Indicateur Jack Weinberg

• 04/13/2017 at 8:31 AM #31912
  Carl

  Ci-dessous une demande qui a été envoyée à ProRealTime :

  Pourriez-vous svp créer l’indicateur de range de Jack Weinberg ?

  La littérature sur internet est très limitée donc je n’ai trouvé qu’un code pour la plateforme AMIBROKER.

  /* TRI.AFL v 1.00 17/10/2001 /* TRI - The Range Indicator /* Developed by Jack L. Weinberg /* From Technical Analysis of Stocks and Commodities, V13:6 (238-242) /* Coded by Marek Chlopek, October 2001 /* Support from Tomasz Janeczko and Amibroker Mailing List members - THANKS!!! */ /* ************************************************************************** */ /* StochRange - first step in constructing the TRI /* StochRange - an oscillator of the ratio of the daily true range with the intraday range /* Value1 - Today's True Range divided by today's close minus yesterday's close unless C-Ref(C,-1) < 0 then Value1 = True Range /* Value2 - the lowest value of Value1, over the last q days /* Value3 - the highest value of Value1, over the last q days */ q = 10; /* stochastic period */ Value1 = IIf(Close > Ref(Close, -1), ATR(1) / (Close - Ref(Close, -1)), ATR(1)); Value2 = LLV(Value1, q); Value3 = HHV(Value1, q); StochRange = IIf((Value3 - Value2) > 0, 100 * (Value1 - Value2) / (Value3 - Value2), 100 * (Value1 - Value2)); /* The Range Indicator - TRI by J.L Weinberg /* The Range Indicator - smooth StochRange using an exponential moving average of m periods */ m = 3; /* exponential smoothing period */ TRI = EMA(StochRange, m); /* ************************************************************************** */ /* Graphic presentation in Amibroker */ MaxGraph = 1; Graph0 = TRI; Title = Name() + " - TRI = " + WriteVal(Graph0, 1.2) + " %"; /* ************************************************************************** */ /* Exploration in Amibroker */ Filter = 1; NumColumns = 2; Column0 = StochRange; Column0Name = "StochRange"; Column0Format = 1.2; Column1 = TRI; Column1Name = "TRI"; Column1Format = 1.2; /* ************************************************************************** */ /* END TRI Indicator Formula */

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  /* TRI.AFL v 1.00 17/10/2001 /* TRI - The Range Indicator /* Developed by Jack L. Weinberg /* From Technical Analysis of Stocks and Commodities, V13:6 (238-242) /* Coded by Marek Chlopek, October 2001 /* Support from Tomasz Janeczko and Amibroker Mailing List members - THANKS!!! */ /* ************************************************************************** */ /* StochRange - first step in constructing the TRI /* StochRange - an oscillator of the ratio of the daily true range with the intraday range /* Value1 - Today's True Range divided by today's close minus yesterday's close unless C-Ref(C,-1) < 0 then Value1 = True Range /* Value2 - the lowest value of Value1, over the last q days /* Value3 - the highest value of Value1, over the last q days */ q = 10; /* stochastic period */ Value1 = IIf(Close > Ref(Close, -1), ATR(1) / (Close - Ref(Close, -1)), ATR(1)); Value2 = LLV(Value1, q); Value3 = HHV(Value1, q); StochRange = IIf((Value3 - Value2) > 0, 100 * (Value1 - Value2) / (Value3 - Value2), 100 * (Value1 - Value2)); /* The Range Indicator - TRI by J.L Weinberg /* The Range Indicator - smooth StochRange using an exponential moving average of m periods */ m = 3; /* exponential smoothing period */ TRI = EMA(StochRange, m); /* ************************************************************************** */ /* Graphic presentation in Amibroker */ MaxGraph = 1; Graph0 = TRI; Title = Name() + " - TRI = " + WriteVal(Graph0, 1.2) + " %"; /* ************************************************************************** */ /* Exploration in Amibroker */ Filter = 1; NumColumns = 2; Column0 = StochRange;   Column0Name = "StochRange"; Column0Format = 1.2; Column1 = TRI;      Column1Name = "TRI";        Column1Format = 1.2; /* ************************************************************************** */ /* END TRI Indicator Formula */

   

  Et une proposition de réponse :

  Once period = 10 Once smoothing = 3 atr = AverageTrueRange[1](Close) value1 = atr If Close > Close[1] then value1 = atr / (Close - Close[1]) Endif value2 = Lowest[period](value1) value3 = Highest[period](value1) stochRange = 100*(value1 - value2) If (value3 - value2) > 0 then stochRange = 100*(value1 - value2) / (value3 - value2) Endif tri = ExponentialAverage[smoothing](stochRange) Return tri as "TRI"

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  Once period = 10 Once smoothing = 3   atr = AverageTrueRange[1](Close) value1 = atr If Close > Close[1] then    value1 = atr / (Close - Close[1]) Endif   value2 = Lowest[period](value1) value3 = Highest[period](value1)   stochRange = 100*(value1 - value2) If (value3 - value2) > 0 then    stochRange = 100*(value1 - value2) / (value3 - value2) Endif   tri = ExponentialAverage[smoothing](stochRange)   Return tri as "TRI"

   

  

  Carl

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