The SIROC is an oscillator ranging between 0 and 100. It is computed as an n3-period RSI of an n2-period EMA of the normalized residuals of an n1-period EMA of the price.
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//PRC_SIROC | indicator //Smoothed Indexed Rate Of Change //30.01.2019 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings n1 = 36 n2 = 8 RSIp = 3 // --- end of settings ema1 = average[n1,1](close) tmp1 = (close-ema1)/ema1[n1] ema2 = average[n2,1](tmp1) siroc = rsi[RSIp](ema2) return siroc style(line,2) as "SIROC", 80 coloured(168,168,168) style(dottedline), 20 coloured(168,168,168) style(dottedline), 50 coloured(168,168,168) style(line) |
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Bonjour Nicolas,
Merci pour cet indicateur, encore génial!
Je souhaite faire une suggestion à vous tous, soit de remplacer le ‘Close’ dans le code, non pas par le ‘Volume’ car cela donne trop de faux signaux, mais par l’OBV(Close)’.
Dites moi ce que vous en pensez. Personnellement, je trouve cela pertinent, car il indique la force des volumes qui se met en place.
Je n’ai pas changé les valeurs des variables n1 , n2 et RSIp.
Au plaisir de vous lire.