jurik smoothed kijun sen

Viewing 7 posts - 1 through 7 (of 7 total)

Author

Posts

11/17/2020 at 6:22 PM #150809 quote

Patrick K Templar

Participant

Average

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

jurik.png Jurik_Kijun_Bands.mq4

11/17/2020 at 8:21 PM #150824 quote

Patrick K Templar

Participant

Average

the mq4 file of the jurik kijuns bands is wrong dont use that i belive you did a jurik macd So I believe the coding wouldn’t be too far different from that for what I would like I can’t seem to find a mq4 file of the code yet there might be a tradingview

11/17/2020 at 8:58 PM #150826 quote

Patrick K Templar

Participant

Average

this is jurik ma file in mq4 it shold help with the codeing

jurik-moving-average.mq4

11/25/2020 at 3:09 PM #151563 quote

Patrick K Templar

Participant

Average

iv got the code for both just need help add them together

11/25/2020 at 3:13 PM #151564 quote

Patrick K Templar

Participant

Average

Series = CustomClose

//----------------------------//
// JMA - Jurik Moving Average //
//----------------------------//

IF MAType = 1 THEN

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"

Kijunsen  = (highest[a](high)+lowest[b](low))/2


RETURN Kijunsen

11/25/2020 at 4:25 PM #151579 quote

Nicolas

Keymaster

Legend

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