Fisher Least Square Moving Average FLSMA

• 06/08/2022 at 5:12 PM #194924
  supertiti

   

  Bonsoir à tous

  En faisant des recherches sur l’invers Fisher Transform j’ai trouvé ce code sur trading view.

  J’ai bien essayé de le traduire mais il y a des choses qui m’échappent …

  Quelqu’un aurait-il la bonté de le faire.

  https://www.tradingview.com/script/ZZ1LjoJC-Fisher-Least-Squares-Moving-Average/

  Bons trades

  FLSMA

  //@version=4 study("Fisher Least Squares Moving Average",shorttitle="FLSMA",overlay=true) length = input(100),src = input(close),n = bar_index //---- b = 0. //---- e = sma(abs(src - nz(b[1])),length) z = sma(src - nz(b[1],src),length)/e r = (exp(2*z) - 1)/(exp(2*z) + 1) a = (n - sma(n,length))/stdev(n,length) * r b := sma(src,length) + a*stdev(src,length) //---- plot(b,title="FLSMA",color=#ff1100,linewidth=2,transp=0)

  1 2 3 4 5 6 7 8 9 10 11 12 13

  //@version=4 study("Fisher Least Squares Moving Average",shorttitle="FLSMA",overlay=true) length = input(100),src = input(close),n = bar_index //---- b = 0. //---- e = sma(abs(src - nz(b[1])),length) z = sma(src - nz(b[1],src),length)/e r = (exp(2*z) - 1)/(exp(2*z) + 1) a = (n - sma(n,length))/stdev(n,length) * r b := sma(src,length) + a*stdev(src,length) //---- plot(b,title="FLSMA",color=#ff1100,linewidth=2,transp=0)

  

  supertiti

  Participant

  Topics: 123

  Replies: 738

  Been thanked: 77 times
  06/09/2022 at 8:04 AM #194955
  Nicolas

  Ci-dessous la traduction du code de la Fisher Least Squares Moving Average pour ProRealTime

  //Fisher Least Squares Moving Average length = 50 src = customclose //---- n = barindex //---- if barindex>length then e = average[length](abs(src - (b[1]))) z = average[length](src-b[1])/e r = (exp(2*z) - 1)/(exp(2*z) + 1) a = (n - average[length](n))/std[length](n) * r b = average[length](src) + a*std[length](src) //---- endif return b as "FLSMA"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  //Fisher Least Squares Moving Average length = 50 src = customclose //---- n = barindex //---- if barindex>length then e = average[length](abs(src - (b[1]))) z = average[length](src-b[1])/e r = (exp(2*z) - 1)/(exp(2*z) + 1) a = (n - average[length](n))/std[length](n) * r b = average[length](src) + a*std[length](src) //---- endif   return b as "FLSMA"

   

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20866

  Been thanked: 4782 times
  06/09/2022 at 9:22 AM #194964
  supertiti

  Bonjour à tous,

  Rapide et efficace comme souvent , merci Nicolas pour ton implication suite aux nombreuses demandes de la communauté.

  Bonne journée et bons trades

  Je regarde ce que ça donne dans la foulée

   

  

  supertiti

  Participant

  Topics: 123

  Replies: 738

  Been thanked: 77 times
  06/09/2022 at 9:40 AM #194965
  supertiti

  Le code fonctionne nickel !

  Je joins un graphe de Totalenergies renforcé le 7 avril

  j’ai mis une période de 32, chacun son idée selon son horizon … ici l’horizon est dégagé la météo nous promet 34º, viva Andalucia !

  

  supertiti

  Participant

  Topics: 123

  Replies: 738

  Been thanked: 77 times
• Author
  Posts