Bonsoir,
partant du code de Nicolas pour le QQE trouvé là: https://www.prorealcode.com/prorealtime-indicators/qqe-quantitative-qualitative-estimation/
on peut prendre trr et screener ses cross dessus/dessous 50:
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
//PRC_QQE | indicator
//11.10.2016
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge
//--- parameters
RSIPeriod = 14
SF = 5
QQE= 4.236
//---
WildersPeriod = RSIPeriod * 2 - 1
if barindex > WildersPeriod then
MyRsi = rsi [ RSIPeriod] (close )
RsiMa = exponentialaverage [ SF] (MyRsi)
AtrRsi = abs (RsiMa[ 1 ] - RsiMa)
MaAtrRsi = exponentialaverage [ WildersPeriod] (AtrRsi)
dar = exponentialaverage [ WildersPeriod] (MaAtrRsi) * QQE
trr= TrLevelSlow[ 1 ]
dv = trr
if RsiMA[ 0 ] < trr then
trr = RsiMA[ 0 ] + dar
if (RsiMA[ 1 ] < dv) then
if (trr> dv) then
trr= dv
endif
endif
elsif RsiMA[ 0 ] > trr then
trr = RsiMA[ 0 ] - dar
if (RsiMA[ 1 ] > dv) then
if (trr< dv) then
trr= dv
endif
endif
endif
TrLevelSlow= trr
endif
c= trr crosses over 50 or trr crosses under 50
SCREENER [ c]
1 user thanked author for this post.