Publicaré tanto el indicador como el screener.
Este es el indicador, que debes llamar PRC_Wyckoff Event Detection:
//----------------------------------------------
//PRC_Wyckoff Event Detection
//version = 0
//08.06.26
//Iván González @ www.prorealcode.com
//Autor original: AlphaExtract
//Sharing ProRealTime knowledge
//----------------------------------------------
// === Parametros ===
//----------------------------------------------
volLen = 20 // periodo media de volumen
priceLookback = 20 // ventana de maximos/minimos y ATR
volThreshMult = 2.0 // multiplicador de volumen (mayor = menos eventos)
priceThreshMult = 0.3 // umbral de movimiento de precio
trendStrength = 3 // barras de racha para confirmar tendencia
minBars = 5 // separacion minima (barras) por tipo de evento
volumeFilter = 1.5 // filtro de volumen para eventos secundarios
phaseMult = 2.0 // veces que un bando supera al otro para fijar fase
phaseWindow = 20 // ventana de reseteo de contadores de fase
showRange = 1 // 1 = dibuja rango de trading
rangeStyle = 2 // 0 = dinamico, 1 = fijo, 2 = por pivotes
showMarks = 1 // 1 = dibuja punto + linea hacia atras en cada evento
lineLength = 15 // longitud (barras) de la linea hacia atras de la muesca
fixedRangeBars = 50 // lookback del rango fijo
pivotStrength = 3 // barras a cada lado para validar pivote
pivotLookback = 100 // barras a escanear buscando pivotes
rangeExtend = 50 // barras de extension del rango hacia la derecha
//----------------------------------------------
// === Indicadores base ===
//----------------------------------------------
volMA = average[volLen](volume)
hh = highest[priceLookback](high)
ll = lowest[priceLookback](low)
avgTR = averagetruerange[priceLookback]
rng = high - low
labelOffset = avgTR * 0.5
//----------------------------------------------
// === Rachas direccionales ===
//----------------------------------------------
fallN = 1
for k = 1 to trendStrength do
if close[k-1] >= close[k] then
fallN = 0
endif
next
riseN = 1
for k = 1 to trendStrength do
if close[k-1] <= close[k] then
riseN = 0
endif
next
riseN1 = 1
for k = 1 to trendStrength + 1 do
if close[k-1] <= close[k] then
riseN1 = 0
endif
next
riseN2 = 1
for k = 1 to trendStrength + 2 do
if close[k-1] <= close[k] then
riseN2 = 0
endif
next
//----------------------------------------------
// === Contadores de fase ===
//----------------------------------------------
once bearishCount = 0
once bullishCount = 0
if bearishCount > bullishCount * phaseMult then
currentPhase = 1 // DISTRIBUCION
elsif bullishCount > bearishCount * phaseMult then
currentPhase = 2 // ACUMULACION
else
currentPhase = 0 // NEUTRAL
endif
//----------------------------------------------
// === Condiciones de DISTRIBUCION (bajistas) ===
//----------------------------------------------
psyCond = 0
if high > hh[1] and volume > volMA * volThreshMult and close < high - rng * priceThreshMult and fallN = 1 then
psyCond = 1
endif
utdCond = 0
if currentPhase = 1 and high > hh[1] and close < open and volume > volMA * volumeFilter and high - close > avgTR * priceThreshMult then
utdCond = 1
endif
lpsyCond = 0
if high > high[1] and close < open and volume < volMA * volumeFilter and fallN = 1 then
lpsyCond = 1
endif
sowCond = 0
if close < open and low < ll[1] and volume > volMA * volThreshMult and fallN = 1 then
sowCond = 1
endif
bcCond = 0
if rng > 0 then
if high > hh[2] and volume > volMA * (volThreshMult * 1.5) and close > open and (close - open) / rng > 0.6 then
bcCond = 1
endif
endif
stdCond = 0
if currentPhase = 1 and high > high[1] and high >= hh[5] * 0.98 and high <= hh[5] * 1.02 and volume < volMA and volume < volume[1] * 0.8 then
stdCond = 1
endif
// BUEC: primer Upthrust en las ultimas 5 barras seguido de rally debil
buecCond = 0
for i = 1 to 5 do
if utdCond[i] = 1 then
if close < open and high < high[i] and close > low + rng * 0.3 and volume < volume[i] then
buecCond = 1
endif
break
endif
next
//----------------------------------------------
// === Condiciones de ACUMULACION (alcistas) ===
//----------------------------------------------
psCond = 0
if low < ll[1] and volume > volMA * volThreshMult and close > low + rng * priceThreshMult and fallN = 1 then
psCond = 1
endif
scCond = 0
if low < ll[1] and volume > volMA * (volThreshMult * 1.2) and close > low + rng * (priceThreshMult * 1.5) then
scCond = 1
endif
araCond = 0
if currentPhase = 2 and close > open and high > hh[trendStrength] and volume < volMA * volumeFilter and riseN = 1 then
araCond = 1
endif
sosCond = 0
if close > open and high > hh[1] and volume > volMA * volThreshMult and riseN = 1 then
sosCond = 1
endif
lpsCond = 0
if low > low[1] and close > open and volume < volMA * volumeFilter and riseN = 1 then
lpsCond = 1
endif
springCond = 0
if low < ll[3] and close > open and close > low + rng * 0.6 and volume > volMA * volumeFilter then
springCond = 1
endif
staCond = 0
if currentPhase = 2 and low < low[1] and low >= ll[5] * 0.98 and low <= ll[5] * 1.02 and volume < volMA and volume < volume[1] * 0.8 then
staCond = 1
endif
jacCond = 0
if close > open and close > hh[3] and volume > volMA * volThreshMult and riseN1 = 1 then
jacCond = 1
endif
tsoCond = 0
if low < ll[2] and close > open and close > low + rng * 0.7 and volume > volMA * (volThreshMult * 1.2) and riseN2 = 1 then
tsoCond = 1
endif
//----------------------------------------------
// === Actualizacion de contadores + reseteo periodico ===
//----------------------------------------------
if psyCond = 1 or utdCond = 1 or lpsyCond = 1 or sowCond = 1 or bcCond = 1 or stdCond = 1 or buecCond = 1 then
bearishCount = bearishCount + 1
endif
if psCond = 1 or scCond = 1 or araCond = 1 or sosCond = 1 or lpsCond = 1 or springCond = 1 or staCond = 1 or jacCond = 1 or tsoCond = 1 then
bullishCount = bullishCount + 1
endif
if barindex mod phaseWindow = 0 then
bearishCount = 0
bullishCount = 0
endif
//----------------------------------------------
// === Dibujo de etiquetas ===
//----------------------------------------------
priceRangeFilter = 0.5
once lastLabelBar = 0 - 1000
once lastLabelPrice = 0
once lastR = 0
once lastG = 0
once lastB = 0
// Distribucion (etiqueta arriba salvo SOW)
if psyCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("PSY", barindex, high + labelOffset) coloured(255, 107, 107)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 255
lastG = 107
lastB = 107
endif
UTDsignal = 0
if utdCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("UT-D", barindex, high + labelOffset) coloured(255, 165, 0)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 255
lastG = 165
lastB = 0
UTDsignal = -1
endif
if lpsyCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("LPSY", barindex, high + labelOffset) coloured(255, 65, 65)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 255
lastG = 65
lastB = 65
endif
if sowCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
drawtext("SOW", barindex, low - labelOffset) coloured(255, 0, 0)
lastLabelBar = barindex
lastLabelPrice = low
lastR = 255
lastG = 0
lastB = 0
endif
if bcCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("BC", barindex, high + labelOffset) coloured(255, 127, 0)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 255
lastG = 127
lastB = 0
endif
if stdCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("ST-D", barindex, high + labelOffset) coloured(255, 160, 122)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 255
lastG = 160
lastB = 122
endif
if buecCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("BUEC", barindex, high + labelOffset) coloured(255, 99, 71)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 255
lastG = 99
lastB = 71
endif
// Acumulacion (etiqueta abajo salvo AR-A / SOS / JAC)
if psCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
drawtext("PS", barindex, low - labelOffset) coloured(76, 175, 80)
lastLabelBar = barindex
lastLabelPrice = low
lastR = 76
lastG = 175
lastB = 80
endif
if scCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
drawtext("SC", barindex, low - labelOffset) coloured(69, 179, 157)
lastLabelBar = barindex
lastLabelPrice = low
lastR = 69
lastG = 179
lastB = 157
endif
if araCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("AR-A", barindex, high + labelOffset) coloured(46, 204, 113)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 46
lastG = 204
lastB = 113
endif
if sosCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("[SOS]", barindex, high + labelOffset) coloured(39, 174, 96)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 39
lastG = 174
lastB = 96
endif
if lpsCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
drawtext("LPS", barindex, low - labelOffset) coloured(34, 153, 84)
lastLabelBar = barindex
lastLabelPrice = low
lastR = 34
lastG = 153
lastB = 84
endif
SpringSignal = 0
if springCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
drawtext("SPRING", barindex, low - labelOffset) coloured(0, 250, 154)
lastLabelBar = barindex
lastLabelPrice = low
lastR = 0
lastG = 250
lastB = 154
SpringSignal = 1
endif
if staCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
drawtext("ST-A", barindex, low - labelOffset) coloured(102, 205, 170)
lastLabelBar = barindex
lastLabelPrice = low
lastR = 102
lastG = 205
lastB = 170
endif
if jacCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
drawtext("JAC", barindex, high + labelOffset) coloured(50, 205, 50)
lastLabelBar = barindex
lastLabelPrice = high
lastR = 50
lastG = 205
lastB = 50
endif
if tsoCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
drawtext("TSO", barindex, low - labelOffset) coloured(0, 128, 0)
lastLabelBar = barindex
lastLabelPrice = low
lastR = 0
lastG = 128
lastB = 0
endif
// Muesca opcional
if showMarks = 1 and lastLabelBar = barindex then
drawpoint(barindex, lastLabelPrice, 2) coloured(lastR, lastG, lastB)
drawsegment(barindex - lineLength, lastLabelPrice, barindex, lastLabelPrice) coloured(lastR, lastG, lastB)
endif
//----------------------------------------------
// === Rango de trading + base del % del panel (solo ultima barra) ===
//----------------------------------------------
if islastbarupdate then
if rangeStyle = 0 then
topR = hh
botR = ll
x1 = barindex - priceLookback
elsif rangeStyle = 1 then
topR = highest[fixedRangeBars](high)
botR = lowest[fixedRangeBars](low)
x1 = barindex - fixedRangeBars
else
topR = hh
botR = ll
x1 = barindex - priceLookback
foundH = 0
foundL = 0
maxLB = min(pivotLookback, barindex - pivotStrength - 1)
if maxLB > 5 then
for i = 5 to maxLB do
if foundH = 0 then
ph = 1
for j = 1 to pivotStrength do
if high[i] <= high[i+j] or high[i] <= high[i-j] then
ph = 0
endif
next
if ph = 1 then
topR = high[i]
foundH = 1
endif
endif
next
for i = 5 to maxLB do
if foundL = 0 then
pl = 1
for j = 1 to pivotStrength do
if low[i] >= low[i+j] or low[i] >= low[i-j] then
pl = 0
endif
next
if pl = 1 then
botR = low[i]
foundL = 1
endif
endif
next
endif
endif
if showRange = 1 then
drawrectangle(x1, topR, barindex + rangeExtend, botR) coloured(123, 104, 238)
endif
endif
//----------------------------------------------
// === Panel de estado ===
//----------------------------------------------
if islastbarupdate then
panelX = -200 // px a la izquierda del borde derecho
topY = -20 // px hacia abajo del borde superior
if currentPhase = 2 then
drawtext("FASE: ACUMULACION", panelX, topY, SansSerif, bold, 11) coloured(76, 175, 80) anchor(topright, xshift, yshift)
elsif currentPhase = 1 then
drawtext("FASE: DISTRIBUCION", panelX, topY, SansSerif, bold, 11) coloured(255, 107, 107) anchor(topright, xshift, yshift)
else
drawtext("FASE: NEUTRAL", panelX, topY, SansSerif, bold, 11) coloured(150, 150, 150) anchor(topright, xshift, yshift)
endif
denom = bullishCount + bearishCount
if denom < 1 then
denom = 1
endif
sRatio = abs(bullishCount - bearishCount) / denom
if sRatio > 0.7 then
drawtext("FUERZA: FUERTE", panelX, topY - 22, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
elsif sRatio > 0.3 then
drawtext("FUERZA: MODERADA", panelX, topY - 22, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
else
drawtext("FUERZA: DEBIL", panelX, topY - 22, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
endif
if high >= hh[3] and close < open then
drawtext("POS: ZONA UPTHRUST", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
elsif low <= ll[3] and close > open then
drawtext("POS: ZONA SPRING", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
elsif high >= hh[5] then
drawtext("POS: EN RESISTENCIA", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
elsif low <= ll[5] then
drawtext("POS: EN SOPORTE", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
else
drawtext("POS: RANGO", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
endif
if volume > volMA * 1.5 and close > open then
drawtext("S/D: DEMANDA", panelX, topY - 66, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
elsif volume > volMA * 1.5 and close < open then
drawtext("S/D: OFERTA", panelX, topY - 66, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
else
drawtext("S/D: EQUILIBRIO", panelX, topY - 66, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
endif
rangePct = round((topR - botR) / botR * 1000) / 10
drawtext("RANGO: #rangePct#%", panelX, topY - 88, SansSerif, bold, 11) coloured(123, 104, 238) anchor(topright, xshift, yshift)
endif
return SpringSignal AS "Spring",UTDsignal AS "UT-D"
Este es el filtro, al que puedes llamar como quieras:
mySpring, myUTD = CALL "PRC_Wyckoff Event Detection"[20, 20, 2, 0.3, 3, 5, 1.5, 2, 20, 1, 2, 1, 15, 50, 3, 100, 50](close)
Cond = 0
IF mySpring THEN
Cond = Cond + 1
ELSIF myUTD THEN
Cond = Cond + 10
ENDIF
SCREENER [Cond](Cond AS "1=SPRING,10=UT-D")
Fai il copia e incolla del codice e funzionerà certamente.
