ADX - interprétation plus simple

J'ai mis un certain temps à appréhender l'ADX fourni avec Metatrader 4 et je me suis dit qu'une simple consolidation des courbes (différence des +DI et -DI multiplié par l'ADX) pourrait donner des indications intéressantes.

On voit grâce à cet indic les gros mouvements, souvent initiateurs de retournement.

//+------------------------------------------------------------------+ //| ADX.mq4 | //| Copyright © 2011, Nicolas Tuffier | //| http://www.furyweb.fr/forex/ | //+------------------------------------------------------------------+ #property copyright "Copyright © 2011, Nicolas Tuffier" #property link "http://www.furyweb.fr/forex/" #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 ForestGreen #property indicator_color2 Red #property indicator_width1 4 #property indicator_width2 4 //--- input parameters extern int period=13; //--- buffers double ExtMapBuffer1[]; double ExtMapBuffer2[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(0,ExtMapBuffer1); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(1,ExtMapBuffer2); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int limit, counted_bars=IndicatorCounted(); double adx; //---- check for possible errors if(counted_bars < 0) return(-1); //---- last counted bar will be recounted if(counted_bars > 0) counted_bars--; //---- the first bar must be skipped if(counted_bars == 0) counted_bars++; limit = Bars - counted_bars; //---- for (int i = limit ; i >= 0 ; i--) { adx = (iADX(NULL, 0, period, PRICE_CLOSE, MODE_PLUSDI, i) - iADX(NULL, 0, period, PRICE_CLOSE, MODE_MINUSDI, i)) * iADX(NULL, 0, period, PRICE_CLOSE, MODE_MAIN, i); if (adx > 0) { ExtMapBuffer1[i] = adx; ExtMapBuffer2[i] = EMPTY_VALUE; } else { ExtMapBuffer1[i] = EMPTY_VALUE; ExtMapBuffer2[i] = adx; } } //---- return(0); } //+------------------------------------------------------------------+