Vague de respiration avec les bougies Heikin-Ashi

• 08/11/2020 at 5:30 PM #141421
  z0om

  Bonjour,

  Je cherche à faire un indicateur pour détecter les débuts de vagues avec les bougies Heikin-Ashi.

  Dans le cas d’une tendance haussière (au-dessus du nuage dans le système Ichimoku) :

  • j’attends 0 ou 1 bougie verte (variable : strikeExpectedMax)
  • puis entre 3 et 5 bougies rouges pour la respiration (variables : respirationExpectedMin et respirationExpectedMax)
  • et une dernière clôture sous la mm20, la kijun ou la tenkan (système Ichimoku)

   

  Parfois, ça marche bien (voir les flèches sur l’image 1), parfois, j’ai des erreurs (voir les flèches sur l’image 2).

  Si vous pouviez m’aider à me débugger, ça serait top.

  res = 0 i = 0 mm20 = Average[20](close) tenkan = (Highest[9](High) + Lowest[9](Low)) / 2 kijun = (Highest[26](High) + Lowest[26](Low)) / 2 ssA = (tenkan[26] + kijun[26]) / 2 ssB = (Highest[52](High[26]) + Lowest[52](Low[26])) / 2 kumoUp = Max(ssA,ssB) //kumoDown = Min(ssA,ssB) HAopen = (HAopen + HAclose) / 2 HAclose = (Open + Close + High + Low) / 4 IF Close > kumoUp AND (Close < mm20 OR Close < kijun OR Close < tenkan) THEN KO = 0 strike = 0 strikeExpectedMax = 1 WHILE (i <= strikeExpectedMax + 1 AND KO = 0) DO IF (HAclose[i] > HAopen[i]) THEN strike = strike + 1 ELSE KO = 1 ENDIF IF strike = strikeExpectedMax + 1 THEN strike = 0 ENDIF i = i + 1 WEND respiration = 0 respirationExpectedMin = 3 respirationExpectedMax = 5 j = 0 WHILE (j <= respirationExpectedMax) DO IF (HAclose[strike + j] < HAopen[strike + j]) THEN respiration = respiration + 1 ELSE KO = 1 ENDIF j = j + 1 WEND IF respiration >= respirationExpectedMin AND respiration < respirationExpectedMax THEN res = 1 ENDIF ENDIF Return res AS "Warning"

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  res = 0 i = 0   mm20 = Average[20](close) tenkan = (Highest[9](High) + Lowest[9](Low)) / 2 kijun = (Highest[26](High) + Lowest[26](Low)) / 2   ssA = (tenkan[26] + kijun[26]) / 2 ssB = (Highest[52](High[26]) + Lowest[52](Low[26])) / 2 kumoUp = Max(ssA,ssB) //kumoDown = Min(ssA,ssB)   HAopen = (HAopen + HAclose) / 2 HAclose = (Open + Close + High + Low) / 4   IF Close > kumoUp AND (Close < mm20 OR Close < kijun OR Close < tenkan) THEN KO = 0 strike = 0 strikeExpectedMax = 1   WHILE (i <= strikeExpectedMax + 1 AND KO = 0) DO IF (HAclose[i] > HAopen[i]) THEN strike = strike + 1 ELSE KO = 1 ENDIF   IF strike = strikeExpectedMax + 1 THEN strike = 0 ENDIF   i = i + 1 WEND   respiration = 0 respirationExpectedMin = 3 respirationExpectedMax = 5 j = 0   WHILE (j <= respirationExpectedMax) DO IF (HAclose[strike + j] < HAopen[strike + j]) THEN respiration = respiration + 1 ELSE KO = 1 ENDIF   j = j + 1 WEND   IF respiration >= respirationExpectedMin AND respiration < respirationExpectedMax THEN res = 1 ENDIF ENDIF     Return res AS "Warning"

   

   

  

  z0om

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  08/12/2020 at 8:14 AM #141445
  Nicolas

  A la lecture de ton code et de ton principe d’affichage des signaux de trading, je pense que le soucis se situe dans le bloc “respiration”, sauf si des bougies vertes intercalées ne te dérange pas, sinon c’est bien là.

  Tu comptes les bougies baissières et si elles sont vertes, tu passes KO à 1, mais à quoi cela te sert-il ? Cette variable n’est pas réutilisée ?

  1 user thanked author for this post.

  z0om

  

  Nicolas

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  08/12/2020 at 8:35 AM #141461
  z0om

  Merci pour ton aide. J’ai réussi à corriger. Effectivement, la variable “KO” n’était pas utilisée dans la 2ème boucle. Tu déchires, comme d’hab !

  res = 0 i = 0 mm20 = Average[20](close) tenkan = (Highest[9](High) + Lowest[9](Low)) / 2 kijun = (Highest[26](High) + Lowest[26](Low)) / 2 ssA = (tenkan[26] + kijun[26]) / 2 ssB = (Highest[52](High[26]) + Lowest[52](Low[26])) / 2 kumoUp = Max(ssA,ssB) //kumoDown = Min(ssA,ssB) HAclose = (Open + Close + High + Low) / 4 HAopen = (HAopen + HAclose) / 2 IF Close > kumoUp AND (Close < mm20 OR Close < kijun OR Close < tenkan) THEN KO = 0 strike = 0 strikeExpectedMax = 1 WHILE (i <= strikeExpectedMax + 1 AND KO = 0) DO IF (HAclose[i] > HAopen[i]) THEN strike = strike + 1 ELSE KO = 1 ENDIF IF strike = strikeExpectedMax + 1 THEN strike = 10 ENDIF i = i + 1 WEND respiration = 0 respirationExpectedMin = 3 respirationExpectedMax = 5 j = 0 KO = 0 WHILE (j <= respirationExpectedMax AND strike < 10 AND KO = 0) DO IF (HAclose[strike + j] < HAopen[strike + j]) THEN respiration = respiration + 1 ELSE KO = 1 ENDIF j = j + 1 WEND IF respiration >= respirationExpectedMin AND respiration < respirationExpectedMax THEN res = 1 ENDIF ENDIF Return res AS "Warning" // , strike AS "Strike", respiration AS "Respiration"

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  res = 0 i = 0   mm20 = Average[20](close) tenkan = (Highest[9](High) + Lowest[9](Low)) / 2 kijun = (Highest[26](High) + Lowest[26](Low)) / 2   ssA = (tenkan[26] + kijun[26]) / 2 ssB = (Highest[52](High[26]) + Lowest[52](Low[26])) / 2 kumoUp = Max(ssA,ssB) //kumoDown = Min(ssA,ssB)   HAclose = (Open + Close + High + Low) / 4 HAopen = (HAopen + HAclose) / 2   IF Close > kumoUp AND (Close < mm20 OR Close < kijun OR Close < tenkan) THEN KO = 0 strike = 0 strikeExpectedMax = 1   WHILE (i <= strikeExpectedMax + 1 AND KO = 0) DO IF (HAclose[i] > HAopen[i]) THEN strike = strike + 1 ELSE KO = 1 ENDIF   IF strike = strikeExpectedMax + 1 THEN strike = 10 ENDIF   i = i + 1 WEND   respiration = 0 respirationExpectedMin = 3 respirationExpectedMax = 5 j = 0 KO = 0   WHILE (j <= respirationExpectedMax AND strike < 10 AND KO = 0) DO IF (HAclose[strike + j] < HAopen[strike + j]) THEN respiration = respiration + 1 ELSE KO = 1 ENDIF   j = j + 1 WEND   IF respiration >= respirationExpectedMin AND respiration < respirationExpectedMax THEN res = 1 ENDIF ENDIF     Return res AS "Warning" // , strike AS "Strike", respiration AS "Respiration"

   

  

  z0om

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