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Filtrer les valeurs pas assez liquides

Carl · 2016-11-02T10:07:55+00:00

Ci-dessous une demande qui a été envoyée à ProRealTime : Je souhaite écrire une condition de tri visant à éliminer les Valeurs dont la cotation saute régulièrement plusieurs bougies . Pour cela , sachant que je trade en 5mn , j’ai utilisé l’écriture suivante : C1 = IntradayBarIndex[1]>77 SCREENER[c1] Sachant qu’en 5mn il y a au max 102 bougies / jour , cela aurait limité le choix aux Valeurs cotant au moins 75% du temps ; Et bien sur , l’idée était de se servir des chiffres de la veille , d’où le [1] . Mais , cette écriture compte bien les bougies , mais celles du jour . Pouvez-vous m’indiquer comment écrire cette condition pour que le comptage se fasse sur les données de la veille ? Et une proposition de réponse : if intradaybarindex=0 then if IntradayBarIndex[1]>77 then c1=1 else c1=0 endif endif SCREENER[c1]

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ProScreener : Scanners de Marché & Détection
Filtrer les valeurs pas assez liquides

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11/02/2016 at 11:07 AM #15855 quote
Carl
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Ci-dessous une demande qui a été envoyée à ProRealTime :

Je souhaite écrire une condition de tri visant à éliminer les Valeurs dont la cotation saute régulièrement plusieurs bougies .
Pour cela , sachant que je trade en 5mn , j’ai utilisé l’écriture suivante :

C1 = IntradayBarIndex[1]>77
SCREENER[c1]

Sachant qu’en 5mn il y a au max 102 bougies / jour , cela aurait limité le choix aux Valeurs cotant au moins 75% du temps ;
Et bien sur , l’idée était de se servir des chiffres de la veille , d’où le [1] .
Mais , cette écriture compte bien les bougies , mais celles du jour .
Pouvez-vous m’indiquer comment écrire cette condition pour que le comptage se fasse sur les données de la veille ?

Et une proposition de réponse :
```
if intradaybarindex=0 then
if IntradayBarIndex[1]>77 then
c1=1
else
c1=0
endif
endif

SCREENER[c1]
```
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Filtrer les valeurs pas assez liquides

ProScreener : Scanners de Marché & Détection

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Carl @carl Participant

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Topic Details

Forum:	ProScreener : Scanners de Marché & Détection
Language:	French
Started:	11/02/2016
Status:	Active
Attachments:	No files

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Filtrer les valeurs pas assez liquides

Stuck on this ProBuilder code?

Filtrer les valeurs pas assez liquides ProScreener : Scanners de Marché & Détection

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Filtrer les valeurs pas assez liquides

ProScreener : Scanners de Marché & Détection