Trendline break

• 04/08/2020 at 10:06 AM #125179
  stefou102

  Hello,

  It has been some time since I haven’t been around the forum, as I’m developing my own trade manager in Python. The goal is to trade manually, but let the risk management and the follow up of the trade to the trade manager (best way to earn money on market in my opinion). For people interested, I may commercialize it soon…Anyway, back to prt code.

  On top of the wolve wave indicator I just posted, I spent also a lot of time trying to code a trendline break indicator. Please find the result here below. I hope someone can look at it, and try to develop a robot with it, there is certainly a big potential there…If yes, please keep me in the loop;)

   

  defparam calculateonlastbars=1000 defparam drawonlastbaronly=false showline=1 pinshow=1 HLorClose=1 if barindex=1 then lastmax=0 lastmin=0 prevlastmax=0 prevlastmin=0 prevlastmax2=0 prevlastmin2=0 prevlastmax3=0 prevlastmin3=0 minbar=barindex maxbar=barindex prevminbar=0 prevmaxbar=0 //crossbearbar=barindex //crossbullbar=barindex bull=0 bear=0 endif MA7=average[7](close) MA200=average[200](close) Period=10 coefATR=1.5 //1. on utilise des MM pour trouver les points hauts/bas ATR=averagetruerange[50](close) DataF = Close lagF = ROUND((Period-1)/2) dF = (DataF+(DataF-DataF[lagF])) LMA = exponentialaverage[period](dF) //Smoothed curve of zero lag Moving Average IF BARINDEX > period THEN smoothLMA=weightedaverage[period](LMA) ELSE smoothLMA=undefined ENDIF if minbar=0 then minbar=barindex endif if maxbar=0 then maxbar=barindex endif IF BARINDEX > PERIOD THEN //For avoid computer errors bullcross=LMA crosses over smoothLMA bearcross=LMA crosses under smoothLMA ENDIF //2. chaque fois qu'il y a un croisement de MM, on stocke le point extrème précédent et sa position, et on trouve le dernier point extrème If bearcross then //on prend le dernier plus bas lastmaxtemp=high[1] maxbartemp=barindex[1] for i=0 to barindex-minbar-1 do if high[i]>lastmaxtemp then lastmaxtemp=high[i] maxbartemp=barindex[i] endif next //test=lastmaxtemp //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10) //test=ATR[1]*CoefATR //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10) //on verifie qu'il y a assez d'ampli entre le plus haut récent et le précédent plus bas, sinon on prend pas en compte. If lastmaxtemp-lastmin>ATR[1]*CoefATR then prevbear2crossbar=prevbearcrossbar prevbearcrossbar=bearcrossbar bearcrossbar=barindex //Si on a skippé un plus bas car pas assez d'ampli, on se retrouve donc avec 2 plus hauts. Si le plus récent est le plus haut, on essaye d'oublier le précédent plus haut. Si le précédent était plus haut, on ne prend pas en compte le dernier if barindex-maxbar<barindex-minbar then if lastmaxtemp>lastmax then //prevlastmax2=prevlastmax2 //prevmaxbar2=prevmaxbar2 //prevlastmax=prevlastmax //prevmaxbar=prevmaxbar lastmax=lastmaxtemp maxbar=maxbartemp endif //si on est dans le cas normal d'un plus bas suivit d'un plus haut, alors on sauve les derniers plus hauts else prevlastmax3=prevlastmax2 prevmaxbar3=prevmaxbar2 prevlastmax2=prevlastmax prevmaxbar2=prevmaxbar prevlastmax=lastmax prevmaxbar=maxbar lastmax=lastmaxtemp maxbar=maxbartemp long=0 bull=0 bull2=0 endif endif //test=prevlastmax2 //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10) endif If bullcross then //on prend le dernier plus bas lastmintemp=low[1] minbartemp=barindex[1] for i=0 to barindex-maxbar-1 do if low[i]<lastmintemp then lastmintemp=low[i] minbartemp=barindex[i] endif next If lastmax-lastmintemp>ATR[1]*CoefATR then prevbull2crossbar=prevbullcrossbar prevbullcrossbar=bullcrossbar bullcrossbar=barindex if barindex-minbar<barindex-maxbar then if lastmintemp<lastmin then //prevlastmin2=prevlastmin2 //prevminbar2=prevminbar2 //prevlastmin=prevlastmin //prevminbar=prevminbar lastmin=lastmintemp minbar=minbartemp endif else prevlastmin3=prevlastmin2 prevminbar3=prevminbar2 prevlastmin2=prevlastmin prevminbar2=prevminbar prevlastmin=lastmin prevminbar=minbar lastmin=lastmintemp minbar=minbartemp short=0 bear=0 bear2=0 endif endif endif if pinshow then DRAWTEXT("▼",prevmaxbar,prevlastmax,Dialog,Bold,12) coloured(255,0,0) endif if pinshow then DRAWTEXT("▲",prevminbar,prevlastmin,Dialog,Bold,12) coloured(0,255,10) endif //3. Si on a une loi de Dow (2 plus bas montent, 2 plus hauts montent) et qu'on a un peu de vol entre les points, on peut tracer des obliques //neutre=1 if lastmax<prevlastmax and prevlastmax<prevlastmax2 and prevlastmax2<>0 and long=0 and maxbar-prevmaxbar2>20 then bull=1 endif if lastmin>prevlastmin and prevlastmin>prevlastmin2 and prevlastmin2<>0 and short=0 and minbar-prevminbar2>20 then bear=1 endif if lastmax<prevlastmax2 and prevlastmax2<prevlastmax3 and prevlastmax3<>0 and long=0 and maxbar-prevmaxbar2>20 then bull2=1 endif if lastmin>prevlastmin2 and prevlastmin2>prevlastmin3 and prevlastmin3<>0 and short=0 and minbar-prevminbar2>20 then bear2=1 endif //test=bear2 //drawtext("#test#",barindex,high+5,SansSerif,Bold,10) COLOURED(0,155,10) //if lastmax<prevlastmax2 and prevlastmax<prevlastmax2 and prevlastmax2<prevlastmax3 and prevlastmax3<>0 and long=0 and maxbar-prevmaxbar2>20 then //bull2=1 // //endif // // //if lastmin>prevlastmin2 and prevlastmin>prevlastmin2 and prevlastmin2>prevlastmin3 and prevlastmin3<>0 and short=0 and minbar-prevminbar2>20 then //bear2=1 // //endif //test=bull2 //drawtext("#test#",barindex,high+5,SansSerif,Bold,10) COLOURED(0,155,10) //5. On stocke les points extrèmes dans des variables temporaires, car pour bien tracer les obliques, on va essayer de trouver les bons points entre les points extrèmes, car si le temps passe et que le marché stagne, les obliques coupent les cours if bear=1 then lastminTemp=lastmin prevlastminTemp=prevlastmin minbarTemp=minbar prevminbarTemp=prevminbar prevlastmin2Temp=prevlastmin2 prevminbar2Temp=prevminbar2 AngleBear=tan((prevlastminTemp-prevlastmin2Temp)/prevlastmin2Temp*100)/(prevminbarTemp-prevminbar2Temp) //On regarde d'abord le premier point de l'oblique, pour voir si il est bien placé entre les 2 pt extrèmes, sinon on prend un autre //for i=barindex-prevminbar2Temp-1 downto barindex-prevminbarTemp do //if low[i]<prevlastminTemp+(((barindex[i]-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp) then //prevlastmin2Temp=low[i] //prevminbar2Temp=barindex[i] // //// on calcule l'angle de l'oblique //AngleBear=tan((prevlastminTemp-prevlastmin2Temp)/prevlastmin2Temp*100)/(prevminbarTemp-prevminbar2Temp) //endif //next //On recalcule ensuite ou doit se trouver le 3e point de l'oblique en fct des 2 1er. Si il est dans la bonne zone, notre oblique est validée for i=barindex-prevminbartemp-1 downto barindex-prevbullcrossbar do if low[i]<prevlastminTemp+(((barindex[i]-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp) then prevlastminTemp=low[i] prevminbartemp=barindex[i] // on calcule l'angle de l'oblique AngleBear=tan((prevlastminTemp-prevlastmin2Temp)/prevlastmin2Temp*100)/(prevminbarTemp-prevminbar2Temp) endif next if lastminTemp>prevlastminTemp+(((minbarTemp-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp)-ATR/3 and lastminTemp<prevlastminTemp+(((minbarTemp-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp)+ATR/3 then bear=1 //on recalcule l'angle sur base du 3e point, si besoin if lastminTemp<prevlastminTemp+(((minbarTemp-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp) then AngleBear=tan((lastminTemp-prevlastmin2Temp)/prevlastmin2Temp*100)/(minbarTemp-prevminbar2Temp) endif else bear=0 endif endif if bear2=1 then lastminTemp=lastmin minbarTemp=minbar prevlastmin2Temp=prevlastmin2 prevminbar2Temp=prevminbar2 prevlastmin3Temp=prevlastmin3 prevminbar3Temp=prevminbar3 AngleBear2=tan((prevlastmin2Temp-prevlastmin3Temp)/prevlastmin3Temp*100)/(prevminbar2Temp-prevminbar3Temp) for i=barindex-prevminbar2temp-1 downto barindex-prevbull2crossbar do if low[i]<prevlastmin2Temp+(((barindex[i]-prevminbar2Temp)*Atan(AngleBear))/100*prevlastmin2Temp) then prevlastmin2Temp=low[i] prevminbar2temp=barindex[i] // on calcule l'angle de l'oblique AngleBear2=tan((prevlastmin2Temp-prevlastmin3Temp)/prevlastmin3Temp*100)/(prevminbar2Temp-prevminbar3Temp) endif next //On recalcule ensuite ou doit se trouver le 3e point de l'oblique en fct des 2 1er. Si il est dans la bonne zone, notre oblique est validée if lastminTemp>prevlastmin2Temp+(((minbarTemp-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp)-ATR/3 and lastminTemp<prevlastmin2Temp+(((minbarTemp-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp)+ATR/3 then bear2=1 //on recalcule l'angle sur base du 3e point, si besoin if lastminTemp<prevlastmin2Temp+(((minbarTemp-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp)then AngleBear2=tan((lastminTemp-prevlastmin3Temp)/prevlastmin3Temp*100)/(minbarTemp-prevminbar3Temp) endif else bear2=0 endif endif if bull=1 then lastmaxTemp=lastmax prevlastmaxTemp=prevlastmax maxbarTemp=maxbar prevmaxbarTemp=prevmaxbar prevmaxbar2Temp=prevmaxbar2 prevlastmax2Temp=prevlastmax2 AngleBull=tan((prevlastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(prevmaxbarTemp-prevmaxbar2Temp) //test=prevlastmaxTemp+(((prevmaxbarTemp-barindex[29])*Atan(AngleBull))/100*prevlastmaxTemp) //drawtext("#test#",barindex,high+5,SansSerif,Bold,10) COLOURED(0,155,10) //for i=barindex-prevmaxbar2Temp-1 downto barindex-prevmaxbarTemp do //if high[i]>prevlastmaxTemp+(((prevmaxbarTemp-barindex[i])*Atan(AngleBull))/100*prevlastmaxTemp) then //prevlastmax2Temp=high[i] //prevmaxbar2Temp=barindex[i] //AngleBull=tan((prevlastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(prevmaxbarTemp-prevmaxbar2Temp) //endif //next //test=prevbearcrossbar //drawtext("#test#",barindex,high+5,SansSerif,Bold,10) COLOURED(0,155,10) // for i=barindex-prevmaxbarTemp-1 downto barindex-prevbearcrossbar do if high[i]>prevlastmaxTemp+(((barindex[i]-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp)then prevlastmaxTemp=high[i] prevmaxbarTemp=barindex[i] AngleBull=tan((prevlastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(prevmaxbarTemp-prevmaxbar2Temp) endif next if lastmaxTemp>prevlastmaxTemp+(((maxbarTemp-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp)-ATR/3 and lastmaxTemp<prevlastmaxTemp+(((maxbarTemp-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp)+ATR/3 then bull=1 if lastmaxtemp>prevlastmaxTemp+(((maxbarTemp-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp) then AngleBull=tan((lastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(maxbarTemp-prevmaxbar2Temp) endif else bull=0 endif endif if bull2=1 then lastmaxTemp=lastmax prevlastmaxTemp=prevlastmax maxbarTemp=maxbar prevmaxbarTemp=prevmaxbar prevmaxbar2Temp=prevmaxbar2 prevlastmax2Temp=prevlastmax2 prevmaxbar3Temp=prevmaxbar3 prevlastmax3Temp=prevlastmax3 AngleBull2=tan((prevlastmax2Temp-prevlastmax3Temp)/prevlastmax3Temp*100)/(prevmaxbar2Temp-prevmaxbar3Temp) //for i=barindex-prevmaxbar2Temp-1 downto barindex-prevmaxbarTemp do //if tan((prevmaxbarTemp-barindex[i])/(high[i]-prevlastmaxTemp))<AngleBull and tan((prevmaxbarTemp-barindex[i])/(high[i]-prevlastmaxTemp))>0 then //prevlastmax2Temp=high[i] //prevmaxbar2Temp=barindex[i] //AngleBull=tan((prevlastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(prevmaxbarTemp-prevmaxbar2Temp) //endif //next for i=barindex-prevmaxbar2Temp-1 downto barindex-prevbear2crossbar do if high[i]>prevlastmax2Temp+(((barindex[i]-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp)then prevlastmax2Temp=high[i] prevmaxbar2Temp=barindex[i] AngleBull2=tan((prevlastmax2Temp-prevlastmax3Temp)/prevlastmax3Temp*100)/(prevmaxbar2Temp-prevmaxbar3Temp) endif next if lastmaxTemp>prevlastmax2Temp+(((maxbarTemp-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp)-ATR/3 and lastmaxTemp<prevlastmax2Temp+(((maxbarTemp-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp)+ATR/3 then bull2=1 if lastmaxtemp>prevlastmax2Temp+(((maxbarTemp-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp) then AngleBull2=tan((lastmaxTemp-prevlastmax3Temp)/prevlastmax3Temp*100)/(maxbarTemp-prevmaxbar3Temp) endif else bull2=0 endif endif trendbreak=0 //6. Si on est dans une loi de dow, on va comparer l'angle de l'oblique quand a déterminé, avec l'angle entre le dernier prix et le dernier point extrème, ce qui va permettre de savoir si cassure ou pas if HLorClose=1 then Hi=high Lo=Low else Hi=close Lo=CLose endif if bear then //if barindex-firstbullbar<20 or only2=1 then if lo<prevlastminTemp+(((barindex-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp)-ATR/3 and low<low[1] then if HLorClose=1 then ENTRY=min(prevlastminTemp+(((barindex-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp),MA7)-ATR/3 else ENTRY=min(close,MA7-ATR/3) endif lastpoint=prevlastminTemp+(((barindex-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp) trendbreak=1 else trendbreak=0 endif endif if bull then //if barindex-firstbearbar<20 then if hi>prevlastmaxTemp+(((barindex-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp)+ATR/3 and high>high[1] then if HLorClose=1 then ENTRY=max(prevlastmaxTemp+(((barindex-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp),MA7)+ATR/3 else ENTRY=max(close,MA7+ATR/3) endif lastpoint=prevlastmaxTemp+(((barindex-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp) trendbreak=1 else trendbreak=0 endif endif if bear2 then //test=prevlastmin2Temp+(((barindex[1]-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp) //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10) //test=prevlastmin2Temp+(((barindex-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp) //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10) if lo<prevlastmin2Temp+(((barindex-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp)-ATR/3 and low<low[1] then if HLorClose=1 then ENTRY=min(prevlastmin2Temp+(((barindex-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp),MA7)-ATR/3 else ENTRY=min(close,MA7-ATR/3) endif lastpoint=prevlastmin2Temp+(((barindex-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp) trendbreak=1 else trendbreak=0 endif endif if bull2 then if hi>prevlastmax2Temp+(((barindex-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp)+ATR/3 and high>high[1] then if HLorClose=1 then ENTRY=max(prevlastmax2Temp+(((barindex-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp),MA7)+ATR/3 else ENTRY=max(close,MA7+ATR/3) endif lastpoint=prevlastmax2Temp+(((barindex-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp) trendbreak=1 else trendbreak=0 endif endif //6. Si on a eu une cassure, on détermine notre point d'entrée et on affiche notre oblique if trendbreak and (bear or bear2) then //if barindex-firstbullbar<20 or only2=1 then if showline then //drawline(prevminbarTemp,prevlastminTemp,minbarTemp,lastminTemp) coloured(0,255,10) if bear then drawsegment(prevminbar2Temp,prevlastmin2Temp,barindex,lastpoint)coloured (255,0,10) else drawsegment(prevminbar3Temp,prevlastmin3Temp,barindex,lastpoint)coloured (255,0,10) endif endif //else //if showline then //drawline(prevminbar2Temp,prevlastmin2Temp,prevminbarTemp,prevlastminTemp) coloured(255,255,255) //endif //endif if low<ENTRY then DRAWARROWDOWN(barindex,high) COLOURED(255,0,10) if close>MA200 then drawtext("Xoblique",barindex,high+ATR/3,SansSerif,Bold,12) coloured (255,0,10) else drawtext("Xoblique",barindex,high+ATR/3,SansSerif,Bold,12) coloured (255,0,10) endif drawtext("---",barindex,ENTRY,SansSerif,Bold,16) coloured (255,0,10) short=1 if bear then bear=0 anglebear=0 elsif bear2 then bear2=0 anglebear2=0 endif endif endif if trendbreak and (bull or bull2) then //if barindex-firstbearbar<20 or only2=1 then if showline then //drawline(prevmaxbarTemp,prevlastmaxTemp,maxbarTemp,lastmaxTemp) coloured(255,0,0) if bull then drawsegment(prevmaxbar2Temp,prevlastmax2Temp,barindex,lastpoint) coloured (0,155,10) else drawsegment(prevmaxbar3Temp,prevlastmax3Temp,barindex,lastpoint) coloured (0,155,10) endif endif //else //if showline then //drawline(prevmaxbar2Temp,prevlastmax2Temp,prevmaxbarTemp,prevlastmaxTemp) coloured(255,255,255) //endif //endif if high>ENTRY then long=1 DRAWARROWUP(barindex,low) coloured (0,155,10) if close<MA200 then drawtext("Xoblique",barindex,low-ATR/3,SansSerif,Bold,12) coloured (0,155,10) else drawtext("Xoblique",barindex,low-ATR/3,SansSerif,Bold,12) coloured (0,155,10) endif drawtext("---",barindex,ENTRY,SansSerif,Bold,16) coloured (0,155,10) if bull then bull=0 anglebull=0 elsif bull2 then bull2=0 anglebull2=0 endif endif endif //test=long //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10) //endif return //return LMA, smoothLMA

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  defparam calculateonlastbars=1000 defparam drawonlastbaronly=false showline=1 pinshow=1 HLorClose=1 if barindex=1 then lastmax=0 lastmin=0 prevlastmax=0 prevlastmin=0 prevlastmax2=0 prevlastmin2=0 prevlastmax3=0 prevlastmin3=0 minbar=barindex maxbar=barindex prevminbar=0 prevmaxbar=0 //crossbearbar=barindex //crossbullbar=barindex bull=0   bear=0 endif MA7=average[7](close) MA200=average[200](close) Period=10 coefATR=1.5   //1. on utilise des MM pour trouver les points hauts/bas ATR=averagetruerange[50](close)   DataF = Close lagF = ROUND((Period-1)/2) dF = (DataF+(DataF-DataF[lagF])) LMA = exponentialaverage[period](dF)   //Smoothed curve of zero lag Moving Average IF BARINDEX > period THEN smoothLMA=weightedaverage[period](LMA) ELSE smoothLMA=undefined ENDIF if minbar=0 then minbar=barindex endif if maxbar=0 then maxbar=barindex endif   IF BARINDEX > PERIOD THEN //For avoid computer errors bullcross=LMA crosses over smoothLMA bearcross=LMA crosses under smoothLMA ENDIF //2. chaque fois qu'il y a un croisement de MM, on stocke le point extrème précédent et sa position, et on trouve le dernier point extrème If bearcross then     //on prend le dernier plus bas lastmaxtemp=high[1] maxbartemp=barindex[1]   for i=0 to barindex-minbar-1 do if high[i]>lastmaxtemp then lastmaxtemp=high[i] maxbartemp=barindex[i] endif next //test=lastmaxtemp //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10) //test=ATR[1]*CoefATR //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10) //on verifie qu'il y a assez d'ampli entre le plus haut récent et le précédent plus bas, sinon on prend pas en compte. If lastmaxtemp-lastmin>ATR[1]*CoefATR then prevbear2crossbar=prevbearcrossbar prevbearcrossbar=bearcrossbar bearcrossbar=barindex   //Si on a skippé un plus bas car pas assez d'ampli, on se retrouve donc avec 2 plus hauts. Si le plus récent est le plus haut, on essaye d'oublier le précédent plus haut. Si le précédent était plus haut, on ne prend pas en compte le dernier if barindex-maxbar<barindex-minbar then if lastmaxtemp>lastmax then //prevlastmax2=prevlastmax2 //prevmaxbar2=prevmaxbar2 //prevlastmax=prevlastmax //prevmaxbar=prevmaxbar lastmax=lastmaxtemp maxbar=maxbartemp endif //si on est dans le cas normal d'un plus bas suivit d'un plus haut, alors on sauve les derniers plus hauts else prevlastmax3=prevlastmax2 prevmaxbar3=prevmaxbar2 prevlastmax2=prevlastmax prevmaxbar2=prevmaxbar prevlastmax=lastmax prevmaxbar=maxbar   lastmax=lastmaxtemp maxbar=maxbartemp long=0 bull=0 bull2=0 endif endif   //test=prevlastmax2 //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10)   endif     If bullcross then     //on prend le dernier plus bas lastmintemp=low[1] minbartemp=barindex[1]   for i=0 to barindex-maxbar-1 do if low[i]<lastmintemp then lastmintemp=low[i] minbartemp=barindex[i] endif next     If lastmax-lastmintemp>ATR[1]*CoefATR then prevbull2crossbar=prevbullcrossbar prevbullcrossbar=bullcrossbar bullcrossbar=barindex   if barindex-minbar<barindex-maxbar then   if lastmintemp<lastmin then //prevlastmin2=prevlastmin2 //prevminbar2=prevminbar2 //prevlastmin=prevlastmin //prevminbar=prevminbar   lastmin=lastmintemp minbar=minbartemp endif   else prevlastmin3=prevlastmin2 prevminbar3=prevminbar2 prevlastmin2=prevlastmin prevminbar2=prevminbar prevlastmin=lastmin prevminbar=minbar   lastmin=lastmintemp minbar=minbartemp short=0 bear=0 bear2=0 endif endif     endif   if pinshow then DRAWTEXT("▼",prevmaxbar,prevlastmax,Dialog,Bold,12) coloured(255,0,0) endif   if pinshow then DRAWTEXT("▲",prevminbar,prevlastmin,Dialog,Bold,12) coloured(0,255,10) endif     //3. Si on a une loi de Dow (2 plus bas montent, 2 plus hauts montent) et qu'on a un peu de vol entre les points, on peut tracer des obliques //neutre=1   if lastmax<prevlastmax and prevlastmax<prevlastmax2 and prevlastmax2<>0 and long=0 and maxbar-prevmaxbar2>20 then bull=1   endif   if lastmin>prevlastmin and prevlastmin>prevlastmin2 and prevlastmin2<>0 and short=0 and minbar-prevminbar2>20 then bear=1   endif   if lastmax<prevlastmax2 and prevlastmax2<prevlastmax3 and prevlastmax3<>0 and long=0 and maxbar-prevmaxbar2>20 then bull2=1   endif     if lastmin>prevlastmin2  and prevlastmin2>prevlastmin3 and prevlastmin3<>0 and short=0 and minbar-prevminbar2>20 then bear2=1   endif   //test=bear2 //drawtext("#test#",barindex,high+5,SansSerif,Bold,10) COLOURED(0,155,10)   //if lastmax<prevlastmax2 and prevlastmax<prevlastmax2 and prevlastmax2<prevlastmax3 and prevlastmax3<>0 and long=0 and maxbar-prevmaxbar2>20  then //bull2=1 // //endif // // //if lastmin>prevlastmin2 and prevlastmin>prevlastmin2 and prevlastmin2>prevlastmin3 and prevlastmin3<>0 and short=0 and minbar-prevminbar2>20 then //bear2=1 // //endif   //test=bull2 //drawtext("#test#",barindex,high+5,SansSerif,Bold,10) COLOURED(0,155,10)       //5. On stocke les points extrèmes dans des variables temporaires, car pour bien tracer les obliques, on va essayer de trouver les bons points entre les points extrèmes, car si le temps passe et que le marché stagne, les obliques coupent les cours if bear=1 then   lastminTemp=lastmin prevlastminTemp=prevlastmin minbarTemp=minbar prevminbarTemp=prevminbar prevlastmin2Temp=prevlastmin2 prevminbar2Temp=prevminbar2       AngleBear=tan((prevlastminTemp-prevlastmin2Temp)/prevlastmin2Temp*100)/(prevminbarTemp-prevminbar2Temp)   //On regarde d'abord le premier point de l'oblique, pour voir si il est bien placé entre les 2 pt extrèmes, sinon on prend un autre //for i=barindex-prevminbar2Temp-1 downto barindex-prevminbarTemp do //if low[i]<prevlastminTemp+(((barindex[i]-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp) then //prevlastmin2Temp=low[i] //prevminbar2Temp=barindex[i] // //// on calcule l'angle de l'oblique //AngleBear=tan((prevlastminTemp-prevlastmin2Temp)/prevlastmin2Temp*100)/(prevminbarTemp-prevminbar2Temp) //endif //next //On recalcule ensuite ou doit se trouver le 3e point de l'oblique en fct des 2 1er. Si il est dans la bonne zone, notre oblique est validée for i=barindex-prevminbartemp-1 downto barindex-prevbullcrossbar do if low[i]<prevlastminTemp+(((barindex[i]-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp) then prevlastminTemp=low[i] prevminbartemp=barindex[i] // on calcule l'angle de l'oblique AngleBear=tan((prevlastminTemp-prevlastmin2Temp)/prevlastmin2Temp*100)/(prevminbarTemp-prevminbar2Temp) endif next   if lastminTemp>prevlastminTemp+(((minbarTemp-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp)-ATR/3 and lastminTemp<prevlastminTemp+(((minbarTemp-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp)+ATR/3 then bear=1 //on recalcule l'angle sur base du 3e point, si besoin if lastminTemp<prevlastminTemp+(((minbarTemp-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp) then AngleBear=tan((lastminTemp-prevlastmin2Temp)/prevlastmin2Temp*100)/(minbarTemp-prevminbar2Temp) endif else bear=0   endif   endif     if bear2=1 then   lastminTemp=lastmin minbarTemp=minbar   prevlastmin2Temp=prevlastmin2 prevminbar2Temp=prevminbar2 prevlastmin3Temp=prevlastmin3 prevminbar3Temp=prevminbar3     AngleBear2=tan((prevlastmin2Temp-prevlastmin3Temp)/prevlastmin3Temp*100)/(prevminbar2Temp-prevminbar3Temp)   for i=barindex-prevminbar2temp-1 downto barindex-prevbull2crossbar do if low[i]<prevlastmin2Temp+(((barindex[i]-prevminbar2Temp)*Atan(AngleBear))/100*prevlastmin2Temp) then prevlastmin2Temp=low[i] prevminbar2temp=barindex[i] // on calcule l'angle de l'oblique AngleBear2=tan((prevlastmin2Temp-prevlastmin3Temp)/prevlastmin3Temp*100)/(prevminbar2Temp-prevminbar3Temp) endif next   //On recalcule ensuite ou doit se trouver le 3e point de l'oblique en fct des 2 1er. Si il est dans la bonne zone, notre oblique est validée   if lastminTemp>prevlastmin2Temp+(((minbarTemp-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp)-ATR/3 and lastminTemp<prevlastmin2Temp+(((minbarTemp-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp)+ATR/3 then bear2=1 //on recalcule l'angle sur base du 3e point, si besoin if lastminTemp<prevlastmin2Temp+(((minbarTemp-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp)then AngleBear2=tan((lastminTemp-prevlastmin3Temp)/prevlastmin3Temp*100)/(minbarTemp-prevminbar3Temp) endif else bear2=0   endif   endif           if bull=1 then   lastmaxTemp=lastmax prevlastmaxTemp=prevlastmax maxbarTemp=maxbar prevmaxbarTemp=prevmaxbar   prevmaxbar2Temp=prevmaxbar2 prevlastmax2Temp=prevlastmax2       AngleBull=tan((prevlastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(prevmaxbarTemp-prevmaxbar2Temp)   //test=prevlastmaxTemp+(((prevmaxbarTemp-barindex[29])*Atan(AngleBull))/100*prevlastmaxTemp) //drawtext("#test#",barindex,high+5,SansSerif,Bold,10) COLOURED(0,155,10) //for i=barindex-prevmaxbar2Temp-1 downto barindex-prevmaxbarTemp do //if high[i]>prevlastmaxTemp+(((prevmaxbarTemp-barindex[i])*Atan(AngleBull))/100*prevlastmaxTemp) then //prevlastmax2Temp=high[i] //prevmaxbar2Temp=barindex[i] //AngleBull=tan((prevlastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(prevmaxbarTemp-prevmaxbar2Temp) //endif //next   //test=prevbearcrossbar //drawtext("#test#",barindex,high+5,SansSerif,Bold,10) COLOURED(0,155,10) // for i=barindex-prevmaxbarTemp-1 downto barindex-prevbearcrossbar do if high[i]>prevlastmaxTemp+(((barindex[i]-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp)then prevlastmaxTemp=high[i] prevmaxbarTemp=barindex[i] AngleBull=tan((prevlastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(prevmaxbarTemp-prevmaxbar2Temp) endif next       if lastmaxTemp>prevlastmaxTemp+(((maxbarTemp-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp)-ATR/3 and lastmaxTemp<prevlastmaxTemp+(((maxbarTemp-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp)+ATR/3 then bull=1   if lastmaxtemp>prevlastmaxTemp+(((maxbarTemp-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp) then AngleBull=tan((lastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(maxbarTemp-prevmaxbar2Temp) endif else bull=0 endif   endif       if bull2=1 then   lastmaxTemp=lastmax prevlastmaxTemp=prevlastmax maxbarTemp=maxbar prevmaxbarTemp=prevmaxbar   prevmaxbar2Temp=prevmaxbar2 prevlastmax2Temp=prevlastmax2   prevmaxbar3Temp=prevmaxbar3 prevlastmax3Temp=prevlastmax3       AngleBull2=tan((prevlastmax2Temp-prevlastmax3Temp)/prevlastmax3Temp*100)/(prevmaxbar2Temp-prevmaxbar3Temp)   //for i=barindex-prevmaxbar2Temp-1 downto barindex-prevmaxbarTemp do //if tan((prevmaxbarTemp-barindex[i])/(high[i]-prevlastmaxTemp))<AngleBull and tan((prevmaxbarTemp-barindex[i])/(high[i]-prevlastmaxTemp))>0 then //prevlastmax2Temp=high[i] //prevmaxbar2Temp=barindex[i] //AngleBull=tan((prevlastmaxTemp-prevlastmax2Temp)/prevlastmax2Temp*100)/(prevmaxbarTemp-prevmaxbar2Temp) //endif //next   for i=barindex-prevmaxbar2Temp-1 downto barindex-prevbear2crossbar do if high[i]>prevlastmax2Temp+(((barindex[i]-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp)then prevlastmax2Temp=high[i] prevmaxbar2Temp=barindex[i] AngleBull2=tan((prevlastmax2Temp-prevlastmax3Temp)/prevlastmax3Temp*100)/(prevmaxbar2Temp-prevmaxbar3Temp) endif next       if lastmaxTemp>prevlastmax2Temp+(((maxbarTemp-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp)-ATR/3 and lastmaxTemp<prevlastmax2Temp+(((maxbarTemp-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp)+ATR/3 then bull2=1 if lastmaxtemp>prevlastmax2Temp+(((maxbarTemp-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp) then AngleBull2=tan((lastmaxTemp-prevlastmax3Temp)/prevlastmax3Temp*100)/(maxbarTemp-prevmaxbar3Temp) endif else bull2=0 endif   endif             trendbreak=0 //6. Si on est dans une loi de dow, on va comparer l'angle de l'oblique quand a déterminé, avec l'angle entre le dernier prix et le dernier point extrème, ce qui va permettre de savoir si cassure ou pas if HLorClose=1 then Hi=high Lo=Low else Hi=close Lo=CLose endif   if bear then     //if barindex-firstbullbar<20 or only2=1 then   if lo<prevlastminTemp+(((barindex-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp)-ATR/3 and low<low[1] then if HLorClose=1 then ENTRY=min(prevlastminTemp+(((barindex-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp),MA7)-ATR/3 else ENTRY=min(close,MA7-ATR/3) endif lastpoint=prevlastminTemp+(((barindex-prevminbarTemp)*Atan(AngleBear))/100*prevlastminTemp) trendbreak=1   else trendbreak=0 endif   endif     if bull then   //if barindex-firstbearbar<20 then       if hi>prevlastmaxTemp+(((barindex-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp)+ATR/3 and high>high[1] then   if HLorClose=1 then ENTRY=max(prevlastmaxTemp+(((barindex-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp),MA7)+ATR/3 else ENTRY=max(close,MA7+ATR/3) endif lastpoint=prevlastmaxTemp+(((barindex-prevmaxbarTemp)*Atan(AngleBull))/100*prevlastmaxTemp) trendbreak=1     else trendbreak=0   endif endif   if bear2 then //test=prevlastmin2Temp+(((barindex[1]-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp) //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10)   //test=prevlastmin2Temp+(((barindex-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp) //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10)   if lo<prevlastmin2Temp+(((barindex-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp)-ATR/3 and low<low[1] then if HLorClose=1 then ENTRY=min(prevlastmin2Temp+(((barindex-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp),MA7)-ATR/3 else ENTRY=min(close,MA7-ATR/3) endif lastpoint=prevlastmin2Temp+(((barindex-prevminbar2Temp)*Atan(AngleBear2))/100*prevlastmin2Temp) trendbreak=1       else trendbreak=0 endif   endif     if bull2 then   if hi>prevlastmax2Temp+(((barindex-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp)+ATR/3 and high>high[1] then if HLorClose=1 then ENTRY=max(prevlastmax2Temp+(((barindex-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp),MA7)+ATR/3 else ENTRY=max(close,MA7+ATR/3) endif lastpoint=prevlastmax2Temp+(((barindex-prevmaxbar2Temp)*Atan(AngleBull2))/100*prevlastmax2Temp) trendbreak=1     else trendbreak=0   endif endif     //6. Si on a eu une cassure, on détermine notre point d'entrée et on affiche notre oblique   if trendbreak and (bear or bear2) then //if barindex-firstbullbar<20 or only2=1 then   if showline then   //drawline(prevminbarTemp,prevlastminTemp,minbarTemp,lastminTemp) coloured(0,255,10) if bear then drawsegment(prevminbar2Temp,prevlastmin2Temp,barindex,lastpoint)coloured (255,0,10) else drawsegment(prevminbar3Temp,prevlastmin3Temp,barindex,lastpoint)coloured (255,0,10) endif   endif //else //if showline then //drawline(prevminbar2Temp,prevlastmin2Temp,prevminbarTemp,prevlastminTemp) coloured(255,255,255) //endif //endif     if low<ENTRY then DRAWARROWDOWN(barindex,high) COLOURED(255,0,10) if close>MA200 then drawtext("Xoblique",barindex,high+ATR/3,SansSerif,Bold,12) coloured (255,0,10) else drawtext("Xoblique",barindex,high+ATR/3,SansSerif,Bold,12) coloured (255,0,10) endif drawtext("---",barindex,ENTRY,SansSerif,Bold,16) coloured (255,0,10) short=1 if bear then bear=0 anglebear=0 elsif bear2 then bear2=0 anglebear2=0 endif   endif endif   if trendbreak and (bull or bull2) then   //if barindex-firstbearbar<20 or only2=1 then if showline then   //drawline(prevmaxbarTemp,prevlastmaxTemp,maxbarTemp,lastmaxTemp) coloured(255,0,0) if bull then drawsegment(prevmaxbar2Temp,prevlastmax2Temp,barindex,lastpoint) coloured (0,155,10) else drawsegment(prevmaxbar3Temp,prevlastmax3Temp,barindex,lastpoint) coloured (0,155,10) endif endif //else //if showline then //drawline(prevmaxbar2Temp,prevlastmax2Temp,prevmaxbarTemp,prevlastmaxTemp) coloured(255,255,255) //endif //endif     if high>ENTRY then long=1 DRAWARROWUP(barindex,low) coloured (0,155,10) if close<MA200 then drawtext("Xoblique",barindex,low-ATR/3,SansSerif,Bold,12) coloured (0,155,10) else drawtext("Xoblique",barindex,low-ATR/3,SansSerif,Bold,12) coloured (0,155,10) endif drawtext("---",barindex,ENTRY,SansSerif,Bold,16) coloured (0,155,10) if bull then bull=0 anglebull=0 elsif bull2 then bull2=0 anglebull2=0 endif endif endif //test=long //drawtext("#test#",barindex,low-20,SansSerif,Bold,10) coloured (0,0,10)     //endif return //return LMA, smoothLMA

   

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  Yvan63, BullFlag, pascal64, Jabezz, Al, Nicolas

  

  stefou102

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  04/22/2020 at 11:42 PM #127528
  deletedaccount100622

  Signal and basic system attached, exit signal and stops would need to be worked to suit the product etc

  3 users thanked author for this post.

  Yvan63, BullFlag, Nicolas

  

  deletedaccount100622

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  04/23/2020 at 8:28 AM #127550
  Nicolas

  For people interest on what it looks on the chart, here is a picture of the indicator kindly shared by stefou102. Really nice and accurate, thanks for giving back to the community! 🙂

  

  Nicolas

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  12/22/2020 at 5:39 AM #154823
  Bos.

  Hi there,

  I’ve been attempting to convert the indicator above into a screener, however i’m not having much luck. Would you be able to please help offer some assistance or insight please?

  Thank you

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  ashehzi

  

  Bos.

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