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Handel mit ABC

Schriftsteller:ChaoZhang, Datum: 2022-05-23 16:33:08
Tags:SMAEMA

Hallo Händler,

Seit ein paar Monaten bekomme ich Anfragen von meinen Followern über ABC-Muster und schließlich habe ich beschlossen, diesen Indikator zu machen.

Wie funktioniert das?

Es erstellt Trend Cloud mit einfachen und exponentiellen gleitenden Durchschnitten mit den Längen 50, 100, 150, 200, 20, 40 standardmäßig und überprüft den Trend. Sie können Längen ändern, wie Sie möchten
Es erstellt auch ZigZag mit der ZigZag Periode in den Optionen.
Mit den letzten 2 Zickzackwellen überprüft es, ob es ein geeignetes ABC-Muster nach dem Trend, den Min / Max Fibonacci-Level und Fehlerrate
Dann überprüft es, ob der Preis nach diesem ABC-Muster springt.
Und wenn alle diese Bedingungen erfüllt sind, dann ist es Triangle
Wenn es mehrere Sprünge gibt, dann können Sie mehrere Dreiecke sehen

Sie können ändern/setzen;

Zickzackzeit
Fibonacci-Max-Wert
Fibonacci-Min-Level
Fehlerquote
Die für gleitende Durchschnitte verwendeten Längen
Aufbewahrung alter ABC-Linien/Etiketten
Anzeigen von Zigzag- und Min/Max-Fibonacci-Leveln
Anzeigen von Trendwolke
und Farben

Zurückprüfung

/*backtest
start: 2022-04-22 00:00:00
end: 2022-05-21 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/
// © LonesomeTheBlue

//@version=4
study("Trading ABC", overlay = true, max_bars_back = 500, max_lines_count = 500, max_labels_count = 500)
prd = input(defval = 8, title="ZigZag Period", minval = 2, maxval = 50, group = "Setup")
fiboup = input(defval = 0.618, title = "Fibonacci Max", group = "Setup")
fibodn = input(defval = 0.382, title = "Fibonacci Min", group = "Setup")
errorrate = input(defval = 5.0, title = "Error Rate", minval = 0, maxval = 30, group = "Setup") / 100
showabc = input(defval = true, title = "Show ABC", group = "Extras")
keepabc = input(defval = true, title = "Keep Old ABCs", group = "Extras")
showcloud = input(defval = true, title = "Show Cloud", group = "Extras", inline = "cloud")
c_upcol = input(defval = color.new(color.lime, 75), title = "", group = "Extras", inline = "cloud")
c_dncol = input(defval = color.new(color.red, 75), title = "", group = "Extras", inline = "cloud")
showzigzag = input(defval = true, title = "Show Zig Zag & Fibo", group = "Extras", inline = "zigzag")
upcol = input(defval = color.lime, title = "", group = "Extras", inline = "zigzag")
dncol = input(defval = color.red, title = "", group = "Extras", inline = "zigzag")
srcma = input(defval = close, title = "Source for Moving Averages", group = "Trend Cloud")
malen1 = input(defval = 50, title = "SMA 1 Length", minval = 1, group = "Trend Cloud")
malen2 = input(defval = 100, title = "SMA 2 Length", minval = 1, group = "Trend Cloud")
malen3 = input(defval = 150, title = "SMA 3 Length", minval = 1, group = "Trend Cloud")
malen4 = input(defval = 200, title = "SMA 4 Length", minval = 1, group = "Trend Cloud")
malen5 = input(defval = 20, title = "EMA 1 Length", minval = 1, group = "Trend Cloud")
malen6 = input(defval = 40, title = "EMA 2 Length", minval = 1, group = "Trend Cloud")

ma_array = array.new_float(6)
array.set(ma_array, 0, sma(srcma, malen1))
array.set(ma_array, 1, sma(srcma, malen2))
array.set(ma_array, 2, sma(srcma, malen3))
array.set(ma_array, 3, sma(srcma, malen4))
array.set(ma_array, 4, ema(srcma, malen5))
array.set(ma_array, 5, ema(srcma, malen6))

float umax = na
float umin = na
float lmax = na
float lmin = na
int upper = 0
int lower = 0
for x = 1 to 6
    ma = array.get(ma_array, x -1)
    if ma >= max(open, close)
        upper := upper + 1
        if na(umax)
            umax := ma
            umin := ma
        else
            umax := max(umax, ma)
            umin := min(umin, ma)
    else if ma <= min(open, close)
        lower := lower + 1
        if na(lmax)
            lmax := ma
            lmin := ma
        else
            lmax := max(lmax, ma)
            lmin := min(lmin, ma)

var int trend = 0
trend := lower > 0 and upper == 0 and lower[1] > 0 and upper[1] == 0 ? 1 :
         lower == 0 and upper > 0 and lower[1] == 0 and upper[1] > 0 ? -1 :
         trend
         
tucolor = trend ==  1 ? c_upcol: na
tdcolor = trend == -1 ? c_dncol : na
fill(plot(umax, color = na), plot(umin, color = na), color = showcloud ? tdcolor : na)
fill(plot(lmax, color = na), plot(lmin, color = na), color = showcloud ? tucolor : na)

//===================================================================

// zigzag part
get_ph_pl_dir(len)=>
    float ph = highestbars(high, len) == 0 ? high : na
    float pl = lowestbars(low, len) == 0 ? low : na
    var dir = 0
    dir := iff(ph and na(pl), 1, iff(pl and na(ph), -1, dir))
    [ph, pl, dir]

[ph, pl, dir] = get_ph_pl_dir(prd)

var max_array_size = 10
var zigzag = array.new_float(0)

add_to_zigzag(value, bindex)=>
    array.unshift(zigzag, bindex)
    array.unshift(zigzag, value)
    if array.size(zigzag) > max_array_size
        array.pop(zigzag)
        array.pop(zigzag)
    
update_zigzag(value, bindex)=>
    if array.size(zigzag) == 0
        add_to_zigzag(value, bindex)
    else
        if (dir == 1 and value > array.get(zigzag, 0)) or (dir == -1 and value < array.get(zigzag, 0))
            array.set(zigzag, 0, value)
            array.set(zigzag, 1, bindex)
        0.

dir_changed = change(dir)
if ph or pl
    if dir_changed
        add_to_zigzag(dir == 1 ? ph : pl, bar_index)
    else
        update_zigzag(dir == 1 ? ph : pl, bar_index)

// if showzigzag and array.size(zigzag) > 5
    // var line zzline1 = na
    // var line zzline2 = na
    //line.delete(zzline1)
    //line.delete(zzline2)
   // zzline1 := line.new(x1 = round(array.get(zigzag, 1)) , y1 = array.get(zigzag, 0), x2 = round(array.get(zigzag, 3)), y2 = array.get(zigzag, 2), color = dir == 1 ? upcol : dncol, width = 2, style = line.style_dashed)
    //zzline2 := line.new(x1 = round(array.get(zigzag, 3)) , y1 = array.get(zigzag, 2), x2 = round(array.get(zigzag, 5)), y2 = array.get(zigzag, 4), color = dir == -1 ? upcol : dncol, width = 2, style = line.style_dashed)
    // min/max fibo levels
    // zzlen = abs(array.get(zigzag, 2) - array.get(zigzag, 4))
    // fmin = dir == 1 ? array.get(zigzag, 2) + zzlen * (fibodn - errorrate) : array.get(zigzag, 4) + zzlen * ((1 - fibodn) + errorrate)
    // fmax = dir == 1 ? array.get(zigzag, 2) + zzlen * (fiboup + errorrate) : array.get(zigzag, 4) + zzlen * ((1 - fiboup) - errorrate)
    // var line fibo1 = na
    // var line fibo2 = na
    // line.delete(fibo1)
    // line.delete(fibo2)
    // fibo1 := line.new(x1 = round(array.get(zigzag, 3)), y1 = fmin, x2 = round(array.get(zigzag, 3)) + 1, y2 = fmin, color = color.blue, style = line.style_dashed, extend = extend.right)
    // fibo2 := line.new(x1 = round(array.get(zigzag, 3)), y1 = fmax, x2 = round(array.get(zigzag, 3)) + 1, y2 = fmax, color = color.blue, style = line.style_dashed, extend = extend.right)

zchange = array.size(zigzag) > 0 ? array.get(zigzag, 0) :  0.0
abc = array.new_float(0)
if change(zchange) and array.size(zigzag) > 5 and ((pl and trend == 1  and dir == -1 and low < array.max(ma_array)) or (ph and trend == -1 and dir == 1 and high > array.min(ma_array)))
    a = array.get(zigzag, 0)
    b = array.get(zigzag, 2)
    b_loc = array.get(zigzag, 3)
    c = array.get(zigzag, 4)
    c_loc = array.get(zigzag, 5)
    rate = (a - b) / (c - b)
    if rate >= (fibodn - fibodn * errorrate) and rate <= (fiboup + fiboup * errorrate)
        array.push(abc, b)
        array.push(abc, b_loc)
        array.push(abc, c)
        array.push(abc, c_loc)

// draw_line(dir, x1_,y1_, x2_, y2_, x3_, y3_)=>
//     l1 = line.new(x1 = x1_, y1 = y1_, x2 = x2_, y2 = y2_, color = dir == 1 ? upcol : dncol, width = 2)
//     l2 = line.new(x1 = x2_, y1 = y2_, x2 = x3_, y2 = y3_, color = dir == 1 ? dncol : upcol, width = 2)
//     [l1, l2]

// draw_label(dir, x1_,y1_, x2_, y2_, x3_, y3_)=>
//     alabel = label.new(  x = x1_, 
//                          y = y1_, 
//                          text = "C", 
//                          style = dir == 1 ? label.style_label_down : label.style_label_up, 
//                          color = color.new(color.white, 100),
//                          textcolor = color.blue)
//     blabel = label.new(  x = x2_, 
//                          y = y2_, 
//                          text = "B", 
//                          style = dir == -1 ? label.style_label_down : label.style_label_up, 
//                          color = color.new(color.white, 100),
//                          textcolor = color.blue)
//     clabel = label.new(  x = x3_, 
//                          y = y3_, 
//                          text = "A", 
//                          style = dir == 1 ? label.style_label_down : label.style_label_up, 
//                          color = color.new(color.white, 100),
//                          textcolor = color.blue)
//     [alabel, blabel, clabel]
    
// var abclines = array.new_line(2)
// var abclabels = array.new_label(3)

// if showabc and array.size(abc) >= 4
//     if not keepabc
//         line.delete(array.pop(abclines))
//         line.delete(array.pop(abclines))
//         label.delete(array.pop(abclabels))
//         label.delete(array.pop(abclabels))
//         label.delete(array.pop(abclabels))
        
//     [l1_, l2_] = draw_line(dir, bar_index, array.get(zigzag, 0), round(array.get(abc, 1)),  array.get(abc, 0), round(array.get(abc, 3)), array.get(abc, 2))
//     array.unshift(abclines, l1_)
//     array.unshift(abclines, l2_)
    
//     [la1_, la2_, la3_] = draw_label(dir, bar_index, array.get(zigzag, 0), round(array.get(abc, 1)),  array.get(abc, 0), round(array.get(abc, 3)), array.get(abc, 2))
//     array.unshift(abclabels, la1_)
//     array.unshift(abclabels, la2_)
//     array.unshift(abclabels, la3_)

// bounce?
lbounced = false
sbounced = false
for i = 0 to 5
    if min(low, low[1]) <= array.get(ma_array, i) and close > array.get(ma_array, i) and close > open
        lbounced := true
    if max(high, high[1]) >= array.get(ma_array, i) and close < array.get(ma_array, i) and close < open
        sbounced := true

// stoch give signal?
sto = sma(stoch(close, high, low, 5), 3)
sto_sig = sma(sto, 3)
lstoch = sto[1] <= sto_sig[1] and sto > sto_sig and sto[1] < 50 //and sto_sig > 20
sstoch = sto[1] >= sto_sig[1] and sto < sto_sig  and sto[1] > 50 //and sto_sig < 80

/// check if conditions met
there_is_abc = array.size(abc) != 0
var float last_zz_point = 0.
last_zz_point := array.size(zigzag) > 2 and there_is_abc ? array.get(zigzag, 0) : last_zz_point
var abc_bar_count = 0
abc_bar_count := there_is_abc ? 0 : abc_bar_count + 1
hhh_ = highest(abc_bar_count + 1)
lll_ = lowest(abc_bar_count + 1)

// long condition
long = trend == 1 and abc_bar_count <= 6 and lbounced and lll_ >= last_zz_point
short = trend == -1 and abc_bar_count <= 6 and sbounced and hhh_ <= last_zz_point

plotshape(long,  style = shape.triangleup, color = upcol, location =  location.belowbar, size = size.small)
plotshape(short,  style = shape.triangledown, color = dncol, location =  location.abovebar, size = size.small)

alertcondition(long, title = "ABC Long", message = "ABC Long")
alertcondition(short, title = "ABC Short", message = "ABC Short")


if long
    strategy.entry("Enter Long", strategy.long)
else if short
    strategy.entry("Enter Short", strategy.short)

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