oui c’est absolument cela Roberto que je cherche à faire ; c’est une piste ! et ce n’est pas grave pour la lenteur, les machines ne sont pas payées à l’heure 😉

Hello Rberto, Nouvelle version sans erreur mais ne retourne rien ;-(

Vous voyez pourquoi ? (ne tenez pas compte des commentaires qui ne correspondent plus)

on va y arriver !

// 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=2.5
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.

// Highest close past 25 days. 

LH = highest[25](close)
BLH = 0

For i = 25 downto 0 do

if high[i] = LH then
BLH=i // ( Tells us # of bars that have past since high reached. Used to determine Lowest bar.
else
LH = LH
BLH = BLH
endif

Next

// Lowest close since the highest value was reached/
BH = lowest[BLH](Close)
BBH = 0

For j = BLH downto 0 do

if low[j] = BH then
BBH=j // number of bars that have past since lowest value. 
else
BH=BH
BBH = BBH
endif

Next

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).
// look at 25 bars since the left side of handle.

BC = lowest[BLH+25](close)
BBC = 0

For k = BLH + 25 downto BLH do 

if low[k] = BC then
BBC = k // number of bars that have past since lowest value.
else
BBC = BBC
endif

Next

 
// get the left side of the cup.
//LC = 0
For m =145 + BBC downto  BBC do
BLC = 0

if high[m-1]< high[m] then
LC = high[m]
BLC = m
else
LC=LC
endif
Next
//
//// Get highest value before left side of cup started to form.
//

//KC = 0
//BKC = 0
For n= barindex downto BLC do
if high[n-1]< high[n] then
KC=high[n]
//BKC=n
else
KC=KC
endif
Next
 
 
 
//
Delta= LC/KC
//
////Calculate the up/down relative price value during time frame RC (Right Cup Formation)
DRPV=0
URPV=DRPV
 

For i=BLH to BBC do
 
If Close[i] > Close[i+1] then
URPV = Volume[i]*Close[i]- Close[i+1]
else
UPRV=UPRV
endif
 
If Close[i] < Close[i+1] then
DRPV = Volume[i]*(Close[i+1]-Close[i])
 
else
DRPV = DRPV
endif
 
Next

Alpha = URPV/DRPV // Should be >1
 
// Calculate Beta
 
 
For j=BBH to BLH do
If Close[j]< Close[j+1] then
DRPV = Volume[i]*(Close[i+1]-Close[i])
 
else
DRPV=DRPV
endif
Next
 
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.
 
 
Screener [ NBLH>2 AND Close>BH AND BC<LC AND LH<=LC AND BC<LH AND BH<LH AND (BH>0.8*LH+0.2*BC) AND KC<LC AND Close>MinPrice AND average[30](Volume) > MinVolume and alpha > 1 and beta> 1](Gamma as "gamma")

Hello Roberto, je n’avais pas vu votre code avant de reposter (il me semble que ce serait plutôt [message supprimé, problème de formattage] non ?)

Pour la clareté du code et pour simplifier le travail de checking de vous-même et de Nicolas j’ai repris et adapté un code déjà créé pour identifier  par PRC concernant les bars (ci-dessous) ;

cela vous semble-t-il plus clair ? mais le résultat ne retourne toujours rien.

// 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=2.5
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.

// Highest close past 25 days.

LH = highest[25](close)
RangLH = 0

For i = 0 to 24 do
if high[i] <> LH then
continue
elsif high[i] = LH then
indexLH = barindex[i]
RangLH=barindex[0]-IndexLH // determines Lowest bar #.
break
endif
Next

// Lowest close since the highest value was reached/
BH = lowest[RangLH](Close)
RangBH = 0

For j = 0 to RangLH do
if low[j] <> BH then
continue
elsif low[j] = BH then
IndexBH = barindex[j]
RangBH=barindex[0]-IndexBH
break
endif

Next

NLH=RangLH-RangBH // this is the number of bars in the formation of the left side handle. NRangLH 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).
// look at 25 bars since the left side of handle.

BC = lowest[RangLH+25](close)
RangBC = 0

For k = RangLH to RangLH+ 25 do

if low[k] <> BC then
continue
elsif low[k] = BC then
IndexBC = barindex[k]
RangBC =barindex[0]-IndexBC
break
endif

Next

// get the left side of the cup.
LC = 0
RangLC = 0
For m =RangBC to RangBC+145 do

if high[m+1]< high[m] then
continue
else
IndexLC = barindex[m+1]
LC = high[m+1]
RangLC = barindex[0]-IndexLC

endif
Next
//
//// Get highest value before left side of cup started to form.
//

KC = 0
//BKC = 0
For n= RangLC to barindex do
if high[n+1]< high[n] then
continue
else
//IndexKC = barindex[n+1]
KC = high[n+1]
//RangKC = barindex[0]-IndexKC
//BKC=n

endif
Next

Delta= LC/KC

//Calculate the up/down relative price value during time frame RC (Right Cup Formation)
DRPV=0
URPV=DRPV

For o=RangLH to RangBC do

If Close[o] > Close[o+1] then
URPV = Volume[o]*(Close[o]- Close[o+1])
else
UPRV=UPRV
endif

If Close[o] < Close[o+1] then
DRPV = Volume[o]*(Close[o+1]-Close[o])

else
DRPV = DRPV
endif

Next

Alpha = URPV/DRPV // Should be >1
//
// Calculate Beta

For p=RangBH to RangLH do
If Close[p]< Close[p+1] then
DRPV = Volume[i]*(Close[i+1]-Close[i])

else
DRPV=DRPV
endif
Next

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.

Screener [ NLH>2 AND Close>BH AND BC<LC AND LH<=LC AND BC<LH AND BH<LH AND (BH>0.8*LH+0.2*BC) AND KC<LC AND Close>MinPrice AND average[30](Volume) > MinVolume and alpha > 1 and beta> 1](Gamma as "gamma")

NB : 00-CUP-HANDLE-DAY-INDICATOR-1.itf est le bon : il y a une coquille dans l’autre fichier ;