formulation EMA (moyenne mobile exponentielle)

Shark · Wed, 10 Apr 2019 14:23:44 +0000

Bonjour J’ai bien compris la méthode de calcul d’une moyenne mobile simple 10 périodes : MMS = ((close) + (close)[1] + (close)[2] + (close)[3] + … +(close)[9]) / 10 pour l’instant ça va mais je recherche la formule mathématique qui s’applique à une moyenne mobile exponentielle 10 périodes par exemple. J’ai bien trouvé une formule dans l’aide Probuilder mais je ne sais pas l’interpréter (CF pièce jointe). merci pour les retours

This topic has 34 replies, 4 voices, and was last updated 5 years ago by Shark.

Tagged: ema, macd zerolag, zerolag

Viewing 5 posts - 31 through 35 (of 35 total)

← 1 2 3

04/12/2019 at 6:11 PM #96290

Shark

J’ai fait une capture d’écran avec explication pour être le plus clair possible en espérant que cela vous aide.

Shark

Participant

Topics: 12

Replies: 57

Been thanked: 6 times

04/13/2019 at 10:47 PM #96369

Shark

Alors je pense avoir réussi, à force de calcul et tâtonnement la formule 1, la formule est une usine à gaz mais bon ça semble fonctionner à confirmer.

defparam drawonlastbaronly=true

//Calcul DEMA[12]
N1 = 12
indic1 = ExponentialAverage[12](close)
indic2 = ExponentialAverage[12](indic1)
A = indic1[1]
B = indic2[1]

Lox = 2*A*(N1+1)*(N1+1)-6*A*(N1+1)+4*A-B*(N1+1)*(N1+1)+2*B*(N1+1)
Lox1 = ((N1+1)*(N1+1))

//Calcul DEMA[26]
N2 = 26
indic3 = ExponentialAverage[26](close)
indic4 = ExponentialAverage[26](indic3)
C = indic3[1]
D = indic4[1]

Fast = 2*C*(N2+1)*(N2+1)-6*C*(N2+1)+4*C-D*(N2+1)*(N2+1)+2*D*(N2+1)
Fast1 = ((N2+1)*(N2+1))

//Calcul MACD ZEROLAG bougie[1]
z11 = DEMA[12](close)
z22 = DEMA[26](close)
f = z11[1] - z22[1]

//Calcul de y pour que MACD ZR - MACDZR[1] = 0 soit e - f =0

y = ((f*Lox1*Fast1)+lox1*Fast-Fast1*Lox)/((4*Fast1*((N1+1)-1))-(4*lox1*((N2+1)-1)))

//Renvoie la velaur de y pour e = f
DRAWTEXT("                                                                     ----------    #y#  MACD ZR Reverse",barindex,y,dialog,standard,13) coloured(0,0,204)

return

defparam drawonlastbaronly=true

//Calcul DEMA[12]

N1 = 12

indic1 = ExponentialAverage[12](close)

indic2 = ExponentialAverage[12](indic1)

A = indic1[1]

B = indic2[1]

Lox = 2*A*(N1+1)*(N1+1)-6*A*(N1+1)+4*A-B*(N1+1)*(N1+1)+2*B*(N1+1)

Lox1 = ((N1+1)*(N1+1))

//Calcul DEMA[26]

N2 = 26

indic3 = ExponentialAverage[26](close)

indic4 = ExponentialAverage[26](indic3)

C = indic3[1]

D = indic4[1]

Fast = 2*C*(N2+1)*(N2+1)-6*C*(N2+1)+4*C-D*(N2+1)*(N2+1)+2*D*(N2+1)

Fast1 = ((N2+1)*(N2+1))

//Calcul MACD ZEROLAG bougie[1]

z11 = DEMA[12](close)

z22 = DEMA[26](close)

f = z11[1] - z22[1]

//Calcul de y pour que MACD ZR - MACDZR[1] = 0 soit e - f =0

y = ((f*Lox1*Fast1)+lox1*Fast-Fast1*Lox)/((4*Fast1*((N1+1)-1))-(4*lox1*((N2+1)-1)))

//Renvoie la velaur de y pour e = f

DRAWTEXT(" ---------- #y# MACD ZR Reverse",barindex,y,dialog,standard,13) coloured(0,0,204)

return

Shark

Participant

Topics: 12

Replies: 57

Been thanked: 6 times

04/14/2019 at 9:53 AM #96381

Vonasi

Il est difficile pour moi de suivre ce sujet avec précision avec Google Translate, mais c'est peut-être intéressant: https://www.prorealcode.com/topic/how-to-calculate-rsi2-at-a-price/

1 user thanked author for this post.

Shark

Vonasi

Moderator

Topics: 192

Replies: 5088

Been thanked: 1811 times

04/16/2019 at 6:39 AM #96549

Shark

Voilà le code qui répond aux 2 formules, pour moi cela fonctionne à confirmer avec un peu de temps

Merci pour votre aide qui m’a permis d’y parvenir

defparam drawonlastbaronly=true
x = close
//Calcul DEMA[12]
indic1 = ExponentialAverage[12](close)
indic2 = ExponentialAverage[12](indic1)
A = indic1[1]
B = indic2[1]

Lox = 264*A-143*B

//Calcul DEMA[26]
indic3 = ExponentialAverage[26](close)
indic4 = ExponentialAverage[26](indic3)
C = indic3[1]
D = indic4[1]

Fast = 1300*C-675*D

//Calcul MACD ZERO LAG bougie courante
e = x*(17416/123201)+264/169*A-11/13*B-1300/729*C+25/27*D

//Calcul DEMA[9](e)
indic5 = ExponentialAverage[9](e)
indic6 = ExponentialAverage[9](indic5)
I = indic5[1]
J = indic6[1]

Sign = 144*I-80*J

//Calcul MACD ZEROLAG bougie[1]
z11 = DEMA[12](close)
z22 = DEMA[26](close)
f = z11[1] - z22[1]

//Calcul de y pour que MACD ZR - MACDZR[1] = 0 soit e - f =0

y = (f*123201+169*Fast-729*Lox)/17416

//Calcul de z pour que MACD ZR - Signal soit e = z3
z = (9*Lox/4225-36*Fast/72900+Sign/100-264/169*A+11/13*B+1300/729*C-25/27*D)/(17416/123201-435400/8555625)

//Renvoie la valeur de y pour e = flag
DRAWTEXT(" ---------- #z# MACD ZeroLag Reverse",barindex,y,dialog,standard,13) coloured(204,0,0)
DRAWTEXT(" ---------- #z# MACD Signal Reverse",barindex,z,dialog,standard,13) coloured(51,204,0)
return

defparam drawonlastbaronly=true

x = close

//Calcul DEMA[12]

indic1 = ExponentialAverage[12](close)

indic2 = ExponentialAverage[12](indic1)

A = indic1[1]

B = indic2[1]

Lox = 264*A-143*B

//Calcul DEMA[26]

indic3 = ExponentialAverage[26](close)

indic4 = ExponentialAverage[26](indic3)

C = indic3[1]

D = indic4[1]

Fast = 1300*C-675*D

//Calcul MACD ZERO LAG bougie courante

e = x*(17416/123201)+264/169*A-11/13*B-1300/729*C+25/27*D

//Calcul DEMA[9](e)

indic5 = ExponentialAverage[9](e)

indic6 = ExponentialAverage[9](indic5)

I = indic5[1]

J = indic6[1]

Sign = 144*I-80*J

//Calcul MACD ZEROLAG bougie[1]

z11 = DEMA[12](close)

z22 = DEMA[26](close)

f = z11[1] - z22[1]

//Calcul de y pour que MACD ZR - MACDZR[1] = 0 soit e - f =0

y = (f*123201+169*Fast-729*Lox)/17416

//Calcul de z pour que MACD ZR - Signal soit e = z3

z = (9*Lox/4225-36*Fast/72900+Sign/100-264/169*A+11/13*B+1300/729*C-25/27*D)/(17416/123201-435400/8555625)

//Renvoie la valeur de y pour e = flag

DRAWTEXT(" ---------- #z# MACD ZeroLag Reverse",barindex,y,dialog,standard,13) coloured(204,0,0)

DRAWTEXT(" ---------- #z# MACD Signal Reverse",barindex,z,dialog,standard,13) coloured(51,204,0)

return

1 user thanked author for this post.

Nicolas

Shark

Participant

Topics: 12

Replies: 57

Been thanked: 6 times

04/16/2019 at 7:28 AM #96554

Shark

defparam drawonlastbaronly=true
x = close
//Calcul DEMA[12]
indic1 = ExponentialAverage[12](close)
indic2 = ExponentialAverage[12](indic1)
A = indic1[1]
B = indic2[1]

Lox = 264*A-143*B

//Calcul DEMA[26]
indic3 = ExponentialAverage[26](close)
indic4 = ExponentialAverage[26](indic3)
C = indic3[1]
D = indic4[1]

Fast = 1300*C-675*D

//Calcul MACD ZERO LAG bougie courante
e = x*(17416/123201)+264/169*A-11/13*B-1300/729*C+25/27*D

//Calcul DEMA[9](e)
indic5 = ExponentialAverage[9](e)
indic6 = ExponentialAverage[9](indic5)
I = indic5[1]
J = indic6[1]

Sign = 144*I-80*J

//Calcul MACD ZEROLAG bougie[1]
z11 = DEMA[12](close)
z22 = DEMA[26](close)
f = z11[1] – z22[1]

//Calcul de y pour que MACD ZR – MACDZR[1] = 0 soit e – f =0

y = (f*123201+169*Fast-729*Lox)/17416

//Calcul de z pour que MACD ZR – Signal soit e = z3
z = (9*Lox/4225-36*Fast/72900+Sign/100-264/169*A+11/13*B+1300/729*C-25/27*D)/(17416/123201-435400/8555625)

//Renvoie la valeur de y pour e = flag
DRAWTEXT(” ———- #z# MACD ZeroLag Reverse”,barindex,y,dialog,standard,13) coloured(204,0,0)
DRAWTEXT(” ———- #z# MACD Signal Reverse”,barindex,z,dialog,standard,13) coloured(51,204,0)
return

defparam drawonlastbaronly=true

x = close

//Calcul DEMA[12]

indic1 = ExponentialAverage[12](close)

indic2 = ExponentialAverage[12](indic1)

A = indic1[1]

B = indic2[1]

Lox = 264*A-143*B

//Calcul DEMA[26]

indic3 = ExponentialAverage[26](close)

indic4 = ExponentialAverage[26](indic3)

C = indic3[1]

D = indic4[1]

Fast = 1300*C-675*D

//Calcul MACD ZERO LAG bougie courante

e = x*(17416/123201)+264/169*A-11/13*B-1300/729*C+25/27*D

//Calcul DEMA[9](e)

indic5 = ExponentialAverage[9](e)

indic6 = ExponentialAverage[9](indic5)

I = indic5[1]

J = indic6[1]

Sign = 144*I-80*J

//Calcul MACD ZEROLAG bougie[1]

z11 = DEMA[12](close)

z22 = DEMA[26](close)

f = z11[1] – z22[1]

//Calcul de y pour que MACD ZR – MACDZR[1] = 0 soit e – f =0

y = (f*123201+169*Fast-729*Lox)/17416

//Calcul de z pour que MACD ZR – Signal soit e = z3

z = (9*Lox/4225-36*Fast/72900+Sign/100-264/169*A+11/13*B+1300/729*C-25/27*D)/(17416/123201-435400/8555625)

//Renvoie la valeur de y pour e = flag

DRAWTEXT(” ———- #z# MACD ZeroLag Reverse”,barindex,y,dialog,standard,13) coloured(204,0,0)

DRAWTEXT(” ———- #z# MACD Signal Reverse”,barindex,z,dialog,standard,13) coloured(51,204,0)

return

1 user thanked author for this post.

Nicolas

Shark

Participant

Topics: 12

Replies: 57

Been thanked: 6 times

Author

Posts

Viewing 5 posts - 31 through 35 (of 35 total)

← 1 2 3

Find exclusive trading pro-tools on