패러볼릭 스톱 및 리저브 다중 지표 거래 전략
저자:차오장, 날짜: 2023-12-28 17:42:10태그:
전반적인 설명
이 전략은 여러 기술적 지표를 결합합니다. 파라볼리 SAR, 트리플 기하급수적 이동 평균 (TEMA), 기하급수적 이동 평균 (EMA), 상대적 강도 지수 (RSI), 균형 부피 (OBV), 등. 주식의 가격 역전 신호를 식별하기 위해 추가 트렌드 필터링과 구매 및 판매 신호를 생성하기 위해 손실을 멈추십시오.
전략 논리
이 전략은 가격 반전 신호의 주요 지표로 파라볼릭 SAR를 사용합니다. SAR는 상승 상태에서 가격보다 높고 하락 상태에서 가격보다 낮습니다. SAR가 가격 아래에서 상승하면 판매 신호가 생성됩니다. SAR가 가격 위에서 하락하면 구매 신호가 유발됩니다.
거짓 신호를 필터하기 위해 전략은 TEMA 또는 EMA 크로스오버를 확인 신호로 사용합니다. SAR 신호가 TEMA (빠른 선이 느린 선 위에 넘는다) 또는 EMA (빠른 선이 느린 선 위에 넘는다) 크로스오버와 함께 나타날 때만 구매 신호가 생성됩니다. 마찬가지로 SAR 신호와 TEMA (빠른 선이 느린 선 아래에 넘는다) 또는 EMA (빠른 선이 느린 선 아래에 넘는다) 크로스오버만 판매 신호를 유발할 수 있습니다.
전략은 또한 RSI 지표와 OBV 지표를 대체 확인 신호로 제공합니다.
또한, 트리플 EMA 지표 그래프는 가격 트렌드에 대한 명확한 시각을 제공하기 위해 표시됩니다. 모달 지표 Ehler
여러 지표 값의 요약 표도 빠른 개요를 위해 차트의 하단에 제공됩니다.
강점
SAR, EMA/TEMA, RSI, OBV 및 기타 지표를 결합함으로써 전략은 가격 반전 신호를 효과적으로 감지하고 잘못된 브레이크오프를 피할 수 있습니다. 트리플 EMA 및 eMAMA 분석의 추가 트렌드 판단으로 정확도가 더욱 향상 될 수 있습니다.
여러 지표의 풍부한 그래픽 디스플레이는 포괄적 인 시장 관찰 및 분석을 가능하게합니다. 요약 지표는 여러 지표의 최신 상태를 빠르게 파악 할 수 있습니다.
거래 논리 규칙은 명확하고 매개 변수는 구성 가능하므로 전략은 다른 거래 도구에 적응 할 수 있습니다.
위험성
이 전략은 신호를 생성하기 위해 지표 크로스오버에 의존합니다. 잘못된 지표 매개 변수 설정은 과도한 시끄러운 신호를 생성 할 수 있습니다. 지표 매개 변수는 다른 거래 도구의 특성에 따라 조정해야합니다.
범위 및 측면 시장에서 SAR 지표는 빈번한 잘못된 신호를 생성 할 수 있습니다. 이러한 경우 트렌드 지표의 확인을 고려해야합니다.
전략의 실패는 또한 거래 도구의 부적절한 선택에서 발생할 수 있습니다. 이 전략을 적용하기 위해 중요한 경향을 가진 도구가 선호됩니다.
최적화 방향
이 전략은 다음과 같은 측면에서 향상될 수 있습니다.
- 소음 신호를 줄이기 위해 SAR 매개 변수를 최적화
- 더 나은 트렌드 판단을 위해 이동 평균 매개 변수를 최적화
- RSI와 OBV와 같은 다른 확인 지표를 시도하십시오
- 멀티 타임프레임 분석에 더 많은 보조 지표를 추가합니다.
- 거래당 손실을 제한하기 위해 스톱 로스 메커니즘을 최적화합니다.
결론
파라볼릭 스톱 앤 리저브 멀티 인디케이터 트레이딩 전략 (Parabolic Stop and Reserve Multi-Indicator Trading Strategy) 은 체계적인 구매 및 판매 신호를 형성하기 위해 일반적으로 사용되는 다양한 기술적 지표를 통합합니다. 가격 반전 지점을 효과적으로 식별 할 수 있습니다. 구성 가능한 매개 변수는 다른 거래 도구에 최적화를 쉽게합니다. 경험이 많은 양 트레이더는이 전략을 활용할 수 있습니다. 그러나 특정 도구 특성에 따라 매개 변수 조정이 필수적입니다. 또한 과도한 소음 신호를 피하기 위해 트렌딩 도구를 선택해야합니다.
/*backtest
start: 2023-12-20 00:00:00
end: 2023-12-27 00:00:00
period: 45m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//
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// ╚══════╝╚═╝ ╚═╝╚══════╝ ╚═════╝╚═╝ ╚═══╝ ╚═╝ ╚═════╝ ╚═════╝ ╚══════╝ ╚═╝ ╚═╝ ╚═════╝ ╚═╝ ╚═══╝╚═╝ ╚═╝
// https://www.tradingview.com/u/LasciviousMonk/
// © LasciviousMonk
//
//
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// This script provided freely. No guarantee of functionality is provided. You are welcome to use, revise, or modify
// this code in any way you wish. However, I kindly request that you publish any scripts originating from this code as
// 'Public'. Please do not use this code as a basis for "Protected" or "Invite Only" scripts.
//
//
// PSAR + EMA + TEMA combines Parabolic PSAR plus EMA and TEMA trendlines.
// - EMA and TEMA crossovers have an up or down triangle to indicate direction of cross. Please note
// that because these are Moving Averages (MAs), the triangle may not exactly line up with the crossover.
// - Added MESA Adaptive Moving Average (eMAMA). Crossovers of the fast and slow eMAMA may be used instead of
// EMA or TEMA.
// - Added third EMA line. May be used to filter entries. For example, set the additional EMA to 200. Buy signals
// wil only be sent if the price is greater than the additional EMA.
// - Added RSI and OBV as alternative PSAR confirmations.
//
// "Traffic Light" table: summarizes PSAR, RSI, SRSI, TEMA, EMA, eMAMA, MACD, OBV, and CMF indicators in a table.
// This is intended as a quick "heads up", not to replace the indicators themselves.
// - Arrows indicate direction of change since the last bar.
// - Moving average indicators are indicated as green if the fast MA > slow MA and fast [T]EMA is increasing, red otherwise.
// [T]EMA will be yellow if fast MA has increased over the last 2 periods but fast MA < slow MA.
// - PSAR is as green if the PSAR is increasing, red if it is decreasing.
// - RSI is indicated as green if RSI < oversold, red if RSI > overbought, yellow otherwise.
// - SRSI is indicated as green K < oversold, and red if K > overbought. If oversold < K < overbought,
// green if K > D and red if K < D.
// - MACD, OBV and CMF are green if bullish, red if bearish.
//
//
// Suggestions for use:
// - Use fast EMA crossing above slow EMA as a confirmation for PSAR signals.
// - TEMA or eMAMA can also be used for confirmation signals insead.
// - Instead of using a moving average (EMA, TEMA, etc) for confirmation, you may use RSI or OBV.
// - The "traffic light" table is intended as a "heads up" to call your attention to other indicators
// you may want to check. I suggest Cipher B/VMC Cipher_B, Neglected Volume, and/or CM_Ult_MacD_MTF
// as useful comparions.
//
// Please don't rely solely on the table. It is intended to alert you to look more closely at a plot, not to
// provide all the information you need to enter or exit a position. I find the table to be a nice companion
// to VMC Cipher_B, which can be overwhelming in its complexity.
//
// Code used:
// - TEMA With Alert by BerkSay
// - Parabolic SAR by Alex Orekhov (everget)
// - Ehlers MESA Adaptive Moving Average [LazyBear]
// - EMA, RSI and SRSI built-ins.
//@version=4
strategy(overlay=true, title="PSAR + EMA/TEMA/RSI/OBV", currency = 'USD', shorttitle="PSAR+",
pyramiding = 0, default_qty_type=strategy.percent_of_equity, default_qty_value=20,
initial_capital=5000, calc_on_every_tick=true, calc_on_order_fills=false,
commission_type=strategy.commission.percent, commission_value=0.1)
// ------------------------------------------------<[ Color Constants ]>----------------------------------------------
// Color values used from Pine Magic. https://www.tradingview.com/script/yyDYIrRQ-Pine-Color-Magic-and-Chart-Theme-Simulator/
var transparent = color.new(color.black, 100)
var darkpurple = #550055, dpurple = darkpurple // Alias for dark purple, Not recommended for use on "Dark Charts"
var purple = #990099
var fuchsia = #FF00FF
var violet = #AA00FF
var hanpurple = #6000FF
var blue = #0000FF
var cichlid = #0040FF
var azure = #0080FF
var skyblue = #00C0FF
var aqua = #00FFFF // Not recommended for use on "Light Charts" with 1px line thickness
var mint = #00FF80
var lime = #00FF00
var chartreuse = #80FF00
var yellow = #FFFF00 // Not recommended for use on "Light Charts"
var amber = #FFCC00
var orange = #FF8000
var redorange = #FF4000
var red = #FF0000
var hotpink = #FF0080
var pink = #FF80FF // Not recommended for use on "Light Charts"
// ------------------------------------------------<[ User Input ]>---------------------------------------------------
sourceGlobal = input(title="Source for indicator", defval=close, type=input.source, group="Global")
tradeLong = input(title="Create long positions?", defval=true, type=input.bool, group="Global")
tradeShort = input(title="Create short positions?", defval=false, type=input.bool, group="Global")
showPSAR = input(true, "Show PSAR?", group="PSAR")
psarStart = input(title="PSAR Start", type=input.float, step=0.001, defval=0.02, group="PSAR")
psarIncrement = input(title="PSAR Increment", type=input.float, step=0.001, defval=0.02, group="PSAR")
psarMaximum = input(title="PSAR Maximum", type=input.float, step=0.01, defval=0.2, group="PSAR")
psarConfirmation = input(title="Confirmation signal:", defval="EMA",
options=["EMA", "TEMA", "eMAMA", "RSI", "OBV"], group="PSAR")
psarHighlightStartPoints = input(title="PSAR Highlight Start Points?", type=input.bool, defval=true, group="PSAR")
psarShowLabels = input(title="PSAR Show Buy/Sell Labels?", type=input.bool, defval=true, group="PSAR")
psarHighlightState = input(title="PSAR Highlight State?", type=input.bool, defval=false, group="PSAR")
colorPSARLong = input(title="Long", type=input.color, defval=lime, group="PSAR", inline="colors")
colorPSARShort = input(title="Short", type=input.color, defval=red, group="PSAR", inline="colors")
useSL = input(defval=false, type=input.bool, title="Set stop loss to PSAR plot?")
showTEMA = input(false, "Show TEMA?", group="Triple EMA", inline="showTEMA")
showTEMAfill = input(title="Shade TEMA?", defval=false, type=input.bool, group="Triple EMA", inline="showTEMA")
lengthTEMAFast = input(title="TEMA Fast length", defval=13, minval=1, group="Triple EMA", inline="TemaFast")
colorTEMAFast = input(title="",type=input.color, defval=lime, inline="TemaFast", group="Triple EMA")
lengthTEMASlow = input(title="TEMA Slow length", defval=34, minval=1, group="Triple EMA", inline="TemaSlow")
colorTEMASlow = input(title="",type=input.color, defval=red, group="Triple EMA", inline="TemaSlow")
thicknessTEMA=input(title="Line thickness", defval=2, type=input.integer, minval=1, maxval=4, step=1, group="Triple EMA")
showEMA = input(defval=true, type=input.bool, title="Show EMA?", group="EMA", inline="showEMA")
showEMAfill = input(title="Shade EMA?", defval=false, type=input.bool, group="EMA", inline="showEMA")
lengthEMAFast = input(9, title='EMA Fast Length', step=1, type=input.integer, group="EMA", inline="EmaFast")
colorEMAFast = input(title="",type=input.color, defval=lime, inline="EmaFast", group="EMA")
lengthEMASlow = input(21, title='EMA Slow Length', step=1, type=input.integer, group="EMA", inline="EmaSlow")
colorEMASlow = input(title="",type=input.color, defval=red, group="EMA", inline="EmaSlow")
lengthEMA200 = input(200, title='EMA Additional Length', step=1, type=input.integer, group="EMA", inline="EMA200")
colorEMA200 = input(title="",type=input.color, defval=orange, group="EMA", inline="EMA200")
filterEMA200 = input(title="Use as filter?", defval=false, type=input.bool, group="EMA", inline="EMA200", tooltip="Buy and sell signals are filtered on the additional EMA line, commonly set to 200. This takes effect even if the PSAR confirmation is set to something other than EMA.")
thicknessEMA=input(title="Line thickness", defval=2, type=input.integer, minval=1, maxval=4, step=1, group="EMA")
lengthRSI = input(title="RSI Length", type=input.integer, defval=14, group="RSI")
rsiOverbought = input(title="Overbought Level", type=input.integer, defval=60, group="RSI", inline="levels")
rsiOversold = input(title="Oversold Level", type=input.integer, defval=40, group="RSI", inline="levels")
showeMAMA = input(defval=false, title="Show eMAMA?", type=input.bool, group="Ehler's MESA Adaptive Moving Average", inline="fill")
showEMAMAfill = input(title="Shade eMAMA?", defval=false, type=input.bool, group="Ehler's MESA Adaptive Moving Average", inline="fill")
fastlimitEMAMA=input(.5, title="Fast Limit", group="Ehler's MESA Adaptive Moving Average")
slowlimitEMAMA=input(.05, title="Slow Limit", group="Ehler's MESA Adaptive Moving Average")
thicknessEMAMA=input(title="Line thickness", defval=2, type=input.integer, minval=1, maxval=4, step=1, group="Ehler's MESA Adaptive Moving Average")
coloreMAMA = input(title="eMAMA",type=input.color, defval=lime, group="Ehler's MESA Adaptive Moving Average", inline="colors")
coloreFAMA = input(title="eFAMA",type=input.color, defval=red, group="Ehler's MESA Adaptive Moving Average", inline="colors")
lengthOBV = input(defval=20, title="OBV Length", type=input.integer, group="On Balance Volume")
emaOBV = input(defval=9, title="EMA length", type=input.integer, group="On Balance Volume")
lengthStoch = input(14, "Stochastic Length", minval=1, group="SRSI")
smoothK = input(3, "SRSI K Smoothing", minval=1, group="SRSI")
smoothD = input(3, "SRSI D Smoothing", minval=1, group="SRSI")
srsiOverbought = input(defval=80, title="Overbought level", type=input.integer, group="SRSI", inline="levels")
srsiOversold = input(defval=20, title="Oversold level", type=input.integer, group="SRSI", inline="levels")
lengthMACDfast = input(title="Fast Length", type=input.integer, defval=12, group="MACD")
lengthMACDslow = input(title="Slow Length", type=input.integer, defval=26, group="MACD")
lengthMACDsignal = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9, group="MACD")
lengthCMF = input(20, minval=1, group="Chaiken Money Flow")
showTable = input(defval=false, title="Show summary table?", type=input.bool, group="Summary Table")
tablePosition = input(title="Summary Table Position", defval=position.bottom_left,
options=[position.bottom_left,
position.top_left, position.bottom_right, position.top_right], group="Summary Table")
tableTextSize = input(title="Table Text Size", defval=size.tiny,
options=[size.auto, size.tiny, size.small, size.normal, size.large, size.huge], group="Summary Table")
useDateRange = input(defval=true, title="Limit backtesting by date", type=input.bool, group="Limit by date",
tooltip="Limit window for backtesting. This allows you to compare different TFs over the same period.")
rangeType = input(defval="30 Days", title="Date range:", options=["Custom", "30 Days", "90 Days", "180 Days", "Year to Date"], group="Limit by date")
startDate = input(title="Start Date (DD/MM/YYYY)", type=input.time,
defval=timestamp("1 Jan 2021 1:01 -0400"), group="Limit by date")
endDate = input(title="End Date (DD/MM/YYYY) ", type=input.time,
defval=timestamp("31 Dec 2100 19:59 -0400"), group="Limit by date", tooltip="You likely want to leave this far in the future.")
startDate := rangeType == "Custom" ? startDate :
rangeType == "30 Days" ? timenow - 2592000000 :
rangeType == "90 Days" ? timenow - 7776000000 :
rangeType == "180 Days" ? timenow - 15552000000 :
rangeType == "Year to Date" ? timestamp(syminfo.timezone, year(timenow), 01, 01, 00, 01) : na
inDateRange = (time >= startDate) and (time < endDate)
inDateRange := true
// ------------------------------------------------<[ Variable Declarations ]>----------------------------------------------
var bool psarConfirmationBuy = na
var bool psarConfirmationSell = na
var float eMAMA = na
var float eFAMA = na
var float historicalHigh = 0 // for OBV scaling
// -------------------------------------------------------<[ Functions ]>----------------------------------------------------
fDirection(series, length) =>
rising(series,length) ? "↑" : "↓"
fTEMA(sourceTEMA, length) =>
Tema1 = ema(sourceTEMA, length)
Tema2 = ema(Tema1, length)
Tema3 = ema(Tema2, length)
3 * Tema1 - 3 * Tema2 + Tema3
fMAMA(sourceEMAMA, slowlimitEMAMA, fastlimitEMAMA) =>
var float p = na
var float i2 = na
var float q2 = na
var float re = na
var float im = na
var float spp = na
sp = (4*sourceEMAMA + 3*sourceEMAMA[1] + 2*sourceEMAMA[2] + sourceEMAMA[3]) / 10.0
dt = (.0962*sp + .5769*nz(sp[2]) - .5769*nz(sp[4])- .0962*nz(sp[6]))*(.075*nz(p[1]) + .54)
q1 = (.0962*dt + .5769*nz(dt[2]) - .5769*nz(dt[4])- .0962*nz(dt[6]))*(.075*nz(p[1]) + .54)
i1 = nz(dt[3])
jI = (.0962*i1 + .5769*nz(i1[2]) - .5769*nz(i1[4])- .0962*nz(i1[6]))*(.075*nz(p[1]) + .54)
jq = (.0962*q1 + .5769*nz(q1[2]) - .5769*nz(q1[4])- .0962*nz(q1[6]))*(.075*nz(p[1]) + .54)
i2_ = i1 - jq
q2_ = q1 + jI
i2 := .2*i2_ + .8*nz(i2[1])
q2 := .2*q2_ + .8*nz(q2[1])
re_ = i2*nz(i2[1]) + q2*nz(q2[1])
im_ = i2*nz(q2[1]) - q2*nz(i2[1])
re := .2*re_ + .8*nz(re[1])
im := .2*im_ + .8*nz(im[1])
p1 = iff(im!=0 and re!=0, 360/atan(im/re), nz(p[1]))
p2 = iff(p1 > 1.5*nz(p1[1]), 1.5*nz(p1[1]), iff(p1 < 0.67*nz(p1[1]), 0.67*nz(p1[1]), p1))
p3 = iff(p2<6, 6, iff (p2 > 50, 50, p2))
p := .2*p3 + .8*nz(p3[1])
spp := .33*p + .67*nz(spp[1])
phaseEMAMA = atan(q1 / i1)
dphase_ = nz(phaseEMAMA[1]) - phaseEMAMA
dphase = iff(dphase_< 1, 1, dphase_)
alpha_ = fastlimitEMAMA / dphase
alpha = iff(alpha_ < slowlimitEMAMA, slowlimitEMAMA, iff(alpha_ > fastlimitEMAMA, fastlimitEMAMA, alpha_))
fOBV(src) =>
changeOBV = change(src)
cum(changeOBV > 0 ? volume : changeOBV < 0 ? -volume : 0*volume)
// -------------------------------------------<[ Variable Calculations ]>------------------------------------------
temaSlow = fTEMA(sourceGlobal, lengthTEMASlow)
temaFast = fTEMA(sourceGlobal, lengthTEMAFast)
shortTema = crossover(temaSlow, temaFast)
longTema = crossunder(temaSlow, temaFast)
fillTema = temaFast>temaSlow ? color.new(colorTEMAFast,80) : color.new(colorTEMASlow,80)
emaFast = ema(sourceGlobal, lengthEMAFast)
emaSlow = ema(sourceGlobal, lengthEMASlow)
ema200 = ema(sourceGlobal, lengthEMA200)
longEMA = crossover(emaFast, emaSlow)
shortEMA = crossunder(emaFast , emaSlow)
fillEMA = emaFast>emaSlow ? color.new(colorEMAFast,80) : color.new(colorEMASlow,80)
cumOBV = fOBV(sourceGlobal)
oscOBV = (cumOBV - ema(cumOBV,lengthOBV))
changeOBV = change(sourceGlobal)
shortOBV = ema(cumOBV, lengthOBV)
psar = sar(psarStart, psarIncrement, psarMaximum)
psarDir = psar < close ? 1 : -1
colorPSAR = psarDir == 1 ? color.new(#3388bb,0) : color.new(#fdcc02,0)
colorPSARFill = psarHighlightState ? (psarDir == 1 ? color.new(colorPSARLong,90) : color.new(colorPSARShort,90)) : na
psarChangeCond = psarDir != psarDir[1]
valueRSI = rsi(sourceGlobal, lengthRSI)
if psarConfirmation == "EMA"
if emaFast > emaSlow
psarConfirmationBuy := true
psarConfirmationSell := false
else if emaFast < emaSlow
psarConfirmationSell := true
psarConfirmationBuy := false
else if psarConfirmation == "TEMA"
if temaFast > temaSlow
psarConfirmationBuy := true
psarConfirmationSell := false
else if temaFast < temaSlow
psarConfirmationSell := true
psarConfirmationBuy := false
else if psarConfirmation == "eMAMA"
if eMAMA > eFAMA
psarConfirmationBuy := true
psarConfirmationSell := false
else if eMAMA < eFAMA
psarConfirmationSell := true
psarConfirmationBuy := false
else if psarConfirmation == "RSI"
if valueRSI < 40
psarConfirmationBuy := true
psarConfirmationSell := false
else if valueRSI > 60
psarConfirmationSell := true
psarConfirmationBuy := false
else if psarConfirmation == "OBV"
if oscOBV > 0
psarConfirmationBuy := true
psarConfirmationSell := false
else if oscOBV < 0
psarConfirmationSell := true
psarConfirmationBuy := false
psarBuySignal = psarDir == 1 and psarDir[1] == -1 and (filterEMA200 ? open > ema200 : true) and inDateRange
psarSellSignal = psarDir == -1 and psarDir[1] == 1 and (filterEMA200 ? open < ema200 : true) and inDateRange
eMAMA := fMAMA(sourceGlobal, slowlimitEMAMA, fastlimitEMAMA)*sourceGlobal + (1 - fMAMA(sourceGlobal, slowlimitEMAMA, fastlimitEMAMA))*nz(eMAMA[1])
eFAMA := .5*fMAMA(sourceGlobal, slowlimitEMAMA, fastlimitEMAMA)*eMAMA + (1 - .5*fMAMA(sourceGlobal, slowlimitEMAMA, fastlimitEMAMA))*nz(eFAMA[1])
longMAMA=crossover(eMAMA, eFAMA)
shortMAMA=crossunder(eMAMA,eFAMA)
fillEMAMA = eMAMA>eFAMA ? color.new(coloreMAMA, 80) : color.new(coloreFAMA, 80)
srsiK = sma(stoch(valueRSI, valueRSI, valueRSI, lengthStoch), smoothK)
srsiD = sma(srsiK, smoothD)
fastMACD = ema(sourceGlobal, lengthMACDfast)
slowMACD = ema(sourceGlobal, lengthMACDslow)
macd = fastMACD - slowMACD
signalMACD = ema(macd, lengthMACDsignal)
adCMF = close==high and close==low or high==low ? 0 : ((2*close-low-high)/(high-low))*volume
mfCMF = sum(adCMF, lengthCMF) / sum(volume, lengthCMF)
// ================================== //
// ----> Conditional Parameters <---- //
// ================================== //
// ================================== //
// -------> Risk Mitigation <-------- //
// ================================== //
// ================================== //
// --------> Logical Order <--------- //
// ================================== //
// -------------------------------------------<[ Graphical Display ]>------------------------------------------
// TEMA plots
plotTemaSlow = plot(showTEMA ? temaSlow: na, color=color.new(colorTEMASlow,20), title="TEMA Slow plot", linewidth=thicknessTEMA)
plotTemaFast = plot(showTEMA ? temaFast: na, color=color.new(colorTEMAFast,20), title="TEMA Fast plot", linewidth=thicknessTEMA)
plotshape(showTEMA and longTema ? temaFast: na, style=shape.triangleup, location=location.absolute,
size=size.tiny, title="TEMA Cross Up", color=color.new(colorTEMAFast,10))
plotshape(showTEMA and shortTema ? temaSlow: na, style=shape.triangledown, location=location.absolute,
size=size.tiny, title="TEMA Cross Down", color=color.new(colorTEMASlow,10))
fill(plotTemaFast, plotTemaSlow, color=showTEMAfill ? fillTema : transparent, title="TEMA fill")
// EMA plots
plotEmaFast = plot(showEMA ? emaFast: na, title='EMA Fast Plot', color=colorEMAFast, linewidth=thicknessEMA)
plotEmaSlow = plot(showEMA ? emaSlow: na, title='EMA Slow Plot', color=colorEMASlow, linewidth=thicknessEMA)
plotEMA200 = plot(showEMA ? ema200: na, title='EMA Additional Plot', color=colorEMA200, linewidth=thicknessEMA)
plotshape(showEMA and longEMA ? emaFast : na, style=shape.triangleup, location=location.absolute, size=size.tiny,
title="EMA Cross Up",color=colorEMAFast)
plotshape(showEMA and shortEMA ? emaFast : na, style=shape.triangledown, location=location.absolute, size=size.tiny,
title="EMA Cross Down",color=colorEMASlow)
fill(plotEmaFast, plotEmaSlow, color=showEMAfill ? fillEMA : transparent, title="EMA fill")
// PSAR plots
psarPlot = plot(showPSAR ? psar: na, title="PSAR", style=plot.style_circles, linewidth=1, color=colorPSAR)
plotshape(showPSAR and psarBuySignal and psarHighlightStartPoints ? psar : na, title="PSAR Long Start", location=location.absolute,
style=shape.circle, size=size.tiny, color=colorPSARLong)
plotshape(showPSAR and psarBuySignal and psarShowLabels and psarConfirmationBuy ? psar : na, title="PSAR Buy Label", text="Buy", location=location.absolute,
style=shape.labelup, size=size.tiny, color=colorPSARLong, textcolor=color.white)
plotshape(showPSAR and psarSellSignal and psarHighlightStartPoints ? psar : na, title="PSAR Short Start", location=location.absolute,
style=shape.circle, size=size.tiny, color=colorPSARShort)
plotshape(showPSAR and psarSellSignal and psarShowLabels and psarConfirmationSell ? psar : na, title="PSAR Sell Label", text="Sell", location=location.absolute,
style=shape.labeldown, size=size.tiny, color=colorPSARShort, textcolor=color.white)
psarMidPricePlot = plot(ohlc4, title="", display=display.none, editable=false)
fill(psarMidPricePlot, psarPlot, title="PSAR Trade State Filling", color=colorPSARFill)
ploteMAMA = plot(showeMAMA ? eMAMA : na, title="Ehler's MAMA", linewidth=thicknessEMAMA, style=plot.style_line, color=coloreMAMA)
ploteFAMA = plot(showeMAMA ? eFAMA : na, title="Ehler's FAMA", linewidth=thicknessEMAMA, style=plot.style_line, color=coloreFAMA)
plotshape(showeMAMA and longMAMA ? eFAMA: na, style=shape.triangleup, location=location.absolute, size=size.tiny, title="eMAMA Cross Up",
color=color.new(coloreMAMA,10))
plotshape(showeMAMA and shortMAMA ? eFAMA: na, style=shape.triangledown, location=location.absolute, size=size.tiny, title="eMAMA Cross Down",
color=color.new(coloreFAMA,10))
fill(ploteMAMA, ploteFAMA, color=showEMAMAfill ? fillEMAMA : transparent, title="eMAMA fill")
// ---------------------------------------------------<[ Strategy Execution ]>-------------------------------------------------
strategy.entry(id="long", long=strategy.long, comment="enL", when=psarBuySignal and psarConfirmationBuy and tradeLong)
if useSL
strategy.exit(id="long", stop=psar, comment="SL")
strategy.close(id="long", comment="exL", when=psarSellSignal and psarConfirmationSell and tradeLong)
strategy.entry(id="short", long=strategy.short, comment="enS", when=psarSellSignal and psarConfirmationSell and tradeShort)
if useSL
strategy.exit(id="short", stop=psar, comment="SL")
strategy.close(id="short", comment="exS", when=psarBuySignal and psarConfirmationBuy and tradeShort)
// -------------------------------------------------------<[ Tables ]>---------------------------------------------------------
// Shows red for bearish signals, green for bullish signals.
var table summaryTable = table.new(tablePosition, 3, 3)
if (barstate.islast and showTable)
table.cell(summaryTable, 0, 0, "PSAR",text_size=tableTextSize, bgcolor = psarDir == 1 ? color.green : color.red)
rsiDirection = fDirection(valueRSI,1)
table.cell(summaryTable, 0, 1, "RSI " + tostring(round(valueRSI,0)) + rsiDirection,text_size=tableTextSize,
bgcolor = iff(valueRSI > rsiOverbought, color.red, iff(valueRSI < rsiOversold, color.green, color.yellow)))
srsiDirection = fDirection(srsiK,1)
table.cell(summaryTable, 0, 2, "K " + tostring(round(srsiK,0)) + srsiDirection, text_size=tableTextSize,
bgcolor=iff(srsiK > srsiOverbought, color.red, iff(srsiK < srsiOversold, color.green, srsiK > srsiD ? color.green : color.red)))
emaDirection = fDirection(emaFast,1)
table.cell(summaryTable, 1, 0, "EMA" + emaDirection,text_size=tableTextSize,
bgcolor = emaFast > emaSlow and emaFast > emaFast[1] ? color.green : color.red)
// See if emaFast has increased over the last two periods.
if rising(emaFast,2) and emaFast < emaSlow
table.cell_set_bgcolor(summaryTable, 1, 0, color.yellow)
directionTEMA = fDirection(temaFast,1)
table.cell(summaryTable, 1, 1, "TEMA" + directionTEMA,text_size=tableTextSize,
bgcolor = temaFast > temaSlow and temaFast > temaFast[1] ? color.green : color.red)
// See if temaFast has increased over the last two periods.
if rising(temaFast,2) and temaFast < temaSlow
table.cell_set_bgcolor(summaryTable, 1, 1, color.yellow)
directionMAMA = fDirection(eMAMA,1)
table.cell(summaryTable, 1, 2, "eMAMA" + directionMAMA,text_size=tableTextSize,
bgcolor = eMAMA > eFAMA and eMAMA > eFAMA[1] ? color.green : color.red)
// See if temaFast has increased over the last two periods.
if rising(eMAMA,2) and eMAMA < eFAMA
table.cell_set_bgcolor(summaryTable, 1, 2, color.yellow)
directionMACD = fDirection(macd,2)
table.cell(summaryTable, 2, 0, "MACD " + directionMACD, text_size=tableTextSize, bgcolor= macd > signalMACD ? color.green : color.red)
directionOBV = fDirection(shortOBV,2)
table.cell(summaryTable, 2, 1, "OBV " + directionOBV, text_size=tableTextSize, bgcolor= shortOBV > 0 ? color.green : color.red)
directionCMF = fDirection(mfCMF,2)
table.cell(summaryTable, 2, 2, "CMF " + directionCMF + tostring(mfCMF, "#.##"), text_size=tableTextSize, bgcolor= mfCMF > 0 ? color.green : color.red)
// ---------------------------------------------------<[ Alerts ]>-------------------------------------------------
if psarBuySignal and psarConfirmationBuy
alert("PSAR buy/long signal confirmed for {{ticker}} on {{interval}}.", alert.freq_once_per_bar)
if psarSellSignal and psarConfirmationSell
alert("PSAR sell/short signal confirmed for {{ticker}} on {{interval}}.", alert.freq_once_per_bar)
if psarChangeCond
alert("PSAR has changed direction for {{ticker}} on {{interval}}.", alert.freq_once_per_bar)
더 많은
- 세 가지 내면 아래로 역전 전략
- 양적 거래 이중 이동 평균 전략
- 파인 스크립트에서 리버레이드된 RSI 전략
- 양적 거래 역전 트렌드 컴보 T3-CCI 전략
- 동적 트레일링 스톱 로스 전략
- 느린 RSI OB/OS 전략
- 다중 지표 적응 트렌드 거래 전략
- 상대량 가격 전략
- 전략에 따른 느린 스토카스틱 트렌드
- 다중 지표에 기초한 포괄적 인 양적 거래 전략
- 프리미엄 이중 트렌드 필터 MA 비율 전략
- 이중 이동 평균 컨버전스 트렌드 추적 전략
- 트리플 EMA 크로스오버 브레이크업 전략
- 볼링거 밴드 기반의 양적 거래 전략
- 슈퍼 트렌드 역전 전략
- 돌파구 이동 평균 트렌드 추적 전략
- 가장 높은/최저 센터 룩백 전략
- 이동 평균 리바운드 전략
- MACD와 EMA의 교차 전략
- 모멘텀 간격 거래 전략