Indicateur maison non performant

• 11/03/2022 at 11:31 AM #203471
  finplus

  Bonjour,

  j’ai programmé le petit indicateur suivant : il permet de calculer l’écart entre le cours et la kama + deux moyennes correspondant chacune à la moyenne des cours lorsqu’ils sont au dessus de la KAMA200 et à la moyenne des cours lorsqu’ils sont au dessous de la KAMA200.

  Je voudrais bâtir ensuite un filtre qui me permet d’entrer en position longue si l’écart est en dessous de la moyenne “haute” ou short si l’écart est au dessus de la moyenne basse.

  J’ai programmé ce “filtre” que j’ajoute à mes conditions d’entrée en position mais cela ne donne pas les résultats attendus.

  //////////////////////////////// Distance Cours KAMA

  DistanceKama4h, EcartUp4h, EcartDn4h, ignored, ignored, ignored, ignored, ignored = CALL “Distance cours / KAMA”(close)

  FilterKamaUp4h = (DistanceKama4h < EcartUp4h)
  FilterKamaDn4h = (DistanceKama4h > EcartDn4h)

  quelqu’un peut-il m’aider SVP?

  Merci d’avance.

  Indicateur maison

  // KAMA200 Period1 = 200 FastPeriod1 = 2 SlowPeriod1 = 30 Fastest1 = 2 / (FastPeriod1 + 1) Slowest1 = 2 / (SlowPeriod1 + 1) if barindex < Period1+1 then Kama200=close else Num1 = abs(close-close[Period1]) Den1 = summation[Period1](abs(close-close[1])) ER1 = Num1 / Den1 Alpha1 = SQUARE(ER1 *(Fastest1 - Slowest1 )+ Slowest1) KAMA200 = (Alpha1 * Close) + ((1 -Alpha1)* Kama200[1]) endif Period = 50 xClose = (Open+High+Low+Close)/4 Distance = xclose- kama200 if distance > 0 then distanceUp = distance endif if distance < 0 then distanceDn = distance endif EcartUp = exponentialaverage[period](distanceup) EcartDn = exponentialaverage[period](distanceDn) if ecartUp > -ecartDn then spreadUp = ecartUp elsif ecartUp < -ecartDn then spreadUp = -ecartDn endif if ecartDn < -ecartUp then spreadDn = ecartDn elsif ecartDn > -ecartUp then spreadDn = -ecartUp endif period = 50 dev = 2.0 data = Distance MA = average[period](data) BolUp = average[50](ecartUp+STD[period]*dev) BolDn = average[50](ecartUp-STD[period]*dev) return Distance as "distance", spreadUp as "EcartUp", spreadDn as "EcartDn", BolUp as "Boll Sup", BolDn as "Boll Inf", MA as "Boll Milieu"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64

  // KAMA200   Period1 = 200 FastPeriod1 = 2 SlowPeriod1 = 30 Fastest1 = 2 / (FastPeriod1 + 1) Slowest1 = 2 / (SlowPeriod1 + 1) if barindex < Period1+1 then Kama200=close else Num1 = abs(close-close[Period1]) Den1 = summation[Period1](abs(close-close[1])) ER1 = Num1 / Den1 Alpha1 = SQUARE(ER1 *(Fastest1 - Slowest1 )+ Slowest1) KAMA200 = (Alpha1 * Close) + ((1 -Alpha1)* Kama200[1]) endif   Period = 50     xClose = (Open+High+Low+Close)/4     Distance = xclose- kama200     if distance > 0 then distanceUp = distance endif   if distance < 0 then distanceDn = distance endif     EcartUp = exponentialaverage[period](distanceup) EcartDn = exponentialaverage[period](distanceDn)     if ecartUp > -ecartDn then spreadUp = ecartUp elsif ecartUp < -ecartDn then spreadUp = -ecartDn endif   if ecartDn < -ecartUp then spreadDn = ecartDn elsif ecartDn > -ecartUp then spreadDn = -ecartUp endif   period = 50 dev = 2.0 data = Distance MA = average[period](data) BolUp = average[50](ecartUp+STD[period]*dev) BolDn = average[50](ecartUp-STD[period]*dev)       return Distance as "distance", spreadUp as "EcartUp", spreadDn as "EcartDn", BolUp as "Boll Sup", BolDn as "Boll Inf", MA as "Boll Milieu"

   

  

  finplus

  Participant

  Topics: 114

  Replies: 446

  Been thanked: 12 times
  11/03/2022 at 6:12 PM #203489
  finplus

  Bonsoir,

  je mets la bonne formule.

  //////////////////////////////// Distance Cours KAMA

  DistanceKama4h, EcartUp4h, EcartDn4h, ignored, ignored, ignored = CALL “Distance cours / KAMA”(close)
  FilterKamaUp4h = (DistanceKama4h < EcartUp4h)
  FilterKamaDn4h = (DistanceKama4h > EcartDn4h)

  

  finplus

  Participant

  Topics: 114

  Replies: 446

  Been thanked: 12 times
  11/06/2022 at 3:41 PM #203642
  finplus

  Bonjour,

  merci de ne pas tenir compte de ma demande. J’ai résolu le problème.

   

  

  finplus

  Participant

  Topics: 114

  Replies: 446

  Been thanked: 12 times
• Author
  Posts