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Kaufman RSI,CCI and Stochastic
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=1418
Forum: 17 · Topic 1418 · 4 post(s)
Kaufman RSI,CCI and Stochastic
Alexander.Gettinger · Mon Jun 28, 2010 8:12 am
Developed by Perry Kaufman, this indicators using an Efficiency Ratio to modify the smoothing constant, which ranges from a minimum of Fast Length to a maximum of Slow Length.
Formulas: Ind - indicator (CCI, RSI, Stochastic) AMA0=Ind(current-1); signal=Abs(Ind(current)-Ind(current-periodAMA)); noise=SUM(Abs(Ind(current-i)-Ind(current-i-1))); ER=signal/noise; ERSC=ER/(fast-slow); SSC=ERSC+slow; AMA=AMA0+SSC^G*(Ind(current)-AMA0); Caufman_Ind=AMA;
Kaufman CCI:
Code: Select all `function Init() indicator:name(“Kaufman CCI”); indicator:description(“Kaufman CCI”); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addInteger(“periodAMA”, “periodAMA”, “period of AMA”, 10); indicator.parameters:addInteger(“nfast”, “nfast”, “nfast”, 2); indicator.parameters:addInteger(“nslow”, “nslow”, “nslow”, 15); indicator.parameters:addDouble(“G”, “G”, “G”, 6); indicator.parameters:addDouble(“dK”, “dK”, “dK”, 10000); indicator.parameters:addInteger(“CCI”, “CCI”, “CCI”, 250);
indicator.parameters:addColor(“clr1”, “Color of CCI_K”, “Color of CCI_K”, core.rgb(0, 255, 0)); indicator.parameters:addColor(“clr2”, “Color of CCI”, “Color of CCI”, core.rgb(255, 0, 0)); indicator.parameters:addColor(“clr3”, “Up Color”, “Up Color”, core.rgb(0, 0, 255)); indicator.parameters:addColor(“clr4”, “Dn Color”, “Dn Color”, core.rgb(0, 255, 255)); end
local first; local source = nil; local periodAMA; local nfast; local nslow; local G; local dK; local CCI; local CCI_Ind; local buff1; local buff2; local buff3; local buff4; local AMA0;
function Prepare() source = instance.source; periodAMA=instance.parameters.periodAMA; nfast=instance.parameters.nfast; nslow=instance.parameters.nslow; G=instance.parameters.G; dK=instance.parameters.dK; CCI=instance.parameters.CCI; CCI_Ind = core.indicators:create(“CCI”, source, CCI); first = CCI_Ind.DATA:first()+2; local name = profile:id() .. “(“ .. source:name() .. “, “ .. instance.parameters.periodAMA .. “, “ .. instance.parameters.nfast .. “, “ .. instance.parameters.nslow .. “, “ .. instance.parameters.G .. “, “ .. instance.parameters.dK .. “, “ .. instance.parameters.CCI .. “)”; instance:name(name); buff1 = instance:addStream(“buff1”, core.Line, name .. “.CCI_K”, “CCI_K”, instance.parameters.clr1, first); buff2 = instance:addStream(“buff2”, core.Line, name .. “.CCI”, “CCI”, instance.parameters.clr2, first); buff3 = instance:createTextOutput (“Up”, “Up”, “Wingdings”, 10, core.H_Center, core.V_Center, instance.parameters.clr3, first); buff4 = instance:createTextOutput (“Dn”, “Dn”, “Wingdings”, 10, core.H_Center, core.V_Center, instance.parameters.clr4, first); end
function Update(period, mode) CCI_Ind:update(mode); if (period>first+periodAMA) then local slowSC=2./(nslow+1.); local fastSC=2./(nfast+1.); buff2[period]=CCI_Ind.DATA[period]; local signal=math.abs(CCI_Ind.DATA[period]-CCI_Ind.DATA[period-periodAMA]); local noise=0.000000001; for i=period-periodAMA+1,period,1 do noise=noise+math.abs(CCI_Ind.DATA[i]-CCI_Ind.DATA[i-1]); end local ER=signal/noise; local dSC=fastSC-slowSC; local ERSC=ERdSC; local SSC=ERSC+slowSC; local AMA=AMA0+math.pow(SSC,G)(CCI_Ind.DATA[period]-AMA0); buff1[period]=AMA; local ddK=AMA-AMA0; if math.abs(ddK)>dKsource:pipSize() and ddK>0. then buff3:set(period, AMA, “\159”, “”); end if math.abs(ddK)>dKsource:pipSize() and ddK<0. then buff4:set(period, AMA, “\159”, “”); end AMA0=AMA; else AMA0=CCI_Ind.DATA[period-1]; end end`
Kaufman RSI:
Code: Select all `function Init() indicator:name(“Kaufman RSI”); indicator:description(“Kaufman RSI”); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addInteger(“periodAMA”, “periodAMA”, “period of AMA”, 10); indicator.parameters:addInteger(“nfast”, “nfast”, “nfast”, 2); indicator.parameters:addInteger(“nslow”, “nslow”, “nslow”, 10); indicator.parameters:addDouble(“G”, “G”, “G”, 4); indicator.parameters:addDouble(“dK”, “dK”, “dK”, 450); indicator.parameters:addInteger(“RSI”, “RSI”, “RSI”, 200);
indicator.parameters:addColor(“clr1”, “Color of RSI_K”, “Color of RSI_K”, core.rgb(0, 255, 0)); indicator.parameters:addColor(“clr2”, “Color of RSI”, “Color of RSI”, core.rgb(255, 0, 0)); indicator.parameters:addColor(“clr3”, “Up Color”, “Up Color”, core.rgb(0, 0, 255)); indicator.parameters:addColor(“clr4”, “Dn Color”, “Dn Color”, core.rgb(0, 255, 255)); end
local first; local source = nil; local periodAMA; local nfast; local nslow; local G; local dK; local RSI; local RSI_Ind; local buff1; local buff2; local buff3; local buff4; local AMA0;
function Prepare() source = instance.source; periodAMA=instance.parameters.periodAMA; nfast=instance.parameters.nfast; nslow=instance.parameters.nslow; G=instance.parameters.G; dK=instance.parameters.dK; RSI=instance.parameters.RSI; RSI_Ind = core.indicators:create(“RSI”, source, RSI); first = RSI_Ind.DATA:first()+2; local name = profile:id() .. “(“ .. source:name() .. “, “ .. instance.parameters.periodAMA .. “, “ .. instance.parameters.nfast .. “, “ .. instance.parameters.nslow .. “, “ .. instance.parameters.G .. “, “ .. instance.parameters.dK .. “, “ .. instance.parameters.RSI .. “)”; instance:name(name); buff1 = instance:addStream(“buff1”, core.Line, name .. “.RSI_K”, “RSI_K”, instance.parameters.clr1, first); buff2 = instance:addStream(“buff2”, core.Line, name .. “.RSI”, “RSI”, instance.parameters.clr2, first); buff3 = instance:createTextOutput (“Up”, “Up”, “Wingdings”, 10, core.H_Center, core.V_Center, instance.parameters.clr3, first); buff4 = instance:createTextOutput (“Dn”, “Dn”, “Wingdings”, 10, core.H_Center, core.V_Center, instance.parameters.clr4, first); end
function Update(period, mode) RSI_Ind:update(mode); if (period>first+periodAMA) then local slowSC=2./(nslow+1.); local fastSC=2./(nfast+1.); buff2[period]=RSI_Ind.DATA[period]; local signal=math.abs(RSI_Ind.DATA[period]-RSI_Ind.DATA[period-periodAMA]); local noise=0.000000001; for i=period-periodAMA+1,period,1 do noise=noise+math.abs(RSI_Ind.DATA[i]-RSI_Ind.DATA[i-1]); end local ER=signal/noise; local dSC=fastSC-slowSC; local ERSC=ERdSC; local SSC=ERSC+slowSC; local AMA=AMA0+math.pow(SSC,G)(RSI_Ind.DATA[period]-AMA0); buff1[period]=AMA; local ddK=AMA-AMA0; if math.abs(ddK)>dKsource:pipSize() and ddK>0. then buff3:set(period, AMA, “\159”, “”); end if math.abs(ddK)>dKsource:pipSize() and ddK<0. then buff4:set(period, AMA, “\159”, “”); end AMA0=AMA; else AMA0=RSI_Ind.DATA[period-1]; end end` MT4/Mq4 version. viewtopic.php?f=38&t=63899
Re: Kaufman RSI,CCI and Stochastic
Alexander.Gettinger · Mon Jun 28, 2010 8:13 am
KAufman Stochastic:
Code: Select all `function Init() indicator:name(“Kaufman Stochastic”); indicator:description(“Kaufman Stochastic”); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addInteger(“periodAMA”, “periodAMA”, “period of AMA”, 10); indicator.parameters:addInteger(“nfast”, “nfast”, “nfast”, 2); indicator.parameters:addInteger(“nslow”, “nslow”, “nslow”, 15); indicator.parameters:addDouble(“G”, “G”, “G”, 3); indicator.parameters:addDouble(“dK”, “dK”, “dK”, 10000); indicator.parameters:addInteger(“KPeriod”, “KPeriod”, “KPeriod”, 500); indicator.parameters:addInteger(“slowing”, “slowing”, “slowing”, 1);
indicator.parameters:addColor(“clr1”, “Color of Stochastic_K”, “Color of Stochastic_K”, core.rgb(0, 255, 0)); indicator.parameters:addColor(“clr2”, “Color of Stochastic”, “Color of Stochastic”, core.rgb(255, 0, 0)); indicator.parameters:addColor(“clr3”, “Up Color”, “Up Color”, core.rgb(0, 0, 255)); indicator.parameters:addColor(“clr4”, “Dn Color”, “Dn Color”, core.rgb(0, 255, 255)); end
local first; local source = nil; local periodAMA; local nfast; local nslow; local G; local dK; local KPeriod; local slowing; local Stochastic_Ind; local buff1; local buff2; local buff3; local buff4; local AMA0;
function Prepare() source = instance.source; periodAMA=instance.parameters.periodAMA; nfast=instance.parameters.nfast; nslow=instance.parameters.nslow; G=instance.parameters.G; dK=instance.parameters.dK; KPeriod=instance.parameters.KPeriod; slowing=instance.parameters.slowing; Stochastic_Ind = core.indicators:create(“STOCHASTIC”, source, KPeriod,slowing,1); first = Stochastic_Ind.DATA:first()+2; local name = profile:id() .. “(“ .. source:name() .. “, “ .. instance.parameters.periodAMA .. “, “ .. instance.parameters.nfast .. “, “ .. instance.parameters.nslow .. “, “ .. instance.parameters.G .. “, “ .. instance.parameters.dK .. “, “ .. instance.parameters.KPeriod .. “, “ .. instance.parameters.slowing .. “)”; instance:name(name); buff1 = instance:addStream(“buff1”, core.Line, name .. “.Stochastic_K”, “Stochastic_K”, instance.parameters.clr1, first); buff2 = instance:addStream(“buff2”, core.Line, name .. “.Stochastic”, “Stochastic”, instance.parameters.clr2, first); buff3 = instance:createTextOutput (“Up”, “Up”, “Wingdings”, 10, core.H_Center, core.V_Center, instance.parameters.clr3, first); buff4 = instance:createTextOutput (“Dn”, “Dn”, “Wingdings”, 10, core.H_Center, core.V_Center, instance.parameters.clr4, first); end
function Update(period, mode) Stochastic_Ind:update(mode); if (period>first+periodAMA) then local slowSC=2./(nslow+1.); local fastSC=2./(nfast+1.); buff2[period]=Stochastic_Ind.DATA[period]; local signal=math.abs(Stochastic_Ind.DATA[period]-Stochastic_Ind.DATA[period-periodAMA]); local noise=0.000000001; for i=period-periodAMA+1,period,1 do noise=noise+math.abs(Stochastic_Ind.DATA[i]-Stochastic_Ind.DATA[i-1]); end local ER=signal/noise; local dSC=fastSC-slowSC; local ERSC=ERdSC; local SSC=ERSC+slowSC; local AMA=AMA0+math.pow(SSC,G)(Stochastic_Ind.DATA[period]-AMA0); buff1[period]=AMA; local ddK=AMA-AMA0; if math.abs(ddK)>dKsource:pipSize() and ddK>0. then buff3:set(period, AMA, “\159”, “”); end if math.abs(ddK)>dKsource:pipSize() and ddK<0. then buff4:set(period, AMA, “\159”, “”); end AMA0=AMA; else AMA0=Stochastic_Ind.DATA[period-1]; end end`
Re: Kaufman RSI,CCI and Stochastic
boursicoton · Mon Jun 28, 2010 10:10 am
for me kaufman sto give a black screen…., cci and rsi are good… a bug for france ?
edit : i understand the problem…data !!! it’s ok now !
Re: Kaufman RSI,CCI and Stochastic
Apprentice · Mon Feb 05, 2018 7:24 am
The Indicator was revised and updated.