여러 시간 프레임 필터 트렌드 전략

저자:차오장, 날짜: 2023-09-26 20:36:57
태그:

전반적인 설명

이 전략은 이동 평균, 상대 강도 지수 (RSI), 이동 평균 방향 및 기타 기술적 지표를 합리적으로 적용하여 추세를 정확하게 판단합니다. 이중 이동 평균의 길고 짧은 판단에 따라 잘못된 브레이크오프를 피하기 위해 길고 짧은 필터링을 위해 RSI 지표가 추가됩니다. 한편, 다른 주기의 이동 평균을 공동으로 관찰함으로써 트렌드 방향을 효과적으로 식별 할 수 있습니다. 전략은 큰 최적화 공간을 가지고 있으며 다른 거래 품종과 주기에 적용 할 수 있습니다.

전략 원칙

이 전략은 주로 다음과 같은 기술적 지표에 기반합니다.

  1. 이중 이동 평균: 빠른 이동 평균과 느린 이동 평균의 황금 십자가는 긴 신호를 나타냅니다. 죽음의 십자가는 짧은 신호를 의미합니다. EMA는이 전략에서 이동 평균을 계산하는 데 사용됩니다.

  2. RSI 지표: 높은 RSI 수준에서 감소하는 것은 짧은 기회를 암시하는 반면 낮은 수준에서 회복하는 것은 긴 기회를 암시합니다. 이 전략에서 RSI 논리는 트렌드 필터링에 사용됩니다.

  3. 이동평균 방향: 긴 이동평균과 짧은 이동평균의 방향을 비교하여 트렌드를 결정할 수 있습니다. 이 전략에서 장기 방향을 결정하기 위해 200주기 EMA가 사용됩니다.

거래 논리는 다음과 같습니다.

  1. 빠른 EMA가 느린 EMA를 넘을 때 장거리, 빠른 EMA가 느린 EMA를 넘을 때 단거리.

  2. 높은 RSI 수준에서 감소하면 짧은 기회가 증가하고 낮은 수준에서 회복하면 긴 기회가 증가합니다.

  3. 장기 트렌드 (200일 EMA) 에 부합하는 방향으로만 거래를 수행합니다. 즉 상승 트렌드에서 길고 하락 트렌드에서 짧습니다.

  4. 출구 포지션에서 수익을 취하고 손해를 멈추는 것을 사용하십시오.

이점 분석

이 전략의 장점은 다음과 같습니다.

  1. 여러 가지 기술 지표의 조합은 트렌드 방향을 확인하고 거짓 파업 기회를 줄이는 데 도움이 됩니다.

  2. RSI 필터를 추가하면 트렌드가 역전될 때 윙사브를 피할 수 있습니다.

  3. 단기, 중장기 및 장기적 동향을 이용하면 진입의 시기적절성과 방향성을 향상시킵니다.

  4. 스톱 로스 설정은 단일 거래의 손실을 제한하기 위해 위험 통제를 제공합니다.

  5. 조정 가능한 매개 변수는 다양한 상품에 대한 다중 시간 프레임 거래에 적응할 수 있습니다.

위험 분석

이 전략에는 몇 가지 위험도 있습니다.

  1. 스톱 손실은 강한 트렌드에서 단기적 인 인회로 인해 유발 될 수 있습니다. 더 넓은 스톱 손실 범위 또는 이동 / 트레일링 스톱 손실이 사용될 수 있습니다.

  2. 범위에 묶인 시장에서 잘못된 파업은 손실로 이어질 수 있습니다. 더 넓은 RSI 필터링 범위 또는 Donchian 채널과 같은 추가 지표가 도움이 될 수 있습니다.

  3. 부적절한 매개 변수 최적화는 과도한 거래로 이어질 수 있습니다. 각기 다른 제품에 대한 신중한 테스트와 최적화가 필요합니다.

  4. 이 전략은 전적으로 기술적인 요소에 의존합니다. 주요 추세를 결정하기 위해서는 근본적인 분석이 필요합니다.

최적화 방향

이 전략은 다음과 같은 측면에서 최적화 될 수 있습니다.

  1. 다른 시장 주기에 적응하기 위해 이동 평균 기간을 조정합니다.

  2. RSI 매개 변수를 최적화하여 긴/단 선택의 정확성을 향상시킵니다.

  3. 부진 성공률을 높이기 위해 볼링거 밴드와 켈트너 채널과 같은 추가 지표를 테스트하십시오.

  4. 트렌드를 더 잘 추적하기 위해 이동 또는 후속 스톱 손실을 실험하십시오.

  5. 트렌드가 약할 때 잘못된 신호를 줄이기 위해 범위를 깨는 작업을 연구합니다.

  6. 적당한 스톱 로스를 설정하고 위험 통제를 위해 제품 특성에 기반한 수익 값을 취합니다.

  7. 트레이드 크기를 조절하여 오버사이즈 싱글 베팅을 피합니다.

요약

이 전략은 명확한 논리를 가지고 있으며 구현하기 쉽습니다. 적절한 매개 변수 조정을 통해 용량을 따라 강한 트렌드를 가진 다양한 제품과 주기에 적용 할 수 있습니다. 범위 제한 시장에 갇히지 않도록 위험 통제가 중요합니다. 시장 조건과 개인적인 선호도에 따라 사용자 정의 최적화가 수행 될 수 있습니다.


/*backtest
start: 2023-08-26 00:00:00
end: 2023-09-08 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
strategy("Nostradamus by Wicksell 2.0", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100)

// MACD + EMA 200 *** estratégia de compra e venda (RSI, EMA, SMA) *** Doji Harami *** sobrecompra e sobrevenda *** Direção de tendência *** Divergência *** Ichimoku


// === Entradas gerais ===
// Curto
maFastSource   = input(defval = open, title = "Fast MA Source")
maFastLength   = input(defval = 14, title = "Fast MA Period", minval = 1)
// long ma
maSlowSource   = input(defval = open, title = "Slow MA Source")
maSlowLength   = input(defval = 21, title = "Slow MA Period", minval = 1)

// === Entradas relacionado a estratégia ===
tradeInvert     = input(defval = false, title = "Invert Trade Direction?")
// Entrada de riscos
inpTakeProfit   = input(defval = 100000000, title = "Take Profit", minval = 0)
inpStopLoss     = input(defval = 5000, title = "Stop Loss", minval = 0)
inpTrailStop    = input(defval = 1000, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset  = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)

// === Valores de gerenciamento de riscos ===
// if an input is less than 1, assuming not wanted so we assign 'na' value to disable it.
useTakeProfit   = inpTakeProfit  >= 1 ? inpTakeProfit  : na
useStopLoss     = inpStopLoss    >= 1 ? inpStopLoss    : na
useTrailStop    = inpTrailStop   >= 1 ? inpTrailStop   : na
useTrailOffset  = inpTrailOffset >= 1 ? inpTrailOffset : na

// === Configurações de série ===
/// 
maFast = ema(maFastSource, maFastLength)
maSlow = ema(maSlowSource, maSlowLength)


// === Lógica ===
// is fast ma above slow ma?
aboveBelow = maFast >= maSlow ? true : false
// are we inverting our trade direction?
tradeDirection = tradeInvert ? aboveBelow ? false : true : aboveBelow ? true : false




// MACD + EMA 200



// Input
source = input(close)
fastLength = input(12, minval=1, title="MACD fast moving average")
slowLength=input(26,minval=1, title="MACD slow moving average")
signalLength=input(9,minval=1, title="MACD signal line moving average")
veryslowLength=input(200,minval=1, title="Very slow moving average")
switch1=input(true, title="Enable Bar Color?")
switch2=input(true, title="Enable Moving Averages?")
switch3=input(true, title="Enable Background Color?")

// Calculation
fastMA = sma(source, fastLength)
slowMA = sma(source, slowLength)
veryslowMA = sma(source, veryslowLength)
macd = fastMA - slowMA
signal = sma(macd, signalLength)
hist = macd - signal

// Colors
MAtrendcolor = change(veryslowMA) > 0 ? green : red
trendcolor = fastMA > slowMA and change(veryslowMA) > 0 and close > slowMA ? green : fastMA < slowMA and change(veryslowMA) < 0 and close < slowMA ? red : blue
bartrendcolor = close > fastMA and close > slowMA and close > veryslowMA and change(slowMA) > 0 ? green : close < fastMA and close < slowMA and close < veryslowMA and change(slowMA) < 0 ? red : blue
backgroundcolor = slowMA > veryslowMA and crossover(hist, 0) and macd > 0 and fastMA > slowMA and close[slowLength] > veryslowMA ? green : slowMA < veryslowMA and crossunder(hist, 0) and macd < 0 and fastMA < slowMA and close[slowLength] < veryslowMA ? red : na
bgcolor(switch3?backgroundcolor:na,transp=80)
barcolor(switch1?bartrendcolor:na)

// Output
F=plot(switch2?fastMA:na,color=trendcolor)
W=plot(switch2?slowMA:na,color=trendcolor,linewidth=2)
V=plot(switch2?veryslowMA:na,color=MAtrendcolor,linewidth=4)
fill(F,V,color=gray)


// estratégia de compra e venda wicksell


// Estratégia longo 
longEntry() => rsi(close, 2) <= 20 and close >= sma(close, 200) and ema(close, 20)
longExit() => ema(close, 80) and rsi(close, 2) >= 80


strategy.entry(id = "Compra", long = true, when = longEntry())
strategy.close(id = "Compra", when = longExit())
strategy.exit("Feche a ordem", from_entry = "Venda", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)

// Estratégia curta
shortEntry() => rsi(close, 2) >= 80 and close <= sma(close, 200) and ema(close, 80)
shortExit() => low <= ema(close, 20) and rsi(close, 2) <= 10


strategy.entry(id = "Venda", long = false, when = shortEntry())
strategy.close(id = "Venda", when = shortExit())
strategy.exit("feche a ordem", from_entry = "Compra", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)




// Sobrecompra e Sobrevenda



backtime = input(title='Period',  defval=5)
overbought = input(title='RSI Overbought',  defval=74)
oversold = input(title='RSI Oversold',  defval=24)

calcSpread(k) =>
    ((high[k] - low[k]) / high[k])*100

isOversold(k) =>
    key = k <= 1 ? 0 : k - 1
    rsi(close[k], backtime) <= oversold and volume[k] >= volume[key]

isOverbought(k) =>
    key = k <= 1 ? 0 : k - 1
    rsi(close[k], backtime) >= overbought and volume[k] >= volume[key]

plotshape(isOverbought(1) and isOverbought(0), style=shape.labeldown, location=location.abovebar, color=#ff0000)
plotshape(isOversold(1) and isOversold(0), style=shape.labelup, location=location.belowbar, color=green)


// Bandas

// Script created by JoinFree
// BollingerBands added for reference
// Buy Long when you see a Green colour bar 
// Sell Short when you see a Red colour bar
mysignal = ema(close, 12) - ema(close, 26)
barcolor(mysignal[0] > mysignal[1] ? green : red)
length = input(20, minval=1), mult = input(2.0, minval=0.001, maxval=50)
basis = sma(source, length)
dev = mult * stdev(source, length)
upper = basis + dev
lower = basis - dev
p1 = plot(upper, color=white)
p2 = plot(lower, color=white)
fill(p1, p2)



// Padrão candle


delta = close - open
gap = open - close[1]
is_up = delta >= 0
high_len = is_up ? high - close : high - open
low_len = is_up ? open - low : close - low
mod_delta = delta<0 ? -delta:delta
avg_mod = (mod_delta + mod_delta[1] + mod_delta[2] + mod_delta[3] + mod_delta[4] + mod_delta[5] + mod_delta[6] + mod_delta[7] + mod_delta[8] + mod_delta[9])/10

// ENGULF
is_bearish_engulf = -delta > delta[1]*2 and delta[1] > 0 and delta < 0 and delta[2] > 0
is_bullish_engulf = delta > -delta[1]*2 and delta[1] < 0 and delta > 0 and delta[2] < 0
plotshape(is_bearish_engulf, style=shape.triangledown, location=location.abovebar, color=white, title='bearish_englf')
plotshape(is_bearish_engulf, style=shape.triangledown, location=location.abovebar, color=white, title='bearish_englf')
plotshape(is_bullish_engulf, style=shape.triangleup, location=location.belowbar, color=yellow, title='bullish_englf')

// DOJI
is_doji_up = delta*10 < mod_delta and (high-low) > mod_delta*10 and delta[1] < 0
is_doji_down = delta*10 < mod_delta and (high-low) > mod_delta*10 and delta[1] > 0
plotshape(is_doji_down, style=shape.triangledown, location=location.abovebar, color=white, title='doji_down')
plotshape(is_doji_down, style=shape.triangledown, location=location.abovebar, color=white, title='doji_down')
plotshape(is_doji_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='doji_up')

// DOJI DRAGONFLY
is_doji_dr_up = delta*10 < mod_delta and low_len*10 < mod_delta and high_len > mod_delta*5 and delta[1] < 0
is_doji_dr_down = delta*10 < mod_delta and high_len*10 < mod_delta and low_len > mod_delta*5 and delta[1] > 0
plotshape(is_doji_dr_down, style=shape.triangledown, location=location.abovebar, color=white, title='doji_dr_down')
plotshape(is_doji_dr_down, style=shape.triangledown, location=location.abovebar, color=white, title='doji_dr_down')
plotshape(is_doji_dr_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='doji_dr_up')

// 3 SAME TICK
same_up = delta > mod_delta*2 and delta[1] > mod_delta[1]*2 and delta[2] > mod_delta[2]*2 and is_up 
same_down = delta*2 < mod_delta and (high-low) > mod_delta*10 and delta[1] > 0
plotshape(same_down, style=shape.triangledown, location=location.abovebar, color=white, title='3_same_down')
plotshape(same_down, style=shape.triangledown, location=location.abovebar, color=white, title='3_same_down')
plotshape(same_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='3_same_up', offset=2)
plotshape(same_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='3_same_up')
plotshape(same_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='3_same_up', offset=1)

// ichimoku

turningPeriods = input(9, minval=1), standardPeriods = input(26, minval=1)
leadingSpan2Periods = input(52, minval=1), displacement = input(26, minval=1)
donchian(len) => avg(lowest(len), highest(len))
turning = donchian(turningPeriods)
standard = donchian(standardPeriods)
leadingSpan1 = avg(turning, standard)
leadingSpan2 = donchian(leadingSpan2Periods)
 
plot(turning, title = 'Tenkan-Sen (9 Period)', linewidth=4, color=white)
plot(standard, title = 'Kinjun-Sen (26 Period)', linewidth=4, color=orange)

 
spanColor = leadingSpan1>=leadingSpan2 ? lime : red

p3 = plot(leadingSpan1, title = 'Senkou Span A (26 Period)', linewidth=4, offset = displacement, color=spanColor)
p4 = plot(leadingSpan2, title = 'Senkou Span B (52 Period)', linewidth=4, offset = displacement, color=spanColor)
 
fill(p3, p4, color=silver, transp=40, title='Kumo (Cloud)')




// direção de tendência



//izole dip - Isolated Bottom
d02=low
d12=low[1]
izdip2=low[2]
d32=low[3]
d42=low[4]
h32=high[3]
h22=high[2]

//izole tepe - Isolated Peak
t02=high
t12=high[1]
iztepe2=high[2]
t32=high[3]
t42=high[4]
L32=low[3]
L22=low[2]



izotepe1=iff((iztepe2>t02 and iztepe2>=t12 and iztepe2>t32 and iztepe2>t42 and low[1]>min(L32,L22) and low<min(L32,L22)),-1,na)
izotepe2=iff(t12>t02 and t12>iztepe2 and t12>t32 and low<min(L22,low[1]),-2,na)

izodip1=iff((izdip2<d02 and izdip2<d12 and izdip2<d32 and izdip2<d42 and high[1]<max(h32,h22) and high>max(h32,h22)),1,na)
izodip2=iff(d12<d02 and d12<izdip2 and d12<d32 and high>max(h22,high[1]),1,na)


plotarrow(izotepe1, colordown=white, offset = -2, transp=60)
plotarrow(izotepe2, colordown=white, offset = -1, transp=60)
plotarrow(izodip1, colorup=yellow, offset = -2, transp=40)
plotarrow(izodip2, colorup=yellow, offset = -1, transp=40)




// detector de divergência



//@version=2
//Credit to https://www.tradingview.com/script/p3oqCa56-Pekipek-s-PPO-Divergence-BETA/ (I just changed the visuals and added alerts)


topbots = input(false, title="Show PPO peak/trough triangles?")
long_term_div = input(true, title="Use long term divergences?")
div_lookback_period = input(55, minval=1, title="Lookback Period")
fastLength1 = input(12, minval=1, title="PPO Fast")
slowLength1=input(26, minval=1, title="PPO Slow")
signalLength1=input(9,minval=1, title="PPO Signal")
smoother = input(2,minval=1, title="PPO Smooth")
fastMA1 = ema(source, fastLength1)
slowMA1 = ema(source, slowLength1)
macd3 = fastMA1 - slowMA1
macd4=(macd3/slowMA1)*100
d = sma(macd4, smoother) // smoothing PPO
 
bullishPrice = low 

priceMins = bullishPrice > bullishPrice[1] and bullishPrice[1] < bullishPrice[2] or low[1] == low[2] and low[1] < low and low[1] < low[3] or low[1] == low[2] and low[1] == low[3] and low[1] < low and low[1] < low[4] or low[1] == low[2] and low[1] == low[3] and low[1] and low[1] == low[4] and low[1] < low and low[1] < low[5] // this line identifies bottoms and plateaus in the price
oscMins= d > d[1] and d[1] < d[2] // this line identifies bottoms in the PPO

BottomPointsInPPO = oscMins

bearishPrice = high
priceMax = bearishPrice < bearishPrice[1] and bearishPrice[1] > bearishPrice[2] or high[1] == high[2] and high[1] > high and high[1] > high[3] or high[1] == high[2] and high[1] == high[3] and high[1] > high and high[1] > high[4] or high[1] == high[2] and high[1] == high[3] and high[1] and high[1] == high[4] and high[1] > high and high[1] > high[5]  // this line identifies tops in the price
oscMax = d < d[1] and d[1] > d[2]   // this line identifies tops in the PPO

TopPointsInPPO = oscMax

currenttrough4=valuewhen (oscMins, d[1], 0) // identifies the value of PPO at the most recent BOTTOM in the PPO
lasttrough4=valuewhen (oscMins, d[1], 1) // NOT USED identifies the value of PPO at the second most recent BOTTOM in the PPO
currenttrough5=valuewhen (oscMax, d[1], 0) // identifies the value of PPO at the most recent TOP in the PPO
lasttrough5=valuewhen (oscMax, d[1], 1) // NOT USED identifies the value of PPO at the second most recent TOP in the PPO

currenttrough6=valuewhen (priceMins, low[1], 0) // this line identifies the low (price) at the most recent bottom in the Price
lasttrough6=valuewhen (priceMins, low[1], 1) // NOT USED this line identifies the low (price) at the second most recent bottom in the Price
currenttrough7=valuewhen (priceMax, high[1], 0) // this line identifies the high (price) at the most recent top in the Price
lasttrough7=valuewhen (priceMax, high[1], 1) // NOT USED this line identifies the high (price) at the second most recent top in the Price

delayedlow = priceMins and barssince(oscMins) < 3 ? low[1] : na
delayedhigh = priceMax and barssince(oscMax) < 3 ? high[1] : na

// only take tops/bottoms in price when tops/bottoms are less than 5 bars away
filter = barssince(priceMins) < 5 ? lowest(currenttrough6, 4) : na
filter2 = barssince(priceMax) < 5 ? highest(currenttrough7, 4) : na

//delayedbottom/top when oscillator bottom/top is earlier than price bottom/top
y11 = valuewhen(oscMins, delayedlow, 0)
y12 = valuewhen(oscMax, delayedhigh, 0)

// only take tops/bottoms in price when tops/bottoms are less than 5 bars away, since 2nd most recent top/bottom in osc
y2=valuewhen(oscMax, filter2, 1) // identifies the highest high in the tops of price with 5 bar lookback period SINCE the SECOND most recent top in PPO
y6=valuewhen(oscMins, filter, 1) // identifies the lowest low in the bottoms of price with 5 bar lookback period SINCE the SECOND most recent bottom in PPO

long_term_bull_filt = valuewhen(priceMins, lowest(div_lookback_period), 1)
long_term_bear_filt = valuewhen(priceMax, highest(div_lookback_period), 1)

y3=valuewhen(oscMax, currenttrough5, 0) // identifies the value of PPO in the most recent top of PPO 
y4=valuewhen(oscMax, currenttrough5, 1) // identifies the value of PPO in the second most recent top of PPO 

y7=valuewhen(oscMins, currenttrough4, 0) // identifies the value of PPO in the most recent bottom of PPO
y8=valuewhen(oscMins, currenttrough4, 1) // identifies the value of PPO in the SECOND most recent bottom of PPO

y9=valuewhen(oscMins, currenttrough6, 0)
y10=valuewhen(oscMax, currenttrough7, 0)

bulldiv= BottomPointsInPPO ? d[1] : na // plots dots at bottoms in the PPO
beardiv= TopPointsInPPO ? d[1]: na // plots dots at tops in the PPO

i = currenttrough5 < highest(d, div_lookback_period) // long term bearish oscilator divergence
i2 = y10 > long_term_bear_filt // long term bearish top divergence
i3 = delayedhigh > long_term_bear_filt // long term bearish delayedhigh divergence

i4 = currenttrough4 > lowest(d, div_lookback_period) // long term bullish osc divergence
i5 = y9 < long_term_bull_filt // long term bullish bottom div
i6 = delayedlow < long_term_bull_filt // long term bullish delayedbottom div

//plot(0, color=gray)
//plot(d, color=black)
//plot(bulldiv, title = "Bottoms", color=maroon, style=circles, linewidth=3, offset= -1)
//plot(beardiv, title = "Tops", color=green, style=circles, linewidth=3, offset= -1)


bearishdiv1 = (y10 > y2 and oscMax and y3 < y4) ? true : false
bearishdiv2 = (delayedhigh > y2 and y3 < y4) ? true : false
bearishdiv3 = (long_term_div and oscMax and i and i2) ? true : false
bearishdiv4 = (long_term_div and i and i3) ? true : false

bullishdiv1 = (y9 < y6 and oscMins and y7 > y8) ? true : false
bullishdiv2 = (delayedlow < y6 and y7 > y8) ? true : false
bullishdiv3 = (long_term_div and oscMins and i4 and i5) ? true : false
bullishdiv4 = (long_term_div and i4 and i6) ? true : false

bearish = bearishdiv1 or bearishdiv2 or bearishdiv3 or bearishdiv4
bullish = bullishdiv1 or bullishdiv2 or bullishdiv3 or bullishdiv4
 
greendot = beardiv != 0 ? true : false
reddot = bulldiv != 0 ? true : false


plotshape(bearish ? d : na, text='▼\nP', style=shape.labeldown, location=location.abovebar, color=maroon, textcolor=white, offset=0)
plotshape(bullish ? d : na, text='P\n▲', style=shape.labelup, location=location.belowbar, color=green, textcolor=white, offset=0)
plotshape(topbots and greendot ? d : na, text='', style=shape.triangledown, location=location.abovebar, color=maroon, offset=-1)
plotshape(topbots and reddot ? d : na, text='', style=shape.triangleup, location=location.belowbar, color=green, offset=-1)

//barcolor(bearishdiv1 or bearishdiv2 or bearishdiv3 or bearishdiv4 ? orange : na)
//barcolor(bullishdiv1 or bullishdiv2 or bullishdiv3 or bullishdiv4 ? fuchsia : na)
//barcolor(#dedcdc)



// compra e venda por ema



r7=input(100, title="Period",  minval=1)
b7=ema(close,r7)
buy7=close>b7 and low<=b7 and open>b7 or open<b7 and close>b7
sell7=close<b7 and high>=b7 and open<b7 or open>b7 and close<b7
plotshape(buy7, color=green, location=location.belowbar, style=shape.arrowup, transp=10, text="Buy")
plotshape(sell7, color=red, location=location.abovebar, style=shape.arrowdown, transp=10, text="Sell")



// doji harami


pctDw = input(60,minval=0,maxval=90,title="Doji, Min % of Range of Candle for Wicks")
pipMin= input(0,minval=0,title="Doji, Previous Candle Min Pip Body Size")
sname=input(true,title="Show Price Action Bar Names")
cbar = input(false,title="Highlight Harami & Doji Bars")
sHm    = input(false,title="Show Only Harami Style Doji's")
setalm = input(true, title="Generate Alert for Harami & Doji Bars")
uha   =input(true, title="Use Heikin Ashi Candles for Calculations")
bars = input(3,minval=1,maxval=3,step=1, title="Doji, Number of Lookback Bars")
//
// Use only Heikinashi Candles for all calculations
srcclose = uha ? security(heikinashi(syminfo.tickerid), timeframe.period, close) : close
srcopen = uha ? security(heikinashi(syminfo.tickerid), timeframe.period, open) : open
srchigh = uha ? security(heikinashi(syminfo.tickerid), timeframe.period, high) : high
srclow = uha ?security(heikinashi(syminfo.tickerid), timeframe.period, low) : low

//
pip = syminfo.mintick
range = srchigh - srclow


// Calculate Doji/Harami Candles
pctCDw = (pctDw/2) * 0.01
pctCDb = (100-pctDw) * 0.01

//Lookback Candles for bulls or bears
lbBull = bars==1? srcopen[1]>srcclose[1]: bars==2? (srcopen[1]>srcclose[1] and srcopen[2]>srcclose[2]): bars==3?(srcopen[1]>srcclose[1] and srcopen[2]>srcclose[2] and srcopen[3]>srcclose[3]):false
lbBear = bars==1? srcopen[1]<srcclose[1]: bars==2? (srcopen[1]<srcclose[1] and srcopen[2]<srcclose[2]): bars==3?(srcopen[1]<srcclose[1] and srcopen[2]<srcclose[2] and srcopen[3]<srcclose[3]):false

//Lookback Candle Size only if mininum size is > 0
lbSize = pipMin==0? true : bars==1 ? (abs(srcopen[1]-srcclose[1])>pipMin*pip) :
  bars==2 ? (abs(srcopen[1]-srcclose[1])>pipMin*pip and abs(srcopen[2]-srcclose[2])>pipMin*pip) :
  bars==3 ? (abs(srcopen[1]-srcclose[1])>pipMin*pip and abs(srcopen[2]-srcclose[2])>pipMin*pip and abs(srcopen[3]-srcclose[3])>pipMin*pip) :
  false

dojiBu = (srcopen[1] >= max(srcclose,srcopen) and srcclose[1]<=min(srcclose,srcopen)) and lbSize and
  (abs(srcclose-srcopen)<range*pctCDb and (srchigh-max(srcclose,srcopen))>(pctCDw*range) and (min(srcclose,srcopen)-srclow)>(pctCDw*range))? 1 : 0

dojiBe = (srcclose[1] >= max(srcclose,srcopen) and srcopen[1]<=min(srcclose,srcopen)) and lbSize and
  (abs(srcclose-srcopen)<range*pctCDb and (srchigh-max(srcclose,srcopen))>(pctCDw*range) and (min(srcclose,srcopen)-srclow)>(pctCDw*range))? 1 : 0
  
haramiBull = (srcopen<=srcclose or (max(srcclose,srcopen)-min(srcclose,srcopen))<pip*0.5) and lbBull and dojiBu
haramiBear = (srcopen>=srcclose or (max(srcclose,srcopen)-min(srcclose,srcopen))<pip*0.5) and lbBear and dojiBe

dojiBull = not sHm and not haramiBull and not haramiBear and lbBull and dojiBu
dojiBear = not sHm and not haramiBull and not haramiBear and lbBear and dojiBe

//
plotshape(haramiBear and sname?srchigh:na,title="Bearish Harami",text='Bearish\nHarami',color=red, style=shape.arrowdown,location=location.abovebar)
plotshape(haramiBear and cbar?max(srcopen,srcclose):na,title="Bear Colour Harami",color=red, style=shape.circle,location=location.absolute,size=size.normal)
//
plotshape(haramiBull and sname?srclow:na,title="Bullish Harami",text='Bullish\nHarami',color=green, style=shape.arrowup,location=location.belowbar)
plotshape(haramiBull and cbar?max(srcopen,srcclose):na,title="Bull Colour Harami",color=green, style=shape.circle,location=location.absolute,size=size.normal)
//
plotshape(dojiBear and sname?srchigh:na,title="Bearish Doji",text='Bearish\nDoji',color=fuchsia, style=shape.arrowdown,location=location.abovebar)
plotshape(dojiBear and cbar?max(srcopen,srcclose):na,title="Bear Colour Doji",color=fuchsia, style=shape.circle,location=location.absolute,size=size.normal)
//
plotshape(dojiBull and sname?srclow:na,title="Bullish Doji",text='Bullish\nDoji',color=aqua, style=shape.arrowup,location=location.belowbar)
plotshape(dojiBull and cbar?max(srcopen,srcclose):na,title="Bull Colour Doji",color=aqua, style=shape.circle,location=location.absolute,size=size.normal)

// Only Alert harami Doji's
bcolor = haramiBull ? 1 : haramiBear ? 2 : dojiBull ? 3 : dojiBear ? 4 : 0
baralert = setalm and bcolor>0
alertcondition(baralert,title="PACDOJI Alert",message="PACDOJI Alert")

//
plotshape(na(baralert[1])?na:baralert[1], transp=0,style=shape.circle,location=location.bottom, offset=-1,title="Bar Alert Confirmed", 
  color=bcolor[1]==1 ? green : bcolor[1]==2? red : bcolor[1]==3? aqua : bcolor[1]==4? fuchsia : na)

//

더 많은