Conversione indicatore TW Volatility Compression Breakout

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  • #227253 quote
    Msport71
    Participant
    Junior

    Buon pomeriggio a tutti.

    Vorrei proporre la conversione dell’indicatore in oggetto di cui riporto script e schermata che ne illustra il funzionamento.

    Mi sembra interessante e protrebbe essere utile.

    Grazie a chi vorrà aiutarmi.

     

     

     

    https://it.tradingview.com/script/Lc8WH9UF-Volatility-Compression-Breakout/

    // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
    // © LeafAlgo
    //@version=5
    indicator(“Volatility Compression Breakout”, overlay=true)
    // Volatility Compression Parameters
    compressionPeriod = input(20, “Compression Period”)
    compressionMultiplier = input(1.5, “Compression Multiplier”)
    // Trend Filter Parameters
    emaPeriod = input(50, “EMA Period”)
    // Calculate ATR and Keltner Channels
    atr = ta.atr(14)
    keltnerMiddle = ta.sma(close, compressionPeriod)
    keltnerUpper = keltnerMiddle + (compressionMultiplier * atr)
    keltnerLower = keltnerMiddle – (compressionMultiplier * atr)
    // Calculate Standard Deviation
    stdDev = ta.stdev(close, compressionPeriod)
    // Calculate Trend Filter
    ema = ta.ema(close, emaPeriod)
    // Determine Breakout Conditions
    breakoutUp = high > keltnerUpper + stdDev and close > ema and close[1] <= ema[1]
    breakoutDown = low < keltnerLower – stdDev and close < ema and close[1] >= ema[1]
    // Plot Breakout Shapes
    plotshape(breakoutUp, “Long Entry”, shape.triangleup, location.belowbar, color=color.green, size=size.large)
    plotshape(breakoutDown, “Short Entry”, shape.triangledown, location.abovebar, color=color.red, size=size.large)
    // Color
    kcColor = close > keltnerMiddle ? color.lime : color.fuchsia
    emaColor = close > ema ? color.lime : color.fuchsia
    barC = close > ema and close > keltnerMiddle ? color.lime : close > keltnerMiddle and close < ema ? color.yellow : close < keltnerMiddle and close > ema ? color.yellow : color.fuchsia
    barcolor(barC)
    // Plot Keltner Channels
    plot(keltnerUpper, color=color.aqua, linewidth=2, title=”Keltner Upper”)
    plot(keltnerLower, color=color.aqua, linewidth=2, title=”Keltner Lower”)
    plot(keltnerMiddle, color=kcColor, linewidth=4, title=”Keltner Middle”)
    plot(keltnerUpper + stdDev, color=color.aqua, linewidth=2, title=”Keltner Upper StdDev”)
    plot(keltnerLower – stdDev, color=color.aqua, linewidth=2, title=”Keltner Lower StdDev”)
    // Plot Trend Filter
    plot(ema, color=emaColor, linewidth=4, title=”Trend Filter”)
    // Alerts
    alertcondition(breakoutUp, ‘Long’, “Long”)
    alertcondition(breakoutDown, ‘Short’, ‘Short’)
    Schermata-2024-02-01-alle-16.35.31.png Schermata-2024-02-01-alle-16.35.31.png
    #227267 quote
    jacquesgermain
    Participant
    Senior
    #227292 quote
    Msport71
    Participant
    Junior

    Grazie e mille!!!!

    Gentilissimo.

    #227293 quote
    jacquesgermain
    Participant
    Senior

    Buongiorno

    in allegato una revisione con le stesse varianti colore dell’originale

    Msport71 thanked this post
    RMS-Journalier.png RMS-Journalier.png Volatility-Compression-BO-rev1.itf
    #227360 quote
    Msport71
    Participant
    Junior

    Ancora grazie!

    #227362 quote
    supertiti
    Participant
    Master

    Credo che le candele verdi siano assenti dal codice?

    #227363 quote
    supertiti
    Participant
    Master
    #227367 quote
    jacquesgermain
    Participant
    Senior

    buona osservazione! quindi ecco la correzione allegata

    AI-Journalier.png AI-Journalier.png Volatility-Compression-BO-rev2.itf
    #227375 quote
    supertiti
    Participant
    Master

    Hola Jacques

    Molto meglio, grazie e buona domenica.

    Volatility-V2.jpg Volatility-V2.jpg
    #231490 quote
    supertiti
    Participant
    Master
    Ciao Jacques,
    
    
    È possibile creare gli screener UP e DOWN di questo eccellente codice quando le chiusure rompono la MA e allo stesso tempo appare il triangolo verde o rosso.
    
    Allego un'immagine di Forvia con l'ellisse che corrisponde al mio desiderio.
    
    buon fine settim

     

    Bonjour Jacques,

    Est-il possible de créer les screeners UP and DOWN de cet excellent code quand les closes cassent la MA et que dans le même temps apparait le triangle vert ou rouge.

    je joins une image de Forvia avec l’elipse qui correspond à mon souhait.

    bon WE à tous.

    VOLATILITY-TRIANGLE-FORVIA.jpg VOLATILITY-TRIANGLE-FORVIA.jpg
    #231492 quote
    jacquesgermain
    Participant
    Senior

    //Bonjour Voici ce screener :

    CapitaLisationMini=10000
    timeframe (monthly)
    c1=average[20](close*volume)>(CapitaLisationMini*21)
    timeframe (weekly)
    c1=average[20](close*volume)>(CapitaLisationMini*5)
    TIMEFRAME(4 HOUR)
    c1=average[20](close*volume)>(CapitaLisationMini/2.14)
    TIMEFRAME(1 HOUR)
    c1=average[20](close*volume)>(CapitaLisationMini/8.5)
    TIMEFRAME(30 minutes)
    c1=average[20](close*volume)>(CapitaLisationMini/17)
    TIMEFRAME(15 minutes)
    c1=average[20](close*volume)>(CapitaLisationMini/34)
    TIMEFRAME(5 minutes)
    c1=average[20](close*volume)>(CapitaLisationMini/102)
    TIMEFRAME(2 minutes)
    c1=average[20](close*volume)>(CapitaLisationMini/255)
    Timeframe(default)
    c1=average[20](close*volume)>(CapitaLisationMini)
    c1a=high>low
    compressionPeriod =14
    compressionMultiplier = 1.5
    emaPeriod = 50
    atr =AverageTrueRange[14]
    keltnerMiddle = KeltnerBandCenter[compressionPeriod]
    keltnerUpper = keltnerMiddle + (compressionMultiplier * atr)
    keltnerLower = keltnerMiddle – (compressionMultiplier * atr)
    // Calculer l’écart type
    stdDev = STD[compressionPeriod](close)
    // Calculer le filtre de tendance
    ema = ExponentialAverage[emaPeriod](close)
    // Déterminer les conditions de rupture
    Up =(high > (keltnerUpper + stdDev)) and close > ema and close[1] <= ema[1]
    Down = (low < (keltnerLower – stdDev)) and close < ema and close[1] >= ema[1]

    SCREENER[c1 and c1a and (Up or Down)] (up as “up”,down as “down”)

    #231494 quote
    supertiti
    Participant
    Master

    bonjour Jacques,

    Il y a un soucis avec la commande TIMEFRAME ? je travaille en mode “fin de journée” , alors que dois je faire ?

    merci de ton aide

    Bon dimanche

    #231495 quote
    supertiti
    Participant
    Master

    Si je met des // devant les timeframe en minutes et heures j’ai Accor qui ressort, c’est bon comme ça peut-être ?

    #231496 quote
    supertiti
    Participant
    Master

    J’ai testé avec ce code sur le Nasdaq ,  j’ai 23 retours correct en fin de journée, ça marche, merci Jacques

    // VOLATILITY COMPRESSION TRIANGLE UP DW by Jacques Germain 13.04.2024

    CapitaLisationMini=10000

    timeframe (monthly)

    c1=average[20](close*volume)>(CapitaLisationMini*21)

    timeframe (weekly)

    c1=average[20](close*volume)>(CapitaLisationMini*5)

    //TIMEFRAME(4 HOUR)

    //c1=average[20](close*volume)>(CapitaLisationMini/2.14)

    //TIMEFRAME(1 HOUR)

    //c1=average[20](close*volume)>(CapitaLisationMini/8.5)

    //TIMEFRAME(30 minutes)

    //c1=average[20](close*volume)>(CapitaLisationMini/17)

    //TIMEFRAME(15 minutes)

    //c1=average[20](close*volume)>(CapitaLisationMini/34)

    //TIMEFRAME(5 minutes)

    //c1=average[20](close*volume)>(CapitaLisationMini/102)

    //TIMEFRAME(2 minutes)

    //c1=average[20](close*volume)>(CapitaLisationMini/255)

    Timeframe(default)

    c1=average[20](close*volume)>(CapitaLisationMini)

    c1a=high>low

    compressionPeriod =14

    compressionMultiplier = 1.5

    emaPeriod = 50

    atr =AverageTrueRange[14]

    keltnerMiddle = KeltnerBandCenter[compressionPeriod]

    keltnerUpper = keltnerMiddle + (compressionMultiplier * atr)

    keltnerLower = keltnerMiddle – (compressionMultiplier * atr)

    // Calculer l’écart type

    stdDev = STD[compressionPeriod](close)

    // Calculer le filtre de tendance

    ema = ExponentialAverage[emaPeriod](close)

    // Déterminer les conditions de rupture

    Up =(high > (keltnerUpper + stdDev)) and close > ema and close[1] <= ema[1]

    Down = (low < (keltnerLower – stdDev)) and close < ema and close[1] >= ema[1]

    SCREENER[c1 and c1a and (Up or Down)] (up as “up”,down as “down”)

    jacquesgermain thanked this post
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Conversione indicatore TW Volatility Compression Breakout


ProBuilder: Indicatori & Strumenti Personalizzati

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Msport71 @carlo-pasca Participant
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This topic contains 13 replies,
has 3 voices, and was last updated by supertiti
1 year, 10 months ago.

Topic Details
Forum: ProBuilder: Indicatori & Strumenti Personalizzati
Language: Italian
Started: 02/01/2024
Status: Active
Attachments: 11 files
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