center of gravity macd
Forums › ProRealTime forum Français › Support ProBuilder › center of gravity macd
- This topic has 2 replies, 2 voices, and was last updated 4 months ago by ARLEQUIN49.
-
-
11/16/2023 at 9:14 AM #223783
Bonjour à tous,
J’aurais besoin d’aide pour convertir cet indicateur de Métatrader 4 qui est le centre de gravité avec le MACD qui est assez bien efficient.
Merci d’avance
//+——————————————————————+
//| COGMACD.mq4 |
//| Original Code from NG3110@latchess.com |
//| Linuxser 2007 for TSD http://www.forex-tsd.com/ |
//| Mod by Brooky @ Brooky-Indicators.com |
//+——————————————————————+
#property copyright “ANG3110@latchess.com”
//———ang_pr (Din)——————–
#property indicator_separate_window
#property indicator_buffers 8
#property indicator_color1 RoyalBlue
#property indicator_color2 Red
#property indicator_color3 Green
#property indicator_color4 Orange
#property indicator_color5 LimeGreen
#property indicator_color6 Olive
#property indicator_color7 DarkBlue
#property indicator_color8 Tomato#property indicator_level1 0
#property indicator_levelstyle 0
#property indicator_levelcolor DimGray#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 1
#property indicator_width5 1
#property indicator_width6 2
#property indicator_width7 2
#property indicator_width8 2#property indicator_style1 0
#property indicator_style2 0
#property indicator_style3 0
#property indicator_style4 2
#property indicator_style5 2
#property indicator_style6 0
#property indicator_style7 0
#property indicator_style8 0
//———————————–
extern int bars_back = 240;
extern int fma = 12;
extern int sma = 26;
extern int sigma = 9;
extern double fib.band = 0.618;extern int m = 3;
extern int i = 0;
extern double kstd = 3.618;//———————–
double fx[], sqh[], sql[], stdh[], stdl[], stochdata[],stochdata2[], stochsdata[];
double ai[10,10], b[10], x[10], sx[20];
double sum;
int ip, p, n, f;
double qq, mm, tt;
int ii, jj, kk, ll, nn;
double sq, std;
//*******************************************
int init()
{
IndicatorShortName(“COGMACD: Mod by Brooky-Indicators.com”);SetIndexBuffer(0, fx);SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(1, sqh);
SetIndexBuffer(2, sql);
SetIndexBuffer(3, stdh);
SetIndexBuffer(4, stdl);
SetIndexBuffer(5, stochdata);SetIndexStyle(5, DRAW_HISTOGRAM);
SetIndexBuffer(6, stochsdata);SetIndexStyle(6, DRAW_LINE);
SetIndexBuffer(7, stochdata2);SetIndexStyle(7, DRAW_HISTOGRAM);
p = MathRound(bars_back);nn = m + 1;
return(0);
}
//———————————————————-
int deinit()
{}
//**********************************************************************************************
int start()
{
int mi;
//——————————————————————————————-p = bars_back;
sx[1] = p + 1;
SetIndexDrawBegin(0, Bars – p – 1);
SetIndexDrawBegin(1, Bars – p – 1);
SetIndexDrawBegin(2, Bars – p – 1);
SetIndexDrawBegin(3, Bars – p – 1);
SetIndexDrawBegin(4, Bars – p – 1);
//———————-sx——————————————————————-int rlimit;
int rcounted_bars=IndicatorCounted();
//—- check for possible errors
if(rcounted_bars<0) return(-1);
//—- the last counted bar will be recounted
if(rcounted_bars>0) rcounted_bars–;
rlimit=Bars-rcounted_bars;
//—- main loop
for(int ri=0; ri<rlimit; ri++)
{
if(iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_MAIN,ri)>0)stochdata[ri]= iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_MAIN,ri);
else stochdata2[ri]= iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_MAIN,ri);
stochdata[ri]= iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_MAIN,ri);//iStochastic(NULL,0,fma,sma,sigma,MODE_SMA,0,MODE_MAIN,ri);
stochsdata[ri]= iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_SIGNAL,ri);//iStochastic(NULL,0,fma,sma,sigma,MODE_SMA,0,MODE_SIGNAL,ri);
}for(mi = 1; mi <= nn * 2 – 2; mi++)
{
sum = 0;
for(n = i; n <= i + p; n++)
{
sum += MathPow(n, mi);
}
sx[mi + 1] = sum;
}
//———————-syx———–
for(mi = 1; mi <= nn; mi++)
{sum = 0.00000;
for(n = i; n <= i + p; n++)
{if(mi == 1)
sum += ((iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_MAIN,n)+iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_SIGNAL,n))+0.0000001)/2;//rsi_period iRSI(NULL,0,rsi_period,prICE_CLOSE,n)
else
sum += (((iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_MAIN,n)+iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_SIGNAL,n))+0.0000001)/2) * MathPow(n, mi – 1);
}
b[mi] = sum;
}
//===============Matrix=======================================================================================================
for(jj = 1; jj <= nn; jj++)
{
for(ii = 1; ii <= nn; ii++)
{
kk = ii + jj – 1;
ai[ii, jj] = sx[kk];
}
}
//===============Gauss========================================================================================================
for(kk = 1; kk <= nn – 1; kk++)
{
ll = 0; mm = 0;
for(ii = kk; ii <= nn; ii++)
{
if(MathAbs(ai[ii, kk]) > mm)
{
mm = MathAbs(ai[ii, kk]);
ll = ii;
}
}
if(ll == 0)
return(0);if(ll != kk)
{
for(jj = 1; jj <= nn; jj++)
{
tt = ai[kk, jj];
ai[kk, jj] = ai[ll, jj];
ai[ll, jj] = tt;
}
tt = b[kk]; b[kk] = b[ll]; b[ll] = tt;
}
for(ii = kk + 1; ii <= nn; ii++)
{
qq = ai[ii, kk] / ai[kk, kk];
for(jj = 1; jj <= nn; jj++)
{
if(jj == kk)
ai[ii, jj] = 0;
else
ai[ii, jj] = ai[ii, jj] – qq * ai[kk, jj];
}
b[ii] = b[ii] – qq * b[kk];
}
}
x[nn] = b[nn] / ai[nn, nn];
for(ii = nn – 1; ii >= 1; ii–)
{
tt = 0;
for(jj = 1; jj <= nn – ii; jj++)
{
tt = tt + ai[ii, ii + jj] * x[ii + jj];
x[ii] = (1 / ai[ii, ii]) * (b[ii] – tt);
}
}
//===========================================================================================================================
for(n = i; n <= i + p; n++)
{
sum = 0;
for(kk = 1; kk <= m; kk++)
{
sum += x[kk + 1] * MathPow(n, kk);
}
fx[n] = x[1] + sum;
}
//———————————–Std———————————————————————————–
sq = 0.0;
for(n = i; n <= i + p; n++)
{
sq += MathPow((((iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_MAIN,n)+iMACD(NULL,0,fma,sma,sigma,PRICE_CLOSE,MODE_SIGNAL,n))+0.0000001)/2) – fx[n], 2);
}
sq = MathSqrt(sq / (p + 1)) * kstd;
std = iStdDevOnArray(stochdata,0,p,0,MODE_SMA,i) * kstd;
for(n = i; n <= i + p; n++)
{
sqh[n] = fx[n] + sq;
sql[n] = fx[n] – sq;
stdh[n] = fx[n] + (fib.band*std);
stdl[n] = fx[n] – (fib.band*std);
}
//——————————————————————————-
//ObjectMove(“sstart” + sName, 0, Time[p], fx[p]);
//—————————————————————————————————————————-
return(0);
}
//==========================================================================================================================07/23/2024 at 12:29 PM #235662Bonjour Voici ce que j’ai réalisé :
https://www.prorealcode.com/prorealtime-indicators/center-of-gravity-of-the-macd/
Ca a l’air pas mal mais c’est très lourd…123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128//----------------------------------------------------------------//// PRC COGMACD//version = 0//23.07.2024//Iván González @ www.prorealcode.com//Sharing ProRealTime knowledge//----------------------------------------------------------------////-----Inputs-----------------------------------------------------//m = 3p = 240fma = 12sma = 26sigma = 9fibband = 0.618kstd = 3.618//----------------------------------------------------------------////-----MACD calculation-------------------------------------------//// Calculate the MACD and Signal linemyMacd = macd[fma, sma, sigma](close)signal = MACDSignal[fma, sma, sigma](close)MacdMiddle = (myMacd + signal) / 2//----------------------------------------------------------------//nn = m + 1// Calculate the sx array which contains the sum of powers of nfor mi = 1 to nn * 2 - 2 dosum = 0for n = 0 to p dosum = sum + pow(n, mi)next$sx[mi + 1] = sumnext//----------------------------------------------------------------//// Calculate the b array using MacdMiddle valuesfor mi = 1 to nn dosum = 0for n = 0 to p doif mi = 1 thensum = sum + MacdMiddle[n]elsesum = sum + MacdMiddle[n] * pow(n, mi - 1)endifnext$b[mi] = sumnext//----------------------------------------------------------------//// Populate the ai matrix using the sx valuesfor jj = 1 to nn dofor ii = 1 to nn dokk = ii + jj - 1$ai[(ii - 1) * nn + jj] = $sx[kk]nextnext//----------------------------------------------------------------//// Apply Gauss method to solve the system of equationsfor kk = 1 to nn - 1 doll = 0mm = 0qq = 0tt = 0for ii = kk to nn doif abs($ai[(ii - 1) * nn + kk]) > mm thenmm = abs($ai[(ii - 1) * nn + kk])ll = iiendifnextif ll <> kk thenfor jj = 1 to nn dott = $ai[(kk - 1) * nn + jj]$ai[(kk - 1) * nn + jj] = $ai[(ll - 1) * nn + jj]$ai[(ll - 1) * nn + jj] = ttnexttt = $b[kk]$b[kk] = $b[ll]$b[ll] = ttendiffor ii = kk + 1 to nn doqq = $ai[(ii - 1) * nn + kk] / $ai[(kk - 1) * nn + kk]for jj = 1 to nn doif jj = kk then$ai[(ii - 1) * nn + jj] = 0else$ai[(ii - 1) * nn + jj] = $ai[(ii - 1) * nn + jj] - qq * $ai[(kk - 1) * nn + jj]endifnext$b[ii] = $b[ii] - qq * $b[kk]nextnext//----------------------------------------------------------------//// Calculate the coefficients of the polynomial using back substitution$x[nn] = $b[nn] / $ai[(nn - 1) * nn + nn]for ii = nn - 1 downto 1 dott = 0for jj = 1 to nn - ii dott = tt + $ai[(ii - 1) * nn + (ii + jj)] * $x[ii + jj]next$x[ii] = (1 / $ai[(ii - 1) * nn + ii]) * ($b[ii] - tt)next//----------------------------------------------------------------//// Calculate the Center of Gravity (COG) and the standard deviation bandssq = 0.0for n = 0 to p dosum = 0for kk = 1 to m dosum = sum + $x[kk + 1] * pow(n, kk)next// Center of Gravity calculation$fx[n] = $x[1] + sum// Accumulate the squared differences for standard deviationsq = sq + pow(MacdMiddle[n] - $fx[n], 2)// Calculate standard deviationst = sqrt(sq / (p + 1)) * kstd// Calculate the bands based on standard deviation$sqh[n] = $fx[n] + st$sql[n] = $fx[n] - st$stdh[n] = $fx[n] + (fibband * st)$stdl[n] = $fx[n] - (fibband * st)next//----------------------------------------------------------------//return $fx[p] as "Center of Gravity" coloured("blue") style(line,2), $sqh[p] as "Upper Band" coloured("red") style(line,2), $sql[p] as "Lower Band" coloured("green") style(line,2), $stdh[p] as "Upper Fibonacci Band" coloured("orange") style(dottedline,1), $stdl[p] as "Lower Fibonacci Band" coloured("orange") style(dottedline,1), myMacd coloured("yellow") style(line,2), 0 as "zero"07/23/2024 at 4:32 PM #235676 -
AuthorPosts
Find exclusive trading pro-tools on