Tutte le divergenze RSI

• 02/07/2024 at 2:41 AM #227499
  PaFM

  Salve,

  sto cercando un modo per individuale automaticamente tutte le divergenze (dirette e nascoste) presenti tra prezzo ed RSI a 12 periodi, ho navigato nella libreria ed ho importato il codice qui sotto, ma funziona solo per le divergenze dirette (disegnando dei segmenti colorati direttamente sul RSI), ma a seconda di come viene settato il periodo (N=numero di barre) individua (alternativamente) solo quelle di breve termine o solo quelle più “lunghe”, mentre io vorrei che venissero individuate tutte; ed inoltre non trova le divergenze nascoste.

  Personalizzato con RSI a 12

  ///N= ///N is the number of bars to look back for a divergence. myrsi = RSI[12](close) IF (myrsi[1]>myrsi AND myrsi[1]>myrsi[2]) THEN newmaxrsi=myrsi[1] oldmaxrsi=highest[N](myrsi) newmaxprice=close[1] oldmaxprice=Highest[N](close) IF(newmaxrsi<oldmaxrsi AND newmaxprice>oldmaxprice[1]) THEN for j=1 to N if myrsi[j]=oldmaxrsi then zzr=j drawsegment (barindex[1], myrsi[1], barindex[zzr], myrsi[zzr])coloured(155,0,0)style(line,2) DRAWPOINT(barindex[1], myrsi[1],1)coloured(155,0,0,0)BORDERCOLOR(155,0,0) DRAWPOINT(barindex[zzr], myrsi[zzr],1)coloured(155,0,0,0)BORDERCOLOR(155,0,0) endif next endif endif IF (myrsi[1]<myrsi AND myrsi[1]<myrsi[2]) THEN newminrsi=myrsi[1] oldminrsi=lowest[N](myrsi) newminprice=close[1] oldminprice=lowest[N](close) IF(newminrsi>oldminrsi AND newminprice<oldminprice[1]) THEN for j2=1 to N if myrsi[j2]=oldminrsi then zzr2=j2 drawsegment (barindex[1], myrsi[1], barindex[zzr2], myrsi[zzr2])coloured(0,155,0)style(line,2) DRAWPOINT(barindex[1], myrsi[1],1)coloured(0,155,0,0)BORDERCOLOR(0,155,0) DRAWPOINT(barindex[zzr2], myrsi[zzr2],1)coloured(0,155,0,0)BORDERCOLOR(0,155,0) endif next endif endif return myrsi as "RSI"

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  ///N=    ///N is the number of bars to look back for a divergence.   myrsi = RSI[12](close)     IF (myrsi[1]>myrsi AND myrsi[1]>myrsi[2]) THEN newmaxrsi=myrsi[1] oldmaxrsi=highest[N](myrsi) newmaxprice=close[1] oldmaxprice=Highest[N](close) IF(newmaxrsi<oldmaxrsi AND newmaxprice>oldmaxprice[1]) THEN   for j=1 to N if myrsi[j]=oldmaxrsi then zzr=j drawsegment (barindex[1], myrsi[1], barindex[zzr], myrsi[zzr])coloured(155,0,0)style(line,2) DRAWPOINT(barindex[1], myrsi[1],1)coloured(155,0,0,0)BORDERCOLOR(155,0,0) DRAWPOINT(barindex[zzr], myrsi[zzr],1)coloured(155,0,0,0)BORDERCOLOR(155,0,0) endif next endif endif     IF (myrsi[1]<myrsi AND myrsi[1]<myrsi[2]) THEN newminrsi=myrsi[1] oldminrsi=lowest[N](myrsi) newminprice=close[1] oldminprice=lowest[N](close) IF(newminrsi>oldminrsi AND newminprice<oldminprice[1]) THEN for j2=1 to N if myrsi[j2]=oldminrsi then zzr2=j2 drawsegment (barindex[1], myrsi[1], barindex[zzr2], myrsi[zzr2])coloured(0,155,0)style(line,2) DRAWPOINT(barindex[1], myrsi[1],1)coloured(0,155,0,0)BORDERCOLOR(0,155,0) DRAWPOINT(barindex[zzr2], myrsi[zzr2],1)coloured(0,155,0,0)BORDERCOLOR(0,155,0) endif next endif endif     return myrsi as "RSI"

  Andando avanti nella ricerca ho trovato questo secondo codice, che ho personalizzato, che dovrebbe individuare entrambi i tipi di divergenze con delle frecce sul grafico in alto, ma non esce assolutamente nulla.

  Ho modificato

  //RSI Divergences By Frank (Francesco) //Description: the indicator draws arrows on chart as entry points when a direct or an hidden RSI divergence is found. //When a DIRECT divergence is found, "dd" (direct divergence) text is added to chart over (Sell signal) or under (Buy signal) the arrow //When an HIDDEN or INVERSE divergence is found, "hd" (hidden divergence) text is added to chart over (Sell signal) or under (Buy signal) the arrow //Variables: //RsiPeriod: number of bars to calculare RSI value //RsiOverSold: Oversold Level //RsiOverBought: OverBought Level //MinBarRange: minimum distance from two consecutive RSI Highs or RSI Lows Rge = averagetruerange[10](close) MyRSI = rsi[RsiPeriod](Close) ONCE ShiftText = 3 RsiMax = MyRSI < MyRSI[1] and MyRSI[1] > MyRSI[2] and MyRSI[1] > RsiOverBought RsiMin = MyRSI > MyRSI[1] and MyRSI[1] < MyRSI[2] and MyRSI[1] < RsiOverSold if RsiMax then RSIMax1 = MyRSI[1] High1 = Close[1] for I = MinBarRange to 40 if RsiMax[I] then RSIMax2 = MyRSI[I + 1] High2 = Close[I + 1] If High1 > High2 and RSIMax1 < RSIMax2 then DRAWARROWDOWN(barindex, High + Rge / ShiftText)coloured(255,192,203,255) DRAWTEXT("dd", barindex, High + Rge / ShiftText / 0.3,SansSerif,Italic,10)coloured(0,0,255,255) elsif High1 < High2 and RSIMax1 > RSIMax2 then DRAWARROWDOWN(barindex, High + Rge / ShiftText)coloured(255,192,203,255) DRAWTEXT("hd", barindex, High + Rge / ShiftText / 0.2,SansSerif,Italic,10)coloured(0,0,255,255) endif break endif next endif if RsiMin then RSIMin1 = MyRSI[1] Low1 = Close[1] for I = MinBarRange to 80 if RSIMin[I] then RSIMin2 = MyRSI[I + 1] Low2 = Close[I + 1] If Low1 < Low2 and RSIMin1 > RSIMin2 then DRAWARROWUP(barindex, lOW - Rge / ShiftText)coloured(0,0,255,255) DRAWTEXT("dd", barindex, lOW - Rge / ShiftText / 0.3,SansSerif,Italic,10)coloured(0,0,255,255) elsif Low1 > Low2 and RSIMin1 < RSIMin2 then DRAWARROWUP(barindex, lOW - Rge / ShiftText)coloured(0,0,255,255) DRAWTEXT("hd", barindex, lOW - Rge / ShiftText / 0.2,SansSerif,Italic,10)coloured(0,0,255,255) endif break endif next endif return

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  //RSI Divergences By Frank (Francesco)   //Description: the indicator draws arrows on chart as entry points when a direct or an hidden RSI divergence is found. //When a DIRECT divergence is found, "dd" (direct divergence) text is added to chart over (Sell signal) or under (Buy signal) the arrow   //When an HIDDEN or INVERSE divergence is found, "hd" (hidden divergence) text is added to chart over (Sell signal) or under (Buy signal) the arrow   //Variables: //RsiPeriod: number of bars to calculare RSI value //RsiOverSold: Oversold Level //RsiOverBought: OverBought Level //MinBarRange: minimum distance from two consecutive RSI Highs or RSI Lows   Rge = averagetruerange[10](close) MyRSI = rsi[RsiPeriod](Close)   ONCE ShiftText = 3   RsiMax = MyRSI < MyRSI[1] and MyRSI[1] > MyRSI[2] and MyRSI[1] > RsiOverBought RsiMin = MyRSI > MyRSI[1] and MyRSI[1] < MyRSI[2] and MyRSI[1] < RsiOverSold   if RsiMax then RSIMax1 = MyRSI[1] High1 = Close[1]   for I = MinBarRange to  40 if RsiMax[I] then RSIMax2 = MyRSI[I + 1] High2 = Close[I + 1] If High1 > High2 and RSIMax1 < RSIMax2 then DRAWARROWDOWN(barindex, High + Rge / ShiftText)coloured(255,192,203,255) DRAWTEXT("dd", barindex, High + Rge / ShiftText / 0.3,SansSerif,Italic,10)coloured(0,0,255,255) elsif High1 < High2 and RSIMax1 > RSIMax2 then DRAWARROWDOWN(barindex, High + Rge / ShiftText)coloured(255,192,203,255) DRAWTEXT("hd", barindex, High + Rge / ShiftText / 0.2,SansSerif,Italic,10)coloured(0,0,255,255) endif break endif next endif   if RsiMin then RSIMin1 = MyRSI[1] Low1 = Close[1]   for I = MinBarRange to  80 if RSIMin[I] then RSIMin2 = MyRSI[I + 1] Low2 = Close[I + 1] If Low1 < Low2 and RSIMin1 > RSIMin2 then DRAWARROWUP(barindex, lOW - Rge / ShiftText)coloured(0,0,255,255) DRAWTEXT("dd", barindex, lOW - Rge / ShiftText / 0.3,SansSerif,Italic,10)coloured(0,0,255,255) elsif Low1 > Low2 and RSIMin1 < RSIMin2 then DRAWARROWUP(barindex, lOW - Rge / ShiftText)coloured(0,0,255,255) DRAWTEXT("hd", barindex, lOW - Rge / ShiftText / 0.2,SansSerif,Italic,10)coloured(0,0,255,255) endif break endif next endif   return

  Grazie in anticipo per il prezioso aiuto
  Cordialmente
  P

  

  PaFM

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  02/07/2024 at 11:45 AM #227529
  jacquesgermain

  Ciao, anche questo fornisce le discrepanze nascoste:

  https://www.prorealcode.com/prorealtime-indicators/divergences-and-hidden-divergences-toolbox/

  il N=numero di barre è configurabile dal pannello di configurazione
  

  

  jacquesgermain

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  02/09/2024 at 2:41 AM #227699
  PaFM

  Grazie del suggerimento Jacques, sei molto cortese; in realtà ho passato diverse ore a provare tutte le alternative – per le divergenze – che sono presenti nella library, ma purtroppo non ne trovo nemmeno una che faccia al mio caso, o perché non funziona del tutto o perché non è personalizzabile come desidero o perché ne trova solo alcune oppure addirittura ne trova troppe … non c’è niente di ben fatto in realtà su questo argomento, peccato perché sarebbe davvero utile ….. se qualche anima pia mi vuole aiutare è il benvenuto …..

  Cordialmente
  P

  PS Ho provato ad usare anche l’indicatore di default su PRT ma è molto limitato, non è personalizzabile, graficamente è orribile e non trova quelle nascoste (inverse) …. non funziona per niente come vorrei …

  

  PaFM

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  02/11/2024 at 10:44 PM #227948
  larouedegann

  MiRSI = RSI[14](close) Offset = MiRSI * 0.1 IF (BarIndex > 10+1+N) THEN ///divergencia bajista IF (miRSI[1]>miRSI AND miRSI[1]>miRSI[2]) THEN extremum2=miRSI[1] extremum1=highest[N](miRSI) preciomax2=close[1] preciomax=Highest[N](close) IF(extremum2<extremum1 AND preciomax2>preciomax[1]) THEN for i=1 to N if miRSI[i]=extremum1 then zz=i drawsegment (barindex[1], miRSI[1]+Offset, barindex[zz], miRSI[zz]+Offset) coloured("RED")STYLE(line,4) endif next endif endif ///divergencia alcista IF (miRSI[1]<miRSI AND miRSI[1]<miRSI[2]) THEN extremum22=miRSI[1] extremum11=lowest[N](miRSI) preciomin2=close[1] preciomin=lowest[N](close) IF(extremum22>extremum11 AND preciomin2<preciomin[1]) THEN for i2=1 to N if miRSI[i2]=extremum11[1] then zz2=i2 drawsegment(barindex[1], miRSI[1]-Offset, barindex[zz2], miRSI[zz2]-Offset) coloured("DARKGREEN")STYLE(line,4) endif next ENDIF ENDIF endif return miRSI as "RSI", 50 as "50"

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  MiRSI  = RSI[14](close) Offset = MiRSI * 0.1 IF (BarIndex > 10+1+N) THEN ///divergencia bajista IF (miRSI[1]>miRSI AND miRSI[1]>miRSI[2]) THEN extremum2=miRSI[1] extremum1=highest[N](miRSI) preciomax2=close[1] preciomax=Highest[N](close) IF(extremum2<extremum1 AND preciomax2>preciomax[1]) THEN for i=1 to N if miRSI[i]=extremum1 then zz=i drawsegment (barindex[1], miRSI[1]+Offset, barindex[zz], miRSI[zz]+Offset) coloured("RED")STYLE(line,4) endif next endif endif ///divergencia alcista IF (miRSI[1]<miRSI AND miRSI[1]<miRSI[2]) THEN extremum22=miRSI[1] extremum11=lowest[N](miRSI) preciomin2=close[1] preciomin=lowest[N](close) IF(extremum22>extremum11 AND preciomin2<preciomin[1]) THEN for i2=1 to N if miRSI[i2]=extremum11[1] then zz2=i2 drawsegment(barindex[1], miRSI[1]-Offset, barindex[zz2], miRSI[zz2]-Offset) coloured("DARKGREEN")STYLE(line,4) endif next ENDIF ENDIF endif return miRSI as "RSI", 50 as "50"

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  PaFM

  

  larouedegann

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  02/11/2024 at 10:47 PM #227949
  larouedegann

  N= 40

  

  larouedegann

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  02/12/2024 at 11:32 AM #227981
  jacquesgermain

  Ciao nel file allegato, indicatore simile ma migliorato con divergenze nascoste in aggiunta

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  PaFM

  

  jacquesgermain

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  02/13/2024 at 3:23 AM #228021
  PaFM

  Sembra che funzioni bene anche con le nascoste, grazie tante!
  Tres bien,  merci beaucoup!

  

  PaFM

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