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DSMA.lua
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DSMA.lua
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--[[
https://github.com/nick-nh/qlua
DSMA Deviation-Scaled Moving Average by John F. Ehlers
]]
_G.load = _G.loadfile or _G.load
local maLib = load(_G.getWorkingFolder().."\\Luaindicators\\maLib.lua")()
local logFile = nil
--logFile = io.open(_G.getWorkingFolder().."\\LuaIndicators\\DSMA.txt", "w")
local message = _G['message']
local RGB = _G['RGB']
local TYPE_LINE = _G['TYPE_LINE']
local isDark = _G.isDarkTheme()
local os_time = os.time
_G.Settings= {
Name = "*DSMA",
period = 40,
poles = 2, --[2, 3]
data_type = 'Close',
line = {
{
Name = 'DSMA',
Color = isDark and RGB(255, 193, 193) or RGB(113, 0, 0),
Type = TYPE_LINE,
Width = 2
}
}
}
local PlotLines = function() end
local error_log = {}
local function log_tostring(...)
local n = select('#', ...)
if n == 1 then
return tostring(select(1, ...))
end
local t = {}
for i = 1, n do
t[#t + 1] = tostring((select(i, ...)))
end
return table.concat(t, " ")
end
local function myLog(...)
if logFile==nil then return end
logFile:write(tostring(os.date("%c",os_time())).." "..log_tostring(...).."\n");
logFile:flush();
end
------------------------------------------------------------------
--Moving Average
------------------------------------------------------------------
local function Algo(Fsettings, ds)
Fsettings = (Fsettings or {})
local data_type = (Fsettings.data_type or "Close")
local period = Fsettings.period or 9
local poles = Fsettings.poles or 2
error_log = {}
local fSSF
local out
local edsma
local avgZeros
local zeros
return function (index)
out = nil
local status, res = pcall(function()
if not maLib then return end
local val = maLib.Value(index, data_type, ds)
if fSSF == nil or index == 1 then
edsma = {}
edsma[index] = 0
zeros = {}
zeros[index] = 0
avgZeros = {}
avgZeros[index] = 0
fSSF = poles == 2 and maLib.Get2PoleSSF({period = period, data_type = 'Any'}, avgZeros) or maLib.Get3PoleSSF({period = period, data_type = 'Any'}, avgZeros)
fSSF(index)
return
end
zeros[index] = zeros[index-1]
avgZeros[index] = avgZeros[index-1]
edsma[index] = edsma[index-1]
--Ehlers Super Smoother Filter
local ssf = fSSF(index)
if not maLib.CheckIndex(index, ds) then
return
end
zeros[index] = val - (maLib.Value(maLib.GetIndex(index, 2, ds, data_type), data_type, ds))
avgZeros[index] = (zeros[index] + zeros[index-1])/2
--Rescale filter in terms of Standard Deviations
local stdev = maLib.Sigma(ssf, nil, index - period + 1, index)
local scaledFilter = stdev ~= 0 and ssf[index]/stdev or 0
local alpha = 5*math.abs(scaledFilter)/period
edsma[index] = alpha*val + (1 - alpha)*(edsma[index - 1] or 0)
out = edsma[index]
end)
if not status then
if not error_log[tostring(res)] then
error_log[tostring(res)] = true
myLog(tostring(res))
message(tostring(res))
end
return nil
end
return out
end
end
function _G.Init()
PlotLines = Algo(_G.Settings)
return 1
end
function _G.OnChangeSettings()
_G.Init()
end
function _G.OnCalculate(index)
return PlotLines(index)
end