En la carga de los recursos... Cargando...

RedK Dual VADER con barras de energía

El autor:¿ Qué pasa?, Fecha: 24 de mayo de 2022 11:49:07
Las etiquetas:La SMAEl EMALa WMA

Las mejoras visuales que he añadido en VADER-DEB ayudan a dar más información sobre la acción del mercado

exponiendo el gráfico VADER doble / largo por defecto (que usamos como un proxy para el sentimiento) - y se muestra ahora como un área (en lugar de un histograma) - Todavía se puede ocultar el gráfico del sentimiento en la configuración del indicador y
En la versión 3.0, las líneas DER rojas/verdes opcionales están disponibles en la configuración del estudio y están ocultas por defecto.

Así que esto es VADER doble con barras de energía o VADER-DEB para abreviar.

Estos cambios pueden ser considerados por algunos como pequeños, pero en mi opinión, me parecieron más atractivos visualmente y mejores para conducir acción - Esto funciona mejor para mí como una persona visual - así que pensé en compartir con otros que pueden ser como yo... Esta es la razón por la que decidí publicar esto como una versión separada y no como una actualización del indicador existente - para que pueda elegir cuál prefiere usar.

No hay cambios en el cálculo básico dentro del código, como muestra el gráfico anterior, donde comparamos ambas versiones de VADER.

Si está satisfecho con VADER v3.0, no dude en seguir usándolo.

¡ Qué buena suerte!

Prueba posterior

/*backtest
start: 2022-04-23 00:00:00
end: 2022-05-22 23:59:00
period: 45m
basePeriod: 5m
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/
// © RedKTrader

//@version=5
indicator('RedK Dual VADER with Energy Bars [VADER-DEB]', 'RedK VADER-DEB v4.0', precision=0, timeframe='', timeframe_gaps=false)

// This version is the same as VADER v3.0 with enhanced visuals, using Energy Bars instead of the positive/energy lines 
// Sentiment plot changed from histogram to area and is exposed by default (hence Dual w/ Energy Bars -- DEB)
// No change in core calculations from VADER v3.0  -- and that's why i'll just call it VADER v4.0

// ***********************************************************************************************************
// Choose volume calculation method.. Relative vs full. 
// Relative magnifies effect of recent volume spikes (up or down) 
f_RelVol(_value, _length) =>
    min_value = ta.lowest(_value, _length)
    max_value = ta.highest(_value, _length)
    ta.stoch(_value, max_value, min_value, _length) / 100
// ***********************************************************************************************************

// ***********************************************************************************************************
// Choose MA type for the base DER calculation .. 
// WMA is my preference and is default .. SMA is really slow and lags a lot - but added for comparison
f_derma(_data, _len, MAOption) =>
    value = 
      MAOption == 'SMA' ? ta.sma(_data, _len) :
      MAOption == 'EMA' ? ta.ema(_data, _len) :
      ta.wma(_data, _len)
// ***********************************************************************************************************


// ===========================================================================================================
//      Inputs
// ===========================================================================================================

price   = close
length  = input.int(10, minval=1)
DER_avg = input.int(5, 'Average', minval=1, inline='DER', group='Directional Energy Ratio')
MA_Type = input.string('WMA', 'DER MA type', options=['WMA', 'EMA', 'SMA'], inline='DER', group='Directional Energy Ratio') 
smooth  = input.int(3, 'Smooth', minval=1,  inline='DER_1', group='Directional Energy Ratio')

show_senti = input.bool(true, 'Sentiment',  inline='DER_s', group='Directional Energy Ratio')
senti   = input.int(20, 'Length', minval=1, inline='DER_s', group='Directional Energy Ratio')


v_calc  = input.string('Relative', 'Calculation', options=['Relative', 'Full', 'None'], group='Volume Parameters')
vlookbk = input.int(20, 'Lookback (for Relative)', minval=1,                            group='Volume Parameters')

// ===========================================================================================================
//          Calculations
// ===========================================================================================================

// Volume Calculation Option  -- will revert to no volume acceleration for instruments with no volume data
vola    = 
  v_calc == 'None' or na(volume) ? 1 : 
  v_calc == 'Relative' ? f_RelVol(volume, vlookbk) : 
  volume

R       = (ta.highest(2) - ta.lowest(2)) / 2                    // R is the 2-bar average bar range - this method accomodates bar gaps
sr      = ta.change(price) / R                                  // calc ratio of change to R
rsr     = math.max(math.min(sr, 1), -1)                         // ensure ratio is restricted to +1/-1 in case of big moves
c       = fixnan(rsr * vola)                                    // add volume accel -- fixnan adresses cases where no price change between bars

c_plus  = math.max(c, 0)                                        // calc directional vol-accel energy
c_minus = -math.min(c, 0)

// plot(c_plus)
// plot(c_minus)


avg_vola    = f_derma(vola, length, MA_Type)
dem         = f_derma(c_plus, length, MA_Type)  / avg_vola          // directional energy ratio
sup         = f_derma(c_minus, length, MA_Type) / avg_vola

adp         = 100 * ta.wma(dem, DER_avg)                            // average DER
asp         = 100 * ta.wma(sup, DER_avg)
anp         = adp - asp                                             // net DER..
anp_s       = ta.wma(anp, smooth)

// Calculate Sentiment - a VADER for a longer period and can act as a baseline (compared to a static 0 value)
// note we're not re-calculating vol_avg, demand or supply energy for sentiment. this would've been a different approach
s_adp       = 100 * ta.wma(dem, senti)                            // average DER for sentiment length
s_asp       = 100 * ta.wma(sup, senti)
V_senti     = ta.wma(s_adp - s_asp, smooth)


// ===========================================================================================================
//      Colors & plots
// ===========================================================================================================
c_adp   = color.new(#11ff20, 30)
c_asp   = color.new(#ff1111, 30)
c_fd    = color.new(color.green, 80)
c_fs    = color.new(color.red, 80)
c_zero  = color.new(#ffee00, 70)

c_up    = color.new(#11ff20, 0)
c_dn    = color.new(#ff1111, 0)

up      = anp_s >= 0
s_up    = V_senti >=0 

hline(0, 'Zero Line', c_zero, hline.style_solid)

// =============================================================================
// v4.0 --- Sentiment will be represented as a 4-color area graph
c_grow_above = #1b5e2080 
c_grow_below = #dc4c4a80
c_fall_above = #66bb6a80  
c_fall_below = #ef8e9880     

sflag_up = math.abs(V_senti) >= math.abs(V_senti[1])

plot(show_senti ? V_senti : na, "Sentiment", style=plot.style_area, 
 color = s_up ? (sflag_up ? c_grow_above : c_fall_above) : 
 sflag_up ? c_grow_below : c_fall_below) 

// ===========================================================================================================
//      v4.0 Use Energy Bars instead of DER lines
// ===========================================================================================================

// Prep the Energy Bars
bo = asp
bc = adp
bh = math.max(bo, bc)
bl = math.min(bo, bc)

rising      = ta.change(bc) > 0

c_barup     = #11ff2088
c_bardn     = #ff111188
c_bardj     = #ffffff88

barcolor    = bc > bo and rising ? c_barup : bc < bo and not rising ? c_bardn : c_bardj
//plotcandle(bo, bh, bl, bc, 'Energy Bars', barcolor, barcolor, bordercolor = barcolor)

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

s = plot(asp, 'Supply Energy', c_asp, 2, display = display.none) 
d = plot(adp, 'Demand Energy', c_adp, 2, display = display.none) 

plot(anp, 'VADER', color.new(color.gray, 30), display=display.none)
plot(anp_s, 'Signal', up ? c_up : c_dn, 4)

// ===========================================================================================================
//      v2.0 adding alerts 
// ===========================================================================================================

Alert_up    = ta.crossover(anp_s,0)
Alert_dn    = ta.crossunder(anp_s,0)
Alert_swing = ta.cross(anp_s,0)

// "." in alert title for the alerts to show in the right order up/down/swing 
alertcondition(Alert_up,    ".   VADER Crossing 0 Up",      "VADER Up - Buying Energy Detected!")
alertcondition(Alert_dn,    "..  VADER Crossing 0 Down",    "VADER Down - Selling Energy Detected!")
alertcondition(Alert_swing, "... VADER Crossing 0",         "VADER Swing - Possible Reversal")

// ===========================================================================================================
//      v3.0 more alerts for VADER crossing Sentiment
// ===========================================================================================================

v_speedup = ta.crossover(anp_s, V_senti)
v_slowdn  = ta.crossunder(anp_s, V_senti)
alertcondition(v_speedup,   "*  VADER Speeding Up",      "VADER Speeding Up!")
alertcondition(v_slowdn,    "** VADER Slowing Down",    "VADER Slowing Down!")





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

Relacionados

Más.