Super merci pour la conversion! C’était pour tester, je ne l’utilise pas actuellement.

C’est un peu compliqué à expliquer!

Indicators of FTLM (Fast Trend Line Momentum) and STLM (Slow Trend Line Momentum) show the tempo of change (fall or growth) of FATL and SATL and are calculated similarly to indicator Momentum by formulas:
FTLM(k) = FATL(k) – RFTL(k),
STLM(k) = SATL(k) – RSTL(k).

En pratique ce sont les filtres passe-bas FATL, RFTL, SATL et RSTL qui sont plus intéressants et pertinents à mettre sur des graphiques que les calculs de FTLM et STLM qui n’apportent pas grand chose au final dans la décision.

// FATL

FATL = 0.4360409450*Close[0]+0.3658689069*Close[1]+0.2460452079*Close[2]+0.1104506886*Close[3]-0.0054034585*Close[4]-0.0760367731*Close[5]-0.0933058722*Close[6]-0.0670110374*Close[7]-0.0190795053*Close[8]+0.0259609206*Close[9]+0.0502044896*Close[10]+0.0477818607*Close[11]+0.0249252327*Close[12]-0.0047706151*Close[13]-0.0272432537*Close[14]-0.0338917071*Close[15]-0.0244141482*Close[16]-0.0055774838*Close[17]+0.0128149838*Close[18]+0.0226522218*Close[19]+0.0208778257*Close[20]+0.0100299086*Close[21]-0.0036771622*Close[22]-0.0136744850*Close[23]-0.0160483392*Close[24]-0.0108597376*Close[25]-0.0016060704*Close[26]+0.0069480557*Close[27]+0.0110573605*Close[28]+0.0095711419*Close[29]+0.0040444064*Close[30]-0.0023824623*Close[31]-0.0067093714*Close[32]-0.0072003400*Close[33]-0.0047717710*Close[34]+0.0005541115*Close[35]+0.0007860160*Close[36]+0.0130129076*Close[37]+0.0040364019*Close[38]

RETURN FATL

// SATL

SATL = 0.0982862174*Close[0]+0.0975682269*Close[1]+0.0961401078*Close[2]+0.0940230544*Close[3]+0.0912437090*Close[4]+0.0878391006*Close[5]+0.0838544303*Close[6]+0.0793406350*Close[7]+0.0743569346*Close[8]+0.0689666682*Close[9]+0.0632381578*Close[10]+0.0572428925*Close[11]+0.0510534242*Close[12]+0.0447468229*Close[13]+0.0383959950*Close[14]+0.0320735368*Close[15]+0.0258537721*Close[16]+0.0198005183*Close[17]+0.0139807863*Close[18]+0.0084512448*Close[19]+0.0032639979*Close[20]-0.0015350359*Close[21]-0.0059060082*Close[22]-0.0098190256*Close[23]-0.0132507215*Close[24]-0.0161875265*Close[25]-0.0186164872*Close[26]-0.0205446727*Close[27]-0.0219739146*Close[28]-0.0229204861*Close[29]-0.0234080863*Close[30]-0.0234566315*Close[31]-0.0231017777*Close[32]-0.0223796900*Close[33]-0.0213300463*Close[34]-0.0199924534*Close[35]-0.0184126992*Close[36]-0.0166377699*Close[37]-0.0147139428*Close[38]-0.0126796776*Close[39]-0.0105938331*Close[40]-0.0084736770*Close[41]-0.0063841850*Close[42]-0.0043466731*Close[43]-0.0023956944*Close[44]-0.0005535180*Close[45]+0.0011421469*Close[46]+0.0026845693*Close[47]+0.0040471369*Close[48]+0.0052380201*Close[49]+0.0062194591*Close[50]+0.0070340085*Close[51]+0.0076266453*Close[52]+0.0080376628*Close[53]+0.0083037666*Close[54]+0.0083694798*Close[55]+0.0082901022*Close[56]+0.0080741359*Close[57]+0.0077543820*Close[58]+0.0073260526*Close[59]+0.0068163569*Close[60]+0.0062325477*Close[61]+0.0056078229*Close[62]+0.0049516078*Close[63]+0.0161380976*Close[64]

RETURN SATL

// RFTL

RFTL = -0.02232324*Close[0]+0.02268676*Close[1]+0.08389067*Close[2]+0.14630380*Close[3]+0.19282649*Close[4]+0.21002638*Close[5]+0.19282649*Close[6]+0.14630380*Close[7]+0.08389067*Close[8]+0.02268676*Close[9]-0.02232324*Close[10]-0.04296564*Close[11]-0.03980614*Close[12]-0.02082171*Close[13]+0.00243636*Close[14]+0.01950580*Close[15]+0.02460929*Close[16]+0.01799295*Close[17]+0.00470540*Close[18]-0.00831985*Close[19]-0.01544722*Close[20]-0.01456262*Close[21]-0.00733980*Close[22]+0.00201852*Close[23]+0.00902504*Close[24]+0.01093067*Close[25]+0.00766099*Close[26]+0.00145478*Close[27]-0.00447175*Close[28]-0.00750446*Close[29]-0.00671646*Close[30]-0.00304016*Close[31]+0.00143433*Close[32]+0.00457475*Close[33]+0.00517589*Close[34]+0.00336708*Close[35]+0.00034406*Close[36]-0.00233637*Close[37]-0.00352280*Close[38]-0.00293522*Close[39]-0.00114249*Close[40]+0.00083536*Close[41]+0.00215524*Close[42]+0.00604133*Close[43]-0.00013046*Close[44] 

RETURN RFTL

// RSTL

RSTL = -0.00514293*Close[0]-0.00398417*Close[1]-0.00262594*Close[2]-0.00107121*Close[3]+0.00066887*Close[4]+0.00258172*Close[5]+0.00465269*Close[6]+0.00686394*Close[7]+0.00919334*Close[8]+0.01161720*Close[9]+0.01411056*Close[10]+0.01664635*Close[11]+0.01919533*Close[12]+0.02172747*Close[13]+0.02421320*Close[14]+0.02662203*Close[15]+0.02892446*Close[16]+0.03109071*Close[17]+0.03309496*Close[18]+0.03490921*Close[19]+0.03651145*Close[20]+0.03788045*Close[21]+0.03899804*Close[22]+0.03984915*Close[23]+0.04042329*Close[24]+0.04071263*Close[25]+0.04071263*Close[26]+0.04042329*Close[27]+0.03984915*Close[28]+0.03899804*Close[29]+0.03788045*Close[30]+0.03651145*Close[31]+0.03490921*Close[32]+0.03309496*Close[33]+0.03109071*Close[34]+0.02892446*Close[35]+0.02662203*Close[36]+0.02421320*Close[37]+0.02172747*Close[38]+0.01919533*Close[39]+0.01664635*Close[40]+0.01411056*Close[41]+0.01161720*Close[42]+0.00919334*Close[43]+0.00686394*Close[44]+0.00465269*Close[45]+0.00258172*Close[46]+0.00066887*Close[47]-0.00107121*Close[48]-0.00262594*Close[49]-0.00398417*Close[50]-0.00514293*Close[51]-0.00609634*Close[52]-0.00684602*Close[53]-0.00739452*Close[54]-0.00774847*Close[55]-0.00791630*Close[56]-0.00790940*Close[57]-0.00774085*Close[58]-0.00742482*Close[59]-0.00697718*Close[60]-0.00641613*Close[61]-0.00576108*Close[62]-0.00502957*Close[63]-0.00423873*Close[64]-0.00340812*Close[65]-0.00255923*Close[66]-0.00170217*Close[67]-0.00085902*Close[68]-0.00004113*Close[69]+0.00073700*Close[70]+0.00146422*Close[71]+0.00213007*Close[72]+0.00272649*Close[73]+0.00324752*Close[74]+0.00368922*Close[75]+0.00405000*Close[76]+0.00433024*Close[77]+0.00453068*Close[78]+0.00465046*Close[79]+0.00469058*Close[80]+0.00466041*Close[81]+0.00457855*Close[82]+0.00442491*Close[83]+0.00423019*Close[84]+0.00399201*Close[85]+0.00372169*Close[86]+0.00342736*Close[87]+0.00311822*Close[88]+0.00280309*Close[89]+0.00249088*Close[90]+0.00219089*Close[91]+0.00191283*Close[92]+0.00166683*Close[93]+0.00146419*Close[94]+0.00131867*Close[95]+0.00124645*Close[96]+0.00126836*Close[97]-0.00401854*Close[98]

RETURN RSTL

Une petite image en pièce jointe pour avoir une idée des filtres.

1.jpg