Wae v2 [shk}

Custom Indicators
1

Is it possible for someone to bring in this indicator? The current WAE available in Tradovate is missing the dead zone indicator and doesn’t allow customization of colors.

2

You have both the Dead Zone and the change of colors.
const predef = require(‘./tools/predef’);
const meta = require(‘./tools/meta’);
const EMA = require(‘./tools/EMA’);
const StdDev = require(“./tools/StdDev”);
const p = require(“./tools/plotting”);

class tikiWAE2 {
init() {
this.fastEMA = EMA(this.props.fastLength) ;
this.slowEMA = EMA(this.props.slowLength) ;
this.stdDev = StdDev(this.props.bbLength);
this.priorMacd = 0;
this.priorMacdROC = 0;
}
map(d, i, history) {
const price = d.close();

    // Bollinger band range
    const stdev = this.stdDev(price);
    const avg = this.stdDev.avg();
    const halfWidth = stdev * this.props.deviation;
    const upperBb = avg + halfWidth;
    const lowerBb = avg - halfWidth;
    const bbRange = upperBb - lowerBb;
   
    // MACD ROC (rate of change)
    const fastEMA = this.fastEMA(price);
    const slowEMA = this.slowEMA(price);
    const macd = fastEMA - slowEMA;
    const sensitivity = this.props.sensitivity;
    const macdROC = (macd - this.priorMacd) * sensitivity;
    const isUp = macdROC >= 0;
    const isMacdUp = macdROC > this.priorMacdROC ;
    // const deadZone = 20 ;
    this.priorMacdROC = macdROC;
    this.priorBbRange = bbRange;
    this.priorMacd = macd;

        const {
        upColor,
        downColor
        } = this.props;

    return {
        bbRange,
        deadZone:20,
        value: Math.abs(macdROC),
        style: {
            value: {
                color: isUp
                    ? (isMacdUp ? upColor : "white") 
                    : (isMacdUp ? "orange" : downColor)
            }
        }
    };
}

}

module.exports = {
name: ‘tikiWAE2’,
description: ‘KK Tiki WAE 2’,
calculator: tikiWAE2,
inputType: meta.InputType.BARS,
plotter: [
predef.plotters.histogram,
predef.plotters.singleline(“bbRange”),
predef.plotters.singleline(“deadZone”),

],
areaChoice: meta.AreaChoice.NEW,
tags: ['Tiki Tools'],
params: {
    sensitivity: predef.paramSpecs.period(150),
    fastLength: predef.paramSpecs.period(20),
    slowLength: predef.paramSpecs.period(40),
    bbLength: predef.paramSpecs.period(20),
    deviation: predef.paramSpecs.number(2, 0.01, 0.01),
    deadZone: predef.paramSpecs.period(20),
    upColor: predef.paramSpecs.color("lime"),
    downColor: predef.paramSpecs.color("red"),
},

schemeStyles: {
    dark: {
       value: {color: "white"},
       bbRange: {color: "yellow"},
                   deadZone: predef.styles.plot({
        color: "white",
        lineStyle: 3
}),

}

}
};

3

Were you able to get this code to work? If not let me know and I will add a different version of the code that I modified for my own use.

4

Yes, got it to work. Thank you. But I’ve problem plotting the 10-period SMA on Cumulative Delta. If you can please help. Below my attempt:

const predef = require(“./tools/predef”);
const meta = require(“./tools/meta”);
const SMA = require(“./tools/SMA”);
const {px, du, op, min, max} = require(“./tools/graphics”);
const medianPrice = require(“./tools/medianPrice”);
const p = require(“./tools/plotting”);

class cumulativeDelta1 {
init() {
this.last = 0;
this.sma = SMA(this.props.periodCVD);
}

map(d, i, history) {
    const strongUpDown = this.props.strongUpDown;
    const delta = d.offerVolume() - d.bidVolume();
    const open = this.last;
    const close = open + delta;
    const range = Math.abs(open) > Math.abs(close) ? open : close;
    const prevd = i > 0 ? history.prior() : d;

    const result = {
        open,
        close,
        delta,
        value: range
    };

    const upDown = (strong) => {
        if (strong) {
            return {
                up: d.close() > prevd.high(),
                down: d.close() < prevd.low()
            };
        }
        return {
            up: d.close() > d.open(),
            down: d.close() < d.open()
        };
    };

    // UpDown Coloring
    const ud = upDown(strongUpDown);
    if (ud.down) {
        // DOWN
        result.up = false;
        result.down_open = open;
        result.down_close = close;
    }
    else if (ud.up) {
        // UP
        result.up = true;
        result.up_open = open;
        result.up_close = close;
    }
    else {
        result.neutral_open = open;
        result.neutral_close = close;
    }

    this.last = close;
    
    const SMACVD = i > 0 ? this.sma(close) : null;

    return{
        result,
        SMACVD,
    } ;
}
}

module.exports = {
name: “cumulativeDelta1”,
title: “Cumulative Delta1”,
description: “KK Cumulative Delta1”,
calculator: cumulativeDelta1,
params: {
strongUpDown: predef.paramSpecs.bool(true),
periodCVD: predef.paramSpecs.period(10)
},
inputType: meta.InputType.BARS,
areaChoice: meta.AreaChoice.NEW,
scaler: predef.scalers.multiPath([“open”, “close”]),
plotter: predef.plotters.cumulative,
plots: {
delta: “Delta”,
close,
SMACVD: { title: ‘SMA’ }
},
tags: [“01 My Indicators”],
schemeStyles: predef.styles.solidLine(“delta”, {
color: “#7e838c”,
lineWidth: 3
})

};