Hi everyone,

Here is a multitimeframe screener based on reversion of the LinearRegression slop;

but I cannot figure out how to implement a freshness of the signal

=> I want the screener to give me only the stocks where DOWN and UP (for both week and day) just occured in [0]

thanks for your help ;

Chris

// parameters
Length = 9

timeframe (weekly)

PenteRLWeek = LinearRegressionSlope[Length](close)
 
DOWNWeek = PenteRLWeek[2]>PenteRLWeek[1] and PenteRLWeek[0]>PenteRLWeek[1]
UPWeek = PenteRLWeek[2]<PenteRLWeek[1] and PenteRLWeek[1]>PenteRLWeek[0]

if DOWNWeek then
SignalWeek = 1
elsif UPWeek then
SignalWeek = -1
else
SignalWeek = 0
endif



timeframe (daily)

PenteRLDay = LinearRegressionSlope[10](close)

DOWNDAY = PenteRLDay[2]>PenteRLDay[1] and PenteRLDay[0]>PenteRLDay[1]
UPDAY = PenteRLDay[2]<PenteRLDay[1] and PenteRLDay[1]>PenteRLDay[0]

if DOWNDAY then
SignalDay = 1
elsif UPDAY then
SignalDay = -1
else
SignalDay = 0
endif

MinPrix = close >2.5
MinVolume = average[23](volume) > 200000

//
c1 = signalWeek = 1 and signalDay = 1
c2 = signalWeek = -1 and signalDay = -1


SCREENER [c1 or c2 and MinPrix and MinVolume](signalday as "signal")