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Comment choisir le bon indicateur en fonction de la tendance
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  • #16
    Intantaneous Trend Line en EasyLanguage :

    Inputs: Price((H+L)/2);

    Vars: InPhase(0),
    Quadrature(0),
    Phase(0),
    DeltaPhase(0),
    count(0),
    InstPeriod(0),
    Period(0),
    Trendline(0);

    If CurrentBar > 5 then begin

    {Compute InPhase and Quadrature components}
    Value1 = Price - Price[6];
    Value2 =Value1[3];
    Value3 =.75*(Value1 - Value1[6]) + .25*(Value1[2] - Value1[4]);
    InPhase = .33*Value2 + .67*InPhase[1];
    Quadrature = .2*Value3 + .8*Quadrature[1];

    {Use ArcTangent to compute the current phase}
    If AbsValue(InPhase +InPhase[1]) > 0 then Phase =
    ArcTangent(AbsValue((Quadrature+Quadrature[1]) / (InPhase+InPhase[1])));

    {Resolve the ArcTangent ambiguity}
    If InPhase < 0 and Quadrature > 0 then Phase = 180 - Phase;
    If InPhase < 0 and Quadrature < 0 then Phase = 180 + Phase;
    If InPhase > 0 and Quadrature < 0 then Phase = 360 - Phase;

    {Compute a differential phase, resolve phase wraparound, and limit delta
    phase errors}
    DeltaPhase = Phase[1] - Phase;
    If Phase[1] < 90 and Phase > 270 then DeltaPhase = 360 + Phase[1] - Phase;
    If DeltaPhase < 1 then DeltaPhase = 1;
    If DeltaPhase > 60 then Deltaphase = 60;

    {Sum DeltaPhases to reach 360 degrees. The sum is the instantaneous
    period.}
    InstPeriod = 0;
    Value4 = 0;
    For count = 0 to 40 begin
    Value4 = Value4 + DeltaPhase[count];
    If Value4 > 360 and InstPeriod = 0 then begin
    InstPeriod = count;
    end;
    end;

    {Resolve Instantaneous Period errors and smooth}
    If InstPeriod = 0 then InstPeriod = InstPeriod[1];
    Value5 = .25*(InstPeriod) + .75*Period[1];

    {Compute Trendline as simple average over the measured dominant cycle
    period}
    Period = IntPortion(Value5);
    Trendline = 0;
    For count = 0 to Period + 1 begin
    Trendline = Trendline + Price[count];
    end;
    If Period > 0 then Trendline = Trendline / (Period + 2);

    Value11 = .33*(Price + .5*(Price - Price[3])) + .67*Value11[1];

    if CurrentBar < 26 then begin
    Trendline = Price;
    Value11 = Price;
    end;
    Plot1(Trendline, "TR");
    Plot2(Value11, "ZL");
    end;

    Commentaire


    • #17
      Merci tu confirmes ce que je trouve bon.
      Tu travailles sur un petit échantillon d'après ce que j'ai pu comprendre de ton code
      ++

      Commentaire


      • #18
        merci c'est pour Tradestation ou Multichart mais sous express

        Commentaire


        • #19
          le rvi donnait un assez bon signal d'entrée ,sur divergence et rounding top dans cet exemple

          Commentaire

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