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.
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