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4 octobre 2014 6 04 /10 /octobre /2014 10:45

NOUS RECEVONS DE NOUVEAU LES MESSAGES PRIVES.

NOUS CONTINUONS ICI :

http://sohocool-trading.blogspot.be/

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diego ramirez 02/08/2016 20:00

CORDIAL SALUDO, PRIMERO QUE TODO LO FELICITO POR SU EXCELENTE BLOG.
ESTOY TRATANDO DE HACER UN PROBACKTEST CON EL INDICADOR KELTNER ALL AVERAGES EL CUAL DESCARGUE DE SU BLOG BAJO LA FORMA DE ARCHIVO . ITF, PERO EL PROGRAMA NO ME FUNCIONA. ES POSIBLE QUE ME FACILITE LA FORMULA DE ESTE INDICADOR? POR FAVOR. GRACIAS POR TODO. DIEGO RAMIREZ - COLOMIBA

mauro 26/07/2016 15:28

Bonjour Philippe
J'ai trouvé le code pour metatrader "AbsoluteStrenghtHisto_v1"
Il semble un indicateur de ottmo mais je voudrais être traduit pour PRT
vous pouvez avoir cela gratuitement?
Merci pour votre attention


//+------------------------------------------------------------------+
//| AbsoluteStrength_v1.mq4 |
//| Copyright © 2006, TrendLaboratory Ltd. |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2004@list.ru |
//+------------------------------------------------------------------+
//| Modifications: |
//| - AbsoluteStrengthHisto_v1, 2006/06/26: |
//| Put in Histogram form with 2 level lines |
//| ph_bresson@yahoo.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, TrendLaboratory Ltd."
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
//----
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Blue
#property indicator_width1 3
#property indicator_color2 Red
#property indicator_width2 3
#property indicator_color3 DeepSkyBlue
#property indicator_width3 1
#property indicator_color4 Red
#property indicator_width4 1
//---- input parameters
extern int Mode =0; // 0-RSI method; 1-Stoch method
extern int Length= 9; // Period
extern int Smooth= 1; // Period of smoothing
extern int Signal= 4; // Period of Signal Line
extern int Price=0; // Price mode : 0-Close,1-Open,2-High,3-Low,4-Median,5-Typical,6-Weighted
extern int ModeMA= 3; // Mode of Moving Average
extern int Mode_Histo =3;
//---- buffers
double Bulls[];
double Bears[];
double AvgBulls[];
double AvgBears[];
double SmthBulls[];
double SmthBears[];
double SigBulls[];
double SigBears[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(8);
SetIndexStyle(0,DRAW_HISTOGRAM,EMPTY,3);
SetIndexBuffer(0,SmthBulls);
SetIndexStyle(1,DRAW_HISTOGRAM,EMPTY,3);
SetIndexBuffer(1,SmthBears);
//
SetIndexStyle(2,DRAW_LINE,EMPTY,1);
SetIndexBuffer(2,SigBulls);
SetIndexStyle(3,DRAW_LINE,EMPTY,1);
SetIndexBuffer(3,SigBears);
//
SetIndexBuffer(4,Bulls);
SetIndexBuffer(5,Bears);
SetIndexBuffer(6,AvgBulls);
SetIndexBuffer(7,AvgBears);
//---- name for DataWindow and indicator subwindow label
string short_name="AbsoluteStrengthHistogram("+Mode+","+Length+","+Smooth+","+Signal+",,"+ModeMA+")";
IndicatorShortName(short_name);
SetIndexLabel(0,"Bulls");
SetIndexLabel(1,"Bears");
SetIndexLabel(2,"Bulls");
SetIndexLabel(3,"Bears");
//
SetIndexDrawBegin(0,Length+Smooth+Signal);
SetIndexDrawBegin(1,Length+Smooth+Signal);
SetIndexDrawBegin(2,Length+Smooth+Signal);
SetIndexDrawBegin(3,Length+Smooth+Signal);
//
SetIndexEmptyValue(0,0.0);
SetIndexEmptyValue(1,0.0);
SetIndexEmptyValue(2,0.0);
SetIndexEmptyValue(3,0.0);
SetIndexEmptyValue(4,0.0);
SetIndexEmptyValue(5,0.0);
SetIndexEmptyValue(6,0.0);
SetIndexEmptyValue(7,0.0);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int shift, limit, counted_bars=IndicatorCounted();
double Price1, Price2, smax, smin;
//----
if(counted_bars < 0)return(-1);
if(counted_bars ==0)limit=Bars-Length+Smooth+Signal-1;
if(counted_bars < 1)
for(int i=1;i {
Bulls[Bars-i]=0;
Bears[Bars-i]=0;
AvgBulls[Bars-i]=0;
AvgBears[Bars-i]=0;
SmthBulls[Bars-i]=0;
SmthBears[Bars-i]=0;
SigBulls[Bars-i]=0;
SigBears[Bars-i]=0;
}
if(counted_bars>0) limit=Bars-counted_bars;
limit--;
//----
for( shift=limit; shift>=0; shift--)
{
Price1=iMA(NULL,0,1,0,0,Price,shift);
Price2=iMA(NULL,0,1,0,0,Price,shift+1);
//----
if (Mode==0)
{
Bulls[shift]=0.5*(MathAbs(Price1-Price2)+(Price1-Price2));
Bears[shift]=0.5*(MathAbs(Price1-Price2)-(Price1-Price2));
}
if (Mode==1)
{
smax=High[Highest(NULL,0,MODE_HIGH,Length,shift)];
smin=Low[Lowest(NULL,0,MODE_LOW,Length,shift)];
Bulls[shift]=Price1 - smin;
Bears[shift]=smax - Price1;
}
}
for( shift=limit; shift>=0; shift--)
{
AvgBulls[shift]=iMAOnArray(Bulls,0,Length,0,ModeMA,shift);
AvgBears[shift]=iMAOnArray(Bears,0,Length,0,ModeMA,shift);
}
for( shift=limit; shift>=0; shift--)
{
SmthBulls[shift]=iMAOnArray(AvgBulls,0,Smooth,0,ModeMA,shift);
SmthBears[shift]=iMAOnArray(AvgBears,0,Smooth,0,ModeMA,shift);
}
if(Mode_Histo==1)
{
for( shift=limit; shift>=0; shift--)
{
if(SmthBulls[shift]-SmthBears[shift]>0)
{
SetIndexStyle(0,DRAW_HISTOGRAM,EMPTY,5);
SetIndexStyle(1,DRAW_LINE,EMPTY,2);
SmthBears[shift]= SmthBears[shift]/Point;
SmthBulls[shift]= SmthBulls[shift]/Point;
}
else
{
SetIndexStyle(1,DRAW_HISTOGRAM,EMPTY,5);
SetIndexStyle(0,DRAW_LINE,EMPTY,2);
SmthBears[shift]= SmthBears[shift]/Point;
SmthBulls[shift]= SmthBulls[shift]/Point;
}
} //end for( shift=limit; shift>=0; shift--)
} // end if(Mode_Histo == 1)
else
if(Mode_Histo==2)
{
for( shift=limit; shift>=0; shift--)
{
if(SmthBulls[shift]-SmthBears[shift]>0)
{
SmthBears[shift]=-SmthBears[shift]/Point;
SmthBulls[shift]= SmthBulls[shift]/Point;
}
else
{
SmthBulls[shift]=-SmthBulls[shift]/Point;
SmthBears[shift]= SmthBears[shift]/Point;
}
} //end for( shift=limit; shift>=0; shift--)
} //end if(Mode_Histo == 2)
else
if(Mode_Histo==3)
{
for( shift=limit; shift>=0; shift--)
{
SigBulls[shift]= SmthBulls[shift];
SigBears[shift]= SmthBears[shift];
if(SmthBulls[shift]-SmthBears[shift]>0)
SmthBears[shift]=0;
else
SmthBulls[shift]=0;
} //end for( shift=limit; shift>=0; shift--)
} //end if(Mode_Histo == 3)
else
if(Mode_Histo==4)
{
for( shift=limit; shift>=0; shift--)
{
if(SmthBulls[shift]-SmthBears[shift]>0)
{
SigBears[shift]= SmthBears[shift];
SmthBears[shift]=0;
}
else
{
SigBulls[shift]= SmthBulls[shift];
SmthBulls[shift]=0;
}
} //end for( shift=limit; shift>=0; shift--)
} //end if(Mode_Histo == 4)
//----
return(0);
}
//+------------------------------------------------------------------+

Michael panolo 05/03/2015 17:27

Hi Philippe
I love your Site and your are doing a great Job here.
I have a question about the indicator "historical volatility" in PRT.
I have tried to code it exactly as PRT does but I could not figure it out
Can you please show the code for this indicator ?
thank your very much

this is the way I did it, I came close to it, but still not exactly as PRT original indicator

t=20
t2=252
aa=((log(close[0]/close[1])))
a= std[t](aa) // Daily HV
b= (a*(sqrt(t2))) // yearly HV -> 252 days (daily chart) / 52 Week (weekly Chart) / 12 months (monthy charts)

return b

SOHOCOOL 05/03/2015 21:41

hi Michael ,
try with 274 it is very close of PRT code ,the shape is the same .
Regards