Entrée longue en erreur

• 01/18/2025 at 12:43 PM #242752
  finplus

  "entrer

  kama1h et kama15min" >/// Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé Timeframe (1 hour) Period1h = 150 FastPeriod1h = 2 SlowPeriod1h = 50 Fastest1h = 2 / (FastPeriod1h + 1) Slowest1h = 2 / (SlowPeriod1h + 1) if barindex < Period1h+1 then Kama1h=close else Num1h = abs(close-close[Period1h]) Den1h = summation[Period1h](abs(close-close[1])) ER1h = Num1h / Den1h Alpha1h = SQUARE(ER1h *(Fastest1h - Slowest1h )+ Slowest1h) KAMA1h = (Alpha1h * Close) + ((1 -Alpha1h)* Kama1h[1]) endif Timeframe (15 minutes) /////////////////////////////////////////////////////////////////// parameters KAMA Period4h = 150 FastPeriod4h = 2 SlowPeriod4h = 50 Fastest4h = 2 / (FastPeriod4h + 1) Slowest4h = 2 / (SlowPeriod4h + 1) if barindex < Period4h+1 then Kama4h=close else Num4h = abs(close-close[Period4h]) Den4h = summation[Period4h](abs(close-close[1])) ER4h = Num4h / Den4h Alpha4h = SQUARE(ER4h *(Fastest4h - Slowest4h )+ Slowest4h) KAMA4h = (Alpha4h * Close) + ((1 -Alpha4h)* Kama4h[1]) endif //-------------------------------------// //PRC_RSI Cyclic Smoothed //version = 0 //19.11.2024 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //-------------------------------------// //Inputs //-------------------------------------// src4h=close domcycle4h=20 cyclelen4h=domcycle4h/2 vibration4h=10 leveling4h=10 cyclicmemory4h=domcycle4h*2 once crsi4h=0 //-------------------------------------// // CRSI calculation //-------------------------------------// torque4h=2/(vibration4h+1) phasinglag4h=floor((vibration4h-1)/2) length4h = cyclelen4h alpha4h = 1/length4h srcUp4h = max(src4h-src4h[1],0) if barindex = length4h then up4h = average[length4h](srcUp4h) else up4h = alpha4h*srcUp4h + (1-alpha4h)*up4h[1] endif srcDw4h = -min(src4h-src4h[1],0) if barindex = length4h then dw4h = average[length4h](srcdw4h)

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  kama1h et kama15min" >/// Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé     Timeframe (1 hour)   Period1h = 150 FastPeriod1h = 2 SlowPeriod1h = 50 Fastest1h = 2 / (FastPeriod1h + 1) Slowest1h = 2 / (SlowPeriod1h + 1) if barindex < Period1h+1 then Kama1h=close else Num1h = abs(close-close[Period1h]) Den1h = summation[Period1h](abs(close-close[1])) ER1h = Num1h / Den1h Alpha1h = SQUARE(ER1h *(Fastest1h - Slowest1h )+ Slowest1h) KAMA1h = (Alpha1h * Close) + ((1 -Alpha1h)* Kama1h[1]) endif     Timeframe (15 minutes) /////////////////////////////////////////////////////////////////// parameters KAMA   Period4h = 150 FastPeriod4h = 2 SlowPeriod4h = 50 Fastest4h = 2 / (FastPeriod4h + 1) Slowest4h = 2 / (SlowPeriod4h + 1) if barindex < Period4h+1 then Kama4h=close else Num4h = abs(close-close[Period4h]) Den4h = summation[Period4h](abs(close-close[1])) ER4h = Num4h / Den4h Alpha4h = SQUARE(ER4h *(Fastest4h - Slowest4h )+ Slowest4h) KAMA4h = (Alpha4h * Close) + ((1 -Alpha4h)* Kama4h[1]) endif   //-------------------------------------// //PRC_RSI Cyclic Smoothed //version = 0 //19.11.2024 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //-------------------------------------// //Inputs //-------------------------------------// src4h=close domcycle4h=20 cyclelen4h=domcycle4h/2 vibration4h=10 leveling4h=10 cyclicmemory4h=domcycle4h*2 once crsi4h=0 //-------------------------------------// // CRSI calculation //-------------------------------------// torque4h=2/(vibration4h+1) phasinglag4h=floor((vibration4h-1)/2) length4h = cyclelen4h alpha4h = 1/length4h srcUp4h = max(src4h-src4h[1],0) if barindex = length4h then up4h = average[length4h](srcUp4h) else up4h = alpha4h*srcUp4h + (1-alpha4h)*up4h[1] endif srcDw4h = -min(src4h-src4h[1],0) if barindex = length4h then dw4h = average[length4h](srcdw4h)

  Bonjour,

  je rencontre un problème dans ce code. Je souhaiterai entrer long lorsque les cours sont au-dessus des Kama 150 sur les unités de temps 1h et 15 min. Or en faisant un back test, une entrée longue a été faite le 25 novembre 2024 (et ce n’est pas la seule date qui pose problème). Or d’après mon graphique en 1 heure, les cours étaient au dessous de la kama150 à cette période.

  Pourriez-vous m’indiquer ce qui cloche dans mon code ?

  merci.

  

  finplus

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  01/18/2025 at 12:54 PM #242753
  finplus

  le code en entier

  Timeframe (1 hour)

  Period1h = 150
  FastPeriod1h = 2
  SlowPeriod1h = 50

  Fastest1h = 2 / (FastPeriod1h + 1)
  Slowest1h = 2 / (SlowPeriod1h + 1)
  if barindex < Period1h+1 then
  Kama1h=close
  else
  Num1h = abs(close-close[Period1h])
  Den1h = summation[Period1h](abs(close-close[1]))
  ER1h = Num1h / Den1h
  Alpha1h = SQUARE(ER1h *(Fastest1h – Slowest1h )+ Slowest1h)
  KAMA1h = (Alpha1h * Close) + ((1 -Alpha1h)* Kama1h[1])
  endif

  Timeframe (15 minutes)
  /////////////////////////////////////////////////////////////////// parameters KAMA

  Period15min = 150
  FastPeriod15min = 2
  SlowPeriod15min = 50

  Fastest15min = 2 / (FastPeriod15min + 1)
  Slowest15min = 2 / (SlowPeriod15min + 1)
  if barindex < Period15min+1 then
  Kama15min=close
  else
  Num15min = abs(close-close[Period15min])
  Den15min = summation[Period15min](abs(close-close[1]))
  ER15min = Num15min / Den15min
  Alpha15min = SQUARE(ER15min *(Fastest15min – Slowest15min )+ Slowest15min)
  KAMA15min = (Alpha15min * Close) + ((1 -Alpha15min)* Kama15min[1])
  endif

  //————————————-//
  //PRC_RSI Cyclic Smoothed
  //version = 0
  //19.11.2024
  //Iván González @ http://www.prorealcode.com
  //Sharing ProRealTime knowledge
  //————————————-//
  //Inputs
  //————————————-//
  src15min=close
  domcycle15min=20
  cyclelen15min=domcycle15min/2
  vibration15min=10
  leveling15min=10
  cyclicmemory15min=domcycle15min*2

  once crsi15min=0
  //————————————-//
  // CRSI calculation
  //————————————-//
  torque15min=2/(vibration15min+1)
  phasinglag15min=floor((vibration15min-1)/2)

  length15min = cyclelen15min
  alpha15min = 1/length15min

  srcUp15min = max(src15min-src15min[1],0)
  if barindex = length15min then
  up15min = average[length15min](srcUp15min)
  else
  up15min = alpha15min*srcUp15min + (1-alpha15min)*up15min[1]
  endif

  srcDw15min = -min(src15min-src15min[1],0)
  if barindex = length15min then
  dw15min = average[length15min](srcdw15min)
  else
  dw15min = alpha15min*srcdw15min + (1-alpha15min)*dw15min[1]
  endif

  if dw15min=0 then
  myrsi15min=100
  elsif up15min=0 then
  myrsi15min=0
  else
  myrsi15min=100-100/(1+up15min/dw15min)
  endif
  if barindex>cyclicmemory15min then
  crsi15min=torque15min*(2*myrsi15min-myrsi15min[phasinglag15min])+(1-torque15min)*crsi15min[1]
  endif
  //————————————-//
  // LowBand and HighBand calculation
  //————————————-//
  Period15min=cyclicMemory15min
  percent15min = leveling15min/100
  periodMinusone15min = period15min-1
  maxima15min = -999999.0
  minima15min = 999999.0

  for i15min=0 to periodMinusone15min do

  if crsi15min[i15min] > maxima15min then
  maxima15min = crsi15min[i15min]
  elsif crsi15min[i15min] < minima15min then
  minima15min = crsi15min[i15min]
  endif
  next

  stepfactor15min = (maxima15min-minima15min)/100
  lowband15min = 0

  for steps15min=0 to 100 do
  testvalue15min = minima15min+stepfactor15min*steps15min
  below15min=0
  for m15min=0 to periodMinusone15min do
  if crsi15min[m15min]<testvalue15min then
  below15min=below15min+1
  endif
  next
  if below15min/period15min >= percent15min then
  lowband15min = testvalue15min
  break
  endif
  next

  highband15min=0
  for steps15min=0 to 100 do
  testvalue15min=maxima15min-stepfactor15min*steps15min
  above15min=0
  for m15min=0 to periodMinusone15min do
  if crsi15min[m15min]>=testvalue15min then
  above15min=above15min+1
  endif
  next
  if above15min/Period15min >= percent15min then
  highband15min=testvalue15min
  break
  endif
  next

  mbb15min = average[50](crsi15min)
  CRSISmooth15min = average[7](crsi15min)

   

  LongPos =  (kama1h > kama1h[1]) and (close > kama1h) and (kama15min > kama15min[1]) and (close > kama15min) and (CRSI15min crosses over CRSISmooth15min)

  if longpos then
  buy 1 contract at market
  endif

  ///trailing stop function
  trailingstart = 5 //trailing will start @trailinstart points profit
  trailingstep = 5 //trailing step to move the “stoploss”

  //reset the stoploss value
  IF NOT ONMARKET THEN
  newSL=0
  ENDIF

  //manage long positions
  IF LONGONMARKET THEN
  IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN
  newSL = tradeprice(1)+trailingstep*pipsize
  ENDIF
  //next moves
  IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN
  newSL = newSL+trailingstep*pipsize
  ENDIF
  ENDIF

  //manage short positions
  IF SHORTONMARKET THEN
  //first move (breakeven)
  IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN
  newSL = tradeprice(1)-trailingstep*pipsize
  ENDIF
  //next moves
  IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN
  newSL = newSL-trailingstep*pipsize
  ENDIF
  ENDIF

  //stop order to exit the positions
  IF newSL>0 THEN
  SELL AT newSL STOP
  EXITSHORT AT newSL STOP
  ENDIF

  // points based STOP LOSS and TRAILING STOP
  // initial STOP LOSS
  SET STOP pLOSS 50

  // trailing stop
  SET STOP pTRAILING 50

   

  

  finplus

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  01/18/2025 at 4:41 PM #242754
  fifi743

  regarder les deux screens
  un avec 1K unité et l’autre avec 5 K

  

  fifi743

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  01/18/2025 at 4:49 PM #242759
  robertogozzi

  Voici mon système  (J’ai ajouté UPDATEONCLOSE aux deux timeframe, puis j’ai ajouté le timeframe défaut):

  Timeframe (1 hour,updateonclose) Period1h = 150 FastPeriod1h = 2 SlowPeriod1h = 50 Fastest1h = 2 / (FastPeriod1h + 1) Slowest1h = 2 / (SlowPeriod1h + 1) if barindex < Period1h+1 then Kama1h=close else Num1h = abs(close-close[Period1h]) Den1h = summation[Period1h](abs(close-close[1])) ER1h = Num1h / Den1h Alpha1h = SQUARE(ER1h *(Fastest1h - Slowest1h )+ Slowest1h) KAMA1h = (Alpha1h * Close) + ((1 -Alpha1h)* Kama1h[1]) endif Timeframe (15 minutes,updateonclose) /////////////////////////////////////////////////////////////////// parameters KAMA Period15min = 150 FastPeriod15min = 2 SlowPeriod15min = 50 Fastest15min = 2 / (FastPeriod15min + 1) Slowest15min = 2 / (SlowPeriod15min + 1) if barindex < Period15min+1 then Kama15min=close else Num15min = abs(close-close[Period15min]) Den15min = summation[Period15min](abs(close-close[1])) ER15min = Num15min / Den15min Alpha15min = SQUARE(ER15min *(Fastest15min - Slowest15min )+ Slowest15min) KAMA15min = (Alpha15min * Close) + ((1 -Alpha15min)* Kama15min[1]) endif //————————————-// //PRC_RSI Cyclic Smoothed //version = 0 //19.11.2024 //Iván González @ http://www.prorealcode.com //Sharing ProRealTime knowledge //————————————-// //Inputs //————————————-// src15min=close domcycle15min=20 cyclelen15min=domcycle15min/2 vibration15min=10 leveling15min=10 cyclicmemory15min=domcycle15min*2 once crsi15min=0 //————————————-// // CRSI calculation //————————————-// torque15min=2/(vibration15min+1) phasinglag15min=floor((vibration15min-1)/2) length15min = cyclelen15min alpha15min = 1/length15min srcUp15min = max(src15min-src15min[1],0) if barindex = length15min then up15min = average[length15min](srcUp15min) else up15min = alpha15min*srcUp15min + (1-alpha15min)*up15min[1] endif srcDw15min = -min(src15min-src15min[1],0) if barindex = length15min then dw15min = average[length15min](srcdw15min) else dw15min = alpha15min*srcdw15min + (1-alpha15min)*dw15min[1] endif if dw15min=0 then myrsi15min=100 elsif up15min=0 then myrsi15min=0 else myrsi15min=100-100/(1+up15min/dw15min) endif if barindex>cyclicmemory15min then crsi15min=torque15min*(2*myrsi15min-myrsi15min[phasinglag15min])+(1-torque15min)*crsi15min[1] endif //————————————-// // LowBand and HighBand calculation //————————————-// Period15min=cyclicMemory15min percent15min = leveling15min/100 periodMinusone15min = period15min-1 maxima15min = -999999.0 minima15min = 999999.0 for i15min=0 to periodMinusone15min do if crsi15min[i15min] > maxima15min then maxima15min = crsi15min[i15min] elsif crsi15min[i15min] < minima15min then minima15min = crsi15min[i15min] endif next stepfactor15min = (maxima15min-minima15min)/100 lowband15min = 0 for steps15min=0 to 100 do testvalue15min = minima15min+stepfactor15min*steps15min below15min=0 for m15min=0 to periodMinusone15min do if crsi15min[m15min]<testvalue15min then below15min=below15min+1 endif next if below15min/period15min >= percent15min then lowband15min = testvalue15min break endif next highband15min=0 for steps15min=0 to 100 do testvalue15min=maxima15min-stepfactor15min*steps15min above15min=0 for m15min=0 to periodMinusone15min do if crsi15min[m15min]>=testvalue15min then above15min=above15min+1 endif next if above15min/Period15min >= percent15min then highband15min=testvalue15min break endif next mbb15min = average[50](crsi15min) CRSISmooth15min = average[7](crsi15min) LongPos = (kama1h > kama1h[1]) and (close > kama1h) and (kama15min > kama15min[1]) and (close > kama15min) and (CRSI15min crosses over CRSISmooth15min) if longpos then buy 1 contract at market endif Timeframe (default) ///trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF // points based STOP LOSS and TRAILING STOP // initial STOP LOSS SET STOP pLOSS 50 // trailing stop SET STOP pTRAILING 50

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  Timeframe (1 hour,updateonclose)   Period1h = 150 FastPeriod1h = 2 SlowPeriod1h = 50   Fastest1h = 2 / (FastPeriod1h + 1) Slowest1h = 2 / (SlowPeriod1h + 1) if barindex < Period1h+1 then Kama1h=close else Num1h = abs(close-close[Period1h]) Den1h = summation[Period1h](abs(close-close[1])) ER1h = Num1h / Den1h Alpha1h = SQUARE(ER1h *(Fastest1h - Slowest1h )+ Slowest1h) KAMA1h = (Alpha1h * Close) + ((1 -Alpha1h)* Kama1h[1]) endif   Timeframe (15 minutes,updateonclose) /////////////////////////////////////////////////////////////////// parameters KAMA   Period15min = 150 FastPeriod15min = 2 SlowPeriod15min = 50   Fastest15min = 2 / (FastPeriod15min + 1) Slowest15min = 2 / (SlowPeriod15min + 1) if barindex < Period15min+1 then Kama15min=close else Num15min = abs(close-close[Period15min]) Den15min = summation[Period15min](abs(close-close[1])) ER15min = Num15min / Den15min Alpha15min = SQUARE(ER15min *(Fastest15min - Slowest15min )+ Slowest15min) KAMA15min = (Alpha15min * Close) + ((1 -Alpha15min)* Kama15min[1]) endif   //————————————-// //PRC_RSI Cyclic Smoothed //version = 0 //19.11.2024 //Iván González @ http://www.prorealcode.com //Sharing ProRealTime knowledge //————————————-// //Inputs //————————————-// src15min=close domcycle15min=20 cyclelen15min=domcycle15min/2 vibration15min=10 leveling15min=10 cyclicmemory15min=domcycle15min*2   once crsi15min=0 //————————————-// // CRSI calculation //————————————-// torque15min=2/(vibration15min+1) phasinglag15min=floor((vibration15min-1)/2)   length15min = cyclelen15min alpha15min = 1/length15min   srcUp15min = max(src15min-src15min[1],0) if barindex = length15min then up15min = average[length15min](srcUp15min) else up15min = alpha15min*srcUp15min + (1-alpha15min)*up15min[1] endif   srcDw15min = -min(src15min-src15min[1],0) if barindex = length15min then dw15min = average[length15min](srcdw15min) else dw15min = alpha15min*srcdw15min + (1-alpha15min)*dw15min[1] endif   if dw15min=0 then myrsi15min=100 elsif up15min=0 then myrsi15min=0 else myrsi15min=100-100/(1+up15min/dw15min) endif if barindex>cyclicmemory15min then crsi15min=torque15min*(2*myrsi15min-myrsi15min[phasinglag15min])+(1-torque15min)*crsi15min[1] endif //————————————-// // LowBand and HighBand calculation //————————————-// Period15min=cyclicMemory15min percent15min = leveling15min/100 periodMinusone15min = period15min-1 maxima15min = -999999.0 minima15min = 999999.0   for i15min=0 to periodMinusone15min do   if crsi15min[i15min] > maxima15min then maxima15min = crsi15min[i15min] elsif crsi15min[i15min] < minima15min then minima15min = crsi15min[i15min] endif next   stepfactor15min = (maxima15min-minima15min)/100 lowband15min = 0   for steps15min=0 to 100 do testvalue15min = minima15min+stepfactor15min*steps15min below15min=0 for m15min=0 to periodMinusone15min do if crsi15min[m15min]<testvalue15min then below15min=below15min+1 endif next if below15min/period15min >= percent15min then lowband15min = testvalue15min break endif next   highband15min=0 for steps15min=0 to 100 do testvalue15min=maxima15min-stepfactor15min*steps15min above15min=0 for m15min=0 to periodMinusone15min do if crsi15min[m15min]>=testvalue15min then above15min=above15min+1 endif next if above15min/Period15min >= percent15min then highband15min=testvalue15min break endif next   mbb15min = average[50](crsi15min) CRSISmooth15min = average[7](crsi15min)     LongPos =  (kama1h > kama1h[1]) and (close > kama1h) and (kama15min > kama15min[1]) and (close > kama15min) and (CRSI15min crosses over CRSISmooth15min)   if longpos then buy 1 contract at market endif   Timeframe (default) ///trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   // points based STOP LOSS and TRAILING STOP // initial STOP LOSS SET STOP pLOSS 50   // trailing stop SET STOP pTRAILING 50

   

   

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  robertogozzi

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  01/18/2025 at 5:30 PM #242784
  finplus

  Grazie Roberto.

  Je vais regarder.

  Merci.

  

  finplus

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  01/18/2025 at 5:31 PM #242785
  finplus

  Pour revenir aux deux écrans, tu conseilles 5K unités ?

  

  finplus

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  01/18/2025 at 5:37 PM #242789
  robertogozzi

  Pour les premières vérifications de code, 5K unités peuvent être suffisants, mais lorsque vous effectuez des backtests définitifs, je vous recommande d’en utiliser beaucoup plus. J’utilise 200K (le maximum).

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  robertogozzi

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  01/18/2025 at 5:40 PM #242790
  finplus

  D’accord. merci pour la rapidité de la réponse. Une dernière demande : l’indicateur corrigé par vous est-il transposable en screener ? Si oui, je ferai une demande dans le forum adéquat.

  

  finplus

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  01/18/2025 at 5:59 PM #242792
  fifi743

  Pour revenir aux deux écrans, tu conseilles 5K unités ?
  oui

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  Iván, finplus

  

  fifi743

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  01/18/2025 at 6:12 PM #242794
  finplus

  merci fifi743

  

  finplus

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  01/19/2025 at 4:37 PM #242816
  robertogozzi

  finplus wrote:

  D’accord. merci pour la rapidité de la réponse. Une dernière demande : l’indicateur corrigé par vous est-il transposable en screener ? Si oui, je ferai une demande dans le forum adéquat.

  Essaye ça. Je ne sais pas si le résultat sera correct, car les screeners n’ont pas UPDATEONCLOSE :

  Timeframe (1 hour) Period1h = 150 FastPeriod1h = 2 SlowPeriod1h = 50 Fastest1h = 2 / (FastPeriod1h + 1) Slowest1h = 2 / (SlowPeriod1h + 1) if barindex < Period1h+1 then Kama1h=close else Num1h = abs(close-close[Period1h]) Den1h = summation[Period1h](abs(close-close[1])) ER1h = Num1h / Den1h Alpha1h = SQUARE(ER1h *(Fastest1h - Slowest1h )+ Slowest1h) KAMA1h = (Alpha1h * Close) + ((1 -Alpha1h)* Kama1h[1]) endif Timeframe (15 minutes) /////////////////////////////////////////////////////////////////// parameters KAMA Period15min = 150 FastPeriod15min = 2 SlowPeriod15min = 50 Fastest15min = 2 / (FastPeriod15min + 1) Slowest15min = 2 / (SlowPeriod15min + 1) if barindex < Period15min+1 then Kama15min=close else Num15min = abs(close-close[Period15min]) Den15min = summation[Period15min](abs(close-close[1])) ER15min = Num15min / Den15min Alpha15min = SQUARE(ER15min *(Fastest15min - Slowest15min )+ Slowest15min) KAMA15min = (Alpha15min * Close) + ((1 -Alpha15min)* Kama15min[1]) endif //————————————-// //PRC_RSI Cyclic Smoothed //version = 0 //19.11.2024 //Iván González @ http://www.prorealcode.com //Sharing ProRealTime knowledge //————————————-// //Inputs //————————————-// src15min=close domcycle15min=20 cyclelen15min=domcycle15min/2 vibration15min=10 leveling15min=10 cyclicmemory15min=domcycle15min*2 once crsi15min=0 //————————————-// // CRSI calculation //————————————-// torque15min=2/(vibration15min+1) phasinglag15min=floor((vibration15min-1)/2) length15min = cyclelen15min alpha15min = 1/length15min srcUp15min = max(src15min-src15min[1],0) if barindex = length15min then up15min = average[length15min](srcUp15min) else up15min = alpha15min*srcUp15min + (1-alpha15min)*up15min[1] endif srcDw15min = -min(src15min-src15min[1],0) if barindex = length15min then dw15min = average[length15min](srcdw15min) else dw15min = alpha15min*srcdw15min + (1-alpha15min)*dw15min[1] endif if dw15min=0 then myrsi15min=100 elsif up15min=0 then myrsi15min=0 else myrsi15min=100-100/(1+up15min/dw15min) endif if barindex>cyclicmemory15min then crsi15min=torque15min*(2*myrsi15min-myrsi15min[phasinglag15min])+(1-torque15min)*crsi15min[1] endif //————————————-// // LowBand and HighBand calculation //————————————-// Period15min=cyclicMemory15min percent15min = leveling15min/100 periodMinusone15min = period15min-1 maxima15min = -999999.0 minima15min = 999999.0 for i15min=0 to periodMinusone15min do if crsi15min[i15min] > maxima15min then maxima15min = crsi15min[i15min] elsif crsi15min[i15min] < minima15min then minima15min = crsi15min[i15min] endif next stepfactor15min = (maxima15min-minima15min)/100 //lowband15min = 0 for steps15min=0 to 100 do testvalue15min = minima15min+stepfactor15min*steps15min below15min=0 for m15min=0 to periodMinusone15min do if crsi15min[m15min]<testvalue15min then below15min=below15min+1 endif next if below15min/period15min >= percent15min then //lowband15min = testvalue15min break endif next //highband15min=0 for steps15min=0 to 100 do testvalue15min=maxima15min-stepfactor15min*steps15min above15min=0 for m15min=0 to periodMinusone15min do if crsi15min[m15min]>=testvalue15min then above15min=above15min+1 endif next if above15min/Period15min >= percent15min then //highband15min=testvalue15min break endif next //mbb15min = average[50](crsi15min) CRSISmooth15min = average[7](crsi15min) LongPos = (kama1h > kama1h[1]) and (close > kama1h) and (kama15min > kama15min[1]) and (close > kama15min) and (CRSI15min crosses over CRSISmooth15min) Signal = 0 if longpos then Signal = 1 endif SCREENER[Signal]

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  Timeframe (1 hour)   Period1h = 150 FastPeriod1h = 2 SlowPeriod1h = 50   Fastest1h = 2 / (FastPeriod1h + 1) Slowest1h = 2 / (SlowPeriod1h + 1) if barindex < Period1h+1 then Kama1h=close else Num1h = abs(close-close[Period1h]) Den1h = summation[Period1h](abs(close-close[1])) ER1h = Num1h / Den1h Alpha1h = SQUARE(ER1h *(Fastest1h - Slowest1h )+ Slowest1h) KAMA1h = (Alpha1h * Close) + ((1 -Alpha1h)* Kama1h[1]) endif   Timeframe (15 minutes) /////////////////////////////////////////////////////////////////// parameters KAMA   Period15min = 150 FastPeriod15min = 2 SlowPeriod15min = 50   Fastest15min = 2 / (FastPeriod15min + 1) Slowest15min = 2 / (SlowPeriod15min + 1) if barindex < Period15min+1 then Kama15min=close else Num15min = abs(close-close[Period15min]) Den15min = summation[Period15min](abs(close-close[1])) ER15min = Num15min / Den15min Alpha15min = SQUARE(ER15min *(Fastest15min - Slowest15min )+ Slowest15min) KAMA15min = (Alpha15min * Close) + ((1 -Alpha15min)* Kama15min[1]) endif   //————————————-// //PRC_RSI Cyclic Smoothed //version = 0 //19.11.2024 //Iván González @ http://www.prorealcode.com //Sharing ProRealTime knowledge //————————————-// //Inputs //————————————-// src15min=close domcycle15min=20 cyclelen15min=domcycle15min/2 vibration15min=10 leveling15min=10 cyclicmemory15min=domcycle15min*2   once crsi15min=0 //————————————-// // CRSI calculation //————————————-// torque15min=2/(vibration15min+1) phasinglag15min=floor((vibration15min-1)/2)   length15min = cyclelen15min alpha15min = 1/length15min   srcUp15min = max(src15min-src15min[1],0) if barindex = length15min then up15min = average[length15min](srcUp15min) else up15min = alpha15min*srcUp15min + (1-alpha15min)*up15min[1] endif   srcDw15min = -min(src15min-src15min[1],0) if barindex = length15min then dw15min = average[length15min](srcdw15min) else dw15min = alpha15min*srcdw15min + (1-alpha15min)*dw15min[1] endif   if dw15min=0 then myrsi15min=100 elsif up15min=0 then myrsi15min=0 else myrsi15min=100-100/(1+up15min/dw15min) endif if barindex>cyclicmemory15min then crsi15min=torque15min*(2*myrsi15min-myrsi15min[phasinglag15min])+(1-torque15min)*crsi15min[1] endif //————————————-// // LowBand and HighBand calculation //————————————-// Period15min=cyclicMemory15min percent15min = leveling15min/100 periodMinusone15min = period15min-1 maxima15min = -999999.0 minima15min = 999999.0   for i15min=0 to periodMinusone15min do   if crsi15min[i15min] > maxima15min then maxima15min = crsi15min[i15min] elsif crsi15min[i15min] < minima15min then minima15min = crsi15min[i15min] endif next   stepfactor15min = (maxima15min-minima15min)/100 //lowband15min = 0   for steps15min=0 to 100 do testvalue15min = minima15min+stepfactor15min*steps15min below15min=0 for m15min=0 to periodMinusone15min do if crsi15min[m15min]<testvalue15min then below15min=below15min+1 endif next if below15min/period15min >= percent15min then //lowband15min = testvalue15min break endif next   //highband15min=0 for steps15min=0 to 100 do testvalue15min=maxima15min-stepfactor15min*steps15min above15min=0 for m15min=0 to periodMinusone15min do if crsi15min[m15min]>=testvalue15min then above15min=above15min+1 endif next if above15min/Period15min >= percent15min then //highband15min=testvalue15min break endif next   //mbb15min = average[50](crsi15min) CRSISmooth15min = average[7](crsi15min)     LongPos =  (kama1h > kama1h[1]) and (close > kama1h) and (kama15min > kama15min[1]) and (close > kama15min) and (CRSI15min crosses over CRSISmooth15min) Signal = 0 if longpos then Signal = 1 endif SCREENER[Signal]

   

   

   

  

  robertogozzi

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  01/19/2025 at 5:00 PM #242821
  finplus

  merci. Fifi743 m’a transmis ce screener mais il ne fonctionne pas très bien (problème de l’updateonclose je pense).

  

  finplus

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