Adaptive ATR-ADX Trend-V2 screener

• 08/14/2018 at 5:28 PM #78107
  groen200

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

  

  groen200

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  08/14/2018 at 10:25 PM #78208
  robertogozzi

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

  Adaptive ATR-ADX Trend-V2 screener

  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")

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  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")

   

  

  robertogozzi

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  08/15/2018 at 2:27 PM #78285
  groen200

  Roberto

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

  only the latest crossing max 2 days

   

  

  groen200

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  08/15/2018 at 3:13 PM #78286
  robertogozzi

  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")

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  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")

   

  

  robertogozzi

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  08/17/2018 at 8:48 AM #78434
  groen200

  Hi Roberto

  i hope you can help me.

  tks luc

  

  groen200

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  08/17/2018 at 9:26 AM #78438
  robertogozzi

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

  

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  08/17/2018 at 11:41 AM #78440
  groen200

  Which answer exactily do you need?

  

  groen200

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  08/17/2018 at 12:45 PM #78459
  robertogozzi

  Is this OK so far https://www.prorealcode.com/topic/adaptive-atr-adx-trend-v2-screener/#post-78286?

  

  robertogozzi

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  08/17/2018 at 1:38 PM #78463
  groen200

  Hi Roberto

  Verry, verry thanks for this beautifull screener

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

  thanks

  Luc

  

  groen200

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