Chiedo di tradurre questo indicatore dal linguaggio pine script al linguaggio proreal time
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Ecco qui:
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103//-------------------------------------------////PRC_Autocorr Price Forecasting//version = 0//01.04.2025//Iván González @ www.prorealcode.com//Sharing ProRealTime knowledge//-------------------------------------------//// Inputs//-------------------------------------------//length = 20 // Lag period used for autocorrelationwindow = 200 // Number of bars used in the correlation windowthreshold = 0.5 // Threshold value to detect the presence of a cyclesrc = close // Source data for returns calculation//-------------------------------------------//// Manual Pearson Correlation Calculation//-------------------------------------------//// Initialize sum variables for correlation formulasumX = 0sumY = 0sumXY = 0sumX2 = 0sumY2 = 0// Loop through the window and compute necessary sumsFOR i = 0 TO window - 1 DOx = close[i] // Current valuey = close[i + length] // Lagged valuesumX = sumX + x // ∑xsumY = sumY + y // ∑ysumXY = sumXY + x * y // ∑xysumX2 = sumX2 + x * x // ∑x²sumY2 = sumY2 + y * y // ∑y²NEXT// Apply the Pearson correlation formulanumerador = window * sumXY - (sumX * sumY)denominador = SQRT((window * sumX2 - sumX * sumX) * (window * sumY2 - sumY * sumY))// Handle division by zeroIF denominador <> 0 THENautocorr = numerador / denominadorELSEautocorr = 0ENDIF//-------------------------------------------//// Cycle Detection & Linear Regression//-------------------------------------------//cycleDetected = autocorr > threshold // Detect if autocorrelation is strong enough// Compute percentage returnsreturns = (src - src[1]) / src[1] * 100// Apply linear regression on returnslinreg = LinearRegression[length](returns)// Store regression value only if a cycle is detectedIF cycleDetected THENstoreCyclevalue = linregENDIF//-------------------------------------------//// Future Price Forecast//-------------------------------------------//futurePriceEstimate = close * (1 + storeCyclevalue / 100) // Forecast future pricehipoteticalGain = futurePriceEstimate - close // Calculate expected gain/loss//-------------------------------------------//// Color Assignment Based on Forecast Direction//-------------------------------------------//IF futurePriceEstimate > close THENr = 105g = 247b = 62 // Green color for bullish forecastELSEr = 255g = 0b = 0 // Red color for bearish forecastENDIF//-------------------------------------------//// Display Forecast Info on Last Bar Only//-------------------------------------------//IF islastbarupdate THENprediction = ROUND(hipoteticalGain, 3) // Rounded gain valuefuturePrice = ROUND(futurePriceEstimate, 3) // Rounded estimated price// Draw background box (positioned top right)drawrectangle(-10, -60, -200, -140) ANCHOR(topright, xshift, yshift)// Text labels showing the forecasted valuesdrawtext("Last Bar Prediction", -100, -80) ANCHOR(topright, xshift, yshift)drawtext("Hipotetical Gain: #prediction#", -100, -100) ANCHOR(topright, xshift, yshift)drawtext("Future Price: #futurePrice#", -100, -120) ANCHOR(topright, xshift, yshift)ENDIF//-------------------------------------------//// Output Forecast Line on Chart//-------------------------------------------//RETURN futurePriceEstimate COLOURED(r, g, b) STYLE(line, 2)1 user thanked author for this post.
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