pour un debut...
indicator BBSqueeze;
input period = 20;
draw signal ("Breakout possibility: -1 = high ", histogram), Mline("Medium probability"), Hline("High probability");
vars kN = 1.5, bbN = 2,
i (number),
price (series), kATR (series), bbSD (series)
, kUpper (series), kLower (series)
, bbUpper (series), bbLower (series)
, sma50 (series);
begin
Mline := makeseries(front(close), back(close), -0.5);
Hline := makeseries(front(close), back(close), -1);
sma50 := sma(close,50);
price := ema(close, period);
{Keltner
keltner_channel(period, kN);
kUpper := keltner_channel.line_upper;
kLower := keltner_channel.line_lower;
{Bollinger
Bollinger_Bands(close, period, bbN);
bbUpper := Bollinger_Bands.line_upper;
bblower := Bollinger_Bands.line_lower;
for i := front(bbUpper) to back(bbUpper) do
begin
if bbUpper
<= kUpper AND bbLower >= kLower then
signal := -1 // High probability breakout signal
else
if bblower >= sma50 then signal := -0.5 // Medium probability breakout signal
else
if bbupper <= sma50 then signal := -0.5 // Medium probability breakout signal
else
signal := 0; // No breakout signal
end;
end.
correze for ever !