Buongiorno a tutti,
vorrei provare questo codice di cui richiedo cortese traduzione.
Sembra rendere più preciso l’uso dell’indicatore con doppio supertrend, riducendo i falsi segnali, grazie all’abbinamento del Fisher transform ( che sinceramente non conosco).
Grazie per la consueta collaborazione
https://it.tradingview.com/script/gFaDiMOm-SuperTrend-Fisher-AlgoAlpha/
Calculates the Fisher Transform:
value = 0.0
value := round_(.66 * ((src – low_) / (high_ – low_) – .5) + .67 * nz(value[1]))
fish1 = 0.0
fish1 := .5 * math.log((1 + value) / (1 – value)) + .5 * nz(fish1[1])
fish1 := ta.hma(fish1, l)
Calculates the SuperTrend:
supertrend(factor, atrPeriod, srcc) =>
src = srcc
atr = atrr(srcc, atrPeriod)
upperBand = src + factor * atr
lowerBand = src – factor * atr
prevLowerBand = nz(lowerBand[1])
prevUpperBand = nz(upperBand[1])
lowerBand := lowerBand > prevLowerBand or srcc[1] < prevLowerBand ? lowerBand : prevLowerBand
upperBand := upperBand < prevUpperBand or srcc[1] > prevUpperBand ? upperBand : prevUpperBand
int direction = na
float superTrend = na
prevSuperTrend = superTrend[1]
if na(atr[1])
direction := 1
else if prevSuperTrend == prevUpperBand
direction := srcc > upperBand ? -1 : 1
else
direction := srcc < lowerBand ? 1 : -1
superTrend := direction == -1 ? lowerBand : upperBand
[superTrend, direction]
ciao
ecco l’indicatore
//-------------------------------------------------------------------------//
//PRC_SuperTrend Fisher
//version = 0
//16.04.24
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//-------------------------------------------------------------------------//
//-----Inputs--------------------------------------------------------------//
period=14//Fair-value Period
length=14//EMA length
len=9//Fisher Period
stFactor=0.3//SuperTrend Factor
stPeriod=10//SuperTrend Period
l=20//Hma period
//-------------------------------------------------------------------------//
n=max(period,max(l,length))*3
//-----Detrended Price Oscillator + Standard deviation---------------------//
barsback=round(period/2)+1
ma=average[period](close)
dpo1=close-ma[barsback]
sd = dpo1/(average[period,1](high-low))*100
//-------------------------------------------------------------------------//
//-----Fisher Transform Formula + Smoothing--------------------------------//
src=sd
high1=highest[len](src)
low1=lowest[len](src)
if barindex <= n then
myvalue=src
fish1=src
MAfish=src
else
val=0.66*((src-low1)/(high1-low1)-0.5)+0.67*myvalue[1]
if val > 0.99 then
myvalue=0.999
elsif val < -0.99 then
myvalue=-0.999
else
myvalue=val
endif
fish1= 0.5*log((1+myvalue)/(1-myvalue))+0.5*mafish1[1]
mafish1=hullaverage[l](fish1)
endif
//-------------------------------------------------------------------------//
source=mafish1
//-------------------------------------------------------------------------//
//-----ATR from Fisher transformation--------------------------------------//
hh=highest[stPeriod](source)
ll=lowest[stPeriod](source)
if barindex<=stPeriod then
trueRange=hh-ll
else
trueRange=max(max(hh-ll,abs(hh-source[1])),abs(ll-source[1]))
endif
alpha = 1/stPeriod
if barindex <= n then
atr = average[stPeriod](trueRange)
else
atr = alpha*trueRange + (1-alpha)*atr[1]
endif
//-------------------------------------------------------------------------//
//-----Supertrend Integration----------------------------------------------//
upperband=source+stFactor*atr
lowerband=source-stFactor*atr
if barindex <= n then
prevLowerband=source
prevUpperband=source
else
prevLowerband=lowerband[1]
prevUpperband=upperband[1]
if lowerband>prevlowerband or source[1]<prevlowerband then
lowerband=lowerband
else
lowerband=prevlowerband
endif
if upperband < prevupperband or source[1]>prevupperband then
upperband=upperband
else
upperband=prevupperband
endif
endif
prevStvalue=stvalue[1]
if prevStValue = prevupperband then
if source > upperband then
stdirection = -1
else
stdirection = 1
endif
else
if source < lowerband then
stdirection = 1
else
stdirection = -1
endif
endif
if stdirection = -1 then
stvalue=lowerband
else
stvalue=upperband
endif
q2= average[length,1](source)
//-------------------------------------------------------------------------//
//-----Overbought and Oversold Bands---------------------------------------//
obLevel = 4.0
osLevel = -4.0
obupper = obLevel
obmid = obLevel+0.9
oblower = obLevel + 2
osupper = osLevel
osmid = osLevel - 0.9
oslower = osLevel - 2
//-------------------------------------------------------------------------//
//-----Color definition----------------------------------------------------//
if source > stValue then
r =0
g=255
else
r=255
g=0
endif
if barindex > n then
colorbetween(source,stvalue,r,g,0,90)
colorbetween(obupper, oblower,"red",50)
colorbetween(osupper, oslower,"green",50)
colorbetween(obmid, oblower,"red",50)
colorbetween(osmid, oslower,"green",50)
endif
//-------------------------------------------------------------------------//
return q2 as "ema fish"coloured(120,123,134)style(line,2),source as "Fish"coloured(r,g,0),stValue as "StValue"coloured(r,g,0),0 as "0" coloured(121,121,121)
