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08/07/2018 at 4:24 PM
#77732
Merci Nicolas pour ces encouragements ; -)
pour le 1/
=> j’ai rajouté une boucle et un test pour éviter de se retrouver avec des bas plus bas que BC dans la partie de la figure entre BC (Bottom Cup) et LC ( Left Cup)
Pour le 2/
=> il faudrait faire la même chose mais le cas est très peu présent sur les screeners donc pour l’instant je laisse en l’état
Pour le 3/
=> comment ferais-tu pour inclure une condition qui vérifie que les volumes augmentent entre BC et LH (Left Handle) et qu’ils diminuent entre LH et BC ? (c’est la partie grisée dans le code qui donne alpha et beta)
Cheers,
Chris
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BCTest = low[indexBC] For mm =IndexBC to IndexLC do if low[mm+1]> BC then BCTest = BCTest elsif low[mm+1]< BC then BCTest = low[mm+1] //IndexBCTest = mm+1 endif Next ....... screener [NLH > 2 AND Close>BH AND BC<LC and <strong>BCTest>= BC</strong> AND BC<LH AND BH<LH AND LC>0.97*LH AND LC < 1.03*LH AND delta>1 AND BH>0.8*LH AND BH>BC AND MinPrice AND MinVolume AND AmplitudeMax](IndexLH as "rang")// and beta> 1 AND alpha > 1 |
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Timeframe (daily) MinPrice= close > 2.5 and close < 50 MinVolume= average[23](Volume) > 100000 // LEFT HANDLE/////////////////////// LH = highest[24](high) For i = 0 to 24 do if high[i] = LH then indexLH = i break endif Next //BOTTOM HANDLE/////////////////////// BH = lowest[1+indexLH](low) For j = 0 to indexLH do if low[j] = BH then IndexBH = j break endif Next NLH=IndexLH-IndexBH // BOTTOM CUP///////////////////////// BC = low[indexLH] For k = indexLH to IndexLH+25 do if low[k+1] > BC then indexBC = indexBC elsif low[k+1] < BC then BC = low[k+1] IndexBC = k+1 endif Next // LEFT CUP LC = high[indexBC] For m =IndexBC to IndexBC+145 do if high[m+1]< LC then LC = LC elsif high[m+1]> LC then LC = high[m+1] IndexLC = m+1 endif Next BCTest = low[indexBC] For mm =IndexBC to IndexLC do if low[mm+1]> BC then BCTest = BCTest elsif low[mm+1]< BC then BCTest = low[mm+1] //IndexBCTest = mm+1 endif Next // LEFT OF THE CUP KC = low[indexLC] For n= IndexLC to IndexLC + 50 do if low[n+1]> KC then KC = KC elsif low[n+1] < KC then KC = low[n+1] endif Next Delta= LC/KC AmplitudeMax = Max(LC,LH)/BC<1.3 //DRPV1=0 //URPV1=0 // // //For o=IndexBC downto IndexLH do // //If Close[o+1] < Close[o] then //URPV1 = Volume[o]*(Close[o]- Close[o+1])+URPV1 //else //UPRV1=UPRV1 //endif // //If Close[o] < Close[o+1] then //DRPV1 = Volume[o]*(Close[o+1]-Close[o])+DRPV1 // //else //DRPV1 = DRPV1 //endif // //Next // //Alpha = URPV1/DRPV1 // Should be >1 //// //// Calculate Beta //DRPV2=0 //URPV2=0 // //// //For p=IndexLH downto IndexBH do //If Close[p+1] > Close[p] then //URPV2 = Volume[p]*(Close[p+1]-Close[p])+URPV2 // //else //URPV2=URPV2 //endif // //If Close[p+1]< Close[p] then //DRPV2 = Volume[p+1]*(Close[p+1]-Close[p])+DRPV2 // //else //DRPV2=DRPV2 //endif //Next // //Beta = DRPV2/URPV2 //Gamma = log(Alpha) + log(Beta) + delta screener [NLH > 2 AND Close>BH AND BC<LC and BCTest>= BC AND BC<LH AND BH<LH AND LC>0.97*LH AND LC < 1.03*LH AND delta>1 AND BH>0.8*LH AND BH>BC AND MinPrice AND MinVolume AND AmplitudeMax](IndexLH as "rang")// and beta> 1 AND alpha > 1 |
