traduzione codice TW SuperTrend Fisher

• 04/16/2024 at 7:49 AM #231561
  Msport71

  Buongiorno a tutti,

  vorrei provare questo codice di cui richiedo cortese traduzione.

  Sembra rendere più preciso l’uso dell’indicatore con doppio supertrend, riducendo i falsi segnali, grazie all’abbinamento del Fisher transform ( che sinceramente non conosco).

  Grazie per la consueta collaborazione

  https://it.tradingview.com/script/gFaDiMOm-SuperTrend-Fisher-AlgoAlpha/

  Calculates the Fisher Transform:

  value = 0.0
  value := round_(.66 * ((src – low_) / (high_ – low_) – .5) + .67 * nz(value[1]))
  fish1 = 0.0
  fish1 := .5 * math.log((1 + value) / (1 – value)) + .5 * nz(fish1[1])
  fish1 := ta.hma(fish1, l)

  Calculates the SuperTrend:

  supertrend(factor, atrPeriod, srcc) =>
  src = srcc
  atr = atrr(srcc, atrPeriod)
  upperBand = src + factor * atr
  lowerBand = src – factor * atr
  prevLowerBand = nz(lowerBand[1])
  prevUpperBand = nz(upperBand[1])

  lowerBand := lowerBand > prevLowerBand or srcc[1] < prevLowerBand ? lowerBand : prevLowerBand
  upperBand := upperBand < prevUpperBand or srcc[1] > prevUpperBand ? upperBand : prevUpperBand
  int direction = na
  float superTrend = na
  prevSuperTrend = superTrend[1]
  if na(atr[1])
  direction := 1
  else if prevSuperTrend == prevUpperBand
  direction := srcc > upperBand ? -1 : 1
  else
  direction := srcc < lowerBand ? 1 : -1
  superTrend := direction == -1 ? lowerBand : upperBand
  [superTrend, direction]

  

  Msport71

  Participant

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  04/16/2024 at 1:21 PM #231575
  Iván

  ciao
  ecco l’indicatore

   

  //-------------------------------------------------------------------------// //PRC_SuperTrend Fisher //version = 0 //16.04.24 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //-------------------------------------------------------------------------// //-----Inputs--------------------------------------------------------------// period=14//Fair-value Period length=14//EMA length len=9//Fisher Period stFactor=0.3//SuperTrend Factor stPeriod=10//SuperTrend Period l=20//Hma period //-------------------------------------------------------------------------// n=max(period,max(l,length))*3 //-----Detrended Price Oscillator + Standard deviation---------------------// barsback=round(period/2)+1 ma=average[period](close) dpo1=close-ma[barsback] sd = dpo1/(average[period,1](high-low))*100 //-------------------------------------------------------------------------// //-----Fisher Transform Formula + Smoothing--------------------------------// src=sd high1=highest[len](src) low1=lowest[len](src) if barindex <= n then myvalue=src fish1=src MAfish=src else val=0.66*((src-low1)/(high1-low1)-0.5)+0.67*myvalue[1] if val > 0.99 then myvalue=0.999 elsif val < -0.99 then myvalue=-0.999 else myvalue=val endif fish1= 0.5*log((1+myvalue)/(1-myvalue))+0.5*mafish1[1] mafish1=hullaverage[l](fish1) endif //-------------------------------------------------------------------------// source=mafish1 //-------------------------------------------------------------------------// //-----ATR from Fisher transformation--------------------------------------// hh=highest[stPeriod](source) ll=lowest[stPeriod](source) if barindex<=stPeriod then trueRange=hh-ll else trueRange=max(max(hh-ll,abs(hh-source[1])),abs(ll-source[1])) endif alpha = 1/stPeriod if barindex <= n then atr = average[stPeriod](trueRange) else atr = alpha*trueRange + (1-alpha)*atr[1] endif //-------------------------------------------------------------------------// //-----Supertrend Integration----------------------------------------------// upperband=source+stFactor*atr lowerband=source-stFactor*atr if barindex <= n then prevLowerband=source prevUpperband=source else prevLowerband=lowerband[1] prevUpperband=upperband[1] if lowerband>prevlowerband or source[1]<prevlowerband then lowerband=lowerband else lowerband=prevlowerband endif if upperband < prevupperband or source[1]>prevupperband then upperband=upperband else upperband=prevupperband endif endif prevStvalue=stvalue[1] if prevStValue = prevupperband then if source > upperband then stdirection = -1 else stdirection = 1 endif else if source < lowerband then stdirection = 1 else stdirection = -1 endif endif if stdirection = -1 then stvalue=lowerband else stvalue=upperband endif q2= average[length,1](source) //-------------------------------------------------------------------------// //-----Overbought and Oversold Bands---------------------------------------// obLevel = 4.0 osLevel = -4.0 obupper = obLevel obmid = obLevel+0.9 oblower = obLevel + 2 osupper = osLevel osmid = osLevel - 0.9 oslower = osLevel - 2 //-------------------------------------------------------------------------// //-----Color definition----------------------------------------------------// if source > stValue then r =0 g=255 else r=255 g=0 endif if barindex > n then colorbetween(source,stvalue,r,g,0,90) colorbetween(obupper, oblower,"red",50) colorbetween(osupper, oslower,"green",50) colorbetween(obmid, oblower,"red",50) colorbetween(osmid, oslower,"green",50) endif //-------------------------------------------------------------------------// return q2 as "ema fish"coloured(120,123,134)style(line,2),source as "Fish"coloured(r,g,0),stValue as "StValue"coloured(r,g,0),0 as "0" coloured(121,121,121)

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  //-------------------------------------------------------------------------// //PRC_SuperTrend Fisher //version = 0 //16.04.24 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //-------------------------------------------------------------------------// //-----Inputs--------------------------------------------------------------// period=14//Fair-value Period length=14//EMA length len=9//Fisher Period stFactor=0.3//SuperTrend Factor stPeriod=10//SuperTrend Period l=20//Hma period //-------------------------------------------------------------------------// n=max(period,max(l,length))*3 //-----Detrended Price Oscillator + Standard deviation---------------------// barsback=round(period/2)+1 ma=average[period](close) dpo1=close-ma[barsback] sd = dpo1/(average[period,1](high-low))*100 //-------------------------------------------------------------------------// //-----Fisher Transform Formula + Smoothing--------------------------------// src=sd high1=highest[len](src) low1=lowest[len](src) if barindex <= n then myvalue=src fish1=src MAfish=src else val=0.66*((src-low1)/(high1-low1)-0.5)+0.67*myvalue[1]   if val > 0.99 then myvalue=0.999 elsif val < -0.99 then myvalue=-0.999 else myvalue=val endif fish1= 0.5*log((1+myvalue)/(1-myvalue))+0.5*mafish1[1] mafish1=hullaverage[l](fish1) endif //-------------------------------------------------------------------------// source=mafish1 //-------------------------------------------------------------------------// //-----ATR from Fisher transformation--------------------------------------// hh=highest[stPeriod](source) ll=lowest[stPeriod](source) if barindex<=stPeriod then trueRange=hh-ll else trueRange=max(max(hh-ll,abs(hh-source[1])),abs(ll-source[1])) endif alpha = 1/stPeriod if barindex <= n then atr = average[stPeriod](trueRange) else atr = alpha*trueRange + (1-alpha)*atr[1] endif //-------------------------------------------------------------------------// //-----Supertrend Integration----------------------------------------------// upperband=source+stFactor*atr lowerband=source-stFactor*atr   if barindex <= n then prevLowerband=source prevUpperband=source else prevLowerband=lowerband[1] prevUpperband=upperband[1]   if lowerband>prevlowerband or source[1]<prevlowerband then lowerband=lowerband else lowerband=prevlowerband endif   if upperband < prevupperband or source[1]>prevupperband then upperband=upperband else upperband=prevupperband endif endif   prevStvalue=stvalue[1] if prevStValue = prevupperband then if source > upperband then stdirection = -1 else stdirection = 1 endif else if source < lowerband then stdirection = 1 else stdirection = -1 endif   endif if stdirection = -1 then stvalue=lowerband else stvalue=upperband endif   q2= average[length,1](source) //-------------------------------------------------------------------------// //-----Overbought and Oversold Bands---------------------------------------// obLevel = 4.0 osLevel = -4.0 obupper = obLevel obmid = obLevel+0.9 oblower = obLevel + 2 osupper = osLevel osmid = osLevel - 0.9 oslower = osLevel - 2 //-------------------------------------------------------------------------// //-----Color definition----------------------------------------------------// if source > stValue then r =0 g=255 else r=255 g=0 endif if barindex > n then colorbetween(source,stvalue,r,g,0,90)   colorbetween(obupper, oblower,"red",50) colorbetween(osupper, oslower,"green",50) colorbetween(obmid, oblower,"red",50) colorbetween(osmid, oslower,"green",50) endif //-------------------------------------------------------------------------// return q2 as "ema fish"coloured(120,123,134)style(line,2),source as "Fish"coloured(r,g,0),stValue as "StValue"coloured(r,g,0),0 as "0" coloured(121,121,121)

  

  Iván

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  04/16/2024 at 2:24 PM #231578
  Msport71

  Grazie e mille.

   

  Buon pomeriggio.

  

  Msport71

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