Ichimoku et MTF

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  • #250757 quote
    stephxr
    Participant
    New

    Bonjour à tous

    j ai besoin d’un petit coup de pouce pour finaliser mon screener ichimoku

    Certainement un cas d’école, mon multi time frame ne fonctionne pas

    merci!

    //  ICHIMOKU BY STEPHXR  //
    
    Tenkan = (highest[9](high)+lowest[9](low))/2
    Kijun = (highest[26](high)+lowest[26](low))/2
    
    //Kumo futur
    SpanAF = (tenkan+kijun)/2
    SpanBF = (highest[52](high)+lowest[52](low))/2
    
    // Kumo
    SpanA = SpanAF[26]
    SpanB = SpanBF[26]
    
    // Volume
    
    volmin = 500000
    //coef = 1.1
    
    // Rsi
    
    RSIPeriod = 14
    myRSI = RSI[RSIPeriod](close)
    
    // Adx
    
    ADXPeriod = 14
    myADX = ADX[ADXPeriod]
    
    //Confirmation avec la Chikou
    
    ChikouConfirme = close > SpanA[26] and close > SpanB[26] and close > close[26]
    
    // Conditions
    
    TIMEFRAME(default)
    C1 = (SpanA > SpanB)
    C2 = (SpanA < SpanB)
    C3 = (SpanAF > SpanBF)
    C4 = (close  > SpanA) AND (close  > SpanB)
    C5 = (Tenkan > SpanA) AND (Tenkan > SpanB)
    C6 = (Kijun  > SpanA) AND (Kijun  > SpanB)
    C7 = (tenkan >= Kijun)
    C8 = (close < tenkan)
    C9 = (ChikouConfirme)
    C10 = (myRSI > 50) AND (myRSI < 60) //AND myRSI > myRSI[1]
    C11 = close > 5
    C12 = average[26](volume) > volmin
    C13 = (myADX > 15) //AND (myADX > myADX[1])
    //C14 = (SpanAF > SpanAF[1]) //AND (SpanBF > SpanBF[1])
    //C15 = (Tenkan > Tenkan[1]) AND (Kijun > Kijun[1])
    //C16 = (open > open[1]) AND (open[1] > open[2]) AND (close > close[1]) AND (close[1] > close[2])
    //C17 = Volume[1] > coef*(Average[26](Volume)[1]) OR Volume[2] > coef*(Average[26](Volume)[2])
    
    TIMEFRAME(weekly)
    C18 = (tenkan > Kijun)
    //C19 = (SpanB > SpanA) AND (SpanAF > SpanBF) AND (close  > SpanA) AND (close  > SpanB)
    //C20 =(Tenkan > SpanA) AND (Tenkan > SpanB) AND (Kijun  > SpanA) AND (Kijun  > SpanB) AND (tenkan >= Kijun) AND (ChikouConfirme) AND (myRSI > 50) AND (myADX > 15)
    
    Position1 = C1 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C18 
    Position2 = C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C18 
    // SCREENER
    
    SCREENER [Position1 OR Position2]
    #250760 quote
    Alai-n
    Participant
    Veteran

    Réponse sous réserve que je puisse avoir tort 😉

    Dans un cas normal ton Timeframe(Weekly) doit être placé avant Timeframe(Default), ensuite deuxième point il me semble assez peu probable que tu puisses utiliser le même indicateur(Ichimoku) dans les deux Timeframe…

    #250761 quote
    robertogozzi
    Moderator
    Master

    Essayez cette version où j’ai ajouté deux lignes avec Timeframe (default) :

    //  ICHIMOKU BY STEPHXR  //
    Timeframe(default)
    Tenkan = (highest[9](high)+lowest[9](low))/2
    Kijun = (highest[26](high)+lowest[26](low))/2
     
    //Kumo futur
    SpanAF = (tenkan+kijun)/2
    SpanBF = (highest[52](high)+lowest[52](low))/2
     
    // Kumo
    SpanA = SpanAF[26]
    SpanB = SpanBF[26]
     
    // Volume
     
    volmin = 500000
    //coef = 1.1
     
    // Rsi
     
    RSIPeriod = 14
    myRSI = RSI[RSIPeriod](close)
     
    // Adx
     
    ADXPeriod = 14
    myADX = ADX[ADXPeriod]
     
    //Confirmation avec la Chikou
     
    ChikouConfirme = close > SpanA[26] and close > SpanB[26] and close > close[26]
     
    // Conditions
     
    TIMEFRAME(default)
    C1 = (SpanA > SpanB)
    C2 = (SpanA < SpanB)
    C3 = (SpanAF > SpanBF)
    C4 = (close  > SpanA) AND (close  > SpanB)
    C5 = (Tenkan > SpanA) AND (Tenkan > SpanB)
    C6 = (Kijun  > SpanA) AND (Kijun  > SpanB)
    C7 = (tenkan >= Kijun)
    C8 = (close < tenkan)
    C9 = (ChikouConfirme)
    C10 = (myRSI > 50) AND (myRSI < 60) //AND myRSI > myRSI[1]
    C11 = close > 5
    C12 = average[26](volume) > volmin
    C13 = (myADX > 15) //AND (myADX > myADX[1])
    //C14 = (SpanAF > SpanAF[1]) //AND (SpanBF > SpanBF[1])
    //C15 = (Tenkan > Tenkan[1]) AND (Kijun > Kijun[1])
    //C16 = (open > open[1]) AND (open[1] > open[2]) AND (close > close[1]) AND (close[1] > close[2])
    //C17 = Volume[1] > coef*(Average[26](Volume)[1]) OR Volume[2] > coef*(Average[26](Volume)[2])
     
    TIMEFRAME(weekly)
    C18 = (tenkan > Kijun)
    //C19 = (SpanB > SpanA) AND (SpanAF > SpanBF) AND (close  > SpanA) AND (close  > SpanB)
    //C20 =(Tenkan > SpanA) AND (Tenkan > SpanB) AND (Kijun  > SpanA) AND (Kijun  > SpanB) AND (tenkan >= Kijun) AND (ChikouConfirme) AND (myRSI > 50) AND (myADX > 15)
    //
    Timeframe(default)
    Position1 = C1 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C18
    Position2 = C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C18
    // SCREENER
     
    SCREENER [Position1 OR Position2]
    Iván González thanked this post
    #250791 quote
    stephxr
    Participant
    New

    bonjour et merci Roberto mais ça ne fonctionne pas
    j’ai mis en c19 chikouconfirme pour être bien sur
    mais le weekly ne s’exécute pas …

    //  ICHIMOKU BY STEPHXR  //
    
    TIMEFRAME(default)
    Tenkan = (highest[9](high)+lowest[9](low))/2
    Kijun = (highest[26](high)+lowest[26](low))/2
    
    //Kumo futur
    SpanAF = (tenkan+kijun)/2
    SpanBF = (highest[52](high)+lowest[52](low))/2
    
    // Kumo
    SpanA = SpanAF[26]
    SpanB = SpanBF[26]
    
    // Volume
    
    volmin = 500000
    //coef = 1.1
    
    // Rsi
    
    RSIPeriod = 14
    myRSI = RSI[RSIPeriod](close)
    
    // Adx
    
    ADXPeriod = 14
    myADX = ADX[ADXPeriod]
    
    //Confirmation avec la Chikou
    
    ChikouConfirme = close > SpanA[26] and close > SpanB[26] and close > close[26]
    
    // Conditions
    
    TIMEFRAME(default)
    C1 = (SpanA > SpanB)
    C2 = (SpanA < SpanB)
    C3 = (SpanAF > SpanBF)
    C4 = (close  > SpanA) AND (close  > SpanB)
    C5 = (Tenkan > SpanA) AND (Tenkan > SpanB)
    C6 = (Kijun  > SpanA) AND (Kijun  > SpanB)
    C7 = (tenkan >= Kijun)
    C8 = (close <= tenkan)
    C9 = (ChikouConfirme)
    C10 = (myRSI > 50) AND (myRSI < 60) //AND myRSI > myRSI[1]
    C11 = close > 5
    C12 = average[26](volume) > volmin
    C13 = (myADX > 15) //AND (myADX > myADX[1])
    //C14 = (SpanAF > SpanAF[1]) //AND (SpanBF > SpanBF[1])
    //C15 = (Tenkan > Tenkan[1]) AND (Kijun > Kijun[1])
    //C16 = (open > open[1]) AND (open[1] > open[2]) AND (close > close[1]) AND (close[1] > close[2])
    //C17 = Volume[1] > coef*(Average[26](Volume)[1]) OR Volume[2] > coef*(Average[26](Volume)[2])
    
    TIMEFRAME(weekly)
    C18 = (tenkan >= Kijun)
    C19 = (ChikouConfirme)
    //C20 =(Tenkan > SpanA) AND (Tenkan > SpanB) AND (Kijun  > SpanA) AND (Kijun  > SpanB) AND (ChikouConfirme) AND (myRSI > 50) AND (myADX > 15)
    
    TIMEFRAME(default)
    Position1 = C1 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C18 AND C19
    Position2 = C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C18 AND C19
    // SCREENER
    
    SCREENER [Position1 OR Position2]
    #250793 quote
    JS
    Participant
    Senior

    Bonjour,

    Question peut-être un peu étrange, mais que cherchez-vous exactement à accomplir avec la condition 18 sur une unité de temps hebdomadaire..?

    Souhaitez-vous que cette condition soit vérifiée chaque semaine—c’est-à-dire, évaluée chaque vendredi à la clôture pour voir si elle est vraie..?

    #250799 quote
    JS
    Participant
    Senior

    Bonjour,

    “Timeframe(Weekly)” ne fonctionnera pas car vous ne pouvez pas utiliser “UpdateOnClose” dans un “screener”, la période hebdomadaire est exécutée sur la période “Default” (ici quotidiennement) …

    Une solution pour cela :

    Timeframe(Weekly)

    wTenkan = (highest[9](high)+lowest[9](low))/2

    wKijun = (highest[26](high)+lowest[26](low))/2

    c18=(wTenkan >= wKijun)

    robertogozzi and Iván González thanked this post
    #251189 quote
    stephxr
    Participant
    New
    Merci à toi JS ça fonctionne très très bien!
    JS thanked this post
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Ichimoku et MTF


ProScreener : Scanners de Marché & Détection

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stephxr @stephxr Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by stephxr
5 months, 1 week ago.

Topic Details
Forum: ProScreener : Scanners de Marché & Détection
Language: French
Started: 09/12/2025
Status: Active
Attachments: No files
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