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Commerçant de swing moyen en mouvement

Auteur:ChaoZhang est là., Date: le 26 mai 2022
Les étiquettes:La WMAHMA

Stratégie de la moyenne mobile de la coque 2 X HMAs, 1ère HMA sur le prix courant (source recommandée OPEN) Deuxième HMA sur la bougie précédente. Signaux d'achat et de vente sur le graphique, panneau de vue rouge et vert (achat vert, vente rouge)

test de retour

img

/*backtest
start: 2022-04-25 00:00:00
end: 2022-05-24 23:59:00
period: 15m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//                               Hull Moving Average Swing Trader by SEASIDE420
strategy("Hull Moving Average Swing Trader", shorttitle="HMA_Swing_Trader", default_qty_type=strategy.percent_of_equity, default_qty_value=100, calc_on_order_fills=true, calc_on_every_tick=true, pyramiding=0)
hullperiod = input(title="HullMA Period", type=input.integer, defval=210, minval=1)
price = input(open, type=input.source, title="Price data")
FromMonth = input(defval=1, title="From Month", minval=1, maxval=12)
FromDay = input(defval=1, title="From Day", minval=1, maxval=31)
FromYear = input(defval=2020, title="From Year", minval=2017)
ToMonth = input(defval=1, title="To Month", minval=1, maxval=12)
ToDay = input(defval=1, title="To Day", minval=1, maxval=31)
ToYear = input(defval=9999, title="To Year", minval=2017)
start = timestamp(FromYear, FromMonth, FromDay, 00, 00)
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)
window() =>true
n2ma = 2 * wma(price, round(hullperiod / 2))
nma = wma(price, hullperiod)
diff = n2ma - nma
sqn = round(sqrt(hullperiod))
n2ma1 = 2 * wma(price[1], round(hullperiod / 2))
nma1 = wma(price[1], hullperiod)
diff1 = n2ma1 - nma1
n1 = wma(diff, sqn)
n2 = wma(diff1, sqn)
Hull_Line = n1 / n1 * n2
Hull_retracted = if n1 > n2
    Hull_retracted = Hull_Line - 2
else
    Hull_retracted = Hull_Line + 2
c1 = Hull_retracted + n1 - price
c2 = Hull_retracted - n2 + price
c4 = n1 > n2 ? color.green : color.red
c2p = plot(c2, color=color.black, linewidth=1)
c3p = plot(price, color=color.black, linewidth=1)
fill(c3p, c2p, color=c4, transp=75)
//plot(cross(c1, c2) ? c1 : na, style=plot.style_circles, color=c4, linewidth=4)
if price < c2
    strategy.close("BUY", when=window())
if price > c2
    strategy.close("SELL", when=window())
if price > c2 and price[1] > c1
    strategy.entry("BUY", strategy.long, when=window())
if price < c1 and price[1] < c2
    strategy.entry("SELL", strategy.short, when=window())  //        /L'-, 
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//                                                                                  :D
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