This indicator displays the Moving Average Convergane and Divergence ( MACD ) of individually configured Fast, Slow and Signal Moving Averages. Buy and sell alerts can be set based on moving average crossovers, consecutive convergence/divergence of the moving averages, and directional changes in the histogram moving averages.
The Fast, Slow and Signal Moving Averages can be set to: Exponential Moving Average ( EMA ) Volume-Weighted Moving Average ( VWMA ) Simple Moving Average ( SMA ) Weighted Moving Average ( WMA ) Hull Moving Average ( HMA ) Exponentially Weighted Moving Average (RMA) ( SMMA ) Symmetrically Weighted Moving Average ( SWMA ) Arnaud Legoux Moving Average ( ALMA ) Double EMA ( DEMA ) Double SMA (DSMA) Double WMA (DWMA) Double RMA ( DRMA ) Triple EMA ( TEMA ) Triple SMA (TSMA) Triple WMA (TWMA) Triple RMA (TRMA) Linear regression curve Moving Average ( LSMA ) Variable Index Dynamic Average ( VIDYA ) Fractal Adaptive Moving Average ( FRAMA )
If you have a strategy that can buy based on External Indicators use ‘Backtest Signal’ which returns a 1 for a Buy and a 2 for a sell. ‘Backtest Signal’ is plotted to display.none, so change the Style Settings for the chart if you need to see it for testing.
backtest
/*backtest start: 2022-04-09 00:00:00 end: 2022-05-08 23:59:00 period: 30m basePeriod: 15m 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/ // © EltAlt //@version=5 // ----------------------------------------------------------------------------- // // Authors: @EltAlt // Revision: v3.00 // Date: 09-May-2022 // // Description // ============================================================================= // This indicator displays the Moving Average Convergane and Divergence (MACD) of individually configured Fast, Slow and Signal Moving // Averages. Buy and sell alerts can be set based on moving average crossovers, consecutive convergence/divergence of the moving averages, // and directional changes in the histogram moving averages. // // The Fast, Slow and Signal Moving Averages can be set to: // Simple Moving Average (SMA) // Exponential Moving Average (EMA) // Weighted Moving Average (WMA) // Volume-Weighted Moving Average (VWMA) // Hull Moving Average (HMA) // Exponentially Weighted Moving Average (RMA) (SMMA) // Linear regression curve Moving Average (LSMA) // Double EMA (DEMA) // Double SMA (DSMA) // Double WMA (DWMA) // Double RMA (DRMA) // Triple EMA (TEMA) // Triple SMA (TSMA) // Triple WMA (TWMA) // Triple RMA (TRMA) // Symmetrically Weighted Moving Average (SWMA) ** length does not apply ** // Arnaud Legoux Moving Average (ALMA) // Variable Index Dynamic Average (VIDYA) // Fractal Adaptive Moving Average (FRAMA) // // If you have a strategy that can buy based on External Indicators you can use the 'Backtest Signal' which plots the values set in // the 'Long / Short Signals' section. // 'Backtest Signal' is plotted to display.none, so change the Style Settings for the chart if you need to see it for testing. // // ============================================================================= // // I would gladly accept any suggestions to improve the script. // If you encounter any problems please share them with me. // // Thanks to Smartcryptotrade for "MACD Alert [All MA in one] [Smart Crypto Trade (SCT)]" which gave me the initial starting point. // // Changlog // ============================================================================= // // 2.01 • Added separate sources for the fast and slow moving averages. // • Added SWMA, because it's "All" moving averages. Interesting that SWMA doesn't take a length, so length will not apply. // • Consolidated MA functions for doubles and triples in to the calcMA function. // • Neatened up the inputs. // 2.02 • Renamed to "AMACD - All Moving Average Convergence Divergence". // • Added ta.rising and ta.falling, which simplified things a lot, why didn't you tell me about these functions! :) // • Added a price plot with display=display.none for testing, color is green when above moving averages, red below and blue when // interacting. // • First Public release. // 2.03 • Added a case for no signal smoothing, when signal length = 1. // • Re-wrote calcMA as a switch, much more pleasing on the eye. // • Removed all the security fluff which I'd never even read, "terms of the Mozilla Public License 2.0" is more comprehensive anyway. // • Added check boxes to quickly disable some of the default plots. // 3.00 • Added options to generate open and close for both long and short positions. So if you are in a long position and your criteria // for a negative signal is met it will close your long, if another negative signal is generated it will open a short. If you're // just trading the crossover this will keep you permanently trading short or long, as it's only when there are two or more // consecutive signals are generated that will move you from longs to shorts. // • Plots a Green Triangle for Open Long, a Green Square for Close Long, a Red Triangle for Open Short and a Red Square for // Close Short. // • To do this I needed to track the sate of open deals. Could have done this with variables but thought plotting it may help, // so "Deal State" plots a 1 if it's in a long, 0 if no deals are open and -1 if it's in a short, to display.none. Enable it // in Stlye Settings if you need it for testing. // • If you'd prefer that it just worked as it did before with simple Buy / Sell signals, which makes sense if you're just trading // the crossover, disable the 'Generate Close Signals for Long / Short Positions' setting. // • Now that it can generate Open Long, Close Long, Open Short and Close Short signals I added a 'Long / Short Signals' section in // settings, where you can specify what signals your backtester is expecting for each state. // • Moving averages are now plotted to display.none as well in case you want to see the price and the moving averages for testing. // You're much better off running my other script 'Any Ribbon' on the top pane to show the moving averages ribbon, but these // options enable you to show them here if you want to. // • Added the option to buy / sell based on the moving average crossing zero, thanks Bu Bader! // // // ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ // // // ============ "AMACD - All Moving Average Convergence Divergence" indicator(title='AMACD - All Moving Average Convergence Divergence', shorttitle='AMACD', overlay = false, timeframe='', timeframe_gaps=true) // ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ // ============ Inputs FastType = input.string('EMA', title='Fast Moving Average Type', group='Moving Averages', options=['EMA', 'SMA', 'WMA', 'VWMA', 'HMA', 'RMA', 'LSMA', 'Double EMA', 'Double SMA', 'Double WMA', 'Double RMA', 'Triple EMA', 'Triple SMA', 'Triple WMA', 'Triple RMA', 'SWMA', 'ALMA', 'VIDYA', 'FRAMA']) FastSource = input (close, title='Fast Source', inline='Fast', group='Moving Averages') FastLength = input.int (12, title='Fast Length', inline='Fast', group='Moving Averages', minval=2, maxval=1000) SlowType = input.string ('SMA', title='Slow Moving Average Type', group='Moving Averages', options=['EMA', 'SMA', 'WMA', 'VWMA', 'HMA', 'RMA', 'LSMA', 'Double EMA', 'Double SMA', 'Double WMA', 'Double RMA', 'Triple EMA', 'Triple SMA', 'Triple WMA', 'Triple RMA', 'SWMA', 'ALMA', 'VIDYA', 'FRAMA']) SlowSource = input (close, title='Slow Source', inline='Slow', group='Moving Averages') SlowLength = input.int (26, title='Slow Length', inline='Slow', group='Moving Averages', minval=2, maxval=1000) SignalType = input.string('SMA', title='Signal Moving Average Type', inline='Signal', group='Moving Averages', options=['EMA', 'SMA', 'WMA', 'VWMA', 'HMA', 'RMA', 'LSMA', 'Double EMA', 'Double SMA', 'Double WMA', 'Double RMA', 'Triple EMA', 'Triple SMA', 'Triple WMA', 'Triple RMA', 'SWMA', 'ALMA', 'VIDYA', 'FRAMA']) SignalLength = input.int (9, title='Signal Length', minval=1, maxval=1000, inline='Signal', group='Moving Averages') offset_alma = input (0.85, title='ALMA Offset', inline='1', group='Alma') sigma_alma = input.float (6, title='ALMA Sigma', inline='1', group='Alma') FC = input.int(1, minval=1, title='FRAMA lower shift limit (FC)', inline='1', group='Frama') SC = input.int(198, minval=1, title='FRAMA upper shift limit (SC)', inline='1', group='Frama') backtestBuyCrossover = input.bool (true, inline='1', group='Buy / Sell Moving Averages', title='Buy Moving Average Crossover') backtestSellCrossover = input.bool (true, inline='1', group='Buy / Sell Moving Averages', title='Sell Moving Average Crossover') backtestMACrossUpZero = input.bool (false, inline='2', group='Buy / Sell Moving Averages', title='Buy Moving Average Crossing Zero') backtestMACrossDownZero = input.bool (false, inline='2', group='Buy / Sell Moving Averages', title='Sell Moving Average Crossing Zero') backtestBuyHistMA = input.bool (false, inline='1', group='Buy / Sell Histogram Moving Averages', title='Buy Histogram MA Positive') backtestSellHistMA = input.bool (false, inline='1', group='Buy / Sell Histogram Moving Averages', title='Sell Histogram MA Negative') MAHistLength = input.int (5, minval=2, inline='2', group='Buy / Sell Histogram Moving Averages', title='Histogram MA Length') MAHistType = input.string('EMA', inline='2', group='Buy / Sell Histogram Moving Averages', title='Histogram MA Type', options=['EMA', 'VWMA', 'SMA', 'WMA', 'HMA', 'RMA', 'ALMA', 'Double EMA', 'Double SMA', 'Double WMA', 'Double RMA', 'Triple EMA', 'Triple SMA', 'Triple WMA', 'Triple RMA', 'LSMA', 'VIDYA', 'FRAMA']) backtestBuyRisingHist = input.bool (false, title='Buy MA Histogram Rising', inline='1', group='Buy / Sell Histogram Rising / Falling') backtestBuyRisingHistBelow = input.bool (false, title='Buy Histogram Rising Only Below Zero', inline='1', group='Buy / Sell Histogram Rising / Falling') risingHistLength = input.int (1, minval=1, title='Consecutive Rising Bars to Trigger Buy', group='Buy / Sell Histogram Rising / Falling') backtestSellFallingHist = input.bool (false, title='Sell MA Histogram Falling', inline='2', group='Buy / Sell Histogram Rising / Falling') backtestSellFallingHistAbove = input.bool (false, title='Sell Histogram Falling Only Above Zero', inline='2', group='Buy / Sell Histogram Rising / Falling') fallingHistLength = input.int (1, minval=1, title='Consecutive Falling Bars to Trigger Sell', group='Buy / Sell Histogram Rising / Falling') // Signal options generateClose = input.bool (true, inline='0', group='Long / Short Signals', title='Generate Close Signals for Long / Short Positions') longOpenSignal = input.int (1, inline='1', group='Long / Short Signals', title='Open Long = ') longCloseSignal = input.int (2, inline='1', group='Long / Short Signals', title='Close Long = ') shortOpenSignal = input.int (-1, inline='2', group='Long / Short Signals', title='Open Short = ') shortCloseSignal = input.int (-2, inline='2', group='Long / Short Signals', title='Close Short = ') // Plot options plotAlerts = input.bool(true, title='Plot Alerts', inline='1', group='Plot Options') plotMA = input.bool(true, title='Plot Moving Average', inline='1', group='Plot Options') plotSig = input.bool(true, title='Plot Signal', inline='1', group='Plot Options') plotH = input.bool(true, title='Plot Histogram', inline='2', group='Plot Options') plotHMA = input.bool(true, title='Plot Histogram Moving Average', inline='2', group='Plot Options') col_macd = input(#2962FF, 'MACD Line ', group='Color Settings', inline='MACD') col_signal = input(#FF6D00, ' Signal Line ', group='Color Settings', inline='MACD') col_grow_above = input(#26A69A, 'Histogram Above Grow', group='Color Settings', inline='Above') col_fall_above = input(#B2DFDB, 'Fall', group='Color Settings', inline='Above') col_grow_below = input(#FFCDD2, 'Histogram Below Grow', group='Color Settings', inline='Below') col_fall_below = input(#FF5252, 'Fall', group='Color Settings', inline='Below') var int dealstate = 0 // ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ // ============ Functions getCMO(src, length) => mom = ta.change(src) upSum = math.sum(math.max(mom, 0), length) downSum = math.sum(-math.min(mom, 0), length) out = (upSum - downSum) / (upSum + downSum) out vidya(src, length) => alpha = 2 / (length + 1) cmo = math.abs(getCMO(src, length)) vidya = 0.0 vidya := src * alpha * cmo + nz(vidya[1]) * (1 - alpha * cmo) vidya frama(x, y, z, v) => // x = source , y = length , z = FC , v = SC HL = (ta.highest(high, y) - ta.lowest(low, y)) / y HL1 = (ta.highest(high, y / 2) - ta.lowest(low, y / 2)) / (y / 2) HL2 = (ta.highest(high, y / 2)[y / 2] - ta.lowest(low, y / 2)[y / 2]) / (y / 2) D = (math.log(HL1 + HL2) - math.log(HL)) / math.log(2) dim = HL1 > 0 and HL2 > 0 and HL > 0 ? D : nz(D[1]) w = math.log(2 / (v + 1)) alpha = math.exp(w * (dim - 1)) alpha1 = alpha > 1 ? 1 : alpha < 0.01 ? 0.01 : alpha oldN = (2 - alpha1) / alpha1 newN = (v - z) * (oldN - 1) / (v - 1) + z newalpha = 2 / (newN + 1) newalpha1 = newalpha < 2 / (v + 1) ? 2 / (v + 1) : newalpha > 1 ? 1 : newalpha frama = 0.0 frama := (1 - newalpha1) * nz(frama[1]) + newalpha1 * x frama calcMA(_type, _src, _length) => switch _type 'EMA' => ta.ema(_src, _length) 'SMA' => ta.sma(_src, _length) 'WMA' => ta.wma(_src, _length) 'VWMA' => ta.vwma(_src, _length) 'HMA' => ta.hma(_src, _length) 'RMA' => ta.rma(_src, _length) 'LSMA' => ta.linreg(_src, _length, 0) 'Double EMA' => 2 * ta.ema(_src, _length) - ta.ema(ta.ema(_src, _length), _length) 'Double SMA' => 2 * ta.sma(_src, _length) - ta.sma(ta.sma(_src, _length), _length) 'Double WMA' => 2 * ta.wma(_src, _length) - ta.wma(ta.wma(_src, _length), _length) 'Double RMA' => 2 * ta.rma(_src, _length) - ta.rma(ta.rma(_src, _length), _length) 'Triple EMA' => 3 * (ta.ema(_src, _length) - ta.ema(ta.ema(_src, _length), _length)) + ta.ema(ta.ema(ta.ema(_src, _length), _length), _length) 'Triple SMA' => 3 * (ta.sma(_src, _length) - ta.sma(ta.sma(_src, _length), _length)) + ta.sma(ta.sma(ta.sma(_src, _length), _length), _length) 'Triple WMA' => 3 * (ta.wma(_src, _length) - ta.wma(ta.wma(_src, _length), _length)) + ta.wma(ta.wma(ta.wma(_src, _length), _length), _length) 'Triple RMA' => 3 * (ta.rma(_src, _length) - ta.rma(ta.rma(_src, _length), _length)) + ta.rma(ta.rma(ta.rma(_src, _length), _length), _length) 'SWMA' => ta.swma(_src) // No Length for SWMA 'ALMA' => ta.alma(_src, _length, offset_alma, sigma_alma) 'VIDYA' => vidya(_src, _length) 'FRAMA' => frama(_src, _length, FC, SC) // ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ // ============ Calculations MA_fast = calcMA(FastType, FastSource, FastLength) MA_slow = calcMA(SlowType, SlowSource, SlowLength) macd = MA_fast - MA_slow signal = SignalLength > 1 ? calcMA(SignalType, macd, SignalLength) : 0 hist = macd - signal histMA = calcMA(MAHistType, hist, MAHistLength) // ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ // ============ Logic longSignal = ta.crossover(hist, 0) shortSignal = ta.crossunder(hist, 0) MACrossUpZero = ta.crossover(macd, 0) MACrossDownZero = ta.crossover(macd, 0) longHistMA = histMA > histMA[1] shortHistMA = histMA < histMA[1] risingHist = ta.rising (hist, risingHistLength) and (hist < 0 or not backtestBuyRisingHistBelow) fallingHist = ta.falling (hist, fallingHistLength) and (hist > 0 or not backtestSellFallingHistAbove) bool openLong = false bool closeLong = false bool openShort = false bool closeShort = false if ((backtestBuyCrossover and longSignal) or (backtestBuyHistMA and longHistMA and not longHistMA[1]) or (backtestBuyRisingHist and risingHist and not risingHist[1]) or (backtestMACrossUpZero and MACrossUpZero)) if (dealstate[1] == -1) and generateClose closeShort := true dealstate := 0 else openLong := true dealstate := 1 if ((backtestSellCrossover and shortSignal) or (backtestSellHistMA and shortHistMA and not shortHistMA[1]) or (backtestSellFallingHist and fallingHist and not fallingHist[1]) or (backtestMACrossDownZero and MACrossDownZero)) if (dealstate[1] == 1) and generateClose closeLong := true dealstate := 0 else openShort := true dealstate := -1 // ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ // ============ Plot plot(plotH ? hist : na, title='Histogram', style=plot.style_columns, color=hist >= 0 ? hist[1] < hist ? col_grow_above : col_fall_above : hist[1] < hist ? col_grow_below : col_fall_below, linewidth=2) plot(plotHMA ? histMA : na, title='Histogram Moving Average', color=histMA > histMA[1] ? col_grow_above : col_fall_below, linewidth=2) plot(plotMA ? macd : na, title='Moving Average', color=col_macd, linewidth=2) plot(plotSig ? signal : na, title='Signal', color=col_signal, linewidth=2) plot(openLong ? longOpenSignal : closeLong ? longCloseSignal : openShort ? shortOpenSignal : closeShort ? shortCloseSignal : 0, 'Backtest Signal', color=openLong or closeShort ? color.lime : openShort or closeLong? color.red : color.gray, display=display.none) plot(close, title='Price', display=display.none, color = (low > MA_fast and low > MA_slow ? true : false) ? color.lime : (high < MA_fast and high < MA_slow ? true : false) ? color.red : color.blue) plot(MA_fast, title= 'Fast Moving Average', display=display.none, color = color.red) plot(MA_slow, title= 'Slow Moving Average', display=display.none, color = color.green) plot(dealstate, title='Deal State', display=display.none, color = (dealstate > 0 ? color.lime : dealstate < 0 ? color.red : color.gray)) // ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ // ============ Alerts alertcondition (openLong, title='AMACD Open Long!', message='Buy signal, put your JSON here to open deals or start bots.') alertcondition (openShort, title='AMACD Open Short!', message='Sell signal, put your JSON here to close deals or stop bots.') alertcondition (closeShort, title='AMACD Close Short!', message='Buy signal, put your JSON here to open deals or start bots.') alertcondition (closeLong, title='AMACD Close Long!', message='Sell signal, put your JSON here to close deals or stop bots.') //plotshape (plotAlerts ? openLong and longOpenSignal : na, style=shape.triangleup, color=color.lime, location=location.bottom, size=size.tiny, title='Open Long') //plotshape (plotAlerts ? closeLong and longCloseSignal : na, style=shape.square, color=color.lime, location=location.bottom, size=size.tiny, title='Close Long') //plotshape (plotAlerts ? openShort and shortOpenSignal : na, style=shape.triangledown, color=color.red, location=location.bottom, size=size.tiny, title='Open Short') //plotshape (plotAlerts ? closeShort and shortCloseSignal : na, style=shape.square, color=color.red, location=location.bottom, size=size.tiny, title='Close Short') if openLong and longOpenSignal strategy.entry("Enter Long", strategy.long) else if openShort and shortOpenSignal strategy.entry("Enter Short", strategy.short) strategy.close("Enter Long",when=(closeLong and longCloseSignal),comment="Long_OK") strategy.close("Enter Short",when=(closeShort and shortCloseSignal),comment="Short_OK")template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6