J'ai créé ce script d'indicateur/étude parce que j'ai rencontré le problème que les mêmes alertes seraient tirées plusieurs fois. Par exemple, il déclencherait un signal Long quand déjà dans un Long. Je suppose qu'il n'y aurait pas de problème avec une stratégie très basique mais avec un script plus grand et de nombreuses variables, il semblait créer des complications.
Ceci est résolu par un oscillateur TradingLine et ne déclenchera une alerte que lorsqu'il passera à une position nouvelle et différente de la précédente.
Si vous êtes dans un Long et qu'il signale à nouveau Long, alors cela est vu comme un
Vous remarquerez qu'il y a une option pour décocher les signaux
Cet exemple rapide utilise les scripts EMA 10, EMA 200, emaPlus1Atr et emaMinus1Atr.
Pour l'utiliser dans votre script, vous devrez modifier et ajouter vos propres signaux BUY/SELL/EXIT dans la case où il est écrit:
//// INPUTER vos signaux d'achat / de vente / de sortie ici: ////
//////////////////////////////////////////////////
J'espère que quelqu'un trouvera cela utile, ou même juste comme une confirmation visuelle supplémentaire pour votre propre stratégie de trading et script.
test de retour
/*backtest start: 2022-05-04 00:00:00 end: 2022-05-10 23:59:00 period: 5m basePeriod: 1m 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/ // © zombie76 //@version=5 indicator("ML Alerts Template [indicator]", shorttitle = "ML Alerts Template [indicator]", overlay=false) ///////////////////////////////////////////////////////////////////////// tradeshorts = input(title='- *Trade Shorts* - ', defval=true) tradeexitsignals = input(title='- *Trade Exits* -', defval=true) ///////////////////////////////////////////////////////////////////////// src = (close) source = (close) ///////////////////// EMA's //////////////////////// p10=input(title="EMA 1",defval=10) p200=input(title="EMA 2",defval=200) ema10=ta.ema(close,p10) ema200=ta.ema(close,p200) //////////////////////////////////////////////////// //************* ATR ***************// lengthatr = input(12, title="ATR Length") atr = ta.rma(ta.tr(true), lengthatr) ema = ta.ema(close, lengthatr) emaPlus1Atr = ema + atr emaMinus1Atr = ema - atr //************ END ATR ***********// ////////////////////////////// HIST /////////////////////////////////// fastLengthHist = input(title='Hist Fast Length',defval=12) slowLengthHist=input(title='Hist Slow Length',defval=26) signalLength=input(title='Hist Signal Length',defval=9) fastMA = ta.ema(source, fastLengthHist) slowMA = ta.ema(source, slowLengthHist) macd = fastMA - slowMA signal = ta.sma(macd, signalLength) hist = macd - signal /////////////////////////////////////////////////////////////////// ////////////////////////////////////////////////// //// INPUT YOUR BUY/SELL/EXIT SIGNALS HERE: //// ////////////////////////////////////////////////// tradeups = ema10 > ema10[1] and low > emaMinus1Atr and hist > hist[1] // LONG tradeexits = tradeexitsignals and (ema10 < ema10[1]) and not tradeups // Exit Long tradedowns = ((ema10 < ema10[1] and hist < hist[1]) or (high > emaPlus1Atr and close < emaPlus1Atr and close < open and hist < hist[1])) and not tradeups // SHORT exitshort = low < emaMinus1Atr and close > open and ema10 > ema10[1] and hist > hist[1] // Exit Short ////////////////////////////////////////////////// ////////////////////////////////////////////////// ///////////////////////////////// Buy Sell Line /////////////////////////////////////////// ////////////////////////// DO NOT EDIT ANYTHING BELOW ///////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////// // Filters out signals if opposite signal is also on: heikDownColor() => tradedowns heikUpColor() => tradeups heikExitColor() => tradeexitsignals and tradeexits previnashort = 0 previnalong = 0 previnaexit = 0 // Heiki Down Filter // //short// inashort_filt = heikDownColor() and tradeshorts and not heikUpColor() previnashort := inashort_filt ? 1 : heikUpColor() ? -1 : previnashort[1] inashort2 = previnashort[1] == 1 // Heiki Up Filter // //long// inalong_filt = heikUpColor() and not (heikDownColor() or tradeexits) previnalong := inalong_filt ? 1 : heikDownColor() ? -1 : previnalong[1] inalong2 = previnalong[1] == 1 // Heiki Exit Filter // //exit// inaexit_filt = heikExitColor() and not heikDownColor() and not (heikUpColor() or tradeups) previnaexit := inaexit_filt ? 1 : heikDownColor() or heikUpColor() ? -1 : previnaexit[1] inaexit2 = previnaexit[1] == 1 // Heiki Exit Filter 2 // //exit short// previnasexits = 0 inasexits_filt = exitshort and (inashort2 or tradedowns) and not tradeups //and not tradedowns[1] previnasexits := inasexits_filt ? 1 : heikDownColor() or heikUpColor() ? -1 : previnasexits[1] inasexit2 = previnasexits[1] == 1 //and not exitshort[1] /////////////////////////////////////////////////////// heikDownColor_filt = (heikDownColor() and not heikUpColor()) or (heikDownColor() and not heikExitColor()) heikUpColor_filt = tradeups or ((heikUpColor() or inalong2) and not (tradeexits or tradedowns or (inaexit2 and not tradeups))) heikExitColor_filt = heikExitColor() and not (heikDownColor_filt or tradeups) heikNeuColor_filt = (heikUpColor() or heikDownColor() or tradeups) prev5 = 0 prev5 := (heikUpColor_filt and (not (tradedowns or tradeexits))) or tradeups ? 1000 : (tradeshorts and tradedowns) or not (inashort2 and (exitshort or inasexit2)) and (tradeshorts and (inashort2 or heikDownColor_filt)) ? -1000 : not (tradeups or heikUpColor_filt) and (((not tradeshorts and (heikExitColor_filt)) or (inashort2 and exitshort) or (tradeshorts and tradeexits and heikUpColor_filt and not (heikDownColor_filt)) or (tradeshorts and tradeexits and not heikDownColor_filt and not heikUpColor_filt))) ? 0 : prev5[0] plot(prev5, color=color.new(color.aqua, 10), style=plot.style_stepline, title='Trade Line') shortdata2 = prev5[0] == -1000 and (heikDownColor_filt or inashort2) //and heikNeuColor_filt longdata2 = prev5[0] == 1000 and (heikUpColor_filt or not (heikExitColor_filt or heikDownColor_filt)) exitdata2 = prev5[0] == 0 and not (heikNeuColor_filt or heikDownColor_filt) ////////////////////// END Buy Sell Line /////////////////////////////////// /////////////////////////////////// Plot Dots ////////////////////////////// plotshape(longdata2 and not tradeexits, style=shape.diamond, location=location.bottom, color=color.new(color.lime, 50)) //LONG plotshape(shortdata2 and tradeshorts, style=shape.diamond, location=location.bottom, color=color.new(color.red, 50)) // SHORT plotshape(exitdata2 and not (tradeups or heikUpColor_filt), style=shape.diamond, location=location.bottom, color=color.new(color.purple, 50)) // EXIT plotshape(tradeups and not tradeups[1], style=shape.diamond, location=location.bottom, color=color.new(color.lime, 0)) //LONG plotshape(tradedowns and tradeshorts and not tradedowns[1], style=shape.diamond, location=location.bottom, color=color.new(color.red, 0)) // SHORT plotshape(prev5[0] == 0 and (prev5[1] > 0 or prev5[1] < 0) and not (tradeups or heikUpColor_filt), style=shape.diamond, location=location.bottom, color=color.new(color.white, 70)) //////////////////////////////////////////////////////////////////////////// ///////////////////////////////// GoLong = prev5[0] > 0 and prev5[1] < 900 GoShort = prev5[0] < 0 and prev5[1] > -900 GoExit = prev5[0] == 0 and (prev5[1] > 0 or prev5[1] < 0) if GoLong strategy.entry("Enter Long", strategy.long) else if GoShort strategy.entry("Enter Short", strategy.short) ///////////// Alerts //////////////// alertcondition(condition=GoLong, title="1_Warp LONG", message="LONG *") alertcondition(condition=GoShort and tradeshorts, title="2_Warp SHORT", message="SHORT *") alertcondition(condition=GoExit, title="3_EXIT Warp", message="EXIT *") ////// Alerts Add to Position ////// alertcondition(condition=tradeups and not exitdata2[1] and not tradeups[1], title="4_Warp Add to LONG", message="LONG *increase") alertcondition(condition=tradedowns and tradeshorts and not exitdata2[1] and not tradedowns[1], title="5_Warp Add to SHORT", message="SHORT *increase") //////////////// END ALL /////////////////////