function Init() indicator:name("Kaufman RSI"); indicator:description("Kaufman RSI"); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addInteger("periodAMA", "periodAMA", "period of AMA", 10); indicator.parameters:addInteger("nfast", "nfast", "nfast", 2); indicator.parameters:addInteger("nslow", "nslow", "nslow", 10); indicator.parameters:addDouble("G", "G", "G", 4); indicator.parameters:addDouble("dK", "dK", "dK", 450); indicator.parameters:addInteger("RSI", "RSI", "RSI", 200); indicator.parameters:addColor("clr1", "Color of RSI_K", "Color of RSI_K", core.rgb(0, 255, 0)); indicator.parameters:addColor("clr2", "Color of RSI", "Color of RSI", core.rgb(255, 0, 0)); indicator.parameters:addColor("clr3", "Up Color", "Up Color", core.rgb(0, 0, 255)); indicator.parameters:addColor("clr4", "Dn Color", "Dn Color", core.rgb(0, 255, 255)); end local first; local source = nil; local periodAMA; local nfast; local nslow; local G; local dK; local RSI; local RSI_Ind; local buff1; local buff2; local buff3; local buff4; local AMA0; function Prepare() source = instance.source; periodAMA=instance.parameters.periodAMA; nfast=instance.parameters.nfast; nslow=instance.parameters.nslow; G=instance.parameters.G; dK=instance.parameters.dK; RSI=instance.parameters.RSI; RSI_Ind = core.indicators:create("RSI", source, RSI); first = RSI_Ind.DATA:first()+2; local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.periodAMA .. ", " .. instance.parameters.nfast .. ", " .. instance.parameters.nslow .. ", " .. instance.parameters.G .. ", " .. instance.parameters.dK .. ", " .. instance.parameters.RSI .. ")"; instance:name(name); buff1 = instance:addStream("buff1", core.Line, name .. ".RSI_K", "RSI_K", instance.parameters.clr1, first); buff2 = instance:addStream("buff2", core.Line, name .. ".RSI", "RSI", instance.parameters.clr2, first); buff3 = instance:createTextOutput ("Up", "Up", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clr3, first); buff4 = instance:createTextOutput ("Dn", "Dn", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clr4, first); end function Update(period, mode) RSI_Ind:update(mode); if (period>first+periodAMA) then local slowSC=2./(nslow+1.); local fastSC=2./(nfast+1.); buff2[period]=RSI_Ind.DATA[period]; local signal=math.abs(RSI_Ind.DATA[period]-RSI_Ind.DATA[period-periodAMA]); local noise=0.000000001; for i=period-periodAMA+1,period,1 do noise=noise+math.abs(RSI_Ind.DATA[i]-RSI_Ind.DATA[i-1]); end local ER=signal/noise; local dSC=fastSC-slowSC; local ERSC=ER*dSC; local SSC=ERSC+slowSC; local AMA=AMA0+math.pow(SSC,G)*(RSI_Ind.DATA[period]-AMA0); buff1[period]=AMA; local ddK=AMA-AMA0; if math.abs(ddK)>dK*source:pipSize() and ddK>0. then buff3:set(period, AMA, "\159", ""); end if math.abs(ddK)>dK*source:pipSize() and ddK<0. then buff4:set(period, AMA, "\159", ""); end AMA0=AMA; else AMA0=RSI_Ind.DATA[period-1]; end end