On peut rajouter 2 bandes ( hautes et basse ) sur l’indicateur OMA pour mieux “cerner” le trade.
Exemple sur Repsol
Bon j’ai essayé d’exporter le fichier .itf mais c’est loupé !
le voici en clair
// OMA PRC step one more average 12.12.2016
//Nicolas @ www.prorealcode.com Sharing ProRealTime knowledge
//converted and adapted from MT4 version
Length = Max(Length,1)
Speed = Max(Speed,-1.5)
price = average[1](customclose)
//adaptive period
averagePeriod = Length
if adaptive=1 and averagePeriod > 1 then
minPeriod = averagePeriod/2.0
maxPeriod = minPeriod*5.0
endPeriod = round(maxPeriod)
signal = Abs((price-stored[endPeriod]))
noise = 0.00000000001
for k=1 to endPeriod do
noise=noise+Abs(price-stored[k])
averagePeriod = round(((signal/noise)*(maxPeriod-minPeriod))+minPeriod)
next
endif
tconst=Speed
alpha = (2.0+tconst)/(1.0+tconst+averagePeriod)
e1 = e1 + alpha*(price-e1)
e2 = e2 + alpha*(e1-e2)
v1 = 1.5 * e1 - 0.5 * e2
e3 = e3 + alpha*(v1 -e3)
e4 = e4 + alpha*(e3-e4)
v2 = 1.5 * e3 - 0.5 * e4
e5 = e5 + alpha*(v2 -e5)
e6 = e6 + alpha*(e5-e6)
v3 = 1.5 * e5 - 0.5 * e6
stored=price
//step function
//iStepMa(Sensitivity,iATR(NULL,0,StepSize,i),1.0,thigh,tlow,Close[i],i);
Sensitivity = max(Sensitivity,1*pointsize)
ATRStepSize=averagetruerange[StepSize]
Step = max(ATRStepSize,1*pointsize)
size = sensitivity*Step
phigh = v3
plow = v3[7]
stepMulti = 1.0
workStepsmax = phigh+2.0*size*stepMulti
workStepsmin = plow-2.0*size*stepMulti
workSteptrend = workSteptrend[1]
pprice = customclose
if (pprice>workStepsmax[1]) then
workSteptrend = 1
endif
if (pprice<workStepsmin[1]) then
workSteptrend = -1
endif
if (workSteptrend = 1) then
if (workStepsmin < workStepsmin[1]) then
workStepsmin=workStepsmin[1]
endif
result = workStepsmin+size*stepMulti
color = 1
endif
if (workSteptrend = -1) then
if (workStepsmax > workStepsmax[1]) then
workStepsmax=workStepsmax[1]
endif
result = workStepsmax-size*stepMulti
color = -1
endif
cc = customclose
OMAH = result + coeff
OMAB = result - coeff
RETURN cc as " cc " ,result coloured by color as "OMA step" , OMAH as " OMAH " , OMAB as " OMAB "
// Variables :
//Length = 25 entier
//Speed = 3.0 decimal
//Adaptive = true; boléen
//Sensitivity = 0.5 decimal // Sensivity Factor
//StepSize = 50 decimal // Step Size period
//coeff = 1 decimal
//Indicator built upon a special moving average formula that adapt its period automatically accordingly to the market behaviour and noises. This moving average is called the OMA (One More Average), the formula come from an MT4 version found on internet.
//Converted from MT4 because of a request on forum.
//This version of the one more average indicator embed a step variation of the result of the calculation. The sensitivity and step size can be modified in order to adapt how the moving average respond to the step function, which is comparing how the moving average evolved between difference of actual and past data with current average true range.
//The adaptive period can be more or less adaptive by changing the "speed" parameter (0.1 step). The adaptive behaviour of the formula can be shutdown with "Adaptive=0".
J’ai plusieurs valeurs “actions” où cet indicateur (l’original) ne fonctionne pas ?! je joins Air France en exemple.
Suis je le seul dans ce cas ?
merci à vous.