Créer un screener basé sur q-trend

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  • #218587 quote
    francis59francis59
    Participant
    Junior

    Bonjour Nicolas,

    Auriez-vous la possibilité et le temps de créer un screener basé sur la flèche verte (signal ACHAT) à partir de l’indicateur “Q-trend” ?

    –> https://www.prorealcode.com/prorealtime-indicators/q-trend/

    D’avance merci pour votre aide et contribution.

    Bonne journée

    François

    #220146 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    Voilà:

    //PRC_Q-Trend | indicator
    //17.07.23
    //Nicolas @ www.prorealcode.com
    //Sharing ProRealTime knowledge
    
    // ---settings
    p    = 200 //Trend period
    atrp = 14  //ATR Period
    mult = 1.0 //ATR Multiplier
    mode = 1   //Signal mode options = [1="Type A", 2="Type B"]
    useemasmoother = 0 //Smooth source with EMA? 0=false ; 1=true
    srcemaperiod   = 3 //EMA Smoother period
    colorbars      = 0 //Color bars? 0=false ; 1=true
    signalsview    = 0 //0 = trend inversion ; 1 = strong buy / strong sell only
    // --- end of settings
    
    source = customclose
    
    // Calculations
    if useemasmoother then
    src = average[srcemaperiod,1](source)
    else
    src=source
    endif
    
    hh = highest[p](src) // Highest of src p-bars back;
    ll = lowest[p](src) // Lowest of src p-bars back.
    d = hh - ll
    mysignal = 0
    ls = 0
    if barindex>p then
    once m = (hh + ll) / 2 // Initial trend line;
    atr = AverageTrueRange[atrp][1] // ATR;
    epsilon = mult * atr // Epsilon is a mathematical variable used in many different theorems in order to simplify work with mathematical object. Here it used as sensitivity measure.
    
    if mode=2 then  //type B
    changeup = src crosses over m+epsilon or src crosses under m+epsilon
    changedown = src crosses over m-epsilon or src crosses under m-epsilon
    else
    changeup = src crosses over m+epsilon or src > m+epsilon
    changedown = src crosses under m-epsilon or src < m-epsilon
    endif
    
    sb = open < ll + d / 8 and open >= ll
    ss = open > hh - d / 8 and open <= hh
    strongbuy = sb or sb[1] or sb[2] or sb[3] or sb[4]
    strongsell = ss or ss[1] or ss[2] or ss[3] or ss[4]
    
    if (changeup or changedown) then
    if changeup then
    m=m + epsilon
    elsif changedown then
    m=m - epsilon
    endif
    else
    m=m[1]
    endif
    
    if changeup then
    r=0
    //g=255
    elsif changedown then
    r=255
    //g=0
    endif
    
    if colorbars then
    //drawcandle(open,high,low,close)coloured(r,g,0)
    endif
    
    if signalsview=1 then
    if strongbuy AND ls<>1 then
    //drawtext("▲",barindex,low-range) coloured("lime")
    ls=1
    mysignal = 1
    endif
    if strongsell and ls<>-1 then
    //drawtext("▼",barindex,high+range) coloured("red")
    ls=-1
    mysignal = -1
    endif
    else
    if r<>r[1]and r>0 then
    //drawtext("▼",barindex[1],m[1]+range) coloured("red")
    mysignal = -1
    endif
    if r<>r[1]and r=0 then
    //drawtext("▲",barindex[1],m[1]-range) coloured("lime")
    mysignal = 1
    endif
    endif
    endif
    
    screener[mysignal = 1]
    JADINVEST, Nicolas and francis59 thanked this post
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Créer un screener basé sur q-trend


ProScreener : Scanners de Marché & Détection

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francis59 @francis51 Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzirobertogozzi
3 years ago.

Topic Details
Forum: ProScreener : Scanners de Marché & Détection
Language: French
Started: 08/04/2023
Status: Active
Attachments: No files
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