Period Cycle Seasonality conversion code to prorealtime

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  • 06/13/2018 at 6:03 PM #73122 quote
    abd78
    Participant
    Veteran
    study("5 Period Cycle Seasonality")

Period = input(title="Period Cycle", type=integer , defval=252)

LastYear = close[Period]
TwoYearsAgo = close [2 * Period]
ThreeYearsAgo = close [3 * Period]
FourYearsAgo = close [4 *Period]
FiveYearsAgo = close [5 * Period]

Offset = Period
LastYearE = close[Period - Offset]
TwoYearsAgoE = close [2 * Period - Offset]
ThreeYearsAgoE = close [3 * Period - Offset]
FourYearsAgoE = close [4 *Period - Offset]
FiveYearsAgoE = close [5 * Period - Offset]

plot((LastYearE + TwoYearsAgoE + ThreeYearsAgoE + FourYearsAgoE + FiveYearsAgoE) / 5, color = #00ff00, linewidth = 5, offset =  Offset)

plot((LastYear + TwoYearsAgo + ThreeYearsAgo + FourYearsAgo + FiveYearsAgo) / 5, color = #ff0000, linewidth = 5)

    Indicatore stagionalità

     

    06/14/2018 at 10:31 AM #73173 quote
    Nicolas
    Keymaster
    Master
    ? Without explanation, it is hard to understand your query, sorry..
    06/18/2018 at 9:41 PM #73607 quote
    abd78
    Participant
    Veteran
    Shows the average from the last 5 periods for close price cycle. For example to see the annual seasonality with the default setting of 252, the number of trading days in a year, approximately.
    09/26/2018 at 3:23 PM #81362 quote
    abd78
    Participant
    Veteran
    up
    09/27/2018 at 8:54 AM #81411 quote
    Nicolas
    Keymaster
    Master
    ok, so firstly add this indicator in a separate window: 
    Period = 252

 
LastYear = close[Period]
TwoYearsAgo = close [2 * Period]
ThreeYearsAgo = close [3 * Period]
FourYearsAgo = close [4 *Period]
FiveYearsAgo = close [5 * Period]

//

return (LastYear + TwoYearsAgo + ThreeYearsAgo + FourYearsAgo + FiveYearsAgo) / 5
    Then, add a moving average over it, and adapt the horizontal and vertical shift to align the 2 curves, like the way I did the attached picture. Since there is no possibility to plot curves in the future, this is the only way to make it the same as in this trading view script.
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Period Cycle Seasonality conversion code to prorealtime


ProBuilder: Indicators & Custom Tools

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abd78 @fede9483 Participant
Summary

This topic contains 4 replies,
has 2 voices, and was last updated by Nicolas
7 years, 4 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 06/13/2018
Status: Active
Attachments: 3 files
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