- Square
- SMA Trend
SMA Trend
Author:
Zer3192, Date: 2022-05-29 07:26:53
Tags:
SMA
/*backtest
start: 2021-05-08 00:00:00
end: 2022-05-07 23:59:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
//@version=4
study("SMA Trend",overlay=true)
lenFast = 1
lenSlow = 5
lenC = input(20, title="Length of Sma", type=input.integer, minval=1)
co(sFast, sSlow, lFast, lSlow, lC)=>
fastC = sma(sFast, lFast)
slowC = sma(sSlow, lSlow)
cC = fastC + slowC
sma(cC, lC)
closeC = co(close, close, lenFast, lenSlow, lenC)
// PLOTTING:
c5 = closeC/2
f1 = 1
f2 = 10
//
up =c5 - (f1 * log(f2))
dn = c5 + (f1 * log(f2))
//
factor = input(title="Factor", defval=0.05, minval=0.01, maxval=5, step=0.01, type=input.float)
hb = 0.00 ,hb := nz(hb[1])
hl = 0.000, hl := nz(hl[1])
lb = 0.00 ,lb := nz(lb[1])
l1 = 0.000,l1 := nz(l1[1])
c = 0
c := nz(c[1]) + 1
trend = 0,trend := nz(trend[1]),n = dn,x =up
if barstate.isfirst
c := 0
lb := n
hb := x
l1 := c5
hl := c5
hl
if c == 1
if x >= hb[1]
hb := x
hl := c5
trend := 1
trend
else
lb := n
l1 := c5
trend := -1
trend
if c > 1
if trend[1] > 0
hl := max(hl[1], c5)
if x >= hb[1]
hb := x
hb
else
if n < hb[1] - hb[1] * factor
lb := n
l1 := c5
trend := -1
trend
else
l1 := min(l1[1], c5 )
if n <= lb[1]
lb := n
lb
else
if x > lb[1] + lb[1] * factor
hb := x
hl := c5
trend := 1
trend
v = trend == 1 ? hb : trend == -1 ? lb : na
plot(v, color=trend == 1 ? color.blue : color.yellow, style=plot.style_circles, linewidth=1, title="trend", transp=0, join=true)
//
long = trend == 1 and trend[1] == -1
short = trend == -1 and trend[1] == 1
//
last_long = 0.0
last_short = 0.0
last_long := long ? time : nz(last_long[1])
last_short := short ? time : nz(last_short[1])
buy = crossover(last_long, last_short)
sell = crossover(last_short, last_long)
/////////////// Plotting ///////////////
plotshape(buy, title="buy", text="Buy", color=color.green, style=shape.labelup, location=location.belowbar, size=size.small, textcolor=color.white, transp=0) //plot for buy icon
plotshape(sell, title="sell", text="Sell", color=color.red, style=shape.labeldown, location=location.abovebar, size=size.small, textcolor=color.white, transp=0)
/////////////// Alerts ///////////////
alertcondition(buy, title='buy', message='Buy')
alertcondition(sell, title='sell', message='Sell')
if buy
strategy.entry("buy", strategy.long)
else if sell
strategy.entry("sell", strategy.short)
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