Je comprends bien l’idée. Actuellement les niveaux f1, f2, f3 sont tracés entre l’extremum (ex) et le trailing stop (trail), ce qui représente les retracements vers le stop. Tu veux ajouter les niveaux symétriques de l’autre côté de l’extremum, c’est-à-dire les extensions au-delà du prix extrême, pour matérialiser les premières zones de rebond/continuation après une forte poussée.

La distance de référence est trail - ex. Il suffit de projeter les mêmes ratios fibo dans le sens opposé depuis ex, comme ceci :

fe = ex + (ex - trail) * fibLevel / 100

Ce qui donne pour chaque niveau un point situé au-dessus de l’extremum en tendance haussière, et en-dessous en tendance baissière.

Voici le code complet modifié :

// --- settings
trailType = 1  //1=modified, 0=unmodified
ATRPeriod = 28
ATRFactor = 5
firstTrade = 0 //0= long, 1= short
averageType = 3 //0 = SMA 1 = EMA 2 = WMA 3 = Wilder 4 = Triangular 5 = End point 6 = Time series 7 = Hull 8 = ZeroLag
showArrows = 0 //0=false ; 1=true
//--- end of settings

fib1Level = 61.8
fib2Level = 78.6
fib3Level = 88.6

HiLo = Min(high - low, 1.5 * Average[ATRPeriod](range))

if low <= high[1] then
   Href = high - close[1]
else
   Href = (high - close[1]) - 0.5 * (low - high[1])
endif

if high >= low[1] then
   Lref = close[1] - low
else
   Lref = (close[1] - low) - 0.5 * (low[1] - high)
endif

if trailType = 1 then
   trueRange = Max(HiLo, Max(HRef, LRef))
else
   trueRange = tr(close)
endif

iloss = ATRFactor * Average[ATRPeriod,averageType](trueRange)

once init=0
if init=0 then
   if firsttrade=0 then
      state = 0
      trail = close - iloss
   else
      state = 1
      trail = close + iloss
   endif
   init=1
endif

if state[1] = 0 then
   if (close > trail[1]) then
      state = 0
      trail = Max(trail[1], close - iloss)
   else
      state = 1
      trail = close + iloss
   endif
endif

if state[1] = 1 then
   if (close < trail[1]) then
      state = 1
      trail = Min(trail[1], close + iloss)
   else
      state = 0
      trail = close - iloss
   endif
endif

BuySignal  = state <> state[1] and state = 0
SellSignal = state <> state[1] and state = 1

if BuySignal then
   ex = high
elsif SellSignal then
   ex = low
else
   if state = 0 then
      ex = Max(ex[1], high)
   elsif state = 1 then
      ex = Min(ex[1], low)
   else
      ex = ex[1]
   endif
endif

TrailingStop = trail

if state = 0 then
   r=0
   g=255
else
   r=255
   g=0
endif

// --- Retracements (entre ex et trail, côté stop)
f1 = ex + (trail - ex) * fib1Level / 100
f2 = ex + (trail - ex) * fib2Level / 100
f3 = ex + (trail - ex) * fib3Level / 100

// --- Extensions (de l'autre côté de ex, côté continuation)
// distance de référence = trail - ex, projetée en sens inverse depuis ex
fe1 = ex - (trail - ex) * fib1Level / 100
fe2 = ex - (trail - ex) * fib2Level / 100
fe3 = ex - (trail - ex) * fib3Level / 100

if showArrows then
   l1 = state[1] = 0 and close crosses under f1[1]
   l2 = state[1] = 0 and close crosses under f2[1]
   l3 = state[1] = 0 and close crosses under f3[1]
   s1 = state[1] = 1 and close crosses over f1[1]
   s2 = state[1] = 1 and close crosses over f2[1]
   s3 = state[1] = 1 and close crosses over f3[1]
   
   atr = AverageTrueRange[14](close)
   
   y=0
   if l1 or l2 or l3 then
      y = low - atr
   endif
   if s1 or s2 or s3 then
      y = high + atr
   endif
   
   if y>0 then
      if y>close then
         drawarrowdown(barindex,y) coloured(r,g,0)
      else
         drawarrowup(barindex,y) coloured(r,g,0)
      endif
   endif
endif

return  TrailingStop coloured(r,g,0) style(line,3) as "ATR Trailing Stop",  ex           coloured(r,g,0) style(point,4) as "Extremum",  f1  coloured(168,168,168) as "Ret 61.8",  f2  coloured(168,168,168) as "Ret 78.6",  f3  coloured(168,168,168) as "Ret 88.6",  fe1 coloured(100,180,255) as "Ext 61.8",  fe2 coloured(100,180,255) as "Ext 78.6",  fe3 coloured(100,180,255) as "Ext 88.6"

swing-atr-trailing-stop-fibo.png