Conversion d’indicateur de divergence de trading view vers prt

Forums ProRealTime forum Français Support ProBuilder Conversion d’indicateur de divergence de trading view vers prt

Viewing 2 posts - 1 through 2 (of 2 total)
  • #190164

    Bonjour, je souhaite utiliser un indicateur trouver sur trading view. C’est un indicateur de multiple divergence (rsi, macd, obv …), il s’appelle “Divergence for many indicators v4”. J’aimerais pouvoir l’utiliser sur prt pour automatiser ma stratégie de trading manuelle, merci d’avance. 🙂

    Voici le code :

    /@version=4
    study(“Divergence for Many Indicators v4”, overlay = true, max_bars_back = 1000, max_lines_count = 400, max_labels_count = 400)
    prd = input(defval = 5, title = “Pivot Period”, minval = 1, maxval = 50)
    source = input(defval = “Close”, title = “Source for Pivot Points”, options = [“Close”, “High/Low”])
    searchdiv = input(defval = “Regular”, title = “Divergence Type”, options = [“Regular”, “Hidden”, “Regular/Hidden”])
    showindis = input(defval = “Full”, title = “Show Indicator Names”, options = [“Full”, “First Letter”, “Don’t Show”])
    showlimit = input(1, title=”Minimum Number of Divergence”, minval = 1, maxval = 11)
    maxpp = input(defval = 10, title = “Maximum Pivot Points to Check”, minval = 1, maxval = 20)
    maxbars = input(defval = 100, title = “Maximum Bars to Check”, minval = 30, maxval = 200)
    shownum = input(defval = true, title = “Show Divergence Number”)
    showlast = input(defval = false, title = “Show Only Last Divergence”)
    dontconfirm = input(defval = false, title = “Don’t Wait for Confirmation”)
    showlines = input(defval = true, title = “Show Divergence Lines”)
    showpivot = input(defval = false, title = “Show Pivot Points”)
    calcmacd = input(defval = true, title = “MACD”)
    calcmacda = input(defval = true, title = “MACD Histogram”)
    calcrsi = input(defval = true, title = “RSI”)
    calcstoc = input(defval = true, title = “Stochastic”)
    calccci = input(defval = true, title = “CCI”)
    calcmom = input(defval = true, title = “Momentum”)
    calcobv = input(defval = true, title = “OBV”)
    calcvwmacd = input(true, title = “VWmacd”)
    calccmf = input(true, title = “Chaikin Money Flow”)
    calcmfi = input(true, title = “Money Flow Index”)
    calcext = input(false, title = “Check External Indicator”)
    externalindi = input(defval = close, title = “External Indicator”)
    pos_reg_div_col = input(defval = color.yellow, title = “Positive Regular Divergence”)
    neg_reg_div_col = input(defval = color.navy, title = “Negative Regular Divergence”)
    pos_hid_div_col = input(defval = color.lime, title = “Positive Hidden Divergence”)
    neg_hid_div_col = input(defval = color.red, title = “Negative Hidden Divergence”)
    pos_div_text_col = input(defval = color.black, title = “Positive Divergence Text Color”)
    neg_div_text_col = input(defval = color.white, title = “Negative Divergence Text Color”)
    reg_div_l_style_ = input(defval = “Solid”, title = “Regular Divergence Line Style”, options = [“Solid”, “Dashed”, “Dotted”])
    hid_div_l_style_ = input(defval = “Dashed”, title = “Hdden Divergence Line Style”, options = [“Solid”, “Dashed”, “Dotted”])
    reg_div_l_width = input(defval = 2, title = “Regular Divergence Line Width”, minval = 1, maxval = 5)
    hid_div_l_width = input(defval = 1, title = “Hidden Divergence Line Width”, minval = 1, maxval = 5)
    showmas = input(defval = false, title = “Show MAs 50 & 200”, inline = “ma12”)
    cma1col = input(defval = color.lime, title = “”, inline = “ma12”)
    cma2col = input(defval = color.red, title = “”, inline = “ma12”)

    plot(showmas ? sma(close, 50) : na, color = showmas ? cma1col : na)
    plot(showmas ? sma(close, 200) : na, color = showmas ? cma2col: na)

    // set line styles
    var reg_div_l_style = reg_div_l_style_ == “Solid” ? line.style_solid :
    reg_div_l_style_ == “Dashed” ? line.style_dashed :
    line.style_dotted
    var hid_div_l_style = hid_div_l_style_ == “Solid” ? line.style_solid :
    hid_div_l_style_ == “Dashed” ? line.style_dashed :
    line.style_dotted

    // get indicators
    rsi = rsi(close, 14) // RSI
    [macd, signal, deltamacd] = macd(close, 12, 26, 9) // MACD
    moment = mom(close, 10) // Momentum
    cci = cci(close, 10) // CCI
    Obv = obv // OBV
    stk = sma(stoch(close, high, low, 14), 3) // Stoch
    maFast = vwma(close, 12), maSlow = vwma(close, 26), vwmacd = maFast – maSlow // volume weighted macd
    Cmfm = ((close-low) – (high-close)) / (high – low), Cmfv = Cmfm * volume, cmf = sma(Cmfv, 21) / sma(volume,21) // Chaikin money flow
    Mfi = mfi(close, 14) // Moneyt Flow Index

    // keep indicators names and colors in arrays
    var indicators_name = array.new_string(11)
    var div_colors = array.new_color(4)
    if barstate.isfirst
    // names
    array.set(indicators_name, 0, showindis == “Full” ? “MACD” : “M”)
    array.set(indicators_name, 1, showindis == “Full” ? “Hist” : “H”)
    array.set(indicators_name, 2, showindis == “Full” ? “RSI” : “E”)
    array.set(indicators_name, 3, showindis == “Full” ? “Stoch” : “S”)
    array.set(indicators_name, 4, showindis == “Full” ? “CCI” : “C”)
    array.set(indicators_name, 5, showindis == “Full” ? “MOM” : “M”)
    array.set(indicators_name, 6, showindis == “Full” ? “OBV” : “O”)
    array.set(indicators_name, 7, showindis == “Full” ? “VWMACD” : “V”)
    array.set(indicators_name, 8, showindis == “Full” ? “CMF” : “C”)
    array.set(indicators_name, 9, showindis == “Full” ? “MFI” : “M”)
    array.set(indicators_name,10, showindis == “Full” ? “Extrn” : “X”)
    //colors
    array.set(div_colors, 0, pos_reg_div_col)
    array.set(div_colors, 1, neg_reg_div_col)
    array.set(div_colors, 2, pos_hid_div_col)
    array.set(div_colors, 3, neg_hid_div_col)

    // Check if we get new Pivot High Or Pivot Low
    float ph = pivothigh((source == “Close” ? close : high), prd, prd)
    float pl = pivotlow((source == “Close” ? close : low), prd, prd)
    plotshape(ph and showpivot, text = “H”, style = shape.labeldown, color = color.new(color.white, 100), textcolor = color.red, location = location.abovebar, offset = -prd)
    plotshape(pl and showpivot, text = “L”, style = shape.labelup, color = color.new(color.white, 100), textcolor = color.lime, location = location.belowbar, offset = -prd)

    // keep values and positions of Pivot Highs/Lows in the arrays
    var int maxarraysize = 20
    var ph_positions = array.new_int(maxarraysize, 0)
    var pl_positions = array.new_int(maxarraysize, 0)
    var ph_vals = array.new_float(maxarraysize, 0.)
    var pl_vals = array.new_float(maxarraysize, 0.)

    // add PHs to the array
    if ph
    array.unshift(ph_positions, bar_index)
    array.unshift(ph_vals, ph)
    if array.size(ph_positions) > maxarraysize
    array.pop(ph_positions)
    array.pop(ph_vals)

    // add PLs to the array
    if pl
    array.unshift(pl_positions, bar_index)
    array.unshift(pl_vals, pl)
    if array.size(pl_positions) > maxarraysize
    array.pop(pl_positions)
    array.pop(pl_vals)

    // functions to check Regular Divergences and Hidden Divergences

    // function to check positive regular or negative hidden divergence
    // cond == 1 => positive_regular, cond == 2=> negative_hidden
    positive_regular_positive_hidden_divergence(src, cond)=>
    divlen = 0
    prsc = source == “Close” ? close : low
    // if indicators higher than last value and close price is higher than las close
    if dontconfirm or src > src[1] or close > close[1]
    startpoint = dontconfirm ? 0 : 1 // don’t check last candle
    // we search last 15 PPs
    for x = 0 to maxpp – 1
    len = bar_index – array.get(pl_positions, x) + prd
    // if we reach non valued array element or arrived 101. or previous bars then we don’t search more
    if array.get(pl_positions, x) == 0 or len > maxbars
    break
    if len > 5 and
    ((cond == 1 and src[startpoint] > src[len] and prsc[startpoint] < nz(array.get(pl_vals, x))) or (cond == 2 and src[startpoint] < src[len] and prsc[startpoint] > nz(array.get(pl_vals, x))))
    slope1 = (src[startpoint] – src[len]) / (len – startpoint)
    virtual_line1 = src[startpoint] – slope1
    slope2 = (close[startpoint] – close[len]) / (len – startpoint)
    virtual_line2 = close[startpoint] – slope2
    arrived = true
    for y = 1 + startpoint to len – 1
    if src[y] < virtual_line1 or nz(close[y]) < virtual_line2 arrived := false break virtual_line1 := virtual_line1 – slope1 virtual_line2 := virtual_line2 – slope2 if arrived divlen := len break divlen // function to check negative regular or positive hidden divergence // cond == 1 => negative_regular, cond == 2=> positive_hidden
    negative_regular_negative_hidden_divergence(src, cond)=>
    divlen = 0
    prsc = source == “Close” ? close : high
    // if indicators higher than last value and close price is higher than las close
    if dontconfirm or src < src[1] or close < close[1] startpoint = dontconfirm ? 0 : 1 // don’t check last candle // we search last 15 PPs for x = 0 to maxpp – 1 len = bar_index – array.get(ph_positions, x) + prd // if we reach non valued array element or arrived 101. or previous bars then we don’t search more if array.get(ph_positions, x) == 0 or len > maxbars
    break
    if len > 5 and
    ((cond == 1 and src[startpoint] < src[len] and prsc[startpoint] > nz(array.get(ph_vals, x))) or
    (cond == 2 and src[startpoint] > src[len] and prsc[startpoint] < nz(array.get(ph_vals, x)))) slope1 = (src[startpoint] – src[len]) / (len – startpoint) virtual_line1 = src[startpoint] – slope1 slope2 = (close[startpoint] – nz(close[len])) / (len – startpoint) virtual_line2 = close[startpoint] – slope2 arrived = true for y = 1 + startpoint to len – 1 if src[y] > virtual_line1 or nz(close[y]) > virtual_line2
    arrived := false
    break
    virtual_line1 := virtual_line1 – slope1
    virtual_line2 := virtual_line2 – slope2

    if arrived
    divlen := len
    break
    divlen

    // calculate 4 types of divergence if enabled in the options and return divergences in an array
    calculate_divs(cond, indicator)=>
    divs = array.new_int(4, 0)
    array.set(divs, 0, cond and (searchdiv == “Regular” or searchdiv == “Regular/Hidden”) ? positive_regular_positive_hidden_divergence(indicator, 1) : 0)
    array.set(divs, 1, cond and (searchdiv == “Regular” or searchdiv == “Regular/Hidden”) ? negative_regular_negative_hidden_divergence(indicator, 1) : 0)
    array.set(divs, 2, cond and (searchdiv == “Hidden” or searchdiv == “Regular/Hidden”) ? positive_regular_positive_hidden_divergence(indicator, 2) : 0)
    array.set(divs, 3, cond and (searchdiv == “Hidden” or searchdiv == “Regular/Hidden”) ? negative_regular_negative_hidden_divergence(indicator, 2) : 0)
    divs

    // array to keep all divergences
    var all_divergences = array.new_int(44) // 11 indicators * 4 divergence = 44 elements
    // set related array elements
    array_set_divs(div_pointer, index)=>
    for x = 0 to 3
    array.set(all_divergences, index * 4 + x, array.get(div_pointer, x))

    // set divergences array
    array_set_divs(calculate_divs(calcmacd, macd), 0)
    array_set_divs(calculate_divs(calcmacda, deltamacd), 1)
    array_set_divs(calculate_divs(calcrsi, rsi), 2)
    array_set_divs(calculate_divs(calcstoc, stk), 3)
    array_set_divs(calculate_divs(calccci, cci), 4)
    array_set_divs(calculate_divs(calcmom, moment), 5)
    array_set_divs(calculate_divs(calcobv, Obv), 6)
    array_set_divs(calculate_divs(calcvwmacd, vwmacd), 7)
    array_set_divs(calculate_divs(calccmf, cmf), 8)
    array_set_divs(calculate_divs(calcmfi, Mfi), 9)
    array_set_divs(calculate_divs(calcext, externalindi), 10)

    // check minimum number of divergence, if less than showlimit then delete all divergence
    total_div = 0
    for x = 0 to array.size(all_divergences) – 1
    total_div := total_div + round(sign(array.get(all_divergences, x)))

    if total_div < showlimit array.fill(all_divergences, 0) // keep line in an array var pos_div_lines = array.new_line(0) var neg_div_lines = array.new_line(0) var pos_div_labels = array.new_label(0) var neg_div_labels = array.new_label(0) // remove old lines and labels if showlast option is enabled delete_old_pos_div_lines()=>
    if array.size(pos_div_lines) > 0
    for j = 0 to array.size(pos_div_lines) – 1
    line.delete(array.get(pos_div_lines, j))
    array.clear(pos_div_lines)

    delete_old_neg_div_lines()=>
    if array.size(neg_div_lines) > 0
    for j = 0 to array.size(neg_div_lines) – 1
    line.delete(array.get(neg_div_lines, j))
    array.clear(neg_div_lines)

    delete_old_pos_div_labels()=>
    if array.size(pos_div_labels) > 0
    for j = 0 to array.size(pos_div_labels) – 1
    label.delete(array.get(pos_div_labels, j))
    array.clear(pos_div_labels)

    delete_old_neg_div_labels()=>
    if array.size(neg_div_labels) > 0
    for j = 0 to array.size(neg_div_labels) – 1
    label.delete(array.get(neg_div_labels, j))
    array.clear(neg_div_labels)

    // delete last creted lines and labels until we met new PH/PV
    delete_last_pos_div_lines_label(n)=>
    if n > 0 and array.size(pos_div_lines) >= n
    asz = array.size(pos_div_lines)
    for j = 1 to n
    line.delete(array.get(pos_div_lines, asz – j))
    array.pop(pos_div_lines)
    if array.size(pos_div_labels) > 0
    label.delete(array.get(pos_div_labels, array.size(pos_div_labels) – 1))
    array.pop(pos_div_labels)

    delete_last_neg_div_lines_label(n)=>
    if n > 0 and array.size(neg_div_lines) >= n
    asz = array.size(neg_div_lines)
    for j = 1 to n
    line.delete(array.get(neg_div_lines, asz – j))
    array.pop(neg_div_lines)
    if array.size(neg_div_labels) > 0
    label.delete(array.get(neg_div_labels, array.size(neg_div_labels) – 1))
    array.pop(neg_div_labels)

    // variables for Alerts
    pos_reg_div_detected = false
    neg_reg_div_detected = false
    pos_hid_div_detected = false
    neg_hid_div_detected = false

    // to remove lines/labels until we met new // PH/PL
    var last_pos_div_lines = 0
    var last_neg_div_lines = 0
    var remove_last_pos_divs = false
    var remove_last_neg_divs = false
    if pl
    remove_last_pos_divs := false
    last_pos_div_lines := 0
    if ph
    remove_last_neg_divs := false
    last_neg_div_lines := 0

    // draw divergences lines and labels
    divergence_text_top = “”
    divergence_text_bottom = “”
    distances = array.new_int(0)
    dnumdiv_top = 0
    dnumdiv_bottom = 0
    top_label_col = color.white
    bottom_label_col = color.white
    old_pos_divs_can_be_removed = true
    old_neg_divs_can_be_removed = true
    startpoint = dontconfirm ? 0 : 1 // used for don’t confirm option

    for x = 0 to 10
    div_type = -1
    for y = 0 to 3
    if array.get(all_divergences, x * 4 + y) > 0 // any divergence?
    div_type := y
    if (y % 2) == 1
    dnumdiv_top := dnumdiv_top + 1
    top_label_col := array.get(div_colors, y)
    if (y % 2) == 0
    dnumdiv_bottom := dnumdiv_bottom + 1
    bottom_label_col := array.get(div_colors, y)
    if not array.includes(distances, array.get(all_divergences, x * 4 + y)) // line not exist ?
    array.push(distances, array.get(all_divergences, x * 4 + y))
    new_line = showlines ? line.new(x1 = bar_index – array.get(all_divergences, x * 4 + y),
    y1 = (source == “Close” ? close[array.get(all_divergences, x * 4 + y)] :
    (y % 2) == 0 ? low[array.get(all_divergences, x * 4 + y)] :
    high[array.get(all_divergences, x * 4 + y)]),
    x2 = bar_index – startpoint,
    y2 = (source == “Close” ? close[startpoint] :
    (y % 2) == 0 ? low[startpoint] :
    high[startpoint]),
    color = array.get(div_colors, y),
    style = y < 2 ? reg_div_l_style : hid_div_l_style, width = y < 2 ? reg_div_l_width : hid_div_l_width ) : na if (y % 2) == 0 if old_pos_divs_can_be_removed old_pos_divs_can_be_removed := false if not showlast and remove_last_pos_divs delete_last_pos_div_lines_label(last_pos_div_lines) last_pos_div_lines := 0 if showlast delete_old_pos_div_lines() array.push(pos_div_lines, new_line) last_pos_div_lines := last_pos_div_lines + 1 remove_last_pos_divs := true if (y % 2) == 1 if old_neg_divs_can_be_removed old_neg_divs_can_be_removed := false if not showlast and remove_last_neg_divs delete_last_neg_div_lines_label(last_neg_div_lines) last_neg_div_lines := 0 if showlast delete_old_neg_div_lines() array.push(neg_div_lines, new_line) last_neg_div_lines := last_neg_div_lines + 1 remove_last_neg_divs := true // set variables for alerts if y == 0 pos_reg_div_detected := true if y == 1 neg_reg_div_detected := true if y == 2 pos_hid_div_detected := true if y == 3 neg_hid_div_detected := true // get text for labels if div_type >= 0
    divergence_text_top := divergence_text_top + ((div_type % 2) == 1 ? (showindis != “Don’t Show” ? array.get(indicators_name, x) + “\n” : “”) : “”)
    divergence_text_bottom := divergence_text_bottom + ((div_type % 2) == 0 ? (showindis != “Don’t Show” ? array.get(indicators_name, x) + “\n” : “”) : “”)

    // draw labels
    if showindis != “Don’t Show” or shownum
    if shownum and dnumdiv_top > 0
    divergence_text_top := divergence_text_top + tostring(dnumdiv_top)
    if shownum and dnumdiv_bottom > 0
    divergence_text_bottom := divergence_text_bottom + tostring(dnumdiv_bottom)
    if divergence_text_top != “”
    if showlast
    delete_old_neg_div_labels()
    array.push(neg_div_labels,
    label.new( x = bar_index,
    y = max(high, high[1]),
    text = divergence_text_top,
    color = top_label_col,
    textcolor = neg_div_text_col,
    style = label.style_label_down
    ))

    if divergence_text_bottom != “”
    if showlast
    delete_old_pos_div_labels()
    array.push(pos_div_labels,
    label.new( x = bar_index,
    y = min(low, low[1]),
    text = divergence_text_bottom,
    color = bottom_label_col,
    textcolor = pos_div_text_col,
    style = label.style_label_up
    ))

    alertcondition(pos_reg_div_detected, title=’Positive Regular Divergence Detected’, message=’Positive Regular Divergence Detected’)
    alertcondition(neg_reg_div_detected, title=’Negative Regular Divergence Detected’, message=’Negative Regular Divergence Detected’)
    alertcondition(pos_hid_div_detected, title=’Positive Hidden Divergence Detected’, message=’Positive Hidden Divergence Detected’)
    alertcondition(neg_hid_div_detected, title=’Negative Hidden Divergence Detected’, message=’Negative Hidden Divergence Detected’)

    alertcondition(pos_reg_div_detected or pos_hid_div_detected, title=’Positive Divergence Detected’, message=’Positive Divergence Detected’)
    alertcondition(neg_reg_div_detected or neg_hid_div_detected, title=’Negative Divergence Detected’, message=’Negative Divergence Detected’)

    #191896

    Je comprends mais cela prendrait des jours pour le convertir 🙁

    Encore quelques jours pour bénéficier de l’offre réduction de 30€ sur le produit de détection de divergences tout en un, disponible ici: (il comprend un scanner)

    https://market.prorealcode.com/product/all-in-one-divergences/?lang=fr

    le code promo est DIV30

Viewing 2 posts - 1 through 2 (of 2 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login