Moving Average Difference Indicator – J. Ehlers

This topic has 5 replies, 3 voices, and was last updated 3 years ago by robertogozzi.

Tagged: Ehlers, John, john ehlers, mad, madh

Viewing 6 posts - 1 through 6 (of 6 total)

10/22/2021 at 9:28 AM #180141

BF___

Convert to  ProCODE
{
	MAD (Moving Average Difference) Indicator
	(C) 2021 John F. Ehlers
}

Inputs:
	ShortLength(8),
	LongLength(23);
	
Vars:
	MAD(0);

MAD = 100*(Average(Close, ShortLength) - Average(Close, LongLength)) / Average(Close, LongLength);

Plot1(MAD, "", red, 4, 4);
Plot2(0,"", white, 1, 1);

Convert to ProCODE

{

MAD (Moving Average Difference) Indicator

}

Inputs:

ShortLength(8),

LongLength(23);

Vars:

MAD(0);

MAD = 100*(Average(Close, ShortLength) - Average(Close, LongLength)) / Average(Close, LongLength);

Plot1(MAD, "", red, 4, 4);

Plot2(0,"", white, 1, 1);

BF___

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10/22/2021 at 9:53 AM #180150

Nicolas

Ok lo farò, ma per favore la prossima volta aggiungi una descrizione completa e uno screenshot del codice originale, mi aiuta molto e velocizza il processo di conversione! Questo codice è probabilmente una normalizzazione di un MACD.

Nicolas

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10/22/2021 at 9:55 AM #180152

Nicolas

Ecco il codice tradotto e compatibile con ProRealTime per "Moving Average Difference Indicator – J. Ehlers"

ShortLength=8
LongLength=23

MAD = 100*(Average[ShortLength] - Average[LongLength]) / Average[LongLength]

RETURN MAD coloured(255,0,0) style(line,4), 0

ShortLength=8

LongLength=23

MAD = 100*(Average[ShortLength] - Average[LongLength]) / Average[LongLength]

RETURN MAD coloured(255,0,0) style(line,4), 0

Nicolas

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10/22/2021 at 10:16 AM #180158

BF___

ok, grazie mille davvero! ti invio anche l’evoluzione di questo codice che si chiama MADH

BF___

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10/22/2021 at 2:00 PM #180187

BF___

{
	MADH (Moving Average Difference - Hann) Indicator	
	(C) 2021 John F. Ehlers
}

Inputs:
	ShortLength(8),
	DominantCycle(27);
	
Vars:
	LongLength(20),
	Filt1(0),
	Filt2(0), 
	coef(0),
	count(0),
	MADH(0);
	
LongLength = IntPortion(ShortLength + DominantCycle / 2);

Filt1 = 0;
coef = 0;
For count = 1 to ShortLength Begin
	Filt1 = Filt1 + (1 - Cosine(360*count / (ShortLength + 1)))*Close[count - 1];
	coef = coef + (1 - Cosine(360*count / (ShortLength + 1)));
End;
If coef <> 0 Then Filt1 = Filt1 / coef;

Filt2 = 0;
coef = 0;
For count = 1 to LongLength Begin
	Filt2 = Filt2 + (1 - Cosine(360*count / (LongLength + 1)))*Close[count - 1];
	coef = coef + (1 - Cosine(360*count / (LongLength + 1)));
End;
If coef <> 0 Then Filt2 = Filt2 / coef;

//Computed as percentage of price
If Filt2 <> 0 Then MADH = 100*(Filt1 - Filt2) / Filt2;

Plot1(MADH, "", yellow, 4, 4);
Plot2(0, "", white, 1, 1);

{

MADH (Moving Average Difference - Hann) Indicator

}

Inputs:

ShortLength(8),

DominantCycle(27);

Vars:

LongLength(20),

Filt1(0),

Filt2(0),

coef(0),

count(0),

MADH(0);

LongLength = IntPortion(ShortLength + DominantCycle / 2);

Filt1 = 0;

coef = 0;

For count = 1 to ShortLength Begin

Filt1 = Filt1 + (1 - Cosine(360*count / (ShortLength + 1)))*Close[count - 1];

coef = coef + (1 - Cosine(360*count / (ShortLength + 1)));

End;

If coef <> 0 Then Filt1 = Filt1 / coef;

Filt2 = 0;

coef = 0;

For count = 1 to LongLength Begin

Filt2 = Filt2 + (1 - Cosine(360*count / (LongLength + 1)))*Close[count - 1];

coef = coef + (1 - Cosine(360*count / (LongLength + 1)));

End;

If coef <> 0 Then Filt2 = Filt2 / coef;

//Computed as percentage of price

If Filt2 <> 0 Then MADH = 100*(Filt1 - Filt2) / Filt2;

Plot1(MADH, "", yellow, 4, 4);

Plot2(0, "", white, 1, 1);

BF___

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10/22/2021 at 3:37 PM #180194

robertogozzi

Eccolo:

// MADH indicator
//
// (MAD Enhanced by John Ehlers)
//
// https://www.tradingview.com/script/vraaRpAA-TASC-2021-11-MADH-Moving-Average-Difference-Hann/
//
Source       = close
ShortLen     = 8
DomCycle     = 27
LongLen      = round((DomCycle * 0.5) + ShortLen)
PI           = 3.14159//26535897932
PIx2LongLen  = PI * 2.0 / (LongLen  + 1)
PIx2ShortLen = PI * 2.0 / (ShortLen + 1)
filt1        = 0
coefs        = 0
FOR count = 1 TO ShortLen
   coefHann = 1 - cos(count * PIx2ShortLen)
   filt1    = filt1 + (coefHann * source[count - 1])
   coefs    = coefs + coefHann
NEXT
filt1       = filt1 / coefs
filt2       = 0
coefs       = 0
FOR count = 1 TO LongLen
   coefHann = 1 - cos(count * PIx2LongLen)
   filt2    = filt2 + (coefHann * source[count - 1])
   coefs    = coefs + coefHann
NEXT
filt2       = filt2 / coefs
MadH        = (filt1 - filt2) / filt2 * 100
RETURN MadH AS "MADH"

// MADH indicator

// (MAD Enhanced by John Ehlers)

// https://www.tradingview.com/script/vraaRpAA-TASC-2021-11-MADH-Moving-Average-Difference-Hann/

Source = close

ShortLen = 8

DomCycle = 27

LongLen = round((DomCycle * 0.5) + ShortLen)

PI = 3.14159//26535897932

PIx2LongLen = PI * 2.0 / (LongLen + 1)

PIx2ShortLen = PI * 2.0 / (ShortLen + 1)

filt1 = 0

coefs = 0

FOR count = 1 TO ShortLen

coefHann = 1 - cos(count * PIx2ShortLen)

filt1 = filt1 + (coefHann * source[count - 1])

coefs = coefs + coefHann

filt1 = filt1 / coefs

filt2 = 0

coefs = 0

FOR count = 1 TO LongLen

coefHann = 1 - cos(count * PIx2LongLen)

filt2 = filt2 + (coefHann * source[count - 1])

coefs = coefs + coefHann

filt2 = filt2 / coefs

MadH = (filt1 - filt2) / filt2 * 100

RETURN MadH AS "MADH"

robertogozzi

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