screener cycle de volatilite et point pivot
Viewing 5 posts - 1 through 5 (of 5 total)
-
Ci-joint le code du screener pour le test supérieur aux points pivots. Pour le test inférieur, je pense que tu pourras l’adapter facilement 🙂
If Month<>Month[1] then monthlyHigh = Highest[max(1,BarIndex - lastMonthBarIndex)](High)[1] monthlyLow = Lowest[max(1,BarIndex - lastMonthBarIndex)](Low)[1] lastMonthBarIndex = BarIndex monthlyPivot = (monthlyHigh + monthlyLow + Close[1]) / 3 endif If DayOfWeek<DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](High)[1] weeklyLow = Lowest[BarIndex - lastWeekBarIndex](Low)[1] lastWeekBarIndex = BarIndex weeklyPivot = (weeklyHigh + weeklyLow + Close[1]) / 3 endif dailypivot = (dhigh(1)+dlow(1)+dclose(1))/3 a=bollingerbandwidth[18](close) b=highest[18](a) c=lowest[18](a) d=(a-b)/(b-c) vol= average[2](d)+1 test = close>monthlypivot and close>weeklypivot and close>dailypivot and vol<0.1 screener[test]ismael76 thanked this post
Viewing 5 posts - 1 through 5 (of 5 total)
- You must be logged in to reply to this topic.
New Reply
Summary
This topic contains 4 replies,
has 2 voices, and was last updated by 
6 years, 5 months ago.
Topic Details
| Forum: | ProScreener : Scanners de Marché & Détection |
| Language: | French |
| Started: | 09/16/2019 |
| Status: | Active |
| Attachments: | 1 files |
Loading...