Trend adattivo ATR-ADX

• 05/28/2021 at 1:49 PM #170685
  Gaspare

  ciao Roberto

  per favore si puo’ inserire una strategia a questo indicatore?

  Grazie

  //PRC_Adaptive-ATR-ADX-Trend-V2 | indicator //29.06.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //translated from tradingview code // --- settings //atrLen = 21 //m1 = 3.5 //"ATR Multiplier - ADX Rising" //m2 = 1.75 //"ATR Multiplier - ADX Falling" //adxLen = 14 //adxThresh = 30 //"ADX Threshold" //aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") //useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)") // --- end of settings source = MedianPrice // DI-Pos, DI-Neg, ADX hR = high-high[1] lR = -(low-low[1]) if hr>lr then dmPos=max(hr,0) else dmPos=0 endif if lr>hr then dmNeg=max(lr,0) else dmNeg=0 endif sTR = (sTR[1] - sTR[1]) / adxLen + tr sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 aadx = average[adxLen](DX) // Heiken-Ashi if barindex<2 then xClose = close xOpen = open else xClose = TotalPrice xOpen = (xOpen[1] + close[1]) / 2 endif xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose)) // Trailing ATR v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow trueRange = max(v1, max(v2, v3)) if useHeiken then atr = WilderAverage[atrLen](trueRange) else atr = AverageTrueRange[atrLen] endif if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then m=m1 elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then m=m2 else m = m[1] endif if DIP >= DIN then mUp=m else mUp=m2 endif if DIN >= DIP then mDn=m else mDn=m2 endif if useHeiken then src=xClose c=Xclose t=(xHigh+xLow)/2 else src=source c=close t=MedianPrice endif up = t - mUp * atr dn = t + mDn * atr if max(src[1], c[1]) > TUp[1] then TUp = max(up,TUp[1]) else TUp = up endif if min(src[1], c[1]) < TDown[1] then TDown = min(dn, TDown[1]) else TDown = dn endif //trend if min(src,min(c,close))>TDown[1] then trend=1 elsif max(src,max(c,close))<TUp[1] then trend=-1 else trend=trend[1] endif if trend=1 then sstop=TUp r=0 g=255 else sstop=TDown r=255 g=0 endif if trend<>trend[1] then drawtext("•",barindex,sstop,Dialog,Standard,30) coloured(r,g,0) endif return sstop coloured(r,g,0) style(line,2)

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137

  //PRC_Adaptive-ATR-ADX-Trend-V2 | indicator //29.06.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //translated from tradingview code   // --- settings //atrLen = 21 //m1 = 3.5 //"ATR Multiplier - ADX Rising" //m2 = 1.75 //"ATR Multiplier - ADX Falling" //adxLen = 14 //adxThresh = 30 //"ADX Threshold" //aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") //useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)") // --- end of settings   source = MedianPrice      // DI-Pos, DI-Neg, ADX   hR = high-high[1] lR = -(low-low[1])   if hr>lr then dmPos=max(hr,0) else dmPos=0 endif if lr>hr then dmNeg=max(lr,0) else dmNeg=0 endif   sTR = (sTR[1] - sTR[1]) / adxLen + tr   sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg   DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 aadx = average[adxLen](DX)   // Heiken-Ashi   if barindex<2 then xClose = close xOpen = open else xClose = TotalPrice xOpen = (xOpen[1] + close[1]) / 2 endif xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose))   // Trailing ATR   v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow   trueRange = max(v1, max(v2, v3)) if useHeiken then atr = WilderAverage[atrLen](trueRange) else atr = AverageTrueRange[atrLen] endif   if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then m=m1 elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then m=m2 else m = m[1] endif   if DIP >= DIN then mUp=m else mUp=m2 endif if DIN >= DIP then mDn=m else mDn=m2 endif   if useHeiken then src=xClose c=Xclose t=(xHigh+xLow)/2 else src=source c=close t=MedianPrice endif   up = t - mUp * atr dn = t + mDn * atr   if max(src[1], c[1]) > TUp[1] then TUp = max(up,TUp[1]) else TUp = up endif   if min(src[1], c[1]) < TDown[1] then TDown = min(dn, TDown[1]) else TDown = dn endif   //trend if min(src,min(c,close))>TDown[1] then trend=1 elsif max(src,max(c,close))<TUp[1] then trend=-1 else trend=trend[1] endif   if trend=1 then sstop=TUp r=0 g=255 else sstop=TDown r=255 g=0 endif   if trend<>trend[1] then drawtext("•",barindex,sstop,Dialog,Standard,30) coloured(r,g,0) endif   return sstop coloured(r,g,0) style(line,2)

   

  

  Gaspare

  Participant

  Topics: 26

  Replies: 105

  Been thanked: 2 times
  05/28/2021 at 3:11 PM #170693
  robertogozzi

  Certo, eccone una estremamente semplice che entra su un incrocio e poi fa lo Stop & Reverse su quello opposto (se non ha ancora raggiunto lo SL o il TP):

  Ind = CALL "PRC_Adaptive-ATR-ADX-Trend-V2"[21, 3.5000000000000004, 1.7500000000000002, 14, 30, 0, 1](close) IF close crosses over Ind then buy at market elsif close crosses under Ind then sellshort at market endif set target pprofit 500 set stop ploss 100

  1 2 3 4 5 6 7 8

  Ind = CALL "PRC_Adaptive-ATR-ADX-Trend-V2"[21, 3.5000000000000004, 1.7500000000000002, 14, 30, 0, 1](close) IF close crosses over Ind then    buy at market elsif close crosses under Ind then    sellshort at market endif set target pprofit 500 set stop   ploss   100

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  05/28/2021 at 4:05 PM #170696
  Gaspare

  Grazie Roberto

  ma se volessi fare una ottimizzazione dei parametri

  si puo?  e quali sono le variabili?

  Perchè non penso che vada bene cosi’ per qualsiasi stumento e TF

  Sono a debito con te!!!

  

  Gaspare

  Participant

  Topics: 26

  Replies: 105

  Been thanked: 2 times
  05/28/2021 at 5:59 PM #170706
  robertogozzi

  Puoi ottimizzare qualunque dei numeri evidenziati in ROSA, sia quelli che servono all’indicatore (tra parentesi quadre), sia per il TP e lo SL.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
• Author
  Posts