kaufman MA average with ATR bands

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11/25/2021 at 8:27 PM #182282 quote

Ybr35
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Junior

Bonjour à tous,

J’ai trouvé& sur la bibliothèque la moyenne mobile adaptative de Kaufman, et je souhaiterais faire apparaître autour de cette moyenne deux bandes distante de 1 ATR (14) pour la bande supérieure et -1 ATR (14) pour la bande inférieure.

Pensez-vous qu’il soit possible de coder un tel indicateur? Merci d’avance pour vos retours.

Yann

KA_MA_ATRbands.jpg

11/25/2021 at 9:10 PM #182290 quote
JC_Bywan
Moderator

Master
Bonsoir,

En partant de ce post de Nicolas dans la library:

Kaufman Adaptive Moving Average KAMA

et en y ajoutant la demande de bandes de +/- ATR14:
```
// parameters :
Period = 10
FastPeriod = 2
SlowPeriod = 30
 
Fastest = 2 / (FastPeriod + 1)
Slowest = 2 / (SlowPeriod + 1)
if barindex < Period+1 then
 Kama=close
else
 Num = abs(close-close[Period])
 Den = summation[Period](abs(close-close[1]))
 ER = Num / Den
 Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest)
 KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1])
endif
BandeSup=KAMA+AverageTrueRange[14](close)
BandeInf=KAMA-AverageTrueRange[14](close)

return kama as "kama", BandeSup as "BandeSup", BandeInf as "BandeInf"
```
11/25/2021 at 9:40 PM #182292 quote

Ybr35
Participant

Junior

Parfait, merci beaucoup!
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kaufman MA average with ATR bands

ProBuilder : Indicateurs & Outils Personnalisés

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Ybr35 @ybr35 Participant

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Forum:	ProBuilder : Indicateurs & Outils Personnalisés
Language:	French
Started:	11/25/2021
Status:	Active
Attachments:	1 files

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