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Bollinger Awesome Warnung R1

Schriftsteller:ChaoZhang, Datum: 2022-05-24 18:31:33
Tags:EMASMA- Nein.

Dieser Indikator ist eine Implementierung des Bollinger Band- und Awesome Oscillator Scalping-Systems.

Diese Technik ist für diejenigen, die die einfachste Methode wollen, die sehr effektiv ist. Es wird BESTER während der verkehrsreichsten Handelszeiten gehandelt, 3 Uhr bis 12 Uhr EST NY-Zeit. Diese Methode funktioniert nicht in seitlichen Märkten, nur in volatilen Trending-Märkten.

Zeitrahmen: 1, 5, 10, 15, 30 Minuten. Währungspaare: die wichtigsten.

Weitere Chartindikatoren: Fügen Sie Awesome Oscillator hinzu. Zusätzliche Anzeige

Hier ist die Strategie:

Ich gehe LANG: Eintritt man in eine Long-Position, wenn der schwarze 3 EMA den roten mittleren Bollinger-Band MA überquert hat.

Ich gehe kurz: Eintritt man in eine Short-Position, wenn der schwarze 3 EMA durch den roten mittleren Bollinger-Band MA gekreuzt ist. Gleichzeitig sollte sich der Awesome seiner Nulllinie nähern oder überqueren und nach unten gehen. Dies wird durch die Sell Alert angezeigt.

Gewinn machen: 10-20 Pips je nach Paar oder wenn der Awesome Oszillator eine andere Farbe hat.

HINWEIS: Die besten Trades treten in der Regel auf, wenn die Preisumkehrung vom äußeren Band und außerhalb der Optional Bollinger Squeeze-Indikation abprallt.

Zurückprüfung

/*backtest
start: 2022-04-23 00:00:00
end: 2022-05-22 23:59:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4

study(shorttitle="BBAWE", title="Bollinger Awesome Alert R1.1 by JustUncleL", overlay=true)

// Author: Lawrie Steven
// Date:   22-Apr-2017
// Revision: R1
//
// Description:
// ============
// This indicator is an implementation of the Bollinger Band and Awesome Oscillator
// scalping system.
// This technique is for those who want the most simple method that is
// very effective. It is BEST traded during the busiest trading hours,
// 3am to 12am EST NY time. This method doesn't work in sideways markets, only in
// volatile trending markets.
//
// Time Frames: 1, 5, 10, 15 ,30 min.
// Currency pairs: majors.
//
// Other Chart indicators:
// - Add Awesome Oscillator.
// - Optionally Add Squeeze Indicator.
//
// Here's the strategy:
// --------------------
// Going LONG:
// Enter a long position when the black 3 EMA has crossed up through the Bollinger red 
// middle band MA. At the same time, the Awesome should be approaching or crossing 
// it's zeroline, going up. Optionally Close price also must stay below the upper BB.
// This is indicated by "Buy" alert.
//
// Going SHORT:
// Enter a short position when the black 3 EMA has crossed down through the Bollinger red
// middle band MA. At the same time, the Awesome should be approaching or crossing it's 
// zero line, going down. Optionally Close price also must stay above the lower BB.
// This is indicated by the "Sell" Alert.
// 
// Take profit:
// 10-20 pips depending on pair or When Awesome Oscillator turns a different color.
//
// HINTS: Best trades tend to occur when price reversing bounce off outer band and 
// and outside Optional Bollinger Squeeze indication.
//
// References:
// -----------
// - https://www.forexstrategiesresources.com/scalping-forex-strategies-iii/337-bollinger-bands-and-chaos-awesome-scalping-system
// - "Squeeze Momentum Indicator [LazyBear]"
//
// Modifications
// -------------
// 6-Sept-2019 :
//      - Added optional extra condition that the signal candle close price must stay within the Bollinger Bands.
//        This helps remove some of the oversized signal candles, these candles have a lower success probabilty.
//      - Added Alarm system Alerts for BUY and SELL.
// 28-Sept-2019 :
//      - Added optional BB squeeze filter. The squeeze Algo is based on the current relative width of the BB, 
//        it is NOT based on the LazyBear Algo.
// 08-Aug-2020
//      - Converted to Pinescript V4
// 11-Aug-2020
//      - Modified "alertcondition" calls to include the close placeholder, this forces the compiler to
//        to recognise the as a placeholder alert and other placeholders can be accessed in the alarm
//        message.
//

// === INPUTS ===

// Bollinger Bands Inputs
bb_use_ema = input(false, title="Use EMA for Bollinger Band")
bb_filter = input(false, title="Filter Buy/Sell with Bollinger Bands")
sqz_filter = input(false, title="Flter Buy/Sell with BB squeeze")
bb_length = input(20, minval=1, title="Bollinger Length")
bb_source = input(close, title="Bollinger Source")
bb_mult = input(2.0, title="Base Multiplier", minval=0.5, maxval=10)
// EMA inputs
fast_ma_len = input(3, title="Fast EMA length", minval=2)
// Awesome Inputs
nLengthSlow = input(34, minval=1, title="Awesome Length Slow")
nLengthFast = input(5, minval=1, title="Awesome Length Fast")

// === /INPUTS ===

sqz_length = input(100, "BB Relative Squeeze Length", minval=5)
sqz_threshold = input(50, "BB Squeeze Threshold %", maxval=99, step=5)



// === SERIES ===

// Breakout Indicator Inputs
ema_1 = ema(bb_source, bb_length)
sma_1 = sma(bb_source, bb_length)
bb_basis = bb_use_ema ? ema_1 : sma_1
fast_ma = ema(bb_source, fast_ma_len)

// Deviation
// * I'm sure there's a way I could write some of this cleaner, but meh.
dev = stdev(bb_source, bb_length)
bb_dev = bb_mult * dev

// Upper bands
bb_upper = bb_basis + bb_dev
// Lower Bands
bb_lower = bb_basis - bb_dev

// Calculate Awesome Oscillator
xSMA1_hl2 = sma(hl2, nLengthFast)
xSMA2_hl2 = sma(hl2, nLengthSlow)
xSMA1_SMA2 = xSMA1_hl2 - xSMA2_hl2
// Calculate direction of AO
AO = xSMA1_SMA2 >= 0 ? xSMA1_SMA2 > xSMA1_SMA2[1] ? 1 : 2 : 
   xSMA1_SMA2 > xSMA1_SMA2[1] ? -1 : -2

// Calculate BB spread and average spread
spread = bb_upper - bb_lower
avgspread = sma(spread, sqz_length)

// Calculate BB relative %width for Squeeze indication
bb_squeeze = spread / avgspread * 100

// Calculate Upper and Lower band painting offsets based on 50% of atr.
bb_offset = atr(14) * 0.5
bb_sqz_upper = bb_upper + bb_offset
bb_sqz_lower = bb_lower - bb_offset

// === /SERIES ===

// === PLOTTING ===

// plot BB basis
plot(bb_basis, title="Basis Line", color=color.red, transp=10, linewidth=2)
// plot BB upper and lower bands
ubi = plot(bb_upper, title="Upper Band Inner", color=color.blue, transp=10, linewidth=1)
lbi = plot(bb_lower, title="Lower Band Inner", color=color.blue, transp=10, linewidth=1)
// center BB channel fill
fill(ubi, lbi, title="Center Channel Fill", color=color.silver, transp=90)

//Indicate BB squeeze based on threshold.
usqzi = plot(bb_sqz_upper, "Hide Sqz Upper", transp=100)
lsqzi = plot(bb_sqz_lower, "Hide Sqz Lower", transp=100)
fill(ubi, usqzi, color=bb_squeeze > sqz_threshold ? color.white : color.blue, transp=50)
fill(lbi, lsqzi, color=bb_squeeze > sqz_threshold ? color.white : color.blue, transp=50)

// plot fast ma
plot(fast_ma, title="Fast EMA", color=color.black, transp=10, linewidth=2)

// Calc breakouts
break_down = crossunder(fast_ma, bb_basis) and close < bb_basis and abs(AO) == 2 and 
   (not bb_filter or close > bb_lower) and 
   (not sqz_filter or bb_squeeze > sqz_threshold)
break_up = crossover(fast_ma, bb_basis) and close > bb_basis and abs(AO) == 1 and 
   (not bb_filter or close < bb_upper) and 
   (not sqz_filter or bb_squeeze > sqz_threshold)

// Show Break Alerts
plotshape(break_down, title="Breakout Down", style=shape.arrowdown, location=location.abovebar, size=size.auto, text="Sell", color=color.red, transp=0)
plotshape(break_up, title="Breakout Up", style=shape.arrowup, location=location.belowbar, size=size.auto, text="Buy", color=color.green, transp=0)

// === /PLOTTING ===

// Send alert to TV alarm sub-system
alertcondition(break_down or break_up, title="BBAWE Alert", message="BBAWE Alert close={{close}}")
alertcondition(break_down, title="BBAWE Sell", message="SELL close={{close}}")
alertcondition(break_up, title="BBAWE Buy", message="BUY close={{close}}")


// eof



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

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