Conversion de l’indicateur The Echo Forecast du logiciel de trading View

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  • Author
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  • 04/01/2023 at 7:11 PM #212646 quote
    majide
    Participant
    New

    study(“The Echo Forecast [LUX]”,”ECHO [LuxAlgo]”,overlay=true,max_bars_back=1000,max_lines_count=200)

    length = input(50,’Evaluation Window’,minval=0,maxval=200)

    fcast = input(50,’Forecast Window’,minval=1,maxval=200)

    fmode = input(‘Similarity’,’Forecast Mode’,options=[‘Similarity’,’Dissimilarity’])

    cmode = input(‘Cumulative’,’Forecast Construction’,options=[‘Cumulative’,’Mean’,’Linreg’])

    src = input(close)

    fcast_col = input(#2157f3,’Forecast Style’,inline=’fcast_style’,group=’Style’)

    fcast_style = input(‘· · ·’,”,options=[‘──’,’- – -‘,’· · ·’],inline=’fcast_style’,group=’Style’)

    show_area = input(true,’Show Area’,inline=’areas’,group=’Style’)

    fcast_area = input(color.new(#ff5d00,50),”,inline=’areas’,group=’Style’)

    corr_area = input(color.new(#0cb51a,50),”,inline=’areas’,group=’Style’)

    eval_area = input(color.new(color.gray,50),”,inline=’areas’,group=’Style’)

    //—-

    var lines = array.new_line(0)

    if barstate.isfirst

    for i = 0 to fcast-1

    array.push(lines,line.new(na,na,na,na))

    //—-

    n = bar_index

    d = change(src)

    top = highest(src,length+fcast*2)

    btm = lowest(src,length+fcast*2)

    if barstate.islast

    float val = na

    k = 0

    A = array.new_float(0)

    X = array.new_int(0)

    for i = 0 to fcast*2+length

    array.push(A,src[i])

    if cmode == ‘Linreg’

    array.push(X,n[i])

    a = array.slice(A,0,fcast-1)

    for i = 0 to length-1

    b = array.slice(A,fcast+i,fcast*2+i-1)

    r = array.covariance(a,b)/(array.stdev(a)*array.stdev(b))

    if fmode == ‘Similarity’

    val := r >= nz(val,r) ? r : val

    else

    val := r <= nz(val,r) ? r : val

    k := val == r ? i : k

    prev = src

    current = src

    for i = 0 to fcast-1

    e = d[fcast+k+(fcast-i-1)]

    if cmode == ‘Mean’

    current := array.avg(a) + e

    else if cmode == ‘Linreg’

    a = array.slice(A,0,fcast)

    x = array.slice(X,0,fcast)

    alpha = array.covariance(a,x)/array.variance(x)

    beta = array.avg(a) – alpha*array.avg(x)

    current := alpha*(n+i+1) + beta + e

    else

    current += e

    l = array.get(lines,i)

    line.set_xy1(l,n+i,prev)

    line.set_xy2(l,n+i+1,current)

    line.set_color(l,fcast_col)

    if fcast_style == ‘- – -‘

    line.set_style(l,line.style_dashed)

    else if fcast_style == ‘· · ·’

    line.set_style(l,line.style_dotted)

    prev := current

    if show_area

    box.delete(box.new(n-length-fcast*2+1,top,n-fcast+1,btm,

    border_color=na,

    bgcolor=eval_area)[1])

    box.delete(box.new(n-fcast+1,top,n,btm,

    border_color=na,

    bgcolor=fcast_area)[1])

    box.delete(box.new(n-k-fcast*2+1,btm,n-k-fcast,top,

    border_color=na,

    bgcolor=corr_area)[1])

    The-Echo-Forecast-LUxAlgo.pdf
    02/20/2026 at 5:19 PM #258358 quote
    Iván González
    Moderator
    Master

    Here it is!

    //---------------------------------------------------------------//
// PRC_Echo Forecast [LUX] (by LuxAlgo)
// version = 0
// 20.02.2026
// Iván González @ www.prorealcode.com
// Sharing ProRealTime knowledge
//---------------------------------------------------------------//
defparam drawonlastbaronly = true
//---------------------------------------------------------------//
// === PARAMETERS ===
//---------------------------------------------------------------//
myLength = 50       // Evaluation Window (1 to 200)
myFcast  = 50       // Forecast Window (1 to 200)
fmode    = 0        // 0=Similarity, 1=Dissimilarity
cmode    = 0        // 0=Cumulative, 1=Mean, 2=Linreg
src      = close
showArea = 1        // 1=show background areas, 0=hide
//---------------------------------------------------------------//
// === FORECAST LINE COLOR (RGB) ===
//---------------------------------------------------------------//
fcR = 33
fcG = 87
fcB = 243
//---------------------------------------------------------------//
// === AREA COLORS (RGB) ===
//---------------------------------------------------------------//
// Evaluation area (gray)
eaR = 128
eaG = 128
eaB = 128
// Recent/Forecast reference area (orange)
faR = 255
faG = 93
faB = 0
// Best correlation area (green)
caR = 12
caG = 181
caB = 26
// Area transparency (0=transparent, 255=opaque) ~50% = 127
areaAlpha = 127
//---------------------------------------------------------------//
// === PRECALCULATIONS (every bar) ===
//---------------------------------------------------------------//
dd = src - src[1]
totalPeriod = myLength + myFcast * 2


topVal = highest[totalPeriod](src)
btmVal = lowest[totalPeriod](src)
//---------------------------------------------------------------//
// === MAIN LOGIC (last bar only) ===
//---------------------------------------------------------------//
if islastbarupdate and barindex > totalPeriod then


// -------------------------------------------//
// STEP 1: Store historical prices in array
// -------------------------------------------//
totalBars = myFcast * 2 + myLength
for i = 0 to totalBars do
$srcArr[i] = src[i]
next


// Store barindex values for Linreg mode
if cmode = 2 then
for i = 0 to totalBars do
$xArr[i] = barindex - i
next
endif


// -------------------------------------------//
// STEP 2: Statistics of recent window (slice a)
// -------------------------------------------//
sz = myFcast - 1


// Mean of a
sumA = 0
for j = 0 to sz - 1 do
sumA = sumA + $srcArr[j]
next
meanA = sumA / sz


// Standard deviation of a
ssA = 0
for j = 0 to sz - 1 do
devA = $srcArr[j] - meanA
ssA = ssA + devA * devA
next
stdA = sqrt(ssA / sz)


// -------------------------------------------//
// STEP 3: Find best matching historical window
// -------------------------------------------//
bestCorr = undefined
bestK = 0


for i = 0 to myLength - 1 do
// Slice b: starts at (myFcast + i), same size as a
sB = myFcast + i


// Mean of b
sumB = 0
for j = 0 to sz - 1 do
sumB = sumB + $srcArr[sB + j]
next
meanB = sumB / sz


// Standard deviation of b
ssB = 0
for j = 0 to sz - 1 do
devB = $srcArr[sB + j] - meanB
ssB = ssB + devB * devB
next
stdB = sqrt(ssB / sz)


// Covariance(a, b)
covAB = 0
for j = 0 to sz - 1 do
covAB = covAB + ($srcArr[j] - meanA) * ($srcArr[sB + j] - meanB)
next
covAB = covAB / sz


// Pearson correlation
denom = stdA * stdB
if denom > 0 then
corrVal = covAB / denom
else
corrVal = 0
endif


// Track best match
if fmode = 0 then
// Similarity: keep highest correlation
if bestCorr = undefined then
bestCorr = corrVal
bestK = i
elsif corrVal >= bestCorr then
bestCorr = corrVal
bestK = i
endif
else
// Dissimilarity: keep lowest correlation
if bestCorr = undefined then
bestCorr = corrVal
bestK = i
elsif corrVal <= bestCorr then
bestCorr = corrVal
bestK = i
endif
endif
next


// -------------------------------------------//
// STEP 4: Linreg precalculation (if needed)
// -------------------------------------------//
alphaLR = 0
betaLR = 0


if cmode = 2 then
sumALR = 0
sumXLR = 0
for j = 0 to myFcast - 1 do
sumALR = sumALR + $srcArr[j]
sumXLR = sumXLR + $xArr[j]
next
meanALR = sumALR / myFcast
meanXLR = sumXLR / myFcast


covAX = 0
varXX = 0
for j = 0 to myFcast - 1 do
covAX = covAX + ($srcArr[j] - meanALR) * ($xArr[j] - meanXLR)
varXX = varXX + ($xArr[j] - meanXLR) * ($xArr[j] - meanXLR)
next
covAX = covAX / myFcast
varXX = varXX / myFcast


if varXX <> 0 then
alphaLR = covAX / varXX
endif
betaLR = meanALR - alphaLR * meanXLR
endif


// -------------------------------------------//
// STEP 5: Generate forecast and draw segments
// -------------------------------------------//
prevP = src
currP = src


for i = 0 to myFcast - 1 do
// Historical change from the best matching window
eIdx = myFcast + bestK + (myFcast - i - 1)
e = dd[eIdx]


if cmode = 1 then
// Mean mode: average of recent window + historical change
currP = meanA + e
elsif cmode = 2 then
// Linreg mode: regression projection + historical change
currP = alphaLR * (barindex + i + 1) + betaLR + e
else
// Cumulative mode: accumulate changes from current price
currP = currP + e
endif


// Draw forecast segment
drawsegment(barindex + i, prevP, barindex + i + 1, currP) coloured(fcR, fcG, fcB) style(line, 2)


prevP = currP
next


// -------------------------------------------//
// STEP 6: Draw background areas
// -------------------------------------------//
if showArea = 1 then
// Evaluation area (gray) - full evaluation zone
drawrectangle(barindex - totalPeriod + 1, btmVal, barindex - myFcast + 1, topVal) coloured(eaR, eaG, eaB) fillcolor(eaR, eaG, eaB, areaAlpha)


// Recent window area (orange) - the reference window
drawrectangle(barindex - myFcast + 1, btmVal, barindex, topVal) coloured(faR, faG, faB) fillcolor(faR, faG, faB, areaAlpha)


// Best correlation area (green) - the matched window
drawrectangle(barindex - bestK - myFcast * 2 + 1, btmVal, barindex - bestK - myFcast, topVal) coloured(caR, caG, caB) fillcolor(caR, caG, caB, areaAlpha)
endif


endif
//---------------------------------------------------------------//
return



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TradingView to ProRealTime Translation Center

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majide @majide Participant
Summary

This topic contains 1 reply,
has 1 voice, and was last updated by Iván González
1 week ago.

Topic Details
Forum: TradingView to ProRealTime Translation Center Forum
Started: 04/01/2023
Status: Active
Attachments: 2 files
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