ATR % Múltiple

• 10/18/2024 at 4:29 PM #239216
  jcl

  Podrían ayudarme en la creación del código para este indicador?

  Se trataría de aplicar la idea que aparece en la página https://www.tradingview.com/script/oimVgV7e-ATR-multiple-from-50-MA/

  Queremos establecer un umbral basado en el múltiplo del rango verdadero promedio (ATR%) del promedio móvil simple (SMA) de 50 días para comenzar a tomar ganancias cuando las posiciones superan entre 7 y 10 veces el ATR% del SMA de 50 días.

  La fórmula empleada es la siguiente:

  A = ATR% = $ ATR / $ Último precio realizado
  B = % de ganancia de la media móvil de 50 días

  B / A = % de ATR múltiplo de la media móvil de 50 días

  Gracias

   

  

  jcl

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  10/24/2024 at 2:18 PM #239419
  Iván

  Buenas,
  Aquí tienes el indicador que realiza el cálculo.

  //---------------------------------------------// //PRC_ATR% multiple from MovingAverage //version = 0 //24.10.2024 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //---------------------------------------------// //---------------Inputs------------------------// //---------------------------------------------// matype=0 maLength=50 multipleAtr=10 //---------------------------------------------// //-------------Moving average------------------// //---------------------------------------------// ma=average[maLength,matype](close) //---------------------------------------------// //-------------Average True Range--------------// //---------------------------------------------// atr=averagetruerange[14](close) //---------------------------------------------// //-------% Gain From Moving Average------------// //---------------------------------------------// gainFromMA=round((close/ma-1)*100,2) //---------------------------------------------// //-------% ATR---------------------------------// //---------------------------------------------// pctATR=round(atr/close*100,2) //---------------------------------------------// //------ATR % Multiple from Moving Average-----// //---------------------------------------------// atrMultFromMA=round(gainFromMA/pctATR,2) //---------------------------------------------// //-----------Multiple ATR Detection------------// //---------------------------------------------// if atrMultFromMA>=multipleAtr then drawpoint(barindex,high+atr,3)coloured("fuchsia") endif //---------------------------------------------// //-------------Data last candle----------------// //---------------------------------------------// if islastbarupdate then drawtext("% Gain From MA = #gainFromMA#",-200,100)anchor(bottomright,xshift,yshift) drawtext("ATR% = #pctATR#",-200,75)anchor(bottomright,xshift,yshift) drawtext("ATR% Multiple from MA = #atrMultFromMA#",-200,125)anchor(bottomright,xshift,yshift) endif return ma as "Moving Average" coloured("blue")

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  //---------------------------------------------// //PRC_ATR% multiple from MovingAverage //version = 0 //24.10.2024 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //---------------------------------------------// //---------------Inputs------------------------// //---------------------------------------------// matype=0 maLength=50 multipleAtr=10 //---------------------------------------------// //-------------Moving average------------------// //---------------------------------------------// ma=average[maLength,matype](close) //---------------------------------------------// //-------------Average True Range--------------// //---------------------------------------------// atr=averagetruerange[14](close) //---------------------------------------------// //-------% Gain From Moving Average------------// //---------------------------------------------// gainFromMA=round((close/ma-1)*100,2) //---------------------------------------------// //-------% ATR---------------------------------// //---------------------------------------------// pctATR=round(atr/close*100,2) //---------------------------------------------// //------ATR % Multiple from Moving Average-----// //---------------------------------------------// atrMultFromMA=round(gainFromMA/pctATR,2) //---------------------------------------------// //-----------Multiple ATR Detection------------// //---------------------------------------------// if atrMultFromMA>=multipleAtr then drawpoint(barindex,high+atr,3)coloured("fuchsia") endif //---------------------------------------------// //-------------Data last candle----------------// //---------------------------------------------// if islastbarupdate then drawtext("% Gain From MA = #gainFromMA#",-200,100)anchor(bottomright,xshift,yshift) drawtext("ATR% = #pctATR#",-200,75)anchor(bottomright,xshift,yshift) drawtext("ATR% Multiple from MA = #atrMultFromMA#",-200,125)anchor(bottomright,xshift,yshift) endif   return ma as "Moving Average" coloured("blue")

  

  Iván

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