Genesis Matrix & ADX Screener
Forums › ProRealTime English forum › ProScreener support › Genesis Matrix & ADX Screener
- This topic has 11 replies, 5 voices, and was last updated 4 years ago by
Meta Signals Pro.
-
-
01/20/2019 at 8:12 PM #89178
Hi Nicolas,
I have been using the Genesis Matrix indicator along with Stochastic (11, 3, 3) and ADX to confirm trend strength in a trend following scalping strategy.
The way I have this setup is as follows:
– First check trend direction on a 1h timeframe.
– Place trades on a faster timeframe in the same direction as the trend on the slower timeframe
– Genesis Matrix 5min (all boxes signalling the same colour, blue = BUY / red = SELL)
– Stochastic [11, 3, 3] 5min moving up on a buy (blue) signal and down on a sell (red) signal
– Stochastic 15min moving the same direction as on the 5min timeframe
– ADX is above 20, ideally on all 3 timeframes but at least on the 15min and 5min simultaneously.
It would be interesting to have a screener based on the above criteria. Perhaps one screener would find buy opportunities (all 4 boxes blue in the 5min TF, stochastic 5min and 15min moving up and ADX > 20) and the second screener that finds sell opportunities (all 4 boxes red in the 5min TF, stochastic 5min and 15min moving down and ADX > 20)
I also tend to use tick mode to find the best timing to enter the trades.
Please let me know your thoughts on this and thanks for taking the time to review.
Best,
Erik
1 user thanked author for this post.
02/14/2019 at 12:49 PM #9136102/16/2019 at 12:51 PM #9152002/18/2019 at 11:53 AM #91622Here is the code for that strategy, it embeds all conditions except the 1-hour timeframe (trend direction?) for which I don’t know how you define it?
The screener returns bullish and bearish results sorted with a number:
- 1 = bullish
- -1 = bearish
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103//PRC_Genesis Matrix | indicator//10.09.2018//Nicolas @ www.prorealcode.com//Sharing ProRealTime knowledge//converted from MT4 inditimeframe(15 minutes)adx15 = ADXR[14]>20sto15 = Stochastic[11,3](close)sto15bull = sto15>sto15[1]sto15bear = sto15<sto15[1]timeframe(default)adx5 = ADXR[14]>20sto5 = Stochastic[11,3](close)sto5bull = sto5>sto5[1]sto5bear = sto5<sto5[1]// --- settings//TVI_SettingsTVIr=12TVIs=12TVIu=5//CCI_SettingsCCIPeriod=20//T3_SettingsT3Period=8//GannHiLo_SettingsGannHiLoPeriod=10// --- end of settingsresult=0//TVI (Ticks Volume Indicator)Mypoint=pointsizeUpTicks=(Volume+(Close-Open)/MyPoint)/2DownTicks=Volume-UpTicksEMAUpTicks=average[TVIr,1](UpTicks)EMADownTicks=average[TVIr,1](DownTicks)DEMAUpTicks=average[TVIs,1](EMAUpTicks)DEMADownTicks=average[TVIs,1](EMADownTicks)TVIcalculate=100.0*(DEMAUpTicks-DEMADownTicks)/(DEMAUpTicks+DEMADownTicks)TVI=average[TVIu,1](TVIcalculate)//ProcessTVIif TVI>=TVI[1] thenresult=result+1elseresult=result-1endif//CCI (Commodity Channel Index)dSig=CCI[CCIPeriod](typicalPrice)//ProcessCCIif dSig>0 thenresult=result+1elseresult=result-1endif//T3e1 = ExponentialAverage[T3Period](close)e2 = ExponentialAverage[T3Period](e1)e3 = ExponentialAverage[T3Period](e2)e4 = ExponentialAverage[T3Period](e3)e5 = ExponentialAverage[T3Period](e4)e6 = ExponentialAverage[T3Period](e5)b = 0.618b2 = (b * b)b3 = (b * b * b)c1 = -b3c2 = (3 * b2) + (3 * b3)c3 = (-6 * b2) - (3 * b) - (3 * b3)c4 = 1 + (3 * b) + b3 + (3 * b2)avg = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3//ProcessT3if avg>=avg[1] thenresult=result+1elseresult=result-1endif//GannHiLoif Close>average[gannhiloperiod](high)[1] thengann=1elsif Close<average[gannhiloperiod](low)[1] thengann=-1endif//ProcessGannif gann>0 thenresult=result+1elseresult=result-1endifbulltest = result=4 and adx5 and adx15 and sto5bull and sto15bullbeartest = result=-4 and adx5 and adx15 and sto5bear and sto15bearif bulltest thencrit=1elsecrit=-1endifscreener[bulltest or beartest] (crit as "bull or bear?")1 user thanked author for this post.
02/26/2019 at 8:22 PM #9239902/26/2019 at 8:29 PM #9240002/27/2019 at 9:36 AM #92447Sure, if you want to change it to a daily-timeframe, just change the TIMEFRAME instruction:
1TIMEFRAME(daily)1 user thanked author for this post.
08/27/2019 at 11:39 AM #105647Signal Freshness123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150//PRC_Genesis Matrix | indicator//10.09.2018//Nicolas @ www.prorealcode.com//Sharing ProRealTime knowledge//converted from MT4 indiMinPrix = close >2.5MinVolume = summation [10](Average[23](volume)>= 5000000)=10//fraicheursignal = -1//TIMEFRAME(weekly)//adx15 = ADXR[14]>20//sto15 = Stochastic[11,3](close)//sto15bull = sto15>sto15[1]//sto15bear = sto15<sto15[1]////TIMEFRAME(default)//adx5 = ADXR[14]>20//sto5 = Stochastic[11,3](close)//sto5bull = sto5>sto5[1]//sto5bear = sto5<sto5[1]// --- settings//TVI_SettingsTVIr=12TVIs=12TVIu=5//CCI_SettingsCCIPeriod=7//T3_SettingsT3Period=8//GannHiLo_SettingsGannHiLoPeriod=10// --- end of settingsresult=0//TVI (Ticks Volume Indicator)Mypoint=pointsizeUpTicks=(Volume+(Close-Open)/MyPoint)/2DownTicks=Volume-UpTicksEMAUpTicks=average[TVIr,1](UpTicks)EMADownTicks=average[TVIr,1](DownTicks)DEMAUpTicks=average[TVIs,1](EMAUpTicks)DEMADownTicks=average[TVIs,1](EMADownTicks)TVIcalculate=100.0*(DEMAUpTicks-DEMADownTicks)/(DEMAUpTicks+DEMADownTicks)TVI=average[TVIu,1](TVIcalculate)//ProcessTVIif TVI>=TVI[1] thenresult=result+1elseresult=result-1endif//CCI (Commodity Channel Index)dSig=CCI[CCIPeriod](typicalPrice)//ProcessCCIif dSig>0 thenresult=result+1elseresult=result-1endif//T3e1 = ExponentialAverage[T3Period](close)e2 = ExponentialAverage[T3Period](e1)e3 = ExponentialAverage[T3Period](e2)e4 = ExponentialAverage[T3Period](e3)e5 = ExponentialAverage[T3Period](e4)e6 = ExponentialAverage[T3Period](e5)b = 0.618b2 = (b * b)b3 = (b * b * b)c1 = -b3c2 = (3 * b2) + (3 * b3)c3 = (-6 * b2) - (3 * b) - (3 * b3)c4 = 1 + (3 * b) + b3 + (3 * b2)avg = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3//ProcessT3if avg>=avg[1] thenresult=result+1elseresult=result-1endif//GannHiLoif Close>average[gannhiloperiod](high)[1] thengann=1elsif Close<average[gannhiloperiod](low)[1] thengann=-1endif//ProcessGannif gann>0 thenresult=result+1elseresult=result-1endifbulltest = result=4 and MinPrix and MinVolume //adx5 and adx15 and sto5bull and sto15bull andbeartest = result=-4 and MinPrix and MinVolume // and adx5 and adx15 and sto5bear and sto15bear andfraicheursignal=-1if bulltest then// fraîcheur signal bullIF fraicheursignal=-1 AND bulltest[1]<4 THENfraicheursignal = 0ELSIF fraicheursignal=-1 AND bulltest[2]<4 THENfraicheursignal = 1ELSIF fraicheursignal=-1 AND bulltest[3]<4 THENfraicheursignal = 2ENDIFelse// fraîcheur signal bearIF fraicheursignal=-1 AND bulltest[1]>-4 THENfraicheursignal = 0ENDIFIF fraicheursignal=-1 AND bulltest[2]>-4 THENfraicheursignal = -1ENDIFIF fraicheursignal=-1 AND bulltest[3]>-4 THENfraicheursignal = -2ENDIFendifscreener[bulltest or beartest] (fraicheursignal as "bull or bear?")Hi Nicolas,
I am trying to insert a condition on the freshness of the signal but I am missing something apparently;
Can you help us?
Best,
Chris
08/27/2019 at 3:26 PM #10565904/17/2020 at 5:51 PM #126633Hi Nicolas,
I just realized I am not receiving by mail the answers from the posts (I don’t know if I am the only one) ; that’s why I did not answer you sorry;
In short yes this is exactly what I am willing to do 😉 thanks
04/20/2020 at 9:31 AM #127007You are late to the party! 😆
The below code will return results with the freshness of the detection in the sorting criteria column (minus = bearish, plus = bullish). The freshness never exceeds 4 bars ago.
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109//PRC_Genesis Matrix | indicator//10.09.2018//Nicolas @ www.prorealcode.com//Sharing ProRealTime knowledge//converted from MT4 inditimeframe(15 minutes)adx15 = ADXR[14]>20sto15 = Stochastic[11,3](close)sto15bull = sto15>sto15[1]sto15bear = sto15<sto15[1]timeframe(default)adx5 = ADXR[14]>20sto5 = Stochastic[11,3](close)sto5bull = sto5>sto5[1]sto5bear = sto5<sto5[1]// --- settings//TVI_SettingsTVIr=12TVIs=12TVIu=5//CCI_SettingsCCIPeriod=20//T3_SettingsT3Period=8//GannHiLo_SettingsGannHiLoPeriod=10// --- end of settingsresult=0//TVI (Ticks Volume Indicator)Mypoint=pointsizeUpTicks=(Volume+(Close-Open)/MyPoint)/2DownTicks=Volume-UpTicksEMAUpTicks=average[TVIr,1](UpTicks)EMADownTicks=average[TVIr,1](DownTicks)DEMAUpTicks=average[TVIs,1](EMAUpTicks)DEMADownTicks=average[TVIs,1](EMADownTicks)TVIcalculate=100.0*(DEMAUpTicks-DEMADownTicks)/(DEMAUpTicks+DEMADownTicks)TVI=average[TVIu,1](TVIcalculate)//ProcessTVIif TVI>=TVI[1] thenresult=result+1elseresult=result-1endif//CCI (Commodity Channel Index)dSig=CCI[CCIPeriod](typicalPrice)//ProcessCCIif dSig>0 thenresult=result+1elseresult=result-1endif//T3e1 = ExponentialAverage[T3Period](close)e2 = ExponentialAverage[T3Period](e1)e3 = ExponentialAverage[T3Period](e2)e4 = ExponentialAverage[T3Period](e3)e5 = ExponentialAverage[T3Period](e4)e6 = ExponentialAverage[T3Period](e5)b = 0.618b2 = (b * b)b3 = (b * b * b)c1 = -b3c2 = (3 * b2) + (3 * b3)c3 = (-6 * b2) - (3 * b) - (3 * b3)c4 = 1 + (3 * b) + b3 + (3 * b2)avg = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3//ProcessT3if avg>=avg[1] thenresult=result+1elseresult=result-1endif//GannHiLoif Close>average[gannhiloperiod](high)[1] thengann=1elsif Close<average[gannhiloperiod](low)[1] thengann=-1endif//ProcessGannif gann>0 thenresult=result+1elseresult=result-1endifbulltest = (result=4 and adx5 and adx15 and sto5bull and sto15bull)beartest = (result=-4 and adx5 and adx15 and sto5bear and sto15bear)if bulltest thencrit=1start = barindexelsif beartest thencrit=-1start = barindexendifdiff = (barindex-start)*crittest = abs(diff)<=4screener[test] (diff as "bull or bear?")To subscribe to a topic, there is a button at the right upper side of each first post of the topic.
1 user thanked author for this post.
04/27/2020 at 5:00 PM #128462😉
Thanks Nicolas; I see you are still on the dance floor 😉 !!
-
AuthorPosts
Find exclusive trading pro-tools on