ALGO QMP FILTER + HEIKIN ASHI

• 06/06/2024 at 1:55 PM #233581
  FXtonio

  Bonjour à tous,

  ci-joint un algo basé sur l’indicateur QMP FILTER et le graphique Heikin ashi.

  Je débutes en codage donc si vous avez des suggestions d’amélioration 🙂

  Bonne journée à tous

   

  defparam cumulateorders=false
  defparam flatbefore=080000
  defparam flatafter=170000

  //—QMP Filter PARAMETRES

  short = A10 //12
  long = A11 //26
  signal = A12 //9
  RSIPeriod = A13 //8
  SF = A14 //1
  QQE = A15 //3
  //—

  // — MACD ZeroLag
  EMAshort1 = exponentialaverage[short](close)
  EMAshort2 = exponentialaverage[short](EMAshort1)
  DifferenceShort = EMAshort1 – EMAshort2
  ZeroLagShort = EMAshort1 + DifferenceShort

  EMAlong1 = exponentialaverage[long](close)
  EMAlong2 = exponentialaverage[long](EMAlong1)
  DifferenceLong = EMAlong1 – EMAlong2
  ZeroLagLong = EMAlong1 + DifferenceLong

  ZeroLagMACD = ZeroLagShort – ZeroLagLong

  signal1=ExponentialAverage[signal](ZEROLAGMACD)
  signal2=ExponentialAverage[signal](signal1)
  DIFFERENCE2=signal1-signal2

  SignalMACD=signal1+DIFFERENCE2

  // — QQE
  WildersPeriod = RSIPeriod * 2 – 1
  if barindex>WildersPeriod then

  MyRsi = rsi[RSIPeriod](close)
  RsiMa = exponentialaverage[SF](MyRsi)
  AtrRsi = abs(RsiMa[1] – RsiMa)
  MaAtrRsi = exponentialaverage[WildersPeriod](AtrRsi)
  dar = exponentialaverage[WildersPeriod](MaAtrRsi) * QQE

  trr=TrLevelSlow[1]
  dv = trr
  if RsiMA[0]<trr then
  trr = RsiMA[0] + dar
  if(RsiMA[1]<dv) then
  if(trr>dv) then
  trr=dv
  endif
  endif
  elsif RsiMA[0]>trr then
  trr = RsiMA[0] – dar
  if(RsiMA[1]>dv) then
  if(trr<dv) then
  trr=dv
  endif
  endif

  endif
  TrLevelSlow=trr
  endif

  // — signals
  if zerolagMACD>=signalMACD and RsiMA>=trr and lasttrend<>1 then
  lasttrend=1
  elsif zerolagMACD<signalMACD and RsiMA<trr and lasttrend<>-1 then
  lasttrend=-1
  endif

  gobuy = lasttrend=1 and lasttrend[1]=-1
  gosell = lasttrend=-1 and lasttrend[1]=1

   

  //HEIKIN ASHI PARAMETRES
  xClose = (Open+High+Low+Close)/4

  if(barindex>2) then
  xOpen = (xOpen[1] + xClose[1])/2
  endif

  c1 = xClose>xOpen AND xClose[1]<xOpen[1]
  c2 = xClose<xOpen AND xClose[1]>xOpen[1]

  if c1 and Not LongOnMarket and close > gobuy then
  BUY 2 SHARE AT MARKET
  endif
  set stop ptrailing sl

  if c2 and Not ShortOnMarket and close < gosell then
  SELLSHORT 2 SHARE AT MARKET
  endif
  set stop ptrailing sl

  2 users thanked author for this post.

  robertogozzi, Iván

  

  FXtonio

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