Variable Moving Average

• 04/07/2017 at 9:44 AM #31331
  bolsatrilera

  Buenos días , estoy intentando hacer una versión para Prorealtime v10.3 del indicador Variable Moving Average aparecido en la plataforma Tradingview creado por Lazy Bear : https://es.tradingview.com/script/6Ix0E5Yr-Variable-Moving-Average-LazyBear/

  Tengo este esbozo de código,pero algo estoy haciendo mal…no sale nada.¿Alguién puede echarme una mano?

  REM VARIABLE MOVING AVERAGE //código original de LazyBear para la plataforma Tradingview //media exponencial desarrollada por Tushar S. Chande //adaptación para la plataforma Prorealtime v10.3 //en el cuadro de variables nz= tipo Boleano src=close I=6 K=1.0/I pdm=max((src-src[1]),0) mdm=max((src[1]-src),0) pdmS=((1-K)*(pdmS[nz]) + K*pdm) mdmS=((1-K)*(mdmS[nz]) + K*mdm) s=pdmS + mdmS pdi=pdmS/s mdi=mdmS/s pdis=((1-K)*(pdis[nz])+ K*pdi) mdis=((1-K)*(mdis[nz])+ K*mdi) d=abs(pdis - mdis) s1=pdis+mdis IS=((1-K)*(IS[nz])+K*d/s1) hhv=highest[I](IS) llv=lowest[I](IS) d1=hhv-llv v1=(IS-llv)/d1 vma=(1-K*v1)*(vma[nz])+K*v1*src if vma then if vma >vma[1] then r=0 g=255 b=0 endif if vma<vma[1] then r=255 g=0 b=0 endif if vma=vma[1] then r=0 g=0 b=255 else r=0 g=0 b=0 endif endif return vma coloured (r,g,b)style(line,2)as "Variable Moving Average"

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  REM VARIABLE MOVING AVERAGE //código original de LazyBear para la plataforma Tradingview //media exponencial desarrollada por Tushar S. Chande //adaptación para la plataforma Prorealtime v10.3 //en el cuadro de variables nz= tipo Boleano     src=close I=6 K=1.0/I pdm=max((src-src[1]),0) mdm=max((src[1]-src),0) pdmS=((1-K)*(pdmS[nz]) + K*pdm) mdmS=((1-K)*(mdmS[nz]) + K*mdm) s=pdmS + mdmS pdi=pdmS/s mdi=mdmS/s pdis=((1-K)*(pdis[nz])+ K*pdi) mdis=((1-K)*(mdis[nz])+ K*mdi) d=abs(pdis - mdis) s1=pdis+mdis IS=((1-K)*(IS[nz])+K*d/s1) hhv=highest[I](IS) llv=lowest[I](IS) d1=hhv-llv v1=(IS-llv)/d1 vma=(1-K*v1)*(vma[nz])+K*v1*src   if vma then if vma >vma[1] then r=0 g=255 b=0 endif   if vma<vma[1] then r=255 g=0 b=0 endif   if vma=vma[1] then r=0 g=0 b=255 else r=0 g=0 b=0 endif endif     return vma coloured (r,g,b)style(line,2)as "Variable Moving Average"

   

  

  bolsatrilera

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  04/07/2017 at 11:24 AM #31348
  supertiti

  Hola Miguel Angel

   

  Aqui tienes el codigo, Nicolas lo ha hecho hace poco

  un saludo

  // VMA PRC_Variable Moving Average 14.12.2016 //Nicolas @ www.prorealcode.com Sharing ProRealTime knowledge //converted and adapted from Pinescript version src=customclose 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 SRC as " CC " , VMA as " VMA " // Variables : // l = 6

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  // VMA PRC_Variable Moving Average 14.12.2016 //Nicolas @ www.prorealcode.com Sharing ProRealTime knowledge //converted and adapted from Pinescript version   src=customclose 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 SRC as " CC " , VMA as " VMA "   // Variables : // l = 6

  // A VMA is an EMA that is able to regulate its smoothing percentage based on market inconstancy automatically. Its sensitivity grows by providing more weight to the ongoing data as it generates a better signal indicator for short and long-term markets.

   

  // The majority of ways for measuring Moving Averages cannot compensate for sideways moving prices versus trending markets and often generate a lot of false signals. Longer-term moving averages are slow to react to reversals in trend when prices move up and down over a long period of time. A Variable Moving Average regulates its sensitivity and lets it function better in any market conditions by using automatic regulation of the smoothing constant.

   

  // The Variable Moving Average is also known as the VIDYA Indicator. But this version is a modified concept of the VIDYA.

   

  // The Variable Moving Average was developed by Tushar S. Chande and first presented in his March, 1992 article in Technical Analysis of Stocks & Commodities magazine, in which a standard deviation was used as the Volatility Index. In his October, 1995 article in the same magazine, Chande modified the VIDYA to use his own Chande Momentum Oscillator (CMO) as the Volatility Index, the VMA code below is the result of this modification.

  

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  04/07/2017 at 11:30 AM #31350
  supertiti

  Aqui tienes la VMA de BBVA

  

  supertiti

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  04/07/2017 at 11:58 AM #31358
  bolsatrilera

  Muchas gracias Supertiti, no sabía que estaba por aquí.Ahora solo me queda delimitar los colores de la media como en el original:

  verde=alcista

  rojo=bajista

  azul y negro=congestión

  REM VARIABLE MOVING AVERAGE //código original de LazyBear para la plataforma Tradingview //media exponencial desarrollada por Tushar S. Chande //adaptación para la plataforma Prorealtime v10.3 //en el cuadro de variables nz= tipo Boleano src=close I=6 if barindex>I then K=1.0/I pdm=max((src-src[1]),0) mdm=max((src[1]-src),0) pdmS=((1-K)*(pdmS[nz]) + K*pdm) mdmS=((1-K)*(mdmS[nz]) + K*mdm) s=pdmS + mdmS pdi=pdmS/s mdi=mdmS/s pdis=((1-K)*(pdis[nz])+ K*pdi) mdis=((1-K)*(mdis[nz])+ K*mdi) d=abs(pdis - mdis) s1=pdis+mdis IS=((1-K)*(IS[nz])+K*d/s1) hhv=highest[I](IS) llv=lowest[I](IS) d1=hhv-llv v1=(IS-llv)/d1 vma=(1-K*v1)*(vma[nz])+K*v1*src if vma then if vma >vma[1] then r=0 g=255 b=0 endif if vma<vma[1] then r=255 g=0 b=0 endif if vma=vma[1] then r=0 g=0 b=255 else r=0 g=0 b=0 endif endif endif return vma coloured (r,g,b)style(line,2)as "Variable Moving Average"

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  REM VARIABLE MOVING AVERAGE //código original de LazyBear para la plataforma Tradingview //media exponencial desarrollada por Tushar S. Chande //adaptación para la plataforma Prorealtime v10.3 //en el cuadro de variables nz= tipo Boleano     src=close I=6 if barindex>I then K=1.0/I pdm=max((src-src[1]),0) mdm=max((src[1]-src),0) pdmS=((1-K)*(pdmS[nz]) + K*pdm) mdmS=((1-K)*(mdmS[nz]) + K*mdm) s=pdmS + mdmS pdi=pdmS/s mdi=mdmS/s pdis=((1-K)*(pdis[nz])+ K*pdi) mdis=((1-K)*(mdis[nz])+ K*mdi) d=abs(pdis - mdis) s1=pdis+mdis IS=((1-K)*(IS[nz])+K*d/s1) hhv=highest[I](IS) llv=lowest[I](IS) d1=hhv-llv v1=(IS-llv)/d1 vma=(1-K*v1)*(vma[nz])+K*v1*src   if vma then if vma >vma[1] then r=0 g=255 b=0 endif   if vma<vma[1] then r=255 g=0 b=0 endif   if vma=vma[1] then r=0 g=0 b=255 else r=0 g=0 b=0 endif endif endif     return vma coloured (r,g,b)style(line,2)as "Variable Moving Average"

   

  

  bolsatrilera

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  04/07/2017 at 2:32 PM #31385
  supertiti

  variable : l = 6  como length  , no es una i !

  un saludo

  

  supertiti

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  04/08/2017 at 4:59 PM #31439
  bolsatrilera

  Buenas tardes. Supertiti es lo mismo l = 6 que i=6 lo importante es designar =6.

  Creo que lo he conseguido.

  A

  REM VARIABLE MOVING AVERAGE //código original de LazyBear para la plataforma Tradingview //media exponencial desarrollada por Tushar S. Chande //adaptación para la plataforma Prorealtime v10.3 //en el cuadro de variables nz= tipo Boleano src=close 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[nz]) + K*pdm) mdmS=((1-K)*(mdmS[nz]) + K*mdm) s=pdmS + mdmS pdi=pdmS/s mdi=mdmS/s pdis=((1-K)*(pdis[nz])+ K*pdi) mdis=((1-K)*(mdis[nz])+ K*mdi) d=abs(pdis - mdis) s1=pdis+mdis IS=((1-K)*(IS[nz])+K*d/s1) hhv=highest[l](IS) llv=lowest[l](IS) d1=hhv-llv v1=(IS-llv)/d1 vma=(1-K*v1)*(vma[nz])+K*v1*src endif if vma >vma[1] then r=0 g=153 b=0 elsif vma<vma[1] then r=255 g=0 b=0 elsif vma=vma[1] then r=0 g=0 b=255 endif return vma coloured (r,g,b)style(line,2)as "Variable Moving Average"

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  REM VARIABLE MOVING AVERAGE //código original de LazyBear para la plataforma Tradingview //media exponencial desarrollada por Tushar S. Chande //adaptación para la plataforma Prorealtime v10.3 //en el cuadro de variables nz= tipo Boleano     src=close 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[nz]) + K*pdm) mdmS=((1-K)*(mdmS[nz]) + K*mdm) s=pdmS + mdmS pdi=pdmS/s mdi=mdmS/s pdis=((1-K)*(pdis[nz])+ K*pdi) mdis=((1-K)*(mdis[nz])+ K*mdi) d=abs(pdis - mdis) s1=pdis+mdis IS=((1-K)*(IS[nz])+K*d/s1) hhv=highest[l](IS) llv=lowest[l](IS) d1=hhv-llv v1=(IS-llv)/d1 vma=(1-K*v1)*(vma[nz])+K*v1*src endif     if vma >vma[1] then r=0 g=153 b=0 elsif vma<vma[1] then r=255 g=0 b=0 elsif vma=vma[1] then r=0 g=0 b=255 endif           return vma coloured (r,g,b)style(line,2)as "Variable Moving Average"

  ntes me equivoqué con el color negro.La media tiene tres colores:

  verde=alcista

  rojo=bajista

  azul=congestión

  

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  04/09/2017 at 11:49 AM #31494
  supertiti

  Enhorabuena asi fuciona bien la VMA !

  Dime que es la variable ” nz ” ?

  ademas podemos poner la variable ” L ” en variable externa para cambiarla porque a veces la vma no funcina y tenemos que subir o bajar la “L”

  buen domingo de Ramos

  

  supertiti

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  04/09/2017 at 12:10 PM #31497
  supertiti

  // VMA BOLSA trilera VARIABLE MOVING AVERAGE //código original de LazyBear para la plataforma Tradingview //media exponencial desarrollada por Tushar S. Chande //adaptación para la plataforma Prorealtime v10.3 src=close // 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[nz]) + K*pdm) mdmS=((1-K)*(mdmS[nz]) + K*mdm) s=pdmS + mdmS pdi=pdmS/s mdi=mdmS/s pdis=((1-K)*(pdis[nz])+ K*pdi) mdis=((1-K)*(mdis[nz])+ K*mdi) d=abs(pdis - mdis) s1=pdis+mdis IS=((1-K)*(IS[nz])+K*d/s1) hhv=highest[l](IS) llv=lowest[l](IS) d1=hhv-llv v1=(IS-llv)/d1 vma=(1-K*v1)*(vma[nz])+K*v1*src endif if vma >vma[1] then r=255 //0 g=127 //153 b=0 elsif vma<vma[1] then r=255 g=0 b=0 elsif vma=vma[1] then r=255 //0 g=255 //0 b=0 // 255 endif VMAH = VMA + coeff VMAB = VMA - coeff Return customclose as " customclose " , vma coloured (r,g,b)style(line,5)as "Variable Moving Average" , VMAH coloured (r,g,b)style(line,2)as " VMAH " , VMAB coloured (r,g,b)style(line,2) as " VMAB " // Variables : // l = 6 // nz= tipo Boleano // coeff = 1 decimal

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  // VMA BOLSA trilera  VARIABLE MOVING AVERAGE //código original de LazyBear para la plataforma Tradingview //media exponencial desarrollada por Tushar S. Chande //adaptación para la plataforma Prorealtime v10.3   src=close // 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[nz]) + K*pdm) mdmS=((1-K)*(mdmS[nz]) + K*mdm) s=pdmS + mdmS pdi=pdmS/s mdi=mdmS/s pdis=((1-K)*(pdis[nz])+ K*pdi) mdis=((1-K)*(mdis[nz])+ K*mdi) d=abs(pdis - mdis) s1=pdis+mdis IS=((1-K)*(IS[nz])+K*d/s1) hhv=highest[l](IS) llv=lowest[l](IS) d1=hhv-llv v1=(IS-llv)/d1 vma=(1-K*v1)*(vma[nz])+K*v1*src endif   if vma >vma[1] then r=255 //0 g=127  //153 b=0 elsif vma<vma[1] then r=255 g=0 b=0 elsif vma=vma[1] then r=255 //0 g=255 //0 b=0  // 255 endif   VMAH = VMA + coeff VMAB = VMA - coeff Return customclose as " customclose " , vma coloured (r,g,b)style(line,5)as "Variable Moving Average" , VMAH coloured (r,g,b)style(line,2)as " VMAH " , VMAB coloured (r,g,b)style(line,2) as " VMAB "   // Variables : // l = 6 // nz= tipo Boleano // coeff = 1 decimal

   

  

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  04/09/2017 at 12:14 PM #31500
  bolsatrilera

  En el cuadro de variables , poner nz y elegir tipo Boleano.Acabo de publicar el código en un blog que tengo .Cualquier duda se lo mando en archivo itf listo para incorporar a su plataforma .

  Un saludo grande supertiti ,ahora me dedico a disfrutar de la Semana Santa en mi tierra, Málaga.

  

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