Conversion from trading view Nadaraya-Watson Envelope

• 06/25/2022 at 12:29 PM #196081
  Gau_trading

  Here is the code attached, 70 lines.
  Thanks to all

  

  Gau_trading

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  06/28/2022 at 8:29 AM #196255
  Nicolas

  Please next time, add some explanations and screenshots of what we have to recode for you.

  This indicator is repainting, it means that in real time the signals will be very different than the ones you see in the past, it uses futures datas in order to show perfect channels and signals. So it is useless for trading, what’s your opinion?

  

  Nicolas

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  06/28/2022 at 9:07 AM #196261
  Gau_trading

  Thank you Nicolas, no indicator is perfect, but here is the screenshot of the NQ for the last 2 days.

  

  Gau_trading

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  06/28/2022 at 9:13 AM #196268
  Nicolas

  Of course, I simply meant that today's curve will not look the same tomorrow, when the history is completed. Each data that is included in the calculation modifies the calculation of the past and the indicator is continually retraced.

  

  Nicolas

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  06/28/2022 at 9:39 AM #196273
  Gau_trading

  I understand your point, but in daytrading this indicator gives good TP or entry points as you can see on the chart.

  

  Gau_trading

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  06/28/2022 at 12:13 PM #196295
  Nicolas

  Believe me I’d like to help, and sorry to insist, I do want to be sure you have fully undersand what it means since you are still talking about entries/tp of the past history: The entries plotted on the chart were not the same in real time.

  

  Nicolas

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  06/28/2022 at 12:37 PM #196301
  Gau_trading

  At first thanks for helping,

  I understand your point, but  even if the past triggers are modified afterwards, Real time triggers  are still worth it

  .

   

  

  Gau_trading

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  06/28/2022 at 12:40 PM #196303
  Nicolas

  Ok so if you are just looking at real time signals, then the over complicated repainting coding is not mandatory. I will have a look on a simple way to convert it.

  

  Nicolas

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  06/28/2022 at 12:44 PM #196304
  Gau_trading

  Is very nice of you,

  Thanks again

  

  Gau_trading

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  06/28/2022 at 2:37 PM #196311
  Nicolas

  Please find attached the translated version (non repainting) of Nadaraya-Watson Envelope

  //Nadaraya-Watson Envelope length = 21 //Window Size hh = 8 //Bandwidth mult = 2 src = CustomClose n = barindex k = 2 //if IsLastBarUpdate and barindex>length then //y = 0 sume = 0 for i = 0 to length-1 sum = 0 sumw = 0 for j = 0 to length-1 w = exp(-(pow(i-j,2)/(hh*hh*2))) sum = sum+src[j]*w sumw = sumw+w next y2 = sum/sumw sume = sume+abs(src[i] - y2) //array.push(y,y2) next mae = sume/length*mult /*drawpoint(barindex,y2,1) drawpoint(barindex,y2+mae,1) drawpoint(barindex,y2-mae,1)*/ if src crosses under y2+mae then // and src[1]<y2[1]+mae then drawarrowdown(barindex,high) coloured("red") endif if src crosses over y2-mae then //and src[1]>y2[1]-mae then drawarrowup(barindex,low) coloured("green") endif //endif return y2,y2+mae,y2-mae

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  //Nadaraya-Watson Envelope length = 21 //Window Size hh      = 8 //Bandwidth mult   = 2   src    = CustomClose   n = barindex k = 2   //if IsLastBarUpdate and barindex>length then //y = 0     sume = 0 for i = 0 to length-1 sum = 0 sumw = 0          for j = 0 to length-1 w = exp(-(pow(i-j,2)/(hh*hh*2))) sum = sum+src[j]*w sumw = sumw+w      next   y2 = sum/sumw sume = sume+abs(src[i] - y2) //array.push(y,y2)   next mae = sume/length*mult /*drawpoint(barindex,y2,1) drawpoint(barindex,y2+mae,1) drawpoint(barindex,y2-mae,1)*/   if src crosses under y2+mae then // and src[1]<y2[1]+mae then drawarrowdown(barindex,high) coloured("red") endif if src crosses over y2-mae then //and src[1]>y2[1]-mae then drawarrowup(barindex,low) coloured("green") endif //endif   return y2,y2+mae,y2-mae

  The nested loops are huge intensive for calculation, please consider using a limited units display (such as 1k units only).

   

  

  Nicolas

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  06/28/2022 at 3:02 PM #196314
  Gau_trading

  Thanks a lot, I have this error in the window ?

  “hh” Variable which becomes  “h”

  And one stupid question, How to you show the indicator in the chart and not only in the window below ?

  Thanks again

  

  Gau_trading

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  06/28/2022 at 3:17 PM #196316
  Gau_trading

  Sorry I found for hh.

  If i declare hh variable as decimal, is it possible for me to input 2.1?

  Also Lengh is supposed to minimize loop calculation, but it shows on the graph for value superior to 500.

  Thanks again

  

  Gau_trading

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  06/28/2022 at 3:34 PM #196318
  Gau_trading

  Sorry I found for the TA overlay. So the only question :

  • If i declare hh variable as decimal, is it possible for me to input 2.1?
  • Also Lengh is supposed to minimize loop calculation, but it shows on the graph for value superior to 500

  Thanks again

   

  

  Gau_trading

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  06/28/2022 at 3:47 PM #196321
  Nicolas

  Yes, hh can be decimal.

  The loop is made on each candlestick for “length” candles back in history, in order to calculate for each of them what is the value of the channel.

  

  Nicolas

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  06/28/2022 at 3:59 PM #196323
  Gau_trading

  Here are the diffrence (crosses)  between the 2 plateforms with the same variables.

  Thanks

  

  Gau_trading

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