range giornaliero ad ogni candela confrontato con quello dei gg precedenti

• 10/21/2024 at 11:20 AM #239290
  Gabriele Battista

  Vorrei costruire un indicatore che ad ogni candela mi fornisca il valore del range giornaliero fino a quel momento e lo confronti con il valor medio alla stessa candela dei 5 e 22 gg precedenti. Grazie

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  Carburo

  

  Gabriele Battista

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  10/21/2024 at 4:26 PM #239297
  Iván

  Hola. Aquí tienes un indicador que calcula el rango diario.

  timeframe(daily) rangeToday=range rangeAvg5=average[5](rangeToday) rangeAvg22=average[22](rangeToday) return rangeToday as "Current Range", rangeAvg5 as "Average Range 5d",rangeAvg22 as "Average Range 22d"

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  timeframe(daily) rangeToday=range rangeAvg5=average[5](rangeToday) rangeAvg22=average[22](rangeToday)   return rangeToday as "Current Range", rangeAvg5 as "Average Range 5d",rangeAvg22 as "Average Range 22d"

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  robertogozzi

  

  Iván

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  10/21/2024 at 4:56 PM #239300
  Gabriele Battista

  grazie ma non funziona, allego il grafico del dax future 8:00-22:00. il range medio a 5 e 22 giorni ha subito un valore molto alto alla prima candela …

  

  Gabriele Battista

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  10/22/2024 at 11:55 AM #239325
  robertogozzi

  Quello è il range giornaliero e funziona perfettamente.

  Se lo desideri per un periodo specifico il codice cambia, questo è dalle 08:00 alle 22:00:

  ONCE P1 = 22 ONCE P2 = 5 ONCE RangeDaily = 0 ONCE RangeOdierno = 0 IF BarIndex = 0 THEN FOR i = 1 TO max(P1,P2) $myRange[i] = 0 NEXT ENDIF IF OpenTime = 080000 THEN Massimo = high Minimo = low $myRange[0] = 1 ENDIF Massimo = max(Massimo,high) Minimo = min(Minimo,low) RangeOdierno = Massimo - Minimo IF (OpenTime = 220000) AND (OpenTime <> OpenTime[1]) AND ($myRange[0] = 1) THEN $myRange[0] = 0 Media22 = 0 Media5 = 0 FOR i = max(P1,P2) DOWNTO 2 $myRange[i] = $myRange[i - 1] Media22 = Media22 + $myRange[i] IF i <= min(P1,P2) then Media5 = Media5 + $myRange[i] ENDIF NEXT $myRange[1] = RangeOdierno Media22 = round((Media22 + $myRange[1]) / max(P1,P2),1) Media5 = round((Media5 + $myRange[1]) / min(P1,P2),1) ENDIF return RangeOdierno AS "Range oggi",Media5 AS "Range 5gg",Media22 AS "Range 22gg"

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  ONCE P1           = 22 ONCE P2           = 5 ONCE RangeDaily   = 0 ONCE RangeOdierno = 0 IF BarIndex = 0 THEN    FOR i = 1 TO max(P1,P2)       $myRange[i] = 0    NEXT ENDIF IF OpenTime = 080000 THEN    Massimo     = high    Minimo      = low    $myRange[0] = 1 ENDIF Massimo      = max(Massimo,high) Minimo       = min(Minimo,low) RangeOdierno = Massimo - Minimo IF (OpenTime = 220000) AND (OpenTime <> OpenTime[1]) AND ($myRange[0] = 1) THEN    $myRange[0] = 0    Media22     = 0    Media5      = 0    FOR i = max(P1,P2) DOWNTO 2       $myRange[i] = $myRange[i - 1]       Media22     = Media22 + $myRange[i]       IF i <= min(P1,P2) then          Media5   = Media5  + $myRange[i]       ENDIF    NEXT    $myRange[1]  = RangeOdierno    Media22      = round((Media22 + $myRange[1]) / max(P1,P2),1)    Media5       = round((Media5  + $myRange[1]) / min(P1,P2),1) ENDIF return RangeOdierno AS "Range oggi",Media5 AS "Range 5gg",Media22 AS "Range 22gg"

  

  robertogozzi

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