Necesito ayuda con un PROSCREENER

• 10/13/2016 at 9:25 PM #14876
  Fjavier

  Buenas tardes;

  Tengo el siguiente SCREENER que se ejecuta en 5 minutos y no soy capaz de hacerlo funcionar, alguien me puede indicar que puedo estar haciendo mal? gracias…

  Fecha = 20161004 //------------------------------------------------------------------------------------------------------- If Date = Fecha then InicioPeriodo = 1 Else If Date > Fecha and InicioPeriodo[1]=1 then Control = 1 Periodo = Periodo[1]+1 Endif endif //------------------------------------------------------------------------------------------------------- c1 = SAR[0.02,0.02,0.2] //------------------------------------------------------------------------------------------------------- // CONTADOR Barras de 5 minutos INTRADIA I2 = day = day[1] Count2 = 1 while I2[count2] do count2 = count2+1 wend //------------------------------------------------------------------------------------------------------- // Volatilidad c2 = (high-low) c3 = summation[Periodo+1](c2)/(Periodo+1) //c33 =(dhigh(1)/dlow(1)-1)*100 PEntradaC = low-(c3+(c3/2)) PEntradaL = high+(c3+(c3/2)) //------------------------------------------------------------------------------------------------------- // Control de Numeros de SAR //Precio Alcista if close > c1 and close[1]<c1[1] then PrecioCanalAlto = c1[1] PrecioCanalBajo = c1 PrecioCanalAlto2 = PrecioCanalAlto[1] PrecioCanalBajo2 = PrecioCanalBajo[1] else if close < c1 and close[1]>c1[1] then PrecioCanalAlto = c1 PrecioCanalBajo = c1[1] PrecioCanalAlto2 = PrecioCanalAlto[1] PrecioCanalBajo2 = PrecioCanalBajo[1] else PrecioCanalAlto = PrecioCanalAlto[1] PrecioCanalBajo = PrecioCanalBajo[1] PrecioCanalAlto2 = PrecioCanalAlto2[1] PrecioCanalBajo2 = PrecioCanalBajo2[1] endif endif //------------------------------------------------------------------------------------------------------- // Especulación desde Extremos. if c1 < PrecioCanalBajo and c1[1] > PrecioCanalBajo[1] and close < c1 and ((highest[Periodo+1](high))/PentradaC-1)*100 < 1 and PrecioCanalAlto >= (highest[Periodo+1](high)) and control = 1 then //and (dhigh(1)-dclose(1))>(dclose(1)-dlow(1)) and control = 1 then Ri= -(highest[Periodo+1](high)/PEntradaC-1)*100 Direccion = -1 PEntrada = PEntradaC else if C1 > PrecioCanalAlto and c1[1]<PrecioCanalAlto[1] and close > c1 and (PentradaL/lowest[Periodo+1](low)-1)*100 < 1 and PrecioCanalBajo <= (lowest[Periodo+1](low)) and control = 1 then //and (dhigh(1)-dclose(1))<(dclose(1)-dlow(1)) and control = 1 then Ri = (PEntradaL/lowest[Periodo+1](low)-1)*100 Direccion = 1 PEntrada = PEntradaL else RI = 0 endif endif //-------------------------------------------------------------------------------------------------------- // Estrategias Secundarias if direccion = -1 and close < PEntrada and close[1]>PEntrada[1] and (highest[count2+104](high)/(low)-1)*100 <0.7 and highest[count2+104](high) >= highest[Periodo+1](high) and c1<c1[1] and summation[count2+104](RI) <> 0 then Ri= -(highest[count2+104](high)/(low)-1)*100 else if direccion = 1 and close > PEntrada and close[1]<PEntrada[1] and (high/(lowest[count2+104](low))-1)*100 < 0.7 and lowest[count2+104](low) <= lowest[periodo+1](low) and c1 > c1[1] and summation[count2+104](RI) <> 0 then Ri= (high/(lowest[count2+104](low))-1)*100 endif endif ABSRI=abs(RI) if summation[count2](ABSRI) > 0 then Resultado = 1 else Resultado = resultado[1] endif screener [Resultado] sort by (Resultado) as "Señal"

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  Fecha = 20161004 //------------------------------------------------------------------------------------------------------- If Date = Fecha then InicioPeriodo = 1 Else If Date > Fecha and InicioPeriodo[1]=1 then Control = 1 Periodo = Periodo[1]+1 Endif endif //------------------------------------------------------------------------------------------------------- c1 = SAR[0.02,0.02,0.2] //------------------------------------------------------------------------------------------------------- // CONTADOR Barras de 5 minutos INTRADIA I2 = day = day[1] Count2 = 1 while I2[count2] do count2 = count2+1 wend //------------------------------------------------------------------------------------------------------- // Volatilidad c2 = (high-low) c3 = summation[Periodo+1](c2)/(Periodo+1) //c33 =(dhigh(1)/dlow(1)-1)*100 PEntradaC = low-(c3+(c3/2)) PEntradaL = high+(c3+(c3/2)) //------------------------------------------------------------------------------------------------------- // Control de Numeros de SAR //Precio Alcista if close > c1 and close[1]<c1[1] then PrecioCanalAlto = c1[1] PrecioCanalBajo = c1 PrecioCanalAlto2 = PrecioCanalAlto[1] PrecioCanalBajo2 = PrecioCanalBajo[1] else if close < c1 and close[1]>c1[1] then PrecioCanalAlto = c1 PrecioCanalBajo = c1[1] PrecioCanalAlto2 = PrecioCanalAlto[1] PrecioCanalBajo2 = PrecioCanalBajo[1] else PrecioCanalAlto = PrecioCanalAlto[1] PrecioCanalBajo = PrecioCanalBajo[1] PrecioCanalAlto2 = PrecioCanalAlto2[1] PrecioCanalBajo2 = PrecioCanalBajo2[1] endif endif //------------------------------------------------------------------------------------------------------- // Especulación desde Extremos. if c1 < PrecioCanalBajo and c1[1] > PrecioCanalBajo[1] and close < c1 and ((highest[Periodo+1](high))/PentradaC-1)*100 < 1 and PrecioCanalAlto >= (highest[Periodo+1](high)) and control = 1 then //and (dhigh(1)-dclose(1))>(dclose(1)-dlow(1)) and control = 1 then   Ri= -(highest[Periodo+1](high)/PEntradaC-1)*100 Direccion = -1 PEntrada = PEntradaC else if C1 > PrecioCanalAlto and c1[1]<PrecioCanalAlto[1] and close > c1 and (PentradaL/lowest[Periodo+1](low)-1)*100 < 1 and PrecioCanalBajo <= (lowest[Periodo+1](low)) and control = 1 then //and (dhigh(1)-dclose(1))<(dclose(1)-dlow(1)) and control = 1 then   Ri = (PEntradaL/lowest[Periodo+1](low)-1)*100 Direccion = 1 PEntrada = PEntradaL else RI = 0 endif endif //-------------------------------------------------------------------------------------------------------- // Estrategias Secundarias if direccion = -1 and close < PEntrada and close[1]>PEntrada[1] and (highest[count2+104](high)/(low)-1)*100 <0.7 and highest[count2+104](high) >= highest[Periodo+1](high) and c1<c1[1] and summation[count2+104](RI) <> 0 then Ri= -(highest[count2+104](high)/(low)-1)*100 else if direccion = 1 and close > PEntrada and close[1]<PEntrada[1] and (high/(lowest[count2+104](low))-1)*100 < 0.7 and lowest[count2+104](low) <= lowest[periodo+1](low) and c1 > c1[1] and summation[count2+104](RI) <> 0 then Ri= (high/(lowest[count2+104](low))-1)*100 endif endif   ABSRI=abs(RI) if summation[count2](ABSRI) > 0 then   Resultado = 1 else Resultado = resultado[1] endif   screener [Resultado] sort by (Resultado) as "Señal"

   

  

  Fjavier

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