Bonjour, je voudrai obtenir une TEMA qui ne prend pas en compte la bougie journalière du dimanche dans son calcul.
Comment pourrais-je faire?
Merci d’avance.
Sylvain
voici
// TEMA calculation excluding Sundays
period =20
isSunday = (DayOfWeek = 0)
IF NOT isSunday THEN
alpha = 2 / (period + 1)
IF BarIndex < period THEN
ema1 = close
ema2 = close
ema3 = close
ELSE
// EMA = Price * alpha + EMA[prev] * (1 - alpha)
ema1 = (close * alpha) + (ema1[1] * (1 - alpha))
ema2 = (ema1 * alpha) + (ema2[1] * (1 - alpha))
ema3 = (ema2 * alpha) + (ema3[1] * (1 - alpha))
ENDIF
customTEMA = (3 * ema1) - (3 * ema2) + ema3
ELSE
ema1 = ema1[1]
ema2 = ema2[1]
ema3 = ema3[1]
customTEMA = customTEMA[1]
ENDIF
RETURN customTEMA AS "TEMA No Sundays"