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지표

Volatility_Quality_Index - MetaTrader 5용 지표

조회수:
9067
평가:
(20)
게시됨:
2018.12.28 13:09
업데이트됨:
2019.01.17 11:29
MQL5 프리랜스 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

Trend-based informational signal indicator Volatility Quality Index displays the sections of up/down trends.

It has four adjustable parameters:

  • Period - calculation period
  • Method - calculation method
  • Smoothing - smoothing period
  • Filter - filter size

Calculations:

  • If VQ > 0
    The trend is up - a green signal pointer is placed
  • Otherwise
    The trend is down - a red signal pointer is placed

where:

  • If (Abs(VQnew) < Filter
    VQ = PrevVQ
  • Otherwise
    VQ = VQnew

VQnew = Abs(((Close - C2) / Max + (Close - Open) / (High - Low)) * 0.5) * ((Close - C2 + (Close - Open)) * 0.5)

Max = Maximum(High - Low, Maximum(High - C2, C2 - Low))

Open = MA(Open, Period, Method)
High = MA(High, Period, Method)
Low = MA(Low, Period, Method)
Close = MA(Close, Period, Method)

C2 = Close Smoothing bars ago



MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/22699

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