Transformer un iindicateur complexe en screener

• 05/09/2021 at 11:07 PM #169212
  steve_

  Hello,

  Je me suis mis récemment à Prorealcode et en fouinant dans la bibliothèque, j’ai découvert cet indicateur qui date un peu mais semble donner des signaux d’achat potentiellement intéressants (merci Léo!).

  https://www.prorealcode.com/prorealtime-indicators/double-top-double-bottom-detector/

  NB: le screener associé fourni par Léo ne donne pas du tout les mêmes signaux… 🙁

  J’essaie de transformer l’indicateur en screener et le résultat n’est pas très concluant (je m’y prends sûrement mal!).

  1- Serait-il possible de détecter chaque soir les valeurs (actions, ETF…) pour lesquelles l’indicateur a dessiné une flèche ascendante pour la dernière séance de cotation ?

  2- Serait-il possible de détecter chaque soir les valeurs (actions, ETF…) pour lesquelles l’indicateur a dessiné une flèche ascendante lors d’une des x  dernières séances de cotation ? (x, variable en paramètre)

  J’ai mis en commentaire les instructions de dessin et au lieu de dessiner une flèche “up”, j’initialise une varaible “CondBuyOk=1” que je passe au screener.

  Ca marche pôôô. 🙁

  Je n’ai pas le résultat attendu.

  Voici ci-dessous mon essai de screener…

  Merci par avance à toute personne pouvant m’aider.

  Je ne demande pas forcément que l’on me donne le poisson tout cuit, je suis prêt à apprendre à le pêcher mais il me faut quelques pistes ! 😉

  (un tuto du genre “Comment transformer un indicateur complexe en screener”)  🙂

  Bon, si un expert a la solution en 10 minutes, je suis preneur, ça me permettra de dormir un peu plus ! :))

  @+

  Steve

  Mon essai de screener

  //LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE //Autor: LEO //VARIABLES TO BE OPTIMIZED PERIOD=20 //Period for analysis Kdouble=0.2 //Factor for defining what is double top or bottom //----------- CondBuyOK=0 //Leo Moving Average, formula: LMA= WMA+(WMA-SMA) LMA=2*weightedaverage[period](close)-average[period](close) //Smoothed curve of Leo Moving Average IF BARINDEX > period THEN smoothLMA=weightedaverage[period](LMA) ELSE smoothLMA=undefined ENDIF // << Storage of minimums and maximums >> once mintemp=low //once posmintemp=10 once posmintemp=1 once maxtemp=high once posmaxtemp=1 IF BARINDEX>2 THEN // the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked) IF low < lowest[round(0.75*period)](low[1]) THEN mintemp=low //minimum temporal posmintemp=BARINDEX //postition of minimum temporal ENDIF IF high > highest[round(0.75*period)](high[1]) then maxtemp=high //maximum temporal posmaxtemp=BARINDEX //position maximum temporal ENDIF ENDIF // << Detecting and locating a local minimums >> // Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby // If there is a new local min/max, the preivus one is stored in de varible B... (before) once LEVMIN=low once POSLEVMIN=1 once LEVMAX=high once POSLEVMAX=1 once bullcross=0 once bearcross=0 IF BARINDEX > PERIOD THEN //For avoid computer errors bullcross=LMA crosses over smoothLMA bearcross=LMA crosses under smoothLMA ENDIF IF bullcross THEN BLEVMIN=LEVMIN //previus local minimum is saved BPOSLEVMIN=POSLEVMIN LEVMIN=mintemp POSLEVMIN=posmintemp support=LEVMIN //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(0,0,0,30) //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(85,255,0) CondBuyOK=1 ENDIF // --> Detecting and locating a local maximum IF bearcross THEN BLEVMAX=LEVMAX //previus local maximum is saved BPOSLEVMAX=POSLEVMAX LEVMAX=maxtemp POSLEVMAX=posmaxtemp resistance=LEVMAX //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(0,0,0,30) //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(255,85,0) ENDIF support=min(low,support) resistance=max(high,resistance) // << DETECTING DOUBLE TOP OR BOTTOMS >> once WidthDoubleTop = high-low once WidthDoubleBottom = high-low //--> Double bottoms //looking for the top between two local minimums IF bullcross THEN doublebottomtop=high[BARINDEX-POSLEVMIN+1] // we start looking for the top in between two local minimums //POSdoublebottomtop=BARINDEX-POSLEVMIN+1 FOR i = (BARINDEX-POSLEVMIN+1) to (BARINDEX-BPOSLEVMIN-1) DO IF high[i] > doublebottomtop THEN doublebottomtop=high[i] //POSdoublebottomtop=BARINDEX-i ENDIF NEXT WidthDoubleBottom = doublebottomtop-(BLEVMIN+LEVMIN)/2 // (top betwen local minimums) - (average of the las two local minimums) IF abs(BLEVMIN-LEVMIN) < Kdouble*WidthDoubleBottom THEN // <<<<<<< HERE WE HAVE A DOUBLE BOTTOM FOR TRADING >>>>> //DRAWTRIANGLE(POSLEVMIN,LEVMIN,POSdoublebottomtop,doublebottomtop,BPOSLEVMIN,BLEVMIN) COLOURED(0,255,0,200) ENDIF ENDIF //--> Double tops //looking for the bottom between two local maximums IF bearcross THEN doubletopbottom=low[BARINDEX-POSLEVMAX+1] //POSdoubletopbottom=BARINDEX-POSLEVMAX+1 FOR i = (BARINDEX-POSLEVMAX+1) to (BARINDEX-BPOSLEVMAX-1) DO IF low[i] < doubletopbottom THEN doubletopbottom=low[i] //POSdoubletopbottom=BARINDEX-i ENDIF NEXT WidthDoubleTop=(BLEVMAX+LEVMAX)/2 -doubletopbottom IF abs(BLEVMAX-LEVMAX) < Kdouble*WidthDoubleTop THEN // <<<<<<< HERE WE HAVE A DOUBLE TOP FOR TRADING >>>>> //DRAWTRIANGLE(POSdoubletopbottom,doubletopbottom,POSLEVMAX,LEVMAX,BPOSLEVMAX,BLEVMAX) COLOURED(255,0,0,200) ENDIF ENDIF SCREENER [CondBuyOk] //RETURN LMA AS "Leo Moving Average", support as "support", resistance as "resistance", smoothLMA as "smooth LMA" //, lowest[round(0.75*period)](low[1]), highest[round(0.75*period)](high[1])

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  //LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE //Autor: LEO   //VARIABLES TO BE OPTIMIZED   PERIOD=20    //Period for analysis Kdouble=0.2 //Factor for defining what is double top or bottom   //----------- CondBuyOK=0 //Leo Moving Average, formula: LMA= WMA+(WMA-SMA) LMA=2*weightedaverage[period](close)-average[period](close)   //Smoothed curve of Leo Moving Average IF BARINDEX > period THEN smoothLMA=weightedaverage[period](LMA) ELSE smoothLMA=undefined ENDIF   // << Storage of minimums and maximums >> once mintemp=low //once posmintemp=10 once posmintemp=1 once maxtemp=high once posmaxtemp=1   IF BARINDEX>2 THEN // the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked) IF low < lowest[round(0.75*period)](low[1]) THEN mintemp=low //minimum temporal posmintemp=BARINDEX //postition of minimum temporal ENDIF IF high > highest[round(0.75*period)](high[1]) then maxtemp=high //maximum temporal posmaxtemp=BARINDEX //position maximum temporal ENDIF ENDIF   //  << Detecting and locating a local minimums >> //  Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby //  If there is a new local min/max, the preivus one is stored in de varible B... (before) once LEVMIN=low once POSLEVMIN=1 once LEVMAX=high once POSLEVMAX=1 once bullcross=0 once bearcross=0   IF BARINDEX > PERIOD THEN //For avoid computer errors bullcross=LMA crosses over smoothLMA bearcross=LMA crosses under smoothLMA ENDIF     IF bullcross THEN BLEVMIN=LEVMIN        //previus local minimum is saved BPOSLEVMIN=POSLEVMIN LEVMIN=mintemp POSLEVMIN=posmintemp support=LEVMIN //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(0,0,0,30) //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(85,255,0) CondBuyOK=1 ENDIF   // --> Detecting and locating a local maximum IF bearcross THEN BLEVMAX=LEVMAX       //previus local maximum is saved BPOSLEVMAX=POSLEVMAX LEVMAX=maxtemp POSLEVMAX=posmaxtemp resistance=LEVMAX //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(0,0,0,30) //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(255,85,0) ENDIF   support=min(low,support) resistance=max(high,resistance)     // << DETECTING DOUBLE TOP OR BOTTOMS  >>   once WidthDoubleTop = high-low once WidthDoubleBottom = high-low   //--> Double bottoms   //looking for the top between two local minimums IF bullcross THEN doublebottomtop=high[BARINDEX-POSLEVMIN+1] // we start looking for the top in between two local minimums //POSdoublebottomtop=BARINDEX-POSLEVMIN+1 FOR i = (BARINDEX-POSLEVMIN+1) to (BARINDEX-BPOSLEVMIN-1) DO IF high[i] > doublebottomtop THEN doublebottomtop=high[i] //POSdoublebottomtop=BARINDEX-i ENDIF NEXT WidthDoubleBottom = doublebottomtop-(BLEVMIN+LEVMIN)/2 // (top betwen local minimums) - (average of the las two local minimums) IF abs(BLEVMIN-LEVMIN) < Kdouble*WidthDoubleBottom THEN //       <<<<<<<  HERE WE HAVE A DOUBLE BOTTOM FOR TRADING  >>>>> //DRAWTRIANGLE(POSLEVMIN,LEVMIN,POSdoublebottomtop,doublebottomtop,BPOSLEVMIN,BLEVMIN) COLOURED(0,255,0,200) ENDIF ENDIF   //--> Double tops   //looking for the bottom between two local maximums IF bearcross THEN doubletopbottom=low[BARINDEX-POSLEVMAX+1] //POSdoubletopbottom=BARINDEX-POSLEVMAX+1 FOR i = (BARINDEX-POSLEVMAX+1) to (BARINDEX-BPOSLEVMAX-1) DO IF low[i] < doubletopbottom THEN doubletopbottom=low[i] //POSdoubletopbottom=BARINDEX-i ENDIF NEXT WidthDoubleTop=(BLEVMAX+LEVMAX)/2 -doubletopbottom IF abs(BLEVMAX-LEVMAX) < Kdouble*WidthDoubleTop THEN //       <<<<<<<  HERE WE HAVE A DOUBLE TOP FOR TRADING  >>>>> //DRAWTRIANGLE(POSdoubletopbottom,doubletopbottom,POSLEVMAX,LEVMAX,BPOSLEVMAX,BLEVMAX) COLOURED(255,0,0,200) ENDIF ENDIF SCREENER [CondBuyOk]   //RETURN LMA AS "Leo Moving Average", support as "support", resistance as "resistance", smoothLMA as "smooth LMA" //, lowest[round(0.75*period)](low[1]), highest[round(0.75*period)](high[1])

   

   

   

  

  steve_

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  05/10/2021 at 9:20 AM #169234
  JC_Bywan

  Salut, le meilleur moyen de débugguer un screener (même s’il vient d’un indicateur) c’est de visualiser les conditions dans… un indicateur.

  Quand il screen tu ne vois pas ce qu’il fait, tu vois juste une liste, et en plus s’y superpose le risque de l’erreur humaine dans l’interprétation de la justesse de la liste. Alors qu’en visualisant les conditions, tu empêches le doute au contraire tu crées des indices, qui l’un après l’autre permettent de tirer sur le fil des indices jusqu’à que ça marche.

  Donc d’abord: visualiser en indicateur condbuyok= 0 ou 1, puis (ou en même temps) visualiser en return ce qui joue dans condbuyok càd apparemment bullcross (qui permet d’entrer dans le if ou pas qui met condbuyok à vrai), s’il y a des anomalies avec bullcross, visualiser ce qui fait bouger bullcross (apparemment lma et smoothlma) etc…

  C’est le genre d’approche “apprendre à pêcher” que tu as demandé, et qui permet de débugguer, comme mise en place dans ce topic qui a permis à l’auteur de résoudre un bug après l’autre: https://www.prorealcode.com/topic/screener-indicateurs-multiples/

  

  JC_Bywan

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  05/11/2021 at 12:51 AM #169352
  steve_

  Hello Noobywan,

  J’ai suivi tes bons conseils et le résultat obtenu me laisse perplexe (cf. PJ 01).

  Actions effectuées:

  – duplication de l’indicateur d’origine (auteur Léo)

  – en début de script ajout de “CondBuyOk=0”

  – ajout de “CondBuyOk=1” juste avant de dessiner le flèche verte montante

  IF bullcross THEN ... CondBuyOk=1 DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(85,255,0) ENDIF

  1 2 3 4 5

  IF bullcross THEN   ...   CondBuyOk=1   DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(85,255,0) ENDIF

  – renvoie des 3 variables à étudier

  RETURN CondBuyOk,POSLEVMIN,LEVMIN

  1	RETURN CondBuyOk,POSLEVMIN,LEVMIN

  Comme tu le vois sur la copie d’écran 01, une flèche verte est dessinée alors que “CondBuyOk=0”!?!

  Je pige pas…

  Par contre, on voit bien (PJ 02) que “CondBuyOk=1” quand les 2 moyennes de l’indicateur se croisent, conformément à la condition:

  bullcross=LMA crosses over smoothLMA

  1	bullcross=LMA crosses over smoothLMA

  La logique de fonctionnement du bouzin m’échappe …

  Pourrais-tu (ou tout expert de ProRealCode) m’éclairer STP sur le sujet ?

  Merci.

  @+

  Steve

   

  Le script complet modifié:

  Mon essai d'indicateur

  //LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE //Autor: LEO //VARIABLES TO BE OPTIMIZED PERIOD=20 //Period for analysis Kdouble=0.2 //Factor for defining what is double top or bottom //----------- CondBuyOk=0 //Leo Moving Average, formula: LMA= WMA+(WMA-SMA) LMA=2*weightedaverage[period](close)-average[period](close) //Smoothed curve of Leo Moving Average IF BARINDEX > period THEN smoothLMA=weightedaverage[period](LMA) ELSE smoothLMA=undefined ENDIF // << Storage of minimums and maximums >> once mintemp=low once posmintemp=10 once maxtemp=high once posmaxtemp=1 IF BARINDEX>2 THEN // the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked) IF low < lowest[round(0.75*period)](low[1]) THEN mintemp=low //minimum temporal posmintemp=BARINDEX //postition of minimum temporal ENDIF IF high > highest[round(0.75*period)](high[1]) then maxtemp=high //maximum temporal posmaxtemp=BARINDEX //position maximum temporal ENDIF ENDIF // << Detecting and locating a local minimums >> // Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby // If there is a new local min/max, the preivus one is stored in de varible B... (before) once LEVMIN=low once POSLEVMIN=1 once LEVMAX=high once POSLEVMAX=1 once bullcross=0 once bearcross=0 IF BARINDEX > PERIOD THEN //For avoid computer errors bullcross=LMA crosses over smoothLMA bearcross=LMA crosses under smoothLMA ENDIF IF bullcross THEN BLEVMIN=LEVMIN //previus local minimum is saved BPOSLEVMIN=POSLEVMIN LEVMIN=mintemp POSLEVMIN=posmintemp support=LEVMIN CondBuyOk=1 //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(0,0,0,30) DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(85,255,0) ENDIF // --> Detecting and locating a local maximum IF bearcross THEN BLEVMAX=LEVMAX //previus local maximum is saved BPOSLEVMAX=POSLEVMAX LEVMAX=maxtemp POSLEVMAX=posmaxtemp resistance=LEVMAX //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(0,0,0,30) DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(255,85,0) ENDIF support=min(low,support) resistance=max(high,resistance) // << DETECTING DOUBLE TOP OR BOTTOMS >> once WidthDoubleTop = high-low once WidthDoubleBottom = high-low //--> Double bottoms //looking for the top between two local minimums IF bullcross THEN doublebottomtop=high[BARINDEX-POSLEVMIN+1] // we start looking for the top in between two local minimums POSdoublebottomtop=BARINDEX-POSLEVMIN+1 FOR i = (BARINDEX-POSLEVMIN+1) to (BARINDEX-BPOSLEVMIN-1) DO IF high[i] > doublebottomtop THEN doublebottomtop=high[i] POSdoublebottomtop=BARINDEX-i ENDIF NEXT WidthDoubleBottom = doublebottomtop-(BLEVMIN+LEVMIN)/2 // (top betwen local minimums) - (average of the las two local minimums) IF abs(BLEVMIN-LEVMIN) < Kdouble*WidthDoubleBottom THEN // <<<<<<< HERE WE HAVE A DOUBLE BOTTOM FOR TRADING >>>>> DRAWTRIANGLE(POSLEVMIN,LEVMIN,POSdoublebottomtop,doublebottomtop,BPOSLEVMIN,BLEVMIN) COLOURED(0,255,0,200) ENDIF ENDIF //--> Double tops //looking for the bottom between two local maximums IF bearcross THEN doubletopbottom=low[BARINDEX-POSLEVMAX+1] POSdoubletopbottom=BARINDEX-POSLEVMAX+1 FOR i = (BARINDEX-POSLEVMAX+1) to (BARINDEX-BPOSLEVMAX-1) DO IF low[i] < doubletopbottom THEN doubletopbottom=low[i] POSdoubletopbottom=BARINDEX-i ENDIF NEXT WidthDoubleTop=(BLEVMAX+LEVMAX)/2 -doubletopbottom IF abs(BLEVMAX-LEVMAX) < Kdouble*WidthDoubleTop THEN // <<<<<<< HERE WE HAVE A DOUBLE TOP FOR TRADING >>>>> DRAWTRIANGLE(POSdoubletopbottom,doubletopbottom,POSLEVMAX,LEVMAX,BPOSLEVMAX,BLEVMAX) COLOURED(255,0,0,200) ENDIF ENDIF RETURN CondBuyOk,POSLEVMIN,LEVMIN //RETURN LMA AS "Leo Moving Average", support as "support", resistance as "resistance", smoothLMA as "smooth LMA" //, lowest[round(0.75*period)](low[1]), highest[round(0.75*period)](high[1])

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  //LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE //Autor: LEO   //VARIABLES TO BE OPTIMIZED   PERIOD=20    //Period for analysis Kdouble=0.2 //Factor for defining what is double top or bottom   //----------- CondBuyOk=0 //Leo Moving Average, formula: LMA= WMA+(WMA-SMA) LMA=2*weightedaverage[period](close)-average[period](close)   //Smoothed curve of Leo Moving Average IF BARINDEX > period THEN smoothLMA=weightedaverage[period](LMA) ELSE smoothLMA=undefined ENDIF   // << Storage of minimums and maximums >> once mintemp=low once posmintemp=10 once maxtemp=high once posmaxtemp=1   IF BARINDEX>2 THEN // the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked) IF low < lowest[round(0.75*period)](low[1]) THEN mintemp=low //minimum temporal posmintemp=BARINDEX //postition of minimum temporal ENDIF IF high > highest[round(0.75*period)](high[1]) then maxtemp=high //maximum temporal posmaxtemp=BARINDEX //position maximum temporal ENDIF ENDIF   //  << Detecting and locating a local minimums >> //  Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby //  If there is a new local min/max, the preivus one is stored in de varible B... (before) once LEVMIN=low once POSLEVMIN=1 once LEVMAX=high once POSLEVMAX=1 once bullcross=0 once bearcross=0   IF BARINDEX > PERIOD THEN //For avoid computer errors bullcross=LMA crosses over smoothLMA bearcross=LMA crosses under smoothLMA ENDIF     IF bullcross THEN BLEVMIN=LEVMIN        //previus local minimum is saved BPOSLEVMIN=POSLEVMIN LEVMIN=mintemp POSLEVMIN=posmintemp support=LEVMIN CondBuyOk=1 //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(0,0,0,30) DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(85,255,0) ENDIF   // --> Detecting and locating a local maximum IF bearcross THEN BLEVMAX=LEVMAX       //previus local maximum is saved BPOSLEVMAX=POSLEVMAX LEVMAX=maxtemp POSLEVMAX=posmaxtemp resistance=LEVMAX //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(0,0,0,30) DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(255,85,0) ENDIF   support=min(low,support) resistance=max(high,resistance)     // << DETECTING DOUBLE TOP OR BOTTOMS  >>   once WidthDoubleTop = high-low once WidthDoubleBottom = high-low   //--> Double bottoms   //looking for the top between two local minimums IF bullcross THEN doublebottomtop=high[BARINDEX-POSLEVMIN+1] // we start looking for the top in between two local minimums POSdoublebottomtop=BARINDEX-POSLEVMIN+1 FOR i = (BARINDEX-POSLEVMIN+1) to (BARINDEX-BPOSLEVMIN-1) DO IF high[i] > doublebottomtop THEN doublebottomtop=high[i] POSdoublebottomtop=BARINDEX-i ENDIF NEXT WidthDoubleBottom = doublebottomtop-(BLEVMIN+LEVMIN)/2 // (top betwen local minimums) - (average of the las two local minimums) IF abs(BLEVMIN-LEVMIN) < Kdouble*WidthDoubleBottom THEN //       <<<<<<<  HERE WE HAVE A DOUBLE BOTTOM FOR TRADING  >>>>> DRAWTRIANGLE(POSLEVMIN,LEVMIN,POSdoublebottomtop,doublebottomtop,BPOSLEVMIN,BLEVMIN) COLOURED(0,255,0,200) ENDIF ENDIF   //--> Double tops   //looking for the bottom between two local maximums IF bearcross THEN doubletopbottom=low[BARINDEX-POSLEVMAX+1] POSdoubletopbottom=BARINDEX-POSLEVMAX+1 FOR i = (BARINDEX-POSLEVMAX+1) to (BARINDEX-BPOSLEVMAX-1) DO IF low[i] < doubletopbottom THEN doubletopbottom=low[i] POSdoubletopbottom=BARINDEX-i ENDIF NEXT WidthDoubleTop=(BLEVMAX+LEVMAX)/2 -doubletopbottom IF abs(BLEVMAX-LEVMAX) < Kdouble*WidthDoubleTop THEN //       <<<<<<<  HERE WE HAVE A DOUBLE TOP FOR TRADING  >>>>> DRAWTRIANGLE(POSdoubletopbottom,doubletopbottom,POSLEVMAX,LEVMAX,BPOSLEVMAX,BLEVMAX) COLOURED(255,0,0,200) ENDIF ENDIF   RETURN CondBuyOk,POSLEVMIN,LEVMIN   //RETURN LMA AS "Leo Moving Average", support as "support", resistance as "resistance", smoothLMA as "smooth LMA" //, lowest[round(0.75*period)](low[1]), highest[round(0.75*period)](high[1])

  

  steve_

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  05/11/2021 at 7:01 AM #169360
  JC_Bywan

  Salut, ma première réaction pré-café, c’est que comme ton drawarrowup n’est pas forcément avec une abscisse sur barindex courant (il est mis sur poslevmin, lui même venant de posmintemps, lui-même défini en ligne 31 dans un autre bloc if-endif), alors ça me dit que la flèche verte n’est pas forcément dessinée sur la même barre que celle où buycondok=1, donc la PJ 1 ne suffit pas à conclure à une incohérence sauf ^à être sûr que c’est la lecture du code à cette barre là qui a mis la flèche là, mais comme il y a un autre bullcross que la PJ2 (celui de la dernière barre), il faudrait voir si ce n’est pas un buycondok=1 de la dernière barre qui déclenche la flèche verte en arrière dans l’historique en PJ1.

  

  JC_Bywan

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  05/11/2021 at 10:02 PM #169437
  steve_

  Hello,

  Oui, effectivement, mon 1er essai était trop simpliste… 🙁

  Je me suis plongé dans le code cet après-midi pour comprendre cet indicateur et ça vallait le coup.

  Voici ma dernière version d’adaptation de l’indicateur de Léo en screener.

  Le résultat est plutôt satisfaisant. 🙂

  En tête de script, j’ai ajouté la variable LgHisto qui définit la pronfondeur de recherche d’apparition d’une flèche “up” ou “down”.

  J’ai testé sur des actions France, Euro, US, crypto en daily, ça semble bien marcher, c’est même un peu trop beau ! 😉

  Ca ne ramène rien en “daily” sur les cryptos mais ça doit être normal (?).

  Je n’ai pas pu tester avec des UT inférieures au jour (version de démo).

  Voilà, je laisse les experts du forum jouer avec ce screener et me dire ce qu’ils en pensent (pertinence des “signaux”, failles, améliorations possibles…).

  Par avance, merci.

  @+

  Steve

   

  NB: le bouton “insertion code PRT” n’est plus dispo en mode “Visual”, il faut passer par “Text” ?!?

  ---

  Ma dernière version

  //LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE //Autor of indicator: LEO //Screener adaptation : Steve_ //VARIABLES TO BE OPTIMIZED PERIOD=20 //Period for analysis Kdouble=0.2 //Factor for defining what is double top or bottom // Arrow up/down must appear during last LgHisto UT LgHisto=5 //----------- CondBuyOK=0 //Leo Moving Average, formula: LMA= WMA+(WMA-SMA) LMA=2*weightedaverage[period](close)-average[period](close) //Smoothed curve of Leo Moving Average IF BARINDEX > period THEN smoothLMA=weightedaverage[period](LMA) ELSE smoothLMA=undefined ENDIF // << Storage of minimums and maximums >> once mintemp=low //once posmintemp=10 once posmintemp=1 once maxtemp=high once posmaxtemp=1 IF BARINDEX>2 THEN // the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked) IF low < lowest[round(0.75*period)](low[1]) THEN mintemp=low //minimum temporal posmintemp=BARINDEX //postition of minimum temporal ENDIF IF high > highest[round(0.75*period)](high[1]) then maxtemp=high //maximum temporal posmaxtemp=BARINDEX //position maximum temporal ENDIF ENDIF // << Detecting and locating a local minimums >> // Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby // If there is a new local min/max, the preivus one is stored in de varible B... (before) once LEVMIN=low once POSLEVMIN=1 once LEVMAX=high once POSLEVMAX=1 once bullcross=0 once bearcross=0 IF BARINDEX > PERIOD THEN //For avoid computer errors bullcross=LMA crosses over smoothLMA bearcross=LMA crosses under smoothLMA ENDIF IF bullcross THEN BLEVMIN=LEVMIN //previus local minimum is saved BPOSLEVMIN=POSLEVMIN LEVMIN=mintemp POSLEVMIN=posmintemp support=LEVMIN //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(0,0,0,30) //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(85,255,0) //CondBuyOK=1 ENDIF // --> Detecting and locating a local maximum IF bearcross THEN BLEVMAX=LEVMAX //previus local maximum is saved BPOSLEVMAX=POSLEVMAX LEVMAX=maxtemp POSLEVMAX=posmaxtemp resistance=LEVMAX //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(0,0,0,30) //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(255,85,0) ENDIF support=min(low,support) resistance=max(high,resistance) // << DETECTING DOUBLE TOP OR BOTTOMS >> once WidthDoubleTop = high-low once WidthDoubleBottom = high-low //--> Double bottoms //looking for the top between two local minimums IF bullcross THEN doublebottomtop=high[BARINDEX-POSLEVMIN+1] // we start looking for the top in between two local minimums //POSdoublebottomtop=BARINDEX-POSLEVMIN+1 FOR i = (BARINDEX-POSLEVMIN+1) to (BARINDEX-BPOSLEVMIN-1) DO IF high[i] > doublebottomtop THEN doublebottomtop=high[i] //POSdoublebottomtop=BARINDEX-i ENDIF NEXT WidthDoubleBottom = doublebottomtop-(BLEVMIN+LEVMIN)/2 // (top betwen local minimums) - (average of the las two local minimums) IF abs(BLEVMIN-LEVMIN) < Kdouble*WidthDoubleBottom THEN // <<<<<<< HERE WE HAVE A DOUBLE BOTTOM FOR TRADING >>>>> //DRAWTRIANGLE(POSLEVMIN,LEVMIN,POSdoublebottomtop,doublebottomtop,BPOSLEVMIN,BLEVMIN) COLOURED(0,255,0,200) ENDIF ENDIF //--> Double tops //looking for the bottom between two local maximums IF bearcross THEN doubletopbottom=low[BARINDEX-POSLEVMAX+1] //POSdoubletopbottom=BARINDEX-POSLEVMAX+1 FOR i = (BARINDEX-POSLEVMAX+1) to (BARINDEX-BPOSLEVMAX-1) DO IF low[i] < doubletopbottom THEN doubletopbottom=low[i] //POSdoubletopbottom=BARINDEX-i ENDIF NEXT WidthDoubleTop=(BLEVMAX+LEVMAX)/2 -doubletopbottom IF abs(BLEVMAX-LEVMAX) < Kdouble*WidthDoubleTop THEN // <<<<<<< HERE WE HAVE A DOUBLE TOP FOR TRADING >>>>> //DRAWTRIANGLE(POSdoubletopbottom,doubletopbottom,POSLEVMAX,LEVMAX,BPOSLEVMAX,BLEVMAX) COLOURED(255,0,0,200) ENDIF ENDIF // Arrow up position PosFlUp=BARINDEX-POSLEVMIN // Arrow down position PosFlDwn=BARINDEX-POSLEVMAX // We screen arrows appeared during the last LgHisto UT CondBuyOk=(PosFlUp < LgHisto) CondSellOk=(PosFlDwn < LgHisto) // To check results only PosFl=posflup * 1000 + PosFlDwn SCREENER[CondBuyOk OR CondSellOk]( PosFl as "Pos.Up , Down") //RETURN LMA AS "Leo Moving Average", support as "support", resistance as "resistance", smoothLMA as "smooth LMA" //, lowest[round(0.75*period)](low[1]), highest[round(0.75*period)](high[1])

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  //LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE //Autor of indicator: LEO //Screener adaptation : Steve_   //VARIABLES TO BE OPTIMIZED   PERIOD=20    //Period for analysis Kdouble=0.2 //Factor for defining what is double top or bottom   // Arrow up/down must appear during last LgHisto UT LgHisto=5   //----------- CondBuyOK=0 //Leo Moving Average, formula: LMA= WMA+(WMA-SMA) LMA=2*weightedaverage[period](close)-average[period](close)   //Smoothed curve of Leo Moving Average IF BARINDEX > period THEN smoothLMA=weightedaverage[period](LMA) ELSE smoothLMA=undefined ENDIF   // << Storage of minimums and maximums >> once mintemp=low //once posmintemp=10 once posmintemp=1 once maxtemp=high once posmaxtemp=1   IF BARINDEX>2 THEN // the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked) IF low < lowest[round(0.75*period)](low[1]) THEN mintemp=low //minimum temporal posmintemp=BARINDEX //postition of minimum temporal ENDIF IF high > highest[round(0.75*period)](high[1]) then maxtemp=high //maximum temporal posmaxtemp=BARINDEX //position maximum temporal ENDIF ENDIF   //  << Detecting and locating a local minimums >> //  Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby //  If there is a new local min/max, the preivus one is stored in de varible B... (before) once LEVMIN=low once POSLEVMIN=1 once LEVMAX=high once POSLEVMAX=1 once bullcross=0 once bearcross=0   IF BARINDEX > PERIOD THEN //For avoid computer errors bullcross=LMA crosses over smoothLMA bearcross=LMA crosses under smoothLMA ENDIF     IF bullcross THEN BLEVMIN=LEVMIN        //previus local minimum is saved BPOSLEVMIN=POSLEVMIN LEVMIN=mintemp POSLEVMIN=posmintemp support=LEVMIN //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(0,0,0,30) //DRAWARROWUP(POSLEVMIN,LEVMIN) coloured(85,255,0) //CondBuyOK=1 ENDIF   // --> Detecting and locating a local maximum IF bearcross THEN BLEVMAX=LEVMAX       //previus local maximum is saved BPOSLEVMAX=POSLEVMAX LEVMAX=maxtemp POSLEVMAX=posmaxtemp resistance=LEVMAX //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(0,0,0,30) //DRAWARROWDOWN(POSLEVMAX,LEVMAX) coloured(255,85,0) ENDIF   support=min(low,support) resistance=max(high,resistance)     // << DETECTING DOUBLE TOP OR BOTTOMS  >>   once WidthDoubleTop = high-low once WidthDoubleBottom = high-low   //--> Double bottoms   //looking for the top between two local minimums IF bullcross THEN doublebottomtop=high[BARINDEX-POSLEVMIN+1] // we start looking for the top in between two local minimums //POSdoublebottomtop=BARINDEX-POSLEVMIN+1 FOR i = (BARINDEX-POSLEVMIN+1) to (BARINDEX-BPOSLEVMIN-1) DO IF high[i] > doublebottomtop THEN doublebottomtop=high[i] //POSdoublebottomtop=BARINDEX-i ENDIF NEXT WidthDoubleBottom = doublebottomtop-(BLEVMIN+LEVMIN)/2 // (top betwen local minimums) - (average of the las two local minimums) IF abs(BLEVMIN-LEVMIN) < Kdouble*WidthDoubleBottom THEN //       <<<<<<<  HERE WE HAVE A DOUBLE BOTTOM FOR TRADING  >>>>> //DRAWTRIANGLE(POSLEVMIN,LEVMIN,POSdoublebottomtop,doublebottomtop,BPOSLEVMIN,BLEVMIN) COLOURED(0,255,0,200) ENDIF ENDIF   //--> Double tops   //looking for the bottom between two local maximums IF bearcross THEN doubletopbottom=low[BARINDEX-POSLEVMAX+1] //POSdoubletopbottom=BARINDEX-POSLEVMAX+1 FOR i = (BARINDEX-POSLEVMAX+1) to (BARINDEX-BPOSLEVMAX-1) DO IF low[i] < doubletopbottom THEN doubletopbottom=low[i] //POSdoubletopbottom=BARINDEX-i ENDIF NEXT WidthDoubleTop=(BLEVMAX+LEVMAX)/2 -doubletopbottom IF abs(BLEVMAX-LEVMAX) < Kdouble*WidthDoubleTop THEN //       <<<<<<<  HERE WE HAVE A DOUBLE TOP FOR TRADING  >>>>> //DRAWTRIANGLE(POSdoubletopbottom,doubletopbottom,POSLEVMAX,LEVMAX,BPOSLEVMAX,BLEVMAX) COLOURED(255,0,0,200) ENDIF ENDIF   // Arrow up position PosFlUp=BARINDEX-POSLEVMIN // Arrow down position PosFlDwn=BARINDEX-POSLEVMAX   // We screen arrows appeared during the last LgHisto UT CondBuyOk=(PosFlUp < LgHisto) CondSellOk=(PosFlDwn < LgHisto)   // To check results only PosFl=posflup * 1000 + PosFlDwn   SCREENER[CondBuyOk OR CondSellOk]( PosFl as "Pos.Up , Down")       //RETURN LMA AS "Leo Moving Average", support as "support", resistance as "resistance", smoothLMA as "smooth LMA" //, lowest[round(0.75*period)](low[1]), highest[round(0.75*period)](high[1])

  

  steve_

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  05/13/2021 at 3:03 AM #169546
  steve_

  Hello,

  Voici une dernière version plus “présentable”, nettoyée de toutes les portions de code de l’indicateur (dessins flèches, triangles…), inutiles  au screener.

  Ca semble OK, je n’ai rien supprimé de trop, j’ai les mêmes résultats que la version précédente. 🙂

  Bref, je laisse les experts du forum jouer avec ce screener et me dire ce qu’ils en pensent (pertinence des “signaux”, failles, améliorations possibles…).

  Par avance, merci.

  @+

  Steve

   

  Version

  //LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE //Autor of indicator: LEO //Screener adaptation : Steve_ //VARIABLES TO BE OPTIMIZED Period=20 //Period for analysis // We screen arrows up/down appearing during last LgHisto timeframes LgHisto=5 //----------- // Buy/sell conditions CondBuyOK=0 CondSellOk=0 //Leo Moving Average, formula: LMA= WMA+(WMA-SMA) LMA = 2 * weightedaverage[period](close) - average[period](close) //Smoothed curve of Leo Moving Average // BARINDEX : index de la barre courante (0 à n), n=200 par défaut ? IF BARINDEX > period THEN smoothLMA = weightedaverage[period](LMA) ELSE smoothLMA = undefined ENDIF // << Storage of minimums and maximums >> once posmintemp=10 once posmaxtemp=1 IF BARINDEX > 2 THEN // the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked) IF low < lowest[round(0.75*period)](low[1]) THEN posmintemp=BARINDEX //postition of minimum temporal ENDIF IF high > highest[round(0.75*period)](high[1]) then posmaxtemp=BARINDEX //position maximum temporal ENDIF ENDIF // << Detecting and locating a local minimums >> // Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby // If there is a new local min/max, the previous one is stored in de varible B... (before) once POSLEVMIN=1 once POSLEVMAX=1 once bullcross=0 once bearcross=0 IF BARINDEX > period THEN // To avoid computer errors bullcross = LMA crosses over smoothLMA bearcross = LMA crosses under smoothLMA ENDIF // --> Locating a local minimum IF bullcross THEN POSLEVMIN = posmintemp ENDIF // --> Locating a local maximum IF bearcross THEN POSLEVMAX = posmaxtemp ENDIF // Arrow up position PosFlUp = BARINDEX - POSLEVMIN // Arrow down position PosFlDwn = BARINDEX - POSLEVMAX // We screen arrows appeared during the last LgHisto timeframes CondBuyOk = (PosFlUp < LgHisto) CondSellOk = (PosFlDwn < LgHisto) // To check results only PosFl = posflup * 1000 + PosFlDwn SCREENER[CondBuyOk OR CondSellOk]( PosFl as "Pos.Up , Down")

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  //LOCALS MINIMUMS AND MAXIMUMS USING LEO MOVING AVERAGE //Autor of indicator: LEO //Screener adaptation : Steve_   //VARIABLES TO BE OPTIMIZED Period=20    //Period for analysis   // We screen arrows up/down appearing during last LgHisto timeframes LgHisto=5   //----------- // Buy/sell conditions CondBuyOK=0 CondSellOk=0   //Leo Moving Average, formula: LMA= WMA+(WMA-SMA) LMA = 2 * weightedaverage[period](close) - average[period](close)   //Smoothed curve of Leo Moving Average // BARINDEX : index de la barre courante (0 à n), n=200 par défaut ? IF BARINDEX > period THEN smoothLMA = weightedaverage[period](LMA) ELSE smoothLMA = undefined ENDIF   // << Storage of minimums and maximums >> once posmintemp=10 once posmaxtemp=1   IF BARINDEX > 2 THEN // the value 0.75 is to ensure that the donchian channel is faster than the curves analysis (this value to be checked) IF low < lowest[round(0.75*period)](low[1]) THEN posmintemp=BARINDEX //postition of minimum temporal ENDIF IF high > highest[round(0.75*period)](high[1]) then posmaxtemp=BARINDEX //position maximum temporal ENDIF ENDIF   //  << Detecting and locating a local minimums >> //  Where the LMA is crossing the smoothed LMA, there is a maximum or minimum nearby //  If there is a new local min/max, the previous one is stored in de varible B... (before) once POSLEVMIN=1 once POSLEVMAX=1 once bullcross=0 once bearcross=0   IF BARINDEX > period THEN // To avoid computer errors bullcross = LMA crosses over smoothLMA bearcross = LMA crosses under smoothLMA ENDIF   // --> Locating a local minimum IF bullcross THEN POSLEVMIN = posmintemp ENDIF   // --> Locating a local maximum IF bearcross THEN POSLEVMAX = posmaxtemp ENDIF   // Arrow up position PosFlUp = BARINDEX - POSLEVMIN // Arrow down position PosFlDwn = BARINDEX - POSLEVMAX   // We screen arrows appeared during the last LgHisto timeframes CondBuyOk = (PosFlUp < LgHisto) CondSellOk = (PosFlDwn < LgHisto)   // To check results only PosFl = posflup * 1000 + PosFlDwn   SCREENER[CondBuyOk OR CondSellOk]( PosFl as "Pos.Up , Down")

  

  steve_

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