Experimental attemptt of applying Logistic Map Equation for some of widly used indicators. With this study “Awesome Oscillator (AO)”, “Rate of Change ( ROC )”, “Relative Strength Index ( RSI )”, “Stochastic ( STOCH )”.
Calculations with Logistic Map Equation makes sense when the calculated results are iterated many times within the same equation.
Here is the Logistic Map Equation : Xn+1 = r * Xn * (1 – Xn) Where, the value of r is the key for this equation which changes amazingly the behaviour of the Logistic Map.
The value we have asigned for r is less then 1 and greater than 0 ( 0 < r < 1) and in this case the iterations performed with the maximum number of output series allowed by Pine is quite enough for our purpose and thanks to arrays we can easiliy store them for further processing.
(description from original author DGT)
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//PRC_Logistic Oscillators | indicator //05.03.2021 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //converted from pinescript // --- settings ti = 0 //0=Awesome Oscillator (AO),1=Rate of Change (ROC),2=Relative Strength Index (RSI),3= Stochastic (STOCH) length = 13 lenROC = 9 //Length : Rate of Change (ROC) lenRSI = 14 //Length : Relative Strength Index (RSI) lenSTO = 14 //Length : Stochastic (STOCH) // --- end of settings source = customclose if barindex>length then if ti = 0 then rr = average[5](medianprice)/average[34](medianprice)-1 elsif ti=1 then rr = (source-source[lenROC])/source[lenROC] elsif ti=2 then rr = rsi[lenRSI](source)/100-.5 elsif ti=3 then rr = 100*(source-lowest[lensto](low))/(highest[lensto](high)-lowest[lensto](low))/100-.5 endif mapeq = rr*source / highest[length](high)*(1-source/highest[length](high)) lmap = mapeq*1000000 sum = 0 for i = 1 to 30 lmap = (rr * abs(mapeq[i]) * (1 - mapeq[i]))*1000000 sum=sum+lmap $v[i]=lmap next avg = sum/30 for j = 1 to 30 if avg>0 then r=0 g=255 else r=255 g=0 endif drawtext("●",barindex,$v[j],dialog,standard,5) coloured(r,g,0,70) next if avg>0 then ar=0 ag=255 else ar=255 ag=0 endif endif return 0 coloured(100,100,100,0),lmap coloured(100,100,100,0),avg coloured(ar,ag,0) style(line,3) as "average" |
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Bonsoir , Nicolas , merci pour ce nouvel indicateur qui me parait intéressant , mais après l’avoir téléchargé , PRT me signale une “Erreur de syntaxe : ligne 35, caractère 1 .Merci de compléter la syntaxe de cette ligne ” . Bonne réception et a bientôt de vous lire .
désolé c’est un oubli de ma part, tu peux supprimer cette ligne, elle n’est plus utile dans le code (si tu as cette erreur c’est sûrement car tu utilises toujours une version antérieure à la v11).
Bonjour peut-on backtester cela ? Et si vous l’avez fait pourriez vous nous donner le code… Je n’arrive pas à comprendre comment backtester les stratégies/indicateurs :\'(
Bonjour , Nicolas , merci pour ta réponse , je suis en effet avec PRT 10.3 , et j’ai bidouillé un peu et sa fonctionne ( moins bien que tu le montre mais peu être utile en complément) . Bonne journée .