Adaptive ATR-ADX Trend-V2 screener

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  • #78107 quote
    groen200
    Participant
    Veteran

    I need some help to make a proscreener from this indicator. Thank you.

    #78208 quote
    robertogozzi
    Moderator
    Master

    This is the screener, but it returns a price to be used a SL, is that what you want?

    atrLen = 21
    m1 = 3.5 //"ATR Multiplier - ADX Rising"
    m2 = 1.75 //"ATR Multiplier - ADX Falling"
    adxLen = 14
    adxThresh = 30 //"ADX Threshold"
    aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?")
    useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)")
    source = MedianPrice
    // DI-Pos, DI-Neg, ADX
    hR = high-high[1]
    lR = -(low-low[1])
    if hr>lr then
    dmPos=max(hr,0)
    else
    dmPos=0
    endif
    if lr>hr then
    dmNeg=max(lr,0)
    else
    dmNeg=0
    endif
    sTR = (sTR[1] - sTR[1]) / adxLen + tr
    sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos
    sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg
    DIP = sDMPos / sTR * 100
    DIN = sDMNeg / sTR * 100
    DX = abs(DIP - DIN) / (DIP + DIN) * 100
    aadx = average[adxLen](DX)
    // Heiken-Ashi
    if barindex<2 then
    xClose = close
    xOpen = open
    else
    xClose = TotalPrice
    xOpen = (xOpen[1] + close[1]) / 2
    endif
    xHigh = max(high, max(xOpen, xClose))
    xLow = min(low, min(xOpen, xClose))
    // Trailing ATR
    v1 = abs(xHigh - xClose[1])
    v2 = abs(xLow - xClose[1])
    v3 = xHigh - xLow
    trueRange = max(v1, max(v2, v3))
    if useHeiken then
    atr = WilderAverage[atrLen](trueRange)
    else
    atr = AverageTrueRange[atrLen]
    endif
    if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then
    m=m1
    elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then
    m=m2
    else
    m = m[1]
    endif
    if DIP >= DIN then
    mUp=m
    else
    mUp=m2
    endif
    if DIN >= DIP then
    mDn=m
    else
    mDn=m2
    endif
    if useHeiken then
    src=xClose
    c=Xclose
    t=(xHigh+xLow)/2
    else
    src=source
    c=close
    t=MedianPrice
    endif
    up = t - mUp * atr
    dn = t + mDn * atr
    if max(src[1], c[1]) > TUp[1] then
    TUp = max(up,TUp[1])
    else
    TUp = up
    endif
    if min(src[1], c[1]) < TDown[1] then
    TDown = min(dn, TDown[1])
    else
    TDown = dn
    endif
    //trend
    if min(src,min(c,close))>TDown[1] then
    trend=1
    elsif max(src,max(c,close))<TUp[1] then
    trend=-1
    else
    trend=trend[1]
    endif
    if trend=1 then
    sstop=TUp
    else
    sstop=TDown
    endif
    screener [sstop] (sstop AS "sstop")
    #78285 quote
    groen200
    Participant
    Veteran

    Roberto

    a screener crossing the ATR-ADX TREND V2 and the price typical: (H+L+C)/3

    only the latest crossing max 2 days

    #78286 quote
    robertogozzi
    Moderator
    Master

    There you go, but this one will display only the current crossings (I’ll change it later if it’s ok so far):

    atrLen = 21
    m1 = 3.5 //"ATR Multiplier - ADX Rising"
    m2 = 1.75 //"ATR Multiplier - ADX Falling"
    adxLen = 14
    adxThresh = 30 //"ADX Threshold"
    aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?")
    useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)")
    source = MedianPrice
    // DI-Pos, DI-Neg, ADX
    hR = high-high[1]
    lR = -(low-low[1])
    if hr>lr then
    dmPos=max(hr,0)
    else
    dmPos=0
    endif
    if lr>hr then
    dmNeg=max(lr,0)
    else
    dmNeg=0
    endif
    sTR = (sTR[1] - sTR[1]) / adxLen + tr
    sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos
    sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg
    DIP = sDMPos / sTR * 100
    DIN = sDMNeg / sTR * 100
    DX = abs(DIP - DIN) / (DIP + DIN) * 100
    aadx = average[adxLen](DX)
    // Heiken-Ashi
    if barindex<2 then
    xClose = close
    xOpen = open
    else
    xClose = TotalPrice
    xOpen = (xOpen[1] + close[1]) / 2
    endif
    xHigh = max(high, max(xOpen, xClose))
    xLow = min(low, min(xOpen, xClose))
    // Trailing ATR
    v1 = abs(xHigh - xClose[1])
    v2 = abs(xLow - xClose[1])
    v3 = xHigh - xLow
    trueRange = max(v1, max(v2, v3))
    if useHeiken then
    atr = WilderAverage[atrLen](trueRange)
    else
    atr = AverageTrueRange[atrLen]
    endif
    if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then
    m=m1
    elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then
    m=m2
    else
    m = m[1]
    endif
    if DIP >= DIN then
    mUp=m
    else
    mUp=m2
    endif
    if DIN >= DIP then
    mDn=m
    else
    mDn=m2
    endif
    if useHeiken then
    src=xClose
    c=Xclose
    t=(xHigh+xLow)/2
    else
    src=source
    c=close
    t=MedianPrice
    endif
    up = t - mUp * atr
    dn = t + mDn * atr
    if max(src[1], c[1]) > TUp[1] then
    TUp = max(up,TUp[1])
    else
    TUp = up
    endif
    if min(src[1], c[1]) < TDown[1] then
    TDown = min(dn, TDown[1])
    else
    TDown = dn
    endif
    //trend
    if min(src,min(c,close))>TDown[1] then
    trend=1
    elsif max(src,max(c,close))<TUp[1] then
    trend=-1
    else
    trend=trend[1]
    endif
    if trend=1 then
    sstop=TUp
    else
    sstop=TDown
    endif
    x = sstop CROSSES OVER  TypicalPrice OR sstop CROSSES UNDER TypicalPrice
    screener [x] (sstop AS "sstop")
    #78434 quote
    groen200
    Participant
    Veteran

    Hi Roberto

    i hope you can help me.

    tks luc

    #78438 quote
    robertogozzi
    Moderator
    Master

    I helped you, I’m waiting for your answer!

    #78440 quote
    groen200
    Participant
    Veteran

    Which answer exactily do you need?

    #78459 quote
    robertogozzi
    Moderator
    Master
    #78463 quote
    groen200
    Participant
    Veteran

    Hi Roberto

    Verry, verry thanks for this beautifull screener

    I hope its make me a little money, afther 12 jears loss!!!

    thanks

    Luc

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Adaptive ATR-ADX Trend-V2 screener


ProScreener: Market Scanners & Detection

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groen200 @groen200 Participant
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This topic contains 8 replies,
has 2 voices, and was last updated by groen200
7 years, 7 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 08/14/2018
Status: Active
Attachments: No files
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