TMA-레거시

저자:차오장, 날짜: 2022-05-09 22:38:11
태그:RSI

이것은 PhoenixBinary의 원래 TMA-RSI 디버전스 지표에 기반한 스크립트입니다. 피닉스 바이너리 커뮤니티와 TMA 커뮤니티는 피닉스 바이너리 (Phoenix Binary) 가 사망한 후 커뮤니티의 추가 사용 및 개정을 위해 이 버전을 공개 코드로 만들었습니다.

의도된 용도는 원본과 동일하지만 일부 계산은 다르며 원본과 동일한 작용이나 신호가 없을 수 있습니다.

원래 게시된 지표의 설명. 이 지표는 아티와 크리스티로부터 영감을 받았습니다.

█ 구성요소

이 지표의 간결한 개요는 원래 게시된 지표입니다.

1 RSI 분산 아르티는 RSI 분리를 입력 포인트와 가능한 반전을 찾기 위한 도구로 사용합니다. 그는 전통적인 과잉 구매/ 과잉 판매를 사용하지 않습니다. 그는 50 라인을 사용합니다. 이 지표에는 50 라인과 부동 50 라인이 포함됩니다. 변동 50 라인은 멀티 타임프레임 평형 이동 평균입니다. 가격은 선형이 아닙니다. 따라서 50 라인은 선형이 아닙니다. RSI 라인은 시장의 현재 통제와 시장의 가능한 전환점을 보여주는 동적 색상 알고를 사용합니다.

2 평형 RSI 분차 평형 RSI 이버전스 (Glowed RSI Divergence) 는 평형 RSI 라인을 평형시키기 위해 다른 계산으로 느린 RSI입니다. 이것은 가격 행동의 다른 관점을 제공하고 추세의 장기적인 관점을 제공합니다. 부동 50의 교차가 전통적인 RSI 교차로 50을 따라 일렬화되면 부동 50의 교차가 발생합니다.

3 추진력 분산 이쪽은 숙달하는 데 시간이 좀 걸리겠지만 이쪽을 숙달하고 다른 둘과 결합하면

백테스트

/*backtest
start: 2022-02-08 00:00:00
end: 2022-05-08 00:00:00
period: 2h
basePeriod: 15m
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/
// ©Hotchachachaa, Rest in Peace Pheonix Algo(aka Doug) your community misses you and we extend our deepest sympathies to your family. 
//@version=5
//
//This indicator is based on the TMA-Divergence indicator created by PhoenixBinary for the TMA discord Community. Since Phoenix is no longer part of the community
//we did our best to recreate the indicator for the community's continued use updates and revisions. 
indicator("TMA-Legacy", overlay=false)

////////////////////////////////////inputs////////////////////////////////////////////////

displayRSI = input.string(title="RSI Type", defval="RSI Divergence", options=["RSI Divergence","RSI Smoothed","RSI Momentum"],group="Main Settings")
lenrsinordiv = input.int(title="RSI Normal Length", defval=14,minval=1, group= "RSI Normal")
lenrsismodiv = input.int(title="RSI Smoothed Length", defval=40, minval=1,group = "RSI Smoothed" )
lenrsissmoma = input.int(title="RSI Smoothed MA", defval=40,minval=1, group = "RSI Smoothed" )
lenrsimomdiv = input.int(title="RSI Normal Length", defval=5 ,minval=1, group = "RSI Momentum")
rsimommalen = input.int(34, minval=1, title="Smooth RSI MA Length",group="RSI Momentum")
srcrsidiv = input(title="RSI Source", defval=close, group="Main Settings")
lbR = input.int(title="Pivot Lookback Right", defval=5,minval=1,group="Divergence Spotter")
lbL = input.int(title="Pivot Lookback Left", defval=5,minval=1,group="Divergence Spotter")
rangeUpper = input.int(title="Max of Lookback Range", defval=60,minval=1,group="Divergence Spotter")
rangeLower = input.int(title="Min of Lookback Range", defval=5,minval=1,group="Divergence Spotter")
plotBull = input.bool(title="Plot Bullish", defval=true,group="Divergence Spotter")
plotHiddenBull = input.bool(title="Plot Hidden Bullish", defval=true,group="Divergence Spotter")
plotBear = input.bool(title="Plot Bearish", defval=true,group="Divergence Spotter")
plotHiddenBear = input.bool(title="Plot Hidden Bearish", defval=true,group="Divergence Spotter")
bearColorrsidiv = color.red
bullColorrsidiv = color.green
hiddenBullColor = color.new(color.green, 80)
hiddenBearColor = color.new(color.red, 80)
textColor = color.white
noneColor = color.new(color.white, 100)
lenDisplay= displayRSI == "RSI Divergence" ? lenrsinordiv: displayRSI == "RSI Smoothed" ? lenrsismodiv: na
rsiValue1 = ta.rsi(srcrsidiv, lenrsinordiv)

// ### Smoothed MA

averageSource = rsiValue1
typeofMA1 = "SMMA"
length_ma1 = 50
f_smma(averageSource, averageLength) =>
    smma = 0.0
    smma := na(smma[1]) ? ta.sma(averageSource, averageLength) : (smma[1] * (averageLength - 1) + averageSource) / averageLength
    smma
    
f_smwma(averageSource, averageLength) =>
    smwma = 0.0
    smwma := na(smwma[1]) ? ta.wma(averageSource, averageLength) : (smwma[1] * (averageLength - 1) + averageSource) / averageLength
    smwma
    
f_tma(averageSource, averageLength) =>
    ta.sma(ta.sma(averageSource, averageLength), averageLength)

f_dema(averageSource, averageLength) =>
    emaValue = ta.ema(averageSource, averageLength)
    2 * emaValue - ta.ema(emaValue, averageLength)

f_tema(averageSource, averageLength) =>
    ema1 = ta.ema(averageSource, averageLength)
    ema2 = ta.ema(ema1, averageLength)
    ema3 = ta.ema(ema2, averageLength)
    (3 * ema1) - (3 * ema2) + ema3 

f_ma(smoothing, averageSource, averageLength) =>
	switch str.upper(smoothing)
        "SMA"  => ta.sma(averageSource, averageLength)
        "EMA"  => ta.ema(averageSource, averageLength)
        "WMA"  => ta.wma(averageSource, averageLength)
        "HMA"  => ta.hma(averageSource, averageLength)
        "RMA"  => ta.rma(averageSource, averageLength)
        "SWMA" => ta.swma(averageSource)
        "ALMA" => ta.alma(averageSource, averageLength, 0.85, 6)
        "VWMA" => ta.vwma(averageSource, averageLength)
        "VWAP" => ta.vwap(averageSource)
        "SMMA" =>  f_smma(averageSource, averageLength)
        "SMWMA" =>  f_smwma(averageSource, averageLength)
        "DEMA" => f_dema(averageSource, averageLength)
        "TEMA"=>  f_tema(averageSource, averageLength)
        => runtime.error("Moving average type '" + smoothing + 
             "' not found!"), na
             
             
MA1 = f_ma(typeofMA1, averageSource, length_ma1)
showNormal=displayRSI=="RSI Divergence"
showSmoothed=displayRSI=="RSI Smoothed"
showMomentum = displayRSI =="RSI Momentum"
showAll= displayRSI=="All Three"
///////OB/OS lines

hline(showNormal or showSmoothed ? 80 :na, title="OverBought", linestyle=hline.style_dotted, linewidth=2)
hline(showNormal or showSmoothed ? 20 :na, title="OverSold", linestyle=hline.style_dotted, linewidth=2)
////////////////show normal

plot(showNormal? MA1 : na , linewidth=2, color=color.white)

var int colortoken=1

color1= color.green
color2 = color.yellow
color3 = color.orange
color4 = color.red

if rsiValue1>rsiValue1[1] and colortoken!=1
    colortoken:= colortoken[1] - 1

if rsiValue1<rsiValue1[1] and colortoken!=4
    colortoken:= colortoken[1] + 1 

lineColor= colortoken == 1 ? color1: colortoken ==2 ? color2 : colortoken == 3 ? color3 : colortoken == 4 ? color4 :na

plot(showNormal? rsiValue1 : na, title="RSI", linewidth=3, color=lineColor)



	
////////////show smoothed
lensig = input.int(14, title="ADX Smoothing", minval=1, maxval=50)
len = input.int(14, minval=1, title="DI Length")
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
trur = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / trur)
minus = fixnan(100 * ta.rma(minusDM, len) / trur)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), lensig)
rsisrc = ta.rsi(close,lenrsismodiv)
adxthreshold=input.int(title="adx",defval=15)
smoothColor= adx>adxthreshold and plus>minus? color.green:adx>adxthreshold and plus<minus?color.red : adx<adxthreshold?color.gray:na

rsismma = 0.0
rsismma := na(rsismma[1]) ? ta.sma(rsisrc, lenrsissmoma) : (rsismma[1] * (lenrsissmoma - 1) + rsisrc) / lenrsissmoma
rsiwsmma= ta.wma(rsismma,lenrsissmoma)
plot(showSmoothed ? rsisrc:na, linewidth=2, color=smoothColor)
plot(showSmoothed ? rsiwsmma:na, linewidth=2, color=color.white)


////////////////RSI momentum
///////////////////// normal RSI
rsiValue2 = ta.rsi(ohlc4,lenrsimomdiv)
rsiema = ta.wma(rsiValue2,rsimommalen)
normalizedRSI= (rsiValue2-50)/100

/////////////////// Normal Momentum
lenmom = input.int(5, minval=1, title=" MOM Length",group= "RSI Momentum")
srcmom = ohlc4
mom = srcmom - srcmom[lenmom]

//////////stochRSI K line
smoothK = input.int(5, "K", minval=1)
lengthRSI = input.int(5, "RSI Length", minval=1, group="RSI Momentum")
lengthStoch = input.int(34, "Stochastic Length", minval=1,group= "RSI Momentum")
src = input(ohlc4, title="RSI Source",group= "RSI Momentum")
rsi1 = ta.rsi(src, lengthRSI)
k = ((ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK))-50)/100

WTF=math.avg(mom,normalizedRSI,k)
smmaLen = input.int(25, minval=1, title="SMMA Length", group = "RSI Momentum")
smmaLen1= 2
smmaSrc = WTF
WTFsmma = 0.0
WTFsmma := na(WTFsmma[1]) ? ta.sma(smmaSrc, smmaLen1) : (WTFsmma[1] * (smmaLen1 - 1) + smmaSrc) / smmaLen1
smma = 0.0
smma := na(smma[1]) ? ta.sma(smmaSrc, smmaLen) : (smma[1] * (smmaLen - 1) + smmaSrc) / smmaLen


color1a= #0E3F01
color2a = #31FA2A
color3a = #FA6B6B
color4a = #971643

momentumColor= WTF>WTF[1] and WTF>smma ? color1a : WTF<WTF[1] and WTF>smma ? color2a : WTF>WTF[1] and WTF<smma ? color3a : WTF<WTF[1] and WTF<smma ? color4a : na



plot(showMomentum ? WTF:na, color=momentumColor, linewidth=3)
plot(showMomentum ? smma:na , linewidth=2, color=color.white)



osc= displayRSI =="RSI Divergence" ? rsiValue1 : displayRSI =="RSI Smoothed" ? rsisrc:na 

///////////divergence
plFound = na(ta.pivotlow(osc, lbL, lbR)) ? false : true
phFound = na(ta.pivothigh(osc, lbL, lbR)) ? false : true
_inRange(cond) =>
	bars = ta.barssince(cond == true)
	rangeLower <= bars and bars <= rangeUpper
	
//------------------------------------------------------------------------------
// Regular Bullish
// Osc: Higher Low

oscHL = osc[lbR] > ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])

// Price: Lower Low

priceLL = low[lbR] < ta.valuewhen(plFound, low[lbR], 1)
bullCond = plotBull and priceLL and oscHL and plFound

plot(
     displayRSI !="RSI Momentum"and plFound ? osc[lbR] : na,
     offset=-lbR,
     title="Regular Bullish",
     linewidth=2,
     color=(bullCond ? bullColorrsidiv : noneColor)
    
     )



//------------------------------------------------------------------------------
// Hidden Bullish
// Osc: Lower Low

oscLL = osc[lbR] < ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])

// Price: Higher Low

priceHL = low[lbR] > ta.valuewhen(plFound, low[lbR], 1)
hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound

plot(
	 displayRSI !="RSI Momentum" and plFound ? osc[lbR] : na,
	 offset=-lbR,
	 title="Hidden Bullish",
	 linewidth=2,
	 color=(hiddenBullCond ? hiddenBullColor : noneColor)

	 )



//------------------------------------------------------------------------------
// Regular Bearish
// Osc: Lower High

oscLH = osc[lbR] < ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])

// Price: Higher High

priceHH = high[lbR] > ta.valuewhen(phFound, high[lbR], 1)

bearCond = plotBear and priceHH and oscLH and phFound

plot(
	 displayRSI !="RSI Momentum" and phFound ? osc[lbR] : na,
	 offset=-lbR,
	 title="Regular Bearish",
	 linewidth=2,
	 color=(bearCond ? bearColorrsidiv : noneColor)

	 )


//------------------------------------------------------------------------------
// Hidden Bearish
// Osc: Higher High

oscHH = osc[lbR] > ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])

// Price: Lower High

priceLH = high[lbR] < ta.valuewhen(phFound, high[lbR], 1)

hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound

plot(
	 displayRSI !="RSI Momentum" and phFound ? osc[lbR] : na,
	 offset=-lbR,
	 title="Hidden Bearish",
	 linewidth=2,
	 color=(hiddenBearCond ? hiddenBearColor : noneColor)

	 )



// ### Alerts


if bearCond
    alert("Bearish Divergence")
else if hiddenBearCond
    alert("Hidden Bearish Divergence")
else if bullCond
    alert("Bullish Divergence")
else if hiddenBullCond
    alert("Hidden Bullish Divergence")

if hiddenBullCond
    strategy.entry("Enter Long", strategy.long)
else if hiddenBearCond
    strategy.entry("Enter Short", strategy.short)


// END ###