Step One More Average

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  • #18394 quote
    supertiti
    Participant
    New

    On peut rajouter 2 bandes ( hautes et basse ) sur l’indicateur OMA pour mieux “cerner” le trade.

    Exemple sur Repsol

    #18399 quote
    supertiti
    Participant
    New

    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".
    #18434 quote
    supertiti
    Participant
    New

    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.

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Step One More Average


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supertiti @supertiti Participant
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This topic contains 2 replies,
has 1 voice, and was last updated by supertiti
9 years, 1 month ago.

Topic Details
Forum: Support ProBuilder
Language: French
Started: 12/12/2016
Status: Active
Attachments: No files
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