Bonjour,

J’essaie depuis un moment de convertir l’indicateur “Range Filter” en screener qui sélectionnera les actions passant du rouge au vert avec un minimum de volume échangé de 30 000 actions.

J’ai un compte fin de journée et non en temps réel.

Pour rappel, voici le code de l’indicateur

//PRC_Range Filter | indicator
//06.10.2020
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

// --- settings
ftype = 1 //Filter Type (1 or 2?)
rngqty   = 2.618 //Range Size
rngscale = 6 //Range Scale (1=Points, 2=Pips, 3=Ticks, 4=% of Price, 5=ATR, 6=Average Change, 7=Standard Deviation
rngper = 14 //Range Period (for ATR, Average Change, and Standard Deviation)
smoothrange = 1 //Smooth Range (0=false ; 1=true)
smoothper   = 27 //Smoothing Period
movsrc = 1  //Movement Source (0=Wicks, 1=Close)
//--- end of settings

once rngfilt=close
if barindex>max(rngper,smoothper) then
 //Range Size Function
 rngscale=max(1,min(rngscale,7))
 if rngscale=1 then
  scale = rngqty*pointsize
 elsif rngscale=2 then
  scale = rngqty*.0001
 elsif rngscale=3 then
  scale = rngqty*ticksize
 elsif rngscale=4 then
  scale = close*rngqty/100
 elsif rngscale=5 then
  scale = rngqty*average[rngper,1](tr)
 elsif rngscale=6 then
  scale = rngqty*average[rngper,1](abs(close-close[1]))
 elsif rngscale=7 then
  scale = STD[rngper](close)
 endif

 if smoothrange then
  r=average[smoothper,1](scale)
 else
  r=scale
 endif

 hh=close
 ll=close
 if movsrc<>1 then
  hh=high
  ll=low
 endif
  if ftype=1 then
   if hh>rngfilt[1] then
    if (hh-r)<rngfilt[1] then
     rngfilt=rngfilt[1]
    else
     rngfilt=hh-r
    endif
  elsif (ll+r)>rngfilt[1] then
   rngfilt=rngfilt[1]
  else
   rngfilt=ll+r
  endif
 else //ftype<>1
  if hh>=rngfilt[1]+r then
   rngfilt=(rngfilt[1]) + floor(abs(hh - (rngfilt[1]))/r)*r
  elsif ll<=rngfilt[1]-r then
   rngfilt=(rngfilt[1]) - floor(abs(ll - (rngfilt[1]))/r)*r
 else
  rngfilt=rngfilt[1]
 endif
endif

hiband    = rngfilt + r
loband    = rngfilt - r

if rngfilt>rngfilt[1] then
 upward=1
 downward=0
endif
if rngfilt<rngfilt[1] then
 upward=0
 downward=1
endif

 //Direction Conditions & colors
 if upward then
  cr=5
  cg=255
  cb=155
 endif
 if downward then
  cr=255
  cg=5
  cb=131
 endif

 if (close > rngfilt) and (close > (close[1])) and (upward > 0) then
  br=5
  bg=255
  bb=155
  //#05ff9b
 elsif (close > rngfilt) and (close <= (close[1])) and (upward > 0) then
  br=0
  bg=179
  bb=107
  //#00b36b
 elsif (close < rngfilt) and (close < (close[1])) and (downward > 0) then
  br=255
  bg=5
  bb=131
  //#ff0583
 elsif (close < rngfilt) and (close >= (close[1])) and (downward > 0) then
  br=184
  bg=0
  bb=93
  //#b8005d
 else
  br=204
  bg=204
  bb=204
 endif
 drawcandle(open,high,low,close) coloured(br,bg,bb) bordercolor(0,0,0)

 //Band Fills
 drawtriangle(barindex[1],hiband[1],barindex,rngfilt,barindex[0],hiband[0]) coloured(0,179,107,85) bordercolor(0,179,107,0)
 drawtriangle(barindex[1],hiband[1],barindex[1],rngfilt[1],barindex[0],rngfilt[0]) coloured(0,179,107,85) bordercolor(0,179,107,0)
 drawtriangle(barindex[1],loband[1],barindex,rngfilt,barindex[0],loband[0]) coloured(184,0,93,85) bordercolor(184,0,93,0)
 drawtriangle(barindex[1],loband[1],barindex[1],rngfilt[1],barindex[0],rngfilt[0]) coloured(184,0,93,85) bordercolor(184,0,93,0)
endif


return rngfilt coloured(cr,cg,cb) style(line,3) as "Filter"

Merci pour votre aide.

Manu

Indicateur-Range-Filter.png