//@Name:Kaufman Efficiency Ratio //@Description:Returns the latest value of the Kaufman Efficiency Ratio indicator. //@Width:60 //@Return:Number //@Update:Intraday // Care has been taken in preparing this code but it is provided without guarantee. // You are welcome to modify and extend it. Please add your name as a modifier if you distribute it. var ERperiod=10; // Efficiency ratio period var dataList = ["1m","2m","2.5m","3m","4m","5m","6m","10m","15m","20m","30m","1h","2h","3h","4h","Daily","Weekly","Monthly"]; var dataSource = 15; var outputList = ["0 to 1","0 to 100","-100 to 100"]; var outputType = 0; function init(status) { if (status==Loading || status==Editing) { dataSource = storage.getAt(0); ERperiod = storage.getAt(1); outputType = storage.getAt(2); } if (status==Adding || status==Editing) { var dlg = new Dialog((status==Adding?"Add":"Edit")+" column",210,70) dlg.addOkButton(); dlg.addCancelButton(); dlg.addDropList("VAL1",50,-1,60,-1,dataList,"","",dataSource); dlg.addDropList("VAL2",50,-1,60,-1,outputList,"Output range:","",outputType); dlg.addIntEdit("VAL3",50,-1,-1,-1,"Period:","",ERperiod,2,10000); if (dlg.show()==Dialog.Cancel) return false; dataSource = dlg.getValue("VAL1"); ERperiod = dlg.getValue("VAL3"); outputType = dlg.getValue("VAL2"); storage.setAt(0, dataSource); storage.setAt(1, ERperiod); storage.setAt(2,outputType); } setTitle(ERperiod+" KER ("+dataList[dataSource]+")"); } function getVal(share) { if (dataSource<15) { switch (dataSource) { case 0: var dataPeriod = 1; break; case 1: var dataPeriod = 2; break; case 2: var dataPeriod = 2.5; break; case 3: var dataPeriod = 3; break; case 4: var dataPeriod = 4; break; case 5: var dataPeriod = 5; break; case 6: var dataPeriod = 6; break; case 7: var dataPeriod = 10; break; case 8: var dataPeriod = 15; break; case 9: var dataPeriod = 20; break; case 10: var dataPeriod = 30; break; case 11: var dataPeriod = 60; break; case 12: var dataPeriod = 120; break; case 13: var dataPeriod = 180; break; case 14: var dataPeriod = 240; break; } var daysNeeded = Math.ceil(dataPeriod * ERperiod*4/ 510); var eodData = share.getPriceArray(); if (eodData.length=0;i--) { tempData = share.getIBarArray(i,dataPeriod*60); if (tempData==undefined || tempData.length<1) continue; data = data.concat(share.getIBarArray(i,dataPeriod*60)); } if (data==undefined || data[0]==undefined || data.length<3) return; } if (dataSource==15) var data = getData(share,0,1) if (dataSource==16) var data = getData(share,1,1) if (dataSource==17) var data = getData(share,2,1) if (data.lengthdata.length-1-ERperiod;i--) { AbsSumPriceMovements+=Math.abs(data[i].close-data[i-1].close); } if(outputType == 0) { var netPriceMovement = Math.abs(data[data.length-1].close-data[data.length-1-ERperiod].close); var ERoutput = netPriceMovement/AbsSumPriceMovements } else if(outputType == 1) { var netPriceMovement = Math.abs(data[data.length-1].close-data[data.length-1-ERperiod].close); var ERoutput = netPriceMovement/AbsSumPriceMovements*100; } else { var netPriceMovement = data[data.length-1].close-data[data.length-1-ERperiod].close; var ERoutput = netPriceMovement/AbsSumPriceMovements*100; } return ERoutput; } //add intraday data to daily, weekly and monthly function getData(share,dataType,useIntra) { if (dataType==0)var data = share.getPriceArray(); if (dataType==1)var data = share.getWeeklyBarArray(); if (dataType==2)var data = share.getMonthlyBarArray(); if (data.length<2) return []; if (dataType==0 && useIntra==1) { var idata = share.getIBarArray(0,86400); if (idata!=undefined && idata.length==1 && new Date().getDate()==idata[0].date.getDate() && new Date().getDate()!=data[data.length-1].date.getDate()) { data[data.length]={ open:idata[0].open, high:idata[0].high, low:idata[0].low, close:(share.getIClose()==null?share.getIMid():share.getIClose()), volume:idata[0].volume, dateNum:idata[0].dateNum}; } } if (dataType==1 && useIntra==1) { var idata = share.getIBarArray(0,86400); if (idata!=undefined && idata.length==1 && new Date().getDate()==idata[0].date.getDate() && new Date().getDate()!=data[data.length-1].date.getDate()) { if (idata[0].date.getDay()data[data.length-1].high?idata[0].high:data[data.length-1].high), low:(idata[0].lowdata[data.length-1].high?idata[0].high:data[data.length-1].high), low:(idata[0].low