Screener Range filter

• 01/04/2021 at 9:33 PM #156351
  PRC_2021

  Bonjour,

  J’essaie depuis un moment de convertir l’indicateur “Range Filter” en screener qui sélectionnera les actions passant du rouge au vert avec un minimum de volume échangé de 30 000 actions.

  J’ai un compte fin de journée et non en temps réel.

  Pour rappel, voici le code de l’indicateur

  PRC_Range Filter

  //PRC_Range Filter | indicator //06.10.2020 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings ftype = 1 //Filter Type (1 or 2?) rngqty = 2.618 //Range Size rngscale = 6 //Range Scale (1=Points, 2=Pips, 3=Ticks, 4=% of Price, 5=ATR, 6=Average Change, 7=Standard Deviation rngper = 14 //Range Period (for ATR, Average Change, and Standard Deviation) smoothrange = 1 //Smooth Range (0=false ; 1=true) smoothper = 27 //Smoothing Period movsrc = 1 //Movement Source (0=Wicks, 1=Close) //--- end of settings once rngfilt=close if barindex>max(rngper,smoothper) then //Range Size Function rngscale=max(1,min(rngscale,7)) if rngscale=1 then scale = rngqty*pointsize elsif rngscale=2 then scale = rngqty*.0001 elsif rngscale=3 then scale = rngqty*ticksize elsif rngscale=4 then scale = close*rngqty/100 elsif rngscale=5 then scale = rngqty*average[rngper,1](tr) elsif rngscale=6 then scale = rngqty*average[rngper,1](abs(close-close[1])) elsif rngscale=7 then scale = STD[rngper](close) endif if smoothrange then r=average[smoothper,1](scale) else r=scale endif hh=close ll=close if movsrc<>1 then hh=high ll=low endif if ftype=1 then if hh>rngfilt[1] then if (hh-r)<rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=hh-r endif elsif (ll+r)>rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=ll+r endif else //ftype<>1 if hh>=rngfilt[1]+r then rngfilt=(rngfilt[1]) + floor(abs(hh - (rngfilt[1]))/r)*r elsif ll<=rngfilt[1]-r then rngfilt=(rngfilt[1]) - floor(abs(ll - (rngfilt[1]))/r)*r else rngfilt=rngfilt[1] endif endif hiband = rngfilt + r loband = rngfilt - r if rngfilt>rngfilt[1] then upward=1 downward=0 endif if rngfilt<rngfilt[1] then upward=0 downward=1 endif //Direction Conditions & colors if upward then cr=5 cg=255 cb=155 endif if downward then cr=255 cg=5 cb=131 endif if (close > rngfilt) and (close > (close[1])) and (upward > 0) then br=5 bg=255 bb=155 //#05ff9b elsif (close > rngfilt) and (close <= (close[1])) and (upward > 0) then br=0 bg=179 bb=107 //#00b36b elsif (close < rngfilt) and (close < (close[1])) and (downward > 0) then br=255 bg=5 bb=131 //#ff0583 elsif (close < rngfilt) and (close >= (close[1])) and (downward > 0) then br=184 bg=0 bb=93 //#b8005d else br=204 bg=204 bb=204 endif drawcandle(open,high,low,close) coloured(br,bg,bb) bordercolor(0,0,0) //Band Fills drawtriangle(barindex[1],hiband[1],barindex,rngfilt,barindex[0],hiband[0]) coloured(0,179,107,85) bordercolor(0,179,107,0) drawtriangle(barindex[1],hiband[1],barindex[1],rngfilt[1],barindex[0],rngfilt[0]) coloured(0,179,107,85) bordercolor(0,179,107,0) drawtriangle(barindex[1],loband[1],barindex,rngfilt,barindex[0],loband[0]) coloured(184,0,93,85) bordercolor(184,0,93,0) drawtriangle(barindex[1],loband[1],barindex[1],rngfilt[1],barindex[0],rngfilt[0]) coloured(184,0,93,85) bordercolor(184,0,93,0) endif return rngfilt coloured(cr,cg,cb) style(line,3) as "Filter"

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  //PRC_Range Filter | indicator //06.10.2020 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   // --- settings ftype = 1 //Filter Type (1 or 2?) rngqty   = 2.618 //Range Size rngscale = 6 //Range Scale (1=Points, 2=Pips, 3=Ticks, 4=% of Price, 5=ATR, 6=Average Change, 7=Standard Deviation rngper = 14 //Range Period (for ATR, Average Change, and Standard Deviation) smoothrange = 1 //Smooth Range (0=false ; 1=true) smoothper   = 27 //Smoothing Period movsrc = 1  //Movement Source (0=Wicks, 1=Close) //--- end of settings   once rngfilt=close if barindex>max(rngper,smoothper) then //Range Size Function rngscale=max(1,min(rngscale,7)) if rngscale=1 then   scale = rngqty*pointsize elsif rngscale=2 then   scale = rngqty*.0001 elsif rngscale=3 then   scale = rngqty*ticksize elsif rngscale=4 then   scale = close*rngqty/100 elsif rngscale=5 then   scale = rngqty*average[rngper,1](tr) elsif rngscale=6 then   scale = rngqty*average[rngper,1](abs(close-close[1])) elsif rngscale=7 then   scale = STD[rngper](close) endif   if smoothrange then   r=average[smoothper,1](scale) else   r=scale endif   hh=close ll=close if movsrc<>1 then   hh=high   ll=low endif   if ftype=1 then    if hh>rngfilt[1] then     if (hh-r)<rngfilt[1] then      rngfilt=rngfilt[1]     else      rngfilt=hh-r     endif   elsif (ll+r)>rngfilt[1] then    rngfilt=rngfilt[1]   else    rngfilt=ll+r   endif else //ftype<>1   if hh>=rngfilt[1]+r then    rngfilt=(rngfilt[1]) + floor(abs(hh - (rngfilt[1]))/r)*r   elsif ll<=rngfilt[1]-r then    rngfilt=(rngfilt[1]) - floor(abs(ll - (rngfilt[1]))/r)*r else   rngfilt=rngfilt[1] endif endif   hiband    = rngfilt + r loband    = rngfilt - r   if rngfilt>rngfilt[1] then upward=1 downward=0 endif if rngfilt<rngfilt[1] then upward=0 downward=1 endif   //Direction Conditions & colors if upward then   cr=5   cg=255   cb=155 endif if downward then   cr=255   cg=5   cb=131 endif   if (close > rngfilt) and (close > (close[1])) and (upward > 0) then   br=5   bg=255   bb=155   //#05ff9b elsif (close > rngfilt) and (close <= (close[1])) and (upward > 0) then   br=0   bg=179   bb=107   //#00b36b elsif (close < rngfilt) and (close < (close[1])) and (downward > 0) then   br=255   bg=5   bb=131   //#ff0583 elsif (close < rngfilt) and (close >= (close[1])) and (downward > 0) then   br=184   bg=0   bb=93   //#b8005d else   br=204   bg=204   bb=204 endif drawcandle(open,high,low,close) coloured(br,bg,bb) bordercolor(0,0,0)   //Band Fills drawtriangle(barindex[1],hiband[1],barindex,rngfilt,barindex[0],hiband[0]) coloured(0,179,107,85) bordercolor(0,179,107,0) drawtriangle(barindex[1],hiband[1],barindex[1],rngfilt[1],barindex[0],rngfilt[0]) coloured(0,179,107,85) bordercolor(0,179,107,0) drawtriangle(barindex[1],loband[1],barindex,rngfilt,barindex[0],loband[0]) coloured(184,0,93,85) bordercolor(184,0,93,0) drawtriangle(barindex[1],loband[1],barindex[1],rngfilt[1],barindex[0],rngfilt[0]) coloured(184,0,93,85) bordercolor(184,0,93,0) endif     return rngfilt coloured(cr,cg,cb) style(line,3) as "Filter"

  Merci pour votre aide.

  Manu

   

  

  PRC_2021

  Participant

  Topics: 49

  Replies: 99

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  01/05/2021 at 9:46 AM #156392
  Nicolas

  Tu trouveras ci-dessous le screener pour cet indicateur le range filter. Il détecte le passage du rouge au vert.

  //PRC_Range Filter | screener //06.10.2020 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings ftype = 1 //Filter Type (1 or 2?) rngqty = 2.618 //Range Size rngscale = 6 //Range Scale (1=Points, 2=Pips, 3=Ticks, 4=% of Price, 5=ATR, 6=Average Change, 7=Standard Deviation rngper = 14 //Range Period (for ATR, Average Change, and Standard Deviation) smoothrange = 1 //Smooth Range (0=false ; 1=true) smoothper = 27 //Smoothing Period movsrc = 1 //Movement Source (0=Wicks, 1=Close) //--- end of settings once rngfilt=close if barindex>max(rngper,smoothper) then //Range Size Function rngscale=max(1,min(rngscale,7)) if rngscale=1 then scale = rngqty*pointsize elsif rngscale=2 then scale = rngqty*.0001 elsif rngscale=3 then scale = rngqty*ticksize elsif rngscale=4 then scale = close*rngqty/100 elsif rngscale=5 then scale = rngqty*average[rngper,1](tr) elsif rngscale=6 then scale = rngqty*average[rngper,1](abs(close-close[1])) elsif rngscale=7 then scale = STD[rngper](close) endif if smoothrange then r=average[smoothper,1](scale) else r=scale endif hh=close ll=close if movsrc<>1 then hh=high ll=low endif if ftype=1 then if hh>rngfilt[1] then if (hh-r)<rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=hh-r endif elsif (ll+r)>rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=ll+r endif else //ftype<>1 if hh>=rngfilt[1]+r then rngfilt=(rngfilt[1]) + floor(abs(hh - (rngfilt[1]))/r)*r elsif ll<=rngfilt[1]-r then rngfilt=(rngfilt[1]) - floor(abs(ll - (rngfilt[1]))/r)*r else rngfilt=rngfilt[1] endif endif if rngfilt>rngfilt[1] then upward=1 endif if rngfilt<rngfilt[1] then upward=0 endif endif test = upward and not upward[1] and volume>30000 screener[test]

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  //PRC_Range Filter | screener //06.10.2020 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   // --- settings ftype = 1 //Filter Type (1 or 2?) rngqty   = 2.618 //Range Size rngscale = 6 //Range Scale (1=Points, 2=Pips, 3=Ticks, 4=% of Price, 5=ATR, 6=Average Change, 7=Standard Deviation rngper = 14 //Range Period (for ATR, Average Change, and Standard Deviation) smoothrange = 1 //Smooth Range (0=false ; 1=true) smoothper   = 27 //Smoothing Period movsrc = 1  //Movement Source (0=Wicks, 1=Close) //--- end of settings   once rngfilt=close if barindex>max(rngper,smoothper) then //Range Size Function rngscale=max(1,min(rngscale,7)) if rngscale=1 then scale = rngqty*pointsize elsif rngscale=2 then scale = rngqty*.0001 elsif rngscale=3 then scale = rngqty*ticksize elsif rngscale=4 then scale = close*rngqty/100 elsif rngscale=5 then scale = rngqty*average[rngper,1](tr) elsif rngscale=6 then scale = rngqty*average[rngper,1](abs(close-close[1])) elsif rngscale=7 then scale = STD[rngper](close) endif   if smoothrange then r=average[smoothper,1](scale) else r=scale endif   hh=close ll=close if movsrc<>1 then hh=high ll=low endif if ftype=1 then if hh>rngfilt[1] then if (hh-r)<rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=hh-r endif elsif (ll+r)>rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=ll+r endif else //ftype<>1 if hh>=rngfilt[1]+r then rngfilt=(rngfilt[1]) + floor(abs(hh - (rngfilt[1]))/r)*r elsif ll<=rngfilt[1]-r then rngfilt=(rngfilt[1]) - floor(abs(ll - (rngfilt[1]))/r)*r else rngfilt=rngfilt[1] endif endif   if rngfilt>rngfilt[1] then upward=1 endif if rngfilt<rngfilt[1] then upward=0 endif endif   test = upward and not upward[1] and volume>30000   screener[test]

   

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  Nicolas

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  01/05/2021 at 10:51 AM #156406
  PRC_2021

  Super Merci.

  

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