सुपर Z मात्रात्मक प्रवृत्ति रणनीति

/*backtest
start: 2022-11-20 00:00:00
end: 2023-11-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
//Original script
//https://www.tradingview.com/script/wYknDlLx-super-Z/

//@version=4
strategy("Super Z strategy - Thanks to Rafael Zioni", shorttitle="Super Z strategy",overlay=true )
src5 = input(close)
    
tf = input(1440)
len5 = timeframe.isintraday and timeframe.multiplier >= 1 ? 
   tf / timeframe.multiplier * 7 : 
   timeframe.isintraday and timeframe.multiplier < 60 ? 
   60 / timeframe.multiplier * 24 * 7 : 7

ma = ema(src5*volume, len5) / ema(volume, len5)


//script taken from https://www.tradingview.com/script/kChCRRZI-Hull-Moving-Average/

src1 = ma

p(src1, len5) =>
    n = 0.0
    s = 0.0
    for i = 0 to len5 - 1
        w = (len5 - i) * len5
        n := n + w
        s := s + src5[i] * w
    s / n

hm = 2.0 * p(src1, floor(len5 / 2)) - p(src1, len5)
vhma = p(hm, floor(sqrt(len5)))
lineColor = vhma > vhma[1] ? color.lime : color.red
plot(vhma, title="VHMA", color=lineColor ,linewidth=3)
hColor = true,vis = true
hu = hColor ? (vhma > vhma[2] ? #00ff00 : #ff0000) : #ff9800

vl = vhma[0]
ll = vhma[1]
m1 = plot(vl, color=hu, linewidth=1, transp=60)
m2 = plot(vis ? ll : na,  color=hu, linewidth=2, transp=80)

fill(m1, m2,  color=hu, transp=70)
//

b = timeframe.isintraday and timeframe.multiplier >= 1 ? 
   60 / timeframe.multiplier * 7 : 
   timeframe.isintraday and timeframe.multiplier < 60 ? 
   60 / timeframe.multiplier * 24 * 7 : 7



//
res5 = input("D", type=input.resolution)

o = security(syminfo.tickerid, res5, open, barmerge.gaps_off, barmerge.lookahead_on)
c = security(syminfo.tickerid, res5, close, barmerge.gaps_off, barmerge.lookahead_on)
hz = security(syminfo.tickerid, res5, high, barmerge.gaps_off, barmerge.lookahead_on)
l = security(syminfo.tickerid, res5, low, barmerge.gaps_off, barmerge.lookahead_on)



col = c >= o ? color.lime : color.red

ppo = plot(b ? o >= c ? hz : l : o, color=col, title="Open", style=plot.style_stepline, transp=100)
ppc = plot(b ? o <= c ? hz : l : c, color=col, title="Close", style=plot.style_stepline, transp=100)

plot(b and hz > c ? hz : na, color=col, title="High", style=plot.style_circles, linewidth=2,transp=60)
plot(b and l < c ? l : na, color=col, title="Low", style=plot.style_circles,linewidth=2, transp=60)

fill(ppo, ppc, col)

//
// INPUTS //
st_mult   = input(1,   title = 'SuperTrend Multiplier', minval = 0, maxval = 100, step = 0.01)
st_period = input(50, title = 'SuperTrend Period',     minval = 1)

// CALCULATIONS //
up_lev =l - (st_mult * atr(st_period))
dn_lev = hz + (st_mult * atr(st_period))

up_trend   = 0.0
up_trend   := c[1] > up_trend[1]   ? max(up_lev, up_trend[1])   : up_lev

down_trend = 0.0
down_trend := c[1] < down_trend[1] ? min(dn_lev, down_trend[1]) : dn_lev

// Calculate trend var
trend = 0
trend := c > down_trend[1] ? 1: c < up_trend[1] ? -1 : nz(trend[1], 1)

// Calculate SuperTrend Line
st_line = trend ==1 ? up_trend : down_trend

// Plotting
//plot(st_line[1], color = trend == 1 ? color.green : color.red , style = plot.style_cross, linewidth = 2, title = "SuperTrend")
buy=crossover( c, st_line)
sell=crossunder(c, st_line)
signal=input(false)

/////////////// Plotting /////////////// 
plotshape(signal and buy, style=shape.triangleup, size=size.normal, location=location.belowbar, color=color.lime)
plotshape(signal and sell, style=shape.triangledown, size=size.normal, location=location.abovebar, color=color.red)


if (buy)
    strategy.entry("My Long Entry Id", strategy.long)

if (sell)
    strategy.entry("My Short Entry Id", strategy.short)