crypto screener volume 1h

• 09/07/2021 at 11:53 AM #176926
  Davide Vava

  I would like to build a cryptocurrency screener with hourly timeframe and looking for those cryptocurrencies listed on binance.
  to make a summary I would like to find those cryptocurrencies that after a short period of laterality with low volumes (last 20h), with an hourly candle breaks the maximums (last 20h) with volumes tripled or more.
  the parameters will then be adjusted with tests.
  have any cryptocurrency screener been done yet?

  

  Davide Vava

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  09/07/2021 at 10:22 PM #176983
  robertogozzi

  Post your topic in the correct forum:
  _ ProRealTime Platform Support: only platform related issues.
  _ ProOrder: only strategy topics.
  _ ProBuilder: only indicator topics.
  _ ProScreener: only screener topics
  _ General Discussion: any other topics.
  _ Welcome New Members: for new forum members to introduce themselves.

  I moved it.

  Please read the basic rules highlighted in yellow below.

  Thank you 🙂

   

  1 user thanked author for this post.

  Davide Vava

  

  robertogozzi

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  09/07/2021 at 10:52 PM #176989
  robertogozzi

  That’s a generic simple screener, there’s no need to code anything specific to Crypto currencies, provided they have volume data (usually they have):

  AverageVolume = average[20,0](Volume[1]) //average volume in the last 20 candles Cond1 = AverageVolume <= 1000 //low volume Cond2 = Volume > (highest[20](Volume[1]) * 3) //three times the max volume in the last 20 candles Cond = Cond1 AND Cond2 SCREENER[Cond]

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  AverageVolume = average[20,0](Volume[1])              //average volume in the last 20 candles Cond1         = AverageVolume <= 1000                 //low volume Cond2         = Volume > (highest[20](Volume[1]) * 3) //three times the max volume in the last 20 candles Cond          = Cond1 AND Cond2 SCREENER[Cond]

   

  

  robertogozzi

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  09/07/2021 at 11:09 PM #176992
  Davide Vava

  thanks Roberto for the answer. in the first post I did not go into specifics and I rethought some parameters. I would like to have a signal from the screener when the following situation occurs: 1) volume of the last hourly candle that is at least three times the 20-period moving average (1h) 2) breakout of the last 20-hour highs 3)% price growth of the latter hourly candle that is at least 5%. I would like to go and catch the pump movements that last from a few hours to a few days, especially on altcoins where, however, there is a minimum of liquidity to make the cryptocurrency move. (some are so little exchanged that I would discard them a priori) If, in your opinion, there were any other interesting parameters to be integrated to capture highly speculative movements of this kind, advice is welcome. thank you in the meantime for your reply.

  

  Davide Vava

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  09/10/2021 at 11:24 AM #177195
  robertogozzi

  There you go:

  Cond1 = Volume > (average[20,0](Volume[1]) * 1) //3 times the max volume in the last 20 bars Cond2 = close > highest[20](high[1]) //current Price breaks previous 20-bar highest high Cond3 = close >= (close[1] * 1.05) //5% rise over the previous bar Cond = Cond1 AND Cond2 AND Cond3 SCREENER[Cond]

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  Cond1   = Volume > (average[20,0](Volume[1]) * 1) //3 times the max volume in the last 20 bars Cond2   = close >  highest[20](high[1])           //current Price breaks previous 20-bar highest high Cond3   = close >= (close[1] * 1.05)              //5% rise over the previous bar Cond    = Cond1 AND Cond2 AND Cond3 SCREENER[Cond]

  I’ve never traded CryptoCurrencies, so I have no suggestions for you to improve the screener.

  If have or find any valuable idea, I will certainly code it.

   

  

  robertogozzi

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