screener semaphore quadratique

• 09/28/2019 at 10:35 AM #108715
  larouedegann

  Bonjour Nicolas,

  Je cherche à créer un screener avec ton indicateur sémaphore quadratique,mais je cale (trop de paramètres pour moi)

  Peux-tu m’aider à faire ressortir les retournements bas (rond rouge) dans un screener.

  Merci

  //PRC_Quadratic Semaphore | indicator //25.08.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings length = 30 p=6 // --- end of settings x1 = barindex x2 = square(x1) //upper semaphore y = high S11 = summation[length](x2) - square(summation[length](x1))/length S12 = summation[length](x1*x2) - (summation[length](x1) * summation[length](x2))/length S22 = summation[length](square(x2)) - square(summation[length](x2))/length Sy1 = summation[length](y*x1) - (summation[length](y)*summation[length](x1))/length Sy2 = summation[length](y*x2) - (summation[length](y)*summation[length](x2))/length max1 = average[length](x1) max2 = average[length](x2) may = average[length](y) b2 = ((Sy1 * S22) - (Sy2*S12))/(S22*S11 - square(S12)) b3 = ((Sy2 * S11) - (Sy1 * S12))/(S22 * S11 - square(S12)) b1 = may - b2*max1 - b3*max2 qr = b1 + b2*x1 + b3*x2 //lower semaphore yl = low Sy1l = summation[length](yl*x1) - (summation[length](yl)*summation[length](x1))/length Sy2l = summation[length](yl*x2) - (summation[length](yl)*summation[length](x2))/length mayl = average[length](yl) b2l = ((Sy1l * S22) - (Sy2l*S12))/(S22*S11 - square(S12)) b3l = ((Sy2l * S11) - (Sy1l * S12))/(S22 * S11 - square(S12)) b1l = mayl - b2l*max1 - b3l*max2 qrl = b1l + b2l*x1 + b3l*x2 period = round(p/2)+1 hh = qr[period] ll = qrl[period] countH = 0 countL = 0 for i = 1 to period-1 do if qr[i]<hh then countH=countH+1 endif if qrl[i]>ll then countL=countL+1 endif next for i = period+1 to p+1 do if qr[i]<hh then countH=countH+1 endif if qrl[i]>ll then countL=countL+1 endif next atr = averagetruerange[length] if countH=p then pivotH = high[period] drawtext("●",barindex[period],pivotH+atr/2,dialog,bold,20) coloured(25,25,112) endif if countL=p then pivotL = low[period] drawtext("●",barindex[period],pivotL-atr/2,dialog,bold,20) coloured(176,23,31) endif return

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  //PRC_Quadratic Semaphore | indicator //25.08.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings length = 30 p=6 // --- end of settings x1 = barindex x2 = square(x1) //upper semaphore y = high S11 = summation[length](x2) - square(summation[length](x1))/length S12 = summation[length](x1*x2) - (summation[length](x1) * summation[length](x2))/length S22 = summation[length](square(x2)) - square(summation[length](x2))/length Sy1 = summation[length](y*x1) - (summation[length](y)*summation[length](x1))/length Sy2 = summation[length](y*x2) - (summation[length](y)*summation[length](x2))/length max1 = average[length](x1) max2 = average[length](x2) may = average[length](y) b2 = ((Sy1 * S22) - (Sy2*S12))/(S22*S11 - square(S12)) b3 = ((Sy2 * S11) - (Sy1 * S12))/(S22 * S11 - square(S12)) b1 = may - b2*max1 - b3*max2 qr = b1 + b2*x1 + b3*x2 //lower semaphore yl = low Sy1l = summation[length](yl*x1) - (summation[length](yl)*summation[length](x1))/length Sy2l = summation[length](yl*x2) - (summation[length](yl)*summation[length](x2))/length mayl = average[length](yl) b2l = ((Sy1l * S22) - (Sy2l*S12))/(S22*S11 - square(S12)) b3l = ((Sy2l * S11) - (Sy1l * S12))/(S22 * S11 - square(S12)) b1l = mayl - b2l*max1 - b3l*max2 qrl = b1l + b2l*x1 + b3l*x2 period = round(p/2)+1 hh = qr[period] ll = qrl[period] countH = 0 countL = 0 for i = 1 to period-1 do if qr[i]<hh then countH=countH+1 endif if qrl[i]>ll then countL=countL+1 endif next for i = period+1 to p+1 do if qr[i]<hh then countH=countH+1 endif if qrl[i]>ll then countL=countL+1 endif next atr = averagetruerange[length] if countH=p then pivotH = high[period] drawtext("●",barindex[period],pivotH+atr/2,dialog,bold,20) coloured(25,25,112) endif if countL=p then pivotL = low[period] drawtext("●",barindex[period],pivotL-atr/2,dialog,bold,20) coloured(176,23,31) endif return

   

   

  

  larouedegann

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  09/30/2019 at 8:11 AM #108852
  Nicolas

  J’étais pourtant persuadé d’avoir déjà créé ce screener, mais j’ai rien retrouvé 🙂 Bref, le code ci-dessous détectera les retournements haussiers (point rouge) et baissiers (point bleu).

  //PRC_Quadratic Semaphore | indicator //25.08.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings length = 30 p=6 // --- end of settings x1 = barindex x2 = square(x1) //upper semaphore y = high S11 = summation[length](x2) - square(summation[length](x1))/length S12 = summation[length](x1*x2) - (summation[length](x1) * summation[length](x2))/length S22 = summation[length](square(x2)) - square(summation[length](x2))/length Sy1 = summation[length](y*x1) - (summation[length](y)*summation[length](x1))/length Sy2 = summation[length](y*x2) - (summation[length](y)*summation[length](x2))/length max1 = average[length](x1) max2 = average[length](x2) may = average[length](y) b2 = ((Sy1 * S22) - (Sy2*S12))/(S22*S11 - square(S12)) b3 = ((Sy2 * S11) - (Sy1 * S12))/(S22 * S11 - square(S12)) b1 = may - b2*max1 - b3*max2 qr = b1 + b2*x1 + b3*x2 //lower semaphore yl = low Sy1l = summation[length](yl*x1) - (summation[length](yl)*summation[length](x1))/length Sy2l = summation[length](yl*x2) - (summation[length](yl)*summation[length](x2))/length mayl = average[length](yl) b2l = ((Sy1l * S22) - (Sy2l*S12))/(S22*S11 - square(S12)) b3l = ((Sy2l * S11) - (Sy1l * S12))/(S22 * S11 - square(S12)) b1l = mayl - b2l*max1 - b3l*max2 qrl = b1l + b2l*x1 + b3l*x2 period = round(p/2)+1 hh = qr[period] ll = qrl[period] countH = 0 countL = 0 for i = 1 to period-1 do if qr[i]<hh then countH=countH+1 endif if qrl[i]>ll then countL=countL+1 endif next for i = period+1 to p+1 do if qr[i]<hh then countH=countH+1 endif if qrl[i]>ll then countL=countL+1 endif next //atr = averagetruerange[length] if countH=p then pivotH = high[period] //drawtext("●",barindex[period],pivotH+atr/2,dialog,bold,20) coloured(25,25,112) endif if countL=p then pivotL = low[period] //drawtext("●",barindex[period],pivotL-atr/2,dialog,bold,20) coloured(176,23,31) endif blue=pivoth<>pivoth[1] red=pivotl<>pivotl[1] screener[blue or red]

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  //PRC_Quadratic Semaphore | indicator //25.08.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings length = 30 p=6 // --- end of settings x1 = barindex x2 = square(x1) //upper semaphore y = high S11 = summation[length](x2) - square(summation[length](x1))/length S12 = summation[length](x1*x2) - (summation[length](x1) * summation[length](x2))/length S22 = summation[length](square(x2)) - square(summation[length](x2))/length Sy1 = summation[length](y*x1) - (summation[length](y)*summation[length](x1))/length Sy2 = summation[length](y*x2) - (summation[length](y)*summation[length](x2))/length max1 = average[length](x1) max2 = average[length](x2) may = average[length](y) b2 = ((Sy1 * S22) - (Sy2*S12))/(S22*S11 - square(S12)) b3 = ((Sy2 * S11) - (Sy1 * S12))/(S22 * S11 - square(S12)) b1 = may - b2*max1 - b3*max2 qr = b1 + b2*x1 + b3*x2 //lower semaphore yl = low Sy1l = summation[length](yl*x1) - (summation[length](yl)*summation[length](x1))/length Sy2l = summation[length](yl*x2) - (summation[length](yl)*summation[length](x2))/length mayl = average[length](yl) b2l = ((Sy1l * S22) - (Sy2l*S12))/(S22*S11 - square(S12)) b3l = ((Sy2l * S11) - (Sy1l * S12))/(S22 * S11 - square(S12)) b1l = mayl - b2l*max1 - b3l*max2 qrl = b1l + b2l*x1 + b3l*x2 period = round(p/2)+1 hh = qr[period] ll = qrl[period] countH = 0 countL = 0 for i = 1 to period-1 do if qr[i]<hh then countH=countH+1 endif if qrl[i]>ll then countL=countL+1 endif next for i = period+1 to p+1 do if qr[i]<hh then countH=countH+1 endif if qrl[i]>ll then countL=countL+1 endif next //atr = averagetruerange[length] if countH=p then pivotH = high[period] //drawtext("●",barindex[period],pivotH+atr/2,dialog,bold,20) coloured(25,25,112) endif if countL=p then pivotL = low[period] //drawtext("●",barindex[period],pivotL-atr/2,dialog,bold,20) coloured(176,23,31) endif blue=pivoth<>pivoth[1] red=pivotl<>pivotl[1]   screener[blue or red]

   

  

  Nicolas

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  10/01/2019 at 3:59 PM #109016
  larouedegann

  Merci Nicolas

  

  larouedegann

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  05/21/2020 at 1:41 PM #132584
  Fmick

  Bonjour Nicolas,

  Il y’a un décalage de 5 bougies entre les signaux screener et l’indicateur. Je n’arrive pas a aligner tout ça. Est il possible d’avoir de l’aide?

  Merci

  

  

  Fmick

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  05/22/2020 at 9:08 AM #132763
  Nicolas

  Tout simplement parce que les signaux de l’indicateur sont tracés dans le passé.

  

  Nicolas

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