[Req} ProScreener – VWAP Crossing Screener with RSI and MA8 for Intraday

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  • #79316 quote
    traderxtraderx
    Participant
    New

    Hi all,

    Good to see there is this community here.

    I would like to request help for a ProScreener program code for the following Screener with Alert. I wonder if anyone can help. I am not familiar with ProScreener coding. Thank you so much in advance.

    Note: 1 period = 1 candlestick of the time frame.

    VWAP line colour = light pink or purple

     

    (A) Request for VWAP Crossing Screener for Intraday Trade – Short position

    Applicable for 1min, 5min, 15mn, 1 hour charts.

    Signal Alert for Short Entry when the following criteria are met:
    1. Price cross and close below VWAP.
    2. RSI 14 periods cross below 49.8%.
    3. Price cross below Simple Moving Average 8 periods.
    4. Volume is above Simple Moving Average 60 periods

     

     

    (B) Request for VWAP Crossing Screener for Intraday Trade = Long position

    Applicable for 1min, 5min, 15mn, 1 hour charts.

    Signal Alert for Long Entry when the following criteria are met:
    1. Price cross above VWAP.
    2. RSI 14 periods cross above 50.2%.
    3. Price cross above Simple Moving Average 8 periods.
    4. Volume is above Simple Moving Average 60 periods

     

    Also if we can have the option to add this condition to both request (A) and (B) above:   ATR is 1.5x the 10 periods average ATR.

    #79352 quote
    traderxtraderx
    Participant
    New

    Edited requirements:

    15m Chart must satisfied and to take precedence before screen for 5m and 1m for tighter position entry and stop loss entry.

    Sell
    (1) Price cross under VWAP(Daily)
    (2) Price < MA8
    (3) RSI (26) MA5

    Buy
    (1) Price cross above VWAP(Daily)
    (2) Price > MA8
    (3) RSI (26) > 50.2
    (4) Volume = or > MA5

    #79401 quote
    NicolasNicolas
    Keymaster
    Legend

    This is the screener you are looking for:

    d = max(1, intradaybarindex)
    VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
    mRSI = rsi[26]
    ma8 = average[8]
    mavol = average[5](volume)
    
    //buy conditions 
    bc1 = close crosses over vwap
    bc2 = close>ma8
    bc3 = mrsi>50.2
    bc4 = volume>=mavol
    
    //sell conditions
    sc1 = close crosses under vwap
    sc2 = close<ma8
    sc3 = mrsi<49.8
    sc4 = volume>=mavol
    
    test = (bc1 and bc2 and bc3 and bc4) or (sc1 and sc2 and sc3 and sc4)
    
    screener[test]

    Works as expected, VWAP is the intraday daily one.

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[Req} ProScreener – VWAP Crossing Screener with RSI and MA8 for Intraday


ProScreener: Market Scanners & Detection

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This topic contains 2 replies,
has 2 voices, and was last updated by NicolasNicolas
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Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 08/29/2018
Status: Active
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