RSI MAMA FAMA

• 11/27/2022 at 5:44 PM #204909
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  RSI MAMA FAMA

  // RSI MAMA FAMA 27/11/2022 // // MAMA FAMA by Prorealcode Nicolas //parameters : // FastLimit = 0.5 Nicolas = 0.25 DID = 0.8 (Lazy Bear) // SlowLimit = 0.05 // p = 12 Price1 = (High+Low)/2 if(barindex>5) then Smooth = (4*Price1 + 3*Price1[1] + 2*Price1[2] + Price1[3]) / 10 Detrender = (.0962*Smooth + .5769*Smooth[2] - .5769*Smooth[4] - .0962*Smooth[6])*(.075*Period[1] + .54) Q1 = (.0962*Detrender + .5769*Detrender[2] - .5769*Detrender[4] - .0962*Detrender[6])*(.075*Period[1] + .54) I1 = Detrender[3] jI = (.0962*I1 + .5769*I1[2] - .5769*I1[4] - .0962*I1[6])*(.075*Period[1] + .54) jQ = (.0962*Q1 + .5769*Q1[2] - .5769*Q1[4] - .0962*Q1[6])*(.075*Period[1] + .54) I2 = I1 - jQ Q2 = Q1 + jI I2 = .2*I2 + .8*I2[1] Q2 = .2*Q2 + .8*Q2[1] Re = I2*I2[1] + Q2*Q2[1] Im = I2*Q2[1] - Q2*I2[1] Re = .2*Re + .8*Re[1] Im = .2*Im + .8*Im[1] If Im <> 0 and Re <> 0 then Period = 360/ATAN(Im/Re) endif If Period > 1.5*Period[1] then Period = 1.5*Period[1] endif If Period < .67*Period[1] then Period = .67*Period[1] endif If Period < 6 then Period = 6 endif If Period > 50 then Period = 50 endif Period = .2*Period + .8*Period[1] SmoothPeriod = .33*Period + .67*SmoothPeriod[1] if(I1<>0) then Phase = ATAN(Q1 / I1) endif DeltaPhase = Phase[1] - Phase If DeltaPhase < 1 then DeltaPhase = 1 endif alpha = FastLimit / DeltaPhase If alpha < SlowLimit then alpha = SlowLimit endif MAMA = alpha*Price1 + (1 - alpha)*MAMA[1] FAMA = .5*alpha*MAMA + (1 - .5*alpha)*FAMA[1] endif //////////////////////////////////////// mamama = average [p] (MAMA) mafama = average [p] (FAMA) //////////////////////////////////////// cc = customclose RSImama = rsi [p](mama) RSIfama = rsi [p](fama) RETURN rsimama as "rsimama" , rsifama as "rsifama", 30 as "30", 70 as "70" , 20 as "20", 80 as "80" // cc as " cc de MAMA ", mamama as " maMAMA " , mafama as " maFAMA " ,MAMA as "MAMA", FAMA as "FAMA" ,

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  // RSI MAMA FAMA 27/11/2022   // // MAMA FAMA  by Prorealcode Nicolas   //parameters : // FastLimit = 0.5 Nicolas = 0.25 DID = 0.8 (Lazy Bear) // SlowLimit = 0.05 // p = 12   Price1 = (High+Low)/2   if(barindex>5) then Smooth = (4*Price1 + 3*Price1[1] + 2*Price1[2] + Price1[3]) / 10 Detrender = (.0962*Smooth + .5769*Smooth[2] - .5769*Smooth[4] - .0962*Smooth[6])*(.075*Period[1] + .54)   Q1 = (.0962*Detrender + .5769*Detrender[2] - .5769*Detrender[4] - .0962*Detrender[6])*(.075*Period[1] + .54) I1 = Detrender[3]   jI = (.0962*I1 + .5769*I1[2] - .5769*I1[4] - .0962*I1[6])*(.075*Period[1] + .54) jQ = (.0962*Q1 + .5769*Q1[2] - .5769*Q1[4] - .0962*Q1[6])*(.075*Period[1] + .54)   I2 = I1 - jQ Q2 = Q1 + jI   I2 = .2*I2 + .8*I2[1] Q2 = .2*Q2 + .8*Q2[1]   Re = I2*I2[1] + Q2*Q2[1] Im = I2*Q2[1] - Q2*I2[1] Re = .2*Re + .8*Re[1] Im = .2*Im + .8*Im[1] If Im <> 0 and Re <> 0 then Period = 360/ATAN(Im/Re) endif If Period > 1.5*Period[1] then Period = 1.5*Period[1] endif If Period < .67*Period[1] then Period = .67*Period[1] endif If Period < 6 then Period = 6 endif If Period > 50 then Period = 50 endif   Period = .2*Period + .8*Period[1] SmoothPeriod = .33*Period + .67*SmoothPeriod[1]   if(I1<>0) then Phase = ATAN(Q1 / I1) endif   DeltaPhase = Phase[1] - Phase If DeltaPhase < 1 then DeltaPhase = 1 endif   alpha = FastLimit / DeltaPhase If alpha < SlowLimit then alpha = SlowLimit endif   MAMA = alpha*Price1 + (1 - alpha)*MAMA[1] FAMA = .5*alpha*MAMA + (1 - .5*alpha)*FAMA[1]   endif //////////////////////////////////////// mamama = average [p] (MAMA) mafama = average [p] (FAMA) //////////////////////////////////////// cc = customclose RSImama = rsi [p](mama) RSIfama = rsi [p](fama) RETURN  rsimama as "rsimama" , rsifama as "rsifama", 30 as "30", 70 as "70" , 20 as "20", 80 as "80" // cc as " cc de MAMA ", mamama as " maMAMA " , mafama as " maFAMA " ,MAMA as "MAMA", FAMA as "FAMA" ,

  Bonsoir à tous,

  En attendant Espagne/Allemagne m’est venu l’idée de marier le RSI avec les MA “mama” et “fama”

  les lignes verticales sont les derniers plus hauts/plus bas

  bons trades à tous

  2 users thanked author for this post.

  robertogozzi, Nicolas

  

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  12/02/2022 at 10:51 AM #205165
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  screener UP

  indicator1, ignored, ignored, ignored, ignored, ignored, ignored, ignored = CALL "RSI MAMA FAMA"[0.5, 0.05, 12](close) c1 = (indicator1 CROSSES OVER indicator1) SCREENER[c1] ((close/DClose(1)-1)*100 AS "% Veille")

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  indicator1, ignored, ignored, ignored, ignored, ignored, ignored, ignored = CALL "RSI MAMA FAMA"[0.5, 0.05, 12](close) c1 = (indicator1 CROSSES OVER indicator1)   SCREENER[c1] ((close/DClose(1)-1)*100 AS "% Veille")

   

  screener DW

  indicator1, indicator2, ignored, ignored, ignored, ignored, ignored, ignored = CALL "RSI MAMA FAMA"[0.5, 0.05, 12](close) c1 = (indicator1 CROSSES UNDER indicator2) SCREENER[c1] ((close/DClose(1)-1)*100 AS "% Veille")

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  indicator1, indicator2, ignored, ignored, ignored, ignored, ignored, ignored = CALL "RSI MAMA FAMA"[0.5, 0.05, 12](close) c1 = (indicator1 CROSSES UNDER indicator2)   SCREENER[c1] ((close/DClose(1)-1)*100 AS "% Veille")

   

  désolé impossible d’integrer le code même en faisant CRTL F5 !

  

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  12/02/2022 at 12:42 PM #205177
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  voici le graphe du CAC40 daily en date du 1er decembre 2022

  

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