Variable Moving Average (VMA)

diegogasparoto · 2023-01-17T18:23:29+00:00

Hello, I would convert this code to PROFIT PRO, with .psf file extension //PRC_Variable Moving Average | indicator //14.12.2016 //Nicolas @ http://www.prorealcode.com //Sharing ProRealTime knowledge //converted and adapted from Pinescript version // — parameters src=customclose //l = 6 if barindex>l then k = 1.0/l pdm = max((src – src[1]), 0) mdm = max((src[1] – src), 0) pdmS = ((1 – k)*(pdmS[1]) + k*pdm) mdmS = ((1 – k)*(mdmS[1]) + k*mdm) s = pdmS + mdmS pdi = pdmS/s mdi = mdmS/s pdiS = ((1 – k)*(pdiS[1]) + k*pdi) mdiS = ((1 – k)*(mdiS[1]) + k*mdi) d = abs(pdiS – mdiS) s1 = pdiS + mdiS iS = ((1 – k)*(iS[1]) + k*d/s1) hhv = highest[l](iS) llv = lowest[l](iS) d1 = hhv – llv vI = (iS – llv)/d1 vma = (1 – k*vI)*(vma[1]) + k*vI*src endif RETURN VMA 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

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01/17/2023 at 7:23 PM #207580 quote

diegogasparoto
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Hello, I would convert this code to PROFIT PRO, with .psf file extension

//PRC_Variable Moving Average | indicator
//14.12.2016
//Nicolas @ http://www.prorealcode.com
//Sharing ProRealTime knowledge
//converted and adapted from Pinescript version

// — parameters
src=customclose
//l = 6

if barindex>l then
k = 1.0/l
pdm = max((src – src[1]), 0)
mdm = max((src[1] – src), 0)
pdmS = ((1 – k)*(pdmS[1]) + k*pdm)
mdmS = ((1 – k)*(mdmS[1]) + k*mdm)
s = pdmS + mdmS
pdi = pdmS/s
mdi = mdmS/s
pdiS = ((1 – k)*(pdiS[1]) + k*pdi)
mdiS = ((1 – k)*(mdiS[1]) + k*mdi)
d = abs(pdiS – mdiS)
s1 = pdiS + mdiS
iS = ((1 – k)*(iS[1]) + k*d/s1)
hhv = highest[l](iS)
llv = lowest[l](iS)
d1 = hhv – llv
vI = (iS – llv)/d1
vma = (1 – k*vI)*(vma[1]) + k*vI*src
endif

RETURN VMA
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01/18/2023 at 12:44 AM #207590 quote

robertogozzi
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