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Le MACD est plus intelligent

Auteur:ChaoZhang est là., Date: le 16 mai 2022 à 16h51
Les étiquettes:RMALe taux d'intérêtSMALa WMALe MACD

Les lignes horizontales vertes et rouges plus claires sont respectivement le pic moyen et le plongeon de l'ensemble de la fourchette. La seconde, plus audacieuse des deux lignes sont les moyennes des pics et des plongeons au-dessus et en dessous des moyennes globales de pic et de plongeon.

test de retour

img

/*backtest
start: 2022-05-08 00:00:00
end: 2022-05-14 23:59:00
period: 3m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//@author=Cryptonaut
//@ Cryptonaut
study("Smarter MACD", max_bars_back=500, max_labels_count=500, overlay=false, shorttitle="Smarter MACD")

///////////////////////////////////////////////////////////////////////////////////////////////////////
//  Miscellaneous block  //////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////
// Inputs
showTable = input(defval=true, group="Visibility Settings", title="Show right-side monitor?")

// Variables block
showMacd = true
negativeColor      = color.red
negativeColorFaded = color.new(color.red, 50)
neutralColor       = color.yellow
neutralColorFaded  = color.new(color.yellow, 50)
positiveColor      = color.green
positiveColorFaded = color.new(color.green, 50)
transparentColor   = color.new(color.white, 100)

darkTextColor  = color.black
lightTextColor = color.white

// Functions
getMa(type, src, length) =>
    float ma = 0

    if type == "EMA"
        ma := ema(src, length)
    else if type == "RMA"
        ma := rma(src, length)
    else if type == "SMA"
        ma := sma(src, length)
    else if type == "WMA"
        ma := wma(src, length)
    
    return = ma

// Calculations

// Plots
// SYMBOLS; ∅ ∇ ¤ ° » ↕ ↗ ↘ ↟ ↠ ↡ ∞ ∘ ∴ ∵ ∷ ⊛ ⊚ ⊙ ⊗ ⋆ ⌢ ⌣ ⌕ ⌖ ★ ✶

///////////////////////////////////////////////////////////////////////////////////////////////////////
//  MACD block  ///////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////
//  Calculation of trend and momentum                                                                //
///////////////////////////////////////////////////////////////////////////////////////////////////////
// Inputs
macdFastMaLength = input(defval=12, group="MACD Settings", title="MACD Fast MA Length")
macdSlowMaLength = input(defval=26, group="MACD Settings", title="MACD Slow MA Length")
macdSignalLength = input(defval=23, group="MACD Settings", title="MACD Signal Length")

// Variables block

// Functions
getMacd(fastMaLength, slowMaLength, signalLength) =>
    fastMa      = getMa("EMA", close, fastMaLength)
    slowMa      = getMa("EMA", close, slowMaLength)
    macd        = fastMa - slowMa
    macdSignal  = getMa("EMA", macd, signalLength)
    macdHistory = macd - macdSignal
    
    [macd, macdSignal, macdHistory]

// Calculations
[macd, macdSignal, macdHistory] = getMacd(macdFastMaLength, macdSlowMaLength, macdSignalLength)

macdGrowAbove = positiveColor
macdFallBelow = negativeColor
macdGrowBelow = negativeColorFaded
macdFallAbove = positiveColorFaded
macdColor     = (macdHistory >= 0) ? (macdHistory[1] < macdHistory ? macdGrowAbove : macdFallAbove) : (macdHistory[1] < macdHistory ? macdGrowBelow : macdFallBelow)
macdHistColor = (macdHistory >= 0) ? (macdHistory[1] < macdHistory ? color.new(macdGrowAbove, 50) : color.new(macdFallAbove, 75)) : (macdHistory[1] < macdHistory ? color.new(macdGrowBelow, 75) : color.new(macdFallBelow, 50))

macdBot       = 0.0
macdBotPoints = 0.0
macdBots      = 0
macdTop       = 0.0
macdTopPoints = 0.0
macdTops      = 0
if not barstate.isfirst
    macdBot       := macdBot[1]
    macdBotPoints := macdBotPoints[1]
    macdBots      := macdBots[1]
    macdTop       := macdTop[1]
    macdTopPoints := macdTopPoints[1]
    macdTops      := macdTops[1]

if crossover(macdHistory, 0)
    macdBot      := macdSignal

    if macdSignal < 0
        macdBotPoints := macdBotPoints + macdSignal
        macdBots      := macdBots + 1

if crossunder(macdHistory, 0)
    macdTop      := macdSignal

    if macdSignal > 0
        macdTopPoints := macdTopPoints + macdSignal
        macdTops      := macdTops + 1

macdAvgBot = macdBotPoints/macdBots
macdAvgTop = macdTopPoints/macdTops

// Plots
macdAvgBotLine = plot(showMacd ? macdAvgBot : na, color=transparentColor, title="MACD Average Bottom")
macdAvgTopLine = plot(showMacd ? macdAvgTop : na, color=transparentColor, title="MACD Average Top")
fill(macdAvgBotLine, macdAvgTopLine, color=color.new(color.white, 90), title="MACD Average Range")

plot(showMacd ? macd : na,        color=macdColor, linewidth=1, title="MACD")
plot(showMacd ? macdSignal : na,  color=macdColor, linewidth=2, title="MACD Signal")
plot(showMacd ? macdHistory : na, color=macdHistColor, style=plot.style_columns, title="MACD Histogram")

plotshape(showMacd and (macdBot > macdBot[1]) ? macdSignal + (macdAvgBot * 0.25) : na, color=color.green, location=location.absolute, size=size.tiny, style=shape.triangleup,   title="MACD Bullish Divergence")
plotshape(showMacd and (macdTop < macdTop[1]) ? macdSignal + (macdAvgTop * 0.25) : na, color=color.red,   location=location.absolute, size=size.tiny, style=shape.triangledown, title="MACD Bearish Divergence")

if showMacd and (macdBot > macdBot[1])
    strategy.entry("Enter Long", strategy.long)
else if showMacd and (macdTop < macdTop[1])
    strategy.entry("Enter Short", strategy.short)
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