Bonjour, j’utilise les deux indicateurs suivants :

//////////////////////////////// Trend Envelopppes (développé par Nicolas)

timePeriod=14
Deviation=0.1
 
price1=customclose
 
dsma = WeightedAverage[timePeriod](price1)

valuesHigh = (1 + deviation / 100) * dsma
valuesLow = (1 - deviation / 100) * dsma
 
inputs=price1

if (inputs > valuesHigh)then
trend = 1
elsif (inputs < valuesLow) then
trend = -1
endif
 
if (trend > 0) then
alpha1 = 0
if ( valuesLow < valuesLow[1]) then
valuesLow = valuesLow[1]
endif
if trend[1]>0 then
outputs0 = valuesLow
outputs1 = valueshigh
alpha0 = 255
endif
else
alpha0=0
if (valuesHigh > valuesHigh[1]) then
valuesHigh = valuesHigh[1]
endif
if trend[1]<0 then
outputs1 = valuesHigh
outputs0 = valueslow
alpha1 = 255
endif
endif
 


 
return outputs0 coloured(65,105,225,alpha0) as "EnvelopUp", outputs1 coloured(255,0,0,alpha1) as "Envelopdn"


//PRC_Adaptive-ATR-ADX-Trend-V2 | indicator
//29.06.2017
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge
//translated from tradingview code

// --- settings
atrLen = 21
m1 = 3.5 //"ATR Multiplier - ADX Rising"
m2 = 1.75 //"ATR Multiplier - ADX Falling"
adxLen = 14
adxThresh = 30 //"ADX Threshold"
aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?")
useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)")
// --- end of settings

source = MedianPrice
    
// DI-Pos, DI-Neg, ADX

hR = high-high[1]
lR = -(low-low[1])

if hr>lr then
dmPos=max(hr,0)
else
dmPos=0
endif
if lr>hr then
dmNeg=max(lr,0)
else
dmNeg=0
endif

sTR = (sTR[1] - sTR[1]) / adxLen + tr

sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos
sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg

DIP = sDMPos / sTR * 100
DIN = sDMNeg / sTR * 100
DX = abs(DIP - DIN) / (DIP + DIN) * 100
aadx = average[adxLen](DX)

// Heiken-Ashi

if barindex<2 then
xClose = close
xOpen = open
else
xClose = TotalPrice
xOpen = (xOpen[1] + close[1]) / 2
endif
xHigh = max(high, max(xOpen, xClose))
xLow = min(low, min(xOpen, xClose))

// Trailing ATR

v1 = abs(xHigh - xClose[1])
v2 = abs(xLow - xClose[1])
v3 = xHigh - xLow

trueRange = max(v1, max(v2, v3))
if useHeiken then
atr = WilderAverage[atrLen](trueRange)
else
atr = AverageTrueRange[atrLen]
endif

if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then
m=m1
elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then
m=m2
else
m = m[1]
endif

if DIP >= DIN then
mUp=m
else
mUp=m2
endif
if DIN >= DIP then
mDn=m
else
mDn=m2
endif

if useHeiken then
src=xClose
c=Xclose
t=(xHigh+xLow)/2
else
src=source
c=close
t=MedianPrice
endif

upATR = t - mUp * atr
dnATR = t + mDn * atr

if max(src[1], c[1]) > TUp[1] then
TUp = max(upATR,TUp[1])
else
TUp = upATR
endif

if min(src[1], c[1]) < TDown[1] then
TDown = min(dnATR, TDown[1])
else
TDown = dnATR
endif

//trend
if min(src,min(c,close))>TDown[1] then
trendATR=1
elsif max(src,max(c,close))<TUp[1] then
trendATR=-1
else
trendATR=trendATR[1]
endif

if trendATR=1 then
sstop=TUp
else
sstop=TDown
endif




return sstop as "ATR ADX Trend"

J’aurai aimé identifié les valeurs dont EnvelopUp est au dessus de l’ATR ADX Trend et les valeurs dont EnvelopDn est au dessous de l’ATR ADX Trend.

Quelqu’un peut-il m’aider ?

Merci.