Bonjour,
Je cherche à convertir le pine code ci dessous issu de “whentotrade” (Tradingview) sous PRT.
L’indicateur me semble intéressant mais toutefois au delà de mes capacités de codage…
Si quelqu’un a un peu de temps à y consacrer, je prends.
Toute aide sera la bienvenue
Bebio
//
// Copyright (C) 2017-2020 CC BY, whentotrade / Lars von Thienen
// Source:
// Book: Decoding The Hidden Market Rhythm - Part 1: Dynamic Cycles
// Chapter 10: "Cycle Swing Indicator: Trading the swing of the dominant cycle"
//
// Cycle Swing Indicator (CSI)
//
// Features:
// adaptive momentum, ultra-smooth, zero-lag, ultra-sharp turning points & accurate divergence detection
//
// Includes TradingView Divergence Indicator code
//
// License:
// This work is licensed under a Creative Commons Attribution 4.0 International License.
// You are free to share the material in any medium or format and remix, transform, and build upon the material for any purpose,
// even commercially. You must give appropriate credit to the authors book and website, provide a link to the license, and indicate
// if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
//
// © WhenToTrade
//@version=4
study(title=”Cycle Swing Momentum”, overlay = false)
//===== Inputs
showDivergences = input(false, “Enable Divergences”, input.bool)
Cycle1(i, waveThrottle, cycs) =>
ret = 6.0*waveThrottle+1.0
if (i==0)
ret := 1.0+waveThrottle
else if (i==1)
ret := 1.0+waveThrottle*5.0
else if (i==(cycs-1))
ret := 1.0+waveThrottle
else if (i==(cycs-2))
ret := 1.0+waveThrottle*5.0
ret
Cycle2(i, waveThrottle, cycs) =>
ret = -4.0*waveThrottle
if (i==0)
ret := -2.0*waveThrottle
else if (i==(cycs-1))
ret := 0.0
else if (i==(cycs-2))
ret := -2.0*waveThrottle
ret
Cycle3(i, waveThrottle, cycs) =>
ret = waveThrottle
if (i==(cycs-1))
ret := 0.0
else if (i==(cycs-2))
ret := 0.0
ret
iWTT_CSI_processor(CycleCount) =>
wtt1=0.0
wtt2=0.0
wtt3=0.0
wtt4=0.0
wtt5=0.0
_wtt1=0.0
_wtt2=0.0
_wtt3=0.0
_wtt4=0.0
_wtt5=0.0
momentum=0.0
acceleration=0.0
swing=0.0
cycs=50
waveThrottle=float(160*CycleCount)
currentVal=0.0
for i = 0 to cycs – 1 by 1
swing:=Cycle1(i,waveThrottle,cycs)-wtt4*wtt1-_wtt5*_wtt2
if(swing==0)
break
momentum := Cycle2(i,waveThrottle,cycs)
_wtt1 := wtt1
wtt1 := (momentum-wtt4*wtt2)/swing
acceleration:=Cycle3(i,waveThrottle,cycs)
_wtt2 := wtt2
wtt2 := acceleration/swing
currentVal:=(close[49-i]-_wtt3*_wtt5-wtt3*wtt4)/swing
_wtt3 := wtt3
wtt3 := currentVal
wtt4 := momentum-wtt5*_wtt1
_wtt5 := wtt5
wtt5 := acceleration
currentVal
banding(CRSI, Period, Leveling) =>
var percent = Leveling / 100.0
periodMinusOne = Period-1
maxima = -999999.0
minima = 999999.0
for i=0 to periodMinusOne
crsi = nz(CRSI[i])
if crsi > maxima
maxima := crsi
else if crsi < minima
minima := crsi
stepFactor = (maxima – minima) / 100.0
float lowBand = na
for steps=0 to 100
testValue = minima + stepFactor * steps
below = 0
for m=0 to periodMinusOne
if CRSI[m] < testValue below := below + 1 if below/Period >= percent
lowBand := testValue
break
float highBand = na
for steps=0 to 100
testValue = maxima – stepFactor * steps
above = 0
for m=0 to periodMinusOne
if CRSI[m] >= testValue
above := above + 1
if above/Period >= percent
highBand := testValue
break
[highBand, lowBand]
//==== Vars
var leveling = 10
var cyclicMemory = 34
//===== Calculations
thrust1=iWTT_CSI_processor(1)
thrust2=iWTT_CSI_processor(10)
CSIBuffer = thrust1-thrust2
[highBand, lowBand] = banding( CSIBuffer, cyclicMemory, leveling)
highband = plot(highBand, “HighBand”, color=color.aqua , editable=false)
lowband = plot( lowBand, “LowBand”, color=color.aqua , editable=false)
fill( highband, lowband, transp=90 , color=#CCCC77 )
plot(0, color=color.black, linewidth=1, transp=25)
plot(CSIBuffer, color=color.fuchsia, linewidth=1)
// ===== Divergence Section
//——————————————————————————
//——————————————————————————
// Divergence Indicator uSING crsi
//——————————————————————————
//——————————————————————————
lbR = input(title=”Pivot Lookback Right”, defval=5) // 5
lbL = input(title=”Pivot Lookback Left”, defval=5) // 25
rangeUpper = input(title=”Max of Lookback Range”, defval=60) // 80
rangeLower = input(title=”Min of Lookback Range”, defval=5) // 10
plotBull = input(title=”Plot Bullish”, defval=true)
plotHiddenBull = input(title=”Plot Hidden Bullish”, defval=true)
plotBear = input(title=”Plot Bearish”, defval=true)
plotHiddenBear = input(title=”Plot Hidden Bearish”, defval=true)
bearColor = color.red
bullColor = color.green
divergenceSmartColor = color.silver
hiddenBullColor = color.new(color.green, 50) // make transparent
hiddenBearColor = color.new(color.red, 50) // make transparent
textColor = color.white
noneColor = color.new(color.white, 100)
osc = CSIBuffer
plFound = na(pivotlow(osc, lbL, lbR)) ? false : true
phFound = na(pivothigh(osc, lbL, lbR)) ? false : true
_inRange(cond) =>
bars = barssince(cond == true)
rangeLower <= bars and bars <= rangeUpper //—————————————————————————— // Regular Bullish // Osc: Higher Low oscHL = osc[lbR] > valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])
// Price: Lower Low
priceLL = low[lbR] < valuewhen(plFound, low[lbR], 1)
bullCond = showDivergences and plotBull and priceLL and oscHL and plFound
plot(
showDivergences and plFound and showDivergences ? osc[lbR] : na,
offset=-lbR,
title=”Regular Bullish”,
linewidth=1,
color=(bullCond ? divergenceSmartColor : noneColor),
transp=0
)
plotshape(bullCond ? osc[lbR] : na,”Bullish Circle”,shape.circle,location.absolute,bullColor,0,offset=-lbR,size=size.tiny)
//——————————————————————————
// Hidden Bullish
// Osc: Lower Low
oscLL = osc[lbR] < valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1]) // Price: Higher Low priceHL = low[lbR] > valuewhen(plFound, low[lbR], 1)
hiddenBullCond = showDivergences and plotHiddenBull and priceHL and oscLL and plFound
plot(
showDivergences and plFound ? osc[lbR] : na,
offset=-lbR,
title=”Hidden Bullish”,
linewidth=1,
color=(hiddenBullCond ? divergenceSmartColor : noneColor),
transp=0
)
plotshape(hiddenBullCond ? osc[lbR] : na,”Hidden Bullish Circle”,shape.circle,location.absolute,hiddenBullColor,0,offset=-lbR,size=size.tiny)
//——————————————————————————
// Regular Bearish
// Osc: Lower High
oscLH = osc[lbR] < valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1]) // Price: Higher High priceHH = high[lbR] > valuewhen(phFound, high[lbR], 1)
bearCond = showDivergences and plotBear and priceHH and oscLH and phFound
plot(
showDivergences and phFound ? osc[lbR] : na,
offset=-lbR,
title=”Regular Bearish”,
linewidth=1,
color=(bearCond ? divergenceSmartColor : noneColor),
transp=0
)
plotshape(bearCond ? osc[lbR] : na,”Bearish Circle”,shape.circle,location.absolute,bearColor,0,offset=-lbR,size=size.tiny)
//——————————————————————————
// Hidden Bearish
// Osc: Higher High
oscHH = osc[lbR] > valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])
// Price: Lower High
priceLH = high[lbR] < valuewhen(phFound, high[lbR], 1)
hiddenBearCond = showDivergences and plotHiddenBear and priceLH and oscHH and phFound
plot(
showDivergences and phFound ? osc[lbR] : na,
offset=-lbR,
title=”Hidden Bearish”,
linewidth=2,
color=(hiddenBearCond ? divergenceSmartColor : noneColor),
transp=0
)
plotshape(hiddenBearCond ? osc[lbR] : na,”Hidden Bearish Circle”,shape.circle,location.absolute,hiddenBearColor,0,offset=-lbR,size=size.tiny)
