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Sortie du lustre

Auteur:ChaoZhang est là., Date: 2022-05-17 17:10:19 Le président de la République
Les étiquettes:ATR

Ceci est une refonte de l'indicateur de sortie du lustre. Il supprime les transitions stupides entre les états de sortie du lustre et met en évidence les points de départ pour les deux lignes.

Cet indicateur a été initialement développé par Charles Le Beau et popularisé par le Dr Alexander Elder dans son livre Come Into My Trading Room: A Complete Guide to Trading (2002).

En résumé, il s'agit d'un stop-loss basé sur la plage moyenne réelle (ATR).

test de retour img

/*backtest
start: 2022-04-16 00:00:00
end: 2022-05-11 23:59:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
// Copyright (c) 2019-present, Alex Orekhov (everget)
// Chandelier Exit script may be freely distributed under the terms of the GPL-3.0 license.
study("Chandelier Exit", shorttitle="CE", overlay=true)

length = input(title="ATR Period", type=input.integer, defval=22)
mult = input(title="ATR Multiplier", type=input.float, step=0.1, defval=3.0)
showLabels = input(title="Show Buy/Sell Labels ?", type=input.bool, defval=true)
useClose = input(title="Use Close Price for Extremums ?", type=input.bool, defval=true)
highlightState = input(title="Highlight State ?", type=input.bool, defval=true)

atr = mult * atr(length)

longStop = (useClose ? highest(close, length) : highest(length)) - atr
longStopPrev = nz(longStop[1], longStop) 
longStop := close[1] > longStopPrev ? max(longStop, longStopPrev) : longStop

shortStop = (useClose ? lowest(close, length) : lowest(length)) + atr
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := close[1] < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop

var int dir = 1
dir := close > shortStopPrev ? 1 : close < longStopPrev ? -1 : dir

var color longColor = color.green
var color shortColor = color.red

longStopPlot = plot(dir == 1 ? longStop : na, title="Long Stop", style=plot.style_linebr, linewidth=2, color=longColor)
buySignal = dir == 1 and dir[1] == -1
plotshape(buySignal ? longStop : na, title="Long Stop Start", location=location.absolute, style=shape.circle, size=size.tiny, color=longColor, transp=0)
plotshape(buySignal and showLabels ? longStop : na, title="Buy Label", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=longColor, textcolor=color.white, transp=0)

shortStopPlot = plot(dir == 1 ? na : shortStop, title="Short Stop", style=plot.style_linebr, linewidth=2, color=shortColor)
sellSignal = dir == -1 and dir[1] == 1
plotshape(sellSignal ? shortStop : na, title="Short Stop Start", location=location.absolute, style=shape.circle, size=size.tiny, color=shortColor, transp=0)
plotshape(sellSignal and showLabels ? shortStop : na, title="Sell Label", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=shortColor, textcolor=color.white, transp=0)

midPricePlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0, display=display.none, editable=false)

longFillColor = highlightState ? (dir == 1 ? longColor : na) : na
shortFillColor = highlightState ? (dir == -1 ? shortColor : na) : na
fill(midPricePlot, longStopPlot, title="Long State Filling", color=longFillColor)
fill(midPricePlot, shortStopPlot, title="Short State Filling", color=shortFillColor)

changeCond = dir != dir[1]
alertcondition(changeCond, title="Alert: CE Direction Change", message="Chandelier Exit has changed direction!")
alertcondition(buySignal, title="Alert: CE Buy", message="Chandelier Exit Buy!")
alertcondition(sellSignal, title="Alert: CE Sell", message="Chandelier Exit Sell!")


if buySignal
    strategy.entry("Enter Long", strategy.long)
else if sellSignal
    strategy.entry("Enter Short", strategy.short)
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