DIVERGENCE ON BALANCE VOLUME

• 04/30/2018 at 8:57 AM #69408
  Meta Signals Pro

  Bonjour à tous,

  Quelqu’un aurait-il codé une amélioration de l’OBV en y intégrant un indicateur interne de divergence avec l’évolution des prix comme il en existe pour le MACD et le RSI ?

  Merci de votre aide,

  Bonne journée à tous !

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  07/26/2018 at 3:07 PM #76817
  Meta Signals Pro

  Sur la base d’un travail réalisé par Gabriel @gabri (https://www.prorealcode.com/prorealtime-indicators/rsi-divergences-finder)

  voici une petite contribution sur l’OBV ; j’y ai rajouté un signal sous forme d’histogramme pour mieux visualiser  ;

  NB : l’OBV n’est pas un indicateur à utiliser seul par expérience mais il contribue à affirmer un potentiel retournement ;

  

   

  //Variables a=obv(close) once RefCloseDownOld=0 once RefRSIDownOld=0 once RefCloseUpOld=0 once RefRSIUpOld=0 once BarBullOld=0 once BarBearOld=0 //Conditions to identify max and min c1=a[4]>a[2] and a[3]>a[2] and a[1]>a[2] and a>a[2] c2=a[4]<a[2] and a[3]<a[2] and a[1]<a[2] and a<a[2] //finding the double bottom if c1 then RefCloseDownNew=close[2] RefRSIDownNew=a[2] BarBullNew=barindex[2] endif if RefCloseDownNew<RefCloseDownOld and RefRSIDownNew>RefRSIDownOld then //double slash next line if you don't needed the mark on a different window bulldiv=a*0.95 //entry price for long on price window // double slash next line if not needed //DRAWSEGMENT(BarBullNew, highest[(BarBullnew-BarBullOld)](close), BarBullNew+10, highest[(BarBullnew-BarBullOld)](close)) //entry price for long on RSI window // double slash next line if not needed if RefRSIDownOld >0 then DRAWSEGMENT(BarBullOld, RefRSIDownOld *0.99, BarBullNew, RefRSIDownNew *0.99)coloured(255,0,0) else DRAWSEGMENT(BarBullOld, RefRSIDownOld *1.01, BarBullNew, RefRSIDownNew *1.01)coloured(255,0,0) endif else bulldiv=0 endif //Finding the double top if c2 then RefCloseUpNew=close[2] RefRSIUpNew=a[2] BarBearNew=barindex[2] endif if RefCloseUpNew>RefCloseUpOld and RefRSIUPNew<RefRSIUpOld then //double slash next line if you don't needed the mark on a different window beardiv=a*0.95 //entry price for short on price window // double slash next line if not needed //DRAWSEGMENT(BarBearOld, RefCloseUpOld *1.01, BarBearNew, RefCloseUpNew *1.01)coloured(255,0,0) //entry price for short on RSI window // double slash next line if not needed if RefRSIUpOld >0 then DRAWSEGMENT(BarBearOld, RefRSIUpOld *1.01, BarBearNew, RefRSIUpNew *1.01)coloured(255,0,0) else DRAWSEGMENT(BarBearOld, RefRSIUpOld *0.99, BarBearNew, RefRSIUpNew *0.99)coloured(255,0,0) endif else beardiv=0 endif //grafica RefCloseDownOld=RefCloseDownNew RefRSIDownOld=RefRSIDownNew RefCloseUpOld=RefCloseUpNew RefRSIUpOld=RefRSIUpNew BarBullOld=BarBullNew BarBearOld=BarBearNew return bulldiv coloured (0,255,0) style(histogram,1) , beardiv coloured (255,0,0)style(histogram,1)

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61

  //Variables a=obv(close) once RefCloseDownOld=0 once RefRSIDownOld=0 once RefCloseUpOld=0 once RefRSIUpOld=0 once BarBullOld=0 once BarBearOld=0 //Conditions to identify max and min c1=a[4]>a[2] and a[3]>a[2] and a[1]>a[2] and a>a[2] c2=a[4]<a[2] and a[3]<a[2] and a[1]<a[2] and a<a[2] //finding the double bottom if c1 then RefCloseDownNew=close[2] RefRSIDownNew=a[2] BarBullNew=barindex[2] endif if RefCloseDownNew<RefCloseDownOld and RefRSIDownNew>RefRSIDownOld then //double slash next line if you don't needed the mark on a different window bulldiv=a*0.95 //entry price for long on price window // double slash next line if not needed //DRAWSEGMENT(BarBullNew, highest[(BarBullnew-BarBullOld)](close), BarBullNew+10, highest[(BarBullnew-BarBullOld)](close)) //entry price for long on RSI window // double slash next line if not needed if RefRSIDownOld >0 then DRAWSEGMENT(BarBullOld, RefRSIDownOld *0.99, BarBullNew, RefRSIDownNew *0.99)coloured(255,0,0) else DRAWSEGMENT(BarBullOld, RefRSIDownOld *1.01, BarBullNew, RefRSIDownNew *1.01)coloured(255,0,0) endif   else bulldiv=0 endif //Finding the double top if c2 then RefCloseUpNew=close[2] RefRSIUpNew=a[2] BarBearNew=barindex[2] endif if RefCloseUpNew>RefCloseUpOld and RefRSIUPNew<RefRSIUpOld then //double slash next line if you don't needed the mark on a different window beardiv=a*0.95 //entry price for short on price window // double slash next line if not needed //DRAWSEGMENT(BarBearOld, RefCloseUpOld *1.01, BarBearNew, RefCloseUpNew *1.01)coloured(255,0,0) //entry price for short on RSI window // double slash next line if not needed if RefRSIUpOld >0 then DRAWSEGMENT(BarBearOld, RefRSIUpOld *1.01, BarBearNew, RefRSIUpNew *1.01)coloured(255,0,0) else DRAWSEGMENT(BarBearOld, RefRSIUpOld *0.99, BarBearNew, RefRSIUpNew *0.99)coloured(255,0,0) endif else beardiv=0 endif //grafica RefCloseDownOld=RefCloseDownNew RefRSIDownOld=RefRSIDownNew RefCloseUpOld=RefCloseUpNew RefRSIUpOld=RefRSIUpNew BarBullOld=BarBullNew BarBearOld=BarBearNew   return bulldiv coloured (0,255,0) style(histogram,1) , beardiv coloured (255,0,0)style(histogram,1)

   

  3 users thanked author for this post.

  bolsatrilera, Alai-n, swapping

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
• Author
  Posts