# indie:lang_version = 5 from math import floor, sqrt, nan from indie import ( indicator, MainContext, sec_context, param, param_ref, plot, color, MutSeriesF, algorithm, SeriesF, Optional, Color ) from indie.algorithms import Sma, Ema, Wma, Vwma, Rma from indie.math import cross # ─── Hull Moving Average ────────────────────────────────────────────────────── @algorithm def HullMa(self, src: SeriesF, length: int) -> SeriesF: half = max(1, length // 2) wma_h = Wma.new(src, half) wma_f = Wma.new(src, length) raw = MutSeriesF.new(2 * wma_h[0] - wma_f[0]) return Wma.new(raw, max(1, floor(sqrt(length)))) # ─── Triple EMA ─────────────────────────────────────────────────────────────── @algorithm def Tema(self, src: SeriesF, length: int) -> SeriesF: e1 = Ema.new(src, length) e2 = Ema.new(e1, length) e3 = Ema.new(e2, length) return MutSeriesF.new(3 * (e1[0] - e2[0]) + e3[0]) # ─── Tilson T3 (direct 6-EMA formulation, equivalent to cascaded GD) ───────── @algorithm def TilsonT3(self, src: SeriesF, length: int, factor: float) -> SeriesF: f2 = factor * factor f3 = f2 * factor e1 = Ema.new(src, length) e2 = Ema.new(e1, length) e3 = Ema.new(e2, length) e4 = Ema.new(e3, length) e5 = Ema.new(e4, length) e6 = Ema.new(e5, length) val = (-f3) * e6[0] + (3 * f2 + 3 * f3) * e5[0] + (-(6 * f2 + 3 * factor + 3 * f3)) * e4[0] + (1 + 3 * factor + f3 + 3 * f2) * e3[0] return MutSeriesF.new(val) # ─── Secondary Context: compute only the selected MA per slot ───────────────── @sec_context @param_ref('length') @param_ref('atype') @param_ref('factor_t3') @param_ref('length2') @param_ref('atype2') @param_ref('sfactor_t3') def SecMain(self, length, atype, factor_t3, length2, atype2, sfactor_t3): src = self.close factor = factor_t3 * 0.1 sfactor = sfactor_t3 * 0.1 ma1: float = nan if atype == 2: ma1 = Ema.new(src, length)[0] elif atype == 3: ma1 = Wma.new(src, length)[0] elif atype == 4: ma1 = HullMa.new(src, length)[0] elif atype == 5: ma1 = Vwma.new(src, length)[0] elif atype == 6: ma1 = Rma.new(src, length)[0] elif atype == 7: ma1 = Tema.new(src, length)[0] elif atype == 8: ma1 = TilsonT3.new(src, length, factor)[0] else: ma1 = Sma.new(src, length)[0] ma2: float = nan if atype2 == 2: ma2 = Ema.new(src, length2)[0] elif atype2 == 3: ma2 = Wma.new(src, length2)[0] elif atype2 == 4: ma2 = HullMa.new(src, length2)[0] elif atype2 == 5: ma2 = Vwma.new(src, length2)[0] elif atype2 == 6: ma2 = Rma.new(src, length2)[0] elif atype2 == 7: ma2 = Tema.new(src, length2)[0] elif atype2 == 8: ma2 = TilsonT3.new(src, length2, sfactor)[0] else: ma2 = Sma.new(src, length2)[0] return ma1, ma2 # ─── Main Indicator ─────────────────────────────────────────────────────────── @indicator('Ultimate MA MTF', overlay_main_pane=True) @param.bool('use_current_res', default=True, title='Use Current Chart Resolution?') @param.time_frame('sec_time_frame', default='1D', title='Custom Timeframe (uncheck box above)') @param.int('length', default=20, min=1, title='MA Length (Lookback Period)') @param.int('atype', default=1, min=1, max=8, title='MA Type (1=SMA 2=EMA 3=WMA 4=Hull 5=VWMA 6=RMA 7=TEMA 8=T3)') @param.int('factor_t3', default=7, min=0, title='T3 Factor (*0.10, so 7=0.7)') @param.bool('spc', default=False, title='Highlight Bar When Price Crosses MA1?') @param.bool('cc', default=True, title='Color MA1 by Direction?') @param.int('smoothe', default=2, min=1, max=10, title='Color Smoothing (1=none)') @param.bool('doma2', default=False, title='Show Optional 2nd MA?') @param.bool('spc2', default=False, title='Highlight Bar When Price Crosses MA2?') @param.int('length2', default=50, min=1, title='2nd MA Length') @param.int('sfactor_t3', default=7, min=0, title='2nd MA T3 Factor (*0.10)') @param.int('atype2', default=1, min=1, max=8, title='2nd MA Type (1=SMA 2=EMA 3=WMA 4=Hull 5=VWMA 6=RMA 7=TEMA 8=T3)') @param.bool('cc2', default=True, title='Color MA2 by Direction?') @param.bool('sd', default=False, title='Show Cross Markers on MA Cross?') @plot.line(line_width=4, title='MA1') @plot.marker(style=plot.marker_style.CIRCLE, position=plot.marker_position.CENTER, size=4, title='MA2') @plot.marker(style=plot.marker_style.CROSS, position=plot.marker_position.CENTER, size=7, color=color.AQUA, title='MA Cross') @plot.bar_color() class Main(MainContext): def __init__( self, use_current_res, sec_time_frame, length, atype, factor_t3, spc, cc, smoothe, doma2, spc2, length2, sfactor_t3, atype2, cc2, sd ): tf = None if use_current_res else sec_time_frame self._ma1, self._ma2 = self.calc_on(SecMain, time_frame=tf) self._spc = spc self._cc = cc self._smoothe = smoothe self._doma2 = doma2 self._spc2 = spc2 self._cc2 = cc2 self._sd = sd def calc(self): ma1 = self._ma1[0] ma2 = self._ma2[0] col1: Color = color.AQUA if self._cc: if ma1 >= self._ma1[self._smoothe]: col1 = color.LIME else: col1 = color.RED ma2_val: float = nan if self._doma2: ma2_val = ma2 col2: Color = color.WHITE if self._cc2: if ma2 >= self._ma2[self._smoothe]: col2 = color.LIME else: col2 = color.RED cross_val: float = nan if self._sd: if cross(self._ma1, self._ma2): cross_val = ma2 bar_col: Optional[Color] = None if self._spc or self._spc2: o = self.open[0] c = self.close[0] if self._spc and ((o < ma1) != (c < ma1)): bar_col = color.YELLOW elif self._spc2 and ((o < ma2) != (c < ma2)): bar_col = color.YELLOW return ( plot.Line(ma1, color=col1), plot.Marker(ma2_val, color=col2), plot.Marker(cross_val), plot.BarColor(bar_col), )