Chiến lược theo xu hướng dựa trên đường trung bình động và siêu xu hướng

/*backtest
start: 2022-11-07 00:00:00
end: 2023-11-13 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © rajukpatel

//@version=5
strategy('My RK Strategy with Alert', shorttitle='My RK Strategy with Alert', overlay=true )
src5 = input(close)

tf = input(1440)
len5 = timeframe.isintraday and timeframe.multiplier >= 1 ? tf / timeframe.multiplier * 7 : timeframe.isintraday and timeframe.multiplier < 60 ? 60 / timeframe.multiplier * 24 * 7 : 7

ma = ta.ema(src5 * volume, len5) / ta.ema(volume, len5)


//script taken from https://www.tradingview.com/script/kChCRRZI-Hull-Moving-Average/

src1 = ma

p(src1, len5) =>
    n = 0.0
    s = 0.0
    for i = 0 to len5 - 1 by 1
        w = (len5 - i) * len5
        n += w
        s += src5[i] * w
        s
    s / n

hm = 2.0 * p(src1, math.floor(len5 / 3)) - p(src1, len5)
vhma = p(hm, math.floor(math.sqrt(len5)))
lineColor = vhma > vhma[1] ? color.lime : color.red
plot(vhma, title='VHMA', color=lineColor, linewidth=3)
hColor = true
vis = true
hu = hColor ? vhma > vhma[2] ? #00ff00 : #ff0000 : #ff9800

vl = vhma[0]
ll = vhma[1]
m1 = plot(vl, color=hu, linewidth=1, transp=60)
m2 = plot(vis ? ll : na, color=hu, linewidth=2, transp=80)

fill(m1, m2, color=hu, transp=70)
//

b = timeframe.isintraday and timeframe.multiplier >= 1 ? 60 / timeframe.multiplier * 7 : timeframe.isintraday and timeframe.multiplier < 60 ? 60 / timeframe.multiplier * 24 * 7 : 7



//
res5 = input.timeframe('D')

o = request.security(syminfo.tickerid, res5, open, barmerge.gaps_off, barmerge.lookahead_on)
c = request.security(syminfo.tickerid, res5, close, barmerge.gaps_off, barmerge.lookahead_on)
hz = request.security(syminfo.tickerid, res5, high, barmerge.gaps_off, barmerge.lookahead_on)
l = request.security(syminfo.tickerid, res5, low, barmerge.gaps_off, barmerge.lookahead_on)



col = c >= o ? color.lime : color.red

ppo = plot(b ? o >= c ? hz : l : o, color=col, title='Open', style=plot.style_stepline, transp=100)
ppc = plot(b ? o <= c ? hz : l : c, color=col, title='Close', style=plot.style_stepline, transp=100)

plot(b and hz > c ? hz : na, color=col, title='High', style=plot.style_circles, linewidth=2, transp=60)
plot(b and l < c ? l : na, color=col, title='Low', style=plot.style_circles, linewidth=2, transp=60)

fill(ppo, ppc, col, transp=90)

//
// INPUTS //
st_mult = input.float(1, title='SuperTrend Multiplier', minval=0, maxval=100, step=0.01)
st_period = input.int(50, title='SuperTrend Period', minval=1)

// CALCULATIONS //
up_lev = l - st_mult * ta.atr(st_period)
dn_lev = hz + st_mult * ta.atr(st_period)

up_trend = 0.0
up_trend := c[1] > up_trend[1] ? math.max(up_lev, up_trend[1]) : up_lev

down_trend = 0.0
down_trend := c[1] < down_trend[1] ? math.min(dn_lev, down_trend[1]) : dn_lev

// Calculate trend var
trend = 0
trend := c > down_trend[1] ? 1 : c < up_trend[1] ? -1 : nz(trend[1], 1)

// Calculate SuperTrend Line
st_line = trend == 1 ? up_trend : down_trend

// Plotting
//plot(st_line[1], color = trend == 1 ? color.green : color.red , style = plot.style_cross, linewidth = 2, title = "SuperTrend")
buy = ta.crossover(c, st_line)
sell = ta.crossunder(c, st_line)
signal = input(false)

/////////////// Plotting /////////////// 
plotshape(signal and buy, style=shape.triangleup, size=size.normal, location=location.belowbar, color=color.new(color.lime, 0))
plotshape(signal and sell, style=shape.triangledown, size=size.normal, location=location.abovebar, color=color.new(color.red, 0))


if buy
    strategy.entry('My Long Entry Id', strategy.long)

if sell
    strategy.entry('My Short Entry Id', strategy.short)