Esta estrategia se opera basándose en el índice de movimiento direccional modificado (DMI). El DMI modificado compara la diferencia entre el indicador direccional positivo (+DI) y el indicador direccional negativo (-DI) para juzgar la dirección de la tendencia.
La lógica de negociación es:
Calcular +DI y -DI durante un período
Mapa de los valores +DI y -DI en un rango de 100 a -100
Trazar la diferencia entre +DI y -DI como la línea DMI modificada
Ir largo cuando el DMI modificado cruza por encima de 0
Se corta cuando el DMI modificado pasa por debajo de 0
Limpieza opcional de la línea DMI para filtrar las señales falsas
La estrategia compara directamente la fuerza relativa de +DI y -DI para determinar la tendencia, superando las limitaciones de los indicadores individuales.
El DMI modificado refleja intuitivamente la comparación +DI/-DI
Falsos filtros de DMI para suavizar
Puntos claros de señal largos/cortos
DMI tiene retraso, puede perder el tiempo
Período de parámetros requiere optimización
Suelen sufrir golpes en los mercados agitados
Esta estrategia juzga el cambio de dirección de la tendencia a través del DMI modificado, proporcionando una visión alternativa a la negociación de tendencias.
/*backtest
start: 2022-09-07 00:00:00
end: 2023-09-13 00:00:00
period: 3d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy(shorttitle="DMI Modified Strategy", title="DMI Modified Strategy", overlay=true,default_qty_type=strategy.cash, default_qty_value=10000, initial_capital=10000)
// This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License https://creativecommons.org/licenses/by-sa/4.0/
// © dman103
// As promised a strategy of my DMI Modified indicator! (See link below for indicator).
// === How does it work? ===
// Instead of plotting the positive direction of +DI and negative direction for -DI, we subtract the +DI with the -DI on scales of 100 to -100.
// The result is plotted with a oscillator to identify the current trend.
// DMI Modified supports multiple moving averages (default is EMA with length of 9). You can disable moving averages smoothing in settings.
//== About the Strategy ==
// Buys when the line crosses over the Zero line.
// Sells when the line crosses under the Zero line.
// The DMI modified strategy is pretty much clean, without any filtering besides the DMI Modified and a moving average to smooth it.
// Works best to catch a trend and more suitable for 1 hour and above time frame. Stay tuned for updates.
// == Oscillator Colors ==
// GREEN : Strong Up Trend as DMI Modified is above zero line and DMI modified is ascending.
// LIGHT GREEN: Still up trend but weakening as DMI modified is above zero but descending.
// RED: Strong Downtrend as DMI Modified is below zero line and DMI modified is descending.
// LIGHT RED: Still down trending but weakening as DMI modified is below zero but ascending.
// == Notes ==
// Short is enabled by default.
// Can also be used to find divergences.
// Bar coloring is disabled by default
// == Links ==
// DMI modified indicator: https://www.tradingview.com/script/CbDXEyDN-DMI-Modified/
// Like if you like and Enjoy! Follow for more upcoming indicators/strategies: https://www.tradingview.com/u/dman103/#published-scripts
length = input(9, title="Length", minval=0)
smoothing_length=input(9, title="Smoothing length")
ma_select = input(title="Moving Average Type", defval="EMA", options=["NONE","SMA","SMMA" ,"EMA", "WMA", "HMA", "JMA"])
allow_short = input(true,title="Allow Short")
MA_selector(src, length) =>
ma = 0.0
if ma_select == "NONE"
ma:=src
ma
if ma_select == "SMA"
ma := sma(src, length)
ma
if ma_select == "SMMA"
smma = float (0.0)
smaval=sma(src, length)
smma := na(smma[1]) ? smaval : (smma[1] * (length - 1) + src) / length
ma := smma
if ma_select == "EMA"
ma := ema(src, length)
ma
if ma_select == "WMA"
ma := wma(src, length)
ma
if ma_select == "HMA"
ma := hma(src,length)
ma
if ma_select == "JMA"
beta = 0.45*(length-1)/(0.45*(length-1)+2)
alpha = beta
tmp0 = 0.0, tmp1 = 0.0, tmp2 = 0.0, tmp3 = 0.0, tmp4 = 0.0
tmp0 := (1-alpha)*src + alpha*nz(tmp0[1])
tmp1 := (src - tmp0[0])*(1-beta) + beta*nz(tmp1[1])
tmp2 := tmp0[0] + tmp1[0]
tmp3 := (tmp2[0] - nz(tmp4[1]))*((1-alpha)*(1-alpha)) + (alpha*alpha)*nz(tmp3[1])
tmp4 := nz(tmp4[1]) + tmp3[0]
ma := tmp4
ma
ma
color_bars=input(false,title="Color bars")
// Colors
col_grow_above = #26A69A
col_grow_below = #FFCDD2
col_fall_above = #AAFFDB
col_fall_below = #EF5350
dirmov(len,up_band,low_band) =>
up = change(highest(up_band,len))
down = -change(lowest(low_band,len))
truerange = rma(tr, len)
plus = fixnan(100 * rma(up > down and up > 0 ? up : 0, len) / truerange)
minus = fixnan(100 * rma(down > up and down > 0 ? down : 0, len) / truerange)
[plus, minus]
[plus, minus]= dirmov(length,high,low)
result= plus-minus
result:=MA_selector(result,smoothing_length)
closeStatus = strategy.openprofit > 0 ? "win" : "lose"
colors= result > 0 and result>result[1] ? col_grow_above : result > 0 and result<result[1] ? col_fall_above : result<0 and result>result[1] ? col_grow_below : result<0 and result<result[1] ? col_fall_below : color.white
dmi=plot(result, style=plot.style_line, color=colors, linewidth=2, title="DI+-")
barcolor(color_bars ? colors : na)
zero_line=plot(0, color=color.white, title="0-Line",transp=60)
fill (dmi,zero_line,color=colors)
long = result > 0 and result>result[1]
short = result< 0 and result<result[1]
// strategy.entry("B", true,when=long)
// strategy.entry("S",false,when=short)
//, comment=strategy.position_size<0 ? closeStatus : na)
strategy.close("short",when=long,comment=closeStatus)
strategy.close("long",when=short,comment=closeStatus)
strategy.entry("long", true, when = long)
if (allow_short)
strategy.entry("short",false, when = short)
plotshape(crossover(result,0) ? result : na, style=shape.circle, color=color.lime,location=location.absolute,size=size.tiny,transp=65)
plotshape(crossunder(result,0) ? result : na, style=shape.circle, color=color.red,location=location.absolute,size=size.tiny,transp=65)