Conversion Force Index with ATR from TradingView

This topic has 3 replies, 3 voices, and was last updated 1 month ago by robertogozzi.

Viewing 4 posts - 1 through 4 (of 4 total)

09/18/2024 at 7:01 AM #237739

Alera15

~~Hello,~~
I can’t manage to convert the Elder’s Force Index indicator with 3 ATR on my own. The indicator displays the FI with its ATRs, and when the FI is outside the 3rd ATR, it shows a dot to indicate that it’s overbought or oversold. Is anyone able to help me?

~~Thank you very much.~~

~~Original Indicator URL : https://www.tradingview.com/script/GNbQ24KL-Elder-Force-Index-With-ATR-Channels-loxx/~~

Salve,
Non riesco a convertire da solo l’indicatore Elder’s Force Index con 3 ATR. L’indicatore mostra l’FI con i suoi ATR e quando l’FI è al di fuori del 3° ATR, mostra un punto per indicare che è ipercomprato o ipervenduto. Qualcuno può aiutarmi?

Grazie mille.

URL indicatore originale:http://www.tradingview.com/script/GNbQ24KL-Elder-Force-Index-With-ATR-Channels-loxx/

CODE:

//@version=5
indicator(title=‘Elder Force Index With ATR Channels [loxx]’, shorttitle=‘EFIATR [loxx]’, format=format.volume, timeframe=“”, timeframe_gaps=true, max_bars_back = 5000)RMA(x, t) =>
    EMA1 = x
    EMA1 := na(EMA1[1]) ? x : (x – nz(EMA1[1])) * (1/t) + nz(EMA1[1])
    EMA1EMA(x, t) =>
    EMA1 = x
    EMA1 := na(EMA1[1]) ? x : (x – nz(EMA1[1])) * (2 / (t + 1)) + nz(EMA1[1])
    EMA1

_bpDom(len, bpw, mult) =>
    HP = 0.0
    BP = 0.0
    Peak = 0.0
    Real = 0.0
    counter = 0.0
    DC = 0.0
    alpha2 = (math.cos(0.25 * bpw * 2 * math.pi / len) + math.sin(0.25 * bpw * 2 * math.pi  / len) – 1) / math.cos(0.25 * bpw * 2 * math.pi / len)
    HP := (1 + alpha2 / 2) * (close – nz(close[1])) + (1 – alpha2) * nz(HP[1])
    beta1 = math.cos(2 * math.pi / len)
    gamma1 = 1 / math.cos(2 *  math.pi * bpw / len)
    alpha1 = gamma1 – math.sqrt(gamma1 * gamma1 – 1)
    BP := 0.5 * (1 – alpha1) * (HP – nz(HP[2])) + beta1 * (1 + alpha1) * nz(BP[1]) – alpha1 * nz(BP[2])
    BP := bar_index == 1 or bar_index == 2  ? 0 : BP
    Peak := 0.991 * Peak
    Peak := math.abs(BP) > Peak ? math.abs(BP) : Peak
    Real := Peak != 0 ?  BP / Peak : Real
    DC := nz(DC[1])
    DC := DC < 6 ? 6 : DC
    counter := counter[1] + 1
    if ta.crossover(Real, 0) or ta.crossunder(Real, 0)
        DC := 2 * counter
        if 2 * counter > 1.25 * nz(DC[1])
            DC := 1.25 * DC[1]
        if 2 * counter < 0.8 * nz(DC[1])
            DC := 0.8 * nz(DC[1])
        counter := 0
    temp_out = mult * DC
    temp_out

//inputs

src = input.source(close, title = “Source”, group = “Basic Settings”)
calc_type = input.string(“Fixed”, title = “Calculation Type”, options =[“Fixed”, “Band-pass Dominant Cycle”], group = “Basic Settings”)

len =   input.int(13, title = “Fixed EFI Period”, group = “Fixed Settings”)
slen =  input.int(21, title=‘Fixed Signal Period’, group = “Fixed Settings”)
atr_sm =  input.int(21, title =“Fixed ATR Smoothing Length”, group = “Fixed Settings”)

bp_period = input.int(13, “Band-pass Period”, minval = 1, group = “Band-pass”)
bp_width = input.float(0.20, “Band-pass Width”, step = 0.1, group = “Band-pass”)
cycle_len = input.float(100, “Signal and ATR Percent of Dominant Cycle (%)”, step = 1.0, group = “Band-pass”)/100
efi_reduction = input.float(75, “EFI Percent of Dominant Cycle (%) “, step = 1.0, group = “Band-pass”)/100

len_out_fast = int(nz(_bpDom(bp_period, bp_width, efi_reduction), 1)) < 1 ? 1 : int(nz(_bpDom(bp_period, bp_width, efi_reduction), 1))
len_out_slow = int(nz(_bpDom(bp_period, bp_width, cycle_len), 1)) < 1 ? 1 : int(nz(_bpDom(bp_period, bp_width, cycle_len), 1))

atr_mult1 = input.int(1, title = “ATR Mult Level 1”, group = “ATR Multipliers”)
atr_mult2 = input.int(2, title = “ATR Mult Level 2”, group = “ATR Multipliers”)
atr_mult3 = input.int(3, title = “ATR Mult Level 3”, group = “ATR Multipliers”)

trunc_atr = input.bool(true, title = “Truncate over ATR Mult Level 4?”, group = “UI Options”)

//core calc
efi = EMA(ta.change(close) * volume, calc_type == “Fixed” ? len : len_out_fast)
sig = EMA(efi, calc_type == “Fixed” ? len : len_out_slow)
atr_ema = math.abs(efi[1] – efi)
atr_out = RMA(atr_ema, calc_type == “Fixed” ? len : len_out_slow)

//atr channel calc
atr_high1 = sig + atr_out * atr_mult1
atr_low1 = sig – atr_out * atr_mult1

atr_high2= sig + atr_out * atr_mult2
atr_low2 = sig – atr_out * atr_mult2

atr_high3 = sig + atr_out * atr_mult3
atr_low3 = sig – atr_out * atr_mult3

atr_obhigh = sig + atr_out * (atr_mult3 + 1)
atr_oblow = sig – atr_out * (atr_mult3 + 1)

efi_out = trunc_atr ? efi > atr_obhigh ? atr_high3 : efi < atr_oblow ? atr_low3 : efi : efi

//plot atr channels
plot(atr_high1, color = bar_index % 2 == 0 ? na : color.new(color.gray, 30), linewidth = 1, title = “ATR1 High”)
plot(atr_high2, color = bar_index % 4 == 0 ? na : color.new(color.gray, 30), linewidth = 1, title = “ATR2 High”)
plot(atr_high3, color = color.new(color.gray, 30), linewidth = 2, title = “ATR3 High”)

plot(atr_low1, color = bar_index % 2 == 0 ? na : color.new(color.gray, 30), linewidth = 1, title = “ATR1 Low”)
plot(atr_low2, color = bar_index % 4 == 0 ? na : color.new(color.gray, 30), linewidth = 1, title = “ATR2 Low”)
plot(atr_low3, color = color.new(color.gray, 30), linewidth = 2, title = “ATR3 Low”)

//plot main
plot(0, color=color.gray, style = plot.style_circles, title=‘Zero Line’, linewidth = 2)
plot(sig, color=color.new(color.white, 0), title=‘Signal’, linewidth = 2)
plot(efi_out, color = #4f6cdf, title=‘EFI’, linewidth = 2)

//plot shapes
plot(efi_out >= atr_high3 ? efi_out : na, style = plot.style_circles, linewidth = 3, color = #D2042D, title = “Over ATR4 High”)
plot(efi_out <= atr_low3 ? efi_out : na, style = plot.style_circles, linewidth = 3, color = #2DD204, title = “Over ATR4 Low”)

Alera15

Participant

Topics: 3

Replies: 3

Been thanked: 0 times

09/18/2024 at 3:42 PM #237783

Iván

Eccolo qui:

//-----------------------------------------//
//PRC_Elder Force index
//version = 0
//18.09.2024
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//-----------------------------------------//
//-----Inputs------------------------------//
//-----------------------------------------//
src=close
calcType=1 //Boolean//1=Fixed 0=Band-pass Dominant Cycle
len=13 //Fixed EFI Period
slen=21 //Fixed Signal Period
atrM=21 //Fixed ATR Smoothing Length

bpPeriod=13 //Band-pass period
bpWidth=0.20 //Band-pass Width
cycleLen=100/100 //Signal and ATR percent of dominant cycle (%)
efireduction=75/100 //EFI percent of dominat cycle (%)

atrMult1=1
atrMult2=2
atrMult3=3

truncAtr=1 //truncate over ATR Mult Level 4?
//-----------------------------------------//
//--Length Out calculation Band-pass type--//
//-----------------------------------------//
peak=0
real=0
counter=0
dc=0
alpha2=(cos(0.25*bpWidth*2*180/bpPeriod)+sin(0.25*bpWidth*2*180/bpPeriod)-1)/cos(0.25*bpWidth*2*180/bpPeriod)
if barindex<=1 then
hp=0
else
hp=(1+alpha2/2)*(close-close[1])+(1-alpha2)*hp[1]
endif
beta1=cos(2*180/bpPeriod)
gamma1=1/cos(2*180*bpWidth/bpPeriod)
alpha1=gamma1-sqrt(gamma1*gamma1-1)
if barindex<=2 then
bp=0
else
bp=0.5*(1-alpha1)*(hp-hp[2])+beta1*(1+alpha1)*bp[1]-alpha1*bp[2]
endif
peak=0.991*peak
if abs(bp)>peak then
peak=abs(bp)
else
peak=peak
endif
if peak<>0 then
real=bp/peak
else
real=real
endif

if dc<6 then
dc=6
else
dc=dc
endif
counter=counter+1
if real crosses over 0 or real crosses under 0 then
dc=2*counter
if 2*counter>1.25*dc[1] then
dc=1.25*dc[1]
elsif 2*counter<0.8*dc[1] then
dc=0.8*dc[1]
endif
counter=0
endif
tempoutFast=efireduction*dc
tempoutSlow=cycleLen*dc

if tempoutFast<1 then
lenOutFast=1 
else
lenOutFast=round(tempoutFast)
endif
if tempoutSlow<1 then
lenOutSlow=1
else
lenOutSlow=round(tempoutSlow)
endif
//-----------------------------------------//
//-----EFI and Signal Calculation----------//
//-----------------------------------------//
if calcType=1 then
efi=average[len,1]((close-close[1])*volume)
sig=average[len,1](efi)
length=len
else
efi=average[lenOutFast,1]((close-close[1])*volume)
sig=average[lenOutSlow,1](efi)
length=lenOutSlow
endif

atrEMA=abs(efi[1]-efi)

src1 = atrEMA
alpha = 1/length
if barindex = 2*length then
atrOUT = average[length](src1)
else
atrOUT = alpha*src1 + (1-alpha)*atrOUT[1]
endif
//-----------------------------------------//
//-----ATR Channel Calculation-------------//
//-----------------------------------------//
atrHigh1=sig+atrOut*atrMult1
atrHigh2=sig+atrOut*atrMult2
atrHigh3=sig+atrOut*atrMult3

atrLow1=sig-atrOut*atrMult1
atrLow2=sig-atrOut*atrMult2
atrLow3=sig-atrOut*atrMult3

atrObHigh=sig+atrOut*(atrMult3+1)
atrObLow=sig-atrOut*(atrMult3+1)

if truncAtr then
if efi>atrObHigh then
efiOut=atrHigh3
else
if efi<atrOblow then
efiOut=atrLow3
else
efiOut=efi
endif
endif
else
efiOut=efi
endif
//-----------------------------------------//
//-----Plot shapes-------------------------//
//-----------------------------------------//
if efiOut>=atrHigh3 then
drawpoint(barindex,efiOut,3)coloured(210,4,45)
elsif efiout<=atrLow3 then
drawpoint(barindex,efiOut,3)coloured(45,210,4)
endif
//-----------------------------------------//
//-----------------------------------------//
//-----------------------------------------//
return efiOut as "EFI" coloured("blue")style(line,2), sig as "Signal" coloured("orange")style(line,2), 0 as "zero"style(dottedline,2)coloured("grey"), atrHigh1 as "ATR1 high"coloured("grey")style(dottedline,1), atrHigh2 as "ATR2 high"coloured("grey")style(dottedline2,1), atrHigh3 as "ATR3 high"coloured("grey")style(line,2), atrLow1 as "ATR1 low"coloured("grey")style(dottedline,1),atrLow2 as "ATR2 low"coloured("grey")style(dottedline2,1),atrLow3 as "ATR3 low"coloured("grey")style(line,2)

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

126

127

128

129

130

131

132

133

134

135

136

137

138

139

140

141

142

143

144

145

146

147

//-----------------------------------------//

//PRC_Elder Force index

//version = 0

//18.09.2024

//Iván González @ www.prorealcode.com

//Sharing ProRealTime knowledge

//-----------------------------------------//

//-----Inputs------------------------------//

//-----------------------------------------//

src=close

calcType=1 //Boolean//1=Fixed 0=Band-pass Dominant Cycle

len=13 //Fixed EFI Period

slen=21 //Fixed Signal Period

atrM=21 //Fixed ATR Smoothing Length

bpPeriod=13 //Band-pass period

bpWidth=0.20 //Band-pass Width

cycleLen=100/100 //Signal and ATR percent of dominant cycle (%)

efireduction=75/100 //EFI percent of dominat cycle (%)

atrMult1=1

atrMult2=2

atrMult3=3

truncAtr=1 //truncate over ATR Mult Level 4?

//-----------------------------------------//

//--Length Out calculation Band-pass type--//

//-----------------------------------------//

peak=0

real=0

counter=0

dc=0

alpha2=(cos(0.25*bpWidth*2*180/bpPeriod)+sin(0.25*bpWidth*2*180/bpPeriod)-1)/cos(0.25*bpWidth*2*180/bpPeriod)

if barindex<=1 then

hp=0

else

hp=(1+alpha2/2)*(close-close[1])+(1-alpha2)*hp[1]

endif

beta1=cos(2*180/bpPeriod)

gamma1=1/cos(2*180*bpWidth/bpPeriod)

alpha1=gamma1-sqrt(gamma1*gamma1-1)

if barindex<=2 then

bp=0

else

bp=0.5*(1-alpha1)*(hp-hp[2])+beta1*(1+alpha1)*bp[1]-alpha1*bp[2]

endif

peak=0.991*peak

if abs(bp)>peak then

peak=abs(bp)

else

peak=peak

endif

if peak<>0 then

real=bp/peak

else

real=real

endif

if dc<6 then

dc=6

else

dc=dc

endif

counter=counter+1

if real crosses over 0 or real crosses under 0 then

dc=2*counter

if 2*counter>1.25*dc[1] then

dc=1.25*dc[1]

elsif 2*counter<0.8*dc[1] then

dc=0.8*dc[1]

endif

counter=0

endif

tempoutFast=efireduction*dc

tempoutSlow=cycleLen*dc

if tempoutFast<1 then

lenOutFast=1

else

lenOutFast=round(tempoutFast)

endif

if tempoutSlow<1 then

lenOutSlow=1

else

lenOutSlow=round(tempoutSlow)

endif

//-----------------------------------------//

//-----EFI and Signal Calculation----------//

//-----------------------------------------//

if calcType=1 then

efi=average[len,1]((close-close[1])*volume)

sig=average[len,1](efi)

length=len

else

efi=average[lenOutFast,1]((close-close[1])*volume)

sig=average[lenOutSlow,1](efi)

length=lenOutSlow

endif

atrEMA=abs(efi[1]-efi)

src1 = atrEMA

alpha = 1/length

if barindex = 2*length then

atrOUT = average[length](src1)

else

atrOUT = alpha*src1 + (1-alpha)*atrOUT[1]

endif

//-----------------------------------------//

//-----ATR Channel Calculation-------------//

//-----------------------------------------//

atrHigh1=sig+atrOut*atrMult1

atrHigh2=sig+atrOut*atrMult2

atrHigh3=sig+atrOut*atrMult3

atrLow1=sig-atrOut*atrMult1

atrLow2=sig-atrOut*atrMult2

atrLow3=sig-atrOut*atrMult3

atrObHigh=sig+atrOut*(atrMult3+1)

atrObLow=sig-atrOut*(atrMult3+1)

if truncAtr then

if efi>atrObHigh then

efiOut=atrHigh3

else

if efi<atrOblow then

efiOut=atrLow3

else

efiOut=efi

endif

else

efiOut=efi

endif

//-----------------------------------------//

//-----Plot shapes-------------------------//

//-----------------------------------------//

if efiOut>=atrHigh3 then

drawpoint(barindex,efiOut,3)coloured(210,4,45)

elsif efiout<=atrLow3 then

drawpoint(barindex,efiOut,3)coloured(45,210,4)

endif

//-----------------------------------------//

return efiOut as "EFI" coloured("blue")style(line,2), sig as "Signal" coloured("orange")style(line,2), 0 as "zero"style(dottedline,2)coloured("grey"), atrHigh1 as "ATR1 high"coloured("grey")style(dottedline,1), atrHigh2 as "ATR2 high"coloured("grey")style(dottedline2,1), atrHigh3 as "ATR3 high"coloured("grey")style(line,2), atrLow1 as "ATR1 low"coloured("grey")style(dottedline,1),atrLow2 as "ATR2 low"coloured("grey")style(dottedline2,1),atrLow3 as "ATR3 low"coloured("grey")style(line,2)

1 user thanked author for this post.

Alera15

Iván

Moderator

Topics: 0

Replies: 904

Been thanked: 304 times

09/18/2024 at 4:07 PM #237786

Alera15

~~¡Es perfecto! ¡Eres mi nuevo héroe! ¡Muchísimas gracias por la conversión, por la rapidez y hasta pronto!~~

È perfetto! Sei il mio nuovo eroe! Grazie mille per la conversione, per la velocità e a presto!

Alera15

Participant

Topics: 3

Replies: 3

Been thanked: 0 times

09/18/2024 at 4:26 PM #237790

robertogozzi

@Alera15

Hai iniziato usando l’Inglese ed hai finito con lo Spagnolo, pur avendo scelto il forum Italiano!

Per favore, non rispondere cercando di usare la lingua dell’interlocutore, né l’Inglese per forza. Usa SOLO la lingua del forum prescelto.

Grazie 🙂

robertogozzi

Moderator

Topics: 69

Replies: 17087

Been thanked: 4005 times

Author

Posts

Viewing 4 posts - 1 through 4 (of 4 total)

Find exclusive trading pro-tools on