Bonsoir,

j’ai programmé un petit indicateur maison.

// KAMA200

Period1 = 200
FastPeriod1 = 2
SlowPeriod1 = 30
 
Fastest1 = 2 / (FastPeriod1 + 1)
Slowest1 = 2 / (SlowPeriod1 + 1)
if barindex < Period1+1 then
Kama200=close
else
Num1 = abs(close-close[Period1])
Den1 = summation[Period1](abs(close-close[1]))
ER1 = Num1 / Den1
Alpha1 = SQUARE(ER1 *(Fastest1 - Slowest1 )+ Slowest1)
KAMA200 = (Alpha1 * Close) + ((1 -Alpha1)* Kama200[1])
endif

Period = 50

xClose = (Open+High+Low+Close)/4


Distance = xclose- kama200


if distance > 0 then
distanceUp = distance
endif

if distance < 0 then
distanceDn = distance
endif


EcartUp = exponentialaverage[period](distanceup)
EcartDn = exponentialaverage[period](distanceDn)



if ecartUp > -ecartDn then
spreadUp = ecartUp
elsif ecartUp < -ecartDn then
spreadUp = -ecartDn
endif

if ecartDn < -ecartUp then
spreadDn = ecartDn
elsif ecartDn > -ecartUp then
spreadDn = -ecartUp
endif

period = 50
dev = 2.0

MA = average[period](distance)
BolUp = average[50](spreadUp+STD[period]*dev)
BolDn = average[50](spreadDn-STD[period]*dev)


return Distance as "distance", spreadUp as "EcartUp", spreadDn as "EcartDn", BolUp as "Boll Sup", BolDn as "Boll Inf", MA as "Boll Milieu"

or, j’ai programmé un screener identifiant les changements de direction tels que :

ignored, ecartup, ignored, ignored, ignored, ignored = CALL “Distance cours / KAMA”(close)
c5changeup = ( ecartup > ecartup[1]) and (ecartup[1] < ecartup[2])

ignored, ignored, ecartdn, ignored, ignored, ignored = CALL “Distance cours / KAMA”(close)

c6changedn = (ecartdn < ecartdn[1]) and (ecartdn[1] > ecartdn[2])

SCREENER[(c5changeup AND c6changedn)] ((close/DClose(1)-1)*100 AS “% Veille”)

j’ai un problème dans la mesure où le screener me renvoie des éléments erronés.

Quelqu’un pourrait il voir ce qui ne fonctionne pas dans mon indicateur ? Je pense que le problème vient du calcul des ecartup et ecartdn.

Merci