Ajouter une moyenne à un indicateur

• 10/23/2025 at 5:36 PM #252988
  finplus

  Bonsoir,

  voici l’indicateur

  /////////////////////////////////////KAMA 150

  Period = 150
  FastPeriod = 2
  SlowPeriod = 50

  Fastest = 2 / (FastPeriod + 1)
  Slowest = 2 / (SlowPeriod + 1)
  if barindex < Period+1 then
  Kama=close
  else
  Num = abs(close-close[Period])
  Den = summation[Period](abs(close-close[1]))
  ER = Num / Den
  Alpha = SQUARE(ER *(Fastest – Slowest )+ Slowest)
  KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1])
  endif

  ///////////////////////////////////////////////////////////////////: Distance Cours KAMA

  xClose = (Open+High+Low+Close)/4
  Distance = (xclose- kama)

  moy = average[550]((distance))

  if Moy<Moy[1] and Moy[1]>Moy[2] and Moy[1]>0 then
  ///RetB5=RetB4
  ///RetB4=RetB3
  RetB3=RetB2
  RetB2=RetB1
  RetB1=Moy[1]
  RetBmoy=(RetB1+RetB2+RetB3)/3
  endif

  if Moy>Moy[1] and Moy[1]<Moy[2] and Moy[1]<0 then
  ///RetH5=RetH4
  ///RetH4=RetH3
  RetH3=RetH2
  RetH2=RetH1
  RetH1=Moy[1]
  RetHmoy=(RetH1+RetH2+RetH3)/3
  endif

   

  for i=0 to 49
  $montab[i]=distance[i]
  Next

  arraysort($montab,ascend)
  moy3plusBas = ($montab[0] + $montab[1] + $montab[2]) / 3
  moy3plusHauts = ($montab[49] + $montab[48] + $montab[47]) / 3

   

  if (distance > moy) and (distance > moy3plushauts) and (distance > 0) then
  drawcandle (0,0, distance, distance) COLOURED (0,0,255)
  endif

  if (distance < moy) and (distance < moy3plusbas) and (distance < 0) then
  drawcandle (0,0, distance, distance) COLOURED (255,0,0)
  endif

   

  Return distance as “Distance”, moy as “Distance Moy”, RetBmoy as “Bande Haute”, RetHmoy as “Bande Basse”, moy3plusHauts as “FilterUp”, moy3plusBas as “FilterDn”

   

  je souhaiterai ajouter à l’indicateur ci-dessous une moyenne des 3 “FilterUp” les plus hauts calculés sur les 50 dernières barres et la moyenne des 3 “FilterDn” les plus bas calculés sur les 50 dernières barres, puis d’en tirer deux lignes horizontales pour matérialiser cette moyenne, cette ligne s’étalant sur les 50 dernières barres.

  Cette ligne devra laisser place à une nouvelle si le calcul de la moyenne change.

  j’espère avoir été clair.

  Merci.

  Je mets ci-dessous une capture écran de l’indicateur.

  

  finplus

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  10/27/2025 at 10:38 AM #253072
  Iván

  voici:

  // KAMA 150 Period = 150 FastPeriod = 2 SlowPeriod = 50 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) IF BarIndex < Period + 1 THEN Kama = Close ELSE Num = ABS(Close - Close[Period]) Den = Summation[Period](ABS(Close - Close[1])) IF Den <> 0 THEN ER = Num / Den ELSE ER = 0 ENDIF Alpha = SQUARE(ER * (Fastest - Slowest) + Slowest) Kama = (Alpha * Close) + ((1 - Alpha) * Kama[1]) ENDIF xClose = (Open + High + Low + Close) / 4 Distance = (xClose - Kama) moy = Average[550](Distance) IF Moy < Moy[1] AND Moy[1] > Moy[2] AND Moy[1] > 0 THEN RetB3 = RetB2 RetB2 = RetB1 RetB1 = Moy[1] RetBmoy = (RetB1 + RetB2 + RetB3) / 3 ENDIF IF Moy > Moy[1] AND Moy[1] < Moy[2] AND Moy[1] < 0 THEN RetH3 = RetH2 RetH2 = RetH1 RetH1 = Moy[1] RetHmoy = (RetH1 + RetH2 + RetH3) / 3 ENDIF historyLength = 50 IF BarIndex >= historyLength -1 THEN FOR i = 0 TO historyLength - 1 DO $montab[i] = Distance[i] NEXT ArraySort($montab, ascend) moy3plusbas = ($montab[0] + $montab[1] + $montab[2]) / 3 moy3plushauts = ($montab[historyLength - 1] + $montab[historyLength - 2] + $montab[historyLength - 3]) / 3 ELSE moy3plusbas = Undefined moy3plushauts = Undefined ENDIF FOR i = historyLength - 1 DOWNTO 1 DO $histHauts[i] = $histHauts[i-1] $histBas[i] = $histBas[i-1] NEXT $histHauts[0] = moy3plushauts $histBas[0] = moy3plusbas ONCE finalLineHaut = Undefined ONCE finalLineBas = Undefined IF BarIndex >= historyLength - 1 THEN FOR i = 0 TO historyLength - 1 DO $tempHauts[i] = $histHauts[i] $tempBas[i] = $histBas[i] NEXT ArraySort($tempHauts, descend) ArraySort($tempBas, ascend) avgTop3Hauts = Undefined avgBottom3Bas = Undefined IF IsSet($tempHauts[0]) AND IsSet($tempHauts[1]) AND IsSet($tempHauts[2]) THEN avgTop3Hauts = ($tempHauts[0] + $tempHauts[1] + $tempHauts[2]) / 3 ENDIF IF IsSet($tempBas[0]) AND IsSet($tempBas[1]) AND IsSet($tempBas[2]) THEN avgBottom3Bas = ($tempBas[0] + $tempBas[1] + $tempBas[2]) / 3 ENDIF IF finalLineHaut <> avgTop3Hauts AND avgTop3Hauts <> Undefined THEN finalLineHaut = avgTop3Hauts ENDIF IF finalLineBas <> avgBottom3Bas AND avgBottom3Bas <> Undefined THEN finalLineBas = avgBottom3Bas ENDIF IF BarIndex = historyLength - 1 THEN finalLineHaut = avgTop3Hauts finalLineBas = avgBottom3Bas ENDIF ELSE finalLineHaut = Undefined finalLineBas = Undefined ENDIF IF (Distance > moy) AND (Distance > moy3plushauts) AND (Distance > 0) THEN DRAWSEGMENT(BarIndex, 0, BarIndex, Distance) coloured(0, 0, 255) style(line) ENDIF IF (Distance < moy) AND (Distance < moy3plusbas) AND (Distance < 0) THEN DRAWSEGMENT(BarIndex, 0, BarIndex, Distance) coloured(255, 0, 0) style(line) ENDIF RETURN Distance AS "Distance" coloured("blue"), moy AS "Distance Moy", RetBmoy AS "Bande Haute", RetHmoy AS "Bande Basse", moy3plusHauts AS "FilterUp", moy3plusbas AS "FilterDn", finalLineHaut AS "Avg Top3 Hist" coloured(0, 255, 0) style(line, 2), finalLineBas AS "Avg Bot3 Hist" coloured(255, 165, 0) style(line, 2)

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  // KAMA 150 Period = 150 FastPeriod = 2 SlowPeriod = 50   Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1)   IF BarIndex < Period + 1 THEN    Kama = Close ELSE    Num = ABS(Close - Close[Period])    Den = Summation[Period](ABS(Close - Close[1]))    IF Den <> 0 THEN       ER = Num / Den    ELSE       ER = 0    ENDIF    Alpha = SQUARE(ER * (Fastest - Slowest) + Slowest)    Kama = (Alpha * Close) + ((1 - Alpha) * Kama[1]) ENDIF   xClose = (Open + High + Low + Close) / 4 Distance = (xClose - Kama) moy = Average[550](Distance)   IF Moy < Moy[1] AND Moy[1] > Moy[2] AND Moy[1] > 0 THEN    RetB3 = RetB2    RetB2 = RetB1    RetB1 = Moy[1]    RetBmoy = (RetB1 + RetB2 + RetB3) / 3 ENDIF   IF Moy > Moy[1] AND Moy[1] < Moy[2] AND Moy[1] < 0 THEN    RetH3 = RetH2    RetH2 = RetH1    RetH1 = Moy[1]    RetHmoy = (RetH1 + RetH2 + RetH3) / 3 ENDIF   historyLength = 50 IF BarIndex >= historyLength -1 THEN    FOR i = 0 TO historyLength - 1 DO       $montab[i] = Distance[i]    NEXT    ArraySort($montab, ascend)    moy3plusbas = ($montab[0] + $montab[1] + $montab[2]) / 3    moy3plushauts = ($montab[historyLength - 1] + $montab[historyLength - 2] + $montab[historyLength - 3]) / 3 ELSE    moy3plusbas = Undefined    moy3plushauts = Undefined ENDIF   FOR i = historyLength - 1 DOWNTO 1 DO    $histHauts[i] = $histHauts[i-1]    $histBas[i] = $histBas[i-1] NEXT   $histHauts[0] = moy3plushauts $histBas[0] = moy3plusbas   ONCE finalLineHaut = Undefined ONCE finalLineBas = Undefined   IF BarIndex >= historyLength - 1 THEN       FOR i = 0 TO historyLength - 1 DO       $tempHauts[i] = $histHauts[i]       $tempBas[i] = $histBas[i]    NEXT       ArraySort($tempHauts, descend)    ArraySort($tempBas, ascend)       avgTop3Hauts = Undefined    avgBottom3Bas = Undefined    IF IsSet($tempHauts[0]) AND IsSet($tempHauts[1]) AND IsSet($tempHauts[2]) THEN       avgTop3Hauts = ($tempHauts[0] + $tempHauts[1] + $tempHauts[2]) / 3    ENDIF    IF IsSet($tempBas[0]) AND IsSet($tempBas[1]) AND IsSet($tempBas[2]) THEN       avgBottom3Bas = ($tempBas[0] + $tempBas[1] + $tempBas[2]) / 3    ENDIF       IF finalLineHaut <> avgTop3Hauts AND avgTop3Hauts <> Undefined THEN       finalLineHaut = avgTop3Hauts    ENDIF    IF finalLineBas <> avgBottom3Bas AND avgBottom3Bas <> Undefined THEN       finalLineBas = avgBottom3Bas    ENDIF       IF BarIndex = historyLength - 1 THEN       finalLineHaut = avgTop3Hauts       finalLineBas = avgBottom3Bas    ENDIF    ELSE    finalLineHaut = Undefined    finalLineBas = Undefined ENDIF     IF (Distance > moy) AND (Distance > moy3plushauts) AND (Distance > 0) THEN    DRAWSEGMENT(BarIndex, 0, BarIndex, Distance) coloured(0, 0, 255) style(line) ENDIF   IF (Distance < moy) AND (Distance < moy3plusbas) AND (Distance < 0) THEN    DRAWSEGMENT(BarIndex, 0, BarIndex, Distance) coloured(255, 0, 0) style(line) ENDIF   RETURN Distance AS "Distance" coloured("blue"), moy AS "Distance Moy", RetBmoy AS "Bande Haute", RetHmoy AS "Bande Basse", moy3plusHauts AS "FilterUp", moy3plusbas AS "FilterDn", finalLineHaut AS "Avg Top3 Hist" coloured(0, 255, 0) style(line, 2), finalLineBas AS "Avg Bot3 Hist" coloured(255, 165, 0) style(line, 2)

  2 users thanked author for this post.

  finplus, robertogozzi

  

  Iván

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  10/27/2025 at 7:13 PM #253102
  finplus

  Bonsoir,

  merci, je vais le tester.

  Bonne soirée.

  

  finplus

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  10/29/2025 at 7:10 PM #253132
  finplus

  Bonsoir,

  je vous fait un retour sur l’indicateur demandé.  J’ai fait une capture écran du CAC CHF en UT 1h. Ce qui me gêne est que la ligne verte qui représente la moyenne des 3 FilterUP les plus hauts constatés sur les 50 dernières barres colle en réalité aux évolutions des barres. Or s’il s’agit d’une moyenne, la ligne verte ne devrait pas se comporter ainsi.

  Mais peut-être que ma demande est mal rédigée.

  Merci pour votre attention.

  

  finplus

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  11/09/2025 at 8:06 PM #253440
  finplus

  Bonsoir,

  je me permet de remonter ma demande.

  Merci.

  

  finplus

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  11/10/2025 at 6:21 AM #253444
  JS

  L’indicateur ci-dessous affiche également les lignes moyennes (verte et orange), ce qui permet de visualiser l’évolution des moyennes…

  Les valeurs sont correctes…

  Moyenne a un indicateur

  /// ------------------------------------------------------------ /// KAMA /// ------------------------------------------------------------ Period = 150 FastPeriod = 2 SlowPeriod = 50 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then KAMA = close else Num = abs(close - close[Period]) Den = summation[Period](abs(close - close[1])) ER = Num / Den Alpha = square(ER * (Fastest - Slowest) + Slowest) KAMA = (Alpha * close) + ((1 - Alpha) * KAMA[1]) endif /// ------------------------------------------------------------ /// Distance price - KAMA /// ------------------------------------------------------------ xClose = (open + high + low + close) / 4 Distance = (xClose - KAMA) moy = average[550](distance) if moy < moy[1] and moy[1] > moy[2] and moy[1] > 0 then RetB3 = RetB2 RetB2 = RetB1 RetB1 = moy[1] RetBmoy = (RetB1 + RetB2 + RetB3) / 3 endif if moy > moy[1] and moy[1] < moy[2] and moy[1] < 0 then RetH3 = RetH2 RetH2 = RetH1 RetH1 = moy[1] RetHmoy = (RetH1 + RetH2 + RetH3) / 3 endif /// ------------------------------------------------------------ /// 3 lowest and 3 highest distances over last 50 bars /// ------------------------------------------------------------ for i = 0 to 49 $montab[i] = distance[i] next arraysort($montab, ascend) moy3plusBas = ($montab[0] + $montab[1] + $montab[2]) / 3 moy3plusHauts = ($montab[49] + $montab[48] + $montab[47]) / 3 if (distance > moy) and (distance > moy3plusHauts) and (distance > 0) then drawcandle(0, 0, distance, distance) coloured(0, 0, 255) endif if (distance < moy) and (distance < moy3plusBas) and (distance < 0) then drawcandle(0, 0, distance, distance) coloured(255, 0, 0) endif /// ------------------------------------------------------------ /// NEW PART - averages of FilterUp / FilterDn /// ------------------------------------------------------------ for i = 0 to 49 $tabUp[i] = moy3plusHauts[i] $tabDn[i] = moy3plusBas[i] next arraysort($tabUp, ascend) arraysort($tabDn, ascend) AvgTop3FilterUp = ($tabUp[49] + $tabUp[48] + $tabUp[47]) / 3 AvgBot3FilterDn = ($tabDn[0] + $tabDn[1] + $tabDn[2]) / 3 if barindex > 50 then // Groen = FilterUp (gemiddelde 3 hoogste) drawsegment(barindex - 49, AvgTop3FilterUp, barindex, AvgTop3FilterUp) coloured(0,255,0) // Oranje = FilterDn (gemiddelde 3 laagste) drawsegment(barindex - 49, AvgBot3FilterDn, barindex, AvgBot3FilterDn) coloured(255,165,0) endif /// ------------------------------------------------------------ /// RETURN (single line) /// ------------------------------------------------------------ RETURN distance AS "Distance", moy AS "Distance Moy", RetBmoy AS "Bande Haute", RetHmoy AS "Bande Basse", moy3plusHauts AS "FilterUp", moy3plusBas AS "FilterDn", AvgTop3FilterUp AS "AvgTop3 FilterUp", AvgBot3FilterDn AS "Avg3 FilterDn"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86

  /// ------------------------------------------------------------ /// KAMA /// ------------------------------------------------------------ Period = 150 FastPeriod = 2 SlowPeriod = 50   Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1)   if barindex < Period+1 then KAMA = close else Num = abs(close - close[Period]) Den = summation[Period](abs(close - close[1])) ER = Num / Den Alpha = square(ER * (Fastest - Slowest) + Slowest) KAMA = (Alpha * close) + ((1 - Alpha) * KAMA[1]) endif   /// ------------------------------------------------------------ /// Distance price - KAMA /// ------------------------------------------------------------ xClose   = (open + high + low + close) / 4 Distance = (xClose - KAMA)   moy = average[550](distance)   if moy < moy[1] and moy[1] > moy[2] and moy[1] > 0 then RetB3 = RetB2 RetB2 = RetB1 RetB1 = moy[1] RetBmoy = (RetB1 + RetB2 + RetB3) / 3 endif   if moy > moy[1] and moy[1] < moy[2] and moy[1] < 0 then RetH3 = RetH2 RetH2 = RetH1 RetH1 = moy[1] RetHmoy = (RetH1 + RetH2 + RetH3) / 3 endif   /// ------------------------------------------------------------ /// 3 lowest and 3 highest distances over last 50 bars /// ------------------------------------------------------------ for i = 0 to 49 $montab[i] = distance[i] next   arraysort($montab, ascend) moy3plusBas   = ($montab[0] + $montab[1] + $montab[2]) / 3 moy3plusHauts = ($montab[49] + $montab[48] + $montab[47]) / 3   if (distance > moy) and (distance > moy3plusHauts) and (distance > 0) then drawcandle(0, 0, distance, distance) coloured(0, 0, 255) endif   if (distance < moy) and (distance < moy3plusBas) and (distance < 0) then drawcandle(0, 0, distance, distance) coloured(255, 0, 0) endif   /// ------------------------------------------------------------ /// NEW PART - averages of FilterUp / FilterDn /// ------------------------------------------------------------ for i = 0 to 49 $tabUp[i] = moy3plusHauts[i] $tabDn[i] = moy3plusBas[i] next   arraysort($tabUp, ascend) arraysort($tabDn, ascend)   AvgTop3FilterUp = ($tabUp[49] + $tabUp[48] + $tabUp[47]) / 3 AvgBot3FilterDn = ($tabDn[0] + $tabDn[1] + $tabDn[2]) / 3   if barindex > 50 then // Groen = FilterUp (gemiddelde 3 hoogste) drawsegment(barindex - 49, AvgTop3FilterUp, barindex, AvgTop3FilterUp) coloured(0,255,0) // Oranje = FilterDn (gemiddelde 3 laagste) drawsegment(barindex - 49, AvgBot3FilterDn, barindex, AvgBot3FilterDn) coloured(255,165,0) endif   /// ------------------------------------------------------------ /// RETURN (single line) /// ------------------------------------------------------------ RETURN distance AS "Distance", moy AS "Distance Moy", RetBmoy AS "Bande Haute", RetHmoy AS "Bande Basse", moy3plusHauts AS "FilterUp", moy3plusBas AS "FilterDn", AvgTop3FilterUp AS "AvgTop3 FilterUp", AvgBot3FilterDn AS "Avg3 FilterDn"

   

  

  JS

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  11/10/2025 at 12:36 PM #253482
  finplus

  Bonjour,

  merci.

  Je vais le tester et vous fais un retour.

  

  finplus

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  11/10/2025 at 12:52 PM #253483
  finplus

  j’ai fait une capture écran de la paire USD/JPY en UT 1 heure.

  J’ai affiché le rendu de l’indicateur. Et j’ai rajouté une ligne horizontale noire épaisse pour symboliser ce que selon moi l’indicateur demandé devrait restituer :

  • un premier plus haut entre le 8 et le 10 octobre
  • un deuxième plus haut entre le 24 et 28 octobre
  • un troisième haut entre le 1er novembre et le 4 novembre

  donc la moyenne des 3 derniers FilterUP plus hauts devrait se situer entre ces 3 plus hauts selon moi.

  Merci.

  

  finplus

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  11/10/2025 at 12:53 PM #253484
  finplus

  voilà la capture écran

  

  finplus

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  11/10/2025 at 1:42 PM #253486
  JS

  Tes “FilterUp” et “FilterDn” sont déjà basés sur les 3 distances les plus hautes et les 3 distances les plus basses sur 50 barres…

  À partir de ces valeurs extrêmes, tu reprends encore une fois uniquement les plus hautes ou les plus basses via la fonction “ArraySort”…

  Ainsi, ta moyenne, composée de seulement trois valeurs, sera (presque) identique aux valeurs de “FilterUp” et “FilterDn”…

  Si tu veux une moyenne plus lissée, différente de FilterUp/FilterDn, tu peux plutôt utiliser une moyenne simple calculée sur les séries FilterUp/FilterDn…

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  finplus

  

  JS

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  11/10/2025 at 2:03 PM #253488
  finplus

  Merci.

  1 user thanked author for this post.

  JS

  

  finplus

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  11/10/2025 at 6:36 PM #253505
  finplus

  Une dernière chose parce que cet indicateur m’intéresse énormément.

  En pratique, je vous utilisai cette moyenne comme un filtre d’entrée en position :

  1 – si distance < “filtremoyhaut”, alors possibilité d’entrée long

  2 – si distance > “filtremoybas” alors possibilité d’entrée court

   

  Donc j’utilise cet indicateur comme un sorte de filtre pour détecter les surcachats ou les surventes.

  Merci et bonne soirée.

   

  1 user thanked author for this post.

  JS

  

  finplus

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