Screener Regression Linéaire plus Fibonacci
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// REGRESSION LINEAIRE DROITE + FIBONACCI by Ivan le 30.05.2024 //PRC_Std and Ste LinRegChannel indicator //Standard Deviation and Standard Error //Linear Regression Channel //12.03.2019 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // Modifié par IVAN le 30.05.2024 (Fibo) defparam drawonlastbaronly=true defparam calculateonlastbars=1000 // --- settings lookback= 200 //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier colorRed = 255 colorGreen = 255 colorBlue = 0 // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n ///////////////////////////////////////// //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation else dat = ste[lookback]*NbDeviation endif drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured(colorRed,colorGreen,colorBlue)style(line,4)coloured("yellow") drawsegment(barindex[lookback],(a+b*lookback)+0.618*dat,barindex,a+b*0+0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,4)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.5*dat,barindex,a+b*0+0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.382*dat,barindex,a+b*0+0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.236*dat,barindex,a+b*0+0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured(colorRed,colorGreen,colorBlue)style(dottedline,5)coloured("blue") drawsegment(barindex[lookback],(a+b*lookback)-0.236*dat,barindex,a+b*0-0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.382*dat,barindex,a+b*0-0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.5*dat,barindex,a+b*0-0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.618*dat,barindex,a+b*0-0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,4)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-dat,barindex,a+b*0-dat) coloured(colorRed,colorGreen,colorBlue)style(line,4)coloured("yellow") Return customclose as " REGRESSION LINEAIRE + FIBO "Bonjour à tous
J’aimerai à partir de ce code avoir un screener qui me renvoie :
condition 1 = la ligne de régression linéaire est supérieure à la ligne d’il y a 50 jours (canal haussier)
condition 2 = le prix du jour croise à la hausse la ligne basse du canal de régression linéaire
J’ai bien essayé mais je tourne en rond !
merci pour votre aide
Ici vous avez le code
// --- settings lookback= 200 //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n ///////////////////////////////////////// //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation else dat = ste[lookback]*NbDeviation endif // Conditions // Condition 1: Linear regression line above the line from 50 days ago regressiontoday = a + b * 0 regression50daysago = a + b * 50 condition1 = regressiontoday > regression50daysago // Condition 2: Price crosses above the lower channel line lowerchannelline = a + b * 0 - dat condition2 = close crosses over lowerchannelline screener[condition1 and condition2]Bonjour à tous,
Le screener fonctionne bien mais j’aimerai réduire le nombre d’occurences , le système ne montrant que les 50 premiers résultats .
Comment faire pour avoir que les valeurs qui sont dans la moitié basse du canal.
Je joins une image de BNP, la zone voulue est celle de l’élipse verte claire.
bons trades.
Bonjour, Supertiti, j’ai personnellement et humblement testé l’indicateur en rajoutant une flèche… et je pense que ça repeint car par exemple “ENPH” le 24/07/24 a donné un signal et aujourd’hui le 26/07/24 la flèche n’est plus apparaît… …
Bonjour
Non il ne repeint pas si votre flêche n’apparait plus c’est à cause de “defparam DRAWONLASTBARONLY=true”
voici ce que cela donne en modifiant l’indicateur
// REGRESSION LINEAIRE DROITE + FIBONACCI by Ivan le 30.05.2024
//PRC_Std and Ste LinRegChannel indicator
//Standard Deviation and Standard Error
//Linear Regression Channel //12.03.2019
//Nicolas @ http://www.prorealcode.com //Sharing ProRealTime knowledge
// Modifié par IVAN le 30.05.2024 (Fibo)
defparam calculateonlastbars=1000
//defparam DRAWONLASTBARONLY=true
// — settings
lookback= lookback//200 //channel period
ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro
NbDeviation = 1 //Deviation multiplier
colorRed = 255
colorGreen = 255
colorBlue = 0
// — end of settings
sumx = 0
sumy = 0
sumxy = 0
sumx2 = 0
for cmpt = lookback downto 0 do
tmpx = cmpt
tmpy = close[cmpt]
sumy = sumy+tmpy
sumx = sumx+tmpx
sumx2 = sumx2 + (tmpx*tmpx)
sumxy = sumxy + (tmpy*tmpx)
next
n = lookback+1
if (sumx2 = sumx * sumx) then // protection to avoid infinite values
b = sumxy – sumx * sumy
else
b = (n * sumxy – sumx * sumy) / (n * sumx2 – sumx * sumx)
endif
a = (sumy – b * sumx) / n
/////////////////////////////////////////
//channel
if ChannelType = 1 then //Standard Deviation
dat = std[lookback]*NbDeviation
else
dat = ste[lookback]*NbDeviation
endif
if islastbarupdate then
drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured(colorRed,colorGreen,colorBlue)style(line,1)coloured(0,0,155)
drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“blue”)
drawsegment(barindex[lookback],(a+b*lookback)-dat,barindex,a+b*0-dat) coloured(colorRed,colorGreen,colorBlue)style(line,1)coloured(0,0,155)
if fibo=1 then
drawsegment(barindex[lookback],(a+b*lookback)+0.618*dat,barindex,a+b*0+0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“green”)
drawsegment(barindex[lookback],(a+b*lookback)+0.5*dat,barindex,a+b*0+0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“green”)
drawsegment(barindex[lookback],(a+b*lookback)+0.382*dat,barindex,a+b*0+0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“green”)
drawsegment(barindex[lookback],(a+b*lookback)+0.236*dat,barindex,a+b*0+0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“green”)
drawsegment(barindex[lookback],(a+b*lookback)-0.236*dat,barindex,a+b*0-0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“red”)
drawsegment(barindex[lookback],(a+b*lookback)-0.382*dat,barindex,a+b*0-0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“red”)
drawsegment(barindex[lookback],(a+b*lookback)-0.5*dat,barindex,a+b*0-0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“red”)
drawsegment(barindex[lookback],(a+b*lookback)-0.618*dat,barindex,a+b*0-0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“red”)
endif
endif
// Conditions
// Condition 1: Linear regression line above the line from 50 days ago
regressiontoday = a + b * 0
regression50daysago = a + b * 50condition1 = regressiontoday > regression50daysago
// Condition 2: Price crosses above the lower channel line
lowerchannelline = a + b * 0 – dat
condition2 = close crosses over lowerchannelline
if condition2 then
DRAWARROWUP(barindex,lowerchannelline)
endifReturn customclose as “Regression Linéaire+Fibonacci “
Bonjour à tous,
merci Jacques pour ton aide le code fonctionne bien, je met la ligne en clair ci-dessous pour ceux qui comme moi on du mal avec le code
condition2 = close<(a + b * 0) and low>= lowerchannelline
@ FR7 je vais faire une photo et la regarder dans 8 jours , c’est ma façon de voir si un code repeint ou pas ? merci por l’avoir signalé
Bons trades à tous dans ces moments si délicats.
jacquesgermain thanked this post
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Topic Details
| Forum: | ProScreener : Scanners de Marché & Détection |
| Language: | French |
| Started: | 07/23/2024 |
| Status: | Active |
| Attachments: | 5 files |
