Strategi Perdagangan Stop dan Rizab Parabolik Multi-Indikator

Penulis:ChaoZhang, Tarikh: 2023-12-28 17:42:10
Tag:

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Ringkasan

Strategi ini menggabungkan beberapa penunjuk teknikal termasuk Parabolic SAR, Triple Exponential Moving Average (TEMA), Exponential Moving Average (EMA), Relative Strength Index (RSI), On Balance Volume (OBV), dan lain-lain untuk mengenal pasti isyarat pembalikan harga saham, dengan penapisan trend tambahan dan stop loss untuk menjana isyarat beli dan jual.

Logika Strategi

Strategi ini menggunakan SAR Parabolik sebagai penunjuk utama untuk isyarat pembalikan harga. SAR muncul di atas harga dalam keadaan bullish dan di bawah harga dalam keadaan bearish. Apabila SAR pecah ke atas dari bawah harga, isyarat jual dihasilkan. Apabila SAR pecah ke bawah dari atas harga, isyarat beli dicetuskan.

Untuk menapis isyarat palsu, strategi ini menggunakan TEMA atau EMA crossover sebagai isyarat pengesahan. Hanya apabila isyarat SAR muncul bersama dengan TEMA ((garis pantas melintasi di atas garis perlahan) atau EMA ((garis pantas melintasi di atas garis perlahan) crossover, isyarat beli akan dihasilkan. Begitu juga, hanya isyarat SAR ditambah TEMA ((garis pantas melintasi di bawah garis perlahan) atau EMA ((garis pantas melintasi di bawah garis perlahan) crossover boleh mencetuskan isyarat jual.

Strategi ini juga menyediakan penunjuk RSI dan penunjuk OBV sebagai isyarat pengesahan alternatif.

Di samping itu, grafik penunjuk Triple EMA dipaparkan untuk memberikan gambaran yang jelas mengenai trend harga.

Jadual ringkasan pelbagai nilai penunjuk juga ditunjukkan di bahagian bawah carta untuk gambaran ringkas.

Kelebihan

Dengan menggabungkan SAR, EMA / TEMA, RSI, OBV dan penunjuk lain, strategi ini dapat secara berkesan mengesan isyarat pembalikan harga dan mengelakkan pecah palsu.

Pemandangan grafik yang kaya dari pelbagai penunjuk membolehkan pemerhatian dan analisis pasaran yang komprehensif.

Peraturan logik dagangan jelas dan parameter boleh dikonfigurasikan, yang menjadikan strategi disesuaikan dengan instrumen dagangan yang berbeza.

Risiko

Strategi ini bergantung pada persilangan penunjuk untuk menghasilkan isyarat. Tetapan parameter indikator yang salah boleh menghasilkan isyarat yang terlalu bising. Parameter indikator perlu disesuaikan berdasarkan ciri instrumen dagangan yang berbeza.

Dalam pasaran julat dan sisi, penunjuk SAR boleh menghasilkan isyarat palsu yang kerap.

Kegagalan dalam strategi juga boleh datang daripada pilihan instrumen dagangan yang tidak sesuai.

Arahan pengoptimuman

Strategi ini boleh ditingkatkan dari aspek berikut:

  1. Mengoptimumkan parameter SAR untuk mengurangkan isyarat bising
  2. Mengoptimumkan parameter purata bergerak untuk penilaian trend yang lebih baik
  3. Cuba pelbagai penanda pengesahan seperti RSI dan OBV
  4. Tambah lebih banyak penunjuk tambahan untuk analisis pelbagai jangka masa
  5. Mengoptimumkan mekanisme stop loss untuk mengehadkan kerugian setiap perdagangan

Kesimpulan

Parabolic Stop and Reserve Multi-Indicator Trading Strategy mengintegrasikan pelbagai penunjuk teknikal yang biasa digunakan untuk membentuk isyarat beli dan jual yang sistematik. Ia dapat mengenal pasti titik pembalikan harga dengan berkesan. Parameter yang boleh dikonfigurasikan memudahkan pengoptimuman untuk instrumen perdagangan yang berbeza. Pedagang kuant yang berpengalaman dapat memanfaatkan strategi ini. Walau bagaimanapun, penyesuaian parameter berdasarkan ciri instrumen tertentu adalah suatu keharusan. Di samping itu, instrumen trend harus dipilih untuk mengelakkan isyarat yang terlalu bising.


/*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"}]
*/

//
// ██╗      █████╗ ███████╗ ██████╗██╗██╗   ██╗██╗ ██████╗ ██╗   ██╗███████╗    ███╗   ███╗ ██████╗ ███╗   ██╗██╗  ██╗
// ██║     ██╔══██╗██╔════╝██╔════╝██║██║   ██║██║██╔═══██╗██║   ██║██╔════╝    ████╗ ████║██╔═══██╗████╗  ██║██║ ██╔╝
// ██║     ███████║███████╗██║     ██║██║   ██║██║██║   ██║██║   ██║███████╗    ██╔████╔██║██║   ██║██╔██╗ ██║█████╔╝ 
// ██║     ██╔══██║╚════██║██║     ██║╚██╗ ██╔╝██║██║   ██║██║   ██║╚════██║    ██║╚██╔╝██║██║   ██║██║╚██╗██║██╔═██╗ 
// ███████╗██║  ██║███████║╚██████╗██║ ╚████╔╝ ██║╚██████╔╝╚██████╔╝███████║    ██║ ╚═╝ ██║╚██████╔╝██║ ╚████║██║  ██╗
// ╚══════╝╚═╝  ╚═╝╚══════╝ ╚═════╝╚═╝  ╚═══╝  ╚═╝ ╚═════╝  ╚═════╝ ╚══════╝    ╚═╝     ╚═╝ ╚═════╝ ╚═╝  ╚═══╝╚═╝  ╚═╝
//																		 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)


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