PRC Alma MACD – get values from superior timeframe

• 02/08/2018 at 9:40 PM #62076
  Abz

  Hello

  if we are using this indicator on 10 min chart  with standard value as in the code and if we want to use it on 1 min chart and obtain same values on the indicator as it was on 10 min chart is then enought to change only fastMA and SlowMA? like 12*10 and 26*10 ? i did try that but i dont get the same value on the indicator.

   

  //PRC_ALMA MACD | indicator //17.09.2016 //parameters // Sigma = 4 // Offset = 0.85 // Fast = 12 // Slow = 26 // Signal = 9 Price = customclose //---Fast MA m = (Offset * (Fast - 1)) s = Fast/Sigma WtdSum = 0 CumWt = 0 for k = 0 to Fast - 1 do Wtd = Exp(-((k-m)*(k-m))/(2*s*s)) WtdSum = WtdSum + Wtd * Price[Fast - 1 - k] CumWt = CumWt + Wtd next FastMA = WtdSum / CumWt //---Slow MA n = (Offset * (Slow - 1)) t = Slow/Sigma SWtdSum = 0 SCumWt = 0 for k = 0 to Slow - 1 do SWtd = Exp(-((k-n)*(k-n))/(2*t*t)) SWtdSum = SWtdSum + SWtd * Price[Slow - 1 - k] SCumWt = SCumWt + SWtd next SlowMA = SWtdSum / SCumWt //---MACD ALMAMACD = FastMA-SlowMA //---Signal MA n = (Offset * (Signal - 1)) t = Signal/Sigma SWtdSum = 0 SCumWt = 0 for k = 0 to Signal - 1 do SWtd = Exp(-((k-n)*(k-n))/(2*t*t)) SWtdSum = SWtdSum + SWtd * ALMAMACD[Signal - 1 - k] SCumWt = SCumWt + SWtd next SignalMACD = SWtdSum / SCumWt RETURN ALMAMACD as "ALMA MACD", SignalMACD as "Signal line"

  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

  //PRC_ALMA MACD | indicator //17.09.2016 //parameters // Sigma = 4 // Offset = 0.85 // Fast = 12 // Slow = 26 // Signal = 9   Price = customclose   //---Fast MA m = (Offset * (Fast - 1)) s = Fast/Sigma WtdSum = 0 CumWt  = 0 for k = 0 to Fast - 1 do Wtd = Exp(-((k-m)*(k-m))/(2*s*s)) WtdSum = WtdSum + Wtd * Price[Fast - 1 - k] CumWt = CumWt + Wtd next FastMA = WtdSum / CumWt   //---Slow MA n = (Offset * (Slow - 1)) t = Slow/Sigma SWtdSum = 0 SCumWt  = 0 for k = 0 to Slow - 1 do SWtd = Exp(-((k-n)*(k-n))/(2*t*t)) SWtdSum = SWtdSum + SWtd * Price[Slow - 1 - k] SCumWt = SCumWt + SWtd next SlowMA = SWtdSum / SCumWt   //---MACD ALMAMACD = FastMA-SlowMA   //---Signal MA n = (Offset * (Signal - 1)) t = Signal/Sigma SWtdSum = 0 SCumWt  = 0 for k = 0 to Signal - 1 do SWtd = Exp(-((k-n)*(k-n))/(2*t*t)) SWtdSum = SWtdSum + SWtd * ALMAMACD[Signal - 1 - k] SCumWt = SCumWt + SWtd next SignalMACD = SWtdSum / SCumWt   RETURN ALMAMACD as "ALMA MACD", SignalMACD as "Signal line"

   

  

  Abz

  Participant

  Topics: 55

  Replies: 83

  Been thanked: 8 times
  02/09/2018 at 11:33 AM #62110
  Nicolas

  That’s right, you can get reasonable accurate values, but not exactly the same, because the Close of a 10 minutes chart is not the same as the concatenation of 10 1minute bars. As long as ProBuilder not have multi timeframe support or variables arrays, it would be very hard to custom code something really relevant for that purpose.

  1 user thanked author for this post.

  Abz

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
• Author
  Posts