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10/19/2020 at 10:38 PM #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!

10/20/2020 at 7:44 AM #147813 quote

Nicolas

Keymaster

Legend

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

10/20/2020 at 11:06 AM #147882 quote

Guacamole2020

Participant

New

thanks! i’ll give it a spin!