হ্যালো সবাই,
এখানে অনেক ধরনের সুপারট্রেন্ড আছে। সম্প্রতি আমি পিভট পয়েন্টের উপর ভিত্তি করে একটি সুপারট্রেন্ড সম্পর্কে চিন্তা করেছি তারপর আমি
এই স্ক্রিপ্টের পিছনে ধারণাটি পিভট পয়েন্ট খুঁজে পাওয়া, তাদের গড় গণনা করা এবং সুপারট্রেন্ডের মতো এটিআর দ্বারা উচ্চতর / নিম্নতর ব্যান্ড তৈরি করা। আপনি অ্যালগরিদমটিতে দেখতে পাচ্ছেন স্ক্রিপ্টটি অতীত পিভট পয়েন্টগুলিতে ওজন দেয়, এটি কিছুটা মসৃণ করার জন্য করা হয়।
ব্যাকটেস্ট
/*backtest start: 2022-05-09 00:00:00 end: 2022-05-15 23:59:00 period: 1m basePeriod: 1m 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/ // © LonesomeTheBlue //@version=4 study("Pivot Point SuperTrend", overlay = true) prd = input(defval = 3, title="Pivot Point Period", minval = 1, maxval = 50) Factor=input(defval = 2, title = "ATR Factor", minval = 1, step = 0.1) Pd=input(defval = 6, title = "ATR Period", minval=1) showpivot = input(defval = false, title="Show Pivot Points") showlabel = input(defval = true, title="Show Buy/Sell Labels") showcl = input(defval = false, title="Show PP Center Line") showsr = input(defval = false, title="Show Support/Resistance") // get Pivot High/Low float ph = pivothigh(prd, prd) float pl = pivotlow(prd, prd) // drawl Pivot Points if "showpivot" is enabled plotshape(ph and showpivot, text="H", style=shape.labeldown, color=na, textcolor=color.red, location=location.abovebar, transp=0, offset = -prd) plotshape(pl and showpivot, text="L", style=shape.labeldown, color=na, textcolor=color.lime, location=location.belowbar, transp=0, offset = -prd) // calculate the Center line using pivot points var float center = na float lastpp = ph ? ph : pl ? pl : na if lastpp if na(center) center := lastpp else //weighted calculation center := (center * 2 + lastpp) / 3 // upper/lower bands calculation Up = center - (Factor * atr(Pd)) Dn = center + (Factor * atr(Pd)) // get the trend float TUp = na float TDown = na Trend = 0 TUp := close[1] > TUp[1] ? max(Up, TUp[1]) : Up TDown := close[1] < TDown[1] ? min(Dn, TDown[1]) : Dn Trend := close > TDown[1] ? 1: close < TUp[1]? -1: nz(Trend[1], 1) Trailingsl = Trend == 1 ? TUp : TDown // plot the trend linecolor = Trend == 1 and nz(Trend[1]) == 1 ? color.lime : Trend == -1 and nz(Trend[1]) == -1 ? color.red : na plot(Trailingsl, color = linecolor , linewidth = 2, title = "PP SuperTrend") plot(showcl ? center : na, color = showcl ? center < hl2 ? color.blue : color.red : na) // check and plot the signals bsignal = Trend == 1 and Trend[1] == -1 ssignal = Trend == -1 and Trend[1] == 1 plotshape(bsignal and showlabel ? Trailingsl : na, title="Buy", text="Buy", location = location.absolute, style = shape.labelup, size = size.tiny, color = color.lime, textcolor = color.black, transp = 0) plotshape(ssignal and showlabel ? Trailingsl : na, title="Sell", text="Sell", location = location.absolute, style = shape.labeldown, size = size.tiny, color = color.red, textcolor = color.white, transp = 0) //get S/R levels using Pivot Points float resistance = na float support = na support := pl ? pl : support[1] resistance := ph ? ph : resistance[1] // if enabled then show S/R levels plot(showsr and support ? support : na, color = showsr and support ? color.lime : na, style = plot.style_circles, offset = -prd) plot(showsr and resistance ? resistance : na, color = showsr and resistance ? color.red : na, style = plot.style_circles, offset = -prd) // alerts alertcondition(Trend == 1 and Trend[1] == -1, title='Buy Signal', message='Buy Signal') alertcondition(Trend == -1 and Trend[1] == 1, title='Sell Signal', message='Sell Signal') alertcondition(change(Trend), title='Trend Changed', message='Trend Changed') if Trend == 1 and Trend[1] == -1 strategy.entry("Enter Long", strategy.long) else if Trend == -1 and Trend[1] == 1 strategy.entry("Enter Short", strategy.short)