Screener dans le passé, comment faire?

This topic has 1 reply, 2 voices, and was last updated 3 years ago by Nicolas.

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06/12/2021 at 10:44 AM #171641

SeiferTrader

Bonjour,

J’ai un screener que j’aimerai pouvoir lancer sur des dates spécifiques, mais j’ignore comment l’adapter. J’imagine qu’il y a un moyen simple de le faire? Par exemple créer une variable Date=20210303 et ensuite l’appliquer à tous les indicateurs. Quelqu’un saurait-il comment dois-je m’y prendre?

Voici mon sceener en l’état (qui scanne donc le “présent”)

indicator1 = OBV(close)
indicator2 = BollingerUp[20](indicator1)
c1 = (indicator1 CROSSES OVER indicator2)

indicator3 = ExponentialAverage[3](Stochastic[14,1](close))
c2 = (indicator3 < 80)

indicator4 = Average[200](close)
c3 = (close > indicator4)

indicator5 = WeightedAverage[144](close)
c4 = (close > indicator5)

VarVeille = ((close/DClose(1)-1)*100)
c5 = (VarVeille > 1 )

c6 = volume > 120000

ignored, ignored, ignored, ignored, ignored, WaveTrendOscillator, ignored, ignored = CALL "Wave trend oscillator"
c7 = (WaveTrendOscillator < 53)

SCREENER[c1 AND c2 AND c3 AND c4 and c5 and c6 and c7 ] ((close/DClose(1)-1)*100 AS "% Veille")

indicator1 = OBV(close)

indicator2 = BollingerUp[20](indicator1)

c1 = (indicator1 CROSSES OVER indicator2)

indicator3 = ExponentialAverage[3](Stochastic[14,1](close))

c2 = (indicator3 < 80)

indicator4 = Average[200](close)

c3 = (close > indicator4)

indicator5 = WeightedAverage[144](close)

c4 = (close > indicator5)

VarVeille = ((close/DClose(1)-1)*100)

c5 = (VarVeille > 1 )

c6 = volume > 120000

ignored, ignored, ignored, ignored, ignored, WaveTrendOscillator, ignored, ignored = CALL "Wave trend oscillator"

c7 = (WaveTrendOscillator < 53)

SCREENER[c1 AND c2 AND c3 AND c4 and c5 and c6 and c7 ] ((close/DClose(1)-1)*100 AS "% Veille")

SeiferTrader

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Replies: 1

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06/14/2021 at 8:38 AM #171703

Nicolas

Il faudrait essayer en encapsulant l’ensemble dans une condition de Date:

if date=20210303 then 
indicator1 = OBV(close)
indicator2 = BollingerUp[20](indicator1)
c1 = (indicator1 CROSSES OVER indicator2)

indicator3 = ExponentialAverage[3](Stochastic[14,1](close))
c2 = (indicator3 < 80)

indicator4 = Average[200](close)
c3 = (close > indicator4)

indicator5 = WeightedAverage[144](close)
c4 = (close > indicator5)

VarVeille = ((close/DClose(1)-1)*100)
c5 = (VarVeille > 1 )

c6 = volume > 120000

ignored, ignored, ignored, ignored, ignored, WaveTrendOscillator, ignored, ignored = CALL "Wave trend oscillator"
c7 = (WaveTrendOscillator < 53)
endif

SCREENER[c1 AND c2 AND c3 AND c4 and c5 and c6 and c7  ] ((close/DClose(1)-1)*100 AS "% Veille")

if date=20210303 then