octubre 17, 2013
publicado por: Equipo Wiki de Forex
Categoría: Ind. FX

Nombre:

Smoothed ADX by John Ehlers [ tu | cn ]

Autor:

metacitas (2008.02.10 15:45)

descargado:

4699

Descargar:

ADX_Smoothed.mq4 (3.6 Kb) Vista

Indicator Smoothed ADX was written on demand of a forum visitor and was not too difficult. Sin embargo, 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:

Entradas: {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( H, L, C, Length, DMIPlus, DMIMinus, ADX);

{this part is the actual smoothing of the original ADX indicator, DI+, DE- 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" ) ;

En efecto, 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. Para esto, we build at the first stage function V(PAG) of P-sequence oscillation from the following formula:

V0 = (8*P0 - 7*P1 + 3*V1) / 4,
dónde:

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.

O, in a different way:

V0 = (volumen(PAG) + 3*V1) / 4,
dónde:

volumen(PAG) = 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).
dónde:

W0 is the current smoothed value of sequence P;

V0 es 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, etc.. The figure below shows that Smoothed ADX, indeed, is not so 'twitchy' as the original, standard ADX (Índice de movimiento direccional promedio).

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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? En ese caso, dónde? I the array count down confused me a bit as it's been a long time since I've coded. TIA.

john ehlers

Autor: Equipo Wiki de Forex

Somos un equipo de comerciantes de Forex altamente experimentados [2000-2023] que se dedican a vivir la vida en nuestros propios términos. Nuestro principal objetivo es lograr la independencia financiera y la libertad., y hemos buscado la autoeducación y adquirido una amplia experiencia en el mercado Forex como nuestro medio para lograr un estilo de vida autosostenible..

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