a screener for an Indicator by kris75

This topic has 14 replies, 3 voices, and was last updated 5 years ago by GraHal.

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11/13/2019 at 2:46 PM #112695

assafn

I would like some help with programming a screener for this indicator (the itf file is attached).
how can I create a screener that shows results whenever a new ▲ sign is created?
Thank you
Assaf

assafn

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11/13/2019 at 8:09 PM #112721

GraHal

Is the above Indicator available in the Library?

I can’t see / find it?? I searched on PRIX.

GraHal

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11/13/2019 at 8:17 PM #112724

assafn

Hello GraHal,

The itf file is attached, I found this indicator at the indicator library. Here’s the link:

https://www.prorealcode.com/prorealtime-indicators/zigzag-volume-by-price-fibonacci-indicator-fizivol/

assafn

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11/13/2019 at 8:19 PM #112725

GraHal

Aha you renamed the Indicator 🙂

Thank you

GraHal

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11/13/2019 at 10:25 PM #112729

GraHal

I can’t even get it to work as an Indicator! 🙂

I haven’t tried very hard, but I can’t get even the two Indicators to work on the link you posted.

I tried on the DJI so there is volume data.

Probably something simple?

Why not try and get the Indicator converted to an Auto-Strategy?? Least then you can try on various markets and TF’s to see if the strategy can make any money by doing backtests etc??

I always think with a Screener that you end up with a list of results and if you took a trade on one of them and sat it out then you are only testing one trades compared to loads and loads of trades in a backtest??

GraHal

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11/13/2019 at 10:32 PM #112730

assafn

Did you install the indicator on the price chart panel?

and another question – how can I convert the indicator to an auto strategy?

assafn

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11/13/2019 at 10:47 PM #112731

GraHal

assafn wrote:

Did you install the indicator on the price chart panel?

No! hahaha I installed as a separate chart … I knew it must be something simple! I’m watching a film with one eye also so I wasn’t concentrating! 🙂

assafn wrote:

how can I convert the indicator to an auto strategy?

I wish I knew! 🙂 But the effort could be more fruitful than ending up with a Screener??

If I come back to this and achieve anything then I’ll let you know … don’t hold your breath! 🙂

In the meantime, anybody please dive in and help?

GraHal

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11/13/2019 at 10:50 PM #112732

assafn

Thanks man,

enjoy the film 🙂

1 user thanked author for this post.

GraHal

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11/14/2019 at 12:56 AM #112740

robertogozzi

I could install it, but I had to lower variable NbOfDiv from 12 to 6 to avoid an error message about infinite loops.

I also tried to convert it to a screener, but it was impossible to get rid of the above message in ProScreener.

Maybe Kris75 could help.

1 user thanked author for this post.

assafn

robertogozzi

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11/14/2019 at 5:54 AM #112745

assafn

@robertogozzi, can you please explain how did you convert it?

assafn

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11/14/2019 at 10:15 AM #112756

robertogozzi

I removed all graphic instructions (not supported by ProScreener), then I added a dummy IF…END before the end to avoid removing unused variables, then added a conditions where you said you wanted it and used it to scan the market.

This is the code (but you’ll find the attached .ITF file, as well):

//The main goal of this indicator is to identify strengh and weekness in the distribution of volume per price
//and to identify future support and resistance in the next ZIG ZAG sequence
//
//VolumebypricelevelsV2Extended by Kris75
//VolumeByPrice HighLowBreakdown (mods by Kris75)
//PRC_multi-fractals-zigzag-highlow | indicator
//PRC_Bull&Bear Volume on Price | indicator
//05.07.2018
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

LookBack      = 10
NbOfDiv       = 5
ScaleFactor   = 1
LineExtension = 0
FiboExtension = 0
NumbarVerif   = 0

//r=100
//g=100
//b=100
 
//r1=200
//g1=200
//b1=200
//
 
//---major zigzag points
 
if lastpoint <= 0 then
if close[LookBack] >= highest[2*LookBack+1](close) then
NewPeak = 1
HighLookBack = high[LookBack]
Higher = close[LookBack]
HigherBarIndex = barindex[LookBack]
else
NewPeak = 0
endif
endif
 
 
if NewPeak then
 
 
NewHigherBarIndex = HigherBarIndex
LastLowerBarIndex = NewLowerBarIndex
NewHigher = higher
LastLower = NewLower
LagAfterSignal = abs(barindex-NewHigherBarIndex)
lastpoint=1
 
//drawsegment (lastLowerBarindex,lastlower,HigherBarIndex,NewHigher) coloured (0,0,200)
//drawsegment (NewHigherBarIndex,lastlower,NewHigherBarIndex,NewHigher) coloured (r1,g1,b1)
//drawtext("▼", NewHigherBarIndex,HighLookBack) coloured(255,0,0)
 
 
//// calculation of MinInf  MinSup Max
 
StartBarindex = LastLowerBarIndex
EndBarindex = NewHigherBarIndex
 
StartBarindex = max(1,StartBarindex)
EndBarindex = max(1,EndBarindex)
 
LastLowerBarIndex = max(1,LastLowerBarIndex)
NewHigherBarIndex = max(1,NewHigherBarIndex)
 
StartBarSignalIndex = max(1,StartBarSignalIndex)
 
StartBarSignalIndex = LagAfterSignal + (EndBarindex-StartBarindex) // calculation of the real Barindex when we get the Newpeak / Newdown information : we will need it to calculate the global volume during a sequence.
 
 
hh=NewHigher
ll=LastLower
div = (hh-ll)/NbOfDiv      // thickness of the horizontal bar
i=0
 
 
//////// Fibo
fullrange = abs(hh-ll)
fibo100   = hh
fibo0     = ll
fibo236   = ll+(fullrange*0.236)
fibo382   = ll+(fullrange*0.382)
fibo500    = ll+fullrange/2
fibo618   = ll+(fullrange*0.618)
fibo764   = ll+(fullrange*0.764)
// extensions++
fibo1236  = hh +(fullrange*0.236)
fibo1382  = hh +(fullrange*0.382)
fibo1500  = hh +fullrange/2
fibo1618  = hh +(fullrange*0.618)
fibo1764  = hh +(fullrange*0.764)
fibo200   = hh + fullrange
// extensions--
fibo0236  = ll - (fullrange*0.236)
fibo0382  = ll - (fullrange*0.382)
fibo0500  = ll - fullrange/2
fibo0618  = ll - (fullrange*0.618)
fibo0764  = ll - (fullrange*0.764)
fibo00   = ll - fullrange
 
 
 
///support - resistance
lrangeminInf = 0
hrangeminInf = 0
lrangeminSup = 0
hrangeminSup = 0
lrangemax = 0
hrangemax = 0
MaxVol = 0
NumBarVol = 0
NumBarMaxVol = 0
NumBarMinVolSup = 0
NumBarMinVolInf = 0
 
 
volsum = summation [StartBarSignalIndex](volume)-summation [LagAfterSignal](volume)
 
 
while i<NbOfDiv do
lrange=ll+div*i
hrange=lrange+div
volbull=0
volbear=0
NumBarVol = i+1
 
for q = StartBarSignalIndex downto LagAfterSignal do
if close[q]>=lrange and close[q]<=hrange then
if close[q]>open[q] then
volbull=volbull+volume[q]
else
volbear=volbear+volume[q]
endif
endif
next
////bullbar = round((volbull*StartBar)/volsum)*scalefactor
////bearbar = round((volbear*StartBar)/volsum)*scalefactor
volbar = ((volbear+volbull)/volsum)*abs(StartBarSignalIndex-LagAfterSignal)*scalefactor
 
 
if i=0 then
 
 
lrangemax = lrange
hrangemax = hrange
MaxVol = volbar
NumBarMaxVol = NumBarVoL
 
lrangeminSup = lrange
hrangeminSup = hrange
MinVolSup = VolBar
NumBarMinVolSup = NumBarVol
 
lrangeminInf = lrange
hrangeminInf = hrange
MinVolInf = VolBar
NumBarMinVolInf = NumBarVol
 
endif
 
 
if volbar > MaxVol then
lrangemax = lrange
hrangemax = hrange
MaxVol = volbar
NumBarMaxVol = NumBarVol
 
if MinVolSup < MinVolInf then
lrangeminInf = lrangeminSup
hrangeminInf = hrangeminSup
MinVolInf = MinVolSup
NumBarMinVolInf = NumBarMinVolSup
endif
 
lrangeminSup = lrange
hrangeminSup = hrange
MinVolSup = VolBar
NumBarMinVolSup = NumBarVol
 
elsif volbar < MaxVol then
if volbar < MinVolSup then
lrangeminSup = lrange
hrangeminSup = hrange
MinVolSup = VolBar
NumBarMinVolSup = NumBarVol
endif
 
else
lrangeminInf = lrangeminInf
hrangeminInf = hrangeminInf
MinVolInf = MinVolInf
NumBarMinVolInf = NumBarMinVolInf
 
endif
 
//drawrectangle(StartbarIndex,lrange,StartbarIndex+volbar,hrange) coloured(46,139,87,255)
 
i=i+1
wend
 
 
MaxVolumLevel = (lrangemax + hrangemax)/2
MinVolumSupLevel = (lrangeminSup + hrangeminSup)/2
MinVolumInfLevel = (lrangeminInf + hrangeminInf)/2
 
// option drawing the support and resistance line
 
if LineExtension then
 
//DRAWHLINE((lrangemax + hrangemax)/2)coloured(0,255,0)
 
endif
 
// option checking the support and resistance line calculation
 
if NumbarVerif then
 
//drawtext("#NumBarMaxVol#",StartbarIndex-1,MaxVolumLevel,Dialog,standard,10) coloured(255,0,0)
//drawtext("#NumBarMinVolSup#",StartbarIndex-1,MinVolumSupLevel,Dialog,standard,10) coloured(255,0,0)
//drawtext("#NumBarMinVolInf#",StartbarIndex-1,MinVolumInfLevel,Dialog,standard,10) coloured(255,0,0)
 
endif
//
//drawtext("▼▼",StartbarIndex+2,MinVolumInfLevel,Dialog,standard,10) coloured(0,0,255)// MinInf
//drawtext("▲▲",StartbarIndex+2,MinVolumSupLevel,Dialog,standard,10) coloured(0,0,255)// MinSup
//drawtext("■■",StartbarIndex+2,MaxVolumLevel,Dialog,standard,10) coloured(255,0,0) // Max
 
 
 
 
// Fibo
 
//drawsegment(StartbarIndex,fibo100,EndbarIndex,fibo100) coloured(r1,g1,b1)
//drawtext("100 -",EndbarIndex-2,fibo100,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo236,EndbarIndex,fibo236) coloured(r1,g1,b1)
//drawtext("23.6",EndbarIndex-2,fibo236,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo382,EndbarIndex,fibo382) coloured(r1,g1,b1)
//drawtext("38.2",EndbarIndex-2,fibo382,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo500,EndbarIndex,fibo500) coloured(r1,g1,b1)
//drawtext("50",EndbarIndex-2,fibo500,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo618,EndbarIndex,fibo618) coloured(r1,g1,b1)
//drawtext("61.8",EndbarIndex-2,fibo618,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo764,EndbarIndex,fibo764) coloured(r1,g1,b1)
//drawtext("76.4",EndbarIndex-2,fibo764,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(StartbarIndex,fibo0,EndbarIndex,fibo0) coloured(r1,g1,b1)
//drawtext("0",EndbarIndex-2,fibo0,Dialog,Standard,10) coloured(r,g,b)
 
 
// option extending Fibonacci lines to create potential takeprofits
 
if FiboExtension then
 
//drawsegment (EndbarIndex,fibo200,EndbarIndex,fibo00) coloured (r1,g1,b1)
 
// Extensions++
//drawsegment(EndbarIndex+1,fibo1236,EndbarIndex,fibo1236) coloured(0,255,0)
//drawtext("+23.6",EndbarIndex-2,fibo1236,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo1382,EndbarIndex,fibo1382) coloured(0,255,0)
//drawtext("+38.2",EndbarIndex-2,fibo1382,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo1500,EndbarIndex,fibo1500) coloured(0,255,0)
//drawtext("+50",EndbarIndex-2,fibo1500,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo1618,EndbarIndex,fibo1618) coloured(0,255,0)
//drawtext("+61.8",EndbarIndex-2,fibo1618,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo1764,EndbarIndex,fibo1764) coloured(0,255,0)
//drawtext("+76.4",EndbarIndex-2,fibo1764,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo200,EndbarIndex,fibo200) coloured(0,255,0)
//drawtext("200",EndbarIndex-2,fibo200,Dialog,Standard,10) coloured(0,255,0)
//
//// Extensions --
//drawsegment(EndbarIndex+1,fibo0236,EndbarIndex,fibo0236) coloured(255,0,0)
//drawtext("-23.6",EndbarIndex-2,fibo0236,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo0382,EndbarIndex,fibo0382) coloured(255,0,0)
//drawtext("-38.2",EndbarIndex-2,fibo0382,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo0500,EndbarIndex,fibo0500) coloured(255,0,0)
//drawtext("-50",EndbarIndex-2,fibo0500,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo0618,EndbarIndex,fibo0618) coloured(255,0,0)
//drawtext("-61.8",EndbarIndex-2,fibo0618,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo0764,EndbarIndex,fibo0764) coloured(255,0,0)
//drawtext("-76.4",EndbarIndex-2,fibo0764,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo00,EndbarIndex,fibo00) coloured(255,0,0)
//drawtext("-200",EndbarIndex-2,fibo00,Dialog,Standard,10) coloured(255,0,0)
 
endif
 
endif
 
 
 
////// ZigZag for ProOrder
 
 
if lastpoint>=0 then
 
if close[LookBack] <= lowest[2*LookBack+1](close)  then
NewDown = 1
Lower = close[LookBack]
LowLookBack = Low[LookBack]
LowerBarIndex = barindex[LookBack]
 
else
NewDown = 0
endif
endif
 
 
MyCond = 0
if NewDown then
 
 
NewLowerBarIndex=LowerBarIndex
LastHigherBarIndex = NewHigherBarIndex
Newlower = lower
LastHigher = NewHigher
LagAfterSignal = abs(barindex-NewLowerBarIndex)
lastpoint = -1
//
//drawsegment (LastHigherBarIndex,lasthigher,NewLowerBarIndex,NewLower) coloured (0,0,255)
//drawsegment (LastLowerBarIndex,Newlower,LastLowerBarIndex,Lasthigher) coloured (r1,g1,b1)
//drawtext("▲", LowerBarIndex, LowLookBack) coloured (255,0,0)
MyCond = 1
//// calculation MinInf MinSup Max
EndBarindex = NewLowerBarIndex
StartBarindex = LastHigherBarIndex
 
StartBarindex = max(1,StartBarindex)
Endbarindex = max(1,Endbarindex)
StartBarSignalIndex = max(1,StartBarSignalIndex)
 
 
StartBarSignalIndex = LagAfterSignal + (EndBarindex-StartBarindex) // calculation of the real Barindex when we get the Newpeak / Newdown information : we will need it to calculate the global volume during a sequence.
 
 
 
hh=Lasthigher
ll=Newlower
div = (hh-ll)/NbOfDiv      // thickness of the horizontal bar
i=0
 
 
///Fibo
 
fullrange = abs(hh-ll)
fibo100   = ll
fibo0     = hh
fibo236   = hh-(fullrange*0.236)
fibo382   = hh-(fullrange*0.382)
fibo500    = hh-fullrange/2
fibo618   = hh-(fullrange*0.618)
fibo764   = hh-(fullrange*0.764)
// extensions--
fibo0236  = ll - (fullrange*0.236)
fibo0382  = ll - (fullrange*0.382)
fibo0500  = ll - fullrange/2
fibo0618  = ll - (fullrange*0.618)
fibo0764  = ll - (fullrange*0.764)
fibo00    = ll - fullrange
// extensions++
fibo1236  = hh +(fullrange*0.236)
fibo1382  = hh +(fullrange*0.382)
fibo1500  = hh +fullrange/2
fibo1618  = hh +(fullrange*0.618)
fibo1764  = hh +(fullrange*0.764)
fibo200   = hh + fullrange
 
//////////////
 
volsum = summation [StartBarSignalIndex](volume)-summation [LagAfterSignal](volume)
 
 
while i<NbOfDiv do
lrange=ll+div*i
hrange=lrange+div
volbull=0
volbear=0
NumBarVol = i+1
 
for q = StartBarSignalIndex downto LagAfterSignal do
if close[q]>=lrange and close[q]<=hrange then
if close[q]>open[q] then
volbull=volbull+volume[q]
else
volbear=volbear+volume[q]
endif
endif
next
//bullbar = round((volbull*StartBar)/volsum)*scalefactor
//bearbar = round((volbear*StartBar)/volsum)*scalefactor
volbar = (volbear+volbull)/volsum *abs(StartBarSignalIndex-LagAfterSignal)*scalefactor // /scalefactor
 
 
if i=0 then
 
lrangemax = lrange
hrangemax = hrange
MaxVol = volbar
NumBarMaxVol = NumBarVoL
 
lrangeminSup = lrange
hrangeminSup = hrange
MinVolSup = VolBar
NumBarMinVolSup = NumBarVol
 
lrangeminInf = lrange
hrangeminInf = hrange
MinVolInf = VolBar
NumBarMinVolInf = NumBarVol
 
endif
 
 
if volbar > MaxVol then
lrangemax = lrange
hrangemax = hrange
MaxVol = volbar
 
 
if MinVolSup < MinVolInf then
lrangeminInf = lrangeminSup
hrangeminInf = hrangeminSup
MinVolInf = MinVolSup
NumBarMinVolInf = NumBarMinVolSup
endif
 
lrangeminSup = lrange
hrangeminSup = hrange
MinVolSup = VolBar
NumBarMinVolSup = NumBarVol
 
elsif volbar < MaxVol then
if volbar < MinVolSup then
lrangeminSup = lrange
hrangeminSup = hrange
MinVolSup = VolBar
NumBarMinVolSup = NumBarVol
endif
 
else
lrangeminInf = lrangeminInf
hrangeminInf = hrangeminInf
MinVolInf = MinVolInf
NumBarMinVolInf = NumBarMinVolInf
 
endif
 
 
//drawrectangle(StartbarIndex,lrange,StartbarIndex+volbar,hrange) coloured(46,139,87,255)
 
i=i+1
wend
 
MaxVolumLevel = (lrangemax + hrangemax)/2
MinVolumSupLevel = (lrangeminSup + hrangeminSup)/2
MinVolumInfLevel = (lrangeminInf + hrangeminInf)/2
 
 
 
if LineExtension then
 
//DRAWHLINE((lrangemax + hrangemax)/2)coloured(255,0,0)
 
endif
//
if NumbarVerif then
 
//drawtext("#NumBarMaxVol#",StartbarIndex-1,MaxVolumLevel,Dialog,standard,10) coloured(255,0,0)
//drawtext("#NumBarMinVolSup#",StartbarIndex-1,MinVolumSupLevel,Dialog,standard,10) coloured(255,0,0)
//drawtext("#NumBarMinVolInf#",StartbarIndex-1,MinVolumInfLevel,Dialog,standard,10) coloured(255,0,0)
 
endif
//
//drawtext("▼▼",StartbarIndex+2,MinVolumInfLevel,Dialog,standard,10) coloured(0,0,255)// MinInf
//drawtext("▲▲",StartbarIndex+2,MinVolumSupLevel,Dialog,standard,10) coloured(0,0,255)// MinSup
//drawtext("■■",StartbarIndex+2,MaxVolumLevel,Dialog,standard,10) coloured(255,0,0) // Max
 
 
 
//Fibo
 
//drawsegment(StartbarIndex,fibo100,EndbarIndex,fibo100) coloured(r1,g1,b1)
//drawtext("100",EndbarIndex-2,fibo100,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo236,EndbarIndex,fibo236) coloured(r1,g1,b1)
//drawtext("23.6",EndbarIndex-2,fibo236,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo382,EndbarIndex,fibo382) coloured(r1,g1,b1)
//drawtext("38.2",EndbarIndex-2,fibo382,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo500,EndbarIndex,fibo500) coloured(r1,g1,b1)
//drawtext("50",EndbarIndex-2,fibo500,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo618,EndbarIndex,fibo618) coloured(r1,g1,b1)
//drawtext("61.8",EndbarIndex-2,fibo618,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(EndbarIndex+1,fibo764,EndbarIndex,fibo764) coloured(r1,g1,b1)
//drawtext("76.4",EndbarIndex-2,fibo764,Dialog,Standard,10) coloured(r,g,b)
//
//drawsegment(StartbarIndex,fibo0,EndbarIndex,fibo0) coloured(r1,g1,b1)
//drawtext("0",EndbarIndex-2,fibo0,Dialog,Standard,10) coloured(r,g,b)
 
If FiboExtension then
 
// Extensions++
 
//drawsegment (EndbarIndex,fibo200,EndbarIndex,fibo00) coloured (r1,g1,b1)
//
//drawsegment(EndbarIndex+1,fibo1236,EndbarIndex,fibo1236) coloured(0,255,0)
//drawtext("+23.6",EndbarIndex-2,fibo1236,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo1382,EndbarIndex,fibo1382) coloured(0,255,0)
//drawtext("+38.2",EndbarIndex-2,fibo1382,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo1500,EndbarIndex,fibo1500) coloured(0,255,0)
//drawtext("+50",EndbarIndex-2,fibo1500,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo1618,EndbarIndex,fibo1618) coloured(0,255,0)
//drawtext("+61.8",EndbarIndex-2,fibo1618,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo1764,EndbarIndex,fibo1764) coloured(0,255,0)
//drawtext("+76.4",EndbarIndex-2,fibo1764,Dialog,Standard,10) coloured(0,255,0)
//
//drawsegment(EndbarIndex+1,fibo200,EndbarIndex,fibo200) coloured(0,255,0)
//drawtext("200",EndbarIndex-2,fibo200,Dialog,Standard,10) coloured(0,255,0)
//
//// Extensions --
//drawsegment(EndbarIndex+1,fibo0236,EndbarIndex,fibo0236) coloured(255,0,0)
//drawtext("-23.6",EndbarIndex-2,fibo0236,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo0382,EndbarIndex,fibo0382) coloured(255,0,0)
//drawtext("-38.2",EndbarIndex-2,fibo0382,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo0500,EndbarIndex,fibo0500) coloured(255,0,0)
//drawtext("-50",EndbarIndex-2,fibo0500,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo0618,EndbarIndex,fibo0618) coloured(255,0,0)
//drawtext("-61.8",EndbarIndex-2,fibo0618,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo0764,EndbarIndex,fibo0764) coloured(255,0,0)
//drawtext("-76.4",EndbarIndex-2,fibo0764,Dialog,Standard,10) coloured(255,0,0)
//
//drawsegment(EndbarIndex+1,fibo00,EndbarIndex,fibo00) coloured(255,0,0)
//drawtext("-200",EndbarIndex-2,fibo00,Dialog,Standard,10) coloured(255,0,0)
 
endif
 
endif
 
IF HighLookBack AND Fibo100 AND Fibo0 AND Fibo236 AND Fibo382 AND fibo500 AND fibo618 AND fibo764 AND Fibo1236 AND Fibo1382 AND Fibo1500 AND Fibo1618 AND Fibo1764 AND Fibo200 AND Fibo0236 AND Fibo0382 AND Fibo0500 AND Fibo0618 AND Fibo0764 AND Fibo00 AND numbarmaxvol AND maxvolumlevel AND minvolumsuplevel AND minvoluminflevel AND lowlookback THEN
ENDIF
 
SCREENER[MyCond]
 
 
//Rest of the code of Nicolas if you want to create intermadiate ZigZag
 
////---mino zigzag points
//if high[round(LookBack/2)] >= highest[LookBack+1](high) then
//LNewPeak = 1
//else
//LNewPeak = 0
//endif
//
//if low[round(LookBack/2)] <= lowest[LookBack+1](low)  then
//NewDownL = -1
//else
//NewDownL = 0
//endif
//
//if LNewPeak = 1 then
//LNewHigher = high[round(LookBack/2)]
//NewPeakigherBarIndex = barindex[round(LookBack/2)]
//endif
//
//if NewDownL = -1 then
//LBOTy = low[round(LookBack/2)]
//LBOTx = barindex[round(LookBack/2)]
//endif
//
//if LNewPeak>0 then
//DRAWTEXT("º",NewPeakigherBarIndex,LNewHigher+ATR/2,Dialog,Bold,20) coloured(200,0,0)
//endif
//if NewDownL<0 then
//DRAWTEXT("º",LBOTx,LBOTy-ATR/2,Dialog,Bold,20) coloured(0,200,0)
//endif

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//The main goal of this indicator is to identify strengh and weekness in the distribution of volume per price

//and to identify future support and resistance in the next ZIG ZAG sequence

//VolumebypricelevelsV2Extended by Kris75

//VolumeByPrice HighLowBreakdown (mods by Kris75)

//PRC_multi-fractals-zigzag-highlow | indicator

//PRC_Bull&Bear Volume on Price | indicator

//05.07.2018

//Nicolas @ www.prorealcode.com

//Sharing ProRealTime knowledge

LookBack = 10

NbOfDiv = 5

ScaleFactor = 1

LineExtension = 0

FiboExtension = 0

NumbarVerif = 0

//r=100

//g=100

//b=100

//r1=200

//g1=200

//b1=200

//---major zigzag points

if lastpoint <= 0 then

if close[LookBack] >= highest[2*LookBack+1](close) then

NewPeak = 1

HighLookBack = high[LookBack]

Higher = close[LookBack]

HigherBarIndex = barindex[LookBack]

else

NewPeak = 0

endif

if NewPeak then

NewHigherBarIndex = HigherBarIndex

LastLowerBarIndex = NewLowerBarIndex

NewHigher = higher

LastLower = NewLower

LagAfterSignal = abs(barindex-NewHigherBarIndex)

lastpoint=1

//drawsegment (lastLowerBarindex,lastlower,HigherBarIndex,NewHigher) coloured (0,0,200)

//drawsegment (NewHigherBarIndex,lastlower,NewHigherBarIndex,NewHigher) coloured (r1,g1,b1)

//drawtext("▼", NewHigherBarIndex,HighLookBack) coloured(255,0,0)

//// calculation of MinInf MinSup Max

StartBarindex = LastLowerBarIndex

EndBarindex = NewHigherBarIndex

StartBarindex = max(1,StartBarindex)

EndBarindex = max(1,EndBarindex)

LastLowerBarIndex = max(1,LastLowerBarIndex)

NewHigherBarIndex = max(1,NewHigherBarIndex)

StartBarSignalIndex = max(1,StartBarSignalIndex)

StartBarSignalIndex = LagAfterSignal + (EndBarindex-StartBarindex) // calculation of the real Barindex when we get the Newpeak / Newdown information : we will need it to calculate the global volume during a sequence.

hh=NewHigher

ll=LastLower

div = (hh-ll)/NbOfDiv // thickness of the horizontal bar

i=0

//////// Fibo

fullrange = abs(hh-ll)

fibo100 = hh

fibo0 = ll

fibo236 = ll+(fullrange*0.236)

fibo382 = ll+(fullrange*0.382)

fibo500 = ll+fullrange/2

fibo618 = ll+(fullrange*0.618)

fibo764 = ll+(fullrange*0.764)

// extensions++

fibo1236 = hh +(fullrange*0.236)

fibo1382 = hh +(fullrange*0.382)

fibo1500 = hh +fullrange/2

fibo1618 = hh +(fullrange*0.618)

fibo1764 = hh +(fullrange*0.764)

fibo200 = hh + fullrange

// extensions--

fibo0236 = ll - (fullrange*0.236)

fibo0382 = ll - (fullrange*0.382)

fibo0500 = ll - fullrange/2

fibo0618 = ll - (fullrange*0.618)

fibo0764 = ll - (fullrange*0.764)

fibo00 = ll - fullrange

///support - resistance

lrangeminInf = 0

hrangeminInf = 0

lrangeminSup = 0

hrangeminSup = 0

lrangemax = 0

hrangemax = 0

MaxVol = 0

NumBarVol = 0

NumBarMaxVol = 0

NumBarMinVolSup = 0

NumBarMinVolInf = 0

volsum = summation [StartBarSignalIndex](volume)-summation [LagAfterSignal](volume)

while i<NbOfDiv do

lrange=ll+div*i

hrange=lrange+div

volbull=0

volbear=0

NumBarVol = i+1

for q = StartBarSignalIndex downto LagAfterSignal do

if close[q]>=lrange and close[q]<=hrange then

if close[q]>open[q] then

volbull=volbull+volume[q]

else

volbear=volbear+volume[q]

endif

////bullbar = round((volbull*StartBar)/volsum)*scalefactor

////bearbar = round((volbear*StartBar)/volsum)*scalefactor

volbar = ((volbear+volbull)/volsum)*abs(StartBarSignalIndex-LagAfterSignal)*scalefactor

if i=0 then

lrangemax = lrange

hrangemax = hrange

MaxVol = volbar

NumBarMaxVol = NumBarVoL

lrangeminSup = lrange

hrangeminSup = hrange

MinVolSup = VolBar

NumBarMinVolSup = NumBarVol

lrangeminInf = lrange

hrangeminInf = hrange

MinVolInf = VolBar

NumBarMinVolInf = NumBarVol

endif

if volbar > MaxVol then

lrangemax = lrange

hrangemax = hrange

MaxVol = volbar

NumBarMaxVol = NumBarVol

if MinVolSup < MinVolInf then

lrangeminInf = lrangeminSup

hrangeminInf = hrangeminSup

MinVolInf = MinVolSup

NumBarMinVolInf = NumBarMinVolSup

endif

lrangeminSup = lrange

hrangeminSup = hrange

MinVolSup = VolBar

NumBarMinVolSup = NumBarVol

elsif volbar < MaxVol then

if volbar < MinVolSup then

lrangeminSup = lrange

hrangeminSup = hrange

MinVolSup = VolBar

NumBarMinVolSup = NumBarVol

endif

else

lrangeminInf = lrangeminInf

hrangeminInf = hrangeminInf

MinVolInf = MinVolInf

NumBarMinVolInf = NumBarMinVolInf

endif

//drawrectangle(StartbarIndex,lrange,StartbarIndex+volbar,hrange) coloured(46,139,87,255)

i=i+1

wend

MaxVolumLevel = (lrangemax + hrangemax)/2

MinVolumSupLevel = (lrangeminSup + hrangeminSup)/2

MinVolumInfLevel = (lrangeminInf + hrangeminInf)/2

// option drawing the support and resistance line

if LineExtension then

//DRAWHLINE((lrangemax + hrangemax)/2)coloured(0,255,0)

endif

// option checking the support and resistance line calculation

if NumbarVerif then

//drawtext("#NumBarMaxVol#",StartbarIndex-1,MaxVolumLevel,Dialog,standard,10) coloured(255,0,0)

//drawtext("#NumBarMinVolSup#",StartbarIndex-1,MinVolumSupLevel,Dialog,standard,10) coloured(255,0,0)

//drawtext("#NumBarMinVolInf#",StartbarIndex-1,MinVolumInfLevel,Dialog,standard,10) coloured(255,0,0)

endif

//drawtext("▼▼",StartbarIndex+2,MinVolumInfLevel,Dialog,standard,10) coloured(0,0,255)// MinInf

//drawtext("▲▲",StartbarIndex+2,MinVolumSupLevel,Dialog,standard,10) coloured(0,0,255)// MinSup

//drawtext("■■",StartbarIndex+2,MaxVolumLevel,Dialog,standard,10) coloured(255,0,0) // Max

// Fibo

//drawsegment(StartbarIndex,fibo100,EndbarIndex,fibo100) coloured(r1,g1,b1)

//drawtext("100 -",EndbarIndex-2,fibo100,Dialog,Standard,10) coloured(r,g,b)

//drawsegment(EndbarIndex+1,fibo236,EndbarIndex,fibo236) coloured(r1,g1,b1)

//drawtext("23.6",EndbarIndex-2,fibo236,Dialog,Standard,10) coloured(r,g,b)

//drawsegment(EndbarIndex+1,fibo382,EndbarIndex,fibo382) coloured(r1,g1,b1)

//drawtext("38.2",EndbarIndex-2,fibo382,Dialog,Standard,10) coloured(r,g,b)

//drawsegment(EndbarIndex+1,fibo500,EndbarIndex,fibo500) coloured(r1,g1,b1)

//drawtext("50",EndbarIndex-2,fibo500,Dialog,Standard,10) coloured(r,g,b)

//drawsegment(EndbarIndex+1,fibo618,EndbarIndex,fibo618) coloured(r1,g1,b1)

//drawtext("61.8",EndbarIndex-2,fibo618,Dialog,Standard,10) coloured(r,g,b)

//drawsegment(EndbarIndex+1,fibo764,EndbarIndex,fibo764) coloured(r1,g1,b1)

//drawtext("76.4",EndbarIndex-2,fibo764,Dialog,Standard,10) coloured(r,g,b)

//drawsegment(StartbarIndex,fibo0,EndbarIndex,fibo0) coloured(r1,g1,b1)

//drawtext("0",EndbarIndex-2,fibo0,Dialog,Standard,10) coloured(r,g,b)

// option extending Fibonacci lines to create potential takeprofits

if FiboExtension then

//drawsegment (EndbarIndex,fibo200,EndbarIndex,fibo00) coloured (r1,g1,b1)

// Extensions++

//drawsegment(EndbarIndex+1,fibo1236,EndbarIndex,fibo1236) coloured(0,255,0)

//drawtext("+23.6",EndbarIndex-2,fibo1236,Dialog,Standard,10) coloured(0,255,0)

//drawsegment(EndbarIndex+1,fibo1382,EndbarIndex,fibo1382) coloured(0,255,0)

//drawtext("+38.2",EndbarIndex-2,fibo1382,Dialog,Standard,10) coloured(0,255,0)

//drawsegment(EndbarIndex+1,fibo1500,EndbarIndex,fibo1500) coloured(0,255,0)

//drawtext("+50",EndbarIndex-2,fibo1500,Dialog,Standard,10) coloured(0,255,0)

//drawsegment(EndbarIndex+1,fibo1618,EndbarIndex,fibo1618) coloured(0,255,0)

//drawtext("+61.8",EndbarIndex-2,fibo1618,Dialog,Standard,10) coloured(0,255,0)

//drawsegment(EndbarIndex+1,fibo1764,EndbarIndex,fibo1764) coloured(0,255,0)

//drawtext("+76.4",EndbarIndex-2,fibo1764,Dialog,Standard,10) coloured(0,255,0)

//drawsegment(EndbarIndex+1,fibo200,EndbarIndex,fibo200) coloured(0,255,0)

//drawtext("200",EndbarIndex-2,fibo200,Dialog,Standard,10) coloured(0,255,0)

//// Extensions --

//drawsegment(EndbarIndex+1,fibo0236,EndbarIndex,fibo0236) coloured(255,0,0)

//drawtext("-23.6",EndbarIndex-2,fibo0236,Dialog,Standard,10) coloured(255,0,0)

//drawsegment(EndbarIndex+1,fibo0382,EndbarIndex,fibo0382) coloured(255,0,0)

//drawtext("-38.2",EndbarIndex-2,fibo0382,Dialog,Standard,10) coloured(255,0,0)

//drawsegment(EndbarIndex+1,fibo0500,EndbarIndex,fibo0500) coloured(255,0,0)

//drawtext("-50",EndbarIndex-2,fibo0500,Dialog,Standard,10) coloured(255,0,0)

//drawsegment(EndbarIndex+1,fibo0618,EndbarIndex,fibo0618) coloured(255,0,0)

//drawtext("-61.8",EndbarIndex-2,fibo0618,Dialog,Standard,10) coloured(255,0,0)

//drawsegment(EndbarIndex+1,fibo0764,EndbarIndex,fibo0764) coloured(255,0,0)

//drawtext("-76.4",EndbarIndex-2,fibo0764,Dialog,Standard,10) coloured(255,0,0)

//drawsegment(EndbarIndex+1,fibo00,EndbarIndex,fibo00) coloured(255,0,0)

//drawtext("-200",EndbarIndex-2,fibo00,Dialog,Standard,10) coloured(255,0,0)

endif

////// ZigZag for ProOrder

if lastpoint>=0 then

if close[LookBack] <= lowest[2*LookBack+1](close) then

NewDown = 1

Lower = close[LookBack]

LowLookBack = Low[LookBack]

LowerBarIndex = barindex[LookBack]

else

NewDown = 0

endif

MyCond = 0

if NewDown then

NewLowerBarIndex=LowerBarIndex

LastHigherBarIndex = NewHigherBarIndex

Newlower = lower

LastHigher = NewHigher

LagAfterSignal = abs(barindex-NewLowerBarIndex)

lastpoint = -1

//drawsegment (LastHigherBarIndex,lasthigher,NewLowerBarIndex,NewLower) coloured (0,0,255)

//drawsegment (LastLowerBarIndex,Newlower,LastLowerBarIndex,Lasthigher) coloured (r1,g1,b1)

//drawtext("▲", LowerBarIndex, LowLookBack) coloured (255,0,0)

MyCond = 1

//// calculation MinInf MinSup Max

EndBarindex = NewLowerBarIndex

StartBarindex = LastHigherBarIndex

StartBarindex = max(1,StartBarindex)

Endbarindex = max(1,Endbarindex)

StartBarSignalIndex = max(1,StartBarSignalIndex)

hh=Lasthigher

ll=Newlower

div = (hh-ll)/NbOfDiv // thickness of the horizontal bar

i=0

///Fibo

fullrange = abs(hh-ll)

fibo100 = ll

fibo0 = hh

fibo236 = hh-(fullrange*0.236)

fibo382 = hh-(fullrange*0.382)

fibo500 = hh-fullrange/2

fibo618 = hh-(fullrange*0.618)

fibo764 = hh-(fullrange*0.764)

// extensions--

fibo0236 = ll - (fullrange*0.236)

fibo0382 = ll - (fullrange*0.382)

fibo0500 = ll - fullrange/2

fibo0618 = ll - (fullrange*0.618)

fibo0764 = ll - (fullrange*0.764)

fibo00 = ll - fullrange

// extensions++

fibo1236 = hh +(fullrange*0.236)

fibo1382 = hh +(fullrange*0.382)

fibo1500 = hh +fullrange/2

fibo1618 = hh +(fullrange*0.618)

fibo1764 = hh +(fullrange*0.764)

fibo200 = hh + fullrange

//////////////

volsum = summation [StartBarSignalIndex](volume)-summation [LagAfterSignal](volume)

while i<NbOfDiv do

lrange=ll+div*i

hrange=lrange+div

volbull=0

volbear=0

NumBarVol = i+1

for q = StartBarSignalIndex downto LagAfterSignal do

if close[q]>=lrange and close[q]<=hrange then

if close[q]>open[q] then

volbull=volbull+volume[q]

else

volbear=volbear+volume[q]

endif

//bullbar = round((volbull*StartBar)/volsum)*scalefactor

//bearbar = round((volbear*StartBar)/volsum)*scalefactor

volbar = (volbear+volbull)/volsum *abs(StartBarSignalIndex-LagAfterSignal)*scalefactor // /scalefactor

if i=0 then

lrangemax = lrange

hrangemax = hrange

MaxVol = volbar

NumBarMaxVol = NumBarVoL

lrangeminSup = lrange

hrangeminSup = hrange

MinVolSup = VolBar

NumBarMinVolSup = NumBarVol

lrangeminInf = lrange

hrangeminInf = hrange

MinVolInf = VolBar

NumBarMinVolInf = NumBarVol

endif

if volbar > MaxVol then

lrangemax = lrange

hrangemax = hrange

MaxVol = volbar

if MinVolSup < MinVolInf then

lrangeminInf = lrangeminSup

hrangeminInf = hrangeminSup

MinVolInf = MinVolSup

NumBarMinVolInf = NumBarMinVolSup

endif

lrangeminSup = lrange

hrangeminSup = hrange

MinVolSup = VolBar

NumBarMinVolSup = NumBarVol

elsif volbar < MaxVol then

if volbar < MinVolSup then

lrangeminSup = lrange

hrangeminSup = hrange

MinVolSup = VolBar

NumBarMinVolSup = NumBarVol

endif

else

lrangeminInf = lrangeminInf

hrangeminInf = hrangeminInf

MinVolInf = MinVolInf

NumBarMinVolInf = NumBarMinVolInf

endif

//drawrectangle(StartbarIndex,lrange,StartbarIndex+volbar,hrange) coloured(46,139,87,255)

i=i+1

wend

MaxVolumLevel = (lrangemax + hrangemax)/2

MinVolumSupLevel = (lrangeminSup + hrangeminSup)/2

MinVolumInfLevel = (lrangeminInf + hrangeminInf)/2

if LineExtension then

//DRAWHLINE((lrangemax + hrangemax)/2)coloured(255,0,0)

endif

if NumbarVerif then

//drawtext("#NumBarMaxVol#",StartbarIndex-1,MaxVolumLevel,Dialog,standard,10) coloured(255,0,0)

//drawtext("#NumBarMinVolSup#",StartbarIndex-1,MinVolumSupLevel,Dialog,standard,10) coloured(255,0,0)

//drawtext("#NumBarMinVolInf#",StartbarIndex-1,MinVolumInfLevel,Dialog,standard,10) coloured(255,0,0)

endif

//drawtext("▼▼",StartbarIndex+2,MinVolumInfLevel,Dialog,standard,10) coloured(0,0,255)// MinInf

//drawtext("▲▲",StartbarIndex+2,MinVolumSupLevel,Dialog,standard,10) coloured(0,0,255)// MinSup

//drawtext("■■",StartbarIndex+2,MaxVolumLevel,Dialog,standard,10) coloured(255,0,0) // Max

//Fibo

//drawsegment(StartbarIndex,fibo100,EndbarIndex,fibo100) coloured(r1,g1,b1)

//drawtext("100",EndbarIndex-2,fibo100,Dialog,Standard,10) coloured(r,g,b)