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조회수:
3929
평가:
(11)
게시됨:
2018.09.27 15:56
업데이트됨:
2018.09.27 15:56
DEROSC.mq5 (11.02 KB) 조회
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

The Derivative Oscillator indicator by Constance Brown was published in her book "Technical Analysis for the Trading Professional"

The indicator is a twice exponentially smoothed RSI with the default parameters of 5 and 3.
Then a signal line is formed by simple smoothing of the resulting 2ERSI with the period of 9.
The derived histogram is calculated as a difference between 2ERSI and the signal line

There are five inputs:

  • RSI period - period of RSI
  • First EMA period - the period of the first smoothing EMA
  • Second EMA period - the period of the second smoothing EMA
  • SMA period - signal line smoothing period
  • Applied price price used for calculations

Calculation:

DEROSC = EMA2 - SMA(EMA2, SMA period)

where:

EMA2 = EMA(EMA1, Second EMA period) EMA1 = EMA(RSI, First EMA period) RSI - RSI(Applied price, RSI period)

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/21825

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