//indicateur heikin kama
p=2
ONCE ama = UNDEFINED
signal = ABS(MOMENTUM[p])
noise = SUMMATION[p](ABS(MOMENTUM[1]))
IF noise>0 THEN
er = signal / noise
ELSE
er=1
ENDIF
fastsc = 2 / (2+ 1)
slowsc = 2 / (20 + 1)
factor = SQUARE(er * (fastsc - slowsc) + slowsc)
IF BARINDEX = p THEN
ama = CLOSE
ELSIF BARINDEX > p THEN
ama = ama + factor * (CLOSE - ama)
ENDIF
once haopen=open
haclose=ama
if barindex> 12 then
haopen=(haopen+haclose[1])/2
endif
halow=min(low,min(haopen,haclose))
hahigh=max(high,max(haopen,haclose))
// parameters :
Period1 = 50
FastPeriod1 = 2
SlowPeriod1 = 30
Fastest1 = 2 / (FastPeriod1 + 1)
Slowest1 = 2 / (SlowPeriod1 + 1)
if barindex < Period1+1 then
Kama50=close
else
Num1 = abs(close-close[Period1])
Den1 = summation[Period1](abs(close-close[1]))
ER1 = Num1 / Den1
Alpha1 = SQUARE(ER1 *(Fastest1 - Slowest1 )+ Slowest1)
KAMA50 = (Alpha1 * Close) + ((1 -Alpha1)* Kama50[1])
endif
// parameters :
Period = 200
FastPeriod = 2
SlowPeriod = 30
Fastest = 2 / (FastPeriod + 1)
Slowest = 2 / (SlowPeriod + 1)
if barindex < Period+1 then
Kama=close
else
Num = abs(close-close[Period])
Den = summation[Period](abs(close-close[1]))
ER = Num / Den
Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest)
KAMA200 = (Alpha * Close) + ((1 -Alpha)* Kama[1])
endif
UP = halow < kama50 and halow < kama200 and hahigh > kama50 and hahigh > kama200
screener [UP]
.
