Hola Cuchox,
Prueba este, lo he hecho con máximos y mínimos, como debe ser en teórica, y "rastreando" rangos de 5, 10 y 15 periodos.
Las condiciones son en las divergencias alcistas que el MACD haga máximos crecientes y precio mínimos decrecientes y en las bajistas que el MACD haga mínimos decrecientes y el precio máximos crecientes.
Hay opiniones que dicen que para las alcistas hay que fijarse solo en mínimos, es decir que el precio haga mínimos decrecientes y el MACD mínimos crecientes y el las bajistas solo en máximos. He leído las dos opiniones. No sé cual es más correcta.
El codigo:
// Divergencia Bajista 5 periodos
c1 = (highest [5] (Close) > highest [5] (close)[5])
c2 = (highest [5] (close)[5] > highest [5] (close)[10])
c3 = (Lowest [5](MACDline[12,26,9](close)) < Lowest [5](MACDline[12,26,9](close)[5]))
c4 = (Lowest [5](MACDline[12,26,9](close)[5])
// Divergencia Bajista 10 periodos
c5 = (highest [10] (Close) > highest [10] (close)[10])
c6 = (highest [10] (close)[10] > highest [10] (close)[20])
c7 = (Lowest [10](MACDline[12,26,9](close)) < Lowest [10](MACDline[12,26,9](close)[10]))
c8 = (Lowest [10](MACDline[12,26,9](close)[10])
// Divergencia Bajista 15 periodos
c9 = (highest [15] (Close) > highest [15] (close)[15])
c10 = (highest [15] (close)[15] > highest [15] (close)[30])
c11 = (Lowest [15](MACDline[12,26,9](close)) < Lowest [15](MACDline[12,26,9](close)[15]))
c12 = (Lowest [15](MACDline[12,26,9](close)[15])
// Divergencia Alcista 5 periodos
c13 = (Lowest [5] (close) < Lowest [5] (close)[5])
c14 = (Lowest [5] (close)[5] < Lowest [5] (close)[10])
c15 = (highest [5](MACDline[12,26,9](close)) > highest [5](MACDline[12,26,9](close)[5]))
c16 = (highest [5](MACDline[12,26,9](close)[5]) > highest [5](MACDline[12,26,9](close)[10]))
// Divergencia Alcista 10 periodos
c17 = (Lowest [10] (close) < Lowest [10] (close)[10])
c18 = (Lowest [10] (close)[10] < Lowest [10] (close)[20])
c19 = (highest [10](MACDline[12,26,9](close)) > highest [10](MACDline[12,26,9](close)[10]))
c20 = (highest [10](MACDline[12,26,9](close)[10]) > highest [10](MACDline[12,26,9](close)[20]))
// Divergencia Alcista 15 periodos
c21 = (Lowest [15] (close) < Lowest [15] (close)[15])
c22 = (Lowest [15] (close)[15] < Lowest [15] (close)[30])
c23 = (highest [15](MACDline[12,26,9](close)) > highest [15](MACDline[12,26,9](close)[10]))
c24 = (highest [15](MACDline[12,26,9](close)[10]) > highest [15](MACDline[12,26,9](close)[30]))
// Filtro
c30 = (ExponentialAverage[15](Volume) >= 50000)
c31 = (Dclose(0) > 0.2)
criteria = ExponentialAverage[15](Volume)
SCREENER[(c1 AND c2 AND c3 AND c4 AND c30 AND c31) or (c5 AND c6 AND c7 AND c8 AND c30 AND c31) or (c9 AND c10 AND c11 AND c12 AND c30 AND c31) or (c13 AND c14 AND c15 AND c16 AND c30 AND c31) or (c17 AND c18 AND c19 AND c20 AND c30 AND c31) or (c21 AND c22 AND c23 AND c24 AND c30 AND c31)] (criteria AS "MM")