MetaTrader 5
Experts
Indicateurs
Scripts
Bibliothèque
Stockage
Voir comment télécharger gratuitement des robots de trading
Retrouvez-nous sur Twitter !
Rejoignez notre page de fans
Rejoignez notre page de fans
Vous avez aimé le script ? Essayez-le dans le terminal MetaTrader 5
- Vues:
- 6435
- Note:
- Publié:
- 2018.10.18 11:16
- Mise à jour:
- 2019.01.30 08:02
-
Vous manquez des opportunités de trading :- Applications de trading gratuites
- Plus de 8 000 signaux à copier
- Actualités économiques pour explorer les marchés financiers
Inscription Se connecterVous acceptez la politique du site Web et les conditions d'utilisation
Si vous n'avez pas de compte, veuillez vous inscrire
-
Besoin d'un robot ou d'un indicateur basé sur ce code ? Commandez-le sur Freelance
Aller sur Freelance
Calculation
The calculating method is deviation when compared to usual momentum calculation. Momentum is calculated as a sum of absolute differences of current price to the price 1 period ago and then compared to the ratio of current price to the price several (N) periods ago.
ABS MOMENTUM = SUM(ABS(CLOSE(i)-CLOSE(i-1))
MOMENTUM = CLOSE(i)>CLOSE(i-N) ? ABS MOMENTUM : - ABS MOMENTUM
where:
- CLOSE(i) — is the closing price of the current bar;
- CLOSE(i-1) — is the closing bar price 1 periods ago.
- CLOSE(i-N) — is the closing bar price N periods ago.
This version :
- The indicator can use filtered price for calculation now - that way, if the slope of the momentum is used for decisions the number of signals (and fake signals) is lessened significantly. The lag added is acceptable (that can easily be checked by comparing this version to the built in momentum using same period)
- For the above purpose the indicator can use one of the 4 averages types :
- simple moving average (SMA)
- exponential moving average (EMA)
- smoothed moving average (SMMA)
- linear weighted moving average (LWMA)
PS: the "big picture" comparison of this momentum and the regular momentum and the comparison of the decision points
Volatility adjusted WPR
Volatility adjusted WPR (Williams Percent Range)
Volatility adjusted RSI
Volatility adjusted RSI