Ik heb zelf niet zo heel veel kennis van programmeren en de handleidingen van de software helpt mij niet echt veel verder. Op zoek naar meer informatie kwam ik op dit forum terecht. Ik wil graag de WHS Supertrend indicator uit WHS Prostation platform overzetten naar de WHS Futurestation software. Deze laatste gebruikt 'express' als taal, wat me wel een vrij simpele taal lijkt. Ik heb het begin kunnen doen maar op het einde zit ik vast. Ik had gehoopt dat iemand hier goed kan werken met deze zaken en me verder op weg kan helpen.
De originele code:
Code: Selecteer alles
indicator SuperTrend;
input
CalcPriceType = 1, // type of price calculation over which average will be calculated
TrendPriceType = 2, // type of price calculation over which trend direction will be calculated
VolatPeriod = 1, // period to look for volatility
VolatCoeff = 1.8, // distance from average, multiply of volatility
AvgToVolatRatio = 10, // period to calculate average, multiply of volatility period
UpDnCalcType = 6; // type of calculation for stops
draw
AvgPrice("Average Price"),
Stop("Stop");
vars
i(number),
VolatUpCoeff(number),
VolatDnCoeff(number),
HH(series),
LL(series),
CalcPrice(series),
TrendPrice(series),
Volat(series),
AvgVolat(series),
AvgPeriod(number),
Up(series),
Dn(series),
Trend(series);
begin
VolatUpCoeff := abs(VolatCoeff);
VolatDnCoeff := -abs(VolatCoeff);
AvgPeriod := AvgToVolatRatio*VolatPeriod;
HH := Highest(High, VolatPeriod);
LL := Lowest(Low, VolatPeriod);
if CalcPriceType = 1 then
CalcPrice := Close;
if CalcPriceType = 2 then
CalcPrice := (HH+LL)/2;
if CalcPriceType = 3 then
CalcPrice := (HH+LL+Close)/3;
if CalcPriceType = 4 then begin
CalcPrice := Close;
for i := front(Close)+VolatPeriod-1 to back(Close) do
CalcPrice[i] := (HH[i]+LL[i]+Close[i]+Low[i-VolatPeriod+1])/4;
end;
if CalcPriceType = 5 then begin
CalcPrice := Close;
for i := front(Close)+VolatPeriod to back(Close) do
CalcPrice[i] := (HH[i]+LL[i]+Close[i-VolatPeriod])/3;
end;
if CalcPriceType = 6 then begin
CalcPrice := Close;
for i := front(Close)+VolatPeriod to back(Close) do
CalcPrice[i] := (HH[i]+LL[i]+Close[i-VolatPeriod]+Low[i-VolatPeriod+1])/4;
end;
if TrendPriceType = 1 then
TrendPrice := Close;
if TrendPriceType = 2 then
TrendPrice := (HH+LL)/2;
if TrendPriceType = 3 then
TrendPrice := (HH+LL+Close)/3;
if TrendPriceType = 4 then begin
TrendPrice := Close;
for i := front(Close)+VolatPeriod-1 to back(Close) do
TrendPrice[i] := (HH[i]+LL[i]+Close[i]+Low[i-VolatPeriod+1])/4;
end;
if TrendPriceType = 5 then begin
TrendPrice := Close;
for i := front(Close)+VolatPeriod to back(Close) do
TrendPrice[i] := (HH[i]+LL[i]+Close[i-VolatPeriod])/3;
end;
if TrendPriceType = 6 then begin
TrendPrice := Close;
for i := front(Close)+VolatPeriod to back(Close) do
TrendPrice[i] := (HH[i]+LL[i]+Close[i-VolatPeriod]+Low[i-VolatPeriod+1])/4;
end;
Volat := (HH - LL)/2;
Up := CalcPrice;
Dn := CalcPrice;
if AvgToVolatRatio>1 then begin
if UpDnCalcType=1 or UpDnCalcType=2 then begin
AvgPrice := SMA(CalcPrice, AvgPeriod);
AvgVolat := SMA(Volat, AvgPeriod);
Up := AvgPrice+VolatUpCoeff*AvgVolat;
Dn := AvgPrice+VolatDnCoeff*AvgVolat;
end;
if UpDnCalcType=3 or UpDnCalcType=4 then begin
AvgPrice := EMA(CalcPrice, AvgPeriod);
AvgVolat := EMA(Volat, AvgPeriod);
Up := AvgPrice+VolatUpCoeff*AvgVolat;
Dn := AvgPrice+VolatDnCoeff*AvgVolat;
end;
if UpDnCalcType=5 or UpDnCalcType=6 then begin
AvgPrice := WMA(CalcPrice, AvgPeriod);
AvgVolat := WMA(Volat, AvgPeriod);
Up := AvgPrice+VolatUpCoeff*AvgVolat;
Dn := AvgPrice+VolatDnCoeff*AvgVolat;
end;
if UpDnCalcType=7 or UpDnCalcType=8 then begin
AvgPrice :=WMA(2*WMA(CalcPrice, int(AvgPeriod/2)) - WMA(CalcPrice, AvgPeriod),
int(SQRT(AvgPeriod)));
AvgVolat :=WMA(2*WMA(Volat, int(AvgPeriod/2)) - WMA(Volat, AvgPeriod),
int(SQRT(AvgPeriod)));
Up := AvgPrice+VolatUpCoeff*AvgVolat;
Dn := AvgPrice+VolatDnCoeff*AvgVolat;
end;
end else begin
AvgPrice := CalcPrice;
Up := CalcPrice+VolatUpCoeff*Volat;
Dn := CalcPrice+VolatDnCoeff*Volat;
end;
Trend := makeseries(front(Close), back(Close), 0);
for i := front(Close)+AvgPeriod+1 to back(Close) do begin
if (AvgToVolatRatio>1) and (UpDnCalcType=2 or UpDnCalcType=4 or UpDnCalcType=6 or
UpDnCalcType=8) then begin
if Trend[i-1]<0 then begin
if Up[i]>Up[i-1] then
Up[i] := Up[i-1];
end;
if Trend[i-1]>=0 then begin
if Dn[i]<Dn[i-1] then
Dn[i] := Dn[i-1];
end;
end;
Trend[i] := Trend[i-1];
if TrendPrice[i]>Up[i] then
Trend[i] := 1;
if TrendPrice[i]<Dn[i] then
Trend[i] := -1;
end;
for i := front(Close)+AvgPeriod to back(Close) do begin
if Trend[i] >= 0 then
Stop[i] := Dn[i]
else
Stop[i] := Up[i];
end;
end.
Code: Selecteer alles
Express OWN_Supertrend
Vars
series HH, LL, CalcPrice, TrendPrice, Volat, AvgPrice, AvgVolat, AvgPeriod, Up, Dn, Trend;
numeric i, VolatUpCoeff, VolatDnCoeff;
input $CalcPriceType(1,5,1); // type of price calculation over which AvgPrice will be calculated (for information see Section 'CalcPrice')
input $TrendPriceType(1,2,1); // type of price calculation over which Trend direction will be calculated (for information see Section 'TrendPrice')
input $UpDnCalcType(1,8,1); // type of calculation for stops (for information see Section 'Up and Down')
input $VolatPeriod(1,3,1); // period to look for volatility
input $VolatCoeff(1,4,2); // distance from AvgPrice as a multiple of volatility
input $AvgToVolatRatio(1,15,10); // period to calculate average, multiply of volatility period
Calculation
if IsFirstBar() then
begin
CalculateAtEveryTick(false);
SetYscaleFormat(GetPriceFormat());
end
VolatUpCoeff = AbsValue($VolatCoeff);
VolatDnCoeff = -AbsValue($VolatCoeff);
AvgPeriod = $AvgToVolatRatio*$VolatPeriod;
HH = Highest(High, $VolatPeriod);
LL = Lowest(Low, $VolatPeriod);
/////////////////////////////////////////////////////
//////// CalcPrice ///////////
//////// 1 = Close
//////// 2 = (HH + LL) / 2
//////// 3 = (HH + LL + Close) /3
/////////////////////////////////////////////////////
if $CalcPriceType = 1 then
CalcPrice = Close;
if $CalcPriceType = 2 then
CalcPrice = (HH+LL)/2;
if $CalcPriceType = 3 then
CalcPrice = (HH+LL+Close)/3;
/////////////////////////////////////////////////////
//////// TrendPrice /////////////
/////////////////////////////////////////////////////
if $TrendPriceType = 1 then
TrendPrice = Close;
if $TrendPriceType = 2 then
TrendPrice = (HH+LL)/2;
if $TrendPriceType = 3 then
TrendPrice = (HH+LL+Close)/3;
/////////////////////////////////////////////////////////
Volat = (HH - LL)/2;
Up = CalcPrice;
Dn = CalcPrice;
/////////////////////////////////////////////////////
////////// Up and Dn
////////// 1 or 2 = MA
////////// 3 or 4 = EME
////////// 5 or 6 = Weighted
/////////////////////////////////////////////////////
if $AvgToVolatRatio > 1 then
begin
if $UpDnCalcType = 1 or $UpDnCalcType = 2 then
begin
MovingAverage(CalcPrice, AvgPrice, $AvgPeriod);
MovingAverage(Volat, AvgVolat, $AvgPeriod);
Up = AvgPrice+VolatUpCoeff*AvgVolat;
Dn = AvgPrice+VolatDnCoeff*AvgVolat;
end
else
begin
AvgPrice = CalcPrice;
Up = CalcPrice+VolatUpCoeff*Volat;
Dn = CalcPrice+VolatDnCoeff*Volat;
end
/////////////////////////////////////////////////////
//////// Trend
/////////////////////////////////////////////////////
Trend = makeseries(front(Close), back(Close), 0);
for i = front(Close)+AvgPeriod+1 to back(Close) do
begin
if (AvgToVolatRatio>1) and (UpDnCalcType=2 or UpDnCalcType=4 or UpDnCalcType=6 or UpDnCalcType=8) then
begin
if Trend[i-1]<0 then
begin
if Up[i]>Up[i-1] then
Up[i] = Up[i-1];
end
if Trend[i-1]>=0 then
begin
if Dn[i]<Dn[i-1] then
Dn[i] = Dn[i-1];
end
end
Trend[i] = Trend[i-1];
if TrendPrice[i]>Up[i] then
Trend[i] = 1;
if TrendPrice[i]<Dn[i] then
Trend[i] = -1;
end
for i = front(Close)+AvgPeriod to back(Close) do
begin
if Trend[i] >= 0 then
Stop[i] = Dn[i]
else
Stop[i] = Up[i];
end
////////////////////////////////////////////////////
Interpretation
plot (Stop, Black, 2);Mvg,
Thibaut Van Weehaeghe