Call indicator with highest used in code

• 03/24/2020 at 12:55 AM #123087
  planbtrading

  LIN120 = LinearRegression[120](close) GAP = CLOSE - LIN120 AVGGAP = ExponentialAverage[120](GAP) //EMA51800 = ExponentialAverage[180](CLOSE) LINGAPTOP = LIN120+(AVGGAP*2) LINGAPBTM = LIN120-(AVGGAP*2) hline = max(LINGAPTOP,LINGAPBTM) lline = min(LINGAPTOP,LINGAPBTM) highline = highest[120](hline) lowline = lowest[120](lline) C1 = max(LINGAPTOP,LINGAPBTM)<highline and max(LINGAPTOP[1],LINGAPBTM[1])=highline[1] and low < LIN120//min(LINGAPTOP,LINGAPBTM) C2 = min(LINGAPTOP,LINGAPBTM)>lowline and min(LINGAPTOP[1],LINGAPBTM[1])=lowline[1] and high >LIN120// max(LINGAPTOP,LINGAPBTM) if (C1) then TRDPT = -1 elsif c2 then TRDPT = 1 else TRDPT = 0 endif //indicator1, ignored = CALL "LINEAR ROLLOVER" FOR X = 0 TO 25 IF TRDPT = 1 OR TRDPT = -1 THEN C22 = TRDPT <> 0 BREAK ENDIF NEXT SCREENER[c22]

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  LIN120 = LinearRegression[120](close) GAP = CLOSE - LIN120   AVGGAP = ExponentialAverage[120](GAP)   //EMA51800 = ExponentialAverage[180](CLOSE) LINGAPTOP = LIN120+(AVGGAP*2) LINGAPBTM = LIN120-(AVGGAP*2)   hline = max(LINGAPTOP,LINGAPBTM) lline = min(LINGAPTOP,LINGAPBTM)   highline = highest[120](hline) lowline = lowest[120](lline)     C1 =  max(LINGAPTOP,LINGAPBTM)<highline and  max(LINGAPTOP[1],LINGAPBTM[1])=highline[1] and low < LIN120//min(LINGAPTOP,LINGAPBTM) C2 =  min(LINGAPTOP,LINGAPBTM)>lowline and  min(LINGAPTOP[1],LINGAPBTM[1])=lowline[1] and high >LIN120// max(LINGAPTOP,LINGAPBTM)   if (C1) then TRDPT = -1 elsif c2 then TRDPT = 1 else TRDPT = 0 endif     //indicator1, ignored = CALL "LINEAR ROLLOVER"   FOR X  = 0 TO 25   IF TRDPT = 1 OR TRDPT = -1 THEN C22 = TRDPT <> 0 BREAK ENDIF NEXT     SCREENER[c22]

  Hi Nicolas, sorry to bother you, usually i can work this out. this screener returns no hits. yet when this code/logic is used as an indicator it displays stocks that should be returned by the screener. its only when the highest and lowest functionality is used in the code that it can’t return anything. please help! thanks

  

  planbtrading

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  03/24/2020 at 5:42 AM #123090
  robertogozzi

  Try replacing lines 33-36 with these;

  IF TRDPT[x] = 1 OR TRDPT[x] = -1 THEN C22 = 1 BREAK ENDIF

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  IF TRDPT[x] = 1 OR TRDPT[x] = -1 THEN    C22 = 1    BREAK ENDIF

  and add this at empty line 30:

  c22 = 0

  1

  c22 = 0

   

  

  robertogozzi

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  03/24/2020 at 8:25 AM #123096
  planbtrading

  Hi Robert, very kind of you to give some time to this. Unfortunately this didnt fix it, although I see the logic in your code and I’ve taken on your changes.

  the bug must be further up the code.

  thanks again

  

  planbtrading

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  03/24/2020 at 10:33 AM #123106
  robertogozzi

  The problem is the 254 lookback bar limit for ProScreener. For some mathematical reasons a period up to 85 is accepted, not greater!

  I can’t figure out why, because at line 4 you use 120 periods, then another 120 (indeed that should be 119, because the first one overrides the lastof line 4) at line 13, so its 239 or 240.

  Then you add a nother 1 at lines 17 (line 18 doesn’t add any period).

  Then you add 26 itarations, which means a lookback of 265/266, which id too high bars, but 110 period should be accepted, because 110+110+25+1 = 246 (< 254 limit), but it isn’t. There must be some calculations I can’t spot!

  I used this modified code:

  p = 85 LIN120 = LinearRegression[p](close) GAP = CLOSE - LIN120 AVGGAP = ExponentialAverage[p](GAP) //EMA51800 = ExponentialAverage[180](CLOSE) LINGAPTOP = LIN120+(AVGGAP*2) LINGAPBTM = LIN120-(AVGGAP*2) hline = max(LINGAPTOP,LINGAPBTM) lline = min(LINGAPTOP,LINGAPBTM) highline = highest[p](hline) lowline = lowest[p](lline) C1 = (max(LINGAPTOP,LINGAPBTM)<highline) and (max(LINGAPTOP[1],LINGAPBTM[1])=highline[1]) and (low < LIN120) //min(LINGAPTOP,LINGAPBTM) C2 = (min(LINGAPTOP,LINGAPBTM)>lowline) and (min(LINGAPTOP[1],LINGAPBTM[1])=lowline[1]) and (high >LIN120) // max(LINGAPTOP,LINGAPBTM) TRDPT = 0 if C1 = 1 then TRDPT = -1 elsif c2 = 1 then TRDPT = 1 endif //indicator1, ignored = CALL "LINEAR ROLLOVER" c22 = 0 FOR X = 0 TO 25 IF TRDPT[X] <> 0 THEN C22 = 1 BREAK ENDIF NEXT //RETURN c22 AS "Signal", X AS "#" SCREENER[c22]

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  p = 85 LIN120 = LinearRegression[p](close) GAP = CLOSE - LIN120 AVGGAP = ExponentialAverage[p](GAP) //EMA51800 = ExponentialAverage[180](CLOSE) LINGAPTOP = LIN120+(AVGGAP*2) LINGAPBTM = LIN120-(AVGGAP*2) hline = max(LINGAPTOP,LINGAPBTM) lline = min(LINGAPTOP,LINGAPBTM) highline = highest[p](hline) lowline  = lowest[p](lline) C1 =  (max(LINGAPTOP,LINGAPBTM)<highline) and  (max(LINGAPTOP[1],LINGAPBTM[1])=highline[1]) and (low < LIN120) //min(LINGAPTOP,LINGAPBTM) C2 =  (min(LINGAPTOP,LINGAPBTM)>lowline) and  (min(LINGAPTOP[1],LINGAPBTM[1])=lowline[1]) and (high >LIN120) // max(LINGAPTOP,LINGAPBTM) TRDPT = 0 if C1 = 1 then    TRDPT = -1 elsif c2 = 1 then    TRDPT = 1 endif //indicator1, ignored = CALL "LINEAR ROLLOVER" c22 = 0 FOR X  = 0 TO 25    IF TRDPT[X] <> 0 THEN       C22 = 1       BREAK    ENDIF NEXT //RETURN c22 AS "Signal", X AS "#" SCREENER[c22]

  2 users thanked author for this post.

  TCR, planbtrading

  

  robertogozzi

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  03/24/2020 at 11:10 AM #123114
  planbtrading

  yes you’re correct, thank you again. so at least i know the data memory constraints and the lesson is i need to keep it more simple.

  cheers

  a

  

  planbtrading

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