Average Vidya sur RSI

This topic has 6 replies, 2 voices, and was last updated 1 month ago by Bateson.

Viewing 7 posts - 1 through 7 (of 7 total)

11/23/2023 at 12:28 AM #224180

Bateson

Bonjour

je souhaiterai savoir comment lisser RSI avec une moyenne mobile Vidya.

Voici le début du code mais il renvoie un signal d’erreur.

Merci beaucoup pour votre aide

<span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">//Vidya </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
//Période = 14 </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
si barindex>100 alors </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
k=abs(Chandle[20](fermer))/100 </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
alpha=2/(14+1) </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
vidya=(alfa*k*fermer+(1-alfa*k )*vidya[1]) </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
fin si </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
//retourne Vidya, Fermer </span></span></span></span>
<span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
//lisserRSI = moyenne[val, moyenne](RSI[rsival]) </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
smoothrsi= moyenne [14,vidya] (RSI[rsival]) </span></span></span></span>
<span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
//Parcelles </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
TIRAGE( ob ) </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
DRAWHLINE(os) </span></span></span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
STYLE DRAWHLINE(50) (DOTTEDLINE3) </span></span></span></span>
<span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"><span style="vertical-align: inherit;">
renvoie smoothRSI comme "RSI Lissé"</span></span></span></span>

//Vidya

//Période = 14

si barindex>100 alors

k=abs(Chandle[20](fermer))/100

alpha=2/(14+1)

vidya=(alfa*k*fermer+(1-alfa*k )*vidya[1])

fin si

//retourne Vidya, Fermer

//lisserRSI = moyenne[val, moyenne](RSI[rsival])

smoothrsi= moyenne [14,vidya] (RSI[rsival])

//Parcelles

TIRAGE( ob )

DRAWHLINE(os)

STYLE DRAWHLINE(50) (DOTTEDLINE3)

renvoie smoothRSI comme "RSI Lissé"

Bateson

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11/23/2023 at 12:32 AM #224181

Bateson

//Vidya
//Period = 14
if barindex>100 then
k=abs(Chandle[20](close))/100
alfa=2/(14+1)
vidya=(alfa*k*close+(1-alfa*k)*vidya[1])
endif
//return vidya, Close

//smoothRSI = average[val, aver](RSI[rsival])
smoothrsi= average [14,vidya] (RSI[rsival])

//Plots
DRAWHLINE(ob )
DRAWHLINE(os )
DRAWHLINE(50) STYLE (DOTTEDLINE3)

return smoothRSI as "RSI Lissé"

//Vidya

//Period = 14

if barindex>100 then

k=abs(Chandle[20](close))/100

alfa=2/(14+1)

vidya=(alfa*k*close+(1-alfa*k)*vidya[1])

endif

//return vidya, Close

//smoothRSI = average[val, aver](RSI[rsival])

smoothrsi= average [14,vidya] (RSI[rsival])

//Plots

DRAWHLINE(ob )

DRAWHLINE(os )

DRAWHLINE(50) STYLE (DOTTEDLINE3)

return smoothRSI as "RSI Lissé"

Bateson

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11/23/2023 at 11:19 PM #224217

Hi,

I think you should replace the “Close” with the “RSI”…

Period = 14
xRSI=RSI[14](Close)
if barindex>100 then
k=abs(Chandle[20](xRSI))/100
alfa=2/(Period+1)
vidya=(alfa*k*xRSI+(1-alfa*k)*vidya[1])
endif
DrawHLine(70) Coloured("Blue")
DrawHLine(30) Coloured("Blue")
return vidya Coloured("Red"), xRSI

Period = 14

xRSI=RSI[14](Close)

if barindex>100 then

k=abs(Chandle[20](xRSI))/100

alfa=2/(Period+1)

vidya=(alfa*k*xRSI+(1-alfa*k)*vidya[1])

endif

DrawHLine(70) Coloured("Blue")

DrawHLine(30) Coloured("Blue")

return vidya Coloured("Red"), xRSI

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11/24/2023 at 10:32 AM #224232

Bateson

Merci beaucoup JS pour la réponse.

cela n’est pas exactement ce que j’attendais mais cela m’aide bien 🙂

Dans mon, code (line11), ce que je voudrais c’est appliquer la Vidya pour avoir un rsi “smooth” : smoothrsi = Average [ 14 ,vidya ] ( RSI [ rsival ] ) ???

Merci beaucoup !

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Bateson

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11/24/2023 at 5:48 PM #224264

Hi @Bateson

What happens here is that you apply the Vidya to the “RSI[14]”…

The result is a “smoothed” RSI…

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11/24/2023 at 6:20 PM #224267

Bateson

Merci beaucoup pour le temps passé 🙂

je comprends que ma question n’est pas tres claire.

Votre réponse m’a déjà fait beaucoup progresser…

ce que je voudrai c’est que la Vidya ne soit pas “sur” le RSI mais “dans” le calcul du RSI… mais ca n’est peut être pas clair 🙁

Merci infiniment en tout cas pour le temps passé

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Bateson

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02/23/2025 at 8:25 AM #244209

Bateson

Bonjour

J’ai finalement réussi à trouver sur PRT ce que je cherchais.

Pourriez vous m’aider à traduire le code suivant pour PRT ?

Merci d’avance !

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © bartua

// Optimized Trend Tracker function under copyright and courtesy of KivancOzbilgic.

//@version=5
indicator("RSI Wave Signals", overlay=false)

period1 = input(2,"Period For MA")
mtp1 = input.float(0.7,"Trailing Percentage of MA",step=0.1)


rsiLength = input(12,"RSI Length")

ottFunction(src,length,percent)=>
    valpha=2/(length+1)
    vud1=src>src[1] ? src-src[1] : 0
    vdd1=src<src[1] ? src[1]-src : 0
    vUD=math.sum(vud1,9)
    vDD=math.sum(vdd1,9)
    vCMO=nz((vUD-vDD)/(vUD+vDD))
    VAR=0.0
    VAR:=nz(valpha*math.abs(vCMO)*src)+(1-valpha*math.abs(vCMO))*nz(VAR[1])
    MAvg=VAR
    fark=MAvg*percent*0.01
    longStop = MAvg - fark
    longStopPrev = nz(longStop[1], longStop)
    longStop := MAvg > longStopPrev ? math.max(longStop, longStopPrev) : longStop
    shortStop =  MAvg + fark
    shortStopPrev = nz(shortStop[1], shortStop)
    shortStop := MAvg < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop
    dir = 1
    dir := nz(dir[1], dir)
    dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir
    MT = dir==1 ? longStop: shortStop
    OTT=MAvg>MT ? MT*(200+percent)/200 : MT*(200-percent)/200 
    [dir,OTT[2],MAvg]

//MACD Calculations//

rsi = ta.rsi(close,rsiLength)+1000

[dir1,ott1,sl1] = ottFunction(rsi,period1,mtp1)

plot(ott1,title="OTT",linewidth=1,color=color.white)
plot(sl1,title="SL",linewidth=2,color=color.aqua)

overSoldLevel = input(40,title="Oversold Level") +1000
overBoughtLevel = input(60,title="Overbought Level") +1000

plot(overSoldLevel, title="Oversold",style=plot.style_circles,color=color.blue)
plot(overBoughtLevel, title="Overbought",style=plot.style_circles,color=color.blue)

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

// © bartua

// Optimized Trend Tracker function under copyright and courtesy of KivancOzbilgic.

//@version=5

indicator("RSI Wave Signals", overlay=false)

period1 = input(2,"Period For MA")

mtp1 = input.float(0.7,"Trailing Percentage of MA",step=0.1)

rsiLength = input(12,"RSI Length")

ottFunction(src,length,percent)=>

valpha=2/(length+1)

vud1=src>src[1] ? src-src[1] : 0

vdd1=src<src[1] ? src[1]-src : 0

vUD=math.sum(vud1,9)

vDD=math.sum(vdd1,9)

vCMO=nz((vUD-vDD)/(vUD+vDD))

VAR=0.0

VAR:=nz(valpha*math.abs(vCMO)*src)+(1-valpha*math.abs(vCMO))*nz(VAR[1])

MAvg=VAR

fark=MAvg*percent*0.01

longStop = MAvg - fark

longStopPrev = nz(longStop[1], longStop)

longStop := MAvg > longStopPrev ? math.max(longStop, longStopPrev) : longStop

shortStop = MAvg + fark

shortStopPrev = nz(shortStop[1], shortStop)

shortStop := MAvg < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop

dir = 1

dir := nz(dir[1], dir)

dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir

MT = dir==1 ? longStop: shortStop

OTT=MAvg>MT ? MT*(200+percent)/200 : MT*(200-percent)/200

[dir,OTT[2],MAvg]

//MACD Calculations//

rsi = ta.rsi(close,rsiLength)+1000

[dir1,ott1,sl1] = ottFunction(rsi,period1,mtp1)

plot(ott1,title="OTT",linewidth=1,color=color.white)

plot(sl1,title="SL",linewidth=2,color=color.aqua)

overSoldLevel = input(40,title="Oversold Level") +1000

overBoughtLevel = input(60,title="Overbought Level") +1000

plot(overSoldLevel, title="Oversold",style=plot.style_circles,color=color.blue)

plot(overBoughtLevel, title="Overbought",style=plot.style_circles,color=color.blue)

Bateson

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Replies: 19

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