This indicator make stochastic calculation of a RSI indicator over the last X periods (RSI and stochastic periods can be modified in the first line of code).
By adding Bollinger bands of 2 standard deviations of the “Stoch RSI” curve, dynamic zones of overbought and oversold areas are displayed.
This code has been translated from LUA programming language, original indicator from fxcodebase.
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//PRC_Dynamic Zone StochRSI | indicator //17.02.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //converted from LUA (TS2) version // --- parameters N=14 //Number of periods for RSI K=14 //%K Stochastic Periods KS=5 //%K Slowing Periods D=3 //%D Slowing Stochastic Periods //Bollinger Band Calculation Period=20 Dev=2.0 //Number of standard deviations // --- end of parameters rrsi = rsi[N] maxrsi = highest[K-1](rrsi) minrsi = lowest[K-1](rrsi) if maxrsi=minrsi then ski = 100 else ski = (rrsi-minrsi)/(maxrsi-minrsi)*100 endif SK = average[KS](ski) SD = average[D](SK) BB = average[Period](SK) BBup = BB+std[Period](sk)*dev BBdn = BB-std[Period](sk)*dev RETURN BB coloured(0,200,0) style(line,2) as "Bollinger central", BBup coloured(200,0,0) style(line,2) as "Bollinger Up", BBdn coloured(200,0,0) style(line,2) as "Bollinger Down", SD coloured(0,140,255) style(line,2) as "SD", SK coloured(100,100,100) style(dottedline,1) as "SK" |
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bonjour a tous
quelqu un pourait il recodé en prt il sagit du dynamique zone ma, je n arrive pas a joindre le gif qui correspond mais code tres intéréssant.
merci pour la communauté prt.
voici le code:
#property indicator_chart_window#property indicator_buffers 6#property indicator_color1 DeepSkyBlue#property indicator_color2 LimeGreen#property indicator_color3 LimeGreen#property indicator_color4 Red#property indicator_color5 Red#property indicator_color6 Peru#property indicator_style3 STYLE_DOT#property indicator_style4 STYLE_DOT#property indicator_style6 STYLE_DASH#property indicator_width1 3#property indicator_width2 2#property indicator_width5 2
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#import “dynamicZone.dll” double dzBuyP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision); double dzSellP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision);#import
////// ////
extern int Length = 21;extern int Price = 0;extern bool ShowMiddleLine = true;extern int DzLookBackBars = 35;extern double DzStartBuyProbability1 = 0.10;extern double DzStartBuyProbability2 = 0.25;extern double DzStartSellProbability1 = 0.10;extern double DzStartSellProbability2 = 0.25;
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double MABuffer[];double alpha[];double prices[];double bl1Buffer[];double bl2Buffer[];double sl1Buffer[];double sl2Buffer[];double zliBuffer[];double stored[][7];
//+——————————————————————+//| |//+——————————————————————+//////////
int init(){ SetIndexBuffer(0,MABuffer); SetIndexBuffer(1,bl1Buffer); SetIndexBuffer(2,bl2Buffer); SetIndexBuffer(3,sl2Buffer); SetIndexBuffer(4,sl1Buffer); SetIndexBuffer(5,zliBuffer); IndicatorShortName(“Jurik filter simple (“+Length+”)”); return(0);}int deinit() { return(0); }
//+——————————————————————+//| |//+——————————————————————+//////////
int start(){ double precision = Point*100.0; int counted_bars=IndicatorCounted(); int i,r,limit;
if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars–; limit = Bars-counted_bars; if (ArrayRange(prices,0) != Bars) ArrayResize(prices,Bars);
// // // // // for (i=limit, r=Bars-i-1; i>=0; i–,r++) { prices[r] = iMA(NULL,0,1,0,MODE_SMA,Price,i); MABuffer[i] = iNoLagMa(alpha,prices,1,Length,i,r); if (DzStartBuyProbability1 >0) bl1Buffer[i] = dzBuyP (MABuffer, DzStartBuyProbability1, DzLookBackBars, Bars, i, precision); if (DzStartBuyProbability2 >0) bl2Buffer[i] = dzBuyP (MABuffer, DzStartBuyProbability2, DzLookBackBars, Bars, i, precision); if (DzStartSellProbability1>0) sl1Buffer[i] = dzSellP(MABuffer, DzStartSellProbability1, DzLookBackBars, Bars, i, precision); if (DzStartSellProbability2>0) sl2Buffer[i] = dzSellP(MABuffer, DzStartSellProbability2, DzLookBackBars, Bars, i, precision); if (ShowMiddleLine) zliBuffer[i] = dzSellP(MABuffer, 0.5 , DzLookBackBars, Bars, i, precision); } return(0);}
//+——————————————————————+//| |//+——————————————————————+//////////
#define Pi 3.1415926535
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double values[][3];#define _length 0#define _len 1#define _weight 2
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double iNoLagMa(double &alpha[], double &price[], int forvalue, int length, int i, int r){ int forValue = forvalue-1; if (length<3) return(price[r]); // // // // // if (ArrayRange(values,0)<(forValue+1) || values[forValue][_length] != length) { double Cycle = 4.0; double Coeff = 3.0*Pi; int Phase = length-1; if (ArrayRange(values,0)<forValue+1) ArrayResize(values,forValue+1);
values[forValue][_length] = length; values[forValue][_len] = length*4 + Phase; values[forValue][_weight] = 0; ArrayResize(alpha,values[forValue][_len]);
for (int k=0; k<values[forValue][_len]-1; k++) { if (k<=Phase-1) double t = 1.0 * k/(Phase-1); else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0); double beta = MathCos(Pi*t); double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1; alpha[k] = g * beta; values[forValue][_weight] += alpha[k]; } } // // // // // if (values[forValue][_weight]>0) { int len = values[forValue][_len]; double sum = 0; for (k=0; k < len-1; k++) sum += alpha[k]*price[r-k]; return( sum / values[forValue][_weight]); } else return(0); }
Merci de faire une requête spécifique sur le forum.