Firetron’s GetKeltnerSpread

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)