En la carga de los recursos... Cargando...
MA Emperador en sí

El autor:¿ Qué pasa?, Fecha: 2022-05-07 21:49:03
Las etiquetas:El EMA
El guión ofrece 9 EMA diferentes con 14 tipos diferentes de MA.
El uso del script es encontrar la entrada en las altcoins de 1-4 horas mientras se utiliza la estrategia de cruce 13/21 incorporada para ser utilizada en sincronía con el cruce Heikin Ashi con niveles de Fib de 0.236 nivel de Fib.
Cómo usarlo.
La inscripción se efectuará cuando el
El cruce da un P ((Signo positivo) y la vela se cierra por completo por encima del cruce
Cuando el Heikin Ashi se vuelve verde y la siguiente vela verde HA va por encima de la anterior vela verde HA.
El precio debe estar por lo menos por encima del nivel de 0.236 desde el máximo de oscilación.
Todo lo mejor. EmperadorBTC
Prueba posterior
/*backtest
start: 2022-04-06 00:00:00
end: 2022-05-05 23:59:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3

study(title = "MA Emperor insiliconot" , shorttitle = "MA Emperor insiliconot", overlay=true, precision=8)

haClose = close
haOpen  = open
haHigh  = high
haLow   = low 

haClose := (open + high + low + close) / 4
haOpen  := (nz(haOpen[1]) + nz(haClose[1])) / 2
haHigh  := max(high, max(haOpen, haClose))
haLow   := min(low , min(haOpen, haClose))

ssrc = close
ha = false

o = ha ? haOpen : open
c = ha ? haClose : close
h = ha ? haHigh : high
l = ha ? haLow : low

ssrc := ssrc == close ? ha ? haClose : c : ssrc
ssrc := ssrc == open ? ha ? haOpen : o : ssrc
ssrc := ssrc == high ? ha ? haHigh : h : ssrc
ssrc := ssrc == low ? ha ? haLow : l : ssrc
ssrc := ssrc == hl2 ? ha ? (haHigh + haLow) / 2 : hl2 : ssrc
ssrc := ssrc == hlc3 ? ha ? (haHigh + haLow + haClose) / 3 : hlc3 : ssrc
ssrc := ssrc == ohlc4 ? ha ? (haHigh + haLow + haClose+ haOpen) / 4 : ohlc4 : ssrc

type = input(defval = "LowPass", title = "Type", options = ["Butterworth_2Pole", "DEMA", "EMA", "Gaussian", "Geometric_Mean", "LowPass", "McGuinley", "SMA", "Sine_WMA", "Smoothed_MA", "Super_Smoother",  "Triangular_MA", "Wilders", "Zero_Lag"])

len1=input(8, title ="MA 1")
len2=input(13, title = "MA 2") 
len3=input(21, title = "MA 3")
len4=input(55, title = "MA 4")
len5=input(89, title = "MA 5")
lenrib=input(120, title = "IB")
lenrib2=input(121, title = "2B")
lenrib3=input(200, title = "21b")
lenrib4=input(221, title = "22b")

onOff1  = input(defval=true, title="Enable 1")
onOff2  = input(defval=true, title="Enable 2")
onOff3  = input(defval=true, title="Enable 3")
onOff4  = input(defval=false, title="Enable 4")
onOff5  = input(defval=false, title="Enable 5")
onOff6  = input(defval=false, title="Enable 6")
onOff7  = input(defval=false, title="Enable 7")
onOff8  = input(defval=false, title="Enable x")
onOff9  = input(defval=false, title="Enable x")


gauss_poles = input(3, "*** Gaussian poles ***",  minval = 1, maxval = 14) 
linew = 2
shapes = false

 
variant_supersmoother(src,len) =>
    Pi = 2 * asin(1)
    a1 = exp(-1.414* Pi / len)
    b1 = 2*a1*cos(1.414* Pi / len)
    c2 = b1
    c3 = (-a1)*a1
    c1 = 1 - c2 - c3
    v9 = 0.0
    v9 := c1*(src + nz(src[1])) / 2 + c2*nz(v9[1]) + c3*nz(v9[2])
    v9
    
variant_smoothed(src,len) =>
    v5 = 0.0
    v5 := na(v5[1]) ? sma(src, len) : (v5[1] * (len - 1) + src) / len
    v5

variant_zerolagema(src, len) =>
    price = src
    l = (len - 1) / 2
    d = (price + (price - price[l]))
    z = ema(d, len)
    z
    
variant_doubleema(src,len) =>
    v2 = ema(src, len)
    v6 = 2 * v2 - ema(v2, len)
    v6

variant_WiMA(src, length) =>
    MA_s= nz(src)
    MA_s:=(src + nz(MA_s[1] * (length-1)))/length
    MA_s
    
fact(num)=>
    a = 1
    nn = num <= 1 ? 1 : num
    for i = 1 to nn
        a := a * i
    a
    
getPoles(f, Poles, alfa)=>
    filt = f
    sign = 1
    results = 0 + n//tv series spoofing
    for r = 1 to max(min(Poles, n),1)
	    mult  = fact(Poles) / (fact(Poles - r) * fact(r))
	    matPo = pow(1 - alfa, r)
        prev  = nz(filt[r-1],0)
        sum   =  sign * mult * matPo * prev
        results := results + sum
        sign  := sign * -1
    results := results - n
    results
    
variant_gauss(Price, Lag, Poles)=>
    Pi = 2 * asin(1)
    beta = (1 - cos(2 * Pi / Lag)) / ( pow (sqrt(2), 2.0 / Poles) - 1)
    alfa = -beta + sqrt(beta * beta +  2 * beta)
    pre = nz(Price, 0) * pow(alfa, Poles) 
    filter = pre
    result = n > 0 ?  getPoles(nz(filter[1]), Poles, alfa) : 0
    filter := pre + result

variant_mg(src, len)=>
    mg = 0.0
    mg := na(mg[1]) ? ema(src, len) : mg[1] + (src - mg[1]) / (len * pow(src/mg[1], 4))
    mg
    
variant_sinewma(src, length) =>
    PI = 2 * asin(1)
    sum = 0.0
    weightSum = 0.0
    for i = 0 to length - 1
        weight = sin(i * PI / (length + 1))
        sum := sum + nz(src[i]) * weight
        weightSum := weightSum + weight
    sinewma = sum / weightSum
    sinewma
    
variant_geoMean(price, per)=>
    gmean = pow(price, 1.0/per)
    gx = for i = 1 to per-1
        gmean := gmean * pow(price[i], 1.0/per)
        gmean
    ggx = n > per? gx : price    
    ggx


variant_butt2pole(pr, p1)=>
    Pi = 2 * asin(1)
    DTR = Pi / 180    
    a1 = exp(-sqrt(2) * Pi / p1)
    b1 = 2 * a1 * cos(DTR * (sqrt(2) * 180 / p1))
    cf1 = (1 - b1 + a1 * a1) / 4
    cf2 = b1
    cf3 = -a1 * a1
    butt_filt = pr
    butt_filt := cf1 * (pr + 2 * nz(pr[1]) + nz(pr[2])) + cf2 * nz(butt_filt[1]) + cf3 * nz(butt_filt[2])

variant_lowPass(src, len)=>
    LP = src
    sr = src
    a = 2.0 / (1.0 + len)
    LP := (a - 0.25 * a * a) * sr + 0.5 * a * a * nz(sr[1]) - (a - 0.75 * a * a) * nz(sr[2]) + 2.0 * (1.0 - a) * nz(LP[1]) - (1.0 - a) * (1.0 - a) * nz(LP[2])
    LP


variant_sma(src, len) =>
    sum = 0.0
    for i = 0 to len - 1
        sum := sum + src[i] / len
    sum

variant_trima(src, length) =>
    len = ceil((length + 1) * 0.5)
    trima =  sum(sma(src, len), len)/len
    trima
 
 
    
variant(type, src, len) =>
      type=="EMA"   ? ema(src, len) : 
      type=="LowPass" ? variant_lowPass(src, len) :  
      type=="Linreg"  ? linreg(src, len, 0) : 
      type=="Gaussian"  ? variant_gauss(src, len, gauss_poles) :
      type=="Sine_WMA"  ? variant_sinewma(src, len) :
      
      type=="Geometric_Mean"  ? variant_geoMean(src, len) :
      
      type=="Butterworth_2Pole" ? variant_butt2pole(src, len) : 
      type=="Smoothed_MA"  ? variant_smoothed(src, len) :
      type=="Triangular_MA"  ? variant_trima(src, len) : 
      type=="McGuinley" ? variant_mg(src, len) : 
      type=="DEMA"  ? variant_doubleema(src, len):  
      type=="Super_Smoother"  ? variant_supersmoother(src, len) : 
      type=="Zero_Lag"  ? variant_zerolagema(src, len) :  
      type=="Wilders"? variant_WiMA(src, len) : variant_sma(src, len)


c1=#44E2D6
c2=#DDD10D
c3=#0AA368
c4=#E0670E
c5=#AB40B2

cRed = #F93A00


ma1 =  variant(type, ssrc, len1)
ma2 =  variant(type, ssrc, len2)
ma3 =  variant(type, ssrc, len3)
ma4 =  variant(type, ssrc, len4)
ma5 =  variant(type, ssrc, len5)
ma6 =  variant(type, ssrc, lenrib)
ma7 =  variant(type, ssrc, lenrib2)
ma8 =  variant(type, ssrc, lenrib3)
ma9 =  variant(type, ssrc, lenrib4)

col1 = c1
col2 = c2
col3 = c3
col4 = c4
col5 = c5

p1 = plot(onOff1 ? ma1 : na, title = "MA 1",  color = col1,  linewidth = linew, style = linebr)
p2 = plot(onOff2 ? ma2 : na, title = "MA 2",  color = col2,  linewidth = linew, style = linebr)
p3 = plot(onOff3 ? ma3 : na, title = "MA 3",  color = col3,  linewidth = linew, style = linebr)
p4 = plot(onOff4 ? ma4 : na, title = "MA 4",  color = col4,  linewidth = linew, style = linebr)
p5 = plot(onOff5 ? ma5 : na, title = "MA 5",  color = col5,  linewidth = linew, style = linebr)
p6 = plot(onOff6 ? ma6 : na, title = "MA 6",  color = col5,  linewidth = linew, style = linebr)
p7 = plot(onOff7 ? ma7 : na, title = "MA 7",  color = col5,  linewidth = linew, style = linebr)
p8 = plot(onOff8 ? ma8 : na, title = "MA 8",  color = col5,  linewidth = linew, style = linebr)
p9 = plot(onOff9 ? ma9 : na, title = "MA 9",  color = col5,  linewidth = linew, style = linebr)
   
longCond = crossover(ma2, ma3)   
shortCond = crossunder(ma2, ma3)   
   
plotshape(series=longCond, title="P", style=shape.triangleup, location=location.belowbar, color=green, text="P", size=size.small)   
plotshape(series=shortCond, title="N", style=shape.triangledown, location=location.abovebar, color=red, text="N", size=size.small)


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