Screener Détection Figure Tasse et Anse

• 07/23/2018 at 8:17 PM #76549
  Meta Signals Pro

  J’ai tenté autre chose sachant que je n’avais pas compris que Barindex s’inscrémentait depuis la première barre jusqu’à l’actuelle ;

  Mais j’ai toujours un message d’erreur d’offset négatif …

  Quelqu’un voit le problème ?

   

   

  // 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. LH=highest[25](Close) // Highest close past 25 days. BLH=barindex-barindex[LH] // Tells us # of bars that have past since high reached. Used to determine Lowest bar. BH=lowest[BLH](Close) // Lowest close since the highest value was reached/ BBH=barindex-barindex[BH] // number of bars that have past since lowest value. NBLH=abs(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=lowest[BLH+25](close) // look at 25 bars since the left side of handle. BBC=barindex-barindex[BC] // get the left side of the cup. // For index1=145+BBC downto BBC do if high[index1]> high[index1-1] then LC=high[index1] BLC=barindex-barindex[LC] else LC=LC endif Next // //// Get highest value before left side of cup started to form. // //once BKC =0 For index2 = barindex downto BLC do if high[index2]> high[index2-1] then KC=high[index2] //BKC=barindex[KC] 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 DRPV=0 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")

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132

  // 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. LH=highest[25](Close) // Highest close past 25 days. BLH=barindex-barindex[LH] // Tells us # of bars that have past since high reached. Used to determine Lowest bar. BH=lowest[BLH](Close) // Lowest close since the highest value was reached/ BBH=barindex-barindex[BH] // number of bars that have past since lowest value. NBLH=abs(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=lowest[BLH+25](close) // look at 25 bars since the left side of handle. BBC=barindex-barindex[BC] // get the left side of the cup. //   For index1=145+BBC downto  BBC do if high[index1]> high[index1-1] then LC=high[index1] BLC=barindex-barindex[LC] else LC=LC endif Next // //// Get highest value before left side of cup started to form. //   //once BKC =0 For index2 = barindex downto BLC do if high[index2]> high[index2-1] then KC=high[index2] //BKC=barindex[KC] 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 DRPV=0   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")

   

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  07/23/2018 at 8:47 PM #76553
  robertogozzi

  A la ligne 23, la variable LH aura une valeur, si vous êtes sur le DAX, environ 12500, donc la ligne suivante sera, par exemple à la première barre:
  BLH = 1-12500, donc la valeur de BLH ne peut être que négative!
  Donc, la ligne 26 sera:
  BH = lowest [-12499](close)
  Ça ne peut pas marcher!

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16465

  Been thanked: 3641 times
  07/24/2018 at 9:03 AM #76570
  Meta Signals Pro

  Hello Roberto,

  Je ne comprends pas car sauf erreur :

  LH=highest[25](Close) => renvoie le plus bas sur les 25 dernières barres : par ex 12500 sur le DAX (même si je ne l’ai pas lancé sur ce support)

  BLH=barindex–barindex[LH] => renvoie : le numero de la dernière barre affichée dans l’unité de temps – le numero de la barre correspondant à ce low sur les 25 dernières barres

  => donc ca ne donne pas (1-12500) mais si Barindex = 250 par ex et si barindex[LH] = 240

  => 250-240 = 10

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  07/24/2018 at 9:46 AM #76580
  robertogozzi

  La variable LH contiendra le cours de clôture inférieur aux 25 dernières barres, il peut être 12500 ou 1.2000 ou 85.43, etc …, donc 1 – cette valeur ne peut être que négative!

  Si vous voulez éviter un décalage négatif, vous devez, avec IF …. ENDIF, exécuter cette ligne uniquement lorsque BARINDEX >= LH.

   

  1 user thanked author for this post.

  Meta Signals Pro

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16465

  Been thanked: 3641 times
  07/24/2018 at 12:32 PM #76605
  Meta Signals Pro

  quelque chose m’échappe Roberto :

  => Barindex[LH] est forcément < à Barindex => c’est les nombre de barres maximal ; Barindex ne renvoie pas une valeur de prix ;

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  07/24/2018 at 3:25 PM #76617
  robertogozzi

  Ce n’est pas BARINDEX qui contient un prix, c’est la variable LH, à laquelle vous avez affecté un prix à la ligne 23, au lieu de lui donner un indice!
  BARINDEX [[LH] sera:

  •  (sur le Dax)   BARINDEX [12500]
  • (sur EurUsd) BARINDEX [1.2000]   // n’accepte que des nombres entiers!
    

  par conséquent, sur les premières 12499 barres, le résultat de la ligne 24, c’est-à-dire BLH, ne peut être que négatif (-12499, -12498, -12497, …..).

  Je suggère toujours d’attendre jusqu’à ce que Nicolas puisse terminer la conversion du code.

  1 user thanked author for this post.

  Meta Signals Pro

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16465

  Been thanked: 3641 times
  07/25/2018 at 8:44 AM #76670
  robertogozzi

  Peut-être que vous, à la ligne 23, et dans d’autres, voudriez-vous que LH contienne le numéro de la bougie où le minimum le plus bas se situe entre les 25 derniers, n’est-ce pas?
  Non, LOWEST renvoie un prix, pas un index de l’endroit où il s’est produit!
  PRT n’a pas de fonction pour savoir dans quel bougie un certain événement s’est produit, vous devez utiliser une boucle FOR …. NEXT pour examiner les bougies passées et découvrir! C’est une opération plus complexe et ça ralentit beaucoup le code!

   

  1 user thanked author for this post.

  Meta Signals Pro

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16465

  Been thanked: 3641 times
  07/25/2018 at 10:21 AM #76684
  Meta Signals Pro

  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 😉

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  07/25/2018 at 10:49 AM #76689
  robertogozzi

  Je peux vous donner un exemple sur la façon de trouver la bougie que vous voulez à la ligne 23, pour les suivantes, vous devrez copier ce code et l’adapter vous-même:

  LowestPrice = 999999 //Cette variable est utilisée uniquement pour la boucle FOR ... NEXT FOR i = 0 TO 24 //25 bougies IF low[i] < LowestPrice THEN LH = BarIndex[i] //LH contiendra le numéro de bougie où le minimum le plus bas a été trouvé LowestPrice = low[i] ENDIF NEXT

  1 2 3 4 5 6 7

  LowestPrice = 999999            //Cette variable est utilisée uniquement pour la boucle FOR ... NEXT FOR i = 0 TO 24                 //25 bougies    IF low[i] < LowestPrice THEN       LH          = BarIndex[i] //LH contiendra le numéro de bougie où le minimum le plus bas a été trouvé       LowestPrice = low[i]    ENDIF NEXT

  Les machines ne sont pas payées à l’heure, mais … si vous êtes devant l’écran, avec 4-5 graphiques chacun avec des unités de temps différentes et vous voulez passer à un autre instrument … vous verrez que le ralentissement sera impossible à supporter!

  Parce que le problème n’est pas un cycle lui-même, il s’agit de nombreux cycles dans les lignes suivantes!

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16465

  Been thanked: 3641 times
  07/25/2018 at 11:43 AM #76695
  Meta Signals Pro

  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")

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165

  // 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")

   

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  07/25/2018 at 12:26 PM #76704
  robertogozzi

  Ligne 23 (et autres si nécessaire) Vous ne l’avez pas remplacé par le mien, vous l’avez laissé tel quel et vous avez ajouté une boucle que je ne comprends pas.

  Retirez-le ou commentez et remplacez-le par les 7 lignes de mon code.

  Répétez l’opération pour toute autre ligne où elle est nécessaire, en changeant la condition LOWEST ou HIGHEST etc …

   

  1 user thanked author for this post.

  Meta Signals Pro

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16465

  Been thanked: 3641 times
  07/26/2018 at 2:37 PM #76808
  Meta Signals Pro

  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")

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163

  // 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")

   

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  08/01/2018 at 5:20 PM #77355
  Meta Signals Pro

  Bonjour à tous,

  Bon voilà ma faible contribution à la communauté ; ce n’est sans doute pas parfait mais ça fonctionne ; -) Cela demande à être amélioré ;

  Il faudrait faire plusieurs choses pour l’optimiser qui dépasse ma compétence :

  • rajouter une condition pour que des plus hauts ne se forment pas entre le haut de l’anse (LH = Left Handle) et le base de la coupe (BC = Bottom Cup)
  • rajouter une condition pour que des plus bas ne se forment pas entre le bas de la coupe (BC ) et le haut de la coupe (LC = Left Cup)
  • peaufiner une condition sur les volumes qui doivent s’incrémenter de BC à LH puis baisser de LH au bas de l’anse (BH = Bottom Handle)

   

  Par ailleurs, j’ai développé l’indicateur qui permet de repérer LH / BC / LH / BH ; il ne marche qu’en Daily ;

  • je ne comprends pas pourquoi il se décale en weekly ;

   

  Merci de vos remarques et améliorations

  Kris

   

  Timeframe (daily) MinPrice= close > 2.5 MinVolume= average[23](Volume) > 2000 // LEFT HANDLE/////////////////////// LH = highest[24](high) For i = 0 to 24 do if high[i] = LH then indexLH = i break endif Next //BOTTOM HANDLE/////////////////////// BH = lowest[1+indexLH](low) For j = 0 to indexLH do if low[j] = BH then IndexBH = j break endif Next NLH=IndexLH-IndexBH // BOTTOM CUP////////////////////// BC = low[indexLH] For k = indexLH to IndexLH+25 do if low[k+1] > BC then indexBC = indexBC elsif low[k+1] < BC then BC = low[k+1] IndexBC = k+1 endif Next // LEFT CUP LC = high[indexBC] For m =IndexBC to IndexBC+145 do if high[m+1]< LC then LC = LC elsif high[m+1]> LC then LC = high[m+1] IndexLC = m+1 endif Next // LEFT OF THE CUP KC = low[indexLC] For n= IndexLC to IndexLC + 50 do if low[n+1]> KC then KC = KC elsif low[n+1] < KC then KC = low[n+1] endif Next Delta= LC/KC DRPV1=0 URPV1=0 For o=IndexBC downto IndexLH do If Close[o+1] < Close[o] then URPV1 = Volume[o]*(Close[o]- Close[o+1])+URPV1 else UPRV1=UPRV1 endif If Close[o] < Close[o+1] then DRPV1 = Volume[o]*(Close[o+1]-Close[o])+DRPV1 else DRPV1 = DRPV1 endif Next Alpha = URPV1/DRPV1 // Should be >1 AmplitudeMax = Max(LC,LH)/Min(KC,BC)<1.3 //// //// Calculate Beta //DRPV2=0 //URPV2=0 // //// //For p=IndexLH downto IndexBH do //If Close[p+1] > Close[p] then //URPV2 = Volume[p]*(Close[p+1]-Close[p])+URPV2 // //else //URPV2=URPV2 //endif // //If Close[p+1]< Close[p] then //DRPV2 = Volume[p+1]*(Close[p+1]-Close[p])+DRPV2 // //else //DRPV2=DRPV2 //endif //Next // //Beta = DRPV2/URPV2 //Gamma = log(Alpha) + log(Beta) + delta screener [NLH > 2 AND Close>BH AND BC<LC AND LC>0.97*LH AND LC < 1.03*LH and BC<LH AND BH<LH and delta>1 and BH>0.8*LH and BH>BC AND alpha > 1 and MinPrice AND MinVolume and AmplitudeMax](IndexLH as "rang")//AND (BH>0.8*LH+0.2*BC)and beta> 1

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130

  Timeframe (daily)   MinPrice= close > 2.5 MinVolume= average[23](Volume) > 2000     // LEFT HANDLE///////////////////////   LH = highest[24](high)   For i = 0 to 24 do if high[i] = LH then indexLH = i break endif Next     //BOTTOM HANDLE///////////////////////   BH = lowest[1+indexLH](low)   For j = 0 to indexLH do if low[j] = BH then IndexBH = j break endif Next   NLH=IndexLH-IndexBH     // BOTTOM CUP//////////////////////   BC = low[indexLH]   For k = indexLH to IndexLH+25 do if low[k+1] > BC then indexBC = indexBC elsif low[k+1] < BC then BC = low[k+1] IndexBC = k+1 endif Next     // LEFT CUP   LC = high[indexBC]   For m =IndexBC to IndexBC+145 do if high[m+1]< LC then LC = LC elsif high[m+1]> LC then LC = high[m+1] IndexLC = m+1 endif Next     // LEFT OF THE CUP   KC = low[indexLC]   For n= IndexLC  to IndexLC + 50 do if low[n+1]> KC then KC = KC elsif low[n+1] < KC then KC = low[n+1]   endif Next       Delta= LC/KC   DRPV1=0 URPV1=0     For o=IndexBC downto IndexLH do   If Close[o+1] < Close[o] then URPV1 = Volume[o]*(Close[o]- Close[o+1])+URPV1 else UPRV1=UPRV1 endif   If Close[o] < Close[o+1] then DRPV1 = Volume[o]*(Close[o+1]-Close[o])+DRPV1   else DRPV1 = DRPV1 endif   Next   Alpha = URPV1/DRPV1 // Should be >1   AmplitudeMax = Max(LC,LH)/Min(KC,BC)<1.3   //// //// Calculate Beta   //DRPV2=0 //URPV2=0 // //// //For p=IndexLH downto IndexBH do //If Close[p+1] > Close[p] then //URPV2 = Volume[p]*(Close[p+1]-Close[p])+URPV2 // //else //URPV2=URPV2 //endif // //If Close[p+1]< Close[p] then //DRPV2 = Volume[p+1]*(Close[p+1]-Close[p])+DRPV2 // //else //DRPV2=DRPV2 //endif //Next // //Beta = DRPV2/URPV2   //Gamma = log(Alpha) + log(Beta) + delta   screener [NLH > 2 AND Close>BH AND BC<LC AND LC>0.97*LH AND LC < 1.03*LH and BC<LH AND BH<LH and delta>1 and BH>0.8*LH and BH>BC AND alpha > 1  and MinPrice AND MinVolume and AmplitudeMax](IndexLH as "rang")//AND (BH>0.8*LH+0.2*BC)and beta> 1

   

  DefParam DrawOnLastBarOnly = true // LEFT HANDLE/////////////////////// LH = highest[24](high) For i = 0 to 24 do if high[i] = LH then indexLH = i DRAWARROWDOWN(barindex-i,LH)coloured(255,0,0) break endif Next DRAWVLINE(barindex-indexLH)coloured(255,0,0) //BOTTOM HANDLE/////////////////////// BH = lowest[1+indexLH](low) For j = 0 to indexLH do if low[j] = BH then IndexBH = j DRAWARROWUP(barindex-j,BH)coloured(255,192,203) break endif Next DRAWVLINE(barindex-indexBH)coloured(255,0,0) // BOTTOM CUP////////////////////// BC = low[indexLH] For k = indexLH to IndexLH+25 do if low[k+1] > BC then indexBC = indexBC elsif low[k+1] < BC then BC = low[k+1] IndexBC = k+1 endif Next For k = indexLH to IndexLH+25 do if low[k+1] = BC then DRAWARROWUP(barindex-(k+1),BC)coloured(255,255,0) endif Next DRAWVLINE(barindex-indexBC)coloured(0,0,255) // LEFT CUP LC = low[indexBC] For m =IndexBC to IndexBC+145 do if high[m+1]< LC then LC = LC elsif high[m+1]> LC then LC = high[m+1] IndexLC = m+1 endif Next DRAWARROWDOWN(barindex-(IndexLC),LC)coloured(255,255,0) DRAWVLINE(barindex-indexLC)coloured(255,255,0) KC = low[indexLC] For n= IndexLC to IndexLC+50 do if low[n+1]> KC then KC = KC elsif low[n+1] < KC then KC = low[n+1] IndexKC = n+1 endif Next DRAWARROWUP(barindex-(IndexKC),KC)coloured(0,0,0) DRAWVLINE(barindex-indexKC)coloured(0,100,0) Return IndexLC

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96

  DefParam DrawOnLastBarOnly = true     // LEFT HANDLE///////////////////////     LH = highest[24](high)   For i = 0 to 24 do if high[i] = LH then indexLH = i DRAWARROWDOWN(barindex-i,LH)coloured(255,0,0) break endif Next   DRAWVLINE(barindex-indexLH)coloured(255,0,0)     //BOTTOM HANDLE///////////////////////   BH = lowest[1+indexLH](low)     For j = 0 to indexLH do if low[j] = BH then IndexBH = j DRAWARROWUP(barindex-j,BH)coloured(255,192,203) break endif Next   DRAWVLINE(barindex-indexBH)coloured(255,0,0)     // BOTTOM CUP//////////////////////   BC = low[indexLH]   For k = indexLH to IndexLH+25 do   if low[k+1] > BC then indexBC = indexBC elsif low[k+1] < BC then BC = low[k+1] IndexBC = k+1 endif Next       For k = indexLH to IndexLH+25 do   if low[k+1] = BC then DRAWARROWUP(barindex-(k+1),BC)coloured(255,255,0) endif Next   DRAWVLINE(barindex-indexBC)coloured(0,0,255)     // LEFT CUP   LC = low[indexBC]   For m =IndexBC to IndexBC+145 do if high[m+1]< LC then LC = LC elsif high[m+1]> LC then LC = high[m+1] IndexLC = m+1 endif Next   DRAWARROWDOWN(barindex-(IndexLC),LC)coloured(255,255,0) DRAWVLINE(barindex-indexLC)coloured(255,255,0)     KC = low[indexLC]   For n= IndexLC  to IndexLC+50 do if low[n+1]> KC then KC = KC elsif low[n+1] < KC then KC = low[n+1] IndexKC = n+1   endif Next   DRAWARROWUP(barindex-(IndexKC),KC)coloured(0,0,0) DRAWVLINE(barindex-indexKC)coloured(0,100,0)       Return  IndexLC

   

  1 user thanked author for this post.

  Nicolas

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  08/01/2018 at 5:37 PM #77360
  Meta Signals Pro

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

  1 user thanked author for this post.

  Nicolas

  

  Meta Signals Pro

  Participant

  Topics: 40

  Replies: 310

  Been thanked: 37 times
  08/07/2018 at 9:40 AM #77693
  Nicolas

  Bravo Kris75 ! Excellent travail et j’apprécie beaucoup le retour et le partage. Je viens de tester tes codes, il y a en effet une avancée majeure dans la détection de la figure.

  Concernant tes demandes:

  1. rajouter une condition pour que des plus hauts ne se forment pas entre le haut de l’anse (LH = Left Handle) et le base de la coupe (BC = Bottom Cup)
  2. rajouter une condition pour que des plus bas ne se forment pas entre le bas de la coupe (BC ) et le haut de la coupe (LC = Left Cup)

  Pour le 1/ , donc simplement que LH>BC ? et pour le 2/ que BC<LC ?

  Puisque la détection de ces points est correct, selon le code original, j’ai un peu de mal à suivre 🙂

  L’image d’exemple que tu as fourni est un cas parfait de la figure non ? Donc il faudrait “simplement” s’assurer que les points détectés forment ce même type d’alignement vertical ? exemple: point A > point B et point B <= point C, etc….

  1 user thanked author for this post.

  Meta Signals Pro

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4739 times
• Author
  Posts