Trend adattivo ATR-ADX

• 05/28/2021 at 1:49 PM #170685
  Gaspare

  ciao Roberto

  per favore si puo’ inserire una strategia a questo indicatore?

  Grazie

  //PRC_Adaptive-ATR-ADX-Trend-V2 | indicator //29.06.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //translated from tradingview code // --- settings //atrLen = 21 //m1 = 3.5 //"ATR Multiplier - ADX Rising" //m2 = 1.75 //"ATR Multiplier - ADX Falling" //adxLen = 14 //adxThresh = 30 //"ADX Threshold" //aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") //useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)") // --- end of settings source = MedianPrice // DI-Pos, DI-Neg, ADX hR = high-high[1] lR = -(low-low[1]) if hr>lr then dmPos=max(hr,0) else dmPos=0 endif if lr>hr then dmNeg=max(lr,0) else dmNeg=0 endif sTR = (sTR[1] - sTR[1]) / adxLen + tr sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 aadx = average[adxLen](DX) // Heiken-Ashi if barindex<2 then xClose = close xOpen = open else xClose = TotalPrice xOpen = (xOpen[1] + close[1]) / 2 endif xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose)) // Trailing ATR v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow trueRange = max(v1, max(v2, v3)) if useHeiken then atr = WilderAverage[atrLen](trueRange) else atr = AverageTrueRange[atrLen] endif if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then m=m1 elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then m=m2 else m = m[1] endif if DIP >= DIN then mUp=m else mUp=m2 endif if DIN >= DIP then mDn=m else mDn=m2 endif if useHeiken then src=xClose c=Xclose t=(xHigh+xLow)/2 else src=source c=close t=MedianPrice endif up = t - mUp * atr dn = t + mDn * atr if max(src[1], c[1]) > TUp[1] then TUp = max(up,TUp[1]) else TUp = up endif if min(src[1], c[1]) < TDown[1] then TDown = min(dn, TDown[1]) else TDown = dn endif //trend if min(src,min(c,close))>TDown[1] then trend=1 elsif max(src,max(c,close))<TUp[1] then trend=-1 else trend=trend[1] endif if trend=1 then sstop=TUp r=0 g=255 else sstop=TDown r=255 g=0 endif if trend<>trend[1] then drawtext("•",barindex,sstop,Dialog,Standard,30) coloured(r,g,0) endif return sstop coloured(r,g,0) style(line,2)

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  //PRC_Adaptive-ATR-ADX-Trend-V2 | indicator //29.06.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //translated from tradingview code   // --- settings //atrLen = 21 //m1 = 3.5 //"ATR Multiplier - ADX Rising" //m2 = 1.75 //"ATR Multiplier - ADX Falling" //adxLen = 14 //adxThresh = 30 //"ADX Threshold" //aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") //useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)") // --- end of settings   source = MedianPrice      // DI-Pos, DI-Neg, ADX   hR = high-high[1] lR = -(low-low[1])   if hr>lr then dmPos=max(hr,0) else dmPos=0 endif if lr>hr then dmNeg=max(lr,0) else dmNeg=0 endif   sTR = (sTR[1] - sTR[1]) / adxLen + tr   sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg   DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 aadx = average[adxLen](DX)   // Heiken-Ashi   if barindex<2 then xClose = close xOpen = open else xClose = TotalPrice xOpen = (xOpen[1] + close[1]) / 2 endif xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose))   // Trailing ATR   v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow   trueRange = max(v1, max(v2, v3)) if useHeiken then atr = WilderAverage[atrLen](trueRange) else atr = AverageTrueRange[atrLen] endif   if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then m=m1 elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then m=m2 else m = m[1] endif   if DIP >= DIN then mUp=m else mUp=m2 endif if DIN >= DIP then mDn=m else mDn=m2 endif   if useHeiken then src=xClose c=Xclose t=(xHigh+xLow)/2 else src=source c=close t=MedianPrice endif   up = t - mUp * atr dn = t + mDn * atr   if max(src[1], c[1]) > TUp[1] then TUp = max(up,TUp[1]) else TUp = up endif   if min(src[1], c[1]) < TDown[1] then TDown = min(dn, TDown[1]) else TDown = dn endif   //trend if min(src,min(c,close))>TDown[1] then trend=1 elsif max(src,max(c,close))<TUp[1] then trend=-1 else trend=trend[1] endif   if trend=1 then sstop=TUp r=0 g=255 else sstop=TDown r=255 g=0 endif   if trend<>trend[1] then drawtext("•",barindex,sstop,Dialog,Standard,30) coloured(r,g,0) endif   return sstop coloured(r,g,0) style(line,2)

   

  

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  05/28/2021 at 3:11 PM #170693
  robertogozzi

  Certo, eccone una estremamente semplice che entra su un incrocio e poi fa lo Stop & Reverse su quello opposto (se non ha ancora raggiunto lo SL o il TP):

  Ind = CALL "PRC_Adaptive-ATR-ADX-Trend-V2"[21, 3.5000000000000004, 1.7500000000000002, 14, 30, 0, 1](close) IF close crosses over Ind then buy at market elsif close crosses under Ind then sellshort at market endif set target pprofit 500 set stop ploss 100

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  Ind = CALL "PRC_Adaptive-ATR-ADX-Trend-V2"[21, 3.5000000000000004, 1.7500000000000002, 14, 30, 0, 1](close) IF close crosses over Ind then    buy at market elsif close crosses under Ind then    sellshort at market endif set target pprofit 500 set stop   ploss   100

   

  

  robertogozzi

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  05/28/2021 at 4:05 PM #170696
  Gaspare

  Grazie Roberto

  ma se volessi fare una ottimizzazione dei parametri

  si puo?  e quali sono le variabili?

  Perchè non penso che vada bene cosi’ per qualsiasi stumento e TF

  Sono a debito con te!!!

  

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  05/28/2021 at 5:59 PM #170706
  robertogozzi

  Puoi ottimizzare qualunque dei numeri evidenziati in ROSA, sia quelli che servono all’indicatore (tra parentesi quadre), sia per il TP e lo SL.

   

  

  robertogozzi

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