Conversion Bin RSI TradingView

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11/12/2018 at 10:17 AM #84667 quote

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Veteran

Bonjour à tous,

Est ce que l’un de vous aurait la possible de faire la conversion d’un RSI provenant de la plateforme Tradingview en ITF pour PRT.

Merci par avance 🙂

//@version=3
study("Bin RSI", overlay=false)

ifisher(src, len) =>
    hi = highest(src, len)
    lo = lowest(src, len)
    value0 = 0.0, ifisher = 0.0
    value0 := .66 * ((src - lo) / max(hi - lo, .001) - .5) + .67 * nz(value0[1])
    value1 = value0 > .99 ? .999 : value0 < -.99 ? -.999 : value0  //round
    ifisher := .5 * log((1 + value1) / max(1 - value1, .001)) + .5 * nz(ifisher[1])
    ifisher
    
normalize(src, len) =>
    hi  = highest(src, len)
    lo  = lowest(src, len)
    res = (src - lo)/(hi - lo)
    
len = input(20, title="Lookback")

r = normalize(ifisher(rsi(close, len), len), 2)

plot(r, linewidth=2, color=teal, transp=0)