ML 경고 템플릿
저자:차오장, 날짜: 2022-05-17 10:48:20태그:EMAATRSMA
이 지표/연구 스크립트를 만든 이유는 같은 알레르트가 여러 번 발사되는 문제를 겪었기 때문입니다. 예를 들어, 이미 롱에 있을 때 긴 신호를 유발할 것입니다. 매우 기본적인 전략으로는 문제가 없을 것이라고 생각합니다. 하지만 더 큰 스크립트와 많은 변수로 인해 복잡성을 만드는 것 같습니다.
이것은 트레이딩 라인 오시레이터에 의해 해결되며 이전보다 새롭고 다른 위치로 전환 할 때만 알레르트를 유발합니다.
만약 당신이 롱에 있고 또 다시 롱을 신호하면, 이것은 경고 설정에서
이 빠른 예제 스크립트는 EMA 10, EMA 200, emaPlus1Atr 및 emaMinus1Atr를 사용합니다.
스크립트에서 사용하기 위해, 당신은 변경하고 자신의 BUY/SELL/EXIT 신호를 추가해야 합니다.
//// 여기서 구매/판매/출출 신호를 입력하세요: ////
//////////////////////////////////////////////////
누군가 이것을 유용하게 찾기를 바랍니다. 아니면 여러분의 트레이딩 전략과 스크립트에 대한 추가적인 시각적 확인일 수도 있습니다.
백트 테스트
/*backtest
start: 2022-04-16 00:00:00
end: 2022-05-15 23:59:00
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/
// © zombie76
//@version=5
indicator("ML Alerts Template [indicator]", shorttitle = "ML Alerts Template [indicator]", overlay=false)
/////////////////////////////////////////////////////////////////////////
tradeshorts = input(title='- *Trade Shorts* - ', defval=true)
tradeexitsignals = input(title='- *Trade Exits* -', defval=true)
/////////////////////////////////////////////////////////////////////////
src = (close)
source = (close)
///////////////////// EMA's ////////////////////////
p10=input(title="EMA 1",defval=10)
p200=input(title="EMA 2",defval=200)
ema10=ta.ema(close,p10)
ema200=ta.ema(close,p200)
////////////////////////////////////////////////////
//************* ATR ***************//
lengthatr = input(12, title="ATR Length")
atr = ta.rma(ta.tr(true), lengthatr)
ema = ta.ema(close, lengthatr)
emaPlus1Atr = ema + atr
emaMinus1Atr = ema - atr
//************ END ATR ***********//
////////////////////////////// HIST ///////////////////////////////////
fastLengthHist = input(title='Hist Fast Length',defval=12)
slowLengthHist=input(title='Hist Slow Length',defval=26)
signalLength=input(title='Hist Signal Length',defval=9)
fastMA = ta.ema(source, fastLengthHist)
slowMA = ta.ema(source, slowLengthHist)
macd = fastMA - slowMA
signal = ta.sma(macd, signalLength)
hist = macd - signal
///////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////
//// INPUT YOUR BUY/SELL/EXIT SIGNALS HERE: ////
//////////////////////////////////////////////////
tradeups = ema10 > ema10[1] and low > emaMinus1Atr and hist > hist[1] // LONG
tradeexits = tradeexitsignals and (ema10 < ema10[1]) and not tradeups // Exit Long
tradedowns = ((ema10 < ema10[1] and hist < hist[1]) or (high > emaPlus1Atr and close < emaPlus1Atr and close < open and hist < hist[1])) and not tradeups // SHORT
exitshort = low < emaMinus1Atr and close > open and ema10 > ema10[1] and hist > hist[1] // Exit Short
//////////////////////////////////////////////////
//////////////////////////////////////////////////
///////////////////////////////// Buy Sell Line ///////////////////////////////////////////
////////////////////////// DO NOT EDIT ANYTHING BELOW /////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////
// Filters out signals if opposite signal is also on:
heikDownColor() => tradedowns
heikUpColor() => tradeups
heikExitColor() => tradeexitsignals and tradeexits
previnashort = 0
previnalong = 0
previnaexit = 0
// Heiki Down Filter //
//short//
inashort_filt = heikDownColor() and tradeshorts and not heikUpColor()
previnashort := inashort_filt ? 1 : heikUpColor() ? -1 : previnashort[1]
inashort2 = previnashort[1] == 1
// Heiki Up Filter //
//long//
inalong_filt = heikUpColor() and not (heikDownColor() or tradeexits)
previnalong := inalong_filt ? 1 : heikDownColor() ? -1 : previnalong[1]
inalong2 = previnalong[1] == 1
// Heiki Exit Filter //
//exit//
inaexit_filt = heikExitColor() and not heikDownColor() and not (heikUpColor() or tradeups)
previnaexit := inaexit_filt ? 1 : heikDownColor() or heikUpColor() ? -1 : previnaexit[1]
inaexit2 = previnaexit[1] == 1
// Heiki Exit Filter 2 //
//exit short//
previnasexits = 0
inasexits_filt = exitshort and (inashort2 or tradedowns) and not tradeups //and not tradedowns[1]
previnasexits := inasexits_filt ? 1 : heikDownColor() or heikUpColor() ? -1 : previnasexits[1]
inasexit2 = previnasexits[1] == 1 //and not exitshort[1]
///////////////////////////////////////////////////////
heikDownColor_filt = (heikDownColor() and not heikUpColor()) or (heikDownColor() and not heikExitColor())
heikUpColor_filt = tradeups or ((heikUpColor() or inalong2) and not (tradeexits or tradedowns or (inaexit2 and not tradeups)))
heikExitColor_filt = heikExitColor() and not (heikDownColor_filt or tradeups)
heikNeuColor_filt = (heikUpColor() or heikDownColor() or tradeups)
prev5 = 0
prev5 := (heikUpColor_filt and (not (tradedowns or tradeexits))) or tradeups ? 1000 : (tradeshorts and tradedowns) or not (inashort2 and (exitshort or inasexit2)) and (tradeshorts and (inashort2 or heikDownColor_filt)) ? -1000 : not (tradeups or heikUpColor_filt) and (((not tradeshorts and (heikExitColor_filt)) or (inashort2 and exitshort) or (tradeshorts and tradeexits and heikUpColor_filt and not (heikDownColor_filt)) or (tradeshorts and tradeexits and not heikDownColor_filt and not heikUpColor_filt))) ? 0 : prev5[0]
plot(prev5, color=color.new(color.aqua, 10), style=plot.style_stepline, title='Trade Line')
shortdata2 = prev5[0] == -1000 and (heikDownColor_filt or inashort2) //and heikNeuColor_filt
longdata2 = prev5[0] == 1000 and (heikUpColor_filt or not (heikExitColor_filt or heikDownColor_filt))
exitdata2 = prev5[0] == 0 and not (heikNeuColor_filt or heikDownColor_filt)
////////////////////// END Buy Sell Line ///////////////////////////////////
/////////////////////////////////// Plot Dots //////////////////////////////
plotshape(longdata2 and not tradeexits, style=shape.diamond, location=location.bottom, color=color.new(color.lime, 50)) //LONG
plotshape(shortdata2 and tradeshorts, style=shape.diamond, location=location.bottom, color=color.new(color.red, 50)) // SHORT
plotshape(exitdata2 and not (tradeups or heikUpColor_filt), style=shape.diamond, location=location.bottom, color=color.new(color.purple, 50)) // EXIT
plotshape(tradeups and not tradeups[1], style=shape.diamond, location=location.bottom, color=color.new(color.lime, 0)) //LONG
plotshape(tradedowns and tradeshorts and not tradedowns[1], style=shape.diamond, location=location.bottom, color=color.new(color.red, 0)) // SHORT
plotshape(prev5[0] == 0 and (prev5[1] > 0 or prev5[1] < 0) and not (tradeups or heikUpColor_filt), style=shape.diamond, location=location.bottom, color=color.new(color.white, 70))
////////////////////////////////////////////////////////////////////////////
/////////////////////////////////
GoLong = prev5[0] > 0 and prev5[1] < 900
GoShort = prev5[0] < 0 and prev5[1] > -900
GoExit = prev5[0] == 0 and (prev5[1] > 0 or prev5[1] < 0)
///////////// Alerts ////////////////
alertcondition(condition=GoLong,
title="1_Warp LONG",
message="LONG *")
alertcondition(condition=GoShort and tradeshorts,
title="2_Warp SHORT",
message="SHORT *")
alertcondition(condition=GoExit,
title="3_EXIT Warp",
message="EXIT *")
////// Alerts Add to Position //////
alertcondition(condition=tradeups and not exitdata2[1] and not tradeups[1],
title="4_Warp Add to LONG",
message="LONG *increase")
alertcondition(condition=tradedowns and tradeshorts and not exitdata2[1] and not tradedowns[1],
title="5_Warp Add to SHORT",
message="SHORT *increase")
//////////////// END ALL /////////////////////
if GoLong
strategy.entry("Enter Long", strategy.long)
else if GoShort
strategy.entry("Enter Short", strategy.short)
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