Daily throwback on Kijun in weekly uptrend using Ichimoku Kinko Hyo

The simple strategy used in this screener is to find buying opportunity by locating daily throwback on Kijun Sen in a weekly uptrend using the Ichimoku Kinko Hyo system.
Use money management to limit the risk by trade.

//  Copyright (C) 2016 tasciccac.
//
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//  the Free Software Foundation, either version 3 of the License, or
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//  GNU General Public License for more details.
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//  along with this.  If not, see <http://www.gnu.org/licenses/>.

//  The simple strategy used in this screener is to find buying opportunity
//  Locate daily throwback on Kijun Sen in a weekly uptrend using Ichimoku Kinko Hyo system
//  Use money management to limit the risk by trade

// Tenkan Sen Period
TenkanSenPeriod = 9
// Kijun Sen Period
KijunSenPeriod = 26
// Senkou Span Period
SenkouSpanPeriod = 52

// Select the weekly time frame
// To ensure a normal bullish trend
TIMEFRAME(weekly)

// Weekly Tenkan Sen
TenkanSenW = (Highest[TenkanSenPeriod](High) + Lowest[TenkanSenPeriod](Low)) / 2
// Weekly Kijun Sen
KijunSenW = (Highest[KijunSenPeriod](High) + Lowest[KijunSenPeriod](Low)) / 2
// Weekly SSA Senkou Sen A
SenkouSpanAFutureW = (TenkanSenW + KijunSenW)/2
// Weekly SSB Senkou Sen B
SenkouSpanBFutureW = (Highest[SenkouSpanPeriod](High) + Lowest[SenkouSpanPeriod](Low))/2

// Compute Trend Normality
// Normality Of Trend is a Tasciccac indicator used to grade the quality of a trend
// Normality Of Trend > 100 => Trend overheating (ie Overbuy)
// 0 < Normality Of Trend < 100 => Trend normal => This is the configuration we look for a swing in this strategy
// Normality Of Trend < 0 => Attempt a trend reversal
// To find the trend direction I compare SenkouSenAFutureW & SenkouSenBFutureW
// if (SenkouSenAFutureW > SenkouSenBFutureW) => BULLISH
// if (SenkouSenAFutureW < SenkouSenBFutureW) => BEARISH
NormalityOfTrendNormalityW = (TenkanSenW - KijunSenW) / (SenkouSpanAFutureW - SenkouSpanBFutureW)

// With this condition we ensure the trend is clearly bullish in weekly
TheWeeklyTrendIsBullishNormal=((SenkouSpanAFutureW > SenkouSpanBFutureW) AND (NormalityOfTrendNormalityW > 0) AND (NormalityOfTrendNormalityW < 100))

// Chikou is above its candle in weekly
ChikouIsAbovePricesW = (Close > High[KijunSenPeriod])

// In daily time frame we look for a throwback below Kijun, while Tenkan stays above Kijun
TIMEFRAME(daily)

// Daily Tenkan Sen
TenkanSenD = (Highest[TenkanSenPeriod](High) + Lowest[TenkanSenPeriod](Low)) / 2
// Daily Kijun Sen
KijunSenD = (Highest[KijunSenPeriod](High) + Lowest[KijunSenPeriod](Low)) / 2
// Daily SSA Senkou Span A
//SenkouSpanAFutureD = (TenkanSenD + KijunSenD)/2
// Daily SSB Senkou Span B
//SenkouSpanBFutureD = (Highest[SenkouSpanPeriod](High) + Lowest[SenkouSpanPeriod](Low))/2

// Condition Tenkan is above Kijun
TenkanSenIsAboveKijunSenDaily = (TenkanSenD > KijunSenD)

// We look for a crosses over Kijun
PriceCrossesOverKijunDaily = ((Close[1] < KijunSenD) AND (Close > KijunSenD))

// Mean volume on Kijun Sen period
VolumeMeanKijunSenPeriod = Average[KijunSenPeriod](Volume)
ROCVolume = 100*(Volume / VolumeMeanKijunSenPeriod)

SCREENER[TheWeeklyTrendIsBullishNormal AND ChikouIsAbovePricesW AND TenkanSenIsAboveKijunSenDaily AND PriceCrossesOverKijunDaily] SORT BY ROCVolume AS "Rate of Change Volume"