Décryptage d'un code
Forums › ProRealTime forum Français › Support ProScreener › Décryptage d'un code
- This topic has 6 replies, 2 voices, and was last updated 6 years ago by Ppouille.
-
-
04/09/2018 at 1:59 PM #6775304/09/2018 at 2:33 PM #6775504/09/2018 at 2:47 PM #67757
Merci pour votre réponse.
Voici donc le code :
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325ProfitSer = ROC[1](Close)//Bar = Barindex - 1ProfitSMA = Average[200](ProfitSer)sqn = sqrt(100) * ProfitSMA / STD[100](ProfitSer)ProfitSer1 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA1 = Average[104](ProfitSer1)sqn1 = sqrt(104) * ProfitSMA1 / STD[104](ProfitSer1)ProfitSer2 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA2 = Average[108](ProfitSer2)sqn2 = sqrt(108) * ProfitSMA2 / STD[108](ProfitSer2)ProfitSer3 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA3 = Average[112](ProfitSer3)sqn3 = sqrt(112) * ProfitSMA3 / STD[112](ProfitSer3)ProfitSer4 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA4 = Average[116](ProfitSer4)sqn4 = sqrt(116) * ProfitSMA4 / STD[116](ProfitSer4)ProfitSer5 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA5 = Average[120](ProfitSer5)sqn5 = sqrt(120) * ProfitSMA5 / STD[120](ProfitSer5)ProfitSer6 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA6 = Average[124](ProfitSer6)sqn6 = sqrt(124) * ProfitSMA6 / STD[124](ProfitSer6)ProfitSer7 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA7 = Average[128](ProfitSer7)sqn7 = sqrt(100) * ProfitSMA7 / STD[128](ProfitSer7)ProfitSer8 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA8 = Average[132](ProfitSer8)sqn8 = sqrt(100) * ProfitSMA8 / STD[132](ProfitSer8)ProfitSer9 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA9 = Average[136](ProfitSer9)sqn9 = sqrt(136) * ProfitSMA9 / STD[136](ProfitSer9)ProfitSer10 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA10 = Average[140](ProfitSer10)sqn10 = sqrt(140) * ProfitSMA10 / STD[140](ProfitSer10)ProfitSer11 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA11 = Average[144](ProfitSer11)sqn11 = sqrt(144) * ProfitSMA11 / STD[144](ProfitSer11)ProfitSer12 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA12 = Average[148](ProfitSer12)sqn12 = sqrt(148) * ProfitSMA12 / STD[148](ProfitSer12)ProfitSer13 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA13 = Average[152](ProfitSer13)sqn13 = sqrt(152) * ProfitSMA13 / STD[152](ProfitSer13)ProfitSer14 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA14 = Average[156](ProfitSer14)sqn14 = sqrt(156) * ProfitSMA14 / STD[156](ProfitSer14)ProfitSer15 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA15 = Average[160](ProfitSer15)sqn15 = sqrt(160) * ProfitSMA15 / STD[160](ProfitSer15)ProfitSer16 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA16 = Average[164](ProfitSer16)sqn16 = sqrt(164) * ProfitSMA16 / STD[164](ProfitSer16)ProfitSer17 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA17 = Average[168](ProfitSer17)sqn17 = sqrt(168) * ProfitSMA17 / STD[168](ProfitSer17)ProfitSer18 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA18 = Average[172](ProfitSer18)sqn18 = sqrt(172) * ProfitSMA18 / STD[172](ProfitSer18)ProfitSer19 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA19 = Average[176](ProfitSer19)sqn19 = sqrt(176) * ProfitSMA19 / STD[176](ProfitSer19)ProfitSer20 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA20 = Average[180](ProfitSer20)sqn20 = sqrt(180) * ProfitSMA20 / STD[1180](ProfitSer20)ProfitSer21 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA21 = Average[184](ProfitSer21)sqn21 = sqrt(184) * ProfitSMA21 / STD[184](ProfitSer21)ProfitSer22 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA22 = Average[188](ProfitSer22)sqn22 = sqrt(188) * ProfitSMA22 / STD[188](ProfitSer22)ProfitSer23 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA23 = Average[192](ProfitSer23)sqn23 = sqrt(192) * ProfitSMA23 / STD[192](ProfitSer23)ProfitSer24 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA24 = Average[196](ProfitSer24)sqn24 = sqrt(196) * ProfitSMA24 / STD[196](ProfitSer24)ProfitSer25 = ROC[1](Close)//Bar = Barindex - 1ProfitSMA25 = Average[200](ProfitSer12)sqn25 = sqrt(200) * ProfitSMA25 / STD[200](ProfitSer25)// 25 Variablen werden nach einem SQN über 2.5 abgetastetc0 = sqn > 2.5c1 = sqn1 > 2.5c2 = sqn2 > 2.5c3 = sqn3 > 2.5c4 = sqn4 > 2.5c5 = sqn5 > 2.5c6 = sqn6 > 2.5c7 = sqn7 > 2.5c8 = sqn8 > 2.5c9 = sqn9 > 2.5c10 = sqn10 > 2.5c11 = sqn11 > 2.5c12 = sqn12 > 2.5c13 = sqn13 > 2.5c14 = sqn14 > 2.5c15 = sqn15 > 2.5c16 = sqn16 > 2.5c17 = sqn17 > 2.5c18 = sqn18 > 2.5c19 = sqn19 > 2.5c20 = sqn20 > 2.5c21 = sqn21 > 2.5c22 = sqn22 > 2.5c23 = sqn23 > 2.5c24 = sqn24 > 2.5c25 = sqn25 > 2.5c25 = c0 or c1 or c2 or c3 or c4 or c5 or c6 or c7 or c8 or c9 or c10 or c11 or c12 or c13 or c14 or c15 or c16 or c17 or c18 or c19 or c20 or c21 or c22 or c23 or c24 or c25c26 = close > 5.0c27 = RSI[2](close) < 10c29 = ExponentialAverage[52](volume*close) > 3000000SCREENER[c25 and c26 and c27 and c29] sort by volume*close04/09/2018 at 4:15 PM #67764Ce screener calcule le SQN (soit le System Quality Number de Van Tharp) de plusieurs horizons de temps différents. Si l’un de ces calculs se situe au delà de 2.5 (soit un haut score), alors le screener renverra la valeur concernée.
Il y aussi une condition basée sur le prix de l’action (supérieur à 5), un RSI 2 période inférieur à 10 et une moyenne des volumes des 52 dernières périodes supérieure à 3000M.
04/10/2018 at 7:45 AM #6779104/10/2018 at 1:20 PM #6789904/10/2018 at 1:39 PM #67905Oui en effet, il me semble intéressant, j’aimerais l’étudier de plus près et éventuellement l’adapter car il représente le style de trading que je recherche.
Si vous avez des suggestions ou conseils je suis bien évidemment preneur.
Encore merci pour votre aide, c’est super sympa.
-
AuthorPosts
Find exclusive trading pro-tools on