YE
YesOrNot
Blocked user by Spotware at 17 May 2024, 12:05
10 follower(s) 11 following 54 subscription(s)

Information

Username: YesOrNot
Member since: 10 Oct 2022
Last login: 26 Aug 2024
Status: Blocked

Activity

Where Created Comments
Algorithms 33 29
Forum Topics 4 6
Jobs 1 0

About

Last Algorithm Comments

YE
YesOrNot · 6 months ago

Hello, great job!

Which libraries available for artificial intelligence and machine learning did you using ?

Accord.NET, ML.NET, AForge.NET, Encog, Deedle, Numl ???

YE
YesOrNot · 7 months ago

Thx Jim and Tommy !

Feel free to share formulas, ideas, or even strategies.

YE
YesOrNot · 11 months ago

I andrea, i just add the description.

YE
YesOrNot · 11 months ago

Source Code is in the package ?

YE
YesOrNot · 11 months ago

Great Job ! 

YE
YesOrNot · 11 months ago

Hello, do you take into consideration commissions and spreads in your risk and reward calculations? I've briefly reviewed your code, but it doesn't seem like you account for them. (If not, in a scalping strategy, the risk-reward ratio would be completely skewed.)

YE
YesOrNot · 1 year ago

Hi ! 

I just see your work, i have try the same thing but other way, can i ask you how you use it ?

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

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class RenkoDelta : Indicator

    {
        [Parameter("Min", DefaultValue = 1)]
        public double Min { get; set; }
        [Parameter("Max", DefaultValue = 2)]
        public double Max { get; set; }
            
        [Output("Result1", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries Result1 { get; set; }
        [Output("Result11", LineColor = "Lime", PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries Result11 { get; set; }
        [Output("Result2", LineColor = "Lime", PlotType = PlotType.Points, Thickness = 5)]
        public IndicatorDataSeries Result2 { get; set; }
        [Output("Result3", LineColor = "Red", PlotType = PlotType.Points, Thickness = 5)]
        public IndicatorDataSeries Result3 { get; set; }

        private IndicatorDataSeries Result;
        protected override void Initialize()
        {
            Result = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            TimeSpan t = Bars.OpenTimes[index] - Bars.OpenTimes[index - 1];
            if (t.TotalMinutes > 2880)
                Result[index] = t.TotalMinutes - 2880;
            else
                Result[index] = t.TotalMinutes;

            Result1[index] = Bars.ClosePrices.Last(0) > Bars.OpenPrices.Last(0) ? Result[index] : double.NaN;
            Result11[index] = Bars.ClosePrices.Last(0) < Bars.OpenPrices.Last(0) ? Result[index] : double.NaN;

            Result2[index] = Result[index] > Min && Result[index] < Max && Bars.OpenPrices.Last(0) < Bars.ClosePrices.Last(0) ? -2 : double.NaN;
            Result3[index] = Result[index] > Min && Result[index] < Max && Bars.OpenPrices.Last(0) > Bars.ClosePrices.Last(0) ? -2 : double.NaN;

        }
    }
}

YE
YesOrNot · 1 year ago

Or you can use it, he work good too : 

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class VhfFractalDown : Indicator
    {
        [Parameter("Vhf Period", DefaultValue = 15, MinValue = 1, Group = "Vertical/Horizontal Filter")]
        public int Period { get; set; }

        [Parameter("Fractal Period", DefaultValue = 10, MinValue = 1, Group = "Signal")]
        public int PeriodFractal { get; set; }
        [Parameter("Fractal Shift", DefaultValue = 1, MinValue = 1, Group = "Signal")]
        public int FractalShift { get; set; }

        [Output("Vhf", LineColor = "DeepSkyBlue")]
        public IndicatorDataSeries Vhf { get; set; }
        [Output("FractalDown", LineColor = "Orange")]
        public IndicatorDataSeries FractalDown { get; set; }

        private IndicatorDataSeries min;
        private VerticalHorizontalFilter vhf;

        protected override void Initialize()
        {
            min = CreateDataSeries();
            vhf = Indicators.VerticalHorizontalFilter(Bars.ClosePrices, Period);
        }

        public override void Calculate(int index)
        {
            Vhf[index] = vhf.Result.Last(0);
            FractalDown[index + FractalShift] = vhf.Result.Minimum(PeriodFractal);
        }
    }
}

YE
YesOrNot · 1 year ago

Let dif Hilo body and fractal down on the indicator, hide the other. 

What is a good trend: full candles that follow their path without a reverse rejection.

The indicator I shared with you analyzes the difference between full candles and rejection candles.

Therefore, the output 'dif hilo body' indicates when it follows an upward angle, a strong trend without rejection, and conversely, during a downward angle, the rejection zones become more significant, so the trend decreases.

The fractal Down line shows when the diff Milo line reaches its new minimum, indicating a possible trend reversal or a consolidation zone in view of the trend's continuity.

Have a great day!

YE
YesOrNot · 1 year ago

RE : Here is a version 2, which allows you to see when the trend ends. There are many possibilities here, such as adding a moving average, Bollinger bands, etc. Worth checking out!

 

using System;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class DRKHASHIXCandlePower : Indicator
    {
        [Parameter("Period Reference", DefaultValue = 100, MinValue = 1, Group = "PeriodReference")]
        public int PeriodReference { get; set; }
        [Parameter("Period To Check", DefaultValue = 10, MinValue = 1, Group = "PeriodReference")]
        public int PeriodToCheck { get; set; }

        [Parameter("Fractal Period", DefaultValue = 10, MinValue = 1, Group = "End Trend")]
        public int FractalDown { get; set; }
        [Parameter("Fractal Shift", DefaultValue = 10, MinValue = 1, Group = "End Trend")]
        public int FractalShift { get; set; }

        [Output("Candle Power Hilo", LineColor = "DeepSkyBlue")]
        public IndicatorDataSeries CandlePowerHilo { get; set; }
        [Output("Candle Power Body", LineColor = "Orange")]
        public IndicatorDataSeries CandlePowerBody { get; set; }

        [Output("LabelHilo", Color = Colors.White, PlotType = PlotType.Points, Thickness = 1)]
        public IndicatorDataSeries LabelHilo { get; set; }
        [Output("LabelBody", Color = Colors.White, PlotType = PlotType.Points, Thickness = 1)]
        public IndicatorDataSeries LabelBody { get; set; }

        [Output("Diff Hilo Body", LineColor = "Lime")]
        public IndicatorDataSeries DiffHiloBody { get; set; }
        [Output("Fractal Down", LineColor = "Red")]
        public IndicatorDataSeries Fractal { get; set; }


        private IndicatorDataSeries res, min;
        protected override void Initialize()
        {
            res = CreateDataSeries();
            min = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            if (index < Math.Max(PeriodReference, PeriodToCheck))
                return;

            double sumCandleHeightReference = 0;
            double sumCandleHeightToCheckHiLo = 0;
            double sumCandleHeightToCheckBody = 0;


            for (int i = 0; i < PeriodReference; i++)
                sumCandleHeightReference += MarketSeries.High[index - i] - MarketSeries.Low[index - i];

            for (int i = 0; i < PeriodToCheck; i++)
                sumCandleHeightToCheckHiLo += MarketSeries.High[index - i] - MarketSeries.Low[index - i];

            for (int i = 0; i < PeriodToCheck; i++)
                sumCandleHeightToCheckBody += Math.Max(MarketSeries.Open[index - i], MarketSeries.Close[index - i]) - Math.Min(MarketSeries.Open[index - i], MarketSeries.Close[index - i]);


            double averageCandleHeightReference = sumCandleHeightReference / PeriodReference;
            double averageCandleHeightToCheckHilo = sumCandleHeightToCheckHiLo / PeriodToCheck;
            double averageCandleHeightToCheckBody = sumCandleHeightToCheckBody / PeriodToCheck;

            double candlePowerHilo = averageCandleHeightToCheckHilo / averageCandleHeightReference;
            double candlePowerBody = averageCandleHeightToCheckBody / averageCandleHeightReference;

            CandlePowerHilo[index] = candlePowerHilo;
            CandlePowerBody[index] = candlePowerBody;

            LabelHilo[index] = candlePowerHilo;
            LabelBody[index] = candlePowerBody;

            ChartObjects.DrawText("LabelHilo", candlePowerHilo.ToString("F4"), index, CandlePowerHilo[index], VerticalAlignment.Top, HorizontalAlignment.Right, Colors.White);
            ChartObjects.DrawText("LabelBody", candlePowerBody.ToString("F4"), index, CandlePowerBody[index], VerticalAlignment.Bottom, HorizontalAlignment.Right, Colors.White);

            res[index] = CandlePowerHilo[index] - CandlePowerBody[index];

            DiffHiloBody[index] = res[index];

            Fractal[index + FractalShift] = DiffHiloBody.Minimum(FractalDown);


        }
    }
}

 

YE
YesOrNot · 1 year ago

Hi, littl add here : 

 

using System;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class DRKHASHIXCandlePower : Indicator
    {
        [Parameter("Period Reference", DefaultValue = 100, MinValue = 1)]
        public int PeriodReference { get; set; }

        [Parameter("Period To Check", DefaultValue = 10, MinValue = 1)]
        public int PeriodToCheck { get; set; }

        [Output("Candle Power Hilo", LineColor = "FF0070C0")]
        public IndicatorDataSeries CandlePowerHilo { get; set; }
        [Output("Candle Power Body", LineColor = "FF0070C0")]
        public IndicatorDataSeries CandlePowerBody { get; set; }

        [Output("LabelHilo", Color = Colors.White, PlotType = PlotType.Points, Thickness = 1)]
        public IndicatorDataSeries LabelHilo { get; set; }
        [Output("LabelBody", Color = Colors.White, PlotType = PlotType.Points, Thickness = 1)]
        public IndicatorDataSeries LabelBody { get; set; }

        protected override void Initialize()
        {
            // Initialize anything here if needed
        }

        public override void Calculate(int index)
        {
            if (index < Math.Max(PeriodReference, PeriodToCheck))
                return;

            double sumCandleHeightReference = 0;
            double sumCandleHeightToCheckHiLo = 0;
            double sumCandleHeightToCheckBody = 0;

            for (int i = 0; i < PeriodReference; i++)
                sumCandleHeightReference += MarketSeries.High[index - i] - MarketSeries.Low[index - i];

            for (int i = 0; i < PeriodToCheck; i++)
                sumCandleHeightToCheckHiLo += MarketSeries.High[index - i] - MarketSeries.Low[index - i];

            for (int i = 0; i < PeriodToCheck; i++)
                sumCandleHeightToCheckBody += Math.Max(MarketSeries.Open[index - i], MarketSeries.Close[index - i]) - Math.Min(MarketSeries.Open[index - i], MarketSeries.Close[index - i]);


            double averageCandleHeightReference = sumCandleHeightReference / PeriodReference;
            double averageCandleHeightToCheckHilo = sumCandleHeightToCheckHiLo / PeriodToCheck;
            double averageCandleHeightToCheckBody = sumCandleHeightToCheckBody / PeriodToCheck;

            double candlePowerHilo = averageCandleHeightToCheckHilo / averageCandleHeightReference;
            double candlePowerBody = averageCandleHeightToCheckBody / averageCandleHeightReference;

            CandlePowerHilo[index] = candlePowerHilo;
            CandlePowerBody[index] = candlePowerBody;

            LabelHilo[index] = candlePowerHilo;
            LabelBody[index] = candlePowerBody;

            ChartObjects.DrawText("LabelHilo", candlePowerHilo.ToString("F4"), index, CandlePowerHilo[index], VerticalAlignment.Top, HorizontalAlignment.Right, Colors.White);
            ChartObjects.DrawText("LabelBody", candlePowerBody.ToString("F4"), index, CandlePowerBody[index], VerticalAlignment.Bottom, HorizontalAlignment.Right, Colors.White);
        }
    }
}

 

YE
YesOrNot · 1 year ago

Have A Nice day.

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(AccessRights = AccessRights.None)]
    public class LarryWilliamsLargeTradingIndex : Indicator
    {
        [Parameter(DefaultValue = 8)]
        public int Period { get; set; }
        [Parameter(DefaultValue = 8)]
        public MovingAverageType MaType { get; set; }

        [Output("NoValue", LineColor = "Gray", IsHistogram = false, PlotType = PlotType.DiscontinuousLine, Thickness = 2)]
        public IndicatorDataSeries NoValue { get; set; }
        [Output("BullishValue", LineColor = "Green", IsHistogram = false, PlotType = PlotType.DiscontinuousLine, Thickness = 2)]
        public IndicatorDataSeries BullishValue { get; set; }
        [Output("BearishValue", LineColor = "Red", IsHistogram = false, PlotType = PlotType.DiscontinuousLine, Thickness = 2)]
        public IndicatorDataSeries BearishValue { get; set; }

        [Output("Middle", LineColor = "FF737373", Thickness = 1, LineStyle = LineStyle.Dots)]
        public IndicatorDataSeries Middle { get; set; }

        private MovingAverage ma1;
        private MovingAverage ma2;
        private AverageTrueRange averageTrueRange;

        private IndicatorDataSeries resMa;
        private IndicatorDataSeries atr;
        private IndicatorDataSeries sourceMa;


        protected override void Initialize()
        {
            sourceMa = CreateDataSeries();
            atr = CreateDataSeries();
            resMa = CreateDataSeries();
            ma1 = Indicators.MovingAverage(sourceMa, Period, MaType);
            averageTrueRange = Indicators.AverageTrueRange(Period, MaType);
        }

        public override void Calculate(int index)
        {
            // Level
            Middle[index] = 50;

            // Source of calculation ma
            sourceMa[index] = Bars.ClosePrices.Last(0) - Bars.ClosePrices.Last(Period);
            // calculation ATR

            atr[index] = averageTrueRange.Result[index];
            //LarryWilliams Calculation
            resMa[index] = ma1.Result[index] / atr[index] * 50 + 50;

            //Output
            NoValue[index] = resMa[index];
            BearishValue[index] = resMa[index] < 50 ? resMa[index] : double.NaN;
            BullishValue[index] = resMa[index] > 50 ? resMa[index] : double.NaN;
   
            // Repaint Calculation UNCOMMENT FOR SEE (The color is make in function of < or > 50, It's juste a coloration of previous)
            if (resMa[index] > 50)
            {
                BullishValue[index] = resMa[index];

                if (resMa[index - 1] < 50)
                    BullishValue[index - 1] = resMa[index - 1];

                BearishValue[index] = double.NaN;
            }
            if (resMa[index] < 50)
            {
                BearishValue[index] = resMa[index];

                if (resMa[index - 1] > 50)
                    BearishValue[index - 1] = resMa[index - 1];

                BullishValue[index] = double.NaN;
            }
        }
    }
}

YE
YesOrNot · 1 year ago

Source code ?

YE
YesOrNot · 1 year ago

Hi Splash the, 

Can you explain me exactly what you wanna make ? 

For collaboration my telegram here : https://t.me/nimi012

 

YE
YesOrNot · 1 year ago

Hi, any source code avaible ? 

YE
YesOrNot · 1 year ago

Line 26 : you can change the min value to 0 for better functionnality

[Parameter("Sensibility Histo", DefaultValue = 2, MinValue = 0, Group = "---HISTOGRAM---")]

YE
YesOrNot · 1 year ago

Hi, @crawfordevans499 thank you for your comment!

If it is complicated to understand then I explain to you :

1. The trend force uses a moving average and calculates its degree of inclination with respect to the selected lookback period. so you can know if the ma has a significant curve or not

2. the formula is a trigonometry rule. If you put a lookback 1, you will have the angle on a single period, on lookback 10, you will have the angle between the previous 10th bar and the last one.

3. To understand the result, I invite you to put a lookback of 1, and put the same moving average on the chart, so you can understand how it works, its advantages, and its disadvantages.

Have a nice study =) and why not, tell us what you find ! =D

YE
YesOrNot · 1 year ago

I forget to say “Champion” !

YE
YesOrNot · 1 year ago

Hi, Collaboration ? 

YE
YesOrNot · 1 year ago

Look Good !

 

YE
YesOrNot · 1 year ago

Source code ? 

YE
YesOrNot · 1 year ago

Hi, can you add the source code ? 

YE
YesOrNot · 1 year ago

.

YE
YesOrNot · 1 year ago

.

YE
YesOrNot · 1 year ago

Source Code ?

YE
YesOrNot · 1 year ago

After reflection, I think this is the best solution for renko


using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo
{

    [Cloud("Renko Open", "Renko Close", FirstColor = "Green", SecondColor = "Red", Opacity = 0.5)]

    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class RenkoOnChart : Indicator
    {
        [Parameter(DefaultValue = "Renko10")]
        public TimeFrame RenkoPips { get; set; }

        [Output("Renko Open", LineColor = "Red")]
        public IndicatorDataSeries RenkoUp { get; set; }
        [Output("Renko Close", LineColor = "Green")]
        public IndicatorDataSeries RenkoDown { get; set; }

        Bars renko;
        IndicatorDataSeries high, low, open, close;

        protected override void Initialize()
        {
            renko = MarketData.GetBars(RenkoPips);
            high = CreateDataSeries();
            low = CreateDataSeries();
            open = CreateDataSeries();
            close = CreateDataSeries();
        }

        public override void Calculate(int index)
        {

            var indexBase = renko.OpenTimes.GetIndexByTime(Bars.OpenTimes.Last(0));

            open[index] = renko.OpenPrices[indexBase];
            close[index] = renko.ClosePrices[indexBase];
            high[index] = renko.HighPrices[indexBase];
            low[index] = renko.LowPrices[indexBase];

            RenkoUp[index] = close[index] > open[index] ? high[index] : low[index];
            RenkoDown[index] = close[index] < open[index] ? high[index] : low[index];
        }
    }
}

YE
YesOrNot · 1 year ago

Hi, First of all thank you for all the codes you post! You do a lot of work ! 

I fixed the double renko bug. example (50 pips): if a bar makes more than 100 pips and retraces directly, there is an error. There must surely be some bugs. Enjoy


using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;


namespace cAlgo
{
    [Cloud("Renko Top", "Renko NewLevel", FirstColor = "Red", SecondColor = "Red", Opacity = 0.5)]
    [Cloud("Renko NewLevel", "Renko Bottom", FirstColor = "Green", SecondColor = "Green", Opacity = 0.5)]
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mRenkoLineBreak : Indicator
    {
        [Parameter("PIPS BoxSize (default 50)", DefaultValue = 50, MinValue = 2)]
        public int inpBrickSize { get; set; }

        [Output("Renko Top", LineColor = "Gray", LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outRenkoTop { get; set; }
        [Output("Renko Bottom", LineColor = "Gray", LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outRenkoBottom { get; set; }
        [Output("Renko NewLevel", LineColor = "Transparent", LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outRenkoNewLevel { get; set; }

        private double _bricksize;
        private IndicatorDataSeries _top, _bottom, _newlevel;


        protected override void Initialize()
        {
            _bricksize = inpBrickSize * Symbol.PipSize;
            _top = CreateDataSeries();
            _bottom = CreateDataSeries();
            _newlevel = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _top[i] = i > 1 ? _top[i - 1] : Bars.HighPrices[i];
            _bottom[i] = i > 1 ? _bottom[i - 1] : Bars.LowPrices[i];
            _newlevel[i] = i > 1 ? _newlevel[i - 1] : _top[i];

            if (Bars.ClosePrices.Last(0) >= _top[i - 1] + _bricksize)
            {

                var test = Math.Floor((Bars.ClosePrices.Last(0) - _top[i - 1]) / _bricksize);

                _top[i] = (test == 0 || test == 1 ? _top[i - 1] + _bricksize : _top[i - 1] + _bricksize * test );
                _bottom[i] = (test == 0 || test == 1 ? _top[i] - _bricksize : _top[i - 1] - _bricksize * test);
                _newlevel[i] = _top[i];
            }

            if (Bars.ClosePrices.Last(0) <= _bottom[i - 1] - _bricksize)
            {
                var test = Math.Floor((_bottom[i] - Bars.ClosePrices.Last(0)) / _bricksize);

                _top[i] = (test == 0 || test == 1 ? _top[i - 1] - _bricksize : _top[i - 1] - _bricksize * test );
                _bottom[i] = (test == 0 || test == 1 ? _top[i] - _bricksize : _top[i - 1] - _bricksize * test- _bricksize);
                _newlevel[i] = _bottom[i];
            }

            outRenkoTop[i] = _bottom[i] == _newlevel[i] ? _bottom[i] + _bricksize : _top[i];
            outRenkoBottom[i] = _top[i] == _newlevel[i] ? _top[i] - _bricksize : _bottom[i];
            outRenkoNewLevel[i] = _newlevel[i];
        }
    }
}