr =
        function(count, num)
            local ret = {}
            for i = 1, count do 
                ret[i] = num
            end
            return ret
        end
 
    local zeros = newArr(50, 0)
    local ones = newArr(50, 1)
 
    local timeout_l = min_timeout + Min(ones, Max(zeros, (pc_size_l - min_pc) / (max_pc - min_pc))) * (max_timeout - min_timeout)
    local timeout_s = min_timeout + Min(ones, Max(zeros, (pc_size_s - min_pc) / (max_pc - min_pc))) * (max_timeout - min_timeout)
    local timeout_l_ma = 0
    local timeout_s_ma = 0
 
    if #timeout_l > 0 then
        timeout_l_ma = DEMA(timeout_l, 13)
    end
 
    if #timeout_s > 0 then
        timeout_s_ma = DEMA(timeout_s, 13)
    end
    
 
    local raw_high = GetHigh(timeout_l, depth)
    local smooth_high = GetHigh(timeout_l_ma, depth)
    local raw_low = GetHigh(timeout_s, depth)
    local smooth_low = GetHigh(timeout_s_ma, depth)
 
    if smooth_high > raw_high then
        timeout_l_h = smooth_high
    else
        timeout_l_h = raw_high
    end
 
    if smooth_low > raw_low then
        timeout_s_l = smooth_low
    else
        timeout_s_l = raw_low
    end
    if pIsPlotting then
    Plot(pPlotIndex, 'timeout_l_h', timeout_l_h, Green)
    Plot(pPlotIndex, 'trix_l', timeout_l_ma, Green(60))
    Plot(pPlotIndex, 'timeout_l', timeout_l, Green(30))
    PlotHorizontalLine(pPlotIndex, 'min_l', Gray, min_timeout, Dashed)
    PlotHorizontalLine(pPlotIndex, 'max_l', Gray, max_timeout, Dashed)
    Plot(pPlotIndex, 'timeout_s_l', -timeout_s_l, Red)
    Plot(pPlotIndex, 'trix_s', -timeout_s_ma, Red(60))
    Plot(pPlotIndex, 'timeout_s', -timeout_s, Red(30))
    PlotHorizontalLine(pPlotIndex, 'min_s', Gray, -min_timeout, Dashed)
    PlotHorizontalLine(pPlotIndex, 'max_s', Gray, -max_timeout, Dashed)
  --v  ChartSetOptions(pPlotIndex, 'Throttled Timeout', 0.12) --This fixes screen real estate
    end
end
 

--  ------------------------------------
--    Reporting
--  ------------------------------------
 
local ReportSomething = function ()
 
  if not pIsReporting then return end
 
  local group = pLoggingName
  local name
  local value
 
  name  = ''
  value = pOne
  CustomReport(name, value, group)
 
  name  = ''
  value = pOne
  CustomReport(name, value, group)
 
end
 
--  ========================================================
--    Execution
--  ========================================================
 
output = pOne
 
--  ========================================================
--    Output Definitions
--  ========================================================
 
description       = ''
outputSuggestions = ''
DefineOutput(ListDynamicType, {timeout_buy = timeout_l_h, timeout_sell = timeout_s_l}, 'An array containing timeouts for buy and sell side.', 'ArrayGet')
DefineOutputIndex(1, NumberType, 'timeout_buy', 'Timeout seconds as a number, used to throttle buy side orders.')  
DefineOutputIndex(2, NumberType, 'timeout_sell', 'Timeout seconds as a number, used to throttle sell side orders.')

--DefineOutput(NumberType, output, description, outputSuggestions)