거래 로봇을 무료로 다운로드 하는 법을 시청해보세요

당사를 Telegram에서 찾아주십시오!
당사 팬 페이지에 가입하십시오

스크립트가 흥미로우신가요?
그렇다면 링크 to it -
하셔서 다른 이들이 평가할 수 있도록 해보세요

스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오

조회수:: 4107
평가:: (10)
게시됨:: 2018.07.13 15:49

Self_Adjusting_RSI.mq5 (19.43 KB) 조회

ZIP 파일로 다운로드, MetaEditor에서 코드를 다운로드하는 방법

: 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

In pscillator Self-Adjusting RSI, we have implemented the methods of automated adjusting the RSI oscillator overbought/oversold levels, described in David Sepiashvili's article The Self-Adjusting RSI.

The indicator has five configurable parameters:

Period - RSI calculation period;
Applied price - RSI calculation price;
Calculation mode - adjusting mode:
- Standard deviation - by standard deviation;
- Moving average - by moving average.
Deviation for StdDev mode - deviation for the Standard deviation mode;
Deviation for MA mode - deviation for the Moving average mode.

Calculations:

SARSI = RSI(Period, Applied price)

If Calculation mode = Standard deviation:

Overbought = 50.0 + Deviation * AvgDev
Oversold = 50.0 - Deviation * AvgDev
AvgDev = StdDev(SARSI, Period, MODE_SMA)

If Calculation mode = Moving average:

Overbought = 50.0 + Deviation * AvgRAW
Oversold = 50.0 - Deviation * AvgRAW
AvgRAW = SMA(RAW, Period)
RAW = Abs(SARSI - AvgDev)
AvgDev = SMA(SARSI, Period)

Fig 1. Calculation mode = Standard deviation

Fig. 2. Calculation mode = Moving average

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/21266

Indicator RP (Range Position) displays the price position within the range (from Low to High) reached over the previous N periods.

PAC

PAC (Periods After Crossing MA) is an oscillator displaying the number of bars elapsed after the last crossing of the price and the moving average.

TCF

Oscillator TCF (Trend Continuation Factor) was developed to help identify the trend and direction of the market.

TTF

Oscillator TTF (Trend Trigger Factor) was developed as a method to identify market trends and reversals.

Self_Adjusting_RSI - MetaTrader 5용 지표