Forums › ProRealTime forum Italiano › Supporto ProBuilder › STD Filtered indicator › Reply To: STD Filtered indicator
05/28/2025 at 4:03 PM
#247707
Ciao! Ti darò la mia conversione fino a N=4. Devo ancora creare un pezzo di codice che emuli la funzione TW che consente N poli gaussiani.
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// ----------------------------------------// //PRC_NPole Gaussian Filter // Indicador: Filtro Gaussiano N-Polo + STD //version = 0 //28.05.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge // ----------------------------------------// // ---------- PARÁMETROS DE USUARIO //----------------------------------------// NPole = 4//input(4, "Nº de Polos (2 a 4)", 2, 4) Period = 25//input(25, "Periodo del filtro gaussiano", 2) FilterMode = 3//input(3, "Modo de filtrado: 1=Precio, 2=Filtro, 3=Ambos", 0, 3) FilterStrength = 1// input(1, "Multiplicador de desviación", 0) FilterPeriod = 10//input(10, "Periodo de desviación", 1) ATRPeriod = 14//input(14, "Periodo ATR para señal", 1) //----------------------------------------// // ---------- VARIABLES BÁSICAS //----------------------------------------// src = close atr = AverageTrueRange[ATRPeriod](close) //----------------------------------------// // ---------- FILTRO PREVIO SOBRE FUENTE //----------------------------------------// IF (FilterMode = 1 OR FilterMode = 3) AND FilterStrength > 0 AND BarIndex > FilterPeriod THEN iprice = src devSrc = STD[FilterPeriod](src) filtdevSrc = FilterStrength * devSrc IF ABS(iprice - iprice[1]) < filtdevSrc THEN iprice = iprice[1] ELSE iprice = iprice ENDIF ELSE iprice = src ENDIF //----------------------------------------// // ---------- FILTRO GAUSSIANO N-POLO //----------------------------------------// Series = iprice Period = MAX(Period, 2) IF BarIndex = 0 THEN w = 2 * 3.141592654 / Period w = 180 * w / 3.141592654 IF NPole = 2 THEN b = (1 - COS(w)) / (1.41421 - 1) ELSIF NPole = 3 THEN b = (1 - COS(w)) / (1.25992 - 1) ELSIF NPole = 4 THEN b = (1 - COS(w)) / (1.18920 - 1) ENDIF aa = -b + SQRT(b * b + 2 * b) a1 = 1 - aa a12 = a1 * a1 a13 = a12 * a1 a14 = a12 * a12 a2 = aa * aa a3 = a2 * aa a4 = a2 * a2 y1 = Series y2 = y1 y3 = y2 y4 = y3 ENDIF IF NPole = 2 THEN y = a2 * Series + 2 * a1 * y1 - a12 * y2 y2 = y1 y1 = y ELSIF NPole = 3 THEN y = a3 * Series + 3 * a1 * y1 - 3 * a12 * y2 + a13 * y3 y3 = y2 y2 = y1 y1 = y ELSIF NPole = 4 THEN y = a4 * Series + 4 * a1 * y1 - 6 * a12 * y2 + 4 * a13 * y3 - a14 * y4 y4 = y3 y3 = y2 y2 = y1 y1 = y ENDIF AFR = y //----------------------------------------// // ---------- FILTRO POSTERIOR //----------------------------------------// IF (FilterMode = 2 OR FilterMode = 3) AND FilterStrength > 0 AND BarIndex > FilterPeriod THEN iiprice = AFR dev = STD[FilterPeriod](AFR) filtdev = FilterStrength * dev IF ABS(iiprice - iiprice[1]) < filtdev THEN iiprice = iiprice[1] ELSE iiprice = iiprice ENDIF ELSE iiprice = AFR ENDIF //----------------------------------------// // ---------- LÓGICA DE SEÑALES //----------------------------------------// sig = iiprice[1] state = 0 IF iiprice > sig THEN state = 1 ELSIF iiprice < sig THEN state = -1 ENDIF pregoLong = iiprice > sig AND (iiprice[1] < sig[1] OR iiprice[1] = sig[1]) pregoShort = iiprice < sig AND (iiprice[1] > sig[1] OR iiprice[1] = sig[1]) IF BarIndex = 0 THEN contsw = 0 ENDIF IF pregoLong THEN contsw = 1 ELSIF pregoShort THEN contsw = -1 ELSE contsw = contsw[1] ENDIF goLong = pregoLong AND contsw[1] = -1 goShort = pregoShort AND contsw[1] = 1 //----------------------------------------// // ---------- COLORES DINÁMICOS //----------------------------------------// IF state = 1 THEN red = 50 green = 200 blue = 50 ELSIF state = -1 THEN red = 255 green = 75 blue = 100 ENDIF //----------------------------------------// // ---------- REPRESENTACIÓN VISUAL //----------------------------------------// IF goLong THEN drawarrowup(barindex, low - 0.15 * atr) coloured("blue") ENDIF IF goShort THEN drawarrowdown(barindex, high + 0.15 * atr) coloured("fuchsia") ENDIF //----------------------------------------// return iiprice coloured(red, green, blue) style(line, 3) |
