Dieser Indikator ist für Verkaufs- und Kaufjahre mit einem Risiko-Nutzen von 1,50 in 15-minütigen Zeitabständen erstellt.
/*backtest start: 2021-07-27 00:00:00 end: 2022-08-02 00:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © colinmck indicator('Bully signals', overlay=true) RSI_Period = input(14, title='RSI Length') SF = input(6, title='RSI Smoothing') QQE = input(4.238, title='Fast QQE Factor') ThreshHold = input(10, title='Thresh-hold') src = close Wilders_Period = RSI_Period * 2 - 1 Rsi = ta.rsi(src, RSI_Period) RsiMa = ta.ema(Rsi, SF) AtrRsi = math.abs(RsiMa[1] - RsiMa) MaAtrRsi = ta.ema(AtrRsi, Wilders_Period) dar = ta.ema(MaAtrRsi, Wilders_Period) * QQE longband = 0.0 shortband = 0.0 trend = 0 DeltaFastAtrRsi = dar RSIndex = RsiMa newshortband = RSIndex + DeltaFastAtrRsi newlongband = RSIndex - DeltaFastAtrRsi longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband cross_1 = ta.cross(longband[1], RSIndex) trend := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1) FastAtrRsiTL = trend == 1 ? longband : shortband // Find all the QQE Crosses QQExlong = 0 QQExlong := nz(QQExlong[1]) QQExshort = 0 QQExshort := nz(QQExshort[1]) QQExlong := FastAtrRsiTL < RSIndex ? QQExlong + 1 : 0 QQExshort := FastAtrRsiTL > RSIndex ? QQExshort + 1 : 0 //Conditions qqeLong = QQExlong == 1 ? FastAtrRsiTL[1] - 50 : na qqeShort = QQExshort == 1 ? FastAtrRsiTL[1] - 50 : na // Plotting plotshape(qqeLong, title='Bully long', text='Buy', textcolor=color.new(color.white, 0), style=shape.labelup, location=location.belowbar, color=color.new(color.green, 0), size=size.tiny) plotshape(qqeShort, title='Bully short', text='Sell', textcolor=color.new(color.white, 0), style=shape.labeldown, location=location.abovebar, color=color.new(color.red, 0), size=size.tiny) // Alerts alertcondition(qqeLong, title='Buy', message='Buy') alertcondition(qqeShort, title='Sell', message='Sell') if qqeLong strategy.entry("Enter Long", strategy.long) else if qqeShort strategy.entry("Enter Short", strategy.short)