Merci Mika pour cette contribution ; je la teste de ce pas ;
de mon côté j’ai trouvé au bout de la nuit et au fin fond du web, ce code Amibroker qu’il nous faudrait “PRTiser” ;
On y est presque !!
Merci encore Nicolas pour votre aide ;
_SECTION_BEGIN("Cup and Handle exploration");
// Cup and Handle exploration written by Jerry Tyliczka
// visit us at: http://portals.wallstreettape.com
//
// This code written per specifications found at
// http://www.haikulabs.com/mh.htm
// Version 1.0
//
// This code calculates the Alpha, Delta, Beta and Gamma values
// but they are not used in the filter criteria as specified
// by the article which this code was based on.
//
// Look for additional changes as I tweak the below code.
// I will also include Scan feature and Backtesting in future release.
//
// Comments, please write to admin@wallstreettape.com
MinPrice=0.1;
MinVolume=10000;
//Left side of Handle formation can occur anywhere from 2-25days - look at the last 25 bars AND get the number of bars since condition met.
LH=HHV(Close,25); // Highest close past 25 days.
BLH=HHVBars(Close,25); // Tells us # of bars that have past since high reached. Used to determine Lowest bar.
BH=LLV(Close,BLH); // Lowest close since the highest value was reached/
BBH=LLVBars(Close,BLH); // number of bars that have past since lowest value.
NBLH=BLH-BBH; // this is the number of bars in the formation of the left side handle. NBLH must be atleast 2 to be a valid handle formation.
// Now lets get the cup formation. Cup formation can occur anywhere from 23 to 145 days. The left side of the cup can be from 20-120 days AND the right side can be anywhere from 3-25 days.
// get the right side of the cup(low).
BC=LLV(Close,BLH+25); // look at 25 bars since the left side of handle.
BBC=LLVBars(Close,BLH+25);
// get the left side of the cup.
LC=Ref(HHV(Close,120),BBC*-1);
BLC=Ref(HHVBars(Close,120),BBC*-1);
// Get highest value before left side of cup started to form.
KC=Ref(HHV(Close,30),BLC*-1);
BKC=Ref(HHVBars(Close,120),BLC*-1);
Delta= LC/KC;
//Calculate the up/down relative price value during time frame RC (Right Cup Formation)
URPV=DRPV=0;
i=EndValue(BLH);
j=EndValue(BBC);
do
{
URPV =
IIf(Ref(Close,i*-1)>Ref(Close,(i+1)*-1),Ref(Volume,(i*-1))*Ref(Close,(i*-1))-Ref(Close,(i+1)*-1),URPV);
DRPV =
IIf(Ref(Close,i*-1)<Ref(Close,(i+1)*-1),Ref(Volume,(i*-1))*Ref(Close,(i+1)*-1)-Ref(Close,(i*-1)),DRPV);
i++;
} while (i<j);
Alpha = URPV/DRPV; // Should be >1
// Calculate Beta
DRPV=0;
i=EndValue(BBH);
j=EndValue(BLH);
do
{
DRPV =
IIf(Ref(Close,i*-1)<Ref(Close,(i+1)*-1),Ref(Volume,(i*-1))*Ref(Close,(i+1)*-1)-Ref(Close,(i*-1)),DRPV);
i++;
} while (i<j);
Beta = URPV/DRPV;
Gamma = log(Alpha) + log(Beta) + delta;
AddColumn(LH,"Left Handle");
AddColumn(BH,"Bottom Handle");
AddColumn(BC,"Bottom Cup");
AddColumn(LC,"Left Cup");
AddColumn(ALPHA,"Alpha");
AddColumn(DELTA,"Delta");
AddColumn(BETA,"BETA");
AddColumn(GAMMA,"Gamma");
// Filter Criteria as follows:
// 1. Right side of handle must be at least 2 bars. NBHL>2
// 2. Bottom of the cup must be lower than the left top of the cup.
// 3. Left handle must be lower than or equal to the lect cup formation.
// 4. Bottom of the cup must be less than the left handle.
// 5. Bottom of the handle must be > 80% of the left handle + 20% of the bottom cup.
// 6. Start of cup/handle formation must be greater than precedding chart value. LC>LC
// 7. Minimum price and volume you can set any way you like.
Filter= NBLH>2 AND Close>BH AND BC<LC AND LH<=LC AND BC<LH AND BH<LH AND BH>.8*LH+.2*BC AND KC<LC AND Close>MinPrice AND MA(Volume,30) > MinVolume;
_SECTION_END();
