Gap Gain Test

• 09/17/2017 at 6:26 PM #46425
  bolsatrilera

  He encontrado este curioso indicador : https://es.tradingview.com/script/gyqt5Q3p-Gap-Gain-Test-V1-0-by-overratedtrader/ 

  He hecho este intento de adaptación para la plataforma Prorealtime , ¿alguien puede corroborar que es correcto o hay que modificar algo?

  REM GAP GAIN TEST //created by @overratedtrader for the Tradingview platform //translated for platform Prorealtime by bolsatrilera // Look at the 20 MA to gauge likelihood of stock following its up or down gap. // - if above the 20 MA, follow the gap direction // - if below the 20 MA, take counter trend trade // If stock gaps up AND closes higher than it opens, that gain % (close/open) is colored green and if stock gaps down and closes lower than it opens, that gain % (close/open) is colored green // Conversely if the stock gaps up BUT closes lower than it opens, red and if a stop gaps down but closes higher than it opens, red. if open>close[1] then gapUP= close/open else gapUP=1 endif if open<close[1] then gapDOWN= close/open else gapDOWN=1 endif gapUPgain = (gapUP -1) * 100 //percent gain for the day gapDOWNgain = (gapDOWN -1) * 100 //percent lost for the day totalgain = gapUPgain - gapDOWNgain if totalgain >0 then r=0 g=128 b=0 elsif totalgain= 0 then r=0 g=0 b=0 else r=255 g=0 b=0 endif //Arnaud Legoux moving average // Window = 20 // Sigma = 85 // Offset = 0.6 Price = totalgain m = (Offset * (Window - 1)) s = Window/Sigma WtdSum = 0 CumWt = 0 for k = 0 to Window - 1 do Wtd = Exp(-((k-m)*(k-m))/(2*s*s)) WtdSum = WtdSum + Wtd * Price[Window - 1 - k] CumWt = CumWt + Wtd next alma = WtdSum / CumWt return totalgain coloured(r,g,b)style(histogram)as "%Gain",alma style(line,2)as "alma"

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  REM GAP GAIN TEST //created by @overratedtrader for the Tradingview platform //translated for platform Prorealtime by bolsatrilera // Look at the 20 MA to gauge likelihood of stock following its up or down gap. // - if above the 20 MA, follow the gap direction // - if below the 20 MA, take counter trend trade   // If stock gaps up AND closes higher than it opens, that gain % (close/open) is colored green and if stock gaps down and closes lower than it opens, that gain % (close/open) is colored green   // Conversely if the stock gaps up BUT closes lower than it opens, red and if a stop gaps down but closes higher than it opens, red.   if open>close[1] then gapUP= close/open else gapUP=1 endif   if open<close[1] then gapDOWN= close/open else gapDOWN=1 endif     gapUPgain = (gapUP -1) * 100 //percent gain for the day gapDOWNgain = (gapDOWN -1) * 100  //percent lost for the day   totalgain = gapUPgain  - gapDOWNgain   if totalgain >0 then r=0 g=128 b=0 elsif totalgain= 0 then r=0 g=0 b=0 else r=255 g=0 b=0 endif   //Arnaud Legoux moving average // Window = 20 // Sigma = 85 // Offset = 0.6 Price = totalgain m = (Offset * (Window - 1)) s = Window/Sigma WtdSum = 0 CumWt  = 0 for k = 0 to Window - 1 do Wtd = Exp(-((k-m)*(k-m))/(2*s*s)) WtdSum = WtdSum + Wtd * Price[Window - 1 - k] CumWt = CumWt + Wtd next alma = WtdSum / CumWt   return totalgain coloured(r,g,b)style(histogram)as "%Gain",alma style(line,2)as "alma"

   

  2 users thanked author for this post.

  Nicolas, IIILOBOIII

  

  bolsatrilera

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  10/16/2017 at 8:07 AM #49481
  IIILOBOIII

  Funciona, aunque no lo entiendo bien. Buen trabajo.

  

  IIILOBOIII

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