أكتوبر 17, 2013
منشور من طرف: فريق ويكي الفوركس
فئة: FX Ind

اسم:

Smoothed ADX by John Ehlers [ ru | CN ]

مؤلف:

ميتاكوتس (2008.02.10 15:45)

تم التنزيل:

4699

تحميل:

ADX_Smoothed.mq4 (3.6 كيلو بايت) منظر

Indicator Smoothed ADX was written on demand of a forum visitor and was not too difficult. لكن, the search for a description of the smoothed ADX algorithm resulted in nothing. This is why I give below only the code that has been provided:

المدخلات: {declaring inputs}
Length( 14 ),
ADXTrend( 25 ), alpha1(0.25), alpha2(0.33);

variables: {declaring variables}
DMIPlus( 0 ), DMIMinus( 0 ), DMI( 0 ), ADX( 0 ),
DIPlusLead(0), DIMinusLead(0), DIPlusFinal(0), DIMinusFinal(0),
ADXLead(0), ADXFinal(0);

{now calling the built-in ADX functions, so we don't need to calculate them}

Value1 = DirMovement( ح, ل, ج, Length, DMIPlus, DMIMinus, ADX);

{this part is the actual smoothing of the original ADX indicator, DI+, DI- and ADX lines are smoothed}

DIPlusLead = 2*DMIPlus + (alpha1 - 2) * DMIPlus[1] + (1 - alpha1) * DIPlusLead[1];
DIPlusFinal = alpha2*DIPlusLead + (1 - alpha2) * DIPlusFinal[1];

DIMinusLead = 2*DMIMinus + (alpha1 - 2) * DMIMinus[1] + (1 - alpha1) * DIMinusLead[1];
DIMinusFinal = alpha2*DIMinusLead + (1 - alpha2) * DIMinusFinal[1];

ADXLead = 2*ADX + (alpha1 - 2) * ADX[1] + (1 - alpha1) * ADXLead[1];
ADXFinal = alpha2*ADXLead + (1 - alpha2) * ADXFinal[1];

{Plotting them on chart}

Plot1( DIPlusFinal, "DMI+" ) ;

Plot2( DIMinusFinal, "DMI-" ) ;
Plot3( ADXFinal, "ADX" ) ;

Indeed, if you don't try to get into the deep sense underlying the initial text of the smoothed ADX, this smoothing can be divided into two stages. Suppose we have a numerical sequence P and we have to smooth it with a minimum lag. لهذا, we build at the first stage function V(ص) of P-sequence oscillation from the following formula:

V0 = (8*P0 - 7*P1 + 3*V1) / 4,
أين:

P0 is the current value of the sequence (a price or an indicator);

P1 is the preceding value of the sequence;

V1 is the preceding value of oscillation;

V0 is the current value of oscillation.

أو, in a different way:

V0 = (Vol(ص) + 3*V1) / 4,
أين:

Vol(ص) = 8*P0 - 7P1 - Ehlers' burst (the term is invented by myself).

At the second stage, we apply the simple weighted smoothing:

W0 = (1*V0 + 2*W1) / (2 + 1).
أين:

W0 is the current smoothed value of sequence P;

V0 يكون the current value of P-sequence oscillation;

W1 is the preceding smoothed value.

In Smoothed ADX, this smoothing algorithm is applied to all three buffers of standard indicator ADX. This is why the obtained indicator is called Smoothed ADX. If we were smoothing indicator RSI, we would call it Smoothed RSI, إلخ. The figure below shows that Smoothed ADX, indeed, is not so 'twitchy' as the original, standard ADX (Average Directional Movement Index).

1 تعليق لنشر تعليق جديد, لو سمحت تسجيل الدخول أو يسجل

This is a reallly good indicator. Thanks Rosh! I have one question. How would I compare the current ADXFinal value with the ADXFinal value 3 periods ago? Shouldn't it already be housed in the array? لو ذلك, أين? I the array count down confused me a bit as it's been a long time since I've coded. TIA.

john ehlers

مؤلف: فريق ويكي الفوركس

نحن فريق من متداولي الفوركس ذوي الخبرة العالية [2000-2023] الذين يكرسون أنفسهم لعيش الحياة بشروطنا الخاصة. هدفنا الأساسي هو تحقيق الاستقلال المالي والحرية, وتابعنا التعليم الذاتي واكتسبنا خبرة واسعة في سوق الفوركس كوسيلة لتحقيق أسلوب حياة مستدام ذاتيًا.

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