créer un screener basé sur TN alerts + RSI + bull trend

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  • #233433 quote
    francis59
    Participant
    New

    Bonjour,

    Serait-il possible de créer un screener qui valide les 3 critères suivants :

    Si ces critères ne sont pas pertinents ou s’il faudrait compléter d’un indicateur supplémentaire, n’hésitez pas à apporter votre connaissance! 🙂

    De même, si ce n’est pas pertinent de créer ce type de screener, ne perdez pas votre temps avec ma demande… 🙂

    D’avance merci et belle journée

    #233482 quote
    Iván González
    Moderator
    Master

    Holà. Il suffit d'unifier les indicateurs dans le même code et de supprimer les variables non utilisées et les commandes non adaptées à un écran. Ici vous avez le code :

    // --- settings
    inpPeriod = 9
    once alpha=1.0/max(inpPeriod,1)
    once FLTMIN=ticksize
    if barindex>inpPeriod then
    diff = high - close[1]
    ChangeHigh = ChangeHigh[1] + alpha*(diff - ChangeHigh[1])
    ChangaHigh = ChangaHigh[1] + alpha*(abs(diff) - ChangaHigh[1])
    RSIHigh = 50.0*(ChangeHigh/max(ChangaHigh,FLTMIN)+1)
    endif
    //-----Inputs----------------------------------------//
    length = 9 //Period of evaluation
    smooth = 3 //Period of smoothing
    src = customclose
    Mode = 1 //RSI = 1 / Stochastic = 2 / ADX = 3
    Matype = 2 //Moving average Type - WMA by default
    //---------------------------------------------------//
    //-----Bull and Bear Trends calculation-------------//
    if mode = 2 then //Stochastic
    Bulls = src - lowest[length](src)
    Bears = highest[Length](src)-src
    elsif mode = 3 then //ADX
    Bulls = 0.5*(abs(high-high[1])+(high-high[1]))
    Bears = 0.5*(abs(low[1]-low)+(low[1]-low))
    else //RSI
    Bulls = 0.5*(abs(src-src[1])+(src-src[1]))
    Bears = 0.5*(abs(src-src[1])-(src-src[1]))
    endif
    
    avgbulls = average[length,maType](Bulls)
    avgbears = average[length,maType](Bears)
    
    SmthBulls = average[Smooth,maType](avgbulls)
    SmthBears = average[Smooth,maType](avgbears)
    
    //inputs
    TS = 20 //% Trailing stop
    //TSswitch = 1 // Display Stoploss
    //BGswitch = 1 // Display BG color
    //REswtich = 1 // Display Re-entry
    ////
    wma62 = average[62,2](close)
    wma4 = average[4,2](close)
    tsPercent = TS/100 //Trailing stop
    
    enterlong = wma62>wma62[1] and close>wma4 and close[1]>wma4[1] and close>close[1]
    entershort = wma62<wma62[1] and close<wma4 and close[1]<wma4[1] and close<close[1]
    
    once trailTop = close
    
    if close>trailtop[1] or close<trailtop[1]*(1-tspercent) or entershort then
    trailTop = close
    else
    trailTop = trailTop[1]
    endif
    
    once trailBot = close
    
    if close<trailBot[1] or close>trailBot[1]*(1+tspercent) or enterlong then
    trailBot = close
    else
    trailBot = trailBot[1]
    endif
    
    exitlong = trailTop < trailTop[1]
    exitsh = trailBot > trailBot[1]
    
    if enterlong then
    inlong = 1
    elsif entershort or exitlong then
    inlong = 0
    else
    inlong = inlong[1]
    endif
    
    if entershort then
    inshort = 1
    elsif enterlong or exitsh then
    inshort = 0
    else
    inshort = inshort[1]
    endif
    
    SCREENER[RSIHigh>50 and SmthBulls>SmthBears and (enterlong and not inlong[1])](close as "close")
    
    francis59 thanked this post
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créer un screener basé sur TN alerts + RSI + bull 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 Iván González
1 year, 8 months ago.

Topic Details
Forum: ProScreener : Scanners de Marché & Détection
Language: French
Started: 06/03/2024
Status: Active
Attachments: No files
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