Screener Regression Linéaire plus Fibonacci

• 07/23/2024 at 3:57 PM #235666
  supertiti

  RL + FIBO Ivan

  // REGRESSION LINEAIRE DROITE + FIBONACCI by Ivan le 30.05.2024 //PRC_Std and Ste LinRegChannel indicator //Standard Deviation and Standard Error //Linear Regression Channel //12.03.2019 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // Modifié par IVAN le 30.05.2024 (Fibo) defparam drawonlastbaronly=true defparam calculateonlastbars=1000 // --- settings lookback= 200 //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier colorRed = 255 colorGreen = 255 colorBlue = 0 // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n ///////////////////////////////////////// //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation else dat = ste[lookback]*NbDeviation endif drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured(colorRed,colorGreen,colorBlue)style(line,4)coloured("yellow") drawsegment(barindex[lookback],(a+b*lookback)+0.618*dat,barindex,a+b*0+0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,4)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.5*dat,barindex,a+b*0+0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.382*dat,barindex,a+b*0+0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.236*dat,barindex,a+b*0+0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured(colorRed,colorGreen,colorBlue)style(dottedline,5)coloured("blue") drawsegment(barindex[lookback],(a+b*lookback)-0.236*dat,barindex,a+b*0-0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.382*dat,barindex,a+b*0-0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.5*dat,barindex,a+b*0-0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.618*dat,barindex,a+b*0-0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,4)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-dat,barindex,a+b*0-dat) coloured(colorRed,colorGreen,colorBlue)style(line,4)coloured("yellow") Return customclose as " REGRESSION LINEAIRE + FIBO "

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  // REGRESSION LINEAIRE DROITE + FIBONACCI by Ivan le 30.05.2024 //PRC_Std and Ste LinRegChannel  indicator //Standard Deviation and Standard Error //Linear Regression Channel //12.03.2019 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // Modifié par IVAN le 30.05.2024 (Fibo) defparam drawonlastbaronly=true defparam calculateonlastbars=1000 // --- settings lookback= 200 //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier colorRed = 255 colorGreen = 255 colorBlue = 0 // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n ///////////////////////////////////////// //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation else dat = ste[lookback]*NbDeviation endif drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured(colorRed,colorGreen,colorBlue)style(line,4)coloured("yellow") drawsegment(barindex[lookback],(a+b*lookback)+0.618*dat,barindex,a+b*0+0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,4)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.5*dat,barindex,a+b*0+0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.382*dat,barindex,a+b*0+0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],(a+b*lookback)+0.236*dat,barindex,a+b*0+0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("green") drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured(colorRed,colorGreen,colorBlue)style(dottedline,5)coloured("blue") drawsegment(barindex[lookback],(a+b*lookback)-0.236*dat,barindex,a+b*0-0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.382*dat,barindex,a+b*0-0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.5*dat,barindex,a+b*0-0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,2)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-0.618*dat,barindex,a+b*0-0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,4)coloured("red") drawsegment(barindex[lookback],(a+b*lookback)-dat,barindex,a+b*0-dat) coloured(colorRed,colorGreen,colorBlue)style(line,4)coloured("yellow") Return customclose as " REGRESSION LINEAIRE + FIBO "

  Bonjour à tous

  J’aimerai à partir de ce code avoir un screener qui me renvoie :

  condition 1 = la ligne de régression linéaire est supérieure à la ligne d’il y a 50 jours (canal haussier)

  condition 2 = le prix du jour croise à la hausse la ligne basse du canal de régression linéaire

  J’ai bien essayé mais je tourne en rond !

  merci pour votre aide

  

  supertiti

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  07/23/2024 at 5:25 PM #235682
  Iván

  Ici vous avez le code

  // --- settings lookback= 200 //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n ///////////////////////////////////////// //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation else dat = ste[lookback]*NbDeviation endif // Conditions // Condition 1: Linear regression line above the line from 50 days ago regressiontoday = a + b * 0 regression50daysago = a + b * 50 condition1 = regressiontoday > regression50daysago // Condition 2: Price crosses above the lower channel line lowerchannelline = a + b * 0 - dat condition2 = close crosses over lowerchannelline screener[condition1 and condition2]

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  // --- settings lookback= 200 //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n ///////////////////////////////////////// //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation else dat = ste[lookback]*NbDeviation endif   // Conditions // Condition 1: Linear regression line above the line from 50 days ago regressiontoday = a + b * 0 regression50daysago = a + b * 50 condition1 = regressiontoday > regression50daysago   // Condition 2: Price crosses above the lower channel line lowerchannelline = a + b * 0 - dat condition2 = close crosses over lowerchannelline   screener[condition1 and condition2]

  

  Iván

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  07/23/2024 at 5:44 PM #235685
  supertiti

  Muchas gracias Ivan ,que rapido,lo probare mañana ahorra voy à tomar  una cervecita sin con los 37 que tenemos

  

  supertiti

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  07/24/2024 at 12:38 PM #235718
  supertiti

  Bonjour à tous,

   

  J’ai installé le screener ce matin et il fonctionne tip top !

  merci Ivan

  Bon trades à tous.

  

  supertiti

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  07/26/2024 at 5:49 PM #235815
  supertiti

  Bonjour à tous,

  Le screener fonctionne bien mais j’aimerai réduire le nombre d’occurences , le système ne montrant que les 50 premiers résultats .

  Comment faire pour avoir que les valeurs qui sont dans la moitié basse du canal.

  Je joins une image de BNP, la zone voulue est celle de l’élipse verte claire.

  bons trades.

  

  supertiti

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  07/26/2024 at 6:36 PM #235818
  jacquesgermain

  Bonjour

  changer la condition2 ainsi

  condition2= close crosses over lowerchannelline remplacée par :

  condition2 = close<(a + b * 0) et low>= ligne de canal inférieure

  

  jacquesgermain

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  07/26/2024 at 10:38 PM #235823
  Fr7

  Bonjour, Supertiti, j’ai personnellement et humblement testé l’indicateur en rajoutant une flèche… et je pense que ça repeint car par exemple “ENPH” le 24/07/24 a donné un signal et aujourd’hui le 26/07/24 la flèche n’est plus apparaît… …

  

  Fr7

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  07/27/2024 at 10:24 AM #235829
  jacquesgermain

  Bonjour

  Non il ne repeint pas si votre flêche n’apparait plus c’est à cause de “defparam DRAWONLASTBARONLY=true”

  voici ce que cela donne en modifiant l’indicateur

  // REGRESSION LINEAIRE DROITE + FIBONACCI by Ivan le 30.05.2024

  //PRC_Std and Ste LinRegChannel indicator
  //Standard Deviation and Standard Error
  //Linear Regression Channel //12.03.2019
  //Nicolas @ http://www.prorealcode.com //Sharing ProRealTime knowledge
  // Modifié par IVAN le 30.05.2024 (Fibo)
  defparam calculateonlastbars=1000
  //defparam DRAWONLASTBARONLY=true
  // — settings
  lookback= lookback//200 //channel period
  ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro
  NbDeviation = 1 //Deviation multiplier
  colorRed = 255
  colorGreen = 255
  colorBlue = 0
  // — end of settings
  sumx = 0
  sumy = 0
  sumxy = 0
  sumx2 = 0
  for cmpt = lookback downto 0 do
  tmpx = cmpt
  tmpy = close[cmpt]
  sumy = sumy+tmpy
  sumx = sumx+tmpx
  sumx2 = sumx2 + (tmpx*tmpx)
  sumxy = sumxy + (tmpy*tmpx)
  next
  n = lookback+1
  if (sumx2 = sumx * sumx) then // protection to avoid infinite values
  b = sumxy – sumx * sumy
  else
  b = (n * sumxy – sumx * sumy) / (n * sumx2 – sumx * sumx)
  endif
  a = (sumy – b * sumx) / n
  /////////////////////////////////////////
  //channel
  if ChannelType = 1 then //Standard Deviation
  dat = std[lookback]*NbDeviation
  else
  dat = ste[lookback]*NbDeviation
  endif
  if islastbarupdate then
  drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured(colorRed,colorGreen,colorBlue)style(line,1)coloured(0,0,155)
  drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“blue”)
  drawsegment(barindex[lookback],(a+b*lookback)-dat,barindex,a+b*0-dat) coloured(colorRed,colorGreen,colorBlue)style(line,1)coloured(0,0,155)
  if fibo=1 then
  drawsegment(barindex[lookback],(a+b*lookback)+0.618*dat,barindex,a+b*0+0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“green”)
  drawsegment(barindex[lookback],(a+b*lookback)+0.5*dat,barindex,a+b*0+0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“green”)
  drawsegment(barindex[lookback],(a+b*lookback)+0.382*dat,barindex,a+b*0+0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“green”)
  drawsegment(barindex[lookback],(a+b*lookback)+0.236*dat,barindex,a+b*0+0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“green”)
  drawsegment(barindex[lookback],(a+b*lookback)-0.236*dat,barindex,a+b*0-0.236*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“red”)
  drawsegment(barindex[lookback],(a+b*lookback)-0.382*dat,barindex,a+b*0-0.382*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“red”)
  drawsegment(barindex[lookback],(a+b*lookback)-0.5*dat,barindex,a+b*0-0.5*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“red”)
  drawsegment(barindex[lookback],(a+b*lookback)-0.618*dat,barindex,a+b*0-0.618*dat) coloured(colorRed,colorGreen,colorBlue)style(dottedline,1)coloured(“red”)
  endif
  endif
  // Conditions
  // Condition 1: Linear regression line above the line from 50 days ago
  regressiontoday = a + b * 0
  regression50daysago = a + b * 50

  condition1 = regressiontoday > regression50daysago
  // Condition 2: Price crosses above the lower channel line
  lowerchannelline = a + b * 0 – dat
  condition2 = close crosses over lowerchannelline
  if condition2 then
  DRAWARROWUP(barindex,lowerchannelline)
  endif

  Return customclose as “Regression Linéaire+Fibonacci ”

   

  2 users thanked author for this post.

  Fr7, fifi743

  

  jacquesgermain

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  07/27/2024 at 10:49 AM #235831
  fifi743

  regressiontoday = a + b * 0

  1	regressiontoday = a + b * 0

  je ne comprend pas ce calcul
  regressiontoday = a suffit
  je m’explique priorité a la multiplication b*0=0
  donc a +0 =a

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  jacquesgermain

  

  fifi743

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  07/27/2024 at 10:49 AM #235832
  supertiti

  Bonjour à tous,

  merci Jacques pour ton aide le code fonctionne bien, je met la ligne en clair ci-dessous pour ceux qui comme moi on du mal avec le code

  condition2 = close<(a + b * 0) and low>= lowerchannelline

  @ FR7 je vais faire une photo et la regarder dans 8 jours , c’est ma façon de voir si un code repeint ou pas ? merci por l’avoir signalé

  Bons trades à tous dans ces moments si délicats.

  

  1 user thanked author for this post.

  jacquesgermain

  

  supertiti

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  07/27/2024 at 11:04 AM #235833
  jacquesgermain

  bonjour

  c’est exact et confirmé car avec regressiontoday = a l’indicateur se comporte pareillement …

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  fifi743

  

  jacquesgermain

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  07/27/2024 at 5:39 PM #235835
  supertiti

  @ Jacques

  J’ai copier/coller le dernier code : il me demande Fibo, j’ai mis fibo en variable =1

  maintenant il veut un chiffre entier avec STD , j’ai mis 200 mais il me sort un graphe sans aucun retracement ni flêche.

  Il est où le lezard ?

  

  supertiti

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  07/27/2024 at 7:33 PM #235837
  jacquesgermain

  Hello

  le lézard :

  mettre aussi lookback en variable …

  

  jacquesgermain

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  07/28/2024 at 3:00 PM #235849
  supertiti

  merci Jacques bon dimanche

  

  supertiti

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