Conversione indicatore TW Volatility Compression Breakout

This topic has 13 replies, 3 voices, and was last updated 8 months ago by supertiti.

Viewing 14 posts - 1 through 14 (of 14 total)

02/01/2024 at 4:35 PM #227253

Msport71

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=5

indicator(“Volatility Compression Breakout”, overlay=true)

// Volatility Compression Parameters

compressionPeriod = input(20, “Compression Period”)

compressionMultiplier = input(1.5, “Compression Multiplier”)

// Trend Filter Parameters

emaPeriod = input(50, “EMA Period”)

// Calculate ATR and Keltner Channels

atr = ta.atr(14)

keltnerMiddle = ta.sma(close, compressionPeriod)

keltnerUpper = keltnerMiddle + (compressionMultiplier * atr)

keltnerLower = keltnerMiddle – (compressionMultiplier * atr)

// Calculate Standard Deviation

stdDev = ta.stdev(close, compressionPeriod)

// Calculate Trend Filter

ema = ta.ema(close, emaPeriod)

// Determine Breakout Conditions

breakoutUp = 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 Shapes

plotshape(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)

// Color

kcColor = close > keltnerMiddle ? color.lime : color.fuchsia

emaColor = close > ema ? color.lime : color.fuchsia

barC = close > ema and close > keltnerMiddle ? color.lime : close > keltnerMiddle and close < ema ? color.yellow : close < keltnerMiddle and close > ema ? color.yellow : color.fuchsia

barcolor(barC)

// Plot Keltner Channels

plot(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 Filter

plot(ema, color=emaColor, linewidth=4, title=”Trend Filter”)

// Alerts

alertcondition(breakoutUp, ‘Long’, “Long”)

alertcondition(breakoutDown, ‘Short’, ‘Short’)

Msport71

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02/01/2024 at 7:38 PM #227267

jacquesgermain

<span class="Y2IQFc" lang="it">Ciao indicatore e screener allegati</span>

1	<span class="Y2IQFc" lang="it">Ciao indicatore e screener allegati</span>

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Msport71

jacquesgermain

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02/02/2024 at 10:38 AM #227292

Msport71

Grazie e mille!!!!

Gentilissimo.

Msport71

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02/02/2024 at 10:44 AM #227293

jacquesgermain

Buongiorno

in allegato una revisione con le stesse varianti colore dell’originale

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Msport71

jacquesgermain

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02/03/2024 at 7:50 PM #227360

Msport71

Ancora grazie!

Msport71

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02/03/2024 at 8:09 PM #227362

supertiti

Credo che le candele verdi siano assenti dal codice?

supertiti

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02/03/2024 at 8:11 PM #227363

supertiti

graphe

supertiti

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02/03/2024 at 9:01 PM #227367

jacquesgermain

buona osservazione! quindi ecco la correzione allegata

jacquesgermain

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02/04/2024 at 11:13 AM #227375

supertiti

Hola Jacques

Molto meglio, grazie e buona domenica.

supertiti

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04/13/2024 at 4:41 PM #231490

supertiti

<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>

<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.

supertiti

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04/13/2024 at 6:04 PM #231492

jacquesgermain

//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”)

jacquesgermain

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04/14/2024 at 10:21 AM #231494

supertiti

bonjour Jacques,

Il y a un soucis avec la commande TIMEFRAME ? je travaille en mode “fin de journée” , alors que dois je faire ?

merci de ton aide

Bon dimanche

supertiti

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04/14/2024 at 10:27 AM #231495

supertiti

Si je met des // devant les timeframe en minutes et heures j’ai Accor qui ressort, c’est bon comme ça peut-être ?

supertiti

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04/14/2024 at 10:36 AM #231496

supertiti

J’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.

jacquesgermain

supertiti

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