Conversione indicatore TW Volatility Compression Breakout

• 02/01/2024 at 4:35 PM #227253
  Msport71

  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’)

   

  

  Msport71

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  02/01/2024 at 7:38 PM #227267
  jacquesgermain

  <span class="Y2IQFc" lang="it">Ciao indicatore e screener allegati</span>

  1	<span class="Y2IQFc" lang="it">Ciao indicatore e screener allegati</span>

   

  1 user thanked author for this post.

  Msport71

  

  jacquesgermain

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  02/02/2024 at 10:38 AM #227292
  Msport71

  Grazie e mille!!!!

  Gentilissimo.

   

  

  Msport71

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  02/02/2024 at 10:44 AM #227293
  jacquesgermain

  Buongiorno

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

   

  1 user thanked author for this post.

  Msport71

  

  jacquesgermain

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  02/03/2024 at 7:50 PM #227360
  Msport71

  Ancora grazie!

  

  Msport71

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  02/03/2024 at 8:09 PM #227362
  supertiti

  Credo che le candele verdi siano assenti dal codice?

  

  supertiti

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  02/03/2024 at 8:11 PM #227363
  supertiti

  graphe

  

  supertiti

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  02/03/2024 at 9:01 PM #227367
  jacquesgermain

  buona osservazione! quindi ecco la correzione allegata

  

  jacquesgermain

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  02/04/2024 at 11:13 AM #227375
  supertiti

  Hola Jacques

  Molto meglio, grazie e buona domenica.

  

  supertiti

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  04/13/2024 at 4:41 PM #231490
  supertiti

  <span class="Y2IQFc" lang="it">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</span>

  1 2 3 4 5 6 7 8

  <span class="Y2IQFc" lang="it">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</span>

   

  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.

   

  

  supertiti

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  04/13/2024 at 6:04 PM #231492
  jacquesgermain

  //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”)

  

  jacquesgermain

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  04/14/2024 at 10:21 AM #231494
  supertiti

  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

  

  supertiti

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  04/14/2024 at 10:27 AM #231495
  supertiti

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

  

  supertiti

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  04/14/2024 at 10:36 AM #231496
  supertiti

  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”)

   

  1 user thanked author for this post.

  jacquesgermain

  

  supertiti

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