PriceOscillator

Viewing 7 posts - 1 through 7 (of 7 total)
  • Author
    Posts
  • #85138 quote
    othelloothello
    Participant
    Senior

    Salve,

    vorrei sapere come indicare, a questa funzione, che le due medie mobili devono essere di tipo esponenziale.

    Il manuale riporta:

    PriceOscillator                                              PriceOscillator[S,L](price)                                Indicatore Percertage Price oscillator

    ma da questa sintassi non mi sembra sia possibile dire se le due medie mobili sono semplici, esponenziali, o altro ancora.

    Grazie.

    #85148 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    No, infatti non è possibile.

    Se sai programmare è facile crearlo, qui c’è la formula

    https://www.investopedia.com/terms/p/ppo.asp

    http://www.traderpedia.it/wiki/index.php/Price_oscillator_(DOA)

    #85156 quote
    luxrunluxrun
    Participant
    Master

    Comunque in piattaforma è disponibile l’oscillatore di prezzo tra gli indicatori di default e puoi selezionare le medie di qualsiasi tipo, nei periodi che preferisci (il default è 12 e 26).

    #85158 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    L’ho creato, questo è il codice, con i riferimenti delle fonti, sia per il calcolo in differenza di prezzo che in percentuale.

    Decidi tu i periodi delle medie, il tipo di media e se vuoi la differenza in prezzo o in percentuale.

    Una volta messo sotto il grafico puoi decidere, dalle proprietà, di colorarlo come vuoi e di visualizzarlo come linea o istogramma tipo Macd:

    //Percentage Price Oscillator - PPO
    //
    //The percentage price oscillator (PPO) is a technical momentum indicator that shows the relationship between two moving averages. To calculate the PPO, subtract the 26-period exponential moving average (EMA) from the 12-period EMA, and then divide this difference by the 26-period EMA. The result is then multiplied by 100. The indicator tells the trader where the short-term average is relative to the longer-term average.
    //
    //  Here is the PPO calculation:    ((12-day EMA - 26-day EMA) / 26-day EMA) x 100
    //
    // https://www.investopedia.com/terms/p/ppo.asp
    // http://www.traderpedia.it/wiki/index.php/Price_oscillator_(DOA)
    //
    // SlowP      = 26                    //Periods of Slow Average
    // FastP      = 12                    //Periods of Fast Average
    // AvgType    = 1                     //Average Type (0=sma, 1=ema, 2=wma,...)
    // Percentage = 1                     //1=calculate Percentage    0=no percentage
    //
    DEFPARAM CalculateOnLastBars = 1000
    SlowP      = max(1,min(999,SlowP))    //1 - 999
    FastP      = max(1,min(999,FastP))    //1 - 999
    AvgType    = max(0,min(6,AvgType))    //0 - 6
    Percentage = max(0,min(1,Percentage)) //1=Percentage     0=NO Percentage
    SlowAvg    = Average[SlowP,AvgType](close)
    FastAvg    = Average[FastP,AvgType](close)
    Difference = FastAvg - SlowAvg
    IF Percentage THEN
       Difference = (Difference / SlowAvg) * 100
    ENDIF
    RETURN Difference,0
    Price-Oscillator-PPO.itf x-8.jpg x-8.jpg
    #85161 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    Ti allego anche la versione tipo MACD (è molto simile):

    //Percentage Price Oscillator - PPO (with Histogram)
    //
    //The percentage price oscillator (PPO) is a technical momentum indicator that shows the relationship between two moving averages. To calculate the PPO, subtract the 26-period exponential moving average (EMA) from the 12-period EMA, and then divide this difference by the 26-period EMA. The result is then multiplied by 100. The indicator tells the trader where the short-term average is relative to the longer-term average.
    //
    //  Here is the PPO calculation:    ((12-day EMA - 26-day EMA) / 26-day EMA) x 100
    //
    // https://www.investopedia.com/terms/p/ppo.asp
    // http://www.traderpedia.it/wiki/index.php/Price_oscillator_(DOA)
    // https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:price_oscillators_ppo
    // http://www.forexwiki.it/PPO
    //
    // SlowP      = 26                    //Periods of Slow Average
    // FastP      = 12                    //Periods of Fast Average
    // AvgType    = 1                     //Average Type (0=sma, 1=ema, 2=wma,...)
    // Percentage = 1                     //1=calculate Percentage    0=no percentage
    // SignalP    = 9                     //Periods of Signal Average
    //
    DEFPARAM CalculateOnLastBars = 1000
    SlowP      = max(1,min(999,SlowP))    //1 - 999
    FastP      = max(1,min(999,FastP))    //1 - 999
    AvgType    = max(0,min(6,AvgType))    //0 - 6
    Percentage = max(0,min(1,Percentage)) //1=Percentage     0=NO Percentage
    SignalP    = max(1,min(999,FastP))    //1 - 999
    SlowAvg    = Average[SlowP,AvgType](close)
    FastAvg    = Average[FastP,AvgType](close)
    Ppo        = FastAvg - SlowAvg
    IF Percentage THEN
       Ppo     = (Ppo / SlowAvg) * 100
    ENDIF
    SignalLine = Average[SignalP,AvgType](Ppo)
    Histo      = Ppo - SignalLine
    RETURN Ppo AS "Ppo",SignalLine AS "Signal",Histo AS "Histogram",0
    x-9.jpg x-9.jpg Price-Oscillator-PPO-Histo.itf
    #85176 quote
    luxrunluxrun
    Participant
    Master

    bellissimo lavoro, Roberto, grazie!

    #85200 quote
    othelloothello
    Participant
    Senior

    Grazie Roberto e grazie a tutti del contributo offerto.

    Spero, quanto prima, di poter ricambiare.

    Buon trading.

    🙂

Viewing 7 posts - 1 through 7 (of 7 total)
  • You must be logged in to reply to this topic.
ProRealAI ProRealAI New

Stuck on this ProBuilder code?

Describe what this topic is trying to build, in plain English, and ProRealAI writes the ProRealTime™ indicator, screener or system for you.

Available in 7 languages
Try ProRealAI

PriceOscillator


ProBuilder: Indicatori & Strumenti Personalizzati

New Reply
Author
author-avatar
othello @othello Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by othelloothello
7 years, 10 months ago.

Topic Details
Forum: ProBuilder: Indicatori & Strumenti Personalizzati
Language: Italian
Started: 11/18/2018
Status: Active
Attachments: 4 files
ProRealCode ProRealCode
Loading...