Фильтры

Все фильтры рассчитываются по минутным свечам без учета внебиржевой сессии

DayHigh – расстояние от текущей цены до дневного максимума
plot h = Highest (high, 600) - high; assignBackgroundColor (if highest (high,600) - close <0.1 then color.DARK_GREEN else color.BLACK);

DayLow - расстояние от текущей цены до дневного минимума
plot h = low - Lowest (low, 600); assignBackgroundColor (if low - Lowest (low, 150) <0.1 then color.DARK_rED else color.BLACK);

DayHigh 5D – расстояние от текущей цены до дневного максимума (Aggregation: D)
plot h = Highest (high,5) - close; assignBackgroundColor (if highest (high,5) - close <0.1 then color.DARK_GREEN else color.BLACK);

DayLow 5D - расстояние от текущей цены до дневного минимума (Aggregation: D)
plot h = close - Lowest (low,5); assignBackgroundColor (if close - Lowest (low, 5) <0.1 then color.DARK_rED else color.BLACK);

С UP – счетчик ударов в 40-минутный максимум для поиска формирующихся баз сопротивления для прорыва
input length = 40;
input cent = 0.01;
input displace = -1;
input showOnlyLastPeriod = no;
def minehigh = Highest(high(period = AggregationPeriod.MIN)[-displace], length);
def c1; if ((high[1]+cent)>minehigh) then {c1=1;} else {c1=0;}
def c2; if ((high[2]+cent)>minehigh) then {c2=1;} else {c2=0;}
def c3; if ((high[3]+cent)>minehigh) then {c3=1;} else {c3=0;}
def c4; if ((high[4]+cent)>minehigh) then {c4=1;} else {c4=0;}
def c5; if ((high[5]+cent)>minehigh) then {c5=1;} else {c5=0;}
def c6; if ((high[6]+cent)>minehigh) then {c6=1;} else {c6=0;}
def c7; if ((high[7]+cent)>minehigh) then {c7=1;} else {c7=0;}
def c8; if ((high[8]+cent)>minehigh) then {c8=1;} else {c8=0;}
def c9; if ((high[9]+cent)>minehigh) then {c9=1;} else {c9=0;}
def c10; if ((high[10]+cent)>minehigh) then {c10=1;} else {c10=0;}
def c11; if ((high[11]+cent)>minehigh) then {c11=1;} else {c11=0;}
def c12; if ((high[12]+cent)>minehigh) then {c12=1;} else {c12=0;}
plot diff = c1+c2+c3+c4+c5+c6+c7+c8+c9+c10+c11+c12;

С Down – счетчик ударов в 40-минутный минимум для поиска формирующихся баз поддержки для прорыва
input length = 40;
input cent = 0.01;
input displace = -1;
input showOnlyLastPeriod = no;
def minelow = Lowest(low(period = AggregationPeriod.MIN)[-displace], length);
def c1; if ((low[1]-cent)<minelow) then {c1=1;} else {c1=0;}
def c2; if ((low[2]-cent)<minelow) then {c2=1;} else {c2=0;}
def c3; if ((low[3]-cent)<minelow) then {c3=1;} else {c3=0;}
def c4; if ((low[4]-cent)<minelow) then {c4=1;} else {c4=0;}
def c5; if ((low[5]-cent)<minelow) then {c5=1;} else {c5=0;}
def c6; if ((low[6]-cent)<minelow) then {c6=1;} else {c6=0;}
def c7; if ((low[7]-cent)<minelow) then {c7=1;} else {c7=0;}
def c8; if ((low[8]-cent)<minelow) then {c8=1;} else {c8=0;}
def c9; if ((low[9]-cent)<minelow) then {c9=1;} else {c9=0;}
def c10; if ((low[10]-cent)<minelow) then {c10=1;} else {c10=0;}
def c11; if ((low[11]-cent)<minelow) then {c11=1;} else {c11=0;}
def c12; if ((low[12]-cent)<minelow) then {c12=1;} else {c12=0;}
plot diff = c1+c2+c3+c4+c5+c6+c7+c8+c9+c10+c11+c12;

ATR – измерение плавности хода акции
def a = (close[30]-close[1]) / AvgTrueRange (high,close,low, 30);
def b;
if (a < 0) then {b=-a;} else {b=a;}
plot c = round (b,2);;

Range – поиск узких консолидаций
input range = 0.03;
input displace = -1;
input showOnlyLastPeriod = no;
def c1; if (Highest(high(period = AggregationPeriod.MIN)[-displace], 1) - Lowest(low(period = AggregationPeriod.MIN)[-displace], 1) < range) then {c1=1;} else {c1=0;}
def c2; if (Highest(high(period = AggregationPeriod.MIN)[-displace], 2) - Lowest(low(period = AggregationPeriod.MIN)[-displace], 2) < range) then {c2=1;} else {c2=0;}
def c3; if (Highest(high(period = AggregationPeriod.MIN)[-displace], 3) - Lowest(low(period = AggregationPeriod.MIN)[-displace], 3) < range) then {c3=1;} else {c3=0;}
def c4; if (Highest(high(period = AggregationPeriod.MIN)[-displace], 4) - Lowest(low(period = AggregationPeriod.MIN)[-displace], 4) < range) then {c4=1;} else {c4=0;}
def c5; if (Highest(high(period = AggregationPeriod.MIN)[-displace], 5) - Lowest(low(period = AggregationPeriod.MIN)[-displace], 5) < range) then {c5=1;} else {c5=0;}
def c6; if (Highest(high(period = AggregationPeriod.MIN)[-displace], 6) - Lowest(low(period = AggregationPeriod.MIN)[-displace], 6) < range) then {c6=1;} else {c6=0;}
def c7; if (Highest(high(period = AggregationPeriod.MIN)[-displace], 7) - Lowest(low(period = AggregationPeriod.MIN)[-displace], 7) < range) then {c7=1;} else {c7=0;}
def c8; if (Highest(high(period = AggregationPeriod.MIN)[-displace], 8) - Lowest(low(period = AggregationPeriod.MIN)[-displace], 8) < range) then {c8=1;} else {c8=0;}
plot diff = c1+c2+c3+c4+c5+c6+c7+c8;

Zapas - запас хода для акции (Aggregation: D)

def spread = high - low;
def storona = if close > (high + low) / 2 then 1 else -1;
def potencial = sum(high[1]-low[1],5) / 5;
plot LINE = if storona > 0 then round(low + potencial - close) else round(high - potencial - close);
AssignBackgroundColor(if spread < 0.33*potencial then Color.green else if spread < 0.66*potencial then Color.yellow else if spread < potencial then Color.red else createColor(110,110,10));

Last (Aggregation: D)– скрипт находит акции с повышенным объемом за прошлый день, причем этот объем должен быть выше чем днем раньше, т.е. возросшим. Цифровое значение - это текущая стоимость акции. Серым цветом выделяются отобранные акции. (Aggregation: D)
def VOL = sum(volume[1], 21)/21;
plot R = close;
AssignBackgroundColor(if volume[1] > VOL and volume[1] > volume[2] then Color.gray else Color.black);

ATR min – средняя минутная свечка

def a = AvgTrueRange (high,close,low, 30)*100;
plot b = round (a,2);