jurik smoothed kijun sen
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jurik smoothed kijun sen
Hello and thank you for Conversion
It is what it says it is a kijun sen with Jurick moving average applied to it i’ve got an mq4 file with something very similar to it so I will link that
(This is a jurik smoothed kijun sen if you want a regular kijun sen just set the smooth length to 1.)
Thank you very much and kind regards
Patrick
Here is the code of the KijunSen smooth with a Jurik Filter:
p2 = 26 //period of Kijun Period = 5 //period of smoothing if barindex>p2+Period then Series = (highest[p2](high)+lowest[p2](low))/2 //----------------------------// // JMA - Jurik Moving Average // //----------------------------// //Period = MAX(Period, b) // Pow = 5 ({ 1..10 }) // R = 1.5 ({0.5..2.5}) Pow = 4 R = 1 beta = 0.45 * (Period - 1) / (0.45 * (Period - 1) + 2) IF Pow = 1 THEN alpha = beta ELSIF Pow = 2 THEN alpha = beta * beta ELSIF Pow = 3 THEN alpha = beta * beta * beta ELSIF Pow = 4 THEN alpha = beta * beta * beta * beta ELSIF Pow = 5 THEN alpha = beta * beta * beta * beta * beta ELSIF Pow = 6 THEN alpha = beta * beta * beta * beta * beta * beta ELSIF Pow = 7 THEN alpha = beta * beta * beta * beta * beta * beta * beta ELSIF Pow = 8 THEN alpha = beta * beta * beta * beta * beta * beta * beta * beta ELSIF Pow = 9 THEN alpha = beta * beta * beta * beta * beta * beta * beta * beta * beta ELSIF Pow = 10 THEN alpha = beta * beta * beta * beta * beta * beta * beta * beta * beta * beta ENDIF IF BarIndex = 0 THEN Filt0 = Series Filt1 = Series AFR = Series ELSE Filt0 = (1 - alpha) * Series + alpha * Filt0[1] Det0 = (Series - Filt0[0]) * (1 - beta) + beta * Det0[1] Filt1 = Filt0[0] + R * Det0[0] Det1 = (Filt1[0] - AFR[1]) * ((1 - alpha) * (1 - alpha)) + (alpha * alpha) * Det1[1] AFR = AFR[1] + Det1[0] ENDIF endif // RETURN // RETURN AFR as "AFRjmc"Patrick K Templar thanked this post
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Topic Details
| Forum: | ProBuilder: Indicators & Custom Tools |
| Language: | English |
| Started: | 11/17/2020 |
| Status: | Active |
| Attachments: | 4 files |
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