prorealtime squeeze

// MACD ZERO LAG 9.19.6

// p= variable macd zerolag
// q= variable signal
// r= variable macd - Mais virer le signal histogramme (invisible sur PRT)

z1=DEMA[p](close)


z2 =dema[q](close)

e= z1 - z2



z3=DEMA[r](e)

f=z3

g=e-f

return e AS "MACD ZEROLAG",f AS "signal",g as "macd-signal",0 as "zero"
 

Canaux de Keltner



Var: N (periode = 20)
coeff (1.5)



//Canaux de Keltner
REM Moving Average
MA = Average[N](TypicalPrice)

REM Upper Keltner Band

UpperBand = MA + coeff*Average[N](Range)

REM Lower Keltner Band

LowerBand = MA - coeff*Average[N](Range)

RETURN MA AS "Keltner Moving Average" , UpperBand AS "Upper Keltner Band" , LowerBand as "Lower Keltner Band"




Squeeze à la Carter



REM Moving Average
MA = Average[20](TypicalPrice)

REM Upper Keltner Band

UpperBand = MA + 1.5*Average[20](Range)

REM Lower Keltner Band

LowerBand = MA - 1.5*Average[20](Range)


Indicator1 = UpperBand
Indicator2 = LowerBand
Indicator3 = BollingerUp[20](Typicalprice)
Indicator4 = BollingerDown[20](Typicalprice)
C1 = (Indicator1 > Indicator3)
C2 = (Indicator2 < Indicator4) If C1 and C2 then I = 2 Else I = 0 Endif Return I  MACD Accélération indicator1 = MACDline[9,19,6](close) indicator2 = Average[20](MACDline[9,19,6](close)) + 1.4*std[20](MACDline[9,19,6](close)) indicator3 = Average[20](MACDline[9,19,6](close)) - 1.4*std[20](MACDline[9,19,6](close)) if indicator1 >= indicator2 then
i = 2
elsif indicator1 <= indicator3 then i = -2 else i=0 endif return i ET MACD a=STD[20](MACDline[9,19,6](close)) return a High Low ET MACD+30% L=Lowest[70](STD[20](MACDline[9,19,6](close)))*1.3 return L Squeeze MACD indicator1=CALL"ET MACD" rem userindic1=CALL"ET MACD" indicator2=CALL"High Low ET MACD+30%" c1=(indicator1<=indicator2) if C1 then I=2 else I=0 endif return i Squeeze + Div Détection MACD // il faut y intégrer les indicateurs de squeeze et de divergence a=0 return a OBVD Variables coeff (1.68) period (20) Rem OBVD JL if barindex < period then ob = 0 else ob = OBV(TypicalPrice) endif a = average[period](ob) st = std[period](ob) bsup = a + coeff*st binf = a- coeff*st return ob as "OBV", bsup as "Bsup", binf as "Binf", a as "Average"   ET OBVD a = STD[20](OBV(Typicalprice)) return a High Low ET OBVD +30% L = Lowest[100](STD[20](OBV(Typicalprice)))*1.3 return L Squeeze OBVD indicator1=CALL"ET OBVD" rem userindic1=CALL"ET OBVD" indicator2=CALL"High Low ET OBVD +30%" c1=(indicator1<=indicator2) if C1 then I=2 else I=0 endif return i Squeez + Div detection OBVD // il faut y intégrer les indicateurs de squeeze et de divergence A=0 Return a   OBVD Accélération indicator1 = (OBV(Typicalprice)) indicator2 = Average[20](OBV(Typicalprice))+1.68*std[20](OBV(Typicalprice)) indicator3 = Average[20](OBV(Typicalprice))-1.68*std[20](OBV(Typicalprice)) if indicator1 >= indicator2 then
i = 2
elsif indicator1 <= indicator3 then
i = -2
else
i=0
endif

return i


Bon Trades

Nous restons tous en attente des travaux de Flodub et Legou sur l’optimisation de l’indicateur d’accélération

Y en a qui on de la chance quand même d'être en vacances...