Conversione indicatore TW Volatility Compression Breakout
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- This topic has 13 replies, 3 voices, and was last updated 7 months ago by supertiti.
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02/01/2024 at 4:35 PM #227253
Buon pomeriggio a tutti.
Vorrei proporre la conversione dell’indicatore in oggetto di cui riporto script e schermata che ne illustra il funzionamento.
Mi sembra interessante e protrebbe essere utile.
Grazie a chi vorrà aiutarmi.
https://it.tradingview.com/script/Lc8WH9UF-Volatility-Compression-Breakout/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/// © LeafAlgo//@version=5indicator(“Volatility Compression Breakout”, overlay=true)// Volatility Compression ParameterscompressionPeriod = input(20, “Compression Period”)compressionMultiplier = input(1.5, “Compression Multiplier”)// Trend Filter ParametersemaPeriod = input(50, “EMA Period”)// Calculate ATR and Keltner Channelsatr = ta.atr(14)keltnerMiddle = ta.sma(close, compressionPeriod)keltnerUpper = keltnerMiddle + (compressionMultiplier * atr)keltnerLower = keltnerMiddle – (compressionMultiplier * atr)// Calculate Standard DeviationstdDev = ta.stdev(close, compressionPeriod)// Calculate Trend Filterema = ta.ema(close, emaPeriod)// Determine Breakout ConditionsbreakoutUp = high > keltnerUpper + stdDev and close > ema and close[1] <= ema[1]breakoutDown = low < keltnerLower – stdDev and close < ema and close[1] >= ema[1]// Plot Breakout Shapesplotshape(breakoutUp, “Long Entry”, shape.triangleup, location.belowbar, color=color.green, size=size.large)plotshape(breakoutDown, “Short Entry”, shape.triangledown, location.abovebar, color=color.red, size=size.large)// ColorkcColor = close > keltnerMiddle ? color.lime : color.fuchsiaemaColor = close > ema ? color.lime : color.fuchsiabarC = close > ema and close > keltnerMiddle ? color.lime : close > keltnerMiddle and close < ema ? color.yellow : close < keltnerMiddle and close > ema ? color.yellow : color.fuchsiabarcolor(barC)// Plot Keltner Channelsplot(keltnerUpper, color=color.aqua, linewidth=2, title=”Keltner Upper”)plot(keltnerLower, color=color.aqua, linewidth=2, title=”Keltner Lower”)plot(keltnerMiddle, color=kcColor, linewidth=4, title=”Keltner Middle”)plot(keltnerUpper + stdDev, color=color.aqua, linewidth=2, title=”Keltner Upper StdDev”)plot(keltnerLower – stdDev, color=color.aqua, linewidth=2, title=”Keltner Lower StdDev”)// Plot Trend Filterplot(ema, color=emaColor, linewidth=4, title=”Trend Filter”)// Alertsalertcondition(breakoutUp, ‘Long’, “Long”)alertcondition(breakoutDown, ‘Short’, ‘Short’)02/01/2024 at 7:38 PM #2272671<span class="Y2IQFc" lang="it">Ciao indicatore e screener allegati</span>1 user thanked author for this post.
02/02/2024 at 10:38 AM #22729202/02/2024 at 10:44 AM #227293Buongiorno
in allegato una revisione con le stesse varianti colore dell’originale
1 user thanked author for this post.
02/03/2024 at 7:50 PM #22736002/03/2024 at 8:09 PM #22736202/03/2024 at 8:11 PM #22736302/03/2024 at 9:01 PM #227367buona osservazione! quindi ecco la correzione allegata
02/04/2024 at 11:13 AM #22737504/13/2024 at 4:41 PM #23149012345678<span class="Y2IQFc" lang="it">Ciao Jacques,È possibile creare gli screener UP e DOWN di questo eccellente codice quando le chiusure rompono la MA e allo stesso tempo appare il triangolo verde o rosso.Allego un'immagine di Forvia con l'ellisse che corrisponde al mio desiderio.buon fine settim</span>Bonjour Jacques,
Est-il possible de créer les screeners UP and DOWN de cet excellent code quand les closes cassent la MA et que dans le même temps apparait le triangle vert ou rouge.
je joins une image de Forvia avec l’elipse qui correspond à mon souhait.
bon WE à tous.
04/13/2024 at 6:04 PM #231492//Bonjour Voici ce screener :
CapitaLisationMini=10000
timeframe (monthly)
c1=average[20](close*volume)>(CapitaLisationMini*21)
timeframe (weekly)
c1=average[20](close*volume)>(CapitaLisationMini*5)
TIMEFRAME(4 HOUR)
c1=average[20](close*volume)>(CapitaLisationMini/2.14)
TIMEFRAME(1 HOUR)
c1=average[20](close*volume)>(CapitaLisationMini/8.5)
TIMEFRAME(30 minutes)
c1=average[20](close*volume)>(CapitaLisationMini/17)
TIMEFRAME(15 minutes)
c1=average[20](close*volume)>(CapitaLisationMini/34)
TIMEFRAME(5 minutes)
c1=average[20](close*volume)>(CapitaLisationMini/102)
TIMEFRAME(2 minutes)
c1=average[20](close*volume)>(CapitaLisationMini/255)
Timeframe(default)
c1=average[20](close*volume)>(CapitaLisationMini)
c1a=high>low
compressionPeriod =14
compressionMultiplier = 1.5
emaPeriod = 50
atr =AverageTrueRange[14]
keltnerMiddle = KeltnerBandCenter[compressionPeriod]
keltnerUpper = keltnerMiddle + (compressionMultiplier * atr)
keltnerLower = keltnerMiddle – (compressionMultiplier * atr)
// Calculer l’écart type
stdDev = STD[compressionPeriod](close)
// Calculer le filtre de tendance
ema = ExponentialAverage[emaPeriod](close)
// Déterminer les conditions de rupture
Up =(high > (keltnerUpper + stdDev)) and close > ema and close[1] <= ema[1]
Down = (low < (keltnerLower – stdDev)) and close < ema and close[1] >= ema[1]SCREENER[c1 and c1a and (Up or Down)] (up as “up”,down as “down”)
04/14/2024 at 10:21 AM #23149404/14/2024 at 10:27 AM #23149504/14/2024 at 10:36 AM #231496J’ai testé avec ce code sur le Nasdaq , j’ai 23 retours correct en fin de journée, ça marche, merci Jacques
// VOLATILITY COMPRESSION TRIANGLE UP DW by Jacques Germain 13.04.2024
CapitaLisationMini=10000
timeframe (monthly)
c1=average[20](close*volume)>(CapitaLisationMini*21)
timeframe (weekly)
c1=average[20](close*volume)>(CapitaLisationMini*5)
//TIMEFRAME(4 HOUR)
//c1=average[20](close*volume)>(CapitaLisationMini/2.14)
//TIMEFRAME(1 HOUR)
//c1=average[20](close*volume)>(CapitaLisationMini/8.5)
//TIMEFRAME(30 minutes)
//c1=average[20](close*volume)>(CapitaLisationMini/17)
//TIMEFRAME(15 minutes)
//c1=average[20](close*volume)>(CapitaLisationMini/34)
//TIMEFRAME(5 minutes)
//c1=average[20](close*volume)>(CapitaLisationMini/102)
//TIMEFRAME(2 minutes)
//c1=average[20](close*volume)>(CapitaLisationMini/255)
Timeframe(default)
c1=average[20](close*volume)>(CapitaLisationMini)
c1a=high>low
compressionPeriod =14
compressionMultiplier = 1.5
emaPeriod = 50
atr =AverageTrueRange[14]
keltnerMiddle = KeltnerBandCenter[compressionPeriod]
keltnerUpper = keltnerMiddle + (compressionMultiplier * atr)
keltnerLower = keltnerMiddle – (compressionMultiplier * atr)
// Calculer l’écart type
stdDev = STD[compressionPeriod](close)
// Calculer le filtre de tendance
ema = ExponentialAverage[emaPeriod](close)
// Déterminer les conditions de rupture
Up =(high > (keltnerUpper + stdDev)) and close > ema and close[1] <= ema[1]
Down = (low < (keltnerLower – stdDev)) and close < ema and close[1] >= ema[1]
SCREENER[c1 and c1a and (Up or Down)] (up as “up”,down as “down”)
1 user thanked author for this post.
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