Tendência filtrada de vários prazos seguindo a estratégia

Autora:ChaoZhang, Data: 2023-09-26 20:36:57
Tags:

Resumo

Esta estratégia julga com precisão a tendência aplicando razoavelmente médias móveis, índice de força relativa (RSI), direções médias móveis e outros indicadores técnicos. Com base no julgamento longo e curto de médias móveis duplas, os indicadores RSI são adicionados para filtragem longa e curta para evitar falhas. Enquanto isso, a direção da tendência pode ser identificada efetivamente observando conjuntamente médias móveis de diferentes ciclos. A estratégia tem grande espaço de otimização e pode ser aplicada a diferentes variedades e ciclos de negociação.

Princípio da estratégia

A estratégia baseia-se principalmente nos seguintes indicadores técnicos:

  1. Média móvel dupla: a cruz de ouro de médias móveis rápidas e lentas indica sinal longo, enquanto a cruz de morte significa sinal curto.

  2. Indicador RSI: O declínio dos níveis elevados do RSI sugere oportunidades curtas, enquanto o rebote dos níveis baixos sugere oportunidades longas.

  3. Direção da média móvel: a comparação das direções das médias móveis longas e curtas pode determinar a tendência.

A lógica de negociação é a seguinte:

  1. O valor da taxa de variação é a taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa de variação da taxa

  2. O declínio dos níveis elevados do RSI adiciona oportunidades de curta duração, enquanto a recuperação dos níveis baixos adiciona oportunidades de longa duração.

  3. Entrar apenas em negociações na direcção consistente com a tendência de longo prazo (EMA de 200 dias), ou seja, apenas fazer longos em tendência de alta e curto em tendência de baixa.

  4. Utilize as posições de take profit e stop loss para sair.

Análise das vantagens

As vantagens desta estratégia incluem:

  1. A combinação de múltiplos indicadores técnicos ajuda a confirmar a direcção da tendência e a reduzir as falsas oportunidades de ruptura.

  2. A adição de um filtro RSI evita problemas quando a tendência se inverte.

  3. A utilização de tendências de curto, médio e longo prazo ajuda a melhorar a atualidade e a direcionalidade da entrada.

  4. A definição de stop loss fornece controlo de risco para limitar a perda para uma única transação.

  5. Os parâmetros ajustáveis permitem a adaptabilidade à negociação de vários prazos para diferentes produtos.

Análise de riscos

Esta estratégia apresenta também alguns riscos:

  1. O stop loss pode ser desencadeado por retrações de curto prazo em uma tendência forte.

  2. Uma maior faixa de filtragem do RSI ou indicadores adicionais como os canais de Donchian podem ajudar.

  3. A otimização inadequada dos parâmetros pode levar a um excesso de negociação.

  4. Esta estratégia baseia-se exclusivamente em elementos técnicos, sendo necessária uma análise fundamental para determinar a tendência principal.

Orientações de otimização

Esta estratégia pode ser otimizada nos seguintes aspectos:

  1. Ajustar os períodos de média móvel para se adaptarem aos diferentes ciclos de mercado.

  2. Otimizar os parâmetros do RSI para melhorar a precisão da seleção longa/curta.

  3. Teste indicadores adicionais como Bandas de Bollinger e Canais de Keltner para melhorar a taxa de sucesso de ruptura.

  4. Experimente com movimentação ou stop loss para acompanhar melhor a tendência.

  5. Estudar as operações de ruptura do intervalo para reduzir os falsos sinais quando a tendência é fraca.

  6. Estabelecer valores razoáveis de stop loss e de lucro com base nas características do produto para controlar os riscos.

  7. Adicionar controle de tamanho do negócio para evitar apostas individuais de grande porte.

Resumo

A estratégia tem uma lógica clara e é fácil de implementar. Com ajuste adequado dos parâmetros, pode ser aplicada a vários produtos e ciclos com forte tendência após a capacidade. O controle de risco é importante para evitar ficar preso em mercados de gama.


/*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)

//

Mais.