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Vues:: 3821
Note:: (11)
Publié:: 2018.07.09 10:30

PCI.mq5 (13.91 KB) afficher

Télécharger au format ZIP, Comment télécharger du code à partir de MetaEditor

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Oscillator Phase Change Index is the market phase change index that helps identify the current phase (stage) of the market.

It has four configurable parameters:

Period - calculation period
Applied price - calculation price
Overbought - overbought level
Oversold - oversold level

Calculation:

PCI = 100 * Up/(Up+Dn)

where:

if Price[i-Period] > Gradient
Up = Sum(Abs(Price[i-Period] - Gradient)) 
if Price[i-Period] < Gradient
Dn = Sum(Abs(Price[i-Period] - Gradient)) 
Gradient[i] = Price[i-Period] + Momentum[i] * i
Momentum[i] = (Price[i]-Price[i-Period+1]) / Period
Price -- Applied price

Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/20974

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PCI - indicateur pour MetaTrader 5