kaufman MA average with ATR bands

• 11/25/2021 at 8:27 PM #182282
  Ybr35

  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

  

  Ybr35

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

  Bonsoir,

  En partant de ce post de Nicolas dans la library:

  https://www.prorealcode.com/prorealtime-indicators/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"

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  // 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"

   

  

  JC_Bywan

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  11/25/2021 at 9:40 PM #182292
  Ybr35

  Parfait, merci beaucoup!

  

  Ybr35

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