Quadruple Exponential Moving Average indicator

Quadruple Exponential Moving Average indicator

the Quadruple Exponential Moving Average is calculated with a set of different EMA of EMA.

I introduced in the code the possibility to change the moving average type for the indicator calculation (from 0 to 6):

0 = SMA

1 = EMA

2 = WMA

3 = Wilder

4 = Triangular

5 = End point

6 = Time series

Of course you can also modify the calculation period in the indicator parameter.

QEMA=5*MA1-10*MA2+10*MA3-5*MA4+MA5, where
MA1=Moving Average(Price),
MA2=Moving Average(MA1),
MA3=Moving Average(MA2),
MA4=Moving Average(MA3),
MA5=Moving Average(MA4).

Code adapted from TS2 platform.

 

 

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ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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  1. piarou • 01/23/2017 #

    Objet : PRC_QEMA | indicator
    Bonjour,
    Bizarrement :
    • les deux paramètres sont en remarque donc logiquement  inactifs et généèrent une erreur de syntaxe et deux variables (period et methose) non définies
    • 
    MOVING AVERAGE TYPE génère une erreur dans PRT (V10.3)D\'une manière générale beaucoup de ces codes proposés sont inutilisables tels qu\'il ont présentés car entachés d\'erreurs.Avant de les placer sur un site quelqu\'un pourrait-il préalablement les déboguer totalement, ce qui rendrait service à de nombreux utilisateurs de PRT.Cordialement,piarou
    //PRC_QEMA | indicator
    //23.01.2017
    //Nicolas @ www.prorealcode.com
    //Sharing ProRealTime knowledge

    //--- parameters
    // period = 14
    // method = MOVING AVERAGE TYPE
    // ---

    Price=customclose

    MA1=Average[period,method](Price)
    MA2=Average[period,method](MA1)
    MA3=Average[period,method](MA2)
    MA4=Average[period,method](MA3)
    MA5=Average[period,method](MA4)
    QEMA=5*MA1-10*MA2+10*MA3-5*MA4+MA5

    RETURN QEMA as \"Quadruple Exponential Moving Average indicator\"
    //--- parameters
    // period = 14
    // method = MOVING AVERAGE TYPE
    // ---

    • Nicolas • 01/23/2017 #

      En effet, c’est le cas si on copie/colle le code. Ces 2 variables sont inscrites en externes dans le code ITF de l’indicateur Ă  importer pour en facilitĂ© son utilisation, le code ci-dessous en Ă©tant l’exacte copie.

  2. Salocin • 01/23/2017 #

    Hello Nicolas, my french is not that well. It occurs an error which can not be solved by copy the code is that correct? Or can I replace “Moving Average Type” and the copied code works for further development?
    Regards Nicolas

    • Nicolas • 01/23/2017 #

      Just download the ITF file and import it into your platform, follow these easy steps: https://www.prorealcode.com/import-export-prorealtime-code-platform/

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