Conversion of Jurik DMX Histogram Indicator from Trading View

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01/17/2024 at 12:17 PM #226461 quote

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Senior

Please could you convert the below Trading View code found on the following website: Jurik DMX Histogram [Loxx] — Indicator by loxx — TradingView

Jurik DMX Histogram is the ultra-smooth, low lag version of your classic DMI indicator.

//@version=5
indicator(title=”Jurik DMX Histogram [Loxx]”, shorttitle=”JDMXH [Loxx]”, timeframe=””, timeframe_gaps=true, overlay = false)

greencolor = #2DD204
redcolor = #D2042D
bluecolor = #042dd2

lightgreencolor = #96E881
lightredcolor = #DF4F6C
lightbluecolor = #4f6cdf

darkGreenColor = #1B7E02
darkRedColor = #93021F
darkBlueColor = #021f93

_f_hp(_src, max_len) =>
var c = 360 * math.pi / 180
_alpha = (1 – math.sin(c / max_len)) / math.cos(c / max_len)
_hp = 0.0
_hp := 0.5 * (1 + _alpha) * (_src – nz(_src[1])) + _alpha * nz(_hp[1])
_hp

_f_ess(_src, _len) =>
var s = 1.414
_a = math.exp(-s * math.pi / _len)
_b = 2 * _a * math.cos(s * math.pi / _len)
_c2 = _b
_c3 = -_a * _a
_c1 = 1 – _c2 – _c3
_out = 0.0
_out := _c1 * (_src + nz(_src[1])) / 2 + _c2 * nz(_out[1], nz(_src[1], _src)) + _c3 * nz(_out[2], nz(_src[2], nz(_src[1], _src)))
_out

_auto_dom(src, min_len, max_len, ave_len) =>
var c = 2 * math.pi
var s = 1.414
avglen = ave_len

filt = _f_ess(_f_hp(src, max_len), min_len)
arr_size = max_len * 2

var corr = array.new_float(arr_size, initial_value=0)
var cospart = array.new_float(arr_size, initial_value=0)
var sinpart = array.new_float(arr_size, initial_value=0)
var sqsum = array.new_float(arr_size, initial_value=0)
var r1 = array.new_float(arr_size, initial_value=0)
var r2 = array.new_float(arr_size, initial_value=0)
var pwr = array.new_float(arr_size, initial_value=0)

for lag = 0 to max_len by 1
m = avglen == 0 ? lag : avglen
Sx = 0.0, Sy = 0.0, Sxx = 0.0, Syy = 0.0, Sxy = 0.0
for i = 0 to m – 1 by 1
x = nz(filt[i])
y = nz(filt[lag + i])
Sx += x
Sy += y
Sxx += x * x
Sxy += x * y
Syy += y * y
Syy
if (m * Sxx – Sx * Sx) * (m * Syy – Sy * Sy) > 0
array.set(corr, lag, (m * Sxy – Sx * Sy) / math.sqrt((m * Sxx – Sx * Sx) * (m * Syy – Sy * Sy)))

for period = min_len to max_len by 1
array.set(cospart, period, 0)
array.set(sinpart, period, 0)
for n = ave_len to max_len by 1
array.set(cospart, period, nz(array.get(cospart, period)) + nz(array.get(corr, n)) * math.cos(c * n / period))
array.set(sinpart, period, nz(array.get(sinpart, period)) + nz(array.get(corr, n)) * math.sin(c * n / period))
array.set(sqsum, period, math.pow(nz(array.get(cospart, period)), 2) + math.pow(nz(array.get(sinpart, period)), 2))

for period = min_len to max_len by 1
array.set(r2, period, nz(array.get(r1, period)))
array.set(r1, period, 0.2 * math.pow(nz(array.get(sqsum, period)), 2) + 0.8 * nz(array.get(r2, period)))

maxpwr = 0.0

for period = min_len to max_len by 1
if nz(array.get(r1, period)) > maxpwr
maxpwr := nz(array.get(r1, period))

for period = ave_len to max_len by 1
array.set(pwr, period, nz(array.get(r1, period)) / maxpwr)

dominantcycle = 0.0, peakpwr = 0.0

for period = min_len to max_len by 1
if nz(array.get(pwr, period)) > peakpwr
peakpwr := nz(array.get(pwr, period))

spx = 0.0, sp = 0.0

for period = min_len to max_len by 1
if peakpwr >= 0.25 and nz(array.get(pwr, period)) >= 0.25
spx += period * nz(array.get(pwr, period))
sp += nz(array.get(pwr, period))

dominantcycle := sp != 0 ? spx / sp : dominantcycle
dominantcycle := sp < 0.25 ? dominantcycle[1] : dominantcycle
dominantcycle := dominantcycle < 1 ? 1 : dominantcycle
dom_in = math.min(math.max(dominantcycle, min_len), max_len)
dom_in

_a_jurik_filt(src, len, phase) =>
len1 = math.max(math.log(math.sqrt(0.5 * (len-1))) / math.log(2.0) + 2.0, 0)
pow1 = math.max(len1 – 2.0, 0.5)
volty = 7.0, avolty = 9.0, vsum = 8.0, bsmax = 5.0, bsmin = 6.0, avgLen = 65

del1 = src – nz(bsmax[1])
del2 = src – nz(bsmin[1])

div = 1.0 / (10.0 + 10.0 * (math.min(math.max(len-10, 0), 100)) / 100)
volty := math.abs(del1) > math.abs(del2) ? math.abs(del1) : math.abs(del2)
vsum := nz(vsum[1]) + div * (volty – nz(volty[10]))

temp_avg = ta.sma(vsum, avgLen)

y = bar_index + 1
if(y <= avgLen + 1)
avolty := nz(avolty[1]) + 2.0 * (vsum – nz(avolty[1])) / (avgLen + 1)
else
avolty := temp_avg

dVolty = avolty > 0 ? volty / avolty : 0
dVolty := dVolty > math.pow(len1, 1.0/pow1) ? math.pow(len1, 1.0/pow1) : dVolty
dVolty := dVolty < 1 ? 1 : dVolty
pow2 = math.pow(dVolty, pow1)
len2 = math.sqrt(0.5 * (len – 1)) * len1
Kv = math.pow(len2 / (len2 + 1), math.sqrt(pow2))

bsmax := del1 > 0 ? src : src – Kv * del1
bsmin := del2 < 0 ? src : src – Kv * del2

phaseRatio = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5
beta = 0.45 * (len – 1) / (0.45 * (len – 1) + 2)
alpha = math.pow(beta, pow2)
jma1 = 0.0, e0 = 0.0, e1 = 0.0, e2 = 0.0
e0 := (1 – alpha) * src + alpha * nz(e0[1])
e1 := (src – e0) * (1 – beta) + beta * nz(e1[1])
e2 := (e0 + phaseRatio * e1 – nz(jma1[1])) * math.pow(1 – alpha, 2) + math.pow(alpha, 2) * nz(e2[1])
jma1 := e2 + nz(jma1[1])
jma1

adapt = input.string(“Fixed”, “Calculation type”, options = [“Fixed”, “Autocorrelation Adaptive”], group = “Basic Settings”)

len = input.int(32, minval=1, title=”Length”, group = “Basic Settings”)
phs = input.int(0, title= “Jurik Phase”, group = “Basic Settings”)
siglen = input.int(5, minval=1, title=”Signal Smoothing Length”, group = “Basic Settings”)

auto_src = input.source(close, title=’JMA Source’, group = “Autocorrelation Periodgram Algorithm”)
auto_min = input.int(8, minval = 1, title=’JMA Min Length’, group = “Autocorrelation Periodgram Algorithm”)
auto_max = input.int(50, minval = 1, title=’JMA Max Length’, group = “Autocorrelation Periodgram Algorithm”)
auto_avg = input.int(32, minval = 1, title=’JMA Average Length’, group = “Autocorrelation Periodgram Algorithm”)

colorbars = input.bool(false, “Color bars?”, group = “UI Options”)

auto = _auto_dom(auto_src, auto_min, auto_max, auto_avg)
out = adapt == “Fixed” ? len : int(auto) < 1 ? 1 : int(auto)

up = ta.change(high)
down = -ta.change(low)

plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)

trur = _a_jurik_filt(ta.tr, out, phs)

plus = fixnan(100 * _a_jurik_filt(plusDM, out, phs) / trur)
minus = fixnan(100 * _a_jurik_filt(minusDM, out, phs) / trur)

trigger = plus-minus
signal = _a_jurik_filt(trigger, siglen, phs)

colorout =
trigger >= 0 and trigger >= signal ? greencolor :
trigger >= 0 and trigger < signal ? lightgreencolor :
trigger < 0 and trigger < signal ? redcolor :
lightredcolor

plot(trigger, color=colorout, title = “DMX”, style = plot.style_histogram)
plot(trigger, color = trigger >= 0 ? darkGreenColor : darkRedColor , title = “DMX”, linewidth = 1)
plot(signal, color = color.white, title = “Signal”, linewidth = 2)

barcolor(colorbars ? colorout : na)

Jurik-DMX-Histogram.png

03/13/2024 at 1:46 PM #229698 quote

Iván González

Moderator

Legend

Hi,
Here it’s the code: https://www.prorealcode.com/prorealtime-indicators/jurik-dmx-histogram-indicator/

//PRC_Jurik DMX Histogram
//version = 0
//13.03.24
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
/////////////////////////////////////////////////////////////////////
///inputs////////////////////////////////////
siglen = 5 // Signal Smoothing length
phs = 0 //Jurik Phase
len = 32 //Length
////////////////////////////////////////////
len = MAX(len, 1)
len1 = max(log(sqrt(0.5*(len-1)))/log(2)+2,0)
Pow1 = max(len1-2,0.5)
avglen = 65
//////PlusDM and MinusDM////////////////////
if barindex=0 then
up = high
down = high
else
up = high-high[1]
down = -(low-low[1])
endif
if up > down and up > 0 then
plusDM = up
else
plusDM = 0
endif
if down > up and down > 0 then
minusDM = down
else
minusDM = 0
endif
////////////////////////////////
//TRUR - JURIK AVERAGE
IF BarIndex < avglen+1 THEN
Filt0tr = tr
Filt1tr = tr
trur = tr
bsmaxtr = 0
bsmintr = 0
vsumtr = 0
avoltytr = 0
ELSE
del1tr = tr-bsmaxtr[1]
del2tr = tr-bsmintr[1]
div = 1/(10+10*(min(max(len-10,0),100))/100)
if abs(del1tr)>abs(del2tr) then
voltytr = abs(del1tr)
else
voltytr = abs(del2tr)
endif
vsumtr = vsumtr[1]+div*(voltytr-voltytr[10])

tempavgtr = average[avglen](vsumtr)

y= barindex+1
if (y <= avglen+1) then
avoltytr = avoltytr[1]+2*(vsumtr-avoltytr[1])/(avglen+1)
else
avoltytr = tempavgtr
endif

if avoltytr > 0 then
dvoltytr = voltytr/avoltytr
else
dvoltytr = 0
endif

if dvoltytr > pow(len1,1/pow1) then
dvoltytr = pow(len1,1/pow1)
else
dvoltytr = dvoltytr
endif

if dvoltytr < 1 then
dvoltytr= 1
else
dvoltytr = dvoltytr
endif

pow2tr = pow(dvoltytr,pow1)
len2 = sqrt(0.5*(len-1))*len1
kvtr = pow(len2/(len2+1),sqrt(pow2tr))

if del1tr > 0 then
bsmaxtr = tr
else
bsmaxtr = tr - kvtr*del1tr
endif

if del2tr < 0 then
bsmintr = tr
else
bsmintr = tr - kvtr*del2tr
endif

if phs < -100 then
phaseratio = 0.5
elsif phs > 100 then
phaseratio = 2.5
else
phaseratio =phs/100+1.5
endif

beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alphatr = pow(beta,pow2tr)

Filt0tr = (1 - alphatr) * tr + alphatr * Filt0tr[1]
Det0tr = (tr - Filt0tr[0]) * (1 - beta) + beta * Det0tr[1]
Filt1tr = Filt0tr[0] + phaseratio * Det0tr[0]
Det1tr = (Filt1tr[0] - trur[1]) * ((1 - alphatr) * (1 - alphatr)) + (alphatr * alphatr) * Det1tr[1]
trur = trur[1] + Det1tr[0]
ENDIF
/////Plus
IF BarIndex < avglen+1 THEN
Filt0pl = 0
Filt1pl = 0
jurikPlus = 0
bsmaxpl = 0
bsminpl = 0
vsumpl = 0
avoltypl = 0
ELSE
del1pl = plusDM-bsmaxpl[1]
del2pl = plusDM-bsminpl[1]
div = 1/(10+10*(min(max(len-10,0),100))/100)
if abs(del1pl)>abs(del2pl) then
voltypl = abs(del1pl)
else
voltypl = abs(del2pl)
endif
vsumpl = vsumpl[1]+div*(voltypl-voltypl[10])

tempavgpl = average[avglen](vsumpl)

y= barindex+1
if (y <= avglen+1) then
avoltypl = avoltypl[1]+2*(vsumpl-avoltypl[1])/(avglen+1)
else
avoltypl = tempavgpl
endif

if avoltypl > 0 then
dvoltypl = voltypl/avoltypl
else
dvoltypl = 0
endif

if dvoltypl > pow(len1,1/pow1) then
dvoltypl = pow(len1,1/pow1)
else
dvoltypl = dvoltypl
endif

if dvoltypl < 1 then
dvoltypl= 1
else
dvoltypl = dvoltypl
endif

pow2pl = pow(dvoltypl,pow1)
len2 = sqrt(0.5*(len-1))*len1
kvpl = pow(len2/(len2+1),sqrt(pow2pl))

if del1pl > 0 then
bsmaxpl = plusDM
else
bsmaxpl = plusDM - kvpl*del1pl
endif

if del2pl < 0 then
bsminpl = plusDM
else
bsminpl = plusDM - kvpl*del2pl
endif

if phs < -100 then
phaseratio = 0.5
elsif phs > 100 then
phaseratio = 2.5
else
phaseratio =phs/100+1.5
endif

beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alphapl = pow(beta,pow2pl)

Filt0pl = (1 - alphapl) * plusDM + alphapl * Filt0pl[1]
Det0pl = (plusDM - Filt0pl[0]) * (1 - beta) + beta * Det0pl[1]
Filt1pl = Filt0pl[0] + phaseratio * Det0pl[0]
Det1pl = (Filt1pl[0] - jurikPlus[1]) * ((1 - alphapl) * (1 - alphapl)) + (alphapl * alphapl) * Det1pl[1]
jurikPlus = jurikPlus[1] + Det1pl[0]
ENDIF

plus = (100*jurikPlus/trur)

///////////////////////////////////////////////
/////minus
IF BarIndex < avglen+1 THEN
Filt0mn = 0
Filt1mn = 0
jurikMinus = 0
bsmaxmn = 0
bsminmn = 0
vsummn = 0
avoltymn = 0
ELSE
del1mn = minusDM-bsmaxmn[1]
del2mn = minusDM-bsminmn[1]
div = 1/(10+10*(min(max(len-10,0),100))/100)
if abs(del1mn)>abs(del2mn) then
voltymn = abs(del1mn)
else
voltymn = abs(del2mn)
endif
vsummn = vsummn[1]+div*(voltymn-voltymn[10])

tempavgmn = average[avglen](vsummn)

y= barindex+1
if (y <= avglen+1) then
avoltymn = avoltymn[1]+2*(vsummn-avoltymn[1])/(avglen+1)
else
avoltymn = tempavgmn
endif

if avoltymn > 0 then
dvoltymn = voltymn/avoltymn
else
dvoltymn = 0
endif

if dvoltymn > pow(len1,1/pow1) then
dvoltymn = pow(len1,1/pow1)
else
dvoltymn = dvoltymn
endif

if dvoltymn < 1 then
dvoltymn= 1
else
dvoltymn = dvoltymn
endif

pow2mn = pow(dvoltymn,pow1)
len2 = sqrt(0.5*(len-1))*len1
kvmn = pow(len2/(len2+1),sqrt(pow2mn))

if del1mn > 0 then
bsmaxmn = minusDM
else
bsmaxmn = minusDM - kvmn*del1mn
endif

if del2mn < 0 then
bsminmn = minusDM
else
bsminmn = minusDM - kvmn*del2mn
endif

if phs < -100 then
phaseratio = 0.5
elsif phs > 100 then
phaseratio = 2.5
else
phaseratio =phs/100+1.5
endif

beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alphamn = pow(beta,pow2mn)

Filt0mn = (1 - alphamn) * minusDM + alphamn * Filt0mn[1]
Det0mn = (minusDM - Filt0mn[0]) * (1 - beta) + beta * Det0mn[1]
Filt1mn = Filt0mn[0] + phaseratio * Det0mn[0]
Det1mn = (Filt1mn[0] - jurikMinus[1]) * ((1 - alphamn) * (1 - alphamn)) + (alphamn * alphamn) * Det1mn[1]
jurikMinus = jurikMinus[1] + Det1mn[0]
ENDIF

minus = 100*jurikMinus/trur

/////////////////////////////////////////////////////////////
////////Trigger
trigger = plus-minus
///////////////////////////////////////////////////////////
///////signal
siglen = MAX(siglen, 1)
len1 = max(log(sqrt(0.5*(siglen-1)))/log(2)+2,0)
Pow1 = max(len1-2,0.5)
avglen = 65
IF BarIndex < avglen+1 THEN
Filt0 = 0
Filt1 = 0
signal = 0
bsmax = 0
bsmin = 0
vsum = 0
avolty = 0
ELSE
del1 = trigger-bsmax[1]
del2 = trigger-bsmin[1]
div = 1/(10+10*(min(max(siglen-10,0),100))/100)
if abs(del1)>abs(del2) then
volty = abs(del1)
else
volty = abs(del2)
endif
vsum = vsum[1]+div*(volty-volty[10])

tempavg = average[avglen](vsum)

y= barindex+1
if (y <= avglen+1) then
avolty = avolty[1]+2*(vsum-avolty[1])/(avglen+1)
else
avolty = tempavg
endif

if avolty > 0 then
dvolty = volty/avolty
else
dvolty = 0
endif

if dvolty > pow(len1,1/pow1) then
dvolty = pow(len1,1/pow1)
else
dvolty = dvolty
endif

if dvolty < 1 then
dvolty= 1
else
dvolty = dvolty
endif

pow2 = pow(dvolty,pow1)
len2 = sqrt(0.5*(siglen-1))*len1
kv = pow(len2/(len2+1),sqrt(pow2))

if del1 > 0 then
bsmax = trigger
else
bsmax = trigger - kv*del1
endif

if del2 < 0 then
bsmin = trigger
else
bsmin = trigger - kv*del2
endif

if phs < -100 then
phaseratio = 0.5
elsif phs > 100 then
phaseratio = 2.5
else
phaseratio =phs/100+1.5
endif

beta = 0.45 * (siglen - 1) / (0.45 * (siglen - 1) + 2)
alpha = pow(beta,pow2)

Filt0 = (1 - alpha) * trigger + alpha * Filt0[1]
Det0 = (trigger - Filt0[0]) * (1 - beta) + beta * Det0[1]
Filt1 = Filt0[0] + phaseratio * Det0[0]
Det1 = (Filt1[0] - signal[1]) * ((1 - alpha) * (1 - alpha)) + (alpha * alpha) * Det1[1]
signal = signal[1] + Det1[0]
ENDIF
/////////////////////////////////////////////////////
/////color
if trigger >=0 and trigger>=signal then
r=0
g=120
elsif trigger >=0 and trigger<signal then
r=0
g=255
elsif trigger <0 and trigger<signal then
r=120
g=0
else
r=255
g=0
endif

return trigger as "Histo DMX"coloured(r,g,0)style(histogram),trigger as "DMX" style(line), signal as "Signal"coloured("white")style(line,2)

Ξ3 thanked this post

PRC_Jurik-DMX-Histogram.itf

03/14/2024 at 7:12 AM #229742 quote

Ξ3

Participant

Senior

Much appreciated!