This is FantailVMA indicator, converted from PineScript.
The FantailVMA is a type of moving average that adjusts its sensitivity to the price action of the instrument based on the volatility of the market. This makes it a more responsive indicator compared to traditional moving averages. The ADX and VMA indicators are used in the calculation of the FVMA to further enhance its responsiveness to changes in the market.
The indicator is a combination of Moving Average and Average True Range indicators. It shows trend movements.
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//PRC_FantailVMA | indicator //13.04.23 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //author: bixord // --- settings ADXLength=2 //ADX_Length Weighting=10.0 //Weighting MALength=6 //MA Length This must be =1 so that the VMA base line does not get averaged. // --- end of settings VMA=close VarMA=close MA=close STR = high-low // Hi = high Hi1 = high[1] Lo = low Lo1 = low[1] Close1= close[1] Bulls1 = 0.5*(abs(Hi-Hi1)+(Hi-Hi1)) Bears1 = 0.5*(abs(Lo1-Lo)+(Lo1-Lo)) if Bulls1 > Bears1 then Bears=0 elsif Bulls1 = Bears1 then Bears=0 else Bears=Bears1 endif if Bulls1 < Bears1 then Bulls = 0 elsif Bulls1 = Bears1 then Bulls = 0 else Bulls = Bulls1 endif if (barindex > 0) then sPDI = (Weighting*sPDI[1] + Bulls)/(Weighting+1)//ma weighting sMDI = (Weighting*sMDI[1] + Bears)/(Weighting+1)//ma weighting endif iTR = max(Hi-Lo,Hi-Close1) if (barindex > 0) then STR = (Weighting*STR[1] + iTR)/(Weighting+1) endif if STR >0 then PDI=sPDI/STR else PDI=0 endif if STR>0 then MDI=sMDI/STR else MDI=0 endif if (PDI + MDI) > 0 then DX = abs(PDI - MDI)/(PDI + MDI) else DX=0 endif if (barindex > 0)then iADX = (Weighting*iADX[1] + DX)/(Weighting+1) endif vADX = iADX adxlow = lowest[ADXLength](iADX) adxmax = highest[ADXLength](iADX) ADXmin = min(1000000.0, adxlow) ADXmax = max(-1.0, adxmax) Diff = ADXmax - ADXmin if Diff>0 then Const=(vADX- ADXmin)/Diff else Const=0 endif if (barindex > 0)then VarMA=((2-Const)*VarMA[1]+Const*close)/2 endif MA= average[MALength](VarMA) return MA as "FVMA" |
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Ein sehr schöner Indikator, vielen Dank.
Wenn ich den Indikator importiere und starte hat die Line keine Farben, sie ist einfach nur schwarz.
Mache ich was falsch?
das ist in der Tat normal, Sie müssen die Auf- und Abwärtsfarbe direkt im Parameterfenster des Indikators ändern
Bonjour Nicolas, merci pour cette merveille, je l’utilise en compl2ment du “magical buy sell”, 69% de trades gagnants en scalping m1-m5
Est il possible d’intégrer ces 2 indicateurs dans une stratégie automatique?
Bonjour Nicolas, quelle est la valeur de MA que l’on doit prendre en compte pour intégration dans une stratégie automatisée …. Merci pour le retour.
Cordialement
Il faut faire un CALL de l’indicateur et y placé en paramètre les valeurs des périodes souhaitées.