Rangebound CCI

• 08/07/2021 at 11:02 AM #174862
  carlvan

  Bonjour,

  J’ai essayé sans succès de codifier en PRT une formule AFL (Amibroker), au demeurant très simple.
  Le problème est que le résultat en PRT ne correspond; je pense que c’est dû au fait qu’il n’y a pas de fonction “tangente hyperbolique” dans PRT, ou bien devrais-je utiliser ATAN (arc tangente)?? Je dois dire que j’ai oublié mes cours de trigonométrie 😉

  Voici le code en AFL:

  _SECTION_BEGIN(“CCI special”);
  specperiod=Param(“CCI_Period”,14,1,100,1);
  scaleCCI=StDev(CCI(specperiod),3* specperiod); //scale CCI swing
  rbCCI=0.5*(1+tanh(CCI(specperiod)/scaleCCI));
  rbCCI=25*rbCCI; //CCIboundto[0,50]
  rb=rbCCI;
  Plot( rb, “RangeBound_CCI “+ specperiod, ParamColor( “Color”, colorCycle ), ParamStyle(“Style”) );
  Plot( 5, “”, colorWhite);
  Plot( 20, “”,colorWhite);
  _SECTION_END();

  Voici mon code en PRT, mais qui ne fonctionne pas:

  period=14 scalecci= STD[3*period](cci[period]) rbcci= 0.5*(1+TAN(cci[period]/scalecci )) rbcci= 25*rbcci rb= rbcci return rb as "RB CCI", 5 as "5", 20 as "20"

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  period=14 scalecci= STD[3*period](cci[period]) rbcci= 0.5*(1+TAN(cci[period]/scalecci )) rbcci= 25*rbcci rb= rbcci return rb as "RB CCI", 5 as "5", 20 as "20"

   

  Merci de toute aide, cher Nicolas.

  Carl Vanhaesendonck

  

  carlvan

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  08/07/2021 at 12:40 PM #174867
  JC_Bywan

  Bonjour,

  reconstitution de la tangente hyperbolique à partir de l’exponentielle (et supposition que le reste de la traduction de code était ok), image attachée du dow ut jour pour comparer au chart amibroker:

  period=14 scalecci= STD[3*period](cci[period]) arg= cci[period]/scalecci tanharg= (1-exp(-2*arg))/(1+exp(-2*arg)) rbcci= 0.5*(1+tanharg) rb= 25*rbcci return rb as "RB CCI", 5 as "5", 20 as "20"

  1 2 3 4 5 6 7 8 9 10

  period=14 scalecci= STD[3*period](cci[period])   arg= cci[period]/scalecci tanharg= (1-exp(-2*arg))/(1+exp(-2*arg))   rbcci= 0.5*(1+tanharg) rb= 25*rbcci   return rb as "RB CCI", 5 as "5", 20 as "20"

   

  

  JC_Bywan

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  08/07/2021 at 2:01 PM #174872
  carlvan

  Merci beaucoup – c’est parfait !

  

  carlvan

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  08/08/2021 at 2:07 PM #174927
  Zigo

  The same calculation can be done with SMI (14, 5, 3) for example. The indicator becomes more gentle.

  

  Zigo

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  08/08/2021 at 3:13 PM #174933
  carlvan

  Zigo – thank you and indeed, SMI works well when “rangebounded”. I guess this should be tested for other indicators too.

  

  carlvan

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  08/08/2021 at 4:48 PM #174938
  Zigo

  Maybe also other TF’s

  

  Zigo

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