Création d’un screener ob block

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  • #233686 quote
    Sofitech
    Participant
    Master

    Bonjour,
    Sur la base de l’indicateur suivant modifié par @ivan qui se place dans une fenêtre sous le prix, j’aimerais avoir le code d’un screener détectant les instruments dont la valeur de l’indicateur est +1 et -1.
    Merci d’avance pour votre aide.

    // Sonarlabs - Order Block Finder
    // converted from TradingView
    // Lower the sensitivity to show more order blocks. A higher sensitivity will show less order blocks
    
    defparam drawonlastbaronly=true
    
    Transparency = 80
    
    sens = 0
    
    once obcreatedbear = 0
    once obcreatedbull = 0
    once crossindexbear = 0
    once crossindexbull = 0
    
    
    // Custom Rate of Change (ROC) calculation. This is to calculate high momentum moves in the market.
    pc = ((open - open[4]) / open[4]) * 100
    
    
    // -----------------
    sens = sens/100 //ExponentialAverage[8](pc) //sens/100
    OBBullMitigation = close[1]
    OBBearMitigation = close[1]
    
    
    // If the ROC crossover our Sensitivty input - Then create a Bearish Order Block
    // Sensitivty is negative as this is a Bearish OB
    if pc crosses under -sens then
    obcreatedbear = 1
    crossindexbear = barindex
    endif
    
    
    // If the ROC crossover our Sensitivty input - Then create a Bullish Order Block
    if pc crosses over sens then
    obcreatedbull = 1
    crossindexbull = barindex
    endif
    
    
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //      Calculation
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    
    // -------------------------------
    // Bearish OB Creation
    // -------------------------------
    // Check if we should create a OB. Also check if we haven't created an OB in the last 5 candles.
    if obcreatedbear and (crossindexbear - crossindexbear[1]) > 5 then
    lastgreen = 0
    hhighest = 0
    // Loop through the most recent candles and find the first GREEN (Bullish) candle. We will place our OB here.
    for i = 4 to 15
    if close[i] > open[i] then
    lastgreen = i
    //populate the arrays of order block to draw them later
    $left[plot]= barindex[lastgreen]
    $top[plot]=high[lastgreen]
    $bottom[plot]=low[lastgreen]
    $right[plot]=barindex[lastgreen]
    plot=plot+1 //increase the array column for next data
    break
    endif
    next
    endif
    
    
    // -------------------------------
    // Bullish OB Creation
    // -------------------------------
    // Check if we should create a OB, Also check if we haven't created an OB in the last 5 candles.
    if obcreatedbull and (crossindexbull - crossindexbull[1]) > 5 then
    lastred = 0
    hhighest = 0
    // Loop through the most recent candles and find the first RED (Beaarish) candle. We will place our OB here.
    for ibull = 4 to 15
    if close[ibull] < open[ibull] then
    lastred = ibull
    //populate the arrays of order block to draw them later
    $leftbull[plotbull]= barindex[lastred]
    $topbull[plotbull]=high[lastred]
    $bottombull[plotbull]=low[lastred]
    $rightbull[plotbull]=barindex[lastred]
    plotbull=plotbull+1 //increase the array column for next data
    break
    endif
    next
    endif
    
    
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //      Cleanup
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    
    //Clean up Bearish OB boxes
    if plot>0 then
    for j = plot-1 downto 0 //0 to plot-1
    // If the two last closes are above the high of the bearish OB - Remove the OB
    if $left[j]>0 then //check if the zone still exist
    itop = $top[j]
    breakout = summation[max(1,barindex-$left[j])](OBBearMitigation>itop)>=1 //2
    if breakout then
    $left[j]=0
    endif
    endif
    next
    endif
    //Clean up Bullish OB boxes
    if plotbull>0 then
    for jbull = plotbull-1 downto 0 //0 to plotbull-1
    // If the two last closes are below the low of the bullish OB - Remove the OB
    if $leftbull[jbull]>0 then //check if the zone still exist
    ibot = $bottombull[jbull]
    breakoutbull = summation[max(1,barindex-$leftbull[jbull])](OBBullMitigation<ibot)>=1
    if breakoutbull then
    $leftbull[jbull]=0
    endif
    endif
    next
    endif
    
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //     Drawing
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    if islastbarupdate then
    //plot the Bearish boxes
    if  plot>0 then //islastbarupdate and
    for j = plot-1 downto 0 //0 to plot-1
    if $left[j]>0 then
    //drawrectangle($left[j],$top[j],barindex,$bottom[max(0,j)]) coloured("red",Transparency)bordercolor("red",Transparency)
    for k=0 to barindex do
    if barindex[k]>$left[max(0,j)] and high[k] > $bottom[max(0,j)] and high[k]<$top[max(0,j)] then
    drawrectangle(barindex[k],0,barindex[k],-1)coloured("red")
    endif
    next
    endif
    next
    endif
    //plot the Bullish boxes
    if  plotbull>0 then //islastbarupdate and
    for jbull = plotbull-1 downto 0 //0 to plotbull-1
    if $leftbull[jbull]>0 then
    //drawrectangle($leftbull[jbull],$bottombull[jbull],barindex,$topbull[jbull]) coloured("green",Transparency)bordercolor("green",Transparency)
    for i=0 to barindex do
    if barindex[i]>$leftbull[max(0,jbull)] and low[i] < $topbull[max(0,jbull)] and low[i]>$bottombull[max(0,jbull)] then
    drawrectangle(barindex[i],0,barindex[i],1)coloured("green")
    endif
    next
    endif
    next
    endif
    endif
    
    return 
    #233698 quote
    Iván González
    Moderator
    Master

    salut. Vous avez contesté dans le fil antérieur. Voici le code :

    sens = 0
    once obcreatedbear = 0
    once obcreatedbull = 0
    once crossindexbear = 0
    once crossindexbull = 0
    // Custom Rate of Change (ROC) calculation. This is to calculate high momentum moves in the market.
    pc = ((open - open[4]) / open[4]) * 100
    // -----------------
    sens = sens/100 //ExponentialAverage[8](pc) //sens/100
    OBBullMitigation = close[1]
    OBBearMitigation = close[1]
    // If the ROC crossover our Sensitivty input - Then create a Bearish Order Block
    // Sensitivty is negative as this is a Bearish OB
    if pc crosses under -sens then
    obcreatedbear = 1
    crossindexbear = barindex
    endif
    // If the ROC crossover our Sensitivty input - Then create a Bullish Order Block
    if pc crosses over sens then
    obcreatedbull = 1
    crossindexbull = barindex
    endif
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //      Calculation
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    // -------------------------------
    // Bearish OB Creation
    // -------------------------------
    // Check if we should create a OB. Also check if we haven't created an OB in the last 5 candles.
    if obcreatedbear and (crossindexbear - crossindexbear[1]) > 5 then
    lastgreen = 0
    // Loop through the most recent candles and find the first GREEN (Bullish) candle. We will place our OB here.
    for i = 4 to 15
    if close[i] > open[i] then
    lastgreen = i
    //populate the arrays of order block to draw them later
    $left[plot]= barindex[lastgreen]
    $top[plot]=high[lastgreen]
    $bottom[plot]=low[lastgreen]
    $right[plot]=barindex[lastgreen]
    plot=plot+1 //increase the array column for next data
    break
    endif
    next
    endif
    // -------------------------------
    // Bullish OB Creation
    // -------------------------------
    // Check if we should create a OB, Also check if we haven't created an OB in the last 5 candles.
    if obcreatedbull and (crossindexbull - crossindexbull[1]) > 5 then
    lastred = 0
    // Loop through the most recent candles and find the first RED (Beaarish) candle. We will place our OB here.
    for ibull = 4 to 15
    if close[ibull] < open[ibull] then
    lastred = ibull
    //populate the arrays of order block to draw them later
    $leftbull[plotbull]= barindex[lastred]
    $topbull[plotbull]=high[lastred]
    $bottombull[plotbull]=low[lastred]
    $rightbull[plotbull]=barindex[lastred]
    plotbull=plotbull+1 //increase the array column for next data
    break
    endif
    next
    endif
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //      Cleanup
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //Clean up Bearish OB boxes
    if plot>0 then
    for j = plot-1 downto 0 //0 to plot-1
    // If the two last closes are above the high of the bearish OB - Remove the OB
    if $left[j]>0 then //check if the zone still exist
    itop = $top[j]
    breakout = summation[max(1,barindex-$left[j])](OBBearMitigation>itop)>=1 //2
    if breakout then
    $left[j]=0
    endif
    endif
    next
    endif
    //Clean up Bullish OB boxes
    if plotbull>0 then
    for jbull = plotbull-1 downto 0 //0 to plotbull-1
    // If the two last closes are below the low of the bullish OB - Remove the OB
    if $leftbull[jbull]>0 then //check if the zone still exist
    ibot = $bottombull[jbull]
    breakoutbull = summation[max(1,barindex-$leftbull[jbull])](OBBullMitigation<ibot)>=1
    if breakoutbull then
    $leftbull[jbull]=0
    endif
    endif
    next
    endif
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //     Drawing
    ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    if islastbarupdate then
    //plot the Bearish boxes
    if  plot>0 then //islastbarupdate and
    for j = plot-1 downto 0 //0 to plot-1
    if $left[j]>0 then
    //drawrectangle($left[j],$top[j],barindex,$bottom[max(0,j)]) coloured("red",Transparency)bordercolor("red",Transparency)
    if barindex>$left[max(0,j)] and high > $bottom[max(0,j)] and high<$top[max(0,j)] then
    signal=-1
    else
    signal=0
    endif
    endif
    next
    endif
    //plot the Bullish boxes
    if  plotbull>0 then //islastbarupdate and
    for jbull = plotbull-1 downto 0 //0 to plotbull-1
    if $leftbull[jbull]>0 then
    if barindex>$leftbull[max(0,jbull)] and low < $topbull[max(0,jbull)] and low>$bottombull[max(0,jbull)] then
    signalbull=1
    else
    signalbull=0
    endif
    endif
    next
    endif
    endif
    
    screener[signal or signalbull](signal as "SignalBear",signalbull as "SignalBull")
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Création d’un screener ob block


ProScreener : Scanners de Marché & Détection

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Sofitech @sofitech Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Iván González
1 year, 8 months ago.

Topic Details
Forum: ProScreener : Scanners de Marché & Détection
Language: French
Started: 06/10/2024
Status: Active
Attachments: No files
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