fxcodebase-backup
William Blau’s Indicators
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=10878
Forum: 17 · Topic 10878 · 28 post(s)
William Blau’s Indicators
Apprentice · Tue Jan 03, 2012 11:26 am
Candlestick Momentum
Candlestick Momentum = Price - Price N Periods Ago
William Blau Candlestick Momentum.lua
Candlestick Index
CSI =100 * EMA(EMA(EMA( Candlestick Momentum (period) ))) / EMA(EMA(EMA( HH-LL))))
William Blau Candlestick Index.lua
True Strength Index
CSI =100 * EMA(EMA(EMA( Candlestick Momentum (period) ))) / EMA(EMA(EMA( ABS(Candlestick Momentum (period))))))
Directional Trend Index
William Blau Directional Trend Index.lua
Trend Momentum
William Blau Trend Momentum .lua
A complete description can be found here. http://www.mql5.com/en/articles/190#Blau
Re: William Blau’s Indicators
marejp · Tue Jan 03, 2012 2:34 pm
Thank you, much appreciated.
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 1:11 pm
Blau Stochastic Index
Formulas: Stochastic[i] = 100Diff[i]/Range[i]-50, Signal[i] = 100Diff_MA3[i]/Range_MA3[i]-50, where Diff_MA3 = MA(Diff_MA2, Method, Signal smooth period), Diff_MA2 = MA(Diff_MA1, Method, Second smooth period), Diff_MA1 = MA(Diff, Method, First smooth period), Range_MA3 = MA(Range_MA2, Method, Signal smooth period), Range_MA2 = MA(Range_MA1, Method, Second smooth period), Range_MA1 = MA(Range, Method, First smooth period), Diff[i] = Close[i]-Min, Range[i] = Max-Min, Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).
Download:
For this indicator must be installed Averages indicator (viewtopic.php?f=17&t=2430).
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 1:14 pm
Blau Momentum
Formulas: Blau_Momentum[i] = EMA(EMA(EMA(Mtm, Smooth period 1), Smooth period 2), Smooth period 3), where Mtm[i] = Price[i] - Price[i-Period+1].
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 1:17 pm
Blau Stochastic
Formulas: Blau_Stochastic = EMA(EMA(EMA(Stoch, Smooth period 1), Smooth period 2), Smooth period 3), where Stoch[i] = Price[i]-Min, Min - minimum price at range from (i-Period+1) to (i).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 1:21 pm
Blau Stochastic Oscillator
Formulas: Blau_TStoch = 100*Stoch_EMA3/HH_EMA3, Signal = EMA(Blau_TStoch, Signal period), where Stoch_EMA3 = EMA(EMA(EMA(Stoch, Smooth period 1), Smooth period 2), Smooth period 3), HH_EMA3 = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3), Stoch [i] = Price[i]-Min, HH[i] = Max-Min, Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 1:24 pm
Blau Stochastic Momentum
Formulas: Blau_SM = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3), where HH[i] = Price[i]-(Max+Min)/2, Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 1:28 pm
Blau Stochastic Momentum Index
Formulas: Blau_SMI = 100*EMA3/Half_EMA3, where EMA3 = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3), Half_EMA3 = EMA(EMA(EMA(Half_HH, Smooth period 1), Smooth period 2), Smooth period 3), HH[i] = Price[i]-(Max+Min)/2, Half_HH[i] = (Max-Min)/2, Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 1:32 pm
Blau Stochastic Momentum Oscillator
Formulas: Blau_SM_Stoch = 100*HH_EMA3/Half_HH_EMA3, Signal = EMA(Blau_SM_Stoch, Signal period), where HH_EMA3 = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3), Half_HH_EMA3 = EMA(EMA(EMA(Half_HH, Smooth period 1), Smooth period 2), Smooth period 3), HH[i] = Price[i]-(Max+Min)/2, Half_HH[i] = (Max-Min)/2, Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 1:35 pm
Blau Mean Deviation Index
Formulas: Blau_MDI = EMA(EMA(MD, Smooth period 2), Smooth period 3), where MD[i] = Price[i]-EMA(Price, Smooth period 1).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:08 pm
Blau Ergodic MDI oscillator
Formulas: Blau_EMDI=EMA(EMA(MD, Smooth period 2), Smooth period 3), Signal = EMA(Blau_EMDI, Signal period), where MD[i] = Price[i]-EMA(Price, Smooth period 1).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:11 pm
Blau MACD
Formulas: Blau_MACD = EMA(MACD, Smooth period 3), where MACD = EMA(Price, Smooth period 2)-EMA(Price, Smooth period 1).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:13 pm
Blau Ergodic MACD
Formulas: Blau_MACD = EMA(MACD, Smooth period 3), Signal = EMA(Blau_MACD, Signal period), where MACD = EMA(Price, Smooth period 2)-EMA(Price, Smooth period 1).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:16 pm
Blau Ergodic Oscillator
Formulas: Blau_Er = 100*EMA3/AbsEMA3, Signal = EMA(Blau_Er, Signal period), where EMA3 = EMA(EMA(EMA(Mtm, Smooth period 1), Smooth period 2), Smooth period 3), AbsEMA3 = EMA(EMA(EMA(AbsMtm, Smooth period 1), Smooth period 2), Smooth period 3), Mtm[i] = Price[i]-Price[i-Period+1], AbsMtm[i] = Abs(Mtm[i]).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:19 pm
Blau Candlestick Momentum Index
Formulas: Blau_CMI = 100*EMA3/AbsEMA3, where EMA3 = EMA(EMA(EMA(CM, Smooth period 1), Smooth period 2), Smooth period 3), AbsEMA3 = EMA(EMA(EMA(AbsCM, Smooth period 1), Smooth period 2), Smooth period 3), CM[i] = Price1[i]-Price2[i-Period+1], AbsCM[i] = Abs(CM[i]).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:21 pm
Blau Ergodic Candlestick Momentum Index
Formulas: Blau_CMI = 100*EMA3/AbsEMA3, Signal = EMA(Blau_CMI, Signal period), where EMA3 = EMA(EMA(EMA(CM, Smooth period 1), Smooth period 2), Smooth period 3), AbsEMA3 = EMA(EMA(EMA(AbsCM, Smooth period 1), Smooth period 2), Smooth period 3), CM[i] = Price1[i]-Price2[i-Period+1], AbsCM[i] = Abs(CM[i]).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:24 pm
Blau Ergodic Candlestick Index
Formulas: Blau_CSI = 100*CM_EMA3/HH_EMA3, Signal = EMA(Blau_CSI, Signal period), where CM_EMA3 = EMA(EMA(EMA(CM, Smooth period 1), Smooth period 2), Smooth period 3), HH_EMA3 = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3), CM[i] = Price1[i]-Price2[i-Period+1], HH[i] = Max-Min, Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:26 pm
Blau Composite High-Low Momentum
Formulas: Blau_HLM = EMA(EMA(EMA(HLM, Smooth period 1), Smooth period 2), Smooth period 3), where HLM[i] = HM[i]-LM[i], HM[i] = High[i]-High[i-Period+1], LM[i] = Low[i-Period+1]-Low[i].
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 3:30 pm
Blau Ergodic DTI-Oscillator
Formulas: Blau_DTI = 100*EMA3/AbsEMA3, Signal = EMA(Blau_DTI, Signal period), where EMA3 = EMA(EMA(EMA(HLM, Smooth period 1), Smooth period 2), Smooth period 3), AbsEMA3 = EMA(EMA(EMA(AbsHLM, Smooth period 1), Smooth period 2), Smooth period 3), HLM[i] = HM[i]-LM[i], AbsHLM[i] = Abs(HLM[i]), HM[i] = High[i]-High[i-Period+1], LM[i] = Low[i-Period+1]-Low[i].
Download:
Re: William Blau’s Indicators
Alexander.Gettinger · Mon Jan 13, 2014 4:20 pm
MQL4 version of William Blau’s Indicators: viewtopic.php?f=38&t=60201.
Re: William Blau’s Indicators
nookie · Tue Aug 11, 2015 10:24 am
I think this one is not in the list and if possible can we translate it Tick Volume Indicator v2 ?
Link to the file in mq4
https://www.mql5.com/ru/code/download/10550/TVI_v2.mq4
The Tick Volume Indicator was invented by William Blau and has been published in his book “Momentum, Direction and Divergence” (1995, page 43).
The indicator starts with separating the upticks and downticks in each price bar. The resulting arrays are smoothed with DEMA (two-pass EMA with periods r and s subsequently). The raw TVI is calculated with the following formula:
DEMA(upticks) - DEMA(downticks) TVI_Raw = 100 * ———————————
DEMA(upticks) + DEMA(downticks)
Re: William Blau’s Indicators
nookie · Tue Aug 11, 2015 10:32 am
This one is also from Blau on volume implemented in the form of a color histogram: https://www.mql5.com/en/code/11437
https://www.mql5.com/en/code/download/11437/blautvi.mq5 blautvi.mq5
Re: William Blau’s Indicators
rose123 · Fri Aug 14, 2015 6:05 am
HI , I REQUEST A STRATEGY BASED ON BLAU STOCHASTIC INDEX INDIATICATOR
BUY LEVEL :0 SELL LEVEL:0
BUY:
- SMOOTH 1 > SMOOTH 2 AND SMOOTH 2 > BUY LEVEL AND
- SIGNAL > BUY LEVEL AND SIGNAL(PERIOD)>SIGNAL (PERIOD-1) AND
- STOCHATIC CROSSES OVER SMOOTH 1
SELL: 1.SMOOTH 1 < SMOOTH 2 AND SMOOTH 2<SELL LEVEL AND
- SIGNAL <SELL LEVEL AND SIGNAL(PERIOD)<SIGNAL(PERIOD-1) AND 3.STOCHATIC CROSSES UNDER SMOOTH 1
THANK YOU
Re: William Blau’s Indicators
Apprentice · Sun Aug 16, 2015 4:51 am
Your request is added to the development list.
Re: William Blau’s Indicators
rose123 · Wed Aug 26, 2015 1:40 pm
HI APPRENDICE,
STRATEGY BASED ON BLAU STOCHATIC INDEX WILL BE MORE USEFUL IN DETECTING TREND AND ENTRY POINT.
THANK FOR ADDING THIS STRATEGY REQUEST IN DEVELOPMENT QUE.
Re: William Blau’s Indicators
Apprentice · Thu Aug 27, 2015 8:37 am
Requested can be found here. viewtopic.php?f=31&t=62597
Re: William Blau’s Indicators
rose123 · Thu Aug 27, 2015 10:37 am
thank you apprendice
Re: William Blau’s Indicators
Apprentice · Mon Feb 05, 2018 10:39 am
The indicator was revised and updated.