
Эта стратегия сочетает в себе несколько технических индикаторов, включая параполические SAR, тройную скользящую среднюю (TEMA), обычную скользящую среднюю (EMA), относительно сильную (RSI), равновесную (OBV) и т. д., которые используются для идентификации обратных сигналов цен на акции, а также в сочетании с фильтрацией тенденций и стоп-лосс-устройствами для создания сигналов покупки и продажи.
Стратегия использует параполический SAR в качестве основного индикатора ценового обратного сигнала. SAR представляет собой многоголовое состояние выше цены, в нижней части цены представляет собой пустое состояние.
Чтобы отфильтровать ложные сигналы, стратегия использует технический показатель TEMA или EMA в качестве подтверждающего сигнала. Сигнал покупки будет сделан только в том случае, если сигнал SAR и TEMA (медленный проход по скорой линии) или EMA (медленный проход по скорой линии) появляются одновременно; сигнал продажи будет сделан только в том случае, если сигнал SAR и TEMA (медленный проход по скорой линии) или EMA (медленный проход по скорой линии) появляются одновременно.
Стратегия также предоставляет индикаторы RSI и OBV в качестве сигналов подтверждения выбора.
Кроме того, стратегия предоставляет графическое отображение трех технических индикаторов EMA, позволяющих более четко наблюдать за ценовыми тенденциями; предоставляет отображение модульного индикатора eMAMA, который помогает определить точку перехода тенденции.
Также внизу таблицы есть таблица с обобщенными показателями, позволяющая быстро просматривать последние данные по нескольким показателям.
Эта стратегия, в сочетании с несколькими показателями, такими как SAR, EMA/TEMA, RSI, OBV, позволяет эффективно обнаруживать сигналы обратного движения цены и предотвращать ложные прорывы. Добавление трёхкратной EMA и модульной средней eMAMA к трендовому суждению позволяет повысить точность.
Графики показывают богатые показатели, которые позволяют получить полный обзор ситуации на рынке. Добавленный сводный список показателей позволяет быстро получить последние данные о нескольких показателях.
Правила логики торговли четкие, параметры регулируемы и могут быть адаптированы к различным видам торгов.
Эта стратегия зависит от конвертации индикатора, который посылает сигнал, и если индикатор настроен неправильно, это создает много шумовых торговых сигналов. Параметры индикатора должны быть настроены оптимизировано в соответствии с различными видами торгов.
В горизонтально скорректированных рынках SAR может часто давать ложные сигналы. В этом случае следует обратить внимание на подтверждение трендовых показателей.
Неправильный выбор торговых сортов также может привести к провалу стратегии. Для применения стратегии необходимо выбрать сорта с заметной тенденцией.
Эта стратегия может быть оптимизирована в следующих направлениях:
Эта кросс-однородная многоиндикаторная торговая стратегия, интегрирующая множество часто используемых технических аналитических показателей, формирует сигналы для принятия решений о покупке и продаже. Она может эффективно идентифицировать точки обратного хода цены, имеет параметрически регулируемые и легко оптимизируемые характеристики, подходящие для использования опытными количественными трейдерами. Однако необходимо оптимизировать параметры в соответствии с характеристиками разных сортов, выбирать торговые сорта с явной тенденцией, чтобы эффективно использовать стратегию и избежать создания большого количества шумовых сигналов.
/*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)