এই কৌশলটি ট্রেন্ড ট্রেডিংয়ের জন্য পিপিও ডিভার্জেন্স প্যাটার্ন এবং স্টপ লস প্রস্থানগুলির জন্য মূল্য উচ্চ / নিম্ন পয়েন্ট ব্যবহার করে।
পিপিও সূচক গণনা করুন।
পিপিও বুল/বিয়ার ডিভার্জেন্স চিহ্নিত করুন।
যখন PPO থেকে মূল্য বিচ্ছিন্ন হয় তখন ট্রেড করুন।
সাম্প্রতিক মূল্যের উচ্চতা/নিম্নতায় স্টপ লস প্রস্থান।
কৌশলটি পিপিও এর প্রবণতা বৈশিষ্ট্যগুলিকে মূলধন করে। প্যারামিটার, যৌক্তিকতা এবং ঝুঁকি নিয়ন্ত্রণের আরও উন্নতি কর্মক্ষমতা বাড়িয়ে তুলতে পারে। তবে অন্তর্নিহিত ঝুঁকিগুলি মোকাবেলা করা দরকার। সামগ্রিকভাবে পিপিওর বিচ্যুতির উপর ভিত্তি করে একটি ব্যবহারিক প্রবণতা ট্রেডিং পদ্ধতি।
/*backtest
start: 2022-09-14 00:00:00
end: 2023-03-11 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=2
//Credit to https://www.tradingview.com/script/p3oqCa56-Pekipek-s-PPO-Divergence-BETA/ (I just changed the visuals a bit)
//A simple strategy that uses the divergences to open trades and the highs/lows to close them. Would love to see any variations! - @scarf
//FYI: I have alerts set up for the purple and orange circles on daily forex charts amd I get a lot of excellent trade entries.
strategy("PPO Bull/Bear Divergence to High/Low Trader", overlay=false)
source = open
long_term_div = input(true, title="Use long term Divergences?")
div_lookback_period = input(55, minval=1, title="Lookback Period")
fastLength = input(12, minval=1), slowLength=input(26,minval=1)
signalLength=input(9,minval=1)
smoother = input(2,minval=1)
fastMA = ema(source, fastLength)
slowMA = ema(source, slowLength)
macd = fastMA - slowMA
macd2=(macd/slowMA)*100
d = sma(macd2, smoother) // smoothing PPO
bullishPrice = low
priceMins = bullishPrice > bullishPrice[1] and bullishPrice[1] < bullishPrice[2] or low[1] == low[2] and low[1] < low and low[1] < low[3] or low[1] == low[2] and low[1] == low[3] and low[1] < low and low[1] < low[4] or low[1] == low[2] and low[1] == low[3] and low[1] and low[1] == low[4] and low[1] < low and low[1] < low[5] // this line identifies bottoms and plateaus in the price
oscMins= d > d[1] and d[1] < d[2] // this line identifies bottoms in the PPO
BottomPointsInPPO = oscMins
bearishPrice = high
priceMax = bearishPrice < bearishPrice[1] and bearishPrice[1] > bearishPrice[2] or high[1] == high[2] and high[1] > high and high[1] > high[3] or high[1] == high[2] and high[1] == high[3] and high[1] > high and high[1] > high[4] or high[1] == high[2] and high[1] == high[3] and high[1] and high[1] == high[4] and high[1] > high and high[1] > high[5] // this line identifies tops in the price
oscMax = d < d[1] and d[1] > d[2] // this line identifies tops in the PPO
TopPointsInPPO = oscMax
currenttrough4=valuewhen (oscMins, d[1], 0) // identifies the value of PPO at the most recent BOTTOM in the PPO
lasttrough4=valuewhen (oscMins, d[1], 1) // NOT USED identifies the value of PPO at the second most recent BOTTOM in the PPO
currenttrough5=valuewhen (oscMax, d[1], 0) // identifies the value of PPO at the most recent TOP in the PPO
lasttrough5=valuewhen (oscMax, d[1], 1) // NOT USED identifies the value of PPO at the second most recent TOP in the PPO
currenttrough6=valuewhen (priceMins, low[1], 0) // this line identifies the low (price) at the most recent bottom in the Price
lasttrough6=valuewhen (priceMins, low[1], 1) // NOT USED this line identifies the low (price) at the second most recent bottom in the Price
currenttrough7=valuewhen (priceMax, high[1], 0) // this line identifies the high (price) at the most recent top in the Price
lasttrough7=valuewhen (priceMax, high[1], 1) // NOT USED this line identifies the high (price) at the second most recent top in the Price
delayedlow = priceMins and barssince(oscMins) < 3 ? low[1] : na
delayedhigh = priceMax and barssince(oscMax) < 3 ? high[1] : na
// only take tops/bottoms in price when tops/bottoms are less than 5 bars away
filter = barssince(priceMins) < 5 ? lowest(currenttrough6, 4) : na
filter2 = barssince(priceMax) < 5 ? highest(currenttrough7, 4) : na
//delayedbottom/top when oscillator bottom/top is earlier than price bottom/top
y11 = valuewhen(oscMins, delayedlow, 0)
y12 = valuewhen(oscMax, delayedhigh, 0)
// only take tops/bottoms in price when tops/bottoms are less than 5 bars away, since 2nd most recent top/bottom in osc
y2=valuewhen(oscMax, filter2, 1) // identifies the highest high in the tops of price with 5 bar lookback period SINCE the SECOND most recent top in PPO
y6=valuewhen(oscMins, filter, 1) // identifies the lowest low in the bottoms of price with 5 bar lookback period SINCE the SECOND most recent bottom in PPO
long_term_bull_filt = valuewhen(priceMins, lowest(div_lookback_period), 1)
long_term_bear_filt = valuewhen(priceMax, highest(div_lookback_period), 1)
y3=valuewhen(oscMax, currenttrough5, 0) // identifies the value of PPO in the most recent top of PPO
y4=valuewhen(oscMax, currenttrough5, 1) // identifies the value of PPO in the second most recent top of PPO
y7=valuewhen(oscMins, currenttrough4, 0) // identifies the value of PPO in the most recent bottom of PPO
y8=valuewhen(oscMins, currenttrough4, 1) // identifies the value of PPO in the SECOND most recent bottom of PPO
y9=valuewhen(oscMins, currenttrough6, 0)
y10=valuewhen(oscMax, currenttrough7, 0)
bulldiv= BottomPointsInPPO ? d[1] : na // plots dots at bottoms in the PPO
beardiv= TopPointsInPPO ? d[1]: na // plots dots at tops in the PPO
i = currenttrough5 < highest(d, div_lookback_period) // long term bearish oscilator divergence
i2 = y10 > long_term_bear_filt // long term bearish top divergence
i3 = delayedhigh > long_term_bear_filt // long term bearish delayedhigh divergence
i4 = currenttrough4 > lowest(d, div_lookback_period) // long term bullish osc divergence
i5 = y9 < long_term_bull_filt // long term bullish bottom div
i6 = delayedlow < long_term_bull_filt // long term bullish delayedbottom div
plot(0, color=gray)
plot(d, color=black)
plot(bulldiv, title = "Bottoms", color=maroon, style=circles, linewidth=3, offset= -1)
plot(beardiv, title = "Tops", color=green, style=circles, linewidth=3, offset= -1)
bearishdiv1 = (y10 > y2 and oscMax and y3 < y4) ? true : false
bearishdiv2 = (delayedhigh > y2 and y3 < y4) ? true : false
bearishdiv3 = (long_term_div and oscMax and i and i2) ? true : false
bearishdiv4 = (long_term_div and i and i3) ? true : false
bullishdiv1 = (y9 < y6 and oscMins and y7 > y8) ? true : false
bullishdiv2 = (delayedlow < y6 and y7 > y8) ? true : false
bullishdiv3 = (long_term_div and oscMins and i4 and i5) ? true : false
bullishdiv4 = (long_term_div and i4 and i6) ? true : false
bearish = bearishdiv1 or bearishdiv2 or bearishdiv3 or bearishdiv4
bullish = bullishdiv1 or bullishdiv2 or bullishdiv3 or bullishdiv4
//Used for alerts when this is an indicator, not a strategy
//alertcondition( bearishdiv, title="Bearish Div", message="Bearish Div: Short " )
//alertcondition( bullishdiv, title="Bullish Div", message="Bullish Div: Long " )
plot(y10>y2 and oscMax and y3 < y4 ? d :na, title = "Bearish Divergence1", color=orange, style= circles, linewidth=6)
plot(y9<y6 and oscMins and y7 > y8 ? d :na, title = "Bullish Divergence1", color=purple, style=circles, linewidth=6)
plot(delayedhigh>y2 and y3 < y4 ? d :na, title = "Bearish Divergence2", color=orange, style= circles, linewidth=6)
plot(delayedlow<y6 and y7 > y8 ? d :na, title = "Bullish Divergence2", color=purple, style=circles, linewidth=6)
plot(long_term_div and oscMax and i and i2 ? d :na, title = "Bearish Divergence3", color=orange, style= circles, linewidth=6)
plot(long_term_div and oscMins and i4 and i5 ? d : na, title = "Bullish Divergence3", color=purple, style=circles, linewidth=6)
plot(long_term_div and i and i3 ? d :na, title = "Bearish Divergence4", color=orange, style= circles, linewidth=6)
plot(long_term_div and i4 and i6 ? d : na, title = "Bullish Divergence4", color=purple, style=circles, linewidth=6)
// Enters trade on orange or purple circle
if (bullish)
strategy.entry("Long", strategy.long)
if (bearish)
strategy.entry("Short", strategy.short)
// Exit trade on red or green dot
if (beardiv)
strategy.close("Long")
if (bulldiv)
strategy.close("Short")