Code schaff trend cycle,

• 08/02/2017 at 6:05 PM #42348
  oraclus

  Bonjour ma strategie repose sur l’indicateur Schaff trend cycle de prorealtime qui combine Macd et Stochastic lent. Le problème est que lorsque l’on veut faire un Back test  sur Schaff trend cycle , prorealtime ne veut pas. Le plus simple serait de savoir si quelqu’un le connait le code?

  merci d’avance

  Oraclus

  

  oraclus

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  08/03/2017 at 9:03 AM #42382
  Nicolas

  Je viens de faire une petite modif au code de @Francesco ici : https://www.prorealcode.com/topic/why-cant-use-or-call-some-indicator/#post-42380 code Schaff Trend Cycle

  Il est désormais quasi identique à celui de la plateforme et donc être utilisé dans la programmation de stratégie de trading automatique ou de screener, etc.. Je vais m’assurer que ce code figure dans la bibliothèque, il est très souvent demandé 🙂

  EDIT: ajouté à notre bibliothèque de codes prorealtime = Schaff Trend Cycle 

  

  Nicolas

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  08/03/2017 at 12:56 PM #42402
  supertiti

  Bonjour

  Venant d’un site espagnol moi j’ai ça :

  Schaff Indicador

  // Schaff indicator - Prorealtime formula (presented in the site of Enrico Malverti) //Schaff indicator Formula // presented in the site www.enricomalverti.com, also with trading rules Emas = average[b](close) Emal = average[l](close) Macds =Emas-Emal // from Wikipedia %K = 100* ((Price-L5)/(h5-l5)) where h = high of 5 period, l = low perck = 100 * (macds - lowest[k](macds))/(highest[k](macds)-lowest[k](macds)) // from Wikipedia, %D is the 3-day moving average of %K (the last 3 values of %K). percd=average[d](perck) // PF is %K del %D PF = 100 * (macds - lowest[k](percd))/(highest[k](percd)-lowest[k](percd)) // %D del PF (PFF) PFF = average[d](pf) return pff as " pff " // Variables : // b, breve periodo - short period, default = 23 // l, long period - default = 50 // k is the period of %k , default = 10 // d for %d is by default = 3

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  // Schaff indicator - Prorealtime formula (presented in the site of Enrico Malverti)   //Schaff indicator Formula // presented in the site www.enricomalverti.com, also with  trading rules   Emas = average[b](close) Emal = average[l](close) Macds =Emas-Emal // from Wikipedia %K = 100* ((Price-L5)/(h5-l5)) where h = high of 5 period, l = low perck = 100 * (macds - lowest[k](macds))/(highest[k](macds)-lowest[k](macds)) // from Wikipedia, %D is the 3-day moving average of %K (the last 3 values of %K). percd=average[d](perck) // PF is %K del %D PF = 100 * (macds - lowest[k](percd))/(highest[k](percd)-lowest[k](percd)) // %D del PF (PFF) PFF = average[d](pf)   return pff as " pff "   // Variables : //   b, breve periodo - short period, default =  23 //   l, long period - default = 50 //  k is the period of %k , default = 10 //  d for %d is by default = 3

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  Eikers, Nicolas

  

  supertiti

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  04/05/2019 at 9:22 AM #95504
  Nicolas

  Pour future référence, le code open source et identique à celui de la plateforme est celui-ci :

  //input parameters TCLen = 10 MA1 = 23 MA2 = 50 Once Factor = 0.5 if barindex>MA2 then //{Calculate a MACD Line} XMAC = ExponentialAverage[MA1](Close) - ExponentialAverage[MA2](Close) //{1st Stochastic: Calculate Stochastic of a MACD} Value1 = Lowest[TCLen](XMAC) Value2 = Highest[TCLen](XMAC) - Value1 //{%Fast K of MACD} if Value2 > 0 then Frac1 = ((XMAC - Value1)/Value2) * 100 else Frac1 = Frac1[1] endif //{Smoothed Calculation for % Fast D of MACD} PF = PF[1] + (Factor * (Frac1 - PF[1])) //{2nd Stochastic: DCalculate Stochastic of smoothed Percent Fast D, 'PF', above} Value3 = Lowest[TCLen](PF) Value4 = Highest[TCLen](PF) - Value3 //{% of Fast K of PF} if Value4 > 0 then Frac2 = ((PF - Value3)/Value4) * 100 else Frac2 = Frac2[1] endif //{Smoothed Calculation for %Fast D of PF} PFF = PFF[1] + (Factor * (Frac2 - PFF[1])) endif RETURN PFF, 75 coloured(0,0,255) as "level 75", 25 coloured(0,0,255) as "level 25"

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  //input parameters TCLen = 10 MA1 = 23 MA2 = 50   Once Factor = 0.5   if barindex>MA2 then //{Calculate a MACD Line} XMAC = ExponentialAverage[MA1](Close) - ExponentialAverage[MA2](Close)   //{1st Stochastic: Calculate Stochastic of a MACD} Value1 = Lowest[TCLen](XMAC) Value2 = Highest[TCLen](XMAC) - Value1   //{%Fast K of MACD} if Value2 > 0 then Frac1 =  ((XMAC - Value1)/Value2) * 100 else Frac1 = Frac1[1] endif   //{Smoothed Calculation for % Fast D of MACD} PF = PF[1] + (Factor * (Frac1 - PF[1]))   //{2nd Stochastic: DCalculate Stochastic of smoothed Percent Fast D, 'PF', above} Value3 = Lowest[TCLen](PF) Value4 = Highest[TCLen](PF) - Value3   //{% of Fast K of PF} if Value4 > 0 then Frac2 = ((PF - Value3)/Value4) * 100 else Frac2 = Frac2[1] endif   //{Smoothed Calculation for %Fast D of PF} PFF = PFF[1] + (Factor * (Frac2 - PFF[1])) endif   RETURN PFF, 75 coloured(0,0,255) as "level 75", 25 coloured(0,0,255) as "level 25"

   

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  rwanderer

  

  Nicolas

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