Super Trend AI Clustering

• 11/21/2025 at 7:53 AM #253841
  Alai-n

  //---------------------------------------------------------------// //SuperTrend AI Clustering //version = 2 //02.06.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //---------------------------------------------------------------// //-----Inputs----------------------------------------------------// //---------------------------------------------------------------// //length=10 // ATR length //minMult=1 //maxMult=5 //step=0.5 //perfAlpha=10 // Performance memory //fromCluster=1 // 1=best 2=average 3=worst maxiter=10 // Número máximo de iteraciones de clustering epsilon=0.0001 // Precisión para simular convergencia //---------------------------------------------------------------// //-----Average True Range----------------------------------------// //---------------------------------------------------------------// atr=averagetruerange[length](close) //---------------------------------------------------------------// //-----Supertrend cálculo múltiple-------------------------------// //---------------------------------------------------------------// $holderUpper[0]=(high+low)/2 $holderLower[0]=(high+low)/2 $holderOutput[0]=0 $holderPerf[0]=0 $holderFactor[0]=0 $holderTrend[0]=0 $factors[0]=0 if barindex=0 then n=0 for i=0 to floor((maxMult-minMult)/step) do $factors[n+1]=(minMult+i*step) $holderUpper[n+1]=(high+low)/2 $holderLower[n+1]=(high+low)/2 $holderOutput[n+1]=0 $holderPerf[n+1]=0 $holderFactor[n+1]=0 $holderTrend[n+1]=0 n=n+1 next endif k=0 for factor=0 to floor((maxMult-minMult)/step) do up=(high+low)/2+atr*factor dn=(high+low)/2-atr*factor if close > $holderUpper[k] then $holderTrend[k]=1 elsif close < $holderUpper[k] then $holderTrend[k]=0 else $holderTrend[k]=$holderTrend[k] endif if close[1]<$holderUpper[k] then $holderUpper[k]=min(up,$holderUpper[k]) else $holderUpper[k]=up endif if close[1]>$holderLower[k] then $holderLower[k]=max(dn,$holderLower[k]) else $holderLower[k]=dn endif if (close[1]-$holderOutput[k])>0 then diff=1 elsif (close[1]-$holderOutput[k])<0 then diff=-1 else diff=0 endif $holderPerf[k]=$holderPerf[max(0,k-1)]+2/(perfAlpha+1)*((close-close[1])*diff-$holderPerf[max(0,k-1)]) if $holderTrend[k]=1 then $holderOutput[k]=$holderLower[k] else $holderOutput[k]=$holderUpper[k] endif $holderFactor[k] = $factors[k] k=k+1 next //---------------------------------------------------------------// //-----K-means con convergencia----------------------------------// //---------------------------------------------------------------// centroid1 = 0 centroid2 = 0 centroid3 = 0 count = k FOR i = 0 TO count - 1 DO IF i < count / 3 THEN centroid1 = centroid1 + $holderPerf[i] ELSIF i < 2 * count / 3 THEN centroid2 = centroid2 + $holderPerf[i] ELSE centroid3 = centroid3 + $holderPerf[i] ENDIF NEXT centroid1 = centroid1 / (count / 3) centroid2 = centroid2 / (count / 3) centroid3 = centroid3 / (count / 3) converged = 0 iter = 0 WHILE iter < maxiter AND converged = 0 DO old1 = centroid1 old2 = centroid2 old3 = centroid3 $cluster1Perf[0] = 0 $cluster2Perf[0] = 0 $cluster3Perf[0] = 0 $cluster1Factors[0] = 0 $cluster2Factors[0] = 0 $cluster3Factors[0] = 0 FOR i = 0 TO count - 1 DO dist1 = abs($holderPerf[i] - centroid1) dist2 = abs($holderPerf[i] - centroid2) dist3 = abs($holderPerf[i] - centroid3) IF dist1 <= dist2 AND dist1 <= dist3 THEN $cluster1Perf[$cluster1Perf[0]+1] = $holderPerf[i] $cluster1Factors[$cluster1Factors[0]+1] = $holderFactor[i] $cluster1Perf[0] = $cluster1Perf[0] + 1 $cluster1Factors[0] = $cluster1Factors[0] + 1 ELSIF dist2 <= dist1 AND dist2 <= dist3 THEN $cluster2Perf[$cluster2Perf[0]+1] = $holderPerf[i] $cluster2Factors[$cluster2Factors[0]+1] = $holderFactor[i] $cluster2Perf[0] = $cluster2Perf[0] + 1 $cluster2Factors[0] = $cluster2Factors[0] + 1 ELSE $cluster3Perf[$cluster3Perf[0]+1] = $holderPerf[i] $cluster3Factors[$cluster3Factors[0]+1] = $holderFactor[i] $cluster3Perf[0] = $cluster3Perf[0] + 1 $cluster3Factors[0] = $cluster3Factors[0] + 1 ENDIF NEXT centroid1 = 0 centroid2 = 0 centroid3 = 0 IF $cluster1Perf[0] > 0 THEN FOR i = 1 TO $cluster1Perf[0] DO centroid1 = centroid1 + $cluster1Perf[i] NEXT centroid1 = centroid1 / $cluster1Perf[0] ENDIF IF $cluster2Perf[0] > 0 THEN FOR i = 1 TO $cluster2Perf[0] DO centroid2 = centroid2 + $cluster2Perf[i] NEXT centroid2 = centroid2 / $cluster2Perf[0] ENDIF IF $cluster3Perf[0] > 0 THEN FOR i = 1 TO $cluster3Perf[0] DO centroid3 = centroid3 + $cluster3Perf[i] NEXT centroid3 = centroid3 / $cluster3Perf[0] ENDIF IF abs(centroid1 - old1) < epsilon AND abs(centroid2 - old2) < epsilon AND abs(centroid3 - old3) < epsilon THEN converged = 1 ENDIF iter = iter + 1 WEND //---------------------------------------------------------------// //-----Cluster seleccionado y nuevo Supertrend-------------------// //---------------------------------------------------------------// finalFactor = 0 finalPerf = 0 perf = 0 fact = 0 IF fromCluster = 1 THEN // Best IF centroid1 > max(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) if lastset($cluster1Perf) > 0 then finalPerf = perf / lastset($cluster1Perf) else finalPerf = 0 endif ELSIF centroid2 > max(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) if lastset($cluster2Perf) > 0 then finalPerf = perf / lastset($cluster2Perf) else finalPerf = 0 endif ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) if lastset($cluster3Perf) > 0 then finalPerf = perf / lastset($cluster3Perf) else finalPerf = 0 endif ENDIF ELSIF fromCluster = 2 THEN // Average IF centroid1 > centroid2 AND centroid1 < centroid3 THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) if lastset($cluster1Perf) > 0 then finalPerf = perf / lastset($cluster1Perf) else finalPerf = 0 endif ELSIF centroid2 > centroid1 AND centroid2 < centroid3 THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) if lastset($cluster2Perf) > 0 then finalPerf = perf / lastset($cluster2Perf) else finalPerf = 0 endif ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) if lastset($cluster3Perf) > 0 then finalPerf = perf / lastset($cluster3Perf) else finalPerf = 0 endif ENDIF ELSIF fromCluster = 3 THEN // Worst IF centroid1 < min(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) if lastset($cluster1Perf) > 0 then finalPerf = perf / lastset($cluster1Perf) else finalPerf = 0 endif ELSIF centroid2 < min(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) if lastset($cluster2Perf) > 0 then finalPerf = perf / lastset($cluster2Perf) else finalPerf = 0 endif ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) if lastset($cluster3Perf) > 0 then finalPerf = perf / lastset($cluster3Perf) else finalPerf = 0 endif ENDIF ENDIF //---------------------------------------------------------------// //-----Renderizado final del Supertrend--------------------------// //---------------------------------------------------------------// newup = (high + low) / 2 + atr * finalFactor newdown = (high + low) / 2 - atr * finalFactor if close[1] < newupper then newupper = min(newup, newupper) else newupper = newup endif if close[1] > newlower then newlower = max(newdown, newlower) else newlower = newdown endif if close > newupper then newOS = 1 elsif close < newlower then newOS = 0 else newOS = newOS endif if newOS and newOS[1]=0 then newST = newlower r = 0 g = 255 transp=0 elsif newOS then newST = newlower r = 0 g = 255 transp=255 elsif newOS=0 and newOS[1] then newST = newupper r = 255 g = 0 transp=0 else newST = newupper r = 255 g = 0 transp=255 endif //---------------------------------------------------------------// return newST style(line,2) coloured(r,g,0,transp)

  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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347

  //---------------------------------------------------------------// //SuperTrend AI Clustering //version = 2 //02.06.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //---------------------------------------------------------------// //-----Inputs----------------------------------------------------// //---------------------------------------------------------------// //length=10 // ATR length //minMult=1 //maxMult=5 //step=0.5 //perfAlpha=10 // Performance memory //fromCluster=1 // 1=best 2=average 3=worst maxiter=10 // Número máximo de iteraciones de clustering epsilon=0.0001 // Precisión para simular convergencia //---------------------------------------------------------------// //-----Average True Range----------------------------------------// //---------------------------------------------------------------// atr=averagetruerange[length](close) //---------------------------------------------------------------// //-----Supertrend cálculo múltiple-------------------------------// //---------------------------------------------------------------// $holderUpper[0]=(high+low)/2 $holderLower[0]=(high+low)/2 $holderOutput[0]=0 $holderPerf[0]=0 $holderFactor[0]=0 $holderTrend[0]=0 $factors[0]=0   if barindex=0 then n=0 for i=0 to floor((maxMult-minMult)/step) do $factors[n+1]=(minMult+i*step) $holderUpper[n+1]=(high+low)/2 $holderLower[n+1]=(high+low)/2 $holderOutput[n+1]=0 $holderPerf[n+1]=0 $holderFactor[n+1]=0 $holderTrend[n+1]=0 n=n+1 next endif   k=0 for factor=0 to floor((maxMult-minMult)/step) do up=(high+low)/2+atr*factor dn=(high+low)/2-atr*factor   if close > $holderUpper[k] then $holderTrend[k]=1 elsif close < $holderUpper[k] then $holderTrend[k]=0 else $holderTrend[k]=$holderTrend[k] endif   if close[1]<$holderUpper[k] then $holderUpper[k]=min(up,$holderUpper[k]) else $holderUpper[k]=up endif   if close[1]>$holderLower[k] then $holderLower[k]=max(dn,$holderLower[k]) else $holderLower[k]=dn endif   if (close[1]-$holderOutput[k])>0 then diff=1 elsif (close[1]-$holderOutput[k])<0 then diff=-1 else diff=0 endif   $holderPerf[k]=$holderPerf[max(0,k-1)]+2/(perfAlpha+1)*((close-close[1])*diff-$holderPerf[max(0,k-1)]) if $holderTrend[k]=1 then $holderOutput[k]=$holderLower[k] else $holderOutput[k]=$holderUpper[k] endif   $holderFactor[k] = $factors[k]   k=k+1 next //---------------------------------------------------------------// //-----K-means con convergencia----------------------------------// //---------------------------------------------------------------// centroid1 = 0 centroid2 = 0 centroid3 = 0 count = k   FOR i = 0 TO count - 1 DO IF i < count / 3 THEN centroid1 = centroid1 + $holderPerf[i] ELSIF i < 2 * count / 3 THEN centroid2 = centroid2 + $holderPerf[i] ELSE centroid3 = centroid3 + $holderPerf[i] ENDIF NEXT   centroid1 = centroid1 / (count / 3) centroid2 = centroid2 / (count / 3) centroid3 = centroid3 / (count / 3)   converged = 0 iter = 0   WHILE iter < maxiter AND converged = 0 DO old1 = centroid1 old2 = centroid2 old3 = centroid3   $cluster1Perf[0] = 0 $cluster2Perf[0] = 0 $cluster3Perf[0] = 0 $cluster1Factors[0] = 0 $cluster2Factors[0] = 0 $cluster3Factors[0] = 0   FOR i = 0 TO count - 1 DO dist1 = abs($holderPerf[i] - centroid1) dist2 = abs($holderPerf[i] - centroid2) dist3 = abs($holderPerf[i] - centroid3)   IF dist1 <= dist2 AND dist1 <= dist3 THEN $cluster1Perf[$cluster1Perf[0]+1] = $holderPerf[i] $cluster1Factors[$cluster1Factors[0]+1] = $holderFactor[i] $cluster1Perf[0] = $cluster1Perf[0] + 1 $cluster1Factors[0] = $cluster1Factors[0] + 1 ELSIF dist2 <= dist1 AND dist2 <= dist3 THEN $cluster2Perf[$cluster2Perf[0]+1] = $holderPerf[i] $cluster2Factors[$cluster2Factors[0]+1] = $holderFactor[i] $cluster2Perf[0] = $cluster2Perf[0] + 1 $cluster2Factors[0] = $cluster2Factors[0] + 1 ELSE $cluster3Perf[$cluster3Perf[0]+1] = $holderPerf[i] $cluster3Factors[$cluster3Factors[0]+1] = $holderFactor[i] $cluster3Perf[0] = $cluster3Perf[0] + 1 $cluster3Factors[0] = $cluster3Factors[0] + 1 ENDIF NEXT   centroid1 = 0 centroid2 = 0 centroid3 = 0   IF $cluster1Perf[0] > 0 THEN FOR i = 1 TO $cluster1Perf[0] DO centroid1 = centroid1 + $cluster1Perf[i] NEXT centroid1 = centroid1 / $cluster1Perf[0] ENDIF IF $cluster2Perf[0] > 0 THEN FOR i = 1 TO $cluster2Perf[0] DO centroid2 = centroid2 + $cluster2Perf[i] NEXT centroid2 = centroid2 / $cluster2Perf[0] ENDIF IF $cluster3Perf[0] > 0 THEN FOR i = 1 TO $cluster3Perf[0] DO centroid3 = centroid3 + $cluster3Perf[i] NEXT centroid3 = centroid3 / $cluster3Perf[0] ENDIF   IF abs(centroid1 - old1) < epsilon AND abs(centroid2 - old2) < epsilon AND abs(centroid3 - old3) < epsilon THEN converged = 1 ENDIF   iter = iter + 1 WEND //---------------------------------------------------------------// //-----Cluster seleccionado y nuevo Supertrend-------------------// //---------------------------------------------------------------// finalFactor = 0 finalPerf = 0 perf = 0 fact = 0   IF fromCluster = 1 THEN // Best IF centroid1 > max(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) if lastset($cluster1Perf) > 0 then finalPerf = perf / lastset($cluster1Perf) else finalPerf = 0 endif ELSIF centroid2 > max(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) if lastset($cluster2Perf) > 0 then finalPerf = perf / lastset($cluster2Perf) else finalPerf = 0 endif ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) if lastset($cluster3Perf) > 0 then finalPerf = perf / lastset($cluster3Perf) else finalPerf = 0 endif ENDIF   ELSIF fromCluster = 2 THEN // Average IF centroid1 > centroid2 AND centroid1 < centroid3 THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) if lastset($cluster1Perf) > 0 then finalPerf = perf / lastset($cluster1Perf) else finalPerf = 0 endif ELSIF centroid2 > centroid1 AND centroid2 < centroid3 THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) if lastset($cluster2Perf) > 0 then finalPerf = perf / lastset($cluster2Perf) else finalPerf = 0 endif ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) if lastset($cluster3Perf) > 0 then finalPerf = perf / lastset($cluster3Perf) else finalPerf = 0 endif ENDIF   ELSIF fromCluster = 3 THEN // Worst IF centroid1 < min(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) if lastset($cluster1Perf) > 0 then finalPerf = perf / lastset($cluster1Perf) else finalPerf = 0 endif ELSIF centroid2 < min(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) if lastset($cluster2Perf) > 0 then finalPerf = perf / lastset($cluster2Perf) else finalPerf = 0 endif ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) if lastset($cluster3Perf) > 0 then finalPerf = perf / lastset($cluster3Perf) else finalPerf = 0 endif ENDIF ENDIF //---------------------------------------------------------------// //-----Renderizado final del Supertrend--------------------------// //---------------------------------------------------------------// newup = (high + low) / 2 + atr * finalFactor newdown = (high + low) / 2 - atr * finalFactor   if close[1] < newupper then newupper = min(newup, newupper) else newupper = newup endif   if close[1] > newlower then newlower = max(newdown, newlower) else newlower = newdown endif   if close > newupper then newOS = 1 elsif close < newlower then newOS = 0 else newOS = newOS endif   if newOS and newOS[1]=0 then newST = newlower r = 0 g = 255 transp=0 elsif newOS then newST = newlower r = 0 g = 255 transp=255 elsif newOS=0 and newOS[1] then newST = newupper r = 255 g = 0 transp=0 else newST = newupper r = 255 g = 0 transp=255 endif //---------------------------------------------------------------// return newST style(line,2) coloured(r,g,0,transp)

  Bonjour, j’aimerai savoir dans ce code comment s’appelle la ligne verte et rouge que l’on voit sur l’image jointe ? Initialement, je suis parti dans l’idée que c’était “newST”, cependant en l’incluant dans un Screener afin de déterminer si la tendance est haussière ou baissière, je me retrouve trop souvent avec des résultats erronés! Pourriez-vous m’indiquer avec exactitude la dénomination de cette ligne dans ce code ? Merci

  

  Alai-n

  Participant

  Topics: 55

  Replies: 249

  Been thanked: 31 times
  11/21/2025 at 9:18 AM #253845
  Iván

  Bonjour. La ligne verte/rouge est nouvelle. Sa couleur change en fonction des conditions définies entre les lignes 325 et 345. Si vous souhaitez modifier la couleur, par exemple du rouge au vert, vous pouvez insérer le code suivant dans le filtre :

  screener[newOS and newOS[1]=0]

  1	screener[newOS and newOS[1]=0]

  1 user thanked author for this post.

  Alai-n

  

  Iván

  Moderator

  Topics: 0

  Replies: 1971

  Been thanked: 900 times
  11/21/2025 at 10:58 AM #253851
  Alai-n

  Sur le graphique voici un exemple du problème que je rencontre, la paire GBP/SEK ressort haussière sur le Screener et pourtant la tendance est baissière sur l’indicateur SuperTrendAIClusterin ! Je joins aussi le code afin de trouver ce qui cloche!!!

  //"Screener SuperTrendAI" ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //SuperTrend AI Clusterin_V2 | Indicator ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Inputs ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// length=10 // ATR length minMult=1 maxMult=5 step=0.5 perfAlpha=10 // Performance memory fromCluster=2 // 1=best 2=average 3=worst maxiter=10 // Número máximo de iteraciones de clustering epsilon=0.0001 // Precisión para simular convergencia ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Average True Range ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// atr=averagetruerange[length](close) ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Supertrend cálculo múltiple ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// $holderUpper[0]=(high+low)/2 $holderLower[0]=(high+low)/2 $holderOutput[0]=0 $holderPerf[0]=0 $holderFactor[0]=0 $holderTrend[0]=0 $factors[0]=0 if barindex=0 then n=0 for i=0 to floor((maxMult-minMult)/step) do $factors[n+1]=(minMult+i*step) $holderUpper[n+1]=(high+low)/2 $holderLower[n+1]=(high+low)/2 $holderOutput[n+1]=0 $holderPerf[n+1]=0 $holderFactor[n+1]=0 $holderTrend[n+1]=0 n=n+1 next endif k=0 for factor=0 to floor((maxMult-minMult)/step) do up=(high+low)/2+atr*factor dn=(high+low)/2-atr*factor if close > $holderUpper[k] then $holderTrend[k]=1 elsif close < $holderUpper[k] then $holderTrend[k]=0 else $holderTrend[k]=$holderTrend[k] endif if close[1]<$holderUpper[k] then $holderUpper[k]=min(up,$holderUpper[k]) else $holderUpper[k]=up endif if close[1]>$holderLower[k] then $holderLower[k]=max(dn,$holderLower[k]) else $holderLower[k]=dn endif if (close[1]-$holderOutput[k])>0 then diff=1 elsif (close[1]-$holderOutput[k])<0 then diff=-1 else diff=0 endif $holderPerf[k]=$holderPerf[max(0,k-1)]+2/(perfAlpha+1)*((close-close[1])*diff-$holderPerf[max(0,k-1)]) if $holderTrend[k]=1 then $holderOutput[k]=$holderLower[k] else $holderOutput[k]=$holderUpper[k] endif $holderFactor[k] = $factors[k] k=k+1 next ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //K-means con convergencia ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// centroid1 = 0 centroid2 = 0 centroid3 = 0 count = k FOR i = 0 TO count - 1 DO IF i < count / 3 THEN centroid1 = centroid1 + $holderPerf[i] ELSIF i < 2 * count / 3 THEN centroid2 = centroid2 + $holderPerf[i] ELSE centroid3 = centroid3 + $holderPerf[i] ENDIF NEXT centroid1 = centroid1 / (count / 3) centroid2 = centroid2 / (count / 3) centroid3 = centroid3 / (count / 3) converged = 0 iter = 0 WHILE iter < maxiter AND converged = 0 DO old1 = centroid1 old2 = centroid2 old3 = centroid3 $cluster1Perf[0] = 0 $cluster2Perf[0] = 0 $cluster3Perf[0] = 0 $cluster1Factors[0] = 0 $cluster2Factors[0] = 0 $cluster3Factors[0] = 0 FOR i = 0 TO count - 1 DO dist1 = abs($holderPerf[i] - centroid1) dist2 = abs($holderPerf[i] - centroid2) dist3 = abs($holderPerf[i] - centroid3) IF dist1 <= dist2 AND dist1 <= dist3 THEN $cluster1Perf[$cluster1Perf[0]+1] = $holderPerf[i] $cluster1Factors[$cluster1Factors[0]+1] = $holderFactor[i] $cluster1Perf[0] = $cluster1Perf[0] + 1 $cluster1Factors[0] = $cluster1Factors[0] + 1 ELSIF dist2 <= dist1 AND dist2 <= dist3 THEN $cluster2Perf[$cluster2Perf[0]+1] = $holderPerf[i] $cluster2Factors[$cluster2Factors[0]+1] = $holderFactor[i] $cluster2Perf[0] = $cluster2Perf[0] + 1 $cluster2Factors[0] = $cluster2Factors[0] + 1 ELSE $cluster3Perf[$cluster3Perf[0]+1] = $holderPerf[i] $cluster3Factors[$cluster3Factors[0]+1] = $holderFactor[i] $cluster3Perf[0] = $cluster3Perf[0] + 1 $cluster3Factors[0] = $cluster3Factors[0] + 1 ENDIF NEXT centroid1 = 0 centroid2 = 0 centroid3 = 0 IF $cluster1Perf[0] > 0 THEN FOR i = 1 TO $cluster1Perf[0] DO centroid1 = centroid1 + $cluster1Perf[i] NEXT centroid1 = centroid1 / $cluster1Perf[0] ENDIF IF $cluster2Perf[0] > 0 THEN FOR i = 1 TO $cluster2Perf[0] DO centroid2 = centroid2 + $cluster2Perf[i] NEXT centroid2 = centroid2 / $cluster2Perf[0] ENDIF IF $cluster3Perf[0] > 0 THEN FOR i = 1 TO $cluster3Perf[0] DO centroid3 = centroid3 + $cluster3Perf[i] NEXT centroid3 = centroid3 / $cluster3Perf[0] ENDIF IF abs(centroid1 - old1) < epsilon AND abs(centroid2 - old2) < epsilon AND abs(centroid3 - old3) < epsilon THEN converged = 1 ENDIF iter = iter + 1 WEND ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Cluster seleccionado y nuevo Supertrend ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// finalFactor = 0 perf = 0 fact = 0 IF fromCluster = 1 THEN // Best IF centroid1 > max(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) ELSIF centroid2 > max(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) ENDIF ELSIF fromCluster = 2 THEN // Average IF centroid1 > centroid2 AND centroid1 < centroid3 THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) ELSIF centroid2 > centroid1 AND centroid2 < centroid3 THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) ENDIF ELSIF fromCluster = 3 THEN // Worst IF centroid1 < min(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) ELSIF centroid2 < min(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) ENDIF ENDIF ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Renderizado final del Supertrend ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// newup = (high + low) / 2 + atr * finalFactor newdown = (high + low) / 2 - atr * finalFactor if close[1] < newupper then newupper = min(newup, newupper) else newupper = newup endif if close[1] > newlower then newlower = max(newdown, newlower) else newlower = newdown endif if close > newupper then newOS = 1 elsif close < newlower then newOS = 0 else newOS = newOS endif //if newOS and newOS[1]=0 then //newST = newlower ////r = 0 ////g = 255 ////transp=0 //elsif newOS then //newST = newlower ////r = 0 ////g = 255 ////transp=255 //elsif newOS=0 and newOS[1] then //newST = newupper ////r = 255 ////g = 0 ////transp=0 //else //newST = newupper ////r = 255 ////g = 0 ////transp=255 //endif ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// if newOS[0]>newOS[1] then HausseSTAI = 1 endif if newOS[0]<newOS[1] then HausseSTAI = 0 endif // if newOS[0]<newOS[1] then BaisseSTAI = -1 endif if newOS[0]>newOS[1] then BaisseSTAI = 0 endif ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Configuration ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// Up = HausseSTAI Dw = BaisseSTAI ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// Signal = 0 IF Up THEN Signal = 1 ENDIF ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// IF Dw THEN Signal = -1 ENDIF ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// Screener[Up Or Dw](Signal as "Signal") //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

  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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343

  //"Screener SuperTrendAI" //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////   ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //SuperTrend AI Clusterin_V2 | Indicator ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Inputs ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// length=10 // ATR length minMult=1 maxMult=5 step=0.5 perfAlpha=10 // Performance memory fromCluster=2 // 1=best 2=average 3=worst maxiter=10 // Número máximo de iteraciones de clustering epsilon=0.0001 // Precisión para simular convergencia ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Average True Range ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// atr=averagetruerange[length](close) ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Supertrend cálculo múltiple ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// $holderUpper[0]=(high+low)/2 $holderLower[0]=(high+low)/2 $holderOutput[0]=0 $holderPerf[0]=0 $holderFactor[0]=0 $holderTrend[0]=0 $factors[0]=0   if barindex=0 then n=0 for i=0 to floor((maxMult-minMult)/step) do $factors[n+1]=(minMult+i*step) $holderUpper[n+1]=(high+low)/2 $holderLower[n+1]=(high+low)/2 $holderOutput[n+1]=0 $holderPerf[n+1]=0 $holderFactor[n+1]=0 $holderTrend[n+1]=0 n=n+1 next endif   k=0 for factor=0 to floor((maxMult-minMult)/step) do up=(high+low)/2+atr*factor dn=(high+low)/2-atr*factor   if close > $holderUpper[k] then $holderTrend[k]=1 elsif close < $holderUpper[k] then $holderTrend[k]=0 else $holderTrend[k]=$holderTrend[k] endif   if close[1]<$holderUpper[k] then $holderUpper[k]=min(up,$holderUpper[k]) else $holderUpper[k]=up endif   if close[1]>$holderLower[k] then $holderLower[k]=max(dn,$holderLower[k]) else $holderLower[k]=dn endif   if (close[1]-$holderOutput[k])>0 then diff=1 elsif (close[1]-$holderOutput[k])<0 then diff=-1 else diff=0 endif   $holderPerf[k]=$holderPerf[max(0,k-1)]+2/(perfAlpha+1)*((close-close[1])*diff-$holderPerf[max(0,k-1)]) if $holderTrend[k]=1 then $holderOutput[k]=$holderLower[k] else $holderOutput[k]=$holderUpper[k] endif   $holderFactor[k] = $factors[k]   k=k+1 next ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //K-means con convergencia ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// centroid1 = 0 centroid2 = 0 centroid3 = 0 count = k   FOR i = 0 TO count - 1 DO IF i < count / 3 THEN centroid1 = centroid1 + $holderPerf[i] ELSIF i < 2 * count / 3 THEN centroid2 = centroid2 + $holderPerf[i] ELSE centroid3 = centroid3 + $holderPerf[i] ENDIF NEXT   centroid1 = centroid1 / (count / 3) centroid2 = centroid2 / (count / 3) centroid3 = centroid3 / (count / 3)   converged = 0 iter = 0   WHILE iter < maxiter AND converged = 0 DO old1 = centroid1 old2 = centroid2 old3 = centroid3   $cluster1Perf[0] = 0 $cluster2Perf[0] = 0 $cluster3Perf[0] = 0 $cluster1Factors[0] = 0 $cluster2Factors[0] = 0 $cluster3Factors[0] = 0   FOR i = 0 TO count - 1 DO dist1 = abs($holderPerf[i] - centroid1) dist2 = abs($holderPerf[i] - centroid2) dist3 = abs($holderPerf[i] - centroid3)   IF dist1 <= dist2 AND dist1 <= dist3 THEN $cluster1Perf[$cluster1Perf[0]+1] = $holderPerf[i] $cluster1Factors[$cluster1Factors[0]+1] = $holderFactor[i] $cluster1Perf[0] = $cluster1Perf[0] + 1 $cluster1Factors[0] = $cluster1Factors[0] + 1 ELSIF dist2 <= dist1 AND dist2 <= dist3 THEN $cluster2Perf[$cluster2Perf[0]+1] = $holderPerf[i] $cluster2Factors[$cluster2Factors[0]+1] = $holderFactor[i] $cluster2Perf[0] = $cluster2Perf[0] + 1 $cluster2Factors[0] = $cluster2Factors[0] + 1 ELSE $cluster3Perf[$cluster3Perf[0]+1] = $holderPerf[i] $cluster3Factors[$cluster3Factors[0]+1] = $holderFactor[i] $cluster3Perf[0] = $cluster3Perf[0] + 1 $cluster3Factors[0] = $cluster3Factors[0] + 1 ENDIF NEXT   centroid1 = 0 centroid2 = 0 centroid3 = 0   IF $cluster1Perf[0] > 0 THEN FOR i = 1 TO $cluster1Perf[0] DO centroid1 = centroid1 + $cluster1Perf[i] NEXT centroid1 = centroid1 / $cluster1Perf[0] ENDIF IF $cluster2Perf[0] > 0 THEN FOR i = 1 TO $cluster2Perf[0] DO centroid2 = centroid2 + $cluster2Perf[i] NEXT centroid2 = centroid2 / $cluster2Perf[0] ENDIF IF $cluster3Perf[0] > 0 THEN FOR i = 1 TO $cluster3Perf[0] DO centroid3 = centroid3 + $cluster3Perf[i] NEXT centroid3 = centroid3 / $cluster3Perf[0] ENDIF   IF abs(centroid1 - old1) < epsilon AND abs(centroid2 - old2) < epsilon AND abs(centroid3 - old3) < epsilon THEN converged = 1 ENDIF   iter = iter + 1 WEND ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Cluster seleccionado y nuevo Supertrend ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// finalFactor = 0 perf = 0 fact = 0   IF fromCluster = 1 THEN // Best IF centroid1 > max(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors)        ELSIF centroid2 > max(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors)        ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors)        ENDIF    ELSIF fromCluster = 2 THEN // Average IF centroid1 > centroid2 AND centroid1 < centroid3 THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors)        ELSIF centroid2 > centroid1 AND centroid2 < centroid3 THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors)        ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors)        ENDIF    ELSIF fromCluster = 3 THEN // Worst IF centroid1 < min(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors)        ELSIF centroid2 < min(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors)        ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors)        ENDIF ENDIF ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Renderizado final del Supertrend ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// newup = (high + low) / 2 + atr * finalFactor newdown = (high + low) / 2 - atr * finalFactor   if close[1] < newupper then newupper = min(newup, newupper) else newupper = newup endif   if close[1] > newlower then newlower = max(newdown, newlower) else newlower = newdown endif   if close > newupper then newOS = 1 elsif close < newlower then newOS = 0 else newOS = newOS endif   //if newOS and newOS[1]=0 then //newST = newlower ////r = 0 ////g = 255 ////transp=0 //elsif newOS then //newST = newlower ////r = 0 ////g = 255 ////transp=255 //elsif newOS=0 and newOS[1] then //newST = newupper ////r = 255 ////g = 0 ////transp=0 //else //newST = newupper ////r = 255 ////g = 0 ////transp=255 //endif ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// if newOS[0]>newOS[1] then HausseSTAI = 1 endif   if newOS[0]<newOS[1] then HausseSTAI = 0 endif // if newOS[0]<newOS[1] then BaisseSTAI = -1 endif   if newOS[0]>newOS[1] then BaisseSTAI = 0 endif ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Configuration ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// Up = HausseSTAI Dw = BaisseSTAI //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////   Signal = 0   IF Up THEN Signal = 1 ENDIF ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// IF Dw THEN Signal = -1 ENDIF   ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// Screener[Up Or Dw](Signal as "Signal") //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

  

  Alai-n

  Participant

  Topics: 55

  Replies: 249

  Been thanked: 31 times
  11/21/2025 at 12:14 PM #253855
  Iván

  //---------------------------------------------------------------// //SuperTrend AI Clustering //version = 2 //02.06.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //---------------------------------------------------------------// //-----Inputs----------------------------------------------------// //---------------------------------------------------------------// length=10 // ATR length minMult=1 maxMult=5 step=0.5 perfAlpha=10 // Performance memory fromCluster=1 // 1=best 2=average 3=worst maxiter=10 // Número máximo de iteraciones de clustering epsilon=0.0001 // Precisión para simular convergencia //---------------------------------------------------------------// //-----Average True Range----------------------------------------// //---------------------------------------------------------------// atr=averagetruerange[length](close) //---------------------------------------------------------------// //-----Supertrend cálculo múltiple-------------------------------// //---------------------------------------------------------------// $holderUpper[0]=(high+low)/2 $holderLower[0]=(high+low)/2 k=0 for factor=0 to floor((maxMult-minMult)/step) do up=(high+low)/2+atr*factor dn=(high+low)/2-atr*factor if close > $holderUpper[k] then $holderTrend[k]=1 elsif close < $holderUpper[k] then $holderTrend[k]=0 else $holderTrend[k]=$holderTrend[k] endif if close[1]<$holderUpper[k] then $holderUpper[k]=min(up,$holderUpper[k]) else $holderUpper[k]=up endif if close[1]>$holderLower[k] then $holderLower[k]=max(dn,$holderLower[k]) else $holderLower[k]=dn endif if (close[1]-$holderOutput[k])>0 then diff=1 elsif (close[1]-$holderOutput[k])<0 then diff=-1 else diff=0 endif $holderPerf[k]=$holderPerf[max(0,k-1)]+2/(perfAlpha+1)*((close-close[1])*diff-$holderPerf[max(0,k-1)]) if $holderTrend[k]=1 then $holderOutput[k]=$holderLower[k] else $holderOutput[k]=$holderUpper[k] endif $holderFactor[k] = (minMult+k*step) k=k+1 next //---------------------------------------------------------------// //-----K-means con convergencia----------------------------------// //---------------------------------------------------------------// centroid1 = 0 centroid2 = 0 centroid3 = 0 count = k FOR i = 0 TO count - 1 DO IF i < count / 3 THEN centroid1 = centroid1 + $holderPerf[i] ELSIF i < 2 * count / 3 THEN centroid2 = centroid2 + $holderPerf[i] ELSE centroid3 = centroid3 + $holderPerf[i] ENDIF NEXT centroid1 = centroid1 / (count / 3) centroid2 = centroid2 / (count / 3) centroid3 = centroid3 / (count / 3) converged = 0 iter = 0 WHILE iter < maxiter AND converged = 0 DO old1 = centroid1 old2 = centroid2 old3 = centroid3 $cluster1Perf[0] = 0 $cluster2Perf[0] = 0 $cluster3Perf[0] = 0 $cluster1Factors[0] = 0 $cluster2Factors[0] = 0 $cluster3Factors[0] = 0 FOR i = 0 TO count - 1 DO dist1 = abs($holderPerf[i] - centroid1) dist2 = abs($holderPerf[i] - centroid2) dist3 = abs($holderPerf[i] - centroid3) IF dist1 <= dist2 AND dist1 <= dist3 THEN $cluster1Perf[$cluster1Perf[0]+1] = $holderPerf[i] $cluster1Factors[$cluster1Factors[0]+1] = $holderFactor[i] $cluster1Perf[0] = $cluster1Perf[0] + 1 $cluster1Factors[0] = $cluster1Factors[0] + 1 ELSIF dist2 <= dist1 AND dist2 <= dist3 THEN $cluster2Perf[$cluster2Perf[0]+1] = $holderPerf[i] $cluster2Factors[$cluster2Factors[0]+1] = $holderFactor[i] $cluster2Perf[0] = $cluster2Perf[0] + 1 $cluster2Factors[0] = $cluster2Factors[0] + 1 ELSE $cluster3Perf[$cluster3Perf[0]+1] = $holderPerf[i] $cluster3Factors[$cluster3Factors[0]+1] = $holderFactor[i] $cluster3Perf[0] = $cluster3Perf[0] + 1 $cluster3Factors[0] = $cluster3Factors[0] + 1 ENDIF NEXT centroid1 = 0 centroid2 = 0 centroid3 = 0 IF $cluster1Perf[0] > 0 THEN FOR i = 1 TO $cluster1Perf[0] DO centroid1 = centroid1 + $cluster1Perf[i] NEXT centroid1 = centroid1 / $cluster1Perf[0] ENDIF IF $cluster2Perf[0] > 0 THEN FOR i = 1 TO $cluster2Perf[0] DO centroid2 = centroid2 + $cluster2Perf[i] NEXT centroid2 = centroid2 / $cluster2Perf[0] ENDIF IF $cluster3Perf[0] > 0 THEN FOR i = 1 TO $cluster3Perf[0] DO centroid3 = centroid3 + $cluster3Perf[i] NEXT centroid3 = centroid3 / $cluster3Perf[0] ENDIF IF abs(centroid1 - old1) < epsilon AND abs(centroid2 - old2) < epsilon AND abs(centroid3 - old3) < epsilon THEN converged = 1 ENDIF iter = iter + 1 WEND //---------------------------------------------------------------// //-----Cluster seleccionado y nuevo Supertrend-------------------// //---------------------------------------------------------------// finalFactor = 0 perf = 0 fact = 0 IF fromCluster = 1 THEN // Best IF centroid1 > max(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) ELSIF centroid2 > max(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) ENDIF ELSIF fromCluster = 2 THEN // Average IF centroid1 > centroid2 AND centroid1 < centroid3 THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) ELSIF centroid2 > centroid1 AND centroid2 < centroid3 THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) ENDIF ELSIF fromCluster = 3 THEN // Worst IF centroid1 < min(centroid2, centroid3) THEN FOR j = 1 TO lastset($cluster1Perf) DO perf = perf + $cluster1Perf[j] fact = fact + $cluster1Factors[j] NEXT finalFactor = fact / lastset($cluster1Factors) ELSIF centroid2 < min(centroid1, centroid3) THEN FOR j = 1 TO lastset($cluster2Perf) DO perf = perf + $cluster2Perf[j] fact = fact + $cluster2Factors[j] NEXT finalFactor = fact / lastset($cluster2Factors) ELSE FOR j = 1 TO lastset($cluster3Perf) DO perf = perf + $cluster3Perf[j] fact = fact + $cluster3Factors[j] NEXT finalFactor = fact / lastset($cluster3Factors) ENDIF ENDIF //---------------------------------------------------------------// //-----Renderizado final del Supertrend--------------------------// //---------------------------------------------------------------// newup = (high + low) / 2 + atr * finalFactor newdown = (high + low) / 2 - atr * finalFactor if close[1] < newupper then newupper = min(newup, newupper) else newupper = newup endif if close[1] > newlower then newlower = max(newdown, newlower) else newlower = newdown endif if close > newupper then newOS = 1 elsif close < newlower then newOS = 0 else newOS = newOS endif //--------------------------------- signalUp=(newOS and newOS[1]=0) signalDn=(newOS=0 and newOS[1]=1) screener[signalUp or signalDn](signalUp)

  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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274

  //---------------------------------------------------------------// //SuperTrend AI Clustering //version = 2 //02.06.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //---------------------------------------------------------------// //-----Inputs----------------------------------------------------// //---------------------------------------------------------------// length=10 // ATR length minMult=1 maxMult=5 step=0.5 perfAlpha=10 // Performance memory fromCluster=1 // 1=best 2=average 3=worst maxiter=10 // Número máximo de iteraciones de clustering epsilon=0.0001 // Precisión para simular convergencia //---------------------------------------------------------------// //-----Average True Range----------------------------------------// //---------------------------------------------------------------// atr=averagetruerange[length](close) //---------------------------------------------------------------// //-----Supertrend cálculo múltiple-------------------------------// //---------------------------------------------------------------// $holderUpper[0]=(high+low)/2 $holderLower[0]=(high+low)/2   k=0 for factor=0 to floor((maxMult-minMult)/step) do    up=(high+low)/2+atr*factor    dn=(high+low)/2-atr*factor       if close > $holderUpper[k] then       $holderTrend[k]=1    elsif close < $holderUpper[k] then       $holderTrend[k]=0    else       $holderTrend[k]=$holderTrend[k]    endif       if close[1]<$holderUpper[k] then       $holderUpper[k]=min(up,$holderUpper[k])    else       $holderUpper[k]=up    endif       if close[1]>$holderLower[k] then       $holderLower[k]=max(dn,$holderLower[k])    else       $holderLower[k]=dn    endif       if (close[1]-$holderOutput[k])>0 then       diff=1    elsif (close[1]-$holderOutput[k])<0 then       diff=-1    else       diff=0    endif       $holderPerf[k]=$holderPerf[max(0,k-1)]+2/(perfAlpha+1)*((close-close[1])*diff-$holderPerf[max(0,k-1)])       if $holderTrend[k]=1 then       $holderOutput[k]=$holderLower[k]    else       $holderOutput[k]=$holderUpper[k]    endif       $holderFactor[k] = (minMult+k*step)       k=k+1 next //---------------------------------------------------------------// //-----K-means con convergencia----------------------------------// //---------------------------------------------------------------// centroid1 = 0 centroid2 = 0 centroid3 = 0 count = k   FOR i = 0 TO count - 1 DO    IF i < count / 3 THEN       centroid1 = centroid1 + $holderPerf[i]    ELSIF i < 2 * count / 3 THEN       centroid2 = centroid2 + $holderPerf[i]    ELSE       centroid3 = centroid3 + $holderPerf[i]    ENDIF NEXT   centroid1 = centroid1 / (count / 3) centroid2 = centroid2 / (count / 3) centroid3 = centroid3 / (count / 3)   converged = 0 iter = 0   WHILE iter < maxiter AND converged = 0 DO    old1 = centroid1    old2 = centroid2    old3 = centroid3       $cluster1Perf[0] = 0    $cluster2Perf[0] = 0    $cluster3Perf[0] = 0    $cluster1Factors[0] = 0    $cluster2Factors[0] = 0    $cluster3Factors[0] = 0       FOR i = 0 TO count - 1 DO       dist1 = abs($holderPerf[i] - centroid1)       dist2 = abs($holderPerf[i] - centroid2)       dist3 = abs($holderPerf[i] - centroid3)              IF dist1 <= dist2 AND dist1 <= dist3 THEN          $cluster1Perf[$cluster1Perf[0]+1] = $holderPerf[i]          $cluster1Factors[$cluster1Factors[0]+1] = $holderFactor[i]          $cluster1Perf[0] = $cluster1Perf[0] + 1          $cluster1Factors[0] = $cluster1Factors[0] + 1       ELSIF dist2 <= dist1 AND dist2 <= dist3 THEN          $cluster2Perf[$cluster2Perf[0]+1] = $holderPerf[i]          $cluster2Factors[$cluster2Factors[0]+1] = $holderFactor[i]          $cluster2Perf[0] = $cluster2Perf[0] + 1          $cluster2Factors[0] = $cluster2Factors[0] + 1       ELSE          $cluster3Perf[$cluster3Perf[0]+1] = $holderPerf[i]          $cluster3Factors[$cluster3Factors[0]+1] = $holderFactor[i]          $cluster3Perf[0] = $cluster3Perf[0] + 1          $cluster3Factors[0] = $cluster3Factors[0] + 1       ENDIF    NEXT       centroid1 = 0    centroid2 = 0    centroid3 = 0       IF $cluster1Perf[0] > 0 THEN       FOR i = 1 TO $cluster1Perf[0] DO          centroid1 = centroid1 + $cluster1Perf[i]       NEXT       centroid1 = centroid1 / $cluster1Perf[0]    ENDIF    IF $cluster2Perf[0] > 0 THEN       FOR i = 1 TO $cluster2Perf[0] DO          centroid2 = centroid2 + $cluster2Perf[i]       NEXT       centroid2 = centroid2 / $cluster2Perf[0]    ENDIF    IF $cluster3Perf[0] > 0 THEN       FOR i = 1 TO $cluster3Perf[0] DO          centroid3 = centroid3 + $cluster3Perf[i]       NEXT       centroid3 = centroid3 / $cluster3Perf[0]    ENDIF       IF abs(centroid1 - old1) < epsilon AND abs(centroid2 - old2) < epsilon AND abs(centroid3 - old3) < epsilon THEN       converged = 1    ENDIF       iter = iter + 1 WEND //---------------------------------------------------------------// //-----Cluster seleccionado y nuevo Supertrend-------------------// //---------------------------------------------------------------// finalFactor = 0   perf = 0 fact = 0   IF fromCluster = 1 THEN    // Best    IF centroid1 > max(centroid2, centroid3) THEN       FOR j = 1 TO lastset($cluster1Perf) DO          perf = perf + $cluster1Perf[j]          fact = fact + $cluster1Factors[j]       NEXT       finalFactor = fact / lastset($cluster1Factors)           ELSIF centroid2 > max(centroid1, centroid3) THEN       FOR j = 1 TO lastset($cluster2Perf) DO          perf = perf + $cluster2Perf[j]          fact = fact + $cluster2Factors[j]       NEXT       finalFactor = fact / lastset($cluster2Factors)           ELSE       FOR j = 1 TO lastset($cluster3Perf) DO          perf = perf + $cluster3Perf[j]          fact = fact + $cluster3Factors[j]       NEXT       finalFactor = fact / lastset($cluster3Factors)           ENDIF    ELSIF fromCluster = 2 THEN    // Average    IF centroid1 > centroid2 AND centroid1 < centroid3 THEN       FOR j = 1 TO lastset($cluster1Perf) DO          perf = perf + $cluster1Perf[j]          fact = fact + $cluster1Factors[j]       NEXT       finalFactor = fact / lastset($cluster1Factors)           ELSIF centroid2 > centroid1 AND centroid2 < centroid3 THEN       FOR j = 1 TO lastset($cluster2Perf) DO          perf = perf + $cluster2Perf[j]          fact = fact + $cluster2Factors[j]       NEXT       finalFactor = fact / lastset($cluster2Factors)           ELSE       FOR j = 1 TO lastset($cluster3Perf) DO          perf = perf + $cluster3Perf[j]          fact = fact + $cluster3Factors[j]       NEXT       finalFactor = fact / lastset($cluster3Factors)           ENDIF    ELSIF fromCluster = 3 THEN    // Worst    IF centroid1 < min(centroid2, centroid3) THEN       FOR j = 1 TO lastset($cluster1Perf) DO          perf = perf + $cluster1Perf[j]          fact = fact + $cluster1Factors[j]       NEXT       finalFactor = fact / lastset($cluster1Factors)           ELSIF centroid2 < min(centroid1, centroid3) THEN       FOR j = 1 TO lastset($cluster2Perf) DO          perf = perf + $cluster2Perf[j]          fact = fact + $cluster2Factors[j]       NEXT       finalFactor = fact / lastset($cluster2Factors)           ELSE       FOR j = 1 TO lastset($cluster3Perf) DO          perf = perf + $cluster3Perf[j]          fact = fact + $cluster3Factors[j]       NEXT       finalFactor = fact / lastset($cluster3Factors)           ENDIF ENDIF //---------------------------------------------------------------// //-----Renderizado final del Supertrend--------------------------// //---------------------------------------------------------------// newup = (high + low) / 2 + atr * finalFactor newdown = (high + low) / 2 - atr * finalFactor   if close[1] < newupper then    newupper = min(newup, newupper) else    newupper = newup endif   if close[1] > newlower then    newlower = max(newdown, newlower) else    newlower = newdown endif   if close > newupper then    newOS = 1 elsif close < newlower then    newOS = 0 else    newOS = newOS endif   //--------------------------------- signalUp=(newOS and newOS[1]=0) signalDn=(newOS=0 and newOS[1]=1) screener[signalUp or signalDn](signalUp)

  

  Iván

  Moderator

  Topics: 0

  Replies: 1971

  Been thanked: 900 times
  11/21/2025 at 12:45 PM #253859
  Alai-n

  @Iván Il ne se passe rien, aucune valeur n’est retournée! Le Screener reste vide!

  

  Alai-n

  Participant

  Topics: 55

  Replies: 249

  Been thanked: 31 times
  11/21/2025 at 2:13 PM #253863
  Iván

  Je ne peux plus rien faire. Ça me convient pourtant…

  

  Iván

  Moderator

  Topics: 0

  Replies: 1971

  Been thanked: 900 times
  11/21/2025 at 2:44 PM #253868
  Alai-n

  @Iván Je crois que je comprends ! Le code que tu me proposes indique lorsqu’il y a un changement d’une condition baissière vers une condition haussière et inversement. Mais ma demande porte sur le fait d’identifier une tendance haussière ou baissière affirmée dans le temps. Je ne cherche pas identifier un retournement, mais une continuation de tendance !!!

  

  Alai-n

  Participant

  Topics: 55

  Replies: 249

  Been thanked: 31 times
  11/24/2025 at 11:28 AM #253919
  Alai-n

  UP

  

  Alai-n

  Participant

  Topics: 55

  Replies: 249

  Been thanked: 31 times
  11/25/2025 at 3:49 PM #253954
  Iván

  trendUp=newOS=1 trendDn=newOS=0 screener[trendUP or trendDn](newOS)

  1 2 3 4

  trendUp=newOS=1 trendDn=newOS=0   screener[trendUP or trendDn](newOS)

  2 users thanked author for this post.

  Alai-n, robertogozzi

  

  Iván

  Moderator

  Topics: 0

  Replies: 1971

  Been thanked: 900 times
• Author
  Posts