Beyond charts + Code to convert

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  • 09/04/2018 at 7:08 AM #79688 quote
    Cheriem3
    Participant
    New

    Hi

    I’d like to convert my Beyond Charts + scan code into a form that I can paste into the ProRealTime Screener….. is anyone able to do this?

    {Close above highest high in 26 wks, close above 60EMA, with a dominant green candle, on volume greater than 20% of moving average of the volume, a short wick and liquidity filter}

    HighestHigh:= C> Ref (HHV(H,26),-1);

    GreenCandle:= C> O;

    BigGreen:= C-O>1.5*Mov(ref(ABS(C-O),-1),15,W);

    BigMA:= C > Mov (C,60,E);

    Y:= 13;

    Y1:= 20;

    Percent:= Y1/100;

    Multiple:=Percent+1;

    VEMA:= Mov (V,Y,E);

    HighVolume:= V > Multiple*VEMA;

    ShortWick:= ShortWick:= H-C<0.50*(C-O);

    AvgClose:= Mov(C,21,S);

    AvgVolume:= Mov(V,21,S);

    MinVolume:= ref(LLV(V,13),-1);

    Liquidity:= AvgVolume*AvgClose>1000000;

    Signal:= HighestHigh AND GreenCandle AND HighVolume AND BigMA AND BigGreen AND ShortWick AND Liquidity;

    Signal;

     

    Thank you in Anticipation!

    09/04/2018 at 7:35 AM #79695 quote
    Nicolas
    Keymaster
    Master

    Hi,

    You can try the code below, please let us know if it is correctly converted! Once a signal is found, how do you use it as a trigger to enter a position? I assume it is made for weekly charts?

    //{Close above highest high in 26 wks, close above 60EMA, with a dominant green candle, on volume greater than 20% of moving average of the volume, a short wick and liquidity filter}

HighestHigh= Close> highest[26](high)[1]

GreenCandle= Close> Open

BigGreen= Close-Open>1.5*weightedaverage[15](ABS(close-open)[1])

BigMA= Close > exponentialaverage[60](close)

Y= 13

Y1= 20

Percent= Y1/100

Multiple=Percent+1

VEMA= exponentialaverage[Y](volume)

HighVolume= Volume > Multiple*VEMA

ShortWick = High-Close<0.50*(Close-Open)

AvgClose= average[21](close)

AvgVolume= average[21](volume)

//MinVolume= lowest[13](volume)[1]

Liquidity= AvgVolume*AvgClose>1000000

Signal= HighestHigh AND GreenCandle AND HighVolume AND BigMA AND BigGreen AND ShortWick AND Liquidity

screener[Signal]
    26-weeks-breakout-with-volume.png 26-weeks-breakout-with-volume.png
    09/04/2018 at 10:06 AM #79713 quote
    GraHal
    Participant
    Master

    Thank you @Cheriem3 for the strategy and @Nicolas for the code.

    Works well in an Auto-System on DJI 5 min, 100k bars, spread = 4.

    Cher.jpg Cher.jpg
    09/04/2018 at 11:12 AM #79722 quote
    Nicolas
    Keymaster
    Master

    Sorry? GraHal already made a strategy from it? 😆 you’re a coding junkie! Please share or better open a new topic to discuss about 🙂

    09/04/2018 at 12:41 PM #79739 quote
    GraHal
    Participant
    Master
    Nicolas wrote:

    you’re a coding junkie!

    I’m not good at coding, but I am very curious and like to get a System out there and working for it’s living!  🙂

    Yeah I’ll start a new Topic (else be Systems mixed with Screeners) but all I added was TP and SL but maybe somebody can add inverse conditions for short entry.

    Nicolas thanked this post
    09/05/2018 at 3:01 PM #79816 quote
    Cheriem3
    Participant
    New

    Hi

    Thank you so much!

    Yes it’s for my weekly equities system (I use CFDs), but also works for daily candles, and across other instruments like FX, commodities, indices. If i get a signal I eyeball to make sure the chart is in an uptrend, not congestion, and that it’s a “first” signal, meaning any prior signal must be either stopped out by my rad chandelier, or followed by a period of congestion (defined by 3 touches of a resistance line). If I have more candidates than needed I also have a process for choosing between them. But the signal is the trigger to enter (the code filters for a set up and a trigger).

    GraHal thanked this post
    09/05/2018 at 4:43 PM #79818 quote
    Nicolas
    Keymaster
    Master

    Ok thanks for the explanation! I’ll add this one into the Library. Feel free to ask for any other conversion, and in a different topic.

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Beyond charts + Code to convert


ProScreener: Market Scanners & Detection

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Cheriem3 @cheriem3 Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by Nicolas
7 years, 5 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 09/04/2018
Status: Active
Attachments: 2 files
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