Bonsoir,
est-il possible d’avoir un screener à partir de cet indicateur ?
Merci.
Timeframe (1 hour,updateonclose)
Period1h = 150
FastPeriod1h = 2
SlowPeriod1h = 50
Fastest1h = 2 / (FastPeriod1h + 1)
Slowest1h = 2 / (SlowPeriod1h + 1)
if barindex < Period1h+1 then
Kama1h=close
else
Num1h = abs(close–close[Period1h])
Den1h = summation[Period1h](abs(close–close[1]))
ER1h = Num1h / Den1h
Alpha1h = SQUARE(ER1h *(Fastest1h – Slowest1h )+ Slowest1h)
KAMA1h = (Alpha1h * Close) + ((1 –Alpha1h)* Kama1h[1])
endif
Timeframe (15 minutes,updateonclose)
/////////////////////////////////////////////////////////////////// parameters KAMA
Period15min = 150
FastPeriod15min = 2
SlowPeriod15min = 50
Fastest15min = 2 / (FastPeriod15min + 1)
Slowest15min = 2 / (SlowPeriod15min + 1)
if barindex < Period15min+1 then
Kama15min=close
else
Num15min = abs(close–close[Period15min])
Den15min = summation[Period15min](abs(close–close[1]))
ER15min = Num15min / Den15min
Alpha15min = SQUARE(ER15min *(Fastest15min – Slowest15min )+ Slowest15min)
KAMA15min = (Alpha15min * Close) + ((1 –Alpha15min)* Kama15min[1])
endif
//————————————-//
//PRC_RSI Cyclic Smoothed
//version = 0
//19.11.2024
//Sharing ProRealTime knowledge
//————————————-//
//Inputs
//————————————-//
src15min=close
domcycle15min=20
cyclelen15min=domcycle15min/2
vibration15min=10
leveling15min=10
cyclicmemory15min=domcycle15min*2
once crsi15min=0
//————————————-//
// CRSI calculation
//————————————-//
torque15min=2/(vibration15min+1)
phasinglag15min=floor((vibration15min–1)/2)
length15min = cyclelen15min
alpha15min = 1/length15min
srcUp15min = max(src15min–src15min[1],0)
if barindex = length15min then
up15min = average[length15min](srcUp15min)
else
up15min = alpha15min*srcUp15min + (1–alpha15min)*up15min[1]
endif
srcDw15min = –min(src15min–src15min[1],0)
if barindex = length15min then
dw15min = average[length15min](srcdw15min)
else
dw15min = alpha15min*srcdw15min + (1–alpha15min)*dw15min[1]
endif
if dw15min=0 then
myrsi15min=100
elsif up15min=0 then
myrsi15min=0
else
myrsi15min=100–100/(1+up15min/dw15min)
endif
if barindex>cyclicmemory15min then
crsi15min=torque15min*(2*myrsi15min–myrsi15min[phasinglag15min])+(1–torque15min)*crsi15min[1]
endif
//————————————-//
// LowBand and HighBand calculation
//————————————-//
Period15min=cyclicMemory15min
percent15min = leveling15min/100
periodMinusone15min = period15min–1
maxima15min = –999999.0
minima15min = 999999.0
for i15min=0 to periodMinusone15min do
if crsi15min[i15min] > maxima15min then
maxima15min = crsi15min[i15min]
elsif crsi15min[i15min] < minima15min then
minima15min = crsi15min[i15min]
endif
next
stepfactor15min = (maxima15min–minima15min)/100
lowband15min = 0
for steps15min=0 to 100 do
testvalue15min = minima15min+stepfactor15min*steps15min
below15min=0
for m15min=0 to periodMinusone15min do
if crsi15min[m15min]<testvalue15min then
below15min=below15min+1
endif
next
if below15min/period15min >= percent15min then
lowband15min = testvalue15min
break
endif
next
highband15min=0
for steps15min=0 to 100 do
testvalue15min=maxima15min–stepfactor15min*steps15min
above15min=0
for m15min=0 to periodMinusone15min do
if crsi15min[m15min]>=testvalue15min then
above15min=above15min+1
endif
next
if above15min/Period15min >= percent15min then
highband15min=testvalue15min
break
endif
next
mbb15min = average[50](crsi15min)
CRSISmooth15min = average[7](crsi15min)
LongPos = (kama1h > kama1h[1]) and (close > kama1h) and (kama15min > kama15min[1]) and (close > kama15min) and (CRSI15min crosses over CRSISmooth15min)
if longpos then
buy 1 contract at market
endif
Timeframe (default)
///trailing stop function
trailingstart = 5 //trailing will start @trailinstart points profit
trailingstep = 5 //trailing step to move the “stoploss”
//reset the stoploss value
IF NOT ONMARKET THEN
newSL=0
ENDIF
//manage long positions
IF LONGONMARKET THEN
IF newSL=0 AND close–tradeprice(1)>=trailingstart*pipsize THEN
newSL = tradeprice(1)+trailingstep*pipsize
ENDIF
//next moves
IF newSL>0 AND close–newSL>=trailingstep*pipsize THEN
newSL = newSL+trailingstep*pipsize
ENDIF
ENDIF
//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL=0 AND tradeprice(1)–close>=trailingstart*pipsize THEN
newSL = tradeprice(1)–trailingstep*pipsize
ENDIF
//next moves
IF newSL>0 AND newSL–close>=trailingstep*pipsize THEN
newSL = newSL–trailingstep*pipsize
ENDIF
ENDIF
//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF
// points based STOP LOSS and TRAILING STOP
// initial STOP LOSS
SET STOP pLOSS 50
// trailing stop
SET STOP pTRAILING 50
