traduzione codice Donchian Volatility

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05/15/2024 at 8:31 AM #232658 quote

Participant

Veteran

Buongiorno,

sono a chiedere cortese traduzione del codice in oggetto che analizza la larghezza del canale di donchian come indicatore di volatilità dell’asset.

Mi sembra interessante.

Grazie dell’aiuto

https://it.tradingview.com/script/UYVkIXD3-Donchian-Volatility-Indicator-Adaptive-Channel-Width/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LeafAlgo

//@version=5
indicator(“Donchian Volatility Indicator – Adaptive Channel Width”, overlay=false)

// Calculation Inputs
length = input.int(50, “Lookback Period for Donchian Channel”)
atrPeriod = input.int(14, “ATR Period”)
atrMultiplier = input.float(2.0, “ATR Multiplier”)
lookbackPeriod = input.int(250, “Lookback Period for Extremes”)
signalPeriod = input.int(50, “Length of Signal Line”)

// Calculate ATR
atr = ta.atr(length = atrPeriod)

// Calculate Upper and Lower Channels
upperChannel = ta.highest(high, length) + atr * atrMultiplier
lowerChannel = ta.lowest(low, length) – atr * atrMultiplier

// Calculate Channel Width
channelWidth = upperChannel – lowerChannel

// Signal Line
signalLine = ta.sma(channelWidth, signalPeriod)

// Plotting
plot(channelWidth, color=color.maroon, linewidth=4, title=”Channel Width”)
plot(signalLine, color=color.aqua, linewidth=4, title=”Signal Line”)

// Bar Color
barC = channelWidth > signalLine ? color.lime : color.fuchsia
barcolor(barC)

// Background Color
bgcolor(barC, transp=80)

Screenshot-2024-05-15-at-09-31-08-Donchian-Volatility-Indicator-Adaptive-Channel-Width-di-LeafAlgo.png

05/15/2024 at 5:15 PM #232698 quote

Iván González

Moderator

Legend

Hola qui hai il codice:

//-----------------------------------------------------------//
//PRC_Donchian Volatility Indicator
//version = 0
//15.05.24
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//-----------------------------------------------------------//
//-----Inputs------------------------------------------------//
length=50//Lookback Period for Donchian Channel
atrPeriod=14//ATR Period
atrMultiplier=2.0//ATR Multiplier
lookbackPeriod=250//Lookback Period for Extremes
signalPeriod=50//Length of Signal Line
//-----------------------------------------------------------//
//-----Calculate ATR-----------------------------------------//
atr=averagetruerange[atrPeriod](close)
//-----------------------------------------------------------//
//-----Calculate Upper and Lower Channels--------------------//
upperChannel=highest[length](high)+atr*atrMultiplier
lowerChannel=lowest[length](low)-atr*atrMultiplier
//-----------------------------------------------------------//
//-----Calculate Channel Width-------------------------------//
channelWidth=upperChannel-lowerChannel
//-----------------------------------------------------------//
//-----Signal Line-------------------------------------------//
signalLine=average[signalPeriod](channelWidth)
//-----------------------------------------------------------//
//-----Bar Color---------------------------------------------//
if channelWidth>signalLine then
r=0
g=230
b=118
else
r=224
g=64
b=251
endif
//This piece of code works in price chart
//DRAWCANDLE(open, high, low, close) coloured(r,g,b)
//-----------------------------------------------------------//
//-----Background Color--------------------------------------//
BACKGROUNDCOLOR (r,g,b,30)
//-----------------------------------------------------------//
//-----Plotting----------------------------------------------//
return channelWidth as "Channel Width"coloured("maroon")style(line,4),signalLine as "Signal Line"coloured("aqua")style(line,4)

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05/15/2024 at 5:39 PM #232703 quote

Msport71

Participant

Veteran

Grazie e mille!!!!