position signal par rapport à KAMA 150 périodes

• 02/13/2025 at 7:23 PM #243802
  finplus

  Bonsoir,

  je souhaiterai un screener détectant la position du signal par rapport à la moyenne Kama 150 périodes (au dessus ou au dessous). les formules sont reproduites ci-dessous. Merci

  //PRC_Linear Regression Candles
  //version = 0
  //15.03.24
  //Iván González @ http://www.prorealcode.com
  //Sharing ProRealTime knowledge
  ///////////////////////////////////////////////////////
  //——————Inputs——————————
  signallength = 11 //integer//Signal Smoothing
  smasignal = 1 //boolean // Simple MA (Signal Line)
  linreg = 1 //boolean//Linear Regression
  linreglength = 11//integer//Linear Regression Length
  //——————————————————
  //————-Candle definition————————
  if linreg then
  bopen = LinearRegression[linreglength](open)
  bhigh = LinearRegression[linreglength](high)
  blow = LinearRegression[linreglength](low)
  bclose = LinearRegression[linreglength](close)
  else
  bopen = open
  bhigh = high
  blow = low
  bclose = close
  endif
  //——————————————————–

  //—————Signal definition————————-
  if smasignal then
  signal = average[signallength](bclose)
  else
  signal = average[signallength,1](bclose)
  endif

   

  // parameters KAMA 150:
  Period = 150
  FastPeriod = 2
  SlowPeriod = 50

  Fastest = 2 / (FastPeriod + 1)
  Slowest = 2 / (SlowPeriod + 1)
  if barindex < Period+1 then
  Kama=close
  else
  Num = abs(close-close[Period])
  Den = summation[Period](abs(close-close[1]))
  ER = Num / Den
  Alpha = SQUARE(ER *(Fastest – Slowest )+ Slowest)
  KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1])
  endif

   

  J’ai essayé tout simplement par exemple pour identifier la position du signal au dessus de la Kama 150 :

  alert = signal > kama

  mais bon ça ne donne rien de bon.

  merci.

  

  finplus

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  02/14/2025 at 9:32 AM #243823
  Iván

  salut. Ici, vous avez le screener :

  //PRC_Linear Regression Candles //version = 0 //15.03.24 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge /////////////////////////////////////////////////////// //------------------Inputs------------------------------ signallength = 11 //integer//Signal Smoothing smasignal = 1 //boolean // Simple MA (Signal Line) linreg = 1 //boolean//Linear Regression linreglength = 11//integer//Linear Regression Length //------------------------------------------------------ //-------------Candle definition------------------------ if linreg then //bopen = LinearRegression[linreglength](open) //bhigh = LinearRegression[linreglength](high) //blow = LinearRegression[linreglength](low) bclose = LinearRegression[linreglength](close) else //bopen = open //bhigh = high //blow = low bclose = close endif //--------------------------------------------------------- //---------------Signal definition------------------------- if smasignal then signal = average[signallength](bclose) else signal = average[signallength,1](bclose) endif //--------------------------------------------------------- // parameters KAMA 150: Period = 150 FastPeriod = 2 SlowPeriod = 50 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=close else Num = abs(close-close[Period]) Den = summation[Period](abs(close-close[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1]) endif screener[signal crosses over KAMA]

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  //PRC_Linear Regression Candles //version = 0 //15.03.24 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge /////////////////////////////////////////////////////// //------------------Inputs------------------------------ signallength = 11 //integer//Signal Smoothing smasignal = 1 //boolean // Simple MA (Signal Line) linreg = 1 //boolean//Linear Regression linreglength = 11//integer//Linear Regression Length //------------------------------------------------------ //-------------Candle definition------------------------ if linreg then //bopen = LinearRegression[linreglength](open) //bhigh = LinearRegression[linreglength](high) //blow = LinearRegression[linreglength](low) bclose = LinearRegression[linreglength](close) else //bopen = open //bhigh = high //blow = low bclose = close endif //--------------------------------------------------------- //---------------Signal definition------------------------- if smasignal then signal = average[signallength](bclose) else signal = average[signallength,1](bclose) endif //--------------------------------------------------------- // parameters KAMA 150: Period = 150 FastPeriod = 2 SlowPeriod = 50   Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=close else Num = abs(close-close[Period]) Den = summation[Period](abs(close-close[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1]) endif screener[signal crosses over KAMA]

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  finplus

  

  Iván

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  02/14/2025 at 10:05 AM #243833
  finplus

  Merci Ivan.

  donc si je veux identifier les actifs pour lesquels la ligne de signal est au dessus de la KAMA 150, je remplace “crosses over” par “>” ?

  Dans les faits, j’ai souvent des problèmes avec les screener de PRT quand il s’agit de déterminer la position d’un indicateur par rapport à l’indicateur KAMA. Pourtant, je sélectionne un historique de 10.000 unités.

  Je ne comprends pas pourquoi.

  

  finplus

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  02/14/2025 at 2:34 PM #243840
  Iván

  Oui, changer en >. Le screener dans la version complète vous permet de charger 255 barres et dans la version premium 1024.

  

  Iván

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