Conversione dell’indicatore ROC dal software di trading Tradestation

• 02/08/2022 at 9:45 PM #187908
  guido1997

  Codice su Tradestation dell’indicatore Rate of Change with Bands, pubblicato sul TASC di Marzo del 2021 di Vitali Apirine.

  Function: _TASC_MAR2021_Fx
  // TASC MAR 2021
  // Rate of Change With Bands
  // Vitali Apirine

  inputs:
  Periods1( numericsimple ),
  Periods2( numericsimple ),
  Periods3( numericsimple ),
  RateOfChgPrice( numericseries ),
  oROCDev( numericref ),
  oMARoc( numericref );

  variables:
  RateofChg( 0 ),
  AvgOfSquares( 0 );

  once
  begin
  // force function to be series since
  // XAverage is used
  Value1 = RateOfChg[1];
  end;

  RateOfChg = RateOfChange( RateOfChgPrice, Periods1 );
  AvgOfSquares = Average( Square( RateOfChg ),
  Periods3 );

  // set the output variables
  oROCDev = SquareRoot( AvgOfSquares );
  oMARoc = XAverage( RateOfChg, Periods2 );

  _TASC_MAR2021_Fx = 1;

  Indicator: TASC MAR 2021
  // TASC MAR 2021
  // Rate of Change With Bands
  // Vitali Apirine

  inputs:
  Periods1( 12 ),
  Periods2( 3 ),
  Periods3( 12 ),
  RateOfChgPrice( Close ),
  NumDevUp( 1 ),
  NumDevDn( -1 );

  variables:
  ROCDev( 0 ),
  MaRateOfChg( 0 ),
  UpperBand( 0 ),
  LowerBand( 0 );

  Value1 = _TASC_MAR2021_Fx( Periods1, Periods2,
  Periods3, RateOfChgPrice, ROCDev, MaRateOfChg );

  UpperBand = ROCDev * NumDevUp;
  LowerBand = ROCDev * NumDevDn;

  Plot1( UpperBand, “UpperBand” );
  Plot2( MaRateOfChg, “MA-ROC” );
  Plot3( LowerBand, “-LowerBand” );

  

  guido1997

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