Yeni İndikatörler

[stradivarius]

dsma . bu son olan epeyce yeni , konu basligina uygun olmus.

eliniz degmisken su formulude cevirmeniz mumkun mu. ben ugrastim ancak bi sonuc cikmadi, buyuk ihtimla biseyleri yanlis yaptim.

Price((H+L)/2);
Vars:
delta(0.1),
gamma(0),
alpha(0),
beta(0),
N(0),
Period(0),
MaxAmpl(0),
Num(0),
Denom(0),
DC(0),
DomCyc(0),
Color1(0),
Color2(0),
alpha1(0),
HP(0),
SmoothHP(0);
Arrays:
I[50](0),
OldI[50](0),
OlderI[50](0),
Q[50](0),
OldQ[50](0),
OlderQ[50](0),
Real[50](0),
OldReal[50](0),
OlderReal[50](0),
Imag[50](0),
OldImag[50](0),
OlderImag[50](0),
Ampl[50](0),
OldAmpl[50](0),
DB[50](0);
alpha1 = (1 - Sine (360 / 40)) / Cosine(360 / 40);
HP = .5*(1 + alpha1)*(Price - Price[1]) + alpha1*HP[1];
SmoothHP = (HP + 2*HP[1] + 3*HP[2] + 3*HP[3] + 2*HP[4] + HP[5]) / 12;
IF CurrentBar < 7 Then SmoothHP = Price - Price[1];
IF CurrentBar = 1 THEN SmoothHP = 0;
delta = -.015*CurrentBar + .5;
If delta < .15 then delta = .15;
If CurrentBar > 6 Then Begin
For N = 8 to 50 Begin
beta = Cosine(360 / N);
gamma = 1 / Cosine(720*delta / N);
alpha = gamma - SquareRoot(gamma*gamma - 1);
Q[N] = (N / 6.283185)*(SmoothHP - SmoothHP[1]);
I[N] = SmoothHP;
Real[N] = .5*(1 - alpha)*(I[N] - OlderI[N]) + beta*(1 + alpha)*OldReal[N] -
alpha*OlderReal[N];
Imag[N] = .5*(1 - alpha)*(Q[N] - OlderQ[N]) + beta*(1 + alpha)*OldImag[N]
- alpha*OlderImag[N];
Ampl[N] = (Real[N]*Real[N] + Imag[N]*Imag[N]);
End;
End;
For N = 8 to 50 Begin
OlderI[N] = OldI[N];
OldI[N] = I[N];
OlderQ[N] = OldQ[N];
OldQ[N] = Q[N];
OlderReal[N] = OldReal[N];
OldReal[N] = Real[N];
OlderImag[N] = OldImag[N];
OldImag[N] = Imag[N];
OldAmpl[N] = Ampl[N];
End;
MaxAmpl = Ampl[10];
For N = 8 to 50 Begin
If Ampl[N] > MaxAmpl then MaxAmpl = Ampl[N];
End;
For N = 8 to 50 Begin
IF MaxAmpl <> 0 AND (Ampl[N] / MaxAmpl) > 0 THEN DB[N] = -10*Log(.01 / (1 -
.99*Ampl[N] / MaxAmpl)) / Log(10);
If DB[N] > 20 then DB[N] = 20;
End;
Num = 0;
Denom = 0;
For N = 10 to 50 Begin
If DB[N] <= 3 Then Begin
Num = Num + N*(20 - DB[N]);
Denom = Denom + (20 - DB[N]);
End;
If Denom <> 0 Then DC = Num / Denom;
End;
DomCyc = Median(DC, 10);
If DomCyc < 8 Then DomCyc = 20;
beta = Cosine(360 / DomCyc);
gamma = 1 / Cosine(720*delta / DomCyc);
alpha = gamma - SquareRoot(gamma*gamma - 1);
Value1 = .5*(1 - alpha)*(SmoothHP - SmoothHP[1]) + beta*(1 + alpha)*Value1[1] -
alpha*Value1[2];
Value2 = (DomCyc / 6.28)*(Value1 - Value1[1]); 

[Orhan AKDOĞAN]

dsma . bu son olan epeyce yeni , konu basligina uygun olmus.

eliniz degmisken su formulude cevirmeniz mumkun mu. ben ugrastim ancak bi sonuc cikmadi, buyuk ihtimla biseyleri yanlis yaptim.

Price((H+L)/2);
Vars:
delta(0.1),
gamma(0),
alpha(0),
beta(0),
N(0),
Period(0),
MaxAmpl(0),
Num(0),
Denom(0),
DC(0),
DomCyc(0),
Color1(0),
Color2(0),
alpha1(0),
HP(0),
SmoothHP(0);
Arrays:
I[50](0),
OldI[50](0),
OlderI[50](0),
Q[50](0),
OldQ[50](0),
OlderQ[50](0),
Real[50](0),
OldReal[50](0),
OlderReal[50](0),
Imag[50](0),
OldImag[50](0),
OlderImag[50](0),
Ampl[50](0),
OldAmpl[50](0),
DB[50](0);
alpha1 = (1 - Sine (360 / 40)) / Cosine(360 / 40);
HP = .5*(1 + alpha1)*(Price - Price[1]) + alpha1*HP[1];
SmoothHP = (HP + 2*HP[1] + 3*HP[2] + 3*HP[3] + 2*HP[4] + HP[5]) / 12;
IF CurrentBar < 7 Then SmoothHP = Price - Price[1];
IF CurrentBar = 1 THEN SmoothHP = 0;
delta = -.015*CurrentBar + .5;
If delta < .15 then delta = .15;
If CurrentBar > 6 Then Begin
For N = 8 to 50 Begin
beta = Cosine(360 / N);
gamma = 1 / Cosine(720*delta / N);
alpha = gamma - SquareRoot(gamma*gamma - 1);
Q[N] = (N / 6.283185)*(SmoothHP - SmoothHP[1]);
I[N] = SmoothHP;
Real[N] = .5*(1 - alpha)*(I[N] - OlderI[N]) + beta*(1 + alpha)*OldReal[N] -
alpha*OlderReal[N];
Imag[N] = .5*(1 - alpha)*(Q[N] - OlderQ[N]) + beta*(1 + alpha)*OldImag[N]
- alpha*OlderImag[N];
Ampl[N] = (Real[N]*Real[N] + Imag[N]*Imag[N]);
End;
End;
For N = 8 to 50 Begin
OlderI[N] = OldI[N];
OldI[N] = I[N];
OlderQ[N] = OldQ[N];
OldQ[N] = Q[N];
OlderReal[N] = OldReal[N];
OldReal[N] = Real[N];
OlderImag[N] = OldImag[N];
OldImag[N] = Imag[N];
OldAmpl[N] = Ampl[N];
End;
MaxAmpl = Ampl[10];
For N = 8 to 50 Begin
If Ampl[N] > MaxAmpl then MaxAmpl = Ampl[N];
End;
For N = 8 to 50 Begin
IF MaxAmpl <> 0 AND (Ampl[N] / MaxAmpl) > 0 THEN DB[N] = -10*Log(.01 / (1 -
.99*Ampl[N] / MaxAmpl)) / Log(10);
If DB[N] > 20 then DB[N] = 20;
End;
Num = 0;
Denom = 0;
For N = 10 to 50 Begin
If DB[N] <= 3 Then Begin
Num = Num + N*(20 - DB[N]);
Denom = Denom + (20 - DB[N]);
End;
If Denom <> 0 Then DC = Num / Denom;
End;
DomCyc = Median(DC, 10);
If DomCyc < 8 Then DomCyc = 20;
beta = Cosine(360 / DomCyc);
gamma = 1 / Cosine(720*delta / DomCyc);
alpha = gamma - SquareRoot(gamma*gamma - 1);
Value1 = .5*(1 - alpha)*(SmoothHP - SmoothHP[1]) + beta*(1 + alpha)*Value1[1] -
alpha*Value1[2];
Value2 = (DomCyc / 6.28)*(Value1 - Value1[1]); 

fiyat döngüsünün uzunluğunu tahmin etmek için kullanıyorlarmış.
bence yapamamışlar

http://traders.com/documentation/FEE...rs/ehlers.html

http://traders.com/documentation/fee...adersTips.html

//Ehlers Dominant Cycle -Dominant Cycle Tuned Bypass Filter




//Veriler
var V = Sistem.GrafikVerileri; 
var C = Sistem.GrafikFiyatSec("Kapanis"); 
var H = Sistem.GrafikFiyatSec("YUksek");
var L = Sistem.GrafikFiyatSec("Dusuk");
var O = Sistem.GrafikFiyatSec("Açılış");  


var Median = Sistem.Median(C, 14);

var DCTBF1= Sistem.Liste(0f);
var DCTBF2= Sistem.Liste(0f);

int N = 0;
double Color1;
double Color2;
double alpha1; 

List<double> HP= new List<double>(new double[C.Count]);
List<double> SmoothHP= new List<double>(new double[C.Count]);
List<double> delta= new List<double>(new double[C.Count]);
List<double> gamma= new List<double>(new double[C.Count]);
List<double> alpha= new List<double>(new double[C.Count]);
List<double> beta= new List<double>(new double[C.Count]);
List<double> Period= new List<double>(new double[C.Count]);
List<double> MaxAmpl= new List<double>(new double[C.Count]);
List<double> Num= new List<double>(new double[C.Count]);
List<double> Denom= new List<double>(new double[C.Count]);
List<double> DC= new List<double>(new double[C.Count]);
List<double> DomCyc= new List<double>(new double[C.Count]);


var I           = new double[51];
var OldI        = new double[51];
var OlderI      = new double[51];
var Q           = new double[51];
var OldQ        = new double[51];
var OlderQ      = new double[51];
var Real        = new double[51];
var OldReal     = new double[51];
var OlderReal   = new double[51];
var Imag        = new double[51];
var OldImag     = new double[51];
var OlderImag   = new double[51];
var Ampl        = new double[51];
var OldAmpl     = new double[51];
var DB          = new double[51];

for (int j = 300; j < C.Count; j++) 
{ 
             alpha1 = (1 - Math.Sin((360 / 40 * (Math.PI / 180)))) / Math.Cos((360 / 40) * (Math.PI / 180));


            HP[j] =  0.5 * (1 + alpha1) * (Median[j] - Median[j-1]) + alpha1 * HP[j-1];


            SmoothHP[j] = (HP[j] + 2 * HP[j-1] + 3 * HP[j-2] + 3 * HP[j-3] + 2 * HP[j-4] + HP[j-5]) / 12;


            delta[j] = -0.015 * j + 0.5;


            if (delta[j] < 0.15)  delta[j] = 0.15;


            for (N = 8; N <= 50; ++N)
            {
                beta[j] = Math.Cos((360 / N)* (Math.PI / 180));
                gamma[j] = 1 / Math.Cos((720 * delta[j] / N)* (Math.PI / 180));
                alpha[j] = gamma[j] - Math.Sqrt(gamma[j] * gamma[j] - 1);
                Q[N] = (N / 6.283185) * (SmoothHP[j] - SmoothHP[j-1]);
                I[N] = SmoothHP[j];
                Real[N] = .5 * (1 - alpha[j]) * (I[N] - OlderI[N]) + beta[j] * (1 + alpha[j]) * OldReal[N] - alpha[j] * OlderReal[N];
                Imag[N] = .5 * (1 - alpha[j]) * (Q[N] - OlderQ[N]) + beta[j] * (1 + alpha[j]) * OldImag[N] - alpha[j] * OlderImag[N];
                Ampl[N] = (Real[N] * Real[N] + Imag[N] * Imag[N]);
            }


            for (N = 8; N <= 50; ++N)
            {
                OlderI[N] = OldI[N]; 
                OldI[N] = I[N];
                OlderQ[N] = OldQ[N];
                OldQ[N] = Q[N];
                OlderReal[N] = OldReal[N];
                OldReal[N] = Real[N];
                OlderImag[N] = OldImag[N];
                OldImag[N] = Imag[N];
                OldAmpl[N] = Ampl[N];
            }

            MaxAmpl[j] = Ampl[10];

            for (N = 8; N <= 50; ++N)
            {
                if (Ampl[N] > MaxAmpl[j])
                {
                    MaxAmpl[j] = Ampl[N];
                }
            }


            for (N = 8; N <= 50; ++N)
            {
                if (MaxAmpl[j] != 0 && (Ampl[N] / MaxAmpl[j]) > 0)
                {
                    DB[N] = -10 * Math.Log(.01 / (1 - .99 * Ampl[N] / MaxAmpl[j])) / Math.Log(10.0);
                }


                if (DB[N] > 20)
                {
                    DB[N] = 20;
                }
            }


            Num[j] = 0;
            Denom[j] = 0;


            for (N = 8; N <= 50; ++N)
            {
                if (DB[N] <= 3)
                {
                    Num[j] = Num[j] + N * (20 - DB[N]);
                    Denom[j] = Denom[j] + (20 - DB[N]);
                }

                if (Denom[j] != 0)
                {
                    DC[j] = Num[j] / Denom[j];
                }
            }
}


var DCmedian= Sistem.Median(DC.ConvertAll(x => (float)x), 10);

for (int j = 300; j < C.Count; j++) 
{ 
            DomCyc[j] = DCmedian[j];
            if(DomCyc[j] < 8)
            {
                DomCyc[j] = 20;
            }


            beta[j] = Math.Cos((360 / DomCyc[j])* (Math.PI / 180));


            gamma[j] = 1 / Math.Cos((720 * delta[j] / DomCyc[j])* (Math.PI / 180));


            alpha[j] = gamma[j] - Math.Sqrt(gamma[j] * gamma[j] - 1);


            DCTBF1[j] = (float)(0.5 * (1 - alpha[j]) * (SmoothHP[j] - SmoothHP[j-1]) + beta[j] * (1 +alpha[j]) * DCTBF1[j-1] - alpha[j] * DCTBF1[j-2]);
            DCTBF2[j] = (float)((DomCyc[j] / 6.28) * (DCTBF1[j] - DCTBF1[j-1]));

}

Sistem.Cizgiler[0].Deger  = DCTBF1; 
Sistem.Cizgiler[1].Deger  = DCTBF2; 

https://prnt.sc/ln66c3

[stradivarius]

fiyat döngüsünün uzunluğunu tahmin etmek için kullanıyorlarmış.
bence yapamamışlar

http://traders.com/documentation/FEE...rs/ehlers.html

http://traders.com/documentation/fee...adersTips.html

//Ehlers Dominant Cycle -Dominant Cycle Tuned Bypass Filter




//Veriler
var V = Sistem.GrafikVerileri; 
var C = Sistem.GrafikFiyatSec("Kapanis"); 
var H = Sistem.GrafikFiyatSec("YUksek");
var L = Sistem.GrafikFiyatSec("Dusuk");
var O = Sistem.GrafikFiyatSec("Açılış");  


var Median = Sistem.Median(C, 14);

var DCTBF1= Sistem.Liste(0f);
var DCTBF2= Sistem.Liste(0f);

int N = 0;
double Color1;
double Color2;
double alpha1; 

List<double> HP= new List<double>(new double[C.Count]);
List<double> SmoothHP= new List<double>(new double[C.Count]);
List<double> delta= new List<double>(new double[C.Count]);
List<double> gamma= new List<double>(new double[C.Count]);
List<double> alpha= new List<double>(new double[C.Count]);
List<double> beta= new List<double>(new double[C.Count]);
List<double> Period= new List<double>(new double[C.Count]);
List<double> MaxAmpl= new List<double>(new double[C.Count]);
List<double> Num= new List<double>(new double[C.Count]);
List<double> Denom= new List<double>(new double[C.Count]);
List<double> DC= new List<double>(new double[C.Count]);
List<double> DomCyc= new List<double>(new double[C.Count]);


var I           = new double[51];
var OldI        = new double[51];
var OlderI      = new double[51];
var Q           = new double[51];
var OldQ        = new double[51];
var OlderQ      = new double[51];
var Real        = new double[51];
var OldReal     = new double[51];
var OlderReal   = new double[51];
var Imag        = new double[51];
var OldImag     = new double[51];
var OlderImag   = new double[51];
var Ampl        = new double[51];
var OldAmpl     = new double[51];
var DB          = new double[51];

for (int j = 300; j < C.Count; j++) 
{ 
             alpha1 = (1 - Math.Sin((360 / 40 * (Math.PI / 180)))) / Math.Cos((360 / 40) * (Math.PI / 180));


            HP[j] =  0.5 * (1 + alpha1) * (Median[j] - Median[j-1]) + alpha1 * HP[j-1];


            SmoothHP[j] = (HP[j] + 2 * HP[j-1] + 3 * HP[j-2] + 3 * HP[j-3] + 2 * HP[j-4] + HP[j-5]) / 12;


            delta[j] = -0.015 * j + 0.5;


            if (delta[j] < 0.15)  delta[j] = 0.15;


            for (N = 8; N <= 50; ++N)
            {
                beta[j] = Math.Cos((360 / N)* (Math.PI / 180));
                gamma[j] = 1 / Math.Cos((720 * delta[j] / N)* (Math.PI / 180));
                alpha[j] = gamma[j] - Math.Sqrt(gamma[j] * gamma[j] - 1);
                Q[N] = (N / 6.283185) * (SmoothHP[j] - SmoothHP[j-1]);
                I[N] = SmoothHP[j];
                Real[N] = .5 * (1 - alpha[j]) * (I[N] - OlderI[N]) + beta[j] * (1 + alpha[j]) * OldReal[N] - alpha[j] * OlderReal[N];
                Imag[N] = .5 * (1 - alpha[j]) * (Q[N] - OlderQ[N]) + beta[j] * (1 + alpha[j]) * OldImag[N] - alpha[j] * OlderImag[N];
                Ampl[N] = (Real[N] * Real[N] + Imag[N] * Imag[N]);
            }


            for (N = 8; N <= 50; ++N)
            {
                OlderI[N] = OldI[N]; 
                OldI[N] = I[N];
                OlderQ[N] = OldQ[N];
                OldQ[N] = Q[N];
                OlderReal[N] = OldReal[N];
                OldReal[N] = Real[N];
                OlderImag[N] = OldImag[N];
                OldImag[N] = Imag[N];
                OldAmpl[N] = Ampl[N];
            }

            MaxAmpl[j] = Ampl[10];

            for (N = 8; N <= 50; ++N)
            {
                if (Ampl[N] > MaxAmpl[j])
                {
                    MaxAmpl[j] = Ampl[N];
                }
            }


            for (N = 8; N <= 50; ++N)
            {
                if (MaxAmpl[j] != 0 && (Ampl[N] / MaxAmpl[j]) > 0)
                {
                    DB[N] = -10 * Math.Log(.01 / (1 - .99 * Ampl[N] / MaxAmpl[j])) / Math.Log(10.0);
                }


                if (DB[N] > 20)
                {
                    DB[N] = 20;
                }
            }


            Num[j] = 0;
            Denom[j] = 0;


            for (N = 8; N <= 50; ++N)
            {
                if (DB[N] <= 3)
                {
                    Num[j] = Num[j] + N * (20 - DB[N]);
                    Denom[j] = Denom[j] + (20 - DB[N]);
                }

                if (Denom[j] != 0)
                {
                    DC[j] = Num[j] / Denom[j];
                }
            }
}


var DCmedian= Sistem.Median(DC.ConvertAll(x => (float)x), 10);

for (int j = 300; j < C.Count; j++) 
{ 
            DomCyc[j] = DCmedian[j];
            if(DomCyc[j] < 8)
            {
                DomCyc[j] = 20;
            }


            beta[j] = Math.Cos((360 / DomCyc[j])* (Math.PI / 180));


            gamma[j] = 1 / Math.Cos((720 * delta[j] / DomCyc[j])* (Math.PI / 180));


            alpha[j] = gamma[j] - Math.Sqrt(gamma[j] * gamma[j] - 1);


            DCTBF1[j] = (float)(0.5 * (1 - alpha[j]) * (SmoothHP[j] - SmoothHP[j-1]) + beta[j] * (1 +alpha[j]) * DCTBF1[j-1] - alpha[j] * DCTBF1[j-2]);
            DCTBF2[j] = (float)((DomCyc[j] / 6.28) * (DCTBF1[j] - DCTBF1[j-1]));

}

Sistem.Cizgiler[0].Deger  = DCTBF1; 
Sistem.Cizgiler[1].Deger  = DCTBF2; 

https://prnt.sc/ln66c3

Sizce nasil olurdu

[Orhan AKDOĞAN]

Sizce nasil olurdu

https://prnt.sc/ln7uvy

[stradivarius]

https://prnt.sc/ln7uvy

Evet tam da oydu )) ancak delta dongusunu 0-50 calistirmmistim ben. Diger turlu 0.15 e yapismaz mi ustat.

[Orhan AKDOĞAN]

Evet tam da oydu )) ancak delta dongusunu 0-50 calistirmmistim ben. Diger turlu 0.15 e yapismaz mi ustat.

Periyoda göre değer aralığı değişiyor, Günlük de 0.5 ler de bizim kod.


https://prnt.sc/lng0jz




https://prnt.sc/lnfyol