RSI Wave Signals

• 02/23/2025 at 11:48 AM #244215
  Bateson

  Bonjour

  J’ai essayé de coder l’indicateur de trading Vieuw ci-dessous mais il affiche des erreurs que je n’arrive pas à corrier.

  Je vous remercie par avance de vos retours  !

  RSI Wave Signals

  // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © bartua // Optimized Trend Tracker function under copyright and courtesy of KivancOzbilgic. //@version=5 indicator("RSI Wave Signals", overlay=false) period1 = input(2,"Period For MA") mtp1 = input.float(0.7,"Trailing Percentage of MA",step=0.1) rsiLength = input(12,"RSI Length") ottFunction(src,length,percent)=> valpha=2/(length+1) vud1=src>src[1] ? src-src[1] : 0 vdd1=src<src[1] ? src[1]-src : 0 vUD=math.sum(vud1,9) vDD=math.sum(vdd1,9) vCMO=nz((vUD-vDD)/(vUD+vDD)) VAR=0.0 VAR:=nz(valpha*math.abs(vCMO)*src)+(1-valpha*math.abs(vCMO))*nz(VAR[1]) MAvg=VAR fark=MAvg*percent*0.01 longStop = MAvg - fark longStopPrev = nz(longStop[1], longStop) longStop := MAvg > longStopPrev ? math.max(longStop, longStopPrev) : longStop shortStop = MAvg + fark shortStopPrev = nz(shortStop[1], shortStop) shortStop := MAvg < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop dir = 1 dir := nz(dir[1], dir) dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir MT = dir==1 ? longStop: shortStop OTT=MAvg>MT ? MT*(200+percent)/200 : MT*(200-percent)/200 [dir,OTT[2],MAvg] //MACD Calculations// rsi = ta.rsi(close,rsiLength)+1000 [dir1,ott1,sl1] = ottFunction(rsi,period1,mtp1) plot(ott1,title="OTT",linewidth=1,color=color.white) plot(sl1,title="SL",linewidth=2,color=color.aqua) overSoldLevel = input(40,title="Oversold Level") +1000 overBoughtLevel = input(60,title="Overbought Level") +1000 plot(overSoldLevel, title="Oversold",style=plot.style_circles,color=color.blue) plot(overBoughtLevel, title="Overbought",style=plot.style_circles,color=color.blue)

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  // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © bartua   // Optimized Trend Tracker function under copyright and courtesy of KivancOzbilgic.   //@version=5 indicator("RSI Wave Signals", overlay=false)   period1 = input(2,"Period For MA") mtp1 = input.float(0.7,"Trailing Percentage of MA",step=0.1)     rsiLength = input(12,"RSI Length")   ottFunction(src,length,percent)=>     valpha=2/(length+1)     vud1=src>src[1] ? src-src[1] : 0     vdd1=src<src[1] ? src[1]-src : 0     vUD=math.sum(vud1,9)     vDD=math.sum(vdd1,9)     vCMO=nz((vUD-vDD)/(vUD+vDD))     VAR=0.0     VAR:=nz(valpha*math.abs(vCMO)*src)+(1-valpha*math.abs(vCMO))*nz(VAR[1])     MAvg=VAR     fark=MAvg*percent*0.01     longStop = MAvg - fark     longStopPrev = nz(longStop[1], longStop)     longStop := MAvg > longStopPrev ? math.max(longStop, longStopPrev) : longStop     shortStop =  MAvg + fark     shortStopPrev = nz(shortStop[1], shortStop)     shortStop := MAvg < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop     dir = 1     dir := nz(dir[1], dir)     dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir     MT = dir==1 ? longStop: shortStop     OTT=MAvg>MT ? MT*(200+percent)/200 : MT*(200-percent)/200     [dir,OTT[2],MAvg]   //MACD Calculations//   rsi = ta.rsi(close,rsiLength)+1000   [dir1,ott1,sl1] = ottFunction(rsi,period1,mtp1)   plot(ott1,title="OTT",linewidth=1,color=color.white) plot(sl1,title="SL",linewidth=2,color=color.aqua)   overSoldLevel = input(40,title="Oversold Level") +1000 overBoughtLevel = input(60,title="Overbought Level") +1000   plot(overSoldLevel, title="Oversold",style=plot.style_circles,color=color.blue) plot(overBoughtLevel, title="Overbought",style=plot.style_circles,color=color.blue)

   

  

  Bateson

  Participant

  Topics: 11

  Replies: 17

  Been thanked: 2 times
  02/23/2025 at 11:50 AM #244216
  Bateson

  Voici ma tentative de codage avec ProBuilder

  RSI Wave Signals

  // Déclaration des paramètres DEFPARAM Cumulateorders = True // Entrée des paramètres period1 = 2 mtp1 = 0.7 rsiLength = 12 overSoldLevel = 40 + 1000 overBoughtLevel = 60 + 1000 // Fonction OTT src = rsi length = period1 percent = mtp1 valpha = 2 / (length + 1) vUD = SUMmation(IF(src > REF(src, 1), src - REF(src, 1), 0), 9) vDD = SUM(IF(src < REF(src, 1), REF(src, 1) - src, 0), 9) vCMO = (vUD - vDD) / (vUD + vDD) VAR = rsi VAR = valpha * ABS(vCMO) * src + (1 - valpha * ABS(vCMO)) * VAR MAvg = VAR fark = MAvg * percent * 0.01 longStop = MAvg - fark longStop = IIF(MAvg > longStop, MAX(longStop, longStop), longStop) shortStop = MAvg + fark shortStop = IIF(MAvg < shortStop, MIN(shortStop, shortStop), shortStop) dir = 1 IF dir = -1 AND MAvg > REF(shortStop, 1) THEN dir = 1 IF dir = 1 AND MAvg < REF(longStop, 1) THEN dir = -1 MT = IIF(dir == 1, longStop, shortStop) OTT = IIF(MAvg > MT, MT * (200 + percent) / 200, MT * (200 - percent) / 200) // Calcul RSI rsi = RSI[ rsiLength ](close) + 1000 // Calcul OTT // Calcul de OTT directement dir1 = dir ott1 = OTT sl1 = MAvg // Affichage des courbes GRAPH ott1 AS "OTT" COLOURED(255,255,255) GRAPH sl1 AS "SL" COLOURED(0,255,255) GRAPH overSoldLevel AS "Oversold" COLOURED(0,0,255) GRAPH overBoughtLevel AS "Overbought" COLOURED(0,0,255)

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  // Déclaration des paramètres DEFPARAM Cumulateorders = True   // Entrée des paramètres period1 = 2 mtp1 = 0.7 rsiLength = 12 overSoldLevel = 40 + 1000 overBoughtLevel = 60 + 1000   // Fonction OTT src = rsi length = period1 percent = mtp1   valpha = 2 / (length + 1) vUD = SUMmation(IF(src > REF(src, 1), src - REF(src, 1), 0), 9) vDD = SUM(IF(src < REF(src, 1), REF(src, 1) - src, 0), 9) vCMO = (vUD - vDD) / (vUD + vDD) VAR = rsi VAR = valpha * ABS(vCMO) * src + (1 - valpha * ABS(vCMO)) * VAR MAvg = VAR fark = MAvg * percent * 0.01 longStop = MAvg - fark longStop = IIF(MAvg > longStop, MAX(longStop, longStop), longStop) shortStop = MAvg + fark shortStop = IIF(MAvg < shortStop, MIN(shortStop, shortStop), shortStop) dir = 1 IF dir = -1 AND MAvg > REF(shortStop, 1) THEN dir = 1 IF dir = 1 AND MAvg < REF(longStop, 1) THEN dir = -1 MT = IIF(dir == 1, longStop, shortStop) OTT = IIF(MAvg > MT, MT * (200 + percent) / 200, MT * (200 - percent) / 200)       // Calcul RSI rsi = RSI[ rsiLength ](close) + 1000   // Calcul OTT // Calcul de OTT directement dir1 = dir ott1 = OTT sl1 = MAvg   // Affichage des courbes GRAPH ott1 AS "OTT" COLOURED(255,255,255) GRAPH sl1 AS "SL" COLOURED(0,255,255) GRAPH overSoldLevel AS "Oversold" COLOURED(0,0,255) GRAPH overBoughtLevel AS "Overbought" COLOURED(0,0,255)

  

  Bateson

  Participant

  Topics: 11

  Replies: 17

  Been thanked: 2 times
  02/23/2025 at 12:44 PM #244220
  jacquesgermain

  bonjour

  voici le mien pour test

  / ==========================
  // RSI Wave Signals – ProRealTime
  // Conversion depuis Pine Script
  // Indicateur basé sur OTT et RSI
  // © bartua & KivancOzbilgic
  // ==========================

  // 🔹 Paramètres Utilisateur
  DEFPARAM calculateonlastbars = 500 // Charge un nombre suffisant de barres pour éviter les erreurs d’indexation

  period1 = 2
  mtp1 = 0.7
  rsiLength = 12
  overSoldLevel = 40
  overBoughtLevel = 60

  // 🔹 Calcul du RSI
  MONrsi = RSI[rsiLength](CLOSE)

  // ==========================
  // Initialisation des variables
  // ==========================
  dir = 1
  VAR = 0
  longStop = 0
  shortStop = 0
  ott1 = 0
  sl1 = 0

  // ==========================
  // Boucle principale pour calculer OTT
  // ==========================
  FOR i = 10 TO 500 DO // Commencer à 10 pour éviter les erreurs d’indexation
  valpha = 2 / (period1 + 1)

  // Calcul du CMO (Chande Momentum Oscillator)
  vUD = 0
  vDD = 0
  FOR j = 1 TO 9 DO // J varie de 1 à 9
  IF close[j] > close[j+1] THEN // Utilisation correcte des valeurs historiques
  vUD = vUD + (close[j] – close[j+1])
  ELSIF close[j] < close[j+1] THEN
  vDD = vDD + (close[j+1] – close[j])
  ENDIF
  NEXT

  vCMO = (vUD – vDD) / (vUD + vDD + 0.00001) // Évite la division par zéro
  VAR = valpha * ABS(vCMO) * close[i] + (1 – valpha * ABS(vCMO)) * VAR

  MAvg = VAR
  fark = MAvg * mtp1 / 100

  // Calcul du Long Stop
  longStopPrev = longStop
  longStop = MAX(MAvg – fark, longStopPrev)

  // Calcul du Short Stop
  shortStopPrev = shortStop
  shortStop = MIN(MAvg + fark, shortStopPrev)

  // Détermination de la tendance
  dirPrev = dir
  IF dirPrev = -1 AND MAvg > shortStopPrev THEN
  dir = 1
  ELSIF dirPrev = 1 AND MAvg < longStopPrev THEN
  dir = -1
  ENDIF

  // Sélection de MT en fonction de la tendance
  IF dir = 1 THEN
  MT = longStop
  ELSE
  MT = shortStop
  ENDIF

  // Calcul de OTT1
  IF MAvg > MT THEN
  ott1 = MT * (200 + mtp1) / 200
  ELSE
  ott1 = MT * (200 – mtp1) / 200
  ENDIF

  // Stockage de la moyenne mobile SL
  sl1 = MAvg
  NEXT

  // ==========================
  // Affichage des Résultats
  // ==========================
  RETURN ott1 AS “OTT”, sl1 AS “SL”, overSoldLevel AS “Survendu”, overBoughtLevel AS “Suracheté”

  

  jacquesgermain

  Participant

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  Been thanked: 56 times
  02/23/2025 at 2:14 PM #244224
  Bateson

  Bonjour Jacques
  Merci beaucoup pour la contribution
  Le code fonctionne mais ne retourne pas le résultat attendu 🙁
  Je rajoute l’image de ce que j’obtiens avec ce code, et l’image du résultat souhaitée.
  le point positif c’est qu’au moins il n’y a plus d’erreur de code 🙂

  

  Bateson

  Participant

  Topics: 11

  Replies: 17

  Been thanked: 2 times
  02/23/2025 at 2:45 PM #244227
  LucasBest

  RSI Wave Signals

  Once MAperiod = 2 Once maTpercent = 0.7 Once rsiPeriod = 12 Once OttPeriod = 9 once overSoldLevel = 40 +1000 once overBoughtLevel = 60 +1000 Once valpha = 2/(MAperiod+1) Once dir = 1 MyRSI = RSI[rsiPeriod](close) +1000 if barindex < rsiPeriod*2+1 then var = MyRSI else vud1 = (MyRSI>MyRSI[1])*(MyRSI-MyRSI[1]) vdd1 = (MyRSI<MyRSI[1])*(MyRSI[1]-MyRSI) vUD = summation[OttPeriod](vud1) vDD = summation[OttPeriod](vdd1) vCMO = (vUD-vDD)/(vUD+vDD) VAR = (valpha*abs(vCMO)*MyRSI)+(1-valpha*abs(vCMO))*VAR[1] endif fark = VAR*maTpercent*0.01 longStop = VAR - fark longStopPrev = (longStop[1]>0)*longStop[1]+(longStop[1]=0)*longStop if VAR > longStopPrev then longStop = max(longStop,longStopPrev) endif shortStop = VAR + fark shortStopPrev = (shortStop[1]>0)*shortStop[1]+(shortStop[1]=0)*shortStop if VAR < shortStopPrev then shortStop = min(shortStop,shortStopPrev) endif if dir = -1 and VAR > shortStopPrev then dir = 1 elsif dir = 1 and VAR < longStopPrev then dir = -1 endif MT = longStop*(dir = 1)+shortStop*(dir = -1) OTT = MT*(200+maTpercent*(VAR>MT)-maTpercent*(VAR<MT))/200 dir1 = dir ott1 = OTT[2] sl1 = VAR Return ott1 Style(line,2) Coloured("gray",255), sl1 Style(line,2) Coloured("cyan",255), overSoldLevel coloured("red",100), overBoughtLevel coloured("green",100)

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  Once MAperiod = 2 Once maTpercent = 0.7 Once rsiPeriod = 12 Once OttPeriod = 9   once overSoldLevel = 40 +1000 once overBoughtLevel = 60 +1000   Once valpha = 2/(MAperiod+1) Once dir = 1   MyRSI = RSI[rsiPeriod](close) +1000   if barindex < rsiPeriod*2+1 then var = MyRSI else vud1 = (MyRSI>MyRSI[1])*(MyRSI-MyRSI[1]) vdd1 = (MyRSI<MyRSI[1])*(MyRSI[1]-MyRSI) vUD = summation[OttPeriod](vud1) vDD = summation[OttPeriod](vdd1) vCMO = (vUD-vDD)/(vUD+vDD) VAR = (valpha*abs(vCMO)*MyRSI)+(1-valpha*abs(vCMO))*VAR[1] endif   fark = VAR*maTpercent*0.01   longStop = VAR - fark longStopPrev = (longStop[1]>0)*longStop[1]+(longStop[1]=0)*longStop if VAR > longStopPrev then longStop = max(longStop,longStopPrev) endif   shortStop = VAR + fark shortStopPrev = (shortStop[1]>0)*shortStop[1]+(shortStop[1]=0)*shortStop if VAR < shortStopPrev then shortStop = min(shortStop,shortStopPrev) endif   if dir = -1 and VAR > shortStopPrev then dir = 1 elsif dir = 1 and VAR < longStopPrev then dir = -1 endif   MT = longStop*(dir = 1)+shortStop*(dir = -1) OTT = MT*(200+maTpercent*(VAR>MT)-maTpercent*(VAR<MT))/200   dir1 = dir ott1 = OTT[2] sl1 = VAR   Return ott1 Style(line,2) Coloured("gray",255), sl1 Style(line,2) Coloured("cyan",255), overSoldLevel coloured("red",100), overBoughtLevel coloured("green",100)

  

  LucasBest

  Participant

  Topics: 19

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  Been thanked: 100 times
  02/23/2025 at 3:13 PM #244231
  LucasBest

  Je ne pense pas que ce soit une très bonne idée d’appliquer l’OTT de KivancOzbilgic au RSI, car les mouvement du RSI ne sont pas égaux et varient en fonction du niveau du RSI… Entre 45 et 55, les mouvements positifs et négatifs se valent, mais plus on s’approche de 100, plus un petit mouvement du RSI vers le haut équivaut à un grand mouvement de prix vers le haut, alors qu’un grand mouvement du RSI vers le bas équivaut à un petit mouvement des prix vers le bas… Et inversement lorsque le RSI est plus proche de 0…
  De ce fait, les seuils de changement de direction de l’OTT sont inadéquats plus on se rapproche de 0 ou de 100, puisqu’ils sont équivalents vers le haut et vers le bas (ce qui n’a pas de sens sur un indicateur borné…).

  L’OTT est un excellent indicateur quand il est appliqué au prix, mais il devient médiocre lorsqu’il est appliqué à des oscillateurs et ne permet plus de suivre une tendance. Je pense que cet indicateur est une fausse bonne idée ; bref, comment rendre nul un concept excellent à la base 🙂

  

  LucasBest

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  02/23/2025 at 3:16 PM #244232
  Bateson

  Bonjour Lucasbest
  merci pour l contribution.
  C’est maintenant très proche de ce que recherche :-)up :-)Je vais encore essayer de faire évoluer le code avec des variables et pouvoir bouger les lignes up et down mais vraiment merci beaucoup

  

  Bateson

  Participant

  Topics: 11

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  Been thanked: 2 times
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