Indicador de Volumen de Edgar Kraut

• 12/23/2016 at 5:43 PM #19071
  Polnet

  Estoy buscando este indicador para Prorealtime, barras de colores de Edgar Kraut  y no lo localizo, sus características son las siguiente;

  Regla de los colores
  Para decidir si una barra de volumen será de un color u otro, se establecen los siguiente criterios:
  1. Si el precio de cierre de hoy y su volumen son mayores que el de hace dos semanas, el color de la barra de volumen será VERDE.

  2. Si el precio de cierre de hoy es mayor que el de hace dos semanas, pero su volumen no, el color de la barra será AZUL.

  3. Si el precio de cierre de hoy y su volumen son menores que el de hace dos semanas, el color de la barra de volumen será NARANJA.

  4. Finalmente, si el precio de cierre de hoy es menor que el de hace dos semanas, pero su volumen no lo es, el color de la barra será ROJO.

  Idea de Operativa 
  En su artículo, Edgart Kraut nos propone incluso una estrategia basada en la utilización de este indicador. Esta estrategia consiste en coger sólo posiciones a largo y funciona de la siguiente manera:
  1. Comprar en barras verdes o azules, usando un trailing stop del 1%.

  2. Liquidar posición en barras rojas o naranjas.

  Sacado del blog http://blog-es.visualchartdata.com/2013/02/volume-bar-colors-parte-1_6.html y también se puede ver en TradingVIEW en https://www.tradingview.com/script/ppFnYLjh-Colored-Volume-Bars-LazyBear/ , por cierto en esta pagina hay muchos indicadores interesantes.

  Lo trate de hacer, pero me da error, haber si podeis decirme donde esta el problema.

  // Volume con barras de colores //Periodo=X //Media Volumen=y MV= Average[y](v) C = close V= volume cero=0 //Barras verdes IF C > C[x] AND V > V[x] then v = vverde endif //Barras azules IF C > C[x] AND V < V[x] then v = vazul endif //Barras naranjas IF C < C[x] AND V < V[x] then v = vnaranja endif //Barras rojas IF C < C AND V > V[x] then v = vrojo RETURN mv AS "MV", vverde COLOURED (102,255,102) AS "vverde", vazul COLOURED (0,255,255) AS "vazul", vnaranja COLOURED (255,165,0) AS "vnaranja", vrojo COLOURED (255,0,0,0) AS "vrojo", cero AS "cero"

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  // Volume con barras de colores   //Periodo=X   //Media Volumen=y   MV= Average[y](v)   C = close   V= volume   cero=0   //Barras verdes IF C > C[x] AND V > V[x] then v = vverde endif   //Barras azules   IF C > C[x] AND V < V[x] then v = vazul endif   //Barras naranjas   IF C < C[x] AND V < V[x] then v = vnaranja endif   //Barras rojas   IF C < C AND V > V[x] then v = vrojo   RETURN mv AS "MV", vverde COLOURED (102,255,102) AS "vverde", vazul COLOURED (0,255,255) AS "vazul", vnaranja COLOURED (255,165,0) AS "vnaranja", vrojo COLOURED (255,0,0,0) AS "vrojo", cero AS "cero"

   

  

  Polnet

  Participant

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  12/23/2016 at 6:39 PM #19072
  Nicolas

  Fije su indicador. Estuviste casi bien. Todos los valores deben ser configurados como histograma en la ventana de parámetros.
  Gracias por compartir el indicador, antes de trabajar en la estrategia de trading automatizado, debe compartir este indicador en la biblioteca para beneficio de todos 🙂

  // Volume con barras de colores //Periodo=X //Media Volumen=y V= volume MV= Average[y](v) C = close cero=0 //Barras verdes IF C > C[x] AND V > V[x] then vverde=v vazul=0 vnaranja=0 vrojo=0 endif //Barras azules IF C > C[x] AND V < V[x] then vverde=0 vazul=v vnaranja=0 vrojo=0 endif //Barras naranjas IF C < C[x] AND V < V[x] then vverde=0 vazul=0 vnaranja=v vrojo=0 endif //Barras rojas IF C < C AND V > V[x] then vverde=0 vazul=0 vnaranja=0 vrojo=v endif RETURN MV as "average", vverde COLOURED (102,255,102) AS "vverde", vazul COLOURED (0,255,255) AS "vazul", vnaranja COLOURED (255,165,0) AS "vnaranja", vrojo COLOURED (255,0,0,0) AS "vrojo", cero AS "cero"

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  // Volume con barras de colores   //Periodo=X   //Media Volumen=y V= volume MV= Average[y](v)   C = close   cero=0   //Barras verdes IF C > C[x] AND V > V[x] then vverde=v vazul=0 vnaranja=0 vrojo=0 endif   //Barras azules   IF C > C[x] AND V < V[x] then vverde=0 vazul=v vnaranja=0 vrojo=0 endif   //Barras naranjas   IF C < C[x] AND V < V[x] then vverde=0 vazul=0 vnaranja=v vrojo=0 endif   //Barras rojas   IF C < C AND V > V[x] then vverde=0 vazul=0 vnaranja=0 vrojo=v endif   RETURN MV as "average", vverde COLOURED (102,255,102) AS "vverde", vazul COLOURED (0,255,255) AS "vazul", vnaranja COLOURED (255,165,0) AS "vnaranja", vrojo COLOURED (255,0,0,0) AS "vrojo", cero AS "cero"

   

  

  Nicolas

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  12/23/2016 at 7:43 PM #19076
  Polnet

  Gracias Nicolás, lo que no salen son barras de volumen rojas, las de ; close>close[x] AND volume > volume[x]

  

  Polnet

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  12/23/2016 at 7:59 PM #19077
  Polnet

  <span class="token comment" spellcheck="true">// Volume con barras de colores</span> <span class="token comment" spellcheck="true">//Periodo=X Generalmente=2</span> <span class="token comment" spellcheck="true">//Media Volumen=y Generalmente =20</span> V<span class="token operator">=</span> <span class="token keyword">volume</span> MV<span class="token operator">=</span> <span class="token indicators">Average</span><span class="token punctuation">[</span>y<span class="token punctuation">]</span><span class="token punctuation">(</span>v<span class="token punctuation">)</span> C <span class="token operator">=</span> <span class="token keyword">close</span> cero<span class="token operator">=</span><span class="token number">0</span> <span class="token comment" spellcheck="true">//Barras verdes</span> <span class="token keyword">IF</span> C <span class="token operator">></span> C<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">AND</span> V <span class="token operator">></span> V<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">then</span> vverde<span class="token operator">=</span>v vazul<span class="token operator">=</span><span class="token number">0</span> vnaranja<span class="token operator">=</span><span class="token number">0</span> vrojo<span class="token operator">=</span><span class="token number">0</span> <span class="token keyword">endif</span> <span class="token comment" spellcheck="true">//Barras azules</span> <span class="token keyword">IF</span> C <span class="token operator">></span> C<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">AND</span> V <span class="token operator"><</span> V<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">then</span> vverde<span class="token operator">=</span><span class="token number">0</span> vazul<span class="token operator">=</span>v vnaranja<span class="token operator">=</span><span class="token number">0</span> vrojo<span class="token operator">=</span><span class="token number">0</span> <span class="token keyword">endif</span> <span class="token comment" spellcheck="true">//Barras naranjas</span> <span class="token keyword">IF</span> C <span class="token operator"><</span> C<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">AND</span> V <span class="token operator"><</span> V<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">then</span> vverde<span class="token operator">=</span><span class="token number">0</span> vazul<span class="token operator">=</span><span class="token number">0</span> vnaranja<span class="token operator">=</span>v vrojo<span class="token operator">=</span><span class="token number">0</span> <span class="token keyword">endif</span> <span class="token comment" spellcheck="true">//Barras rojas</span> <span class="token keyword">IF</span> C <span class="token operator"><</span> C[x] <span class="token keyword">AND</span> V <span class="token operator">></span> V<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">then</span> vverde<span class="token operator">=</span><span class="token number">0</span> vazul<span class="token operator">=</span><span class="token number">0</span> vnaranja<span class="token operator">=</span><span class="token number">0</span> vrojo<span class="token operator">=</span>v <span class="token keyword">endif</span> <span class="token keyword">RETURN</span> MV <span class="token keyword">as</span> <span class="token string">"average"</span><span class="token punctuation">,</span> vverde <span class="token keyword">COLOURED</span> <span class="token punctuation">(</span><span class="token number">102</span><span class="token punctuation">,</span><span class="token number">255</span><span class="token punctuation">,</span><span class="token number">102</span><span class="token punctuation">)</span> <span class="token keyword">AS</span> <span class="token string">"vverde"</span><span class="token punctuation">,</span> vazul <span class="token keyword">COLOURED</span> <span class="token punctuation">(</span><span class="token number">0</span><span class="token punctuation">,</span><span class="token number">255</span><span class="token punctuation">,</span><span class="token number">255</span><span class="token punctuation">)</span> <span class="token keyword">AS</span> <span class="token string">"vazul"</span><span class="token punctuation">,</span> vnaranja <span class="token keyword">COLOURED</span> <span class="token punctuation">(</span><span class="token number">255</span><span class="token punctuation">,</span><span class="token number">165</span><span class="token punctuation">,</span><span class="token number">0</span><span class="token punctuation">)</span> <span class="token keyword">AS</span> <span class="token string">"vnaranja"</span><span class="token punctuation">,</span> vrojo <span class="token keyword">COLOURED</span> <span class="token punctuation">(</span><span class="token number">255</span><span class="token punctuation">,</span><span class="token number">0</span><span class="token punctuation">,</span><span class="token number">0</span><span class="token punctuation">)</span> <span class="token keyword">AS</span> <span class="token string">"vrojo"</span><span class="token punctuation">,</span> cero <span class="token keyword">AS</span> <span class="token string">"cero"</span>

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  <span class="token comment" spellcheck="true">// Volume con barras de colores</span>   <span class="token comment" spellcheck="true">//Periodo=X Generalmente=2</span>   <span class="token comment" spellcheck="true">//Media Volumen=y Generalmente =20</span> V<span class="token operator">=</span> <span class="token keyword">volume</span> MV<span class="token operator">=</span> <span class="token indicators">Average</span><span class="token punctuation">[</span>y<span class="token punctuation">]</span><span class="token punctuation">(</span>v<span class="token punctuation">)</span>   C <span class="token operator">=</span> <span class="token keyword">close</span>   cero<span class="token operator">=</span><span class="token number">0</span>   <span class="token comment" spellcheck="true">//Barras verdes</span> <span class="token keyword">IF</span> C <span class="token operator">></span> C<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">AND</span> V <span class="token operator">></span> V<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">then</span> vverde<span class="token operator">=</span>v vazul<span class="token operator">=</span><span class="token number">0</span> vnaranja<span class="token operator">=</span><span class="token number">0</span> vrojo<span class="token operator">=</span><span class="token number">0</span> <span class="token keyword">endif</span>   <span class="token comment" spellcheck="true">//Barras azules</span>   <span class="token keyword">IF</span> C <span class="token operator">></span> C<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">AND</span> V <span class="token operator"><</span> V<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">then</span> vverde<span class="token operator">=</span><span class="token number">0</span> vazul<span class="token operator">=</span>v vnaranja<span class="token operator">=</span><span class="token number">0</span> vrojo<span class="token operator">=</span><span class="token number">0</span> <span class="token keyword">endif</span>   <span class="token comment" spellcheck="true">//Barras naranjas</span>   <span class="token keyword">IF</span> C <span class="token operator"><</span> C<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">AND</span> V <span class="token operator"><</span> V<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">then</span> vverde<span class="token operator">=</span><span class="token number">0</span> vazul<span class="token operator">=</span><span class="token number">0</span> vnaranja<span class="token operator">=</span>v vrojo<span class="token operator">=</span><span class="token number">0</span> <span class="token keyword">endif</span>   <span class="token comment" spellcheck="true">//Barras rojas</span>   <span class="token keyword">IF</span> C <span class="token operator"><</span> C[x] <span class="token keyword">AND</span> V <span class="token operator">></span> V<span class="token punctuation">[</span>x<span class="token punctuation">]</span> <span class="token keyword">then</span> vverde<span class="token operator">=</span><span class="token number">0</span> vazul<span class="token operator">=</span><span class="token number">0</span> vnaranja<span class="token operator">=</span><span class="token number">0</span> vrojo<span class="token operator">=</span>v <span class="token keyword">endif</span>   <span class="token keyword">RETURN</span> MV <span class="token keyword">as</span> <span class="token string">"average"</span><span class="token punctuation">,</span> vverde <span class="token keyword">COLOURED</span> <span class="token punctuation">(</span><span class="token number">102</span><span class="token punctuation">,</span><span class="token number">255</span><span class="token punctuation">,</span><span class="token number">102</span><span class="token punctuation">)</span> <span class="token keyword">AS</span> <span class="token string">"vverde"</span><span class="token punctuation">,</span> vazul <span class="token keyword">COLOURED</span> <span class="token punctuation">(</span><span class="token number">0</span><span class="token punctuation">,</span><span class="token number">255</span><span class="token punctuation">,</span><span class="token number">255</span><span class="token punctuation">)</span> <span class="token keyword">AS</span> <span class="token string">"vazul"</span><span class="token punctuation">,</span> vnaranja <span class="token keyword">COLOURED</span> <span class="token punctuation">(</span><span class="token number">255</span><span class="token punctuation">,</span><span class="token number">165</span><span class="token punctuation">,</span><span class="token number">0</span><span class="token punctuation">)</span> <span class="token keyword">AS</span> <span class="token string">"vnaranja"</span><span class="token punctuation">,</span> vrojo <span class="token keyword">COLOURED</span> <span class="token punctuation">(</span><span class="token number">255</span><span class="token punctuation">,</span><span class="token number">0</span><span class="token punctuation">,</span><span class="token number">0</span><span class="token punctuation">)</span> <span class="token keyword">AS</span> <span class="token string">"vrojo"</span><span class="token punctuation">,</span> cero <span class="token keyword">AS</span> <span class="token string">"cero"</span>

  

  Polnet

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  12/24/2016 at 6:07 PM #19089
  supertiti

  @ Polnet

  Me parece que tienes que leer hasta final la ultima linea con Return ……

  un saludo

  

  supertiti

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  12/25/2016 at 1:06 PM #19109
  bolsatrilera

  El código es correcto Polnet . Como la versión v10.3 permite el visionado de este indicador en estilo histograma,me he tomado la libertad de incluir una añadidura al código , así como cambiar la nomenclatura “average” en la linea de RETURN,de manera que la media salga por encima de las barras de colores en vez de por detrás.

  // Volume con barras de colores //Periodo=X Generalmente=2 //Media Volumen=y Generalmente =20 V= volume MV= Average[y](v) C = close //Barras verdes IF C > C[x] AND V > V[x] then vverde=v vazul=0 vnaranja=0 vrojo=0 endif //Barras azules IF C > C[x] AND V < V[x] then vverde=0 vazul=v vnaranja=0 vrojo=0 endif //Barras naranjas IF C < C[x] AND V < V[x] then vverde=0 vazul=0 vnaranja=v vrojo=0 endif //Barras rojas IF C < C[x] AND V > V[x] then vverde=0 vazul=0 vnaranja=0 vrojo=v endif RETURN vverde COLOURED (0,153,0)STYLE(histogram) AS "vverde", vazul COLOURED (0,0,255)STYLE(histogram) AS "vazul", vnaranja COLOURED (255,102,0)STYLE(histogram) AS "vnaranja", vrojo COLOURED (255,0,0)STYLE(histogram) AS "vrojo",MV as "average"

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  // Volume con barras de colores   //Periodo=X Generalmente=2   //Media Volumen=y Generalmente =20 V= volume MV= Average[y](v)   C = close   //Barras verdes IF C > C[x] AND V > V[x] then vverde=v vazul=0 vnaranja=0 vrojo=0 endif   //Barras azules   IF C > C[x] AND V < V[x] then vverde=0 vazul=v vnaranja=0 vrojo=0 endif   //Barras naranjas   IF C < C[x] AND V < V[x] then vverde=0 vazul=0 vnaranja=v vrojo=0 endif   //Barras rojas   IF C < C[x] AND V > V[x] then vverde=0 vazul=0 vnaranja=0 vrojo=v endif   RETURN  vverde COLOURED (0,153,0)STYLE(histogram) AS "vverde", vazul COLOURED (0,0,255)STYLE(histogram) AS "vazul", vnaranja COLOURED (255,102,0)STYLE(histogram) AS "vnaranja", vrojo COLOURED (255,0,0)STYLE(histogram) AS "vrojo",MV as "average"

   

  

  bolsatrilera

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  12/25/2016 at 4:45 PM #19113
  Nicolas

  Otro indicador para publicar la biblioteca 🙂
  Gracias por compartir ideas.

  

  Nicolas

  Keymaster

  Topics: 81

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