1. বর্গক্ষেত্র
2. কিফিয়ারের লুকানো এমএফআই/স্টক ডিভার্জেন্স/ট্রেন্ড ব্রেকার ট্রেডিং কৌশল

কিফিয়ারের লুকানো এমএফআই/স্টক ডিভার্জেন্স/ট্রেন্ড ব্রেকার ট্রেডিং কৌশল

লেখক:চাওঝাং, তারিখ: ২০২৩-১২-১৯ 15:18:09
ট্যাগঃ

---

---

/*backtest
start: 2023-11-18 00:00:00
end: 2023-12-18 00:00:00
period: 1h
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/
// © kifier

//@version=4
strategy("Kifier's MFI/STOCH Hidden Divergence/Trend Beater", shorttitle = "Kifier's MFI/STOCH", overlay=false, margin_long=100, margin_short=100, default_qty_type  = strategy.percent_of_equity, default_qty_value = 95, max_boxes_count = 500)

//Values
enb_date     = input(false                                  ,"Enable Date Range?",      type = input.bool, inline = "1")
enb_current  = input(true                                   ,"Today as End Date" ,      type = input.bool, inline = "1")
i_start_date = input(timestamp("01 Jan 2021 00:00 +0300")   ,"Start Date"        ,      type=input.time)
i_end_date   = input(timestamp("16 July 2021 00:00 +0300")  ,"End Date"          ,      type=input.time)

time_check   = true

i_vwma_length   = input(50,     "VWMA Length"               ,type = input.integer,   group = "Indicator Settings", inline = "2")
i_sma_length    = input(50,     "SMA Length"                ,type = input.integer,   group = "Indicator Settings", inline = "2")
i_stoch_length  = input(28,     "Stoch Length"              ,type = input.integer,   group = "Indicator Settings", inline = "3")
i_mfi_length    = input(7 ,     "MFI Length"                ,type = input.integer,   group = "Indicator Settings", inline = "3")
i_obv_length    = input(100,    "OBV Length"                ,type = input.integer,   group = "Indicator Settings")
i_atr_len       = input(100,    "ATR Ranging-trend len"     ,type = input.integer,   group = "Indicator Settings", tooltip = "This is the length of the ATR Emas that check when the market in a general trend or is just ranging")


i_div_price     = input(5       ,"Price Divergant Pivots"   ,type = input.integer, group = "Divergance Settings")
i_inacc         = input(0.05    ,"Price Inaccuracy"         ,type = input.float  , group = "Divergance Settings")
i_div_length    = input(3       ,"Divergance Valid Period"  ,type = input.integer, group = "Divergance Settings")
i_mfi_left      = input(5       ,"MFI Left/Right Pivots"    ,type = input.integer, group = "Divergance Settings", inline = "4")
i_mfi_right     = input(2       ,""                         ,type = input.integer, group = "Divergance Settings", inline = "4")

tp_percentage   = input(10  ,   "TP Percentage"         ,type = input.float             , group = "Exit Settings")/100
_inacc          = input(0.03,   "Support Inaccuracy"    ,type = input.float, step = 0.01, group = "Exit Settings")

enb_stoch_mfi     = input(true, "Use Stoch/MFI Trend"      , type = input.bool, group = "Individual Entries")
enb_stoch_mfi_div = input(true, "Use Stoch/MFI Divergance ", type = input.bool, group = "Individual Entries")

c_mfi           = input(color.yellow    ,"MFI/STOCH Colour     "        , type = input.color, group = "Indicator Colours", inline = "os")
c_stoch         = input(color.silver    ,""                             , type = input.color, group = "Indicator Colours", inline = "os")
c_buy           = input(color.green     ,"Buy/Sell Colour      "        , type = input.color, group = "Indicator Colours", inline = "pos")
c_sell          = input(color.red       ,""                             , type = input.color, group = "Indicator Colours", inline = "pos")
c_flat          = input(color.blue      ,"Flat/Trending Colours"        , type = input.color, group = "Indicator Colours", inline = "trend")
c_longtrend     = input(color.green     ,""                             , type = input.color, group = "Indicator Colours", inline = "trend")

//Global Variables
var float tpprice = na 

f_c_gradientAdvDec(_source, _center, _c_bear, _c_bull) =>
    var float _maxAdvDec = 0.
    var float _qtyAdvDec = 0.
    bool  _xUp     = crossover(_source, _center)
    bool  _xDn     = crossunder(_source, _center)
    float _chg     = change(_source)
    bool  _up      = _chg > 0
    bool  _dn      = _chg < 0
    bool  _srcBull = _source > _center
    bool  _srcBear = _source < _center
    _qtyAdvDec := 
      _srcBull ? _xUp ? 1 : _up ? _qtyAdvDec + 1 : _dn ? max(1, _qtyAdvDec - 1) : _qtyAdvDec :
      _srcBear ? _xDn ? 1 : _dn ? _qtyAdvDec + 1 : _up ? max(1, _qtyAdvDec - 1) : _qtyAdvDec : _qtyAdvDec
    _maxAdvDec := max(_maxAdvDec, _qtyAdvDec)
    float _transp = 100 - (_qtyAdvDec * 100 / _maxAdvDec)
    var color _return = na
    _return := _srcBull ? color.new(_c_bull, _transp) : _srcBear ? color.new(_c_bear, _transp) : _return

//Simple Sup/Res
var float _pH = na
var float _pL = na
_ph = pivothigh(high,20,20)
_pl = pivotlow(low,20,20)
_high_inacc = _inacc * high
_low_inacc = _inacc * low

if _ph
    _pH := high
if (high-_high_inacc) > _pH and _ph
    _pH := high
    _pH := nz(_pH)

if _pl
    _pL := low
if (low+_low_inacc) < _pL[1] 
    _pL := low
    _pL := nz(_pL)  

broke_res = iff(crossover(close, _pH), true, false)

//Indicator Initialisation
s_stoch = stoch(close, high, low, i_stoch_length) 
s_vwma = vwma(close,i_vwma_length)
s_sma = sma(close,i_sma_length)

//MONEY FLOW + BBW
atr1 =ema((atr(14)/close),i_atr_len/2)
atr2 =ema((atr(14)/close), i_atr_len)
is_ranging = iff(atr1 < atr2, true, false)
s_mfi = mfi(close,i_mfi_length)
overTop = iff(s_mfi >= 90, true, false)
underBot = iff(s_mfi <= 10, true, false)

//Price Divergance
ph = pivothigh(high, i_div_price,i_div_price)
pl = pivotlow(low,i_div_price,i_div_price)

var float pH = 0.0
var float pL = 0.0

high_acc = high * (i_inacc)
low_acc = low * i_inacc

if (high-high_acc) > pH or (high+high_acc < pH) and ph
    pH := high
    pH := nz(pH)
if (low+low_acc) < pL or (low-low_acc > pL) and pl
    pL := low
    pL := nz(pL)

higher_low = false
lower_low = false
//Filter out innacurate
if ph or pl
    if pL < pL[1]
        lower_low := true
    if pL > pL[1]
        higher_low := true
        
//MFI Divergance
mh = pivothigh(s_mfi, i_mfi_left,i_mfi_right)
ml = pivotlow(s_mfi, i_mfi_left,i_mfi_right)
bl = bar_index

var float mH = 0.0
var float mL = 0.0
var int bL = 0

if mh
    mH := highest(nz(mh),i_mfi_left)
    mH := nz(mH)
if ml
    bL := bar_index
    mL := ml
    mL := nz(mL)

higher_low_m = false
lower_low_m = false

if ml 
    if mL < mL[1]
        lower_low_m := true
    if mL > mL[1]
        higher_low_m := true

//Combintion
var int price_range = na
var int rsi_range = na
var int mfi_range = na

//Higher low on price, lower low on rsi, then check with stoch
mfi_div_bullish = iff(higher_low and higher_low_m, true, false)

if mfi_div_bullish
    price_range := 0
    rsi_range := 0

//VWMA/SMA/OBV
_src = s_vwma-s_sma
sd_src = stdev(_src,14)
pooled_src = (_src/sd_src)*2

sd_s_vwma = stdev(s_vwma,14)
sd_s_sma = stdev(s_sma,14)

longTrend = obv > ema(obv,100) and is_ranging == false
crossOver = crossover(s_vwma , s_sma)
crossingOver = (s_vwma > s_sma) and (close >= s_vwma) 
crossUnder = crossunder(s_vwma, s_sma)
crossingUnder = (s_vwma < s_sma) and (close <= s_vwma)

hist_color = f_c_gradientAdvDec(s_vwma-s_sma, (s_vwma-s_sma)/2, color.new(c_sell,90), color.new(c_buy,80))

//Strategy Entries
mfi_stoch_trend = iff(enb_stoch_mfi, iff(s_stoch >= 50 and crossover(s_mfi, 50) and crossingOver and longTrend and is_ranging == false, true, false), false)

var buy_counter_rsi = 0
var buy_counter_mfi = 0

mfi_div = iff(enb_stoch_mfi_div, iff(mfi_div_bullish and crossingOver and s_stoch >= 50 and is_ranging, true, false), false)

if mfi_div
    buy_counter_mfi := bar_index + 5
    
mfi_divergent_buy = iff(bar_index <= buy_counter_mfi and strategy.position_size == 0, true, false)

//Strategy Entries
order_fired = false
var float previousRes = 0.0

tpprice := strategy.position_avg_price * (1+tp_percentage)
if time_check
    if mfi_stoch_trend
        strategy.entry("Buy", true, comment = "[B] STOCH/MFI")
        order_fired := true
    if mfi_divergent_buy
        strategy.entry("Buy", true, comment = "[B] MFI Hidden Divergance")
        order_fired := true
        
    if order_fired 
        previousRes := _pL
    if strategy.position_size > 0
        strategy.exit("Buy", limit = tpprice, comment = "TP")
    if close <= previousRes 
        strategy.exit("Buy", stop = previousRes, comment = "SL")
        
//Drawings
hline(0, "Base", color.white)
hline(100, "Max", color.white)

p_stoch = plot(s_stoch, color = c_stoch)
p_mfi = plot(s_mfi, color = c_mfi)

hline(70, "Top Line")
p_mid = plot(50, "Mid Line", color.new(color.white,100))
hline(50, "Mid Line")
hline(30, "Bot Line")
fill(p_stoch, p_mid, color.new(c_stoch, 60))

plotshape(crossOver ? 5 : crossUnder ? -5 : na, style = shape.square, color = crossOver ? c_buy : crossUnder ? c_sell : na, size = size.tiny, location = location.absolute)
plot((_src/sd_src)*2, color = hist_color, style = plot.style_histogram)

//Boxes
// var string same = ""

// var box _box = na
// if longTrend and is_ranging == false and same != "longtrend"
//     same := "longtrend"
//     _box := box.new(bar_index, 105, bar_index, 100, bgcolor = c_longtrend,border_color = color.new(color.white, 100))
// else if is_ranging and same != "isranging"
//     same := "isranging"
//     _box := box.new(bar_index, 105, bar_index, 100, bgcolor = c_flat,border_color = color.new(color.white, 100))

// if not na(_box)
//     box.set_right(_box,bar_index)

// //Div Lines
// var line _line = na
// if mfi_divergent_buy
//     _line = line.new(bL[1] -6, s_mfi[bar_index-bL[1]], bar_index + 6, s_mfi, color = color.green, width = 3)

---

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