Keltner + volume + Heikin
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Forums › ProRealTime forum Français › Support ProBuilder › Keltner + volume + Heikin
Bonjour
Je voudrais sur prorealtime ,à la fois en screener et en indicateur, cette stratégie utilisant Keltner, Volume et Heikin Ashi (voir MT5 img )
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Voici les indicateurs utilisés :
1> vol = indicateur volume tick
1a> avg_Vol = moyenne mobile simple de 50 périodes sur volume
2 > ema = moyenne mobile exponentielle de période 50
3 > atr = Average True Range de période 50
4 > K_Dn_Out = ema – 3.5*atr
5 > K_Up_Out = ema + 3.5*atr
6 > K_Dn_In = ema – 2.5*atr
7 > K_Up_In = ema + 2.5*atr
8 > HaC = Heikin Ashi Close
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==> signal d’achat
>HaC doit clôturer sous K_Dn_Out
>puis aux bougies suivantes , HaC doit clôturer au-dessus de K_Dn_In avec vol > avg_Vol
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==> signal de vente
>HaC doit clôturer au-dessus K_Up_Out
> puis aux prochaines bougies , HaC doit clôturer en-dessous de K_Up_In avec vol > avgVol
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Hola Aquí a l’indicateur. Il peut y avoir un maximum de 5 voiles pour produire la croix à l'intérieur ou à la base du KUpout ou du KDout. Sólo tienes que modificarlo a tu gusto.
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//-------Heikin Ashi----------------- once haopen=open haclose=(open+close+high+low)/4 if barindex> 0 then haopen=(haopen+haclose[1])/2 endif halow=min(low,min(haclose,haopen)) hahigh=max(high,max(haclose,haopen)) if haclose > haopen then r=0 g=250 else r=250 g=0 endif //---------------------------------- ema = average[50,1](haclose) //---------------------------------- vol = volume avgvol = average[50](vol) //---------------------------------- atr = averagetruerange[50] //------Bands----------------------- kDnout = ema - 3.5*atr KUpout = ema + 3.5*atr KDnIn = ema - 2.5*atr KUpIn = ema + 2.5*atr //-----Long condition---------------// n = barssince(haclose crosses under KDnOut) longcondition = haclose crosses over KDnIn and n <= 5 and vol > avgvol //-----Short condition--------------// m = barssince(haclose crosses over KUpOut) shortconidition = haclose crosses under KUpIn and m <=5 and vol > avgvol if longcondition then drawarrowup(barindex,halow-0.25*atr)coloured("green") elsif shortconidition then drawarrowdown(barindex,hahigh+0.25*atr)coloured("red") endif DRAWCANDLE(haopen, hahigh, halow, haclose)coloured(r,g,0,70) return ema coloured("green")style(dottedline,2),kDnout coloured("red"),KDnIn coloured("purple"),kUpout coloured("red"),KUpIn coloured("purple") |
Le screener sera celui-ci :
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//once haopen=open haclose=(open+close+high+low)/4 //if barindex> 0 then //haopen=(haopen+haclose[1])/2 //endif //halow=min(low,min(haclose,haopen)) //hahigh=max(high,max(haclose,haopen)) ema = average[50,1](haclose) vol = volume avgvol = average[50](vol) atr = averagetruerange[50] kDnout = ema - 3.5*atr KUpout = ema + 3.5*atr KDnIn = ema - 2.5*atr KUpIn = ema + 2.5*atr //-----long condition---------------// n = barssince(haclose crosses under KDnOut) m = barssince(haclose crosses over KUpOut) if haclose crosses over KDnIn and n <= 5 and vol > avgvol then res=1 elsif haclose crosses under KUpIn and m <=5 and vol > avgvol then res=-1 else res=0 endif screener[res=1 or res=-1] |
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