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스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오
- 조회수:
- 5597
- 평가:
- 게시됨:
- 2011.07.13 15:56
- 업데이트됨:
- 2016.11.22 07:32
-
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
Author: Andrey N. Bolkonsky
The Ergodic CSI Oscillator (based on Candlestick Index) is described by William Blau in the book "Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis".
- WilliamBlau.mqh must be placed in terminal_data_folder\MQL5\Include\
- Blau_Ergodic_CSI.mq5 must be placed in terminal_data_folder\MQL5\Indicators\
Ergodic CSI-Oscillator by William Blau
Calculation:
The CSI Oscillator is defined as follows:
Ergodic_CSI(price1,price2,q,r,s,u) = CSI(price1,price2,q,r,s,u)
SignalLine(price1,price2,q,r,s,u,ul) = EMA( Ergodic_CSI(price1,price2,q,r,s,u) ,ul)
where:
- Ergodic_CSI() - Erogic line - Candlestick Index CSI(price1,price2,q,r,s,u);
- SignalLine() - Signal Line - EMA(ul), applied to Ergodic;
- ul - period of a Signal Line.
- graphic plot #0 - Ergodic Line (Candlestick Index):
- q - number of bars, used in calculation of Candlestick Momentum (by default q=1);
- r - period of the 1st EMA, applied to Candlestick Momentum (by default r=20);
- s - period of the 2nd EMA, applied to result of the 1st smoothing (by default s=5);
- u - period of the 3rd EMA, applied to result of the 2nd smoothing (by default u=3);
- graphic plot #1 - Signal Line:
- ul - period of a Signal Line, EMA(ul) is applied to Ergodic (by default ul=3);
- AppliedPrice1 - price type (by default AppliedPrice1=PRICE_CLOSE);
- AppliedPrice2 - price type (by default AppliedPrice2=PRICE_OPEN).
- q>0;
- r>0, s>0, u>0. If r, s or u are equal to 1, the smoothing is not used;
- ul>0. If ul=1, the Signal and Ergodic Lines are the same;
- Min. rates = (q-1+r+s+u+ul-4+1).
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/381
![Ergodic CMI-Oscillator Blau_Ergodic_CMI](https://c.mql5.com/i/code/indicator.png)
Ergodic CMI-Oscillator by Willam Blau.
![Candlestick Index Blau_CSI](https://c.mql5.com/i/code/indicator.png)
Candlestick Index (CSI) Indicator by William Blau.
![Composite High/Low Momentum Blau_HLM](https://c.mql5.com/i/code/indicator.png)
Composite High-Low Momentum Indicator by William Blau.
![Directional Trend Index Blau_DTI](https://c.mql5.com/i/code/indicator.png)
Directional Trend Index (DTI) Indicator by William Blau.