This a modified MAC-Z using Z-VWAP. Since this uses VWAP , the signals are derived indirectly from both volume and price action.
I have also included a way to smooth MACZ-VWAP, you can enable it via options page.
Referenced indicators:
Z-distance from VWAP
(description from original author: Lazybear).
Note that this will work only on instrument with Volumes
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//PRC_MACZVWAP | indicator //10.05.2022 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //converted from pinescript // --- settings fastLength = 12 //MACD Fast MA Length slowLength = 25 //MACD Slow MA Length signalLength = 9 //MACD Signal Length lengthz = 20 //Z-VWAP Length lengthStdev = 25 //Stdev Length A = 1.0 //MACZ constant A B = 1.0 //MACZ constant B useLag = 1 //Apply Laguerre Smoothing (0=false ; 1=true) gamma = 0.02 //Laguerre Gamma // --- end of settings source=customclose mean = summation[lengthz](volume*close)/summation[lengthz](volume) vwapsd = sqrt(average[lengthz](pow(close-mean, 2))) zscore = (close-mean)/vwapsd fastMA = average[fastLength](source) slowMA = average[slowLength](source) imacd = fastMA - slowMA maczt=zscore*A+ imacd/std[lengthStdev](source)*B if uselag and maczt>0 then s = maczt g = gamma l0 = (1 - g)*s+g*(l0[1]) l1 = -g*l0+(l0[1])+g*(l1[1]) l2 = -g*l1+(l1[1])+g*(l2[1]) l3 = -g*l2+(l2[1])+g*(l3[1]) macz=(l0 + 2*l1 + 2*l2 + l3)/6 else macz=maczt endif signal = average[signalLength](macz)*50 hist=macz-signal return hist coloured("red",85) style(histogram),macz coloured("green") style(line,2),signal style(line,3), 80 style(dottedline2,2) coloured("red"), -80 style(dottedline2,2) coloured("lime") |
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Bonjour Nicolas
Cet indicateur semble intéressant à priori, chacun mettra les valeurs à sa guise, personnellement je pose des paramètres plus rapides.
Serait il possible d’avoir le même code avec le signal sur le graphe prix
merci, bonne journée
Bonsoir , Nicolas , j’ai transféré votre indicateur sur ma PRT 10,3 et j’ai un méssage d’éreur : ligne 22 caractère 35 , pouvez-vous m’aider SVP , merci d’avance . Salutations .
Vous pouvez essayer en remplacant la ligne avec:
vwapsd = sqrt(average[lengthz](square(close-mean)))
Bonsoir , merci Nicolas , a bientôt .