Screener para Nadaraya Watson

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • 09/20/2022 at 9:10 AM #201074 quote
    sanchota
    Participant
    New

    Hola estoy intentando hacer un screener para el indicador Nadaraya watson.

    Al ejecutarlo me pone que error de sintaxis en la linea 19 ,caracter 11.Complete la sintaxis de esta linea.

    //Nadaraya-Watson Envelope
length = 21 //Window Size
hh = 8 //Bandwidth
mult = 2
src = CustomClose
n = barindex
k = 2
//if IsLastBarUpdate and barindex>length then
//y = 0
sume = 0
for i = 0 to length-1
sum = 0
sumw = 0

for j = 0 to length-1
w = exp(-(pow(i-j,2)/(hh*hh*2)))
sum = sum+src[j]*w
sumw = sumw+w
next
y2 = sum/sumw
sume = sume+abs(src[i] - y2)
//array.push(y,y2)
next
mae = sume/length*mult
/*drawpoint(barindex,y2,1)
drawpoint(barindex,y2+mae,1)
drawpoint(barindex,y2-mae,1)*/
//endif
C1 = src crosses over y2-mae

screener [C1]

     

    ¿Que es lo que falla?

    Gracias por responder.

    NADARAYA_WATSON.itf
    09/20/2022 at 1:55 PM #201090 quote
    Nicolas
    Keymaster
    Master

    Porque ha utilizado una nueva instrucción POW que aún no es compatible con ProScreener. Sin embargo, lo he reemplazado con el SQUARE, porque era una potencia de 2.

    //Nadaraya-Watson Envelope
length = 21 //Window Size
hh = 8 //Bandwidth
mult = 2
src = CustomClose
//n = barindex
//k = 2
//if IsLastBarUpdate and barindex>length then
//y = 0
sume = 0
for i = 0 to length-1
sum = 0
sumw = 0

for j = 0 to length-1
w = exp(-(square(i-j)/(hh*hh*2)))
sum = sum+src[j]*w
sumw = sumw+w
next
y2 = sum/sumw
sume = sume+abs(src[i] - y2)
//array.push(y,y2)
next
mae = sume/length*mult
/*drawpoint(barindex,y2,1)
drawpoint(barindex,y2+mae,1)
drawpoint(barindex,y2-mae,1)*/
//endif
C1 = src crosses over y2-mae

screener [C1]
    09/20/2022 at 3:22 PM #201095 quote
    sanchota
    Participant
    New

    Muchas gracias Nicolas.

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    Posts
Viewing 3 posts - 1 through 3 (of 3 total)
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Screener para Nadaraya Watson


ProScreener: Buscadores de Mercado y Rastreo

New Reply
Author
author-avatar
sanchota @sanchota Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by sanchota
3 years, 5 months ago.

Topic Details
Forum: ProScreener: Buscadores de Mercado y Rastreo
Language: Spanish
Started: 09/20/2022
Status: Active
Attachments: 1 files
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