[pshaiCmd] Advanced Stochastics

DefineCommand('AdvSTOCH', 'Advanced Stochastics by pshai - Multiple outputs for more detailed control.')

-- Command inputs
    local high  = DefineParameter(ListNumberType, 'high', 'High-prices', true, HighPrices(), 'HighPrices, Max, GetHighs')
    local low   = DefineParameter(ListNumberType, 'low', 'Low-prices', true, LowPrices(), 'LowPrices, Min, GetLows')
    local close = DefineParameter(ListNumberType, 'close', 'Close-prices', true, ClosePrices(), 'ClosePrices')
    local fastK = DefineParameter(NumberType, 'fastK', 'Period length of Fast %K', true, 5, 'Input, Number')
    local slowK = DefineParameter(NumberType, 'slowK', 'Period length of Slow %K', true, 2, 'Input, Number')
    local slowD = DefineParameter(NumberType, 'slowD', 'Period length of Slow %D', true, 3, 'Input, Number')
    local name = DefineParameter(StringType, 'name', 'Name for user input', false, 'Advanced Stochastics', 'Input, Text')

-- User inputs
    local k_overbought = Input('1.1. %K Overbought Level', 80, 'Stochastic overbought level value, between 0 and 100.', name)
    local k_oversold = Input('1.2. %K Oversold Level', 20, 'Stochastic oversold level value, between 0 and 100.', name)
    local k_upwardsLookback = Input('1.3. %K Upwards Lookback', 2, 'Lookback value for %K's upward movement definition.', name)
    local k_downwardsLookback = Input('1.4. %K Downwards Lookback', 2, 'Lookback value for %K's downward movement definition.', name)
    local k_crossOverLookback = Input('1.5. %K Cross-over %D Lookback', 5, 'Defines how far back cross-overs are still valid.', name)
    local k_crossUnderLookback = Input('1.6. %K Cross-under %D Lookback', 5, 'Defines how far back cross-unders are still valid.', name)

    local d_overbought = Input('2.1. %D Overbought Level', 80, 'Stochastic overbought level value, between 0 and 100.', name)
    local d_oversold = Input('2.2. %D Oversold Level', 20, 'Stochastic oversold level value, between 0 and 100.', name)
    local d_upwardsLookback = Input('2.3. %D Upwards Lookback', 2, 'Lookback value for %K's upward movement definition.', name)
    local d_downwardsLookback = Input('2.4. %D Downwards Lookback', 2, 'Lookback value for %K's downward movement definition.', name)
    local d_crossOverLookback = Input('2.5. %D Cross-over %D Lookback', 5, 'Defines how far back cross-overs are still valid.', name)
    local d_crossUnderLookback = Input('2.6. %D Cross-under %D Lookback', 5, 'Defines how far back cross-unders are still valid.', name)

    local accelerationLookback = Input('3.1. Acceleration Lookback', 5, 'Defines how far back acceleration is calculated.', name)
    local decelerationLookback = Input('3.2. Deceleration Lookback', 5, 'Defines how far back deceleration is calculated.', name)

-- Data
    local stoch = STOCH(high, low, close, fastK, slowK, slowD)

    local results = {
        -- %K
        K_IsAboveD = false,
        K_IsAboveMid = false,
        K_InTheZone = false,
        K_OverBought = false,
        K_OverSold = false,
        K_Upwards = false,
        K_Downwards = false,
        K_CrossOverD = false,
        K_CrossUnderD = false,
        
        -- %D
        D_IsAboveK = false,
        D_IsAboveMid = false,
        D_InTheZone = false,
        D_OverBought = false,
        D_OverSold = false,
        D_Upwards = false,
        D_Downwards = false,

        -- General
        IsAccelerating = false,
        IsDecelerating = false
    }

    -- %K
    if stoch.slowK > stoch.slowD then results.K_IsAboveD = true end
    if stoch.slowK > 50 then results.K_IsAboveMid = true end
    if stoch.slowK <= k_overbought and stoch.slowK >= k_oversold then results.K_InTheZone = true end
    if stoch.slowK > k_overbought then results.K_OverBought = true end
    if stoch.slowK < k_oversold then results.K_OverSold = true end
    if IsRising(stoch.slowK, k_upwardsLookback) then results.K_Upwards = true end
    if IsFalling(stoch.slowK, k_downwardsLookback) then results.K_Downwards = true end
    if CrossOver(stoch.slowK, stoch.slowD) or CrossOverSince(stoch.slowK, stoch.slowD) <= k_crossOverLookback then
        results.K_CrossOverD = true end
    if CrossUnder(stoch.slowK, stoch.slowD) or CrossUnderSince(stoch.slowK, stoch.slowD) <= k_crossUnderLookback then
        results.K_CrossUnderD = true end
    
    -- %D
    if stoch.slowD > stoch.slowK then results.D_IsAboveK = true end
    if stoch.slowD > 50 then results.D_IsAboveMid = true end
    if stoch.slowD > d_overbought then results.D_OverBought = true end
    if stoch.slowD < d_oversold then results.D_OverSold = true end
    if IsRising(stoch.slowD, d_upwardsLookback) then results.D_Upwards = true end
    if IsFalling(stoch.slowD, d_downwardsLookback) then results.D_Downwards = true end
    
    -- General
    if IsRising(Abs(stoch.slowK - stoch.slowD), accelerationLookback) then results.IsAccelerating = true end
    if IsFalling(Abs(stoch.slowK - stoch.slowD), decelerationLookback) then results.IsDecelerating = true end


DefineOutput(ListDynamicType, results, 'True/False values object.')
-- %K
DefineOutputIndex(1, BooleanType, 'K_IsAboveD', 'True if %K is above %D', 'IsTrue, IsFalse, Not')
DefineOutputIndex(2, BooleanType, 'K_IsAboveMid', 'True if %K is above middle (50)', 'IsTrue, IsFalse, Not')
DefineOutputIndex(3, BooleanType, 'K_InTheZone', 'True if %K is below overbought and above oversold levels', 'IsTrue, IsFalse, Not')
DefineOutputIndex(4, BooleanType, 'K_OverBought', 'True if %K is above overbought level', 'IsTrue, IsFalse, Not')
DefineOutputIndex(5, BooleanType, 'K_OverSold', 'True if %K is below oversold level', 'IsTrue, IsFalse, Not')
DefineOutputIndex(6, BooleanType, 'K_Upwards', 'True if %K is moving upwards', 'IsTrue, IsFalse, Not')
DefineOutputIndex(7, BooleanType, 'K_Downwards', 'True if %K is moving downwards', 'IsTrue, IsFalse, Not')
DefineOutputIndex(8, BooleanType, 'K_CrossOverD', 'True if %K cross over %D', 'IsTrue, IsFalse, Not')
DefineOutputIndex(9, BooleanType, 'K_CrossUnderD', 'True if %K cross under %D', 'IsTrue, IsFalse, Not')

-- %D
DefineOutputIndex(10, BooleanType, 'D_IsAboveK', 'True if %D is above %K', 'IsTrue, IsFalse, Not')
DefineOutputIndex(11, BooleanType, 'D_IsAboveMid', 'True if %D is above middle (50)', 'IsTrue, IsFalse, Not')
DefineOutputIndex(12, BooleanType, 'D_InTheZone', 'True if %D is below overbought and above oversold levels', 'IsTrue, IsFalse, Not')
DefineOutputIndex(13, BooleanType, 'D_OverBought', 'True if %D is above overbought level', 'IsTrue, IsFalse, Not')
DefineOutputIndex(14, BooleanType, 'D_OverSold', 'True if %D is below oversold level', 'IsTrue, IsFalse, Not')
DefineOutputIndex(15, BooleanType, 'D_Upwards', 'True if %D is moving upwards', 'IsTrue, IsFalse, Not')
DefineOutputIndex(16, BooleanType, 'D_Downwards', 'True if %D is moving downwards', 'IsTrue, IsFalse, Not')

-- General
DefineOutputIndex(17, BooleanType, 'IsAccelerating', 'True if momentum is increasing', 'IsTrue, IsFalse, Not')
DefineOutputIndex(18, BooleanType, 'IsDecelerating', 'True if momentum is decreasing', 'IsTrue, IsFalse, Not')