Alma Background

• 12/08/2018 at 7:27 AM #86545
  atxeel

  Hallo, ich versuche den Filter und StepAlma zusammenzufügen um die Latenz zu verringern. Wie man sehen kann sind die Ergebnisse nicht dieselben und ich weiß nicht warum.

  Liegt es an

  hh = CALL “PRC_ALMA VHF filter”[window, sigma, VHFp](high)
  ll = CALL “PRC_ALMA VHF filter”[window, sigma, VHFp](low)?

  Würde mich sehr über Hilfe freuen!

  

  atxeel

  Participant

  Topics: 6

  Replies: 21

  Been thanked: 5 times
  12/10/2018 at 9:17 AM #86650
  Nicolas

  Es muss etwas in Ihrem Code falsch sein, bitte posten Sie den Code im Klartext im Forum, viel einfacher für mich als das Importieren der Datei! Vielen Dank.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  12/10/2018 at 12:23 PM #86686
  atxeel

  Hallo,

  Hier ist der Code, im Prinzip ist er nur zusammengefügt:

  Alma Background

  //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings // Window = 7 // Sigma = 3 // VHFp = 21 // --- end of settings Price = customClose //VHF Length=VHFp CloseDiff = 0 SumDiff = 0 Serie = Price For Counter = 0 to Length - 1 do CloseDiff = Abs(serie[Counter] - serie[Counter + 1]) SumDiff = SumDiff + CloseDiff next If SumDiff = 0 Then SumDiff = 1 endif VHF = (Highest[Length](serie) - Lowest[Length](serie)) / SumDiff // Offset = max(0.01,1- VHF) m = (Offset * (Window - 1)) s = Window/Sigma WtdSum = 0 CumWt = 0 for k = 0 to Window - 1 do Wtd = Exp(-((k-m)*(k-m))/(2*s*s)) WtdSum = WtdSum + Wtd * Price[Window - 1 - k] CumWt = CumWt + Wtd next ALAverage = WtdSum / CumWt //PRC_StepALMA-VHF Hi/Lo band | indicator //15.11.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings // Window = 7 // Sigma = 3 // VHFp = 21 // Sensitivity = 2 // Sensivity Factor // StepSize = 14 // Step Size period // --- end of settings hh = ALAverage ll = ALAverage if hh<hh[1] and low<ll then trend=-1 elsif ll>ll[1] and high>hh then trend=1 endif if trend=1 then iline=ll else iline=hh endif //step function Sensitivity = max(Sensitivity,1*pointsize) ATRStepSize=averagetruerange[StepSize] Step = max(ATRStepSize,1*pointsize) size = sensitivity*Step phigh = highest[7](iline) plow = lowest[7](iline) stepMulti = 1.0 workStepsmax = phigh+2.0*size*stepMulti workStepsmin = plow-2.0*size*stepMulti workSteptrend = workSteptrend[1] pprice = customclose if (pprice>workStepsmax[1]) then workSteptrend = 1 endif if (pprice<workStepsmin[1]) then workSteptrend = -1 endif if (workSteptrend = 1) then if (workStepsmin < workStepsmin[1]) then workStepsmin=workStepsmin[1] endif result = workStepsmin+size*stepMulti ralma=0 galma=255 balma=0 BACKGROUNDCOLOR (ralma,galma,balma,70) endif if (workSteptrend = -1) then if (workStepsmax > workStepsmax[1]) then workStepsmax=workStepsmax[1] endif result = workStepsmax-size*stepMulti ralma=255 galma=0 balma=0 BACKGROUNDCOLOR (ralma,galma,balma,70) endif return result coloured(ralma,galma,balma) style(line,3) as "Step ALMA VHF Filter Hi/Lo band"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119

  //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   // --- settings // Window = 7 // Sigma = 3 // VHFp = 21 // --- end of settings   Price = customClose   //VHF Length=VHFp   CloseDiff = 0 SumDiff = 0   Serie = Price   For Counter = 0 to Length - 1 do CloseDiff = Abs(serie[Counter] - serie[Counter + 1]) SumDiff = SumDiff + CloseDiff next   If SumDiff = 0 Then SumDiff = 1 endif   VHF = (Highest[Length](serie) - Lowest[Length](serie)) / SumDiff //   Offset = max(0.01,1- VHF)   m = (Offset * (Window - 1)) s = Window/Sigma   WtdSum = 0 CumWt  = 0   for k = 0 to Window - 1 do Wtd = Exp(-((k-m)*(k-m))/(2*s*s)) WtdSum = WtdSum + Wtd * Price[Window - 1 - k] CumWt = CumWt + Wtd next   ALAverage = WtdSum / CumWt     //PRC_StepALMA-VHF Hi/Lo band | indicator //15.11.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   // --- settings // Window = 7 // Sigma = 3 // VHFp = 21 // Sensitivity  = 2     // Sensivity Factor // StepSize     = 14      // Step Size period // --- end of settings   hh = ALAverage ll = ALAverage   if hh<hh[1] and low<ll then trend=-1 elsif ll>ll[1] and high>hh then trend=1 endif   if trend=1 then iline=ll   else iline=hh   endif   //step function Sensitivity = max(Sensitivity,1*pointsize) ATRStepSize=averagetruerange[StepSize] Step = max(ATRStepSize,1*pointsize) size = sensitivity*Step phigh = highest[7](iline) plow = lowest[7](iline) stepMulti = 1.0 workStepsmax  = phigh+2.0*size*stepMulti workStepsmin  = plow-2.0*size*stepMulti workSteptrend = workSteptrend[1] pprice = customclose if (pprice>workStepsmax[1]) then workSteptrend =  1 endif if (pprice<workStepsmin[1]) then workSteptrend = -1 endif if (workSteptrend =  1) then if (workStepsmin < workStepsmin[1]) then workStepsmin=workStepsmin[1] endif result = workStepsmin+size*stepMulti ralma=0 galma=255 balma=0 BACKGROUNDCOLOR (ralma,galma,balma,70) endif if (workSteptrend = -1) then if (workStepsmax > workStepsmax[1]) then workStepsmax=workStepsmax[1] endif result = workStepsmax-size*stepMulti ralma=255 galma=0 balma=0 BACKGROUNDCOLOR (ralma,galma,balma,70) endif return result coloured(ralma,galma,balma) style(line,3) as "Step ALMA VHF Filter Hi/Lo band"

   

  

  atxeel

  Participant

  Topics: 6

  Replies: 21

  Been thanked: 5 times
  12/10/2018 at 3:47 PM #86697
  Nicolas

  Ich denke, dass Sie den Originalcode völlig durcheinander gebracht haben. Um das Hi / Lo-Band zu erstellen, benötigt der Indikator den ALMA-Durchschnitt, der einmal mit Highs und einmal mit Lows berechnet wurde. Deshalb rufe ich den Indikator zweimal im Bandcode auf.
  Ich gehe also davon aus, dass Sie den Hintergrund abhängig von der Farbe des Hi / Lo-Bandes einfärben möchten. In diesem Fall sollte der genaue Code lauten:

  //PRC_StepALMA-VHF Hi/Lo band | indicator //15.11.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings Window = 7 Sigma = 3 VHFp = 21 Sensitivity = 2 // Sensivity Factor StepSize = 14 // Step Size period // --- end of settings hh = CALL "PRC_ALMA VHF filter"[window, sigma, VHFp](high) ll = CALL "PRC_ALMA VHF filter"[window, sigma, VHFp](low) if hh<hh[1] and low<ll then trend=-1 elsif ll>ll[1] and high>hh then trend=1 endif if trend=1 then iline=ll else iline=hh endif //step function Sensitivity = max(Sensitivity,1*pointsize) ATRStepSize=averagetruerange[StepSize] Step = max(ATRStepSize,1*pointsize) size = sensitivity*Step phigh = highest[7](iline) plow = lowest[7](iline) stepMulti = 1.0 workStepsmax = phigh+2.0*size*stepMulti workStepsmin = plow-2.0*size*stepMulti workSteptrend = workSteptrend[1] pprice = customclose if (pprice>workStepsmax[1]) then workSteptrend = 1 endif if (pprice<workStepsmin[1]) then workSteptrend = -1 endif if (workSteptrend = 1) then if (workStepsmin < workStepsmin[1]) then workStepsmin=workStepsmin[1] endif result = workStepsmin+size*stepMulti r=0 g=255 b=0 endif if (workSteptrend = -1) then if (workStepsmax > workStepsmax[1]) then workStepsmax=workStepsmax[1] endif result = workStepsmax-size*stepMulti r=255 g=0 b=0 endif backgroundcolor(r,g,b,70) return result coloured(r,g,b) style(line,3) as "Step ALMA VHF Filter Hi/Lo band"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71

  //PRC_StepALMA-VHF Hi/Lo band | indicator //15.11.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   // --- settings Window = 7 Sigma = 3 VHFp = 21 Sensitivity  = 2     // Sensivity Factor StepSize     = 14      // Step Size period // --- end of settings   hh = CALL "PRC_ALMA VHF filter"[window, sigma, VHFp](high) ll = CALL "PRC_ALMA VHF filter"[window, sigma, VHFp](low)   if hh<hh[1] and low<ll then trend=-1 elsif ll>ll[1] and high>hh then trend=1 endif   if trend=1 then iline=ll   else iline=hh   endif   //step function Sensitivity = max(Sensitivity,1*pointsize) ATRStepSize=averagetruerange[StepSize] Step = max(ATRStepSize,1*pointsize) size = sensitivity*Step phigh = highest[7](iline) plow = lowest[7](iline) stepMulti = 1.0 workStepsmax  = phigh+2.0*size*stepMulti workStepsmin  = plow-2.0*size*stepMulti workSteptrend = workSteptrend[1] pprice = customclose if (pprice>workStepsmax[1]) then workSteptrend =  1 endif if (pprice<workStepsmin[1]) then workSteptrend = -1 endif if (workSteptrend =  1) then if (workStepsmin < workStepsmin[1]) then workStepsmin=workStepsmin[1] endif result = workStepsmin+size*stepMulti r=0 g=255 b=0 endif if (workSteptrend = -1) then if (workStepsmax > workStepsmax[1]) then workStepsmax=workStepsmax[1] endif result = workStepsmax-size*stepMulti r=255 g=0 b=0 endif   backgroundcolor(r,g,b,70) return result coloured(r,g,b) style(line,3) as "Step ALMA VHF Filter Hi/Lo band"

   

  1 user thanked author for this post.

  atxeel

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  12/14/2018 at 12:34 PM #87095
  atxeel

  Leider ist das nicht ganz das was mir vorschwebt. Ziel war eine visuelle Überprüfung für ein Handelssystem zu haben sowie evtl. für diskretionäres Trading.

  2 Probleme treten nun auf, der Indikator hat noch höhere Latenzen und lädt ständig neu, das belastet den PC und man kann fast nicht mehr arbeiten.

  Trotzdem Danke, vielleicht findet sich doch noch eine Möglichkeit auf die “Call” Anweisung zu verzichten.

  

  atxeel

  Participant

  Topics: 6

  Replies: 21

  Been thanked: 5 times
  12/17/2018 at 11:57 AM #87279
  Nicolas

  Der beste Weg, die Berechnungszeit zu reduzieren, besteht immer noch darin, den CALL zu vermeiden und alle Codes in denselben Code zu implementieren. Sie können beispielsweise versuchen, die angezeigten Einheiten zu reduzieren oder am Anfang des Codes ein defparam calculateonlastbars=1000 hinzuzufügen (1000 ist ein Beispiel, das Sie reduzieren können).

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
• Author
  Posts