Fifi,

C’est exactement ce que j’ai fait, mais les signaux ne correspondent pas du tout 🙁
Voir photo

//LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE
//Autor: LEO

//VARIABLES TO BE OPTIMIZED

PERIOD=20    //Period for analysis
Kdouble=0.2 //Factor for defining what is double top or bottom

//-----------
//signal2=0
signal=0
//Leo Moving Average, formula: LMA= WMA+(WMA-SMA)
LMA=2*weightedaverage[period](close)-average[period](close)

//Smoothed curve of Leo Moving Average
IF BARINDEX > period THEN
smoothLMA=weightedaverage[period](LMA)
ELSE
smoothLMA=undefined
ENDIF

// << Storage of minimums and maximums >>
once mintemp=low
once posmintemp=1
once maxtemp=high
once posmaxtemp=1

IF BARINDEX>2 THEN
// the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked)
IF low < lowest[round(0.75*period)](low[1]) THEN
mintemp=low //minimum temporal
posmintemp=BARINDEX //postition of minimum temporal
signal =1 // == fleche bas
ENDIF
IF high > highest[round(0.75*period)](high[1]) then
maxtemp=high //maximum temporal
posmaxtemp=BARINDEX //position maximum temporal
signal =-1
ENDIF
ENDIF

//  << Detecting and locating a local minimums >>
//  Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby
//  If there is a new local min/max, the preivus one is stored in de varible B... (before)
once LEVMIN=low
once POSLEVMIN=1
once LEVMAX=high
once POSLEVMAX=1
once bullcross=0
once bearcross=0

IF BARINDEX > PERIOD THEN //For avoid computer errors
bullcross=LMA crosses over smoothLMA
bearcross=LMA crosses under smoothLMA

ENDIF


IF bullcross THEN
BLEVMIN=LEVMIN        //previus local minimum is saved
BPOSLEVMIN=POSLEVMIN
LEVMIN=mintemp
POSLEVMIN=posmintemp
support=LEVMIN
DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(0, 48, 47, 59)
IF POSLEVMIN AND LEVMIN THEN
signal =1
endif
ENDIF

// --> Detecting and locating a local maximum
IF bearcross THEN
BLEVMAX=LEVMAX       //previus local maximum is saved
BPOSLEVMAX=POSLEVMAX
LEVMAX=maxtemp
POSLEVMAX=posmaxtemp
resistance=LEVMAX
DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(0,0,99,100)
IF POSLEVMAX AND LEVMAX THEN
signal =-0.5
endif
ENDIF

support=min(low,support)
resistance=max(high,resistance)


// << DETECTING DOUBLE TOP OR BOTTOMS  >>

once WidthDoubleTop = high-low
once WidthDoubleBottom = high-low

//--> Double bottoms

//looking for the top between two local minimums
IF bullcross THEN
doublebottomtop=high[BARINDEX-POSLEVMIN+1] // we start looking for the top in between two local minimums
POSdoublebottomtop=BARINDEX-POSLEVMIN+1
FOR i = (BARINDEX-POSLEVMIN+1) to (BARINDEX-BPOSLEVMIN-1) DO
IF high[i] > doublebottomtop THEN
doublebottomtop=high[i]
POSdoublebottomtop=BARINDEX-i

ENDIF

NEXT
WidthDoubleBottom = doublebottomtop-(BLEVMIN+LEVMIN)/2 // (top betwen local minimums) - (average of the las two local minimums)
IF abs(BLEVMIN-LEVMIN) < Kdouble*WidthDoubleBottom THEN
//       <<<<<<<  HERE WE HAVE A DOUBLE BOTTOM FOR TRADING  >>>>>
DRAWTRIANGLE(POSLEVMIN,LEVMIN,POSdoublebottomtop,doublebottomtop,BPOSLEVMIN,BLEVMIN) COLOURED(0,255,0,200)

ENDIF
ENDIF

//--> Double tops

//looking for the bottom between two local maximums
IF bearcross THEN
doubletopbottom=low[BARINDEX-POSLEVMAX+1]
POSdoubletopbottom=BARINDEX-POSLEVMAX+1
FOR i = (BARINDEX-POSLEVMAX+1) to (BARINDEX-BPOSLEVMAX-1) DO
IF low[i] < doubletopbottom THEN
doubletopbottom=low[i]
POSdoubletopbottom=BARINDEX-i

ENDIF
NEXT

WidthDoubleTop=(BLEVMAX+LEVMAX)/2 -doubletopbottom
IF abs(BLEVMAX-LEVMAX) < Kdouble*WidthDoubleTop THEN
//       <<<<<<<  HERE WE HAVE A DOUBLE TOP FOR TRADING  >>>>>
DRAWTRIANGLE(POSdoubletopbottom,doubletopbottom,POSLEVMAX,LEVMAX,BPOSLEVMAX,BLEVMAX) COLOURED(255,0,0,200)


ENDIF
ENDIF

RETURN  signal //,LMA AS "Leo Moving Average", support as "support", resistance as "resistance", smoothLMA as "smooth LMA" //, lowest[round(0.75*period)](low[1]), highest[round(0.75*period)](high[1])

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