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  • #147807 quote
    Guacamole2020
    Participant
    New

    Is it possible to add a look-back period to scanner?

    p1=9
    p2=26
    
    
    REM Tenkan-Sen = (Highest High + Lowest Low) / 2, for the past 9 days
    Upper1 = HIGHEST[p1](HIGH)
    Lower1 = LOWEST[p1](LOW)
    Tenkan = (Upper1 + Lower1) / 2
    
    REM Kijun-Sen = (Highest High + Lowest Low) / 2, for the past 26 days
    Upper2 = HIGHEST[p2](HIGH)
    Lower2 = LOWEST[p2](LOW)
    Kijun = (Upper2 + Lower2) / 2
    
    
    TENLESSKIJUN = (Tenkan < Kijun)
    //TENGREATKIJUNPAST = Tenkan[7] > Kijun[7]
    CLOSEVAL = (close < 1100 AND close > 50)
    VOL = (volume > 1000000)
    
    
    //Screener((TENLESSKIJUN AND TENGREATKIJUNPAST AND CLOSEVAL AND VOL))
    Screener[TENLESSKIJUN AND CLOSEVAL AND VOL ]
    

    Above is a very simple TK cross over detection screener, however , this will output anything where a TK cross has taken place (and valid). Is it possible to bracket this by only running the script for a time period i.e last 7 days?

    Secondly is it possible to have the results of screener sorted by the time? By time , i mean , not the scan time , but rather , if asset_1 had a TK-cross on 1st October and asset_2 on 2nd October , is there a way i can list asset_2 before asset_1 in sorting criteria?

     

    Thanks!

    #147813 quote
    Nicolas
    Keymaster
    Master

    In this version of the code, i’m checking if a crosses have occurred in the last 7 periods:

    p1=9
    p2=26
    
    
    REM Tenkan-Sen = (Highest High + Lowest Low) / 2, for the past 9 days
    Upper1 = HIGHEST[p1](HIGH)
    Lower1 = LOWEST[p1](LOW)
    Tenkan = (Upper1 + Lower1) / 2
    
    REM Kijun-Sen = (Highest High + Lowest Low) / 2, for the past 26 days
    Upper2 = HIGHEST[p2](HIGH)
    Lower2 = LOWEST[p2](LOW)
    Kijun = (Upper2 + Lower2) / 2
    
    
    TENLESSKIJUN = (Tenkan crosses under Kijun)
    
    if TENLESSKIJUN then 
     lastcross = barindex //save the barindex of the event 
    endif
    
    CLOSEVAL = (close < 1100 AND close > 50)
    VOL = (volume > 1000000)
    last = barindex-lastcross <=7 //last cross was less than 7 periods from now
    
    Screener[last AND CLOSEVAL AND VOL](barindex-lastcross as "x bars ago")

    I also added the bars difference for the sorting criteria, as you required. This code has not been tested.

    Guacamole2020 thanked this post
    #147882 quote
    Guacamole2020
    Participant
    New

    thanks! i’ll give it a spin!

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Lookback Period/Sorting


ProScreener: Market Scanners & Detection

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This topic contains 2 replies,
has 2 voices, and was last updated by Guacamole2020
5 years, 4 months ago.

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Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 10/19/2020
Status: Active
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