C’est logique selon moi puisque le plus haut et le plus change.

J’ai recodé cette détection pour qu’elle soit bien visible:

HLC3=(HIGH[1]+LOW[1]+CLOSE[1])/3
HLC=AVERAGE[5](HLC3)
EMA2=EXPONENTIALAVERAGE[2](CLOSE)

if ema2 crosses over hlc then 
hh=high
drawarrowup(barindex,low) coloured("lime")
endif 
if ema2 crosses under hlc then
ll=low
drawarrowdown(barindex,low) coloured("red")
endif 

IF EMA2>HLC THEN
hh=max(hh,high)
else
ll=min(ll,low)
endif 

return hh,ll

Si j’a bien compris il faut signaler les breakouts des derniers plus hauts et bas, ci-joint le code:

PeriodsInMinorSwing=20

hhminorprice=0
llminorprice=close*1000

for i = 1 to PeriodsInMinorSwing*2 do
if high[i]>hhminorprice then
hhminorbar = barindex[i]
hhminorprice = high[i]
$LL[II]=LLminorprice
II=I+1
endif
if low[i]<llminorprice then
llminorbar=barindex[i]
llminorprice=low[i]
$HH[II]=hhminorprice
II=II+1
endif
$HH[II]=hhminorprice
$LL[II]=LLminorprice
next

if barindex-hhminorbar=PeriodsInMinorSwing  then
DRAWSEGMENT(hhminorbar,hhminorprice,barindex,hhminorprice)COLOURED(0,200,250)
hh=hhminorprice
endif
if barindex-llminorbar=PeriodsInMinorSwing then
DRAWSEGMENT(llminorbar,llminorprice,barindex,llminorprice)COLOURED(250,0,0)
ll=llminorprice
endif

if close crosses over hh and hh<>lastsig then 
drawarrowup(barindex,low) coloured("green")
lastsig = hh
endif 
if close crosses under ll and ll<>lastsig then
drawarrowdown(barindex,low) coloured("crimson")
lastsig = ll
endif


return

renko-breakout.png

Très bien, dans ce cas la version ci-dessous affiche des signaux uniquement si on casse un plus haut plus haut que le précédent et qu’il existe un plus bas plus haut que le précédent pour les achats et vice versa pour les ventes.

PeriodsInMinorSwing=20

hhminorprice=0
llminorprice=close*1000

for i = 1 to PeriodsInMinorSwing*2 do
if high[i]>hhminorprice then
hhminorbar = barindex[i]
hhminorprice = high[i]
$LL[II]=LLminorprice
II=I+1
endif
if low[i]<llminorprice then
llminorbar=barindex[i]
llminorprice=low[i]
$HH[II]=hhminorprice
II=II+1
endif
$HH[II]=hhminorprice
$LL[II]=LLminorprice
next

if barindex-hhminorbar=PeriodsInMinorSwing  then
DRAWSEGMENT(hhminorbar,hhminorprice,barindex,hhminorprice)COLOURED(0,200,250)
$top[a]=hhminorprice 
$topbar[a]=hhminorbar 
a=a+1
endif
if barindex-llminorbar=PeriodsInMinorSwing then
DRAWSEGMENT(llminorbar,llminorprice,barindex,llminorprice)COLOURED(250,0,0)
$bot[b]=llminorprice 
$botbar[b]=llminorbar 
b=b+1
endif

//signals
if a>2 and b>2 then 
uptrend = $top[a-1]>$top[a-2] and $bot[b-1]>$bot[b-2]
dntrend = $top[a-1]<$top[a-2] and $bot[b-1]<$bot[b-2]
if uptrend and close>$top[a-1] and close[1]<$top[a-1] and lastsig<>$top[a-1] then
drawarrowup(barindex,low) coloured("green")
lastsig =$top[a-1]
endif
if dntrend and close<$bot[b-1] and close[1]>$bot[b-1] and lastsig<>$bot[b-1] then
drawarrowdown(barindex,high) coloured("crimson")
lastsig =$bot[b-1]
endif
endif 

return

signaux-trading-breakout.png