Position d’un indicateur par rapport à un autre

• 08/20/2022 at 2:32 PM #199281 Report
  finplus

  Bonjour, j’utilise les deux indicateurs suivants :

  TrendEnvelop et ATRADX Trend V2

  //////////////////////////////// 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"

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  //////////////////////////////// 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.

  

  finplus

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  08/22/2022 at 7:21 AM #199380 Report
  JC_Bywan

  Bonjour,

  Afin d’éviter les call dans le screener, si les noms de variables de l’un des indicateurs sont tous différents de ceux de l’autre (s’il y en a de même nom, modifier les noms), tu peux recopier chacun des 2 indicateurs sans leur dernière ligne return dans un screener, puis ajouter à la fin du screener:

  cond= outputs0 > sstop // EnvelopUp est au dessus de l’ATR ADX Trend screener[cond]

  1 2 3

  cond= outputs0 > sstop // EnvelopUp est au dessus de l’ATR ADX Trend   screener[cond]

  ou pour l’autre screener:

  cond= outputs1 < sstop // EnvelopDn est en dessous de l’ATR ADX Trend screener[cond]

  1 2 3

  cond= outputs1 < sstop // EnvelopDn est en dessous de l’ATR ADX Trend   screener[cond]

   

   

  

  JC_Bywan

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  08/22/2022 at 5:13 PM #199419 Report
  finplus

  Merci. Juste une confirmation : EnvelopUP = Outputs O ?

  

  finplus

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  08/22/2022 at 5:24 PM #199420 Report
  JC_Bywan

  C’est un zéro, pas la lettre O, cf tes lignes 27,38,46 où on voit la barre qui traverse (donc un zéro).

  

  JC_Bywan

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  08/23/2022 at 6:04 AM #199445 Report
  finplus

  Merci. Cela fonctionne parfaitement.

  Bonne journée.

  1 user thanked author for this post.

  JC_Bywan

  

  finplus

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