MetaTrader 5
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스크립트
라이브러리
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이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요
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Indicator based on "Automated Support And Resistance" article by Mel Widner published in TASC.
Two oscillators are defined: the WSO (Widner Support Oscillator) and the WRO (Widner Resistance Oscillator).
The WSO compares the current Close with the most recent six support levels. Values range from 0 to 100. WSO = 0 means that the Close is below all of the six support levels, and WSO = 100 means that the current Close is above all of the six support levels. Changes in WSO indicate changes in support, either breaking of an old level or establishing a new one. The WSO is defined as:
A similar discussion applies to the WRO. The WRO compares the current Close with the most recent six resistance levels. Values range from 0 to 100. WRO = 0 means that the Close is below all of the six resistance levels, and WRO = 100 means that the current Close is above all of the six resistance levels. Changes in WRO indicate changes in resistance, either breaking an old level or establishing a new one. The WRO is defined as follows:
Hurst Exponent
The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It quantifies the relative tendency of a time series either to regress strongly to the mean or to cluster in a direction.
Fractal Dimension - Jurik
Fractal Dimension from Mark Jurik is much smoother than the others but the general rule is the same: it is not a directional indicator, but is attempting to determine if there is a trend in the current market price changes or not, and it should be used bearing that in mind.
WSO & WRO Channel
This version of WSO (Widner Support Oscillator) and WRO (Widner Resistance Oscillator) shows channel on chart instead of displaying oscillator values in a separate window.
Linear Regression Study
Linear regression line with an addition of standard error channel projection.