Forums › ProRealTime English forum › ProOrder support › A trading system based on the indicator One More Average MACD › Reply To: A trading system based on the indicator One More Average MACD
01/02/2020 at 12:23 PM
#115752
Thank you both! I tried to implement both your suggestions, but I still fail, now with an error… Thanks for your time!
v1.1
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//------------------------------------------------------------------------- defparam cumulateorders=false Defparam preloadbars=10000 amount = 10 //quantity of shares/contracts to open for each new order //--------------------------------------------------------------------------------// //Indicators //Indicator: PRC_OneMoreAverage MACD //Release date: 23.11.2016 //Web: https://www.prorealcode.com/prorealtime-indicators/one-more-average-macd/ //Code translator: Nicolas @ www.prorealcode.com //--parameters //>OMA parameters Sensibility = 1 Adaptive = 1 //>MACD periods FLength = 24 SLength = 52 //>signal line SigLength = 9 Sigma = 4 Offset = 0.85 //-------- if barindex > 129 then Speed = Sensibility Speed = Max(Speed,-1.5) price = average[1](customclose) tconst=Speed //--Fast moving average FLength = Max(FLength,1) //adaptive period averagePeriod = FLength if adaptive=1 and averagePeriod > 1 then minPeriod = averagePeriod/2.0 maxPeriod = minPeriod*5.0 endPeriod = round(maxPeriod) signal = Abs((price-stored[endPeriod])) noise = 0.00000000001 for k=1 to endPeriod do noise=noise+Abs(price-stored[k]) averagePeriod = round(((signal/noise)*(maxPeriod-minPeriod))+minPeriod) next endif alpha = (2.0+tconst)/(1.0+tconst+averagePeriod) e1 = e1 + alpha*(price-e1) e2 = e2 + alpha*(e1-e2) v1 = 1.5 * e1 - 0.5 * e2 e3 = e3 + alpha*(v1 -e3) e4 = e4 + alpha*(e3-e4) v2 = 1.5 * e3 - 0.5 * e4 e5 = e5 + alpha*(v2 -e5) e6 = e6 + alpha*(e5-e6) Fast = 1.5 * e5 - 0.5 * e6 //------------------------------------ //--Slow moving average SLength = Max(SLength,1) //adaptive period SaveragePeriod = SLength if adaptive=1 and SaveragePeriod > 1 then SminPeriod = SaveragePeriod/2.0 SmaxPeriod = SminPeriod*5.0 SendPeriod = round(maxPeriod) Ssignal = Abs((price-stored[SendPeriod])) Snoise = 0.00000000001 for k=1 to SendPeriod do Snoise=Snoise+Abs(price-stored[k]) SaveragePeriod = round(((Ssignal/Snoise)*(SmaxPeriod-SminPeriod))+SminPeriod) next endif Salpha = (2.0+tconst)/(1.0+tconst+SaveragePeriod) Se1 = Se1 + Salpha*(price-Se1) Se2 = Se2 + Salpha*(Se1-Se2) Sv1 = 1.5 * Se1 - 0.5 * Se2 Se3 = Se3 + Salpha*(Sv1 -Se3) Se4 = Se4 + Salpha*(Se3-Se4) Sv2 = 1.5 * Se3 - 0.5 * Se4 Se5 = Se5 + Salpha*(Sv2 -Se5) Se6 = Se6 + Salpha*(Se5-Se6) Slow = 1.5 * Se5 - 0.5 * Se6 //------------------------------------ //--Signal moving average OMAMACD = Slow-Fast SigLength = Max(SigLength,1) //---Signal MA n = (Offset * (SigLength - 1)) t = SigLength/Sigma SWtdSum = 0 SCumWt = 0 for k = 0 to SigLength - 1 do SWtd = Exp(-((k-n)*(k-n))/(2*t*t)) SWtdSum = SWtdSum + SWtd * OMAMACD[SigLength - 1 - k] SCumWt = SCumWt + SWtd next SIGMACD = SWtdSum / SCumWt //------------------------------------ stored=price //------------------------------------ BullSMA=(SIGMACD<OMAMACD) BearSMA=(SIGMACD>OMAMACD) //--------------------------------------------------------------------------------// //Conditions when to act if (not longonmarket and BullSMA)then buy amount shares at market endif if (longonmarket and BearSMA and positionperf>0) then sell at market endif |
