Category Trend  Published on 05/09/2021

Trend Regularity Adaptive Moving Average

Description

Adaptive moving average converted from Tradingview by LuxAlgo. Can be use like every other moving average. See link below for more information.

 

 


// Trend Regularity Adaptive Moving Average by LuxAlgo
// https://www.tradingview.com/script/p8wGCPi6-Trend-Regularity-Adaptive-Moving-Average-LUX/

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class TRAMA : Indicator
    {
        [Output("TRAMA", LineColor = "Aqua", Thickness = 2)]
        public IndicatorDataSeries Result { get; set; }

        [Parameter("Source", DefaultValue = "Close")]
        public DataSeries Source { get; set; }

        [Parameter(DefaultValue = 100)]
        public int Length { get; set; }

        private IndicatorDataSeries high, low, hl;
        private SimpleMovingAverage sma;

        protected override void Initialize()
        {
            high = CreateDataSeries();
            low = CreateDataSeries();
            hl = CreateDataSeries();

            sma = Indicators.SimpleMovingAverage(hl, Length);
        }

        public override void Calculate(int index)
        {
            high[index] = Bars.HighPrices.Maximum(Length);
            low[index] = Bars.LowPrices.Minimum(Length);

            bool hh = high[index] - high[index - 1] > 0 ? true : false;
            bool ll = low[index - 1] - low[index] > 0 ? true : false;

            hl[index] = hh | ll ? 1.0 : 0.0;

            double tc = Math.Pow(sma.Result[index], 2);

            if (double.IsNaN(Result[index - 1]))
            {
                Result[index] = Source[index];
            }
            else
            {
                Result[index] = Result[index - 1] + tc * (Source[index] - Result[index - 1]);
            }
        }
    }
}


CW
cW22Trader

Joined on 16.03.2021

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: TRAMA.algo
  • Rating: 0
  • Installs: 1678
  • Modified: 13/10/2021 09:54
Comments
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GA
galafrin · 3 years ago

Thanks for uploading your code, At first sight it is remainder of ADX volatility , in fact it is quiet near   at double  the period but with a simpler code.

 

Chartshot http://spotware.ctrader.com/c/SwS3n