Matriks Formülleri

[ugur]

evet çözüldü ama buseferde indikatör ilerlemede sýkýntý yaþamaz mý.

Hayýr periyod kapanýþýný bekler indikatör..

Mesela 5 dakikalýk periyot ile grafiði takip ediyorsanýz,

5 dakikanýn bitiminde indikatör deðeri kapanýþ deðeri ile güncellenir..

Ufuk hocam zaten halletmiþ, ayrýca..

[ertan]

uufuk hocam,

ideal'de fxsniper diye bir indikatör mevcut. Metastock ya da matriks'te bu indikatörün karþýlýðý var mýdýr? Siz kaynak koda rastladýnýz mý? Tþk.

ergodic veya macd türevlerine bakabilirsiniz. görüntü olarak benzerlikler göreceksiniz

[kafkaf]

ergodic veya macd türevlerine bakabilirsiniz. görüntü olarak benzerlikler göreceksiniz

Teþekkür, bir göz atayým.

[uufuk]

Hocam google'den baktým ancak, ideal platformundakine hiç biri benzemiyor. Bu yüzden size sormuþtum, belki daha önce karþýlaþmýþsýnýzdýr diye. Sizin tecrübeniz bizden daha fazla. Denk gelirsem paylaþýrým. Tþk.

https://www.forexstrategiesresources...ic-cci-system/


[IMG][/IMG]




[IMG][/IMG]




[IMG][/IMG]



[IMG][/IMG]


Ýdeal datasý 2013de kalmýþ(offline kullandým),tüm grafikleri o tarihe çektim...
USDTRY tüm platformlarda oldugu ve yaklaþýk eþit olacagýndan tercih ettim..

Formulu bul...Kullan...

pds1:=10; pds2:=2;
Mov(Mov(C-Ref(C,-1),pds1,e),pds2,e)/Mov(Mov(Abs(C-Ref(C,-1)),pds1,e),pds2,e)*500

[uufuk]

Ufuk Bey 10 günlük hareketli ortalamanýn 50 günlüðü yukarý kestiði ayný zamanda son üçgünde hacmin arttýðý förmülü yazarmýsýnýz matriks için saygýlar

Özel mesaj,ama özelligi yok...
Bizim kaloferci dostumuzun arþivinde bu gün bu sorunun cevabý resimli olarak vardý.
Þimdi bu soruyu soran dostu sorgulamak gerekir...

[kafkaf]

uufuk hocam,
yemek yedim, bilgisayar baþýna geçtim. Google hazretlerine danýþmadan önce senin paylaþýmýný gördüm. Eline saðlýk Yardýmýn için çok teþekkür ederim.

https://www.forexstrategiesresources...ic-cci-system/


[IMG][/IMG]




[IMG][/IMG]




[IMG][/IMG]



[IMG][/IMG]


Ýdeal datasý 2013de kalmýþ(offline kullandým),tüm grafikleri o tarihe çektim...
USDTRY tüm platformlarda oldugu ve yaklaþýk eþit olacagýndan tercih ettim..

Formulu bul...Kullan...

pds1:=10; pds2:=2;
Mov(Mov(C-Ref(C,-1),pds1,e),pds2,e)/Mov(Mov(Abs(C-Ref(C,-1)),pds1,e),pds2,e)*500

[uufuk]

Selam uufuk hocam

Üstadým
http://tradingtuitions.com/afl-of-th...kout-system-2/
bu sistemi matrikse çevirmek istiyorum ancak kýsýtlý ingilizce ve bilgi olunca translate türkçesi ile de pek mümkün olmuyor
kodun tamamý buraya sýðmadýðý için yazamadým AFL Code diye geçiyor yardýmcý olursanýz sevinirim

Dostumuzun istegi üzerine,Amibroker'den Matriks'e çevirdim ..
Bu kadar uzun kod nasýl davranýr,iyi bir þeymi degilmi karýþmam...
Ýnceleyip fikir edinmek,karar vermek sizden...

Amibroker

//------------------------------------------------------
//
//  Formula Name:    Intraday Opening Range Breakout system
//  Author/Uploader: Trading Tuitions
//  E-mail:          support@tradingtuitions.com
//  Website:         www.tradingtuitions.com
//------------------------------------------------------


function ParamOptimize( pname, defaultval, minv, maxv, step ) 
{ 
return Optimize( pname, 
Param( pname, defaultval, minv, maxv, step ), 
minv, maxv, step ); 
} 
 
_SECTION_BEGIN("Intraday Opening Range Breakout system");  

SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",50);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(150,spsShares);
SetOption( "AllowPositionShrinking", True );
 
//--Intraday time frame  
TimeFrameSet(in5Minute); 
TimeFrameInMinutes = 5; 
 
//--Define all params  
EntryBufferPct = ParamOptimize("Entry Buffer %", 0, 0, 2, 0.1); 
SLPct = ParamOptimize("SL %", 0.5, 0.5, 2, 0.5); 
TargetPct = ParamOptimize("Target %", 3, 0, 3, 0.5); 
MaxTarget = 100; 
TargetPct = IIf(TargetPct == 0, MaxTarget, TargetPct);  
EntryTimeStart = ParamOptimize("Entry Time Start (Minutes)", 55, 5, 120, 5); 
EntryBarStart = floor(EntryTimeStart/TimeFrameInMinutes) - 1; 
EntryTimeEnd = ParamOptimize("Entry Time End (Minutes)", 70, 10, 300, 10); 
EntryBarEnd = floor(EntryTimeEnd/TimeFrameInMinutes) - 1; 
EntryBarEnd = IIf(EntryBarEnd < EntryBarStart, EntryBarStart, EntryBarEnd);   
 
//--Plot Price Candle Chart 
SetChartOptions(0,chartShowArrows|chartShowDates); 
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); 
Plot( Close, "Price", colorWhite, styleCandle );
 
//--New Day & Time. End Day & Time . End Day & Time is null till end of day 1   
NewDay = (Day()!= Ref(Day(), -1)) OR BarIndex() == 0;  
printf("\n NewDay  : " + NewDay );  
EndDay = (Day()!= Ref(Day(), 1));  
printf("\n EndDay  : " + EndDay ); 
FirstBarTime = ValueWhen(NewDay,TimeNum(),1);  
EndTime = ValueWhen(EndDay,TimeNum(),1); 
SquareOffTime = EndTime; 
 
//--Calculate ORB, and SL 
HighestOfDay = HighestSince(NewDay,H,1);  
LowestOfDay = LowestSince(NewDay,L,1);  
ORBH = ValueWhen(NewDay,HighestOfDay ,1) * (1 + (EntryBufferPct/100));  
ORBL = ValueWhen(NewDay,LowestOfDay ,1) * (1 - (EntryBufferPct/100));  

 
//--Find Buy, Sell, Short & Cover Signals 
BarsSinceNewDay = BarsSince(NewDay);  
BuySignal = (H >= ORBH) AND (BarsSinceNewDay  > EntryBarStart);  
printf("\nBuySignal : " + BuySignal );  
ShortSignal = (L <= ORBL) AND (BarsSinceNewDay  > EntryBarStart) ;  
printf("\nShortSignal  : " + ShortSignal );  
BarsSinceLastBuySignal = (BarsSince(Ref(BuySignal,-1)) + 1); 
BarsSinceLastShortSignal = (BarsSince(Ref(ShortSignal,-1)) + 1); 
BarsSinceLastEntrySignal = Min(BarsSinceLastBuySignal, BarsSinceLastShortSignal); 
BothEntrySignalsNull = IsNull(BarsSinceLastBuySignal) AND IsNull(BarsSinceLastShortSignal); //true for start of Day 1 
printf("\n\nBarsSinceNewDay : " + BarsSinceNewDay );  
printf("\nBarsSinceLastBuySignal : " + BarsSinceLastBuySignal );  
printf("\nBarsSinceLastShortSignal : " + BarsSinceLastShortSignal );  
printf("\n BarsSinceLastEntrySignal : " + BarsSinceLastEntrySignal);  
Buy = (H >= ORBH) AND (BarsSinceNewDay  > EntryBarStart) AND (BarsSinceNewDay <= EntryBarEnd) AND ((BarsSinceNewDay < BarsSinceLastEntrySignal) OR BothEntrySignalsNull );  
Short = (L <= ORBL) AND (BarsSinceNewDay  > EntryBarStart) AND (BarsSinceNewDay <= EntryBarEnd) AND ((BarsSinceNewDay < BarsSinceLastEntrySignal) OR BothEntrySignalsNull );  
BuyPrice = IIf(Buy, Max(ORBH,O), Null);  
ShortPrice = IIf(Short, Min(ORBL,Open), Null);  

ORBHSL = ValueWhen(BuyPrice,BuyPrice) * (1-(SLPct/100));   
ORBLSL = ValueWhen(ShortPrice,ShortPrice) * (1+(SLPct/100)); 
ORBHTarget = ValueWhen(BuyPrice,BuyPrice) * (1+(TargetPct/100)); 
ORBLTarget = ValueWhen(ShortPrice,ShortPrice) * (1-(TargetPct/100)); 

Sell = (L <= ORBHSL) OR (H >= ORBHTarget) OR (TimeNum() > SquareOffTime-1) AND (BarsSinceNewDay > BarsSinceLastBuySignal);  
Cover = (H >= ORBLSL) OR (L <= ORBLTarget) OR (TimeNum() > SquareOffTime-1) AND (BarsSinceNewDay > BarsSinceLastShortSignal);  

SellPrice = IIf(Sell, IIf(H >= ORBHTarget, ORBHTarget, Max(ORBHSL, L)), Null);  
CoverPrice = IIf(Cover, IIf(L <= ORBLTarget, ORBLTarget, Min(ORBLSL, H)), Null);  

printf("\nBuy : " + Buy );  
printf("\nSell : " + Sell );  
printf("\nShort : " + Short );  
printf("\nCover : " + Cover );  

printf("\nORBH : " + ORBH );  
printf("\nORBL : " + ORBL );  
printf("\nBuyPrice : " + BuyPrice );  
printf("\nShortPrice : " + ShortPrice );  

printf("\nORBHSL : " + ORBHSL );  
printf("\nORBLSL : " + ORBLSL );  
printf("\nORBHTarget : " + ORBHTarget );  
printf("\nORBLTarget : " + ORBLTarget );  
 
//--Handle if ORB broken both sides on same bar 
//--And remove duplicate Sell & Cover signals, since ExRem did not work as needed when Buy & Sell on same bar 
orbBothSides = IIf(Buy AND Short, 1, 0);  
Buy = IIf(orbBothSides AND C <= O, 0, Buy);  
Short = IIf(orbBothSides AND C > O, 0, Short);  
Sell = IIf(orbBothSides AND C > O AND (L <= ORBHSL), 1, Sell);  
Sell = IIf((BarsSince(Buy) < (BarsSince(Ref(Sell,-1))+1)) OR (BarsSince(Buy) AND IsNull(BarsSince(Ref(Sell,-1)))),Sell,0); 
Cover = IIf(orbBothSides AND C <= O AND (H >= ORBLSL), 1, Cover);  
Cover = IIf((BarsSince(Short) < (BarsSince(Ref(Cover,-1))+1)) OR (BarsSince(Short) AND IsNull(BarsSince(Ref(Cover,-1)))),Cover,0); 


//Plot(IIf(BarsSinceNewDay > BarsSinceLastBuySignal,ORBHSL,NULL),"BuyStopLoss",colorRed,styleDashed); 
//Plot(IIf(BarsSinceNewDay > BarsSinceLastShortSignal,ORBLSL,NULL),"SellStopLoss",colorRed,styleDashed);  
Plot(ORBH,"",colorBlue,styleDots);
Plot(ORBL,"",colorBlue,styleDots);


/* Plot Buy and Sell Signal Arrows */
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);

 
//--Restore time frame  
TimeFrameRestore();  
_SECTION_END();

Matrikscesi

NewDay:=DAYOFMONTH()<>ref(DAYOFMONTH(),-1) ;   
EndDay:=DAYOFMONTH()<ref(DAYOFMONTH(),1-0) ; 
EntryBufferPct:=0;  SLPct:=0.5;   TargetPct:=3;   MaxTarget: = 100; 
TargetPct:=If(TargetPct = 0, MaxTarget, TargetPct); 
EntryTimeStart :=55;      EntryBarStart:=round(EntryTimeStart/5) - 1;   
EntryTimeEnd:=70;     EntryBarEnd:=round(EntryTimeEnd/5) - 1; 
EntryBarEnd:=If(EntryBarEnd < EntryBarStart, EntryBarStart, EntryBarEnd);
TimeNum:=HOUR()*100+MINUTE();  FirstBarTime:=ValueWhen(1,NewDay,TimeNum);  
EndTime:=ValueWhen(1,EndDay,TimeNum);    SquareOffTime:=EndTime; 
HighestOfDay:=HighestSince(1,NewDay,H);    LowestOfDay:=LowestSince(1,NewDay,L);  
ORBH:=ValueWhen(1,NewDay,HighestOfDay)*(1+(EntryBufferPct/100));  
ORBL:=ValueWhen(1,NewDay,LowestOfDay)*(1-(EntryBufferPct/100));  
BarsSinceNewDay:=BarsSince(NewDay);  
BuySignal:=(H >= ORBH) AND (BarsSinceNewDay  > EntryBarStart);  
ShortSignal:=(L <= ORBL) AND (BarsSinceNewDay  > EntryBarStart) ;  
BarsSinceLastBuySignal:=(BarsSince(Ref(BuySignal,-1)) + 1); 
BarsSinceLastShortSignal:=(BarsSince(Ref(ShortSignal,-1)) + 1); 
BarsSinceLastEntrySignal:=Min(BarsSinceLastBuySignal, BarsSinceLastShortSignal); 
BothEntrySignalsNull:=BarsSinceLastBuySignal<0 AND BarsSinceLastShortSignal<0;
Buy:=(H >= ORBH) AND (BarsSinceNewDay  > EntryBarStart) AND (BarsSinceNewDay <= EntryBarEnd) AND ((BarsSinceNewDay < BarsSinceLastEntrySignal) {OR BothEntrySignalsNull });  
Short:=(L <= ORBL) AND (BarsSinceNewDay  > EntryBarStart) AND (BarsSinceNewDay <= EntryBarEnd) AND ((BarsSinceNewDay < BarsSinceLastEntrySignal) {OR BothEntrySignalsNull} ); 
BuyPrice:=If(Buy, Max(ORBH,O), 0);        ShortPrice:=If(Short, Min(ORBL,Open), 0);   
ORBHSL:=ValueWhen(1,BuyPrice,BuyPrice) * (1-(SLPct/100));   
ORBLSL:=ValueWhen(1,ShortPrice,ShortPrice) * (1+(SLPct/100)); 
ORBHTarget:=ValueWhen(1,BuyPrice,BuyPrice) * (1+(TargetPct/100)); 
ORBLTarget:=ValueWhen(1,ShortPrice,ShortPrice) * (1-(TargetPct/100));
Sell:=(L <= ORBHSL) OR (H >= ORBHTarget)  OR (TimeNum > SquareOffTime-1)  AND (BarsSinceNewDay > BarsSinceLastBuySignal) ;  
Cover:=(H >= ORBLSL)  OR (L <= ORBLTarget)  OR (TimeNum > SquareOffTime-1) AND (BarsSinceNewDay > BarsSinceLastShortSignal) ;  
SellPrice:=If(Sell,If(H >= ORBHTarget, ORBHTarget, Max(ORBHSL, L)), 0);  
CoverPrice:=If(Cover,If(L <= ORBLTarget, ORBLTarget, Min(ORBLSL, H)),0); 
orbBothSides:=If(Buy AND Short, 1, 0);  
Buy:=If(orbBothSides AND C <= O, 0, Buy);  
Short:=If(orbBothSides AND C > O, 0, Short);  
Sell:=If(orbBothSides AND C > O AND (L <= ORBHSL), 1, Sell);  
Sell:=If((BarsSince(Buy) < (BarsSince(Ref(Sell,-1))+1)) OR (BarsSince(Buy) AND (BarsSince(Ref(Sell,-1))<0  ) ),Sell,0); 
Cover:=If(orbBothSides AND C <= O AND (H >= ORBLSL), 1, Cover);  
Cover:=If((BarsSince(Short) < (BarsSince(Ref(Cover,-1))+1)) OR (BarsSince(Short) AND (BarsSince(Ref(Cover,-1)) <0)),Cover,0); 
-Buy*(L-0.2) ;-Sell*(H+0.2);  -Short*(H+0.5); -Cover*(L-0.5);ORBH  ; ORBL

[drkuzn]

Sn. uufuk, emeðinize, bilginize saðlýk. Herþey gönlünüze göre olsun