Indicatore Autoenvelope, richiesta traduzione codice mq4 in prorealtime

• 02/17/2019 at 7:19 PM #91577
  Lorenzo1981

  Salve,

  volevo sapere se era possibile tradurre l’indicatore Autoenvelope nel linguaggio di prorealtime.

  Grazie!

  Envelope channels should be set parallel to the slow moving average and contain
  approximately 90-95% of all prices for the past two or three months, with only the
  extremes protruding outside of a channel. Envelope channels provide attractive profit
  targets – sell longs near the upper channel line and cover shorts near the lower channel
  line.
  The AutoEnvelope indicator  is a tool for automatically creating channels that contain 90-95% of prices.

  

  Lorenzo1981

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  02/17/2019 at 10:33 PM #91588
  Nicolas

  Penso che questo indicatore disponibile nella nostra biblioteca sia lo stesso?

  Adaptive Enveloppe

   

  

  Nicolas

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  02/17/2019 at 11:22 PM #91589
  Lorenzo1981

  Grazie per la risposta!

   

  Eh, l’avevo già visto quell’indicatore, ma non convince molto. Funziona in modo diverso dall’Autoenvelope. Nel calcolo viene presa in considerazione la deviazione standard e quindi lavora in modo diverso.

  Ho trovato la formula anche in formato Metastock, che mi sembra più semplice da tradurre del formato di metatrader. Poi domani vedo se riesco a replicarlo in formato prorealtime

  MetaStock FORMULA EMA:=Input("Base EMA",1,100,22); Factor:=Input("Factor",1,50,27); Avg:=Mov(C,EMA,E); csize:= StDev(2*Max(abs(H-Avg) ,abs(L-Avg)) / Avg,100)*Factor/10; {Use 100 days for stable channel size - default is 2.7 std} Csize:= ValueWhen(1, DayOfWeek()<span class="prism-token prism-tag"><span class="prism-token prism-punctuation"><</span>Ref(DayOfWeek() <span class="prism-token prism-attr-name">,-1)</span> <span class="prism-token prism-attr-name">OR</span> <span class="prism-token prism-attr-name">(</span> <span class="prism-token prism-attr-name">DayOfWeek()</span><span class="prism-token prism-attr-value"><span class="prism-token prism-punctuation">=</span>Ref(DayOfWeek(),-1)</span> <span class="prism-token prism-attr-name">AND</span> <span class="prism-token prism-attr-name">DayOfMonth()</span> <span class="prism-token prism-attr-name"><</span><span class="prism-token prism-punctuation">></span></span> Ref(DayOfMonth(),-1)) ,Ref(csize,-1)); { This pegs the StDev to last bar of week AND only changes once per week} csize:=LastValue(csize); {fix to constant using last value} channel:=csize*Avg; Avg+channel/2; Avg-channel/2; Avg;

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  MetaStock FORMULA   EMA:=Input("Base EMA",1,100,22); Factor:=Input("Factor",1,50,27); Avg:=Mov(C,EMA,E); csize:= StDev(2*Max(abs(H-Avg) ,abs(L-Avg)) / Avg,100)*Factor/10; {Use 100 days for stable channel size - default is 2.7 std} Csize:= ValueWhen(1, DayOfWeek()<span class="prism-token prism-tag"><span class="prism-token prism-punctuation"><</span>Ref(DayOfWeek() <span class="prism-token prism-attr-name">,-1)</span> <span class="prism-token prism-attr-name">OR</span> <span class="prism-token prism-attr-name">(</span> <span class="prism-token prism-attr-name">DayOfWeek()</span><span class="prism-token prism-attr-value"><span class="prism-token prism-punctuation">=</span>Ref(DayOfWeek(),-1)</span> <span class="prism-token prism-attr-name">AND</span> <span class="prism-token prism-attr-name">DayOfMonth()</span> <span class="prism-token prism-attr-name"><</span><span class="prism-token prism-punctuation">></span></span> Ref(DayOfMonth(),-1)) ,Ref(csize,-1)); { This pegs the StDev to last bar of week  AND only changes once per week} csize:=LastValue(csize); {fix to constant using last value} channel:=csize*Avg; Avg+channel/2; Avg-channel/2; Avg;

  

  Lorenzo1981

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