La stratégie a l’avantage de: 1) la formation d’un système de notation avec plusieurs types de moyennes mobiles, ce qui améliore l’exactitude de la décision; 2) la flexibilité d’ajuster les paramètres du système de notation pour s’adapter à différentes variétés; 3) la configuration des conditions de notation d’entrée, le contrôle du risque.
La stratégie utilise un total de 17 types de moyennes mobiles, notamment les moyennes SMA, EMA, ALMA, SMMA, LSMA, VWMA, DEMA, HMA, KAMA, TEMA, ZLEMA, TRIMA et T3.
Pour chaque moyenne mobile, on juge sa relation avec le prix de clôture, en donnant une note de 1 point si la moyenne mobile est inférieure au prix de clôture, et une note de 1 point si elle est supérieure au prix de clôture. Si on ne peut pas juger, on ne donne pas de point.
Le score global est obtenu en additionnant tous les résultats des moyennes mobiles, puis en divisant par le nombre de moyennes mobiles que l’on peut évaluer.
Comparer la cote globale à la dépréciation de la cote d’entrée pour décider de l’orientation de la position. Si la cote globale atteint la dépréciation de plus, faites plus; Si la dépréciation de moins atteint la dépréciation de moins.
L’utilisation de moyennes mobiles de différentes périodes permet de juger des tendances à court et à long terme. L’utilisation de différents types de moyennes mobiles permet de fournir une référence plus riche aux indicateurs techniques et de juger de plusieurs angles.
En utilisant 17 moyennes mobiles différentes par rapport à une ou plusieurs moyennes mobiles, la stratégie permet de juger de la direction des tendances du marché sous plus d’angles et de réduire les jugements inexacts causés par l’écart d’un indicateur. La participation de plusieurs indicateurs à la notation peut améliorer la fiabilité des résultats finaux.
Le nombre de cycles des moyennes mobiles et les seuils de notation dans le système de notation peuvent être configurés par paramètres, ce qui permet à la stratégie de s’adapter de manière flexible aux caractéristiques des différentes variétés de transactions, ce qui est propice à l’optimisation.
Les stratégies permettent de configurer des seuils d’entrée plus ouverts. Les signaux ne sont émis que lorsque la cote globale atteint le seuil. Il est possible d’éviter de prendre une position erronée lorsque le marché est incertain.
Les paramètres de la stratégie sont conçus pour le marché global et peuvent ne pas être adaptés à une variété particulière. La solution consiste à optimiser les paramètres individuellement pour les différentes variétés.
Cette stratégie est susceptible de générer des signaux erronés lorsque le marché est dans un état de chaos à plusieurs niveaux. La solution est d’augmenter la dépréciation de la cote d’entrée et de réduire le nombre de transactions.
L’environnement du marché change constamment, les paramètres fixes peuvent entraîner des variations dans l’efficacité de la stratégie. Il est recommandé de retester les paramètres d’optimisation à intervalles réguliers pour garantir l’efficacité de la stratégie.
L’ajout d’autres indicateurs à la cote de participation, tels que les indicateurs de volatilité, les indicateurs de volume d’achat, etc., fournit une base de jugement plus dimensionnelle.
Optimisation des paramètres de test pour les différentes variétés afin d’améliorer la résilience des stratégies.
Réglez une période de réévaluation plus longue, par exemple six mois, un an, et observez la durée de conservation des paramètres.
Il est préférable d’étudier l’effet réel de différentes moyennes mobiles sur différentes périodes.
Essayez les méthodes d’apprentissage automatique pour optimiser automatiquement les paramètres.
La stratégie a l’avantage d’avoir des paramètres configurables qui s’adaptent de manière flexible aux différentes variétés, mais aussi de contrôler l’attitude au risque de la stratégie en ajustant les paramètres. De plus, le système de notation peut être continuellement optimisé et amélioré pour continuer à améliorer la performance de la stratégie.
/*backtest
start: 2023-10-09 00:00:00
end: 2023-10-12 02:00:00
period: 1m
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/
// © exlux99
//@version=5
strategy(title='Ultra Moving Average Rating Trend Strategy', overlay=true) //, pyramiding=1,initial_capital = 1000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.03)
// //
//==========DEMA
getDEMA(src, len) =>
dema = 2 * ta.ema(src, len) - ta.ema(ta.ema(src, len), len)
dema
//==========HMA
getHULLMA(src, len) =>
hullma = ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
hullma
//==========KAMA
getKAMA(src, len, k1, k2) =>
change = math.abs(ta.change(src, len))
volatility = math.sum(math.abs(ta.change(src)), len)
efficiency_ratio = volatility != 0 ? change / volatility : 0
kama = 0.0
fast = 2 / (k1 + 1)
slow = 2 / (k2 + 1)
smooth_const = math.pow(efficiency_ratio * (fast - slow) + slow, 2)
kama := nz(kama[1]) + smooth_const * (src - nz(kama[1]))
kama
//==========TEMA
getTEMA(src, len) =>
e = ta.ema(src, len)
tema = 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
tema
//==========ZLEMA
getZLEMA(src, len) =>
zlemalag_1 = (len - 1) / 2
zlemadata_1 = src + src - src[zlemalag_1]
zlema = ta.ema(zlemadata_1, len)
zlema
//==========FRAMA
getFRAMA(src, len) =>
Price = src
N = len
if N % 2 != 0
N += 1
N
N1 = 0.0
N2 = 0.0
N3 = 0.0
HH = 0.0
LL = 0.0
Dimen = 0.0
alpha = 0.0
Filt = 0.0
N3 := (ta.highest(N) - ta.lowest(N)) / N
HH := ta.highest(N / 2 - 1)
LL := ta.lowest(N / 2 - 1)
N1 := (HH - LL) / (N / 2)
HH := high[N / 2]
LL := low[N / 2]
for i = N / 2 to N - 1 by 1
if high[i] > HH
HH := high[i]
HH
if low[i] < LL
LL := low[i]
LL
N2 := (HH - LL) / (N / 2)
if N1 > 0 and N2 > 0 and N3 > 0
Dimen := (math.log(N1 + N2) - math.log(N3)) / math.log(2)
Dimen
alpha := math.exp(-4.6 * (Dimen - 1))
if alpha < .01
alpha := .01
alpha
if alpha > 1
alpha := 1
alpha
Filt := alpha * Price + (1 - alpha) * nz(Filt[1], 1)
if bar_index < N + 1
Filt := Price
Filt
Filt
//==========VIDYA
getVIDYA(src, len) =>
mom = ta.change(src)
upSum = math.sum(math.max(mom, 0), len)
downSum = math.sum(-math.min(mom, 0), len)
out = (upSum - downSum) / (upSum + downSum)
cmo = math.abs(out)
alpha = 2 / (len + 1)
vidya = 0.0
vidya := src * alpha * cmo + nz(vidya[1]) * (1 - alpha * cmo)
vidya
//==========JMA
getJMA(src, len, power, phase) =>
phase_ratio = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5
beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alpha = math.pow(beta, power)
MA1 = 0.0
Det0 = 0.0
MA2 = 0.0
Det1 = 0.0
JMA = 0.0
MA1 := (1 - alpha) * src + alpha * nz(MA1[1])
Det0 := (src - MA1) * (1 - beta) + beta * nz(Det0[1])
MA2 := MA1 + phase_ratio * Det0
Det1 := (MA2 - nz(JMA[1])) * math.pow(1 - alpha, 2) + math.pow(alpha, 2) * nz(Det1[1])
JMA := nz(JMA[1]) + Det1
JMA
//==========T3
getT3(src, len, vFactor) =>
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
ema3 = ta.ema(ema2, len)
ema4 = ta.ema(ema3, len)
ema5 = ta.ema(ema4, len)
ema6 = ta.ema(ema5, len)
c1 = -1 * math.pow(vFactor, 3)
c2 = 3 * math.pow(vFactor, 2) + 3 * math.pow(vFactor, 3)
c3 = -6 * math.pow(vFactor, 2) - 3 * vFactor - 3 * math.pow(vFactor, 3)
c4 = 1 + 3 * vFactor + math.pow(vFactor, 3) + 3 * math.pow(vFactor, 2)
T3 = c1 * ema6 + c2 * ema5 + c3 * ema4 + c4 * ema3
T3
//==========TRIMA
getTRIMA(src, len) =>
N = len + 1
Nm = math.round(N / 2)
TRIMA = ta.sma(ta.sma(src, Nm), Nm)
TRIMA
//-------------- FUNCTIONS
dirmov(len) =>
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : up > down and up > 0 ? up : 0
minusDM = na(down) ? na : down > up and down > 0 ? down : 0
truerange = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / truerange)
minus = fixnan(100 * ta.rma(minusDM, len) / truerange)
[plus, minus]
adx(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
adx
src = close
res = input.timeframe("", title="Indicator Timeframe")
// Ichimoku Cloud
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))
ichimoku_cloud() =>
conversionLine = donchian(9)
baseLine = donchian(26)
leadLine1 = math.avg(conversionLine, baseLine)
leadLine2 = donchian(52)
[conversionLine, baseLine, leadLine1, leadLine2]
calcRatingMA(ma, src) => na(ma) or na(src) ? na : (ma == src ? 0 : ( ma < src ? 1 : -1 ))
calcRating(buy, sell) => buy ? 1 : ( sell ? -1 : 0 )
calcRatingAll() =>
//============== MA =================
SMA10 = ta.sma(close, 10)
SMA20 = ta.sma(close, 20)
SMA30 = ta.sma(close, 30)
SMA50 = ta.sma(close, 50)
SMA100 = ta.sma(close, 100)
SMA200 = ta.sma(close, 200)
EMA10 = ta.ema(close, 10)
EMA20 = ta.ema(close, 20)
EMA30 = ta.ema(close, 30)
EMA50 = ta.ema(close, 50)
EMA100 = ta.ema(close, 100)
EMA200 = ta.ema(close, 200)
ALMA10 = ta.alma(close, 10, 0.85, 6)
ALMA20 = ta.alma(close, 20, 0.85, 6)
ALMA50 = ta.alma(close, 50, 0.85, 6)
ALMA100 = ta.alma(close, 100, 0.85, 6)
ALMA200 = ta.alma(close, 200, 0.85, 6)
SMMA10 = ta.rma(close, 10)
SMMA20 = ta.rma(close, 20)
SMMA50 = ta.rma(close, 50)
SMMA100 = ta.rma(close, 100)
SMMA200 = ta.rma(close, 200)
LSMA10 = ta.linreg(close, 10, 0)
LSMA20 = ta.linreg(close, 20, 0)
LSMA50 = ta.linreg(close, 50, 0)
LSMA100 = ta.linreg(close, 100, 0)
LSMA200 = ta.linreg(close, 200, 0)
VWMA10 = ta.vwma(close, 10)
VWMA20 = ta.vwma(close, 20)
VWMA50 = ta.vwma(close, 50)
VWMA100 = ta.vwma(close, 100)
VWMA200 = ta.vwma(close, 200)
DEMA10 = getDEMA(close, 10)
DEMA20 = getDEMA(close, 20)
DEMA50 = getDEMA(close, 50)
DEMA100 =getDEMA(close, 100)
DEMA200 = getDEMA(close, 200)
HMA10 = ta.hma(close, 10)
HMA20 = ta.hma(close, 20)
HMA50 = ta.hma(close, 50)
HMA100 = ta.hma(close, 100)
HMA200 = ta.hma(close, 200)
KAMA10 = getKAMA(close, 10, 2, 30)
KAMA20 = getKAMA(close, 20, 2, 30)
KAMA50 = getKAMA(close, 50, 2, 30)
KAMA100 = getKAMA(close, 100, 2, 30)
KAMA200 = getKAMA(close, 200 , 2, 30)
FRAMA10 = getFRAMA(close, 10)
FRAMA20 = getFRAMA(close, 20)
FRAMA50 = getFRAMA(close, 50)
FRAMA100 =getFRAMA(close, 100)
FRAMA200 = getFRAMA(close, 200)
VIDMA10 = getVIDYA(close, 10)
VIDMA20 = getVIDYA(close, 20)
VIDMA50 = getVIDYA(close, 50)
VIDMA100 =getVIDYA(close, 100)
VIDMA200 = getVIDYA(close, 200)
JMA10 = getJMA(close, 10, 2, 50)
JMA20 = getJMA(close, 20, 2, 50)
JMA50 = getJMA(close, 50, 2, 50)
JMA100 =getJMA(close, 100, 2, 50)
JMA200 = getJMA(close, 200, 2, 50)
TEMA10 = getTEMA(close, 10)
TEMA20 = getTEMA(close, 20)
TEMA50 = getTEMA(close, 50)
TEMA100 =getTEMA(close, 100)
TEMA200 = getTEMA(close, 200)
ZLEMA10 = getZLEMA(close, 10)
ZLEMA20 = getZLEMA(close, 20)
ZLEMA50 = getZLEMA(close, 50)
ZLEMA100 =getZLEMA(close, 100)
ZLEMA200 = getZLEMA(close, 200)
TRIMA10 = getTRIMA(close, 10)
TRIMA20 = getTRIMA(close, 20)
TRIMA50 = getTRIMA(close, 50)
TRIMA100 =getTRIMA(close, 100)
TRIMA200 = getTRIMA(close, 200)
T3MA10 = getT3(close, 10, 0.7)
T3MA20 = getT3(close, 20, 0.7)
T3MA50 = getT3(close, 50, 0.7)
T3MA100 =getT3(close, 100, 0.7)
T3MA200 = getT3(close, 200, 0.7)
[IC_CLine, IC_BLine, IC_Lead1, IC_Lead2] = ichimoku_cloud()
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
PriceAvg = ta.ema(close, 50)
DownTrend = close < PriceAvg
UpTrend = close > PriceAvg
// calculate trading recommendation based on SMA/EMA
float ratingMA = 0
float ratingMAC = 0
float ratingSMA10 = na
if not na(SMA10)
ratingSMA10 := calcRatingMA(SMA10, close)
ratingMA := ratingMA + ratingSMA10
ratingMAC := ratingMAC + 1
float ratingSMA20 = na
if not na(SMA20)
ratingSMA20 := calcRatingMA(SMA20, close)
ratingMA := ratingMA + ratingSMA20
ratingMAC := ratingMAC + 1
float ratingSMA30 = na
if not na(SMA30)
ratingSMA30 := calcRatingMA(SMA30, close)
ratingMA := ratingMA + ratingSMA30
ratingMAC := ratingMAC + 1
float ratingSMA50 = na
if not na(SMA50)
ratingSMA50 := calcRatingMA(SMA50, close)
ratingMA := ratingMA + ratingSMA50
ratingMAC := ratingMAC + 1
float ratingSMA100 = na
if not na(SMA100)
ratingSMA100 := calcRatingMA(SMA100, close)
ratingMA := ratingMA + ratingSMA100
ratingMAC := ratingMAC + 1
float ratingSMA200 = na
if not na(SMA200)
ratingSMA200 := calcRatingMA(SMA200, close)
ratingMA := ratingMA + ratingSMA200
ratingMAC := ratingMAC + 1
float ratingEMA10 = na
if not na(EMA10)
ratingEMA10 := calcRatingMA(EMA10, close)
ratingMA := ratingMA + ratingEMA10
ratingMAC := ratingMAC + 1
float ratingEMA20 = na
if not na(EMA20)
ratingEMA20 := calcRatingMA(EMA20, close)
ratingMA := ratingMA + ratingEMA20
ratingMAC := ratingMAC + 1
float ratingEMA30 = na
if not na(EMA30)
ratingEMA30 := calcRatingMA(EMA30, close)
ratingMA := ratingMA + ratingEMA30
ratingMAC := ratingMAC + 1
float ratingEMA50 = na
if not na(EMA50)
ratingEMA50 := calcRatingMA(EMA50, close)
ratingMA := ratingMA + ratingEMA50
ratingMAC := ratingMAC + 1
float ratingEMA100 = na
if not na(EMA100)
ratingEMA100 := calcRatingMA(EMA100, close)
ratingMA := ratingMA + ratingEMA100
ratingMAC := ratingMAC + 1
float ratingEMA200 = na
if not na(EMA200)
ratingEMA200 := calcRatingMA(EMA200, close)
ratingMA := ratingMA + ratingEMA200
ratingMAC := ratingMAC + 1
///////////////////////////
float ratingALMA10 = na
if not na(ALMA10)
ratingALMA10 := calcRatingMA(ALMA10, close)
ratingMA := ratingMA + ratingALMA10
ratingMAC := ratingMAC + 1
float ratingALMA20 = na
if not na(ALMA20)
ratingALMA20 := calcRatingMA(ALMA20, close)
ratingMA := ratingMA + ratingALMA20
ratingMAC := ratingMAC + 1
float ratingALMA50 = na
if not na(ALMA50)
ratingALMA50 := calcRatingMA(ALMA50, close)
ratingMA := ratingMA + ratingALMA50
ratingMAC := ratingMAC + 1
float ratingALMA100 = na
if not na(ALMA100)
ratingALMA100 := calcRatingMA(ALMA100, close)
ratingMA := ratingMA + ratingALMA100
ratingMAC := ratingMAC + 1
float ratingALMA200 = na
if not na(ALMA200)
ratingALMA200 := calcRatingMA(ALMA200, close)
ratingMA := ratingMA + ratingALMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingSMMA10 = na
if not na(SMMA10)
ratingSMMA10 := calcRatingMA(SMMA10, close)
ratingMA := ratingMA + ratingSMMA10
ratingMAC := ratingMAC + 1
float ratingSMMA20 = na
if not na(SMMA20)
ratingSMMA20 := calcRatingMA(SMMA20, close)
ratingMA := ratingMA + ratingSMMA20
ratingMAC := ratingMAC + 1
float ratingSMMA50 = na
if not na(SMMA50)
ratingSMMA50 := calcRatingMA(SMMA50, close)
ratingMA := ratingMA + ratingSMMA50
ratingMAC := ratingMAC + 1
float ratingSMMA100 = na
if not na(SMMA100)
ratingSMMA100 := calcRatingMA(SMMA100, close)
ratingMA := ratingMA + ratingSMMA100
ratingMAC := ratingMAC + 1
float ratingSMMA200 = na
if not na(SMMA200)
ratingSMMA200 := calcRatingMA(SMMA200, close)
ratingMA := ratingMA + ratingSMMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingLSMA10 = na
if not na(LSMA10)
ratingLSMA10 := calcRatingMA(LSMA10, close)
ratingMA := ratingMA + ratingLSMA10
ratingMAC := ratingMAC + 1
float ratingLSMA20 = na
if not na(LSMA20)
ratingLSMA20 := calcRatingMA(LSMA20, close)
ratingMA := ratingMA + ratingLSMA20
ratingMAC := ratingMAC + 1
float ratingLSMA50 = na
if not na(LSMA50)
ratingLSMA50 := calcRatingMA(LSMA50, close)
ratingMA := ratingMA + ratingLSMA50
ratingMAC := ratingMAC + 1
float ratingLSMA100 = na
if not na(LSMA100)
ratingLSMA100 := calcRatingMA(LSMA100, close)
ratingMA := ratingMA + ratingLSMA100
ratingMAC := ratingMAC + 1
float ratingLSMA200 = na
if not na(LSMA200)
ratingLSMA200 := calcRatingMA(LSMA200, close)
ratingMA := ratingMA + ratingLSMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingVWMA10 = na
if not na(VWMA10)
ratingVWMA10 := calcRatingMA(VWMA10, close)
ratingMA := ratingMA + ratingVWMA10
ratingMAC := ratingMAC + 1
float ratingVWMA20 = na
if not na(VWMA20)
ratingVWMA20 := calcRatingMA(VWMA20, close)
ratingMA := ratingMA + ratingVWMA20
ratingMAC := ratingMAC + 1
float ratingVWMA50 = na
if not na(VWMA50)
ratingVWMA50 := calcRatingMA(VWMA50, close)
ratingMA := ratingMA + ratingVWMA50
ratingMAC := ratingMAC + 1
float ratingVWMA100 = na
if not na(VWMA100)
ratingVWMA100 := calcRatingMA(VWMA100, close)
ratingMA := ratingMA + ratingVWMA100
ratingMAC := ratingMAC + 1
float ratingVWMA200 = na
if not na(VWMA200)
ratingVWMA200 := calcRatingMA(VWMA200, close)
ratingMA := ratingMA + ratingVWMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingDEMA10 = na
if not na(DEMA10)
ratingDEMA10 := calcRatingMA(DEMA10, close)
ratingMA := ratingMA + ratingDEMA10
ratingMAC := ratingMAC + 1
float ratingDEMA20 = na
if not na(DEMA20)
ratingDEMA20 := calcRatingMA(DEMA20, close)
ratingMA := ratingMA + ratingDEMA20
ratingMAC := ratingMAC + 1
float ratingDEMA50 = na
if not na(DEMA50)
ratingDEMA50 := calcRatingMA(DEMA50, close)
ratingMA := ratingMA + ratingDEMA50
ratingMAC := ratingMAC + 1
float ratingDEMA100 = na
if not na(DEMA100)
ratingDEMA100 := calcRatingMA(DEMA100, close)
ratingMA := ratingMA + ratingDEMA100
ratingMAC := ratingMAC + 1
float ratingDEMA200 = na
if not na(DEMA200)
ratingDEMA200 := calcRatingMA(DEMA200, close)
ratingMA := ratingMA + ratingDEMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
float ratingHMA10 = na
if not na(HMA10)
ratingHMA10 := calcRatingMA(HMA10, close)
ratingMA := ratingMA + ratingHMA10
ratingMAC := ratingMAC + 1
float ratingHMA20 = na
if not na(HMA20)
ratingHMA20 := calcRatingMA(HMA20, close)
ratingMA := ratingMA + ratingHMA20
ratingMAC := ratingMAC + 1
float ratingHMA50 = na
if not na(HMA50)
ratingHMA50 := calcRatingMA(HMA50, close)
ratingMA := ratingMA + ratingHMA50
ratingMAC := ratingMAC + 1
float ratingHMA100 = na
if not na(HMA100)
ratingHMA100 := calcRatingMA(HMA100, close)
ratingMA := ratingMA + ratingHMA100
ratingMAC := ratingMAC + 1
float ratingHMA200 = na
if not na(HMA200)
ratingHMA200 := calcRatingMA(HMA200, close)
ratingMA := ratingMA + ratingHMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingKAMA10 = na
if not na(KAMA10)
ratingKAMA10 := calcRatingMA(KAMA10, close)
ratingMA := ratingMA + ratingKAMA10
ratingMAC := ratingMAC + 1
float ratingKAMA20 = na
if not na(KAMA20)
ratingKAMA20 := calcRatingMA(KAMA20, close)
ratingMA := ratingMA + ratingKAMA20
ratingMAC := ratingMAC + 1
float ratingKAMA50 = na
if not na(KAMA50)
ratingKAMA50 := calcRatingMA(KAMA50, close)
ratingMA := ratingMA + ratingKAMA50
ratingMAC := ratingMAC + 1
float ratingKAMA100 = na
if not na(KAMA100)
ratingKAMA100 := calcRatingMA(KAMA100, close)
ratingMA := ratingMA + ratingKAMA100
ratingMAC := ratingMAC + 1
float ratingKAMA200 = na
if not na(KAMA200)
ratingKAMA200 := calcRatingMA(KAMA200, close)
ratingMA := ratingMA + ratingKAMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingFRAMA10 = na
if not na(FRAMA10)
ratingFRAMA10 := calcRatingMA(FRAMA10, close)
ratingMA := ratingMA + ratingFRAMA10
ratingMAC := ratingMAC + 1
float ratingFRAMA20 = na
if not na(FRAMA20)
ratingFRAMA20 := calcRatingMA(FRAMA20, close)
ratingMA := ratingMA + ratingFRAMA20
ratingMAC := ratingMAC + 1
float ratingFRAMA50 = na
if not na(FRAMA50)
ratingFRAMA50 := calcRatingMA(FRAMA50, close)
ratingMA := ratingMA + ratingFRAMA50
ratingMAC := ratingMAC + 1
float ratingFRAMA100 = na
if not na(FRAMA100)
ratingFRAMA100 := calcRatingMA(FRAMA100, close)
ratingMA := ratingMA + ratingFRAMA100
ratingMAC := ratingMAC + 1
float ratingFRAMA200 = na
if not na(FRAMA200)
ratingFRAMA200 := calcRatingMA(FRAMA200, close)
ratingMA := ratingMA + ratingFRAMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingVIDMA10 = na
if not na(VIDMA10)
ratingVIDMA10 := calcRatingMA(VIDMA10, close)
ratingMA := ratingMA + ratingVIDMA10
ratingMAC := ratingMAC + 1
float ratingVIDMA20 = na
if not na(VIDMA20)
ratingVIDMA20 := calcRatingMA(VIDMA20, close)
ratingMA := ratingMA + ratingVIDMA20
ratingMAC := ratingMAC + 1
float ratingVIDMA50 = na
if not na(VIDMA50)
ratingVIDMA50 := calcRatingMA(VIDMA50, close)
ratingMA := ratingMA + ratingVIDMA50
ratingMAC := ratingMAC + 1
float ratingVIDMA100 = na
if not na(VIDMA100)
ratingVIDMA100 := calcRatingMA(VIDMA100, close)
ratingMA := ratingMA + ratingVIDMA100
ratingMAC := ratingMAC + 1
float ratingVIDMA200 = na
if not na(VIDMA200)
ratingVIDMA200 := calcRatingMA(VIDMA200, close)
ratingMA := ratingMA + ratingVIDMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
float ratingJMA10 = na
if not na(JMA10)
ratingJMA10 := calcRatingMA(JMA10, close)
ratingMA := ratingMA + ratingJMA10
ratingMAC := ratingMAC + 1
float ratingJMA20 = na
if not na(JMA20)
ratingJMA20 := calcRatingMA(JMA20, close)
ratingMA := ratingMA + ratingJMA20
ratingMAC := ratingMAC + 1
float ratingJMA50 = na
if not na(JMA50)
ratingJMA50 := calcRatingMA(JMA50, close)
ratingMA := ratingMA + ratingJMA50
ratingMAC := ratingMAC + 1
float ratingJMA100 = na
if not na(JMA100)
ratingJMA100 := calcRatingMA(JMA100, close)
ratingMA := ratingMA + ratingJMA100
ratingMAC := ratingMAC + 1
float ratingJMA200 = na
if not na(JMA200)
ratingJMA200 := calcRatingMA(JMA200, close)
ratingMA := ratingMA + ratingJMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingTEMA10 = na
if not na(TEMA10)
ratingTEMA10 := calcRatingMA(TEMA10, close)
ratingMA := ratingMA + ratingTEMA10
ratingMAC := ratingMAC + 1
float ratingTEMA20 = na
if not na(TEMA20)
ratingTEMA20 := calcRatingMA(TEMA20, close)
ratingMA := ratingMA + ratingTEMA20
ratingMAC := ratingMAC + 1
float ratingTEMA50 = na
if not na(TEMA50)
ratingTEMA50 := calcRatingMA(TEMA50, close)
ratingMA := ratingMA + ratingTEMA50
ratingMAC := ratingMAC + 1
float ratingTEMA100 = na
if not na(TEMA100)
ratingTEMA100 := calcRatingMA(TEMA100, close)
ratingMA := ratingMA + ratingTEMA100
ratingMAC := ratingMAC + 1
float ratingTEMA200 = na
if not na(TEMA200)
ratingTEMA200 := calcRatingMA(TEMA200, close)
ratingMA := ratingMA + ratingTEMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
float ratingZLEMA10 = na
if not na(ZLEMA10)
ratingZLEMA10 := calcRatingMA(ZLEMA10, close)
ratingMA := ratingMA + ratingZLEMA10
ratingMAC := ratingMAC + 1
float ratingZLEMA20 = na
if not na(ZLEMA20)
ratingZLEMA20 := calcRatingMA(ZLEMA20, close)
ratingMA := ratingMA + ratingZLEMA20
ratingMAC := ratingMAC + 1
float ratingZLEMA50 = na
if not na(ZLEMA50)
ratingZLEMA50 := calcRatingMA(ZLEMA50, close)
ratingMA := ratingMA + ratingZLEMA50
ratingMAC := ratingMAC + 1
float ratingZLEMA100 = na
if not na(ZLEMA100)
ratingZLEMA100 := calcRatingMA(ZLEMA100, close)
ratingMA := ratingMA + ratingZLEMA100
ratingMAC := ratingMAC + 1
float ratingZLEMA200 = na
if not na(ZLEMA200)
ratingZLEMA200 := calcRatingMA(ZLEMA200, close)
ratingMA := ratingMA + ratingZLEMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingTRIMA10 = na
if not na(TRIMA10)
ratingTRIMA10 := calcRatingMA(TRIMA10, close)
ratingMA := ratingMA + ratingTRIMA10
ratingMAC := ratingMAC + 1
float ratingTRIMA20 = na
if not na(TRIMA20)
ratingTRIMA20 := calcRatingMA(TRIMA20, close)
ratingMA := ratingMA + ratingTRIMA20
ratingMAC := ratingMAC + 1
float ratingTRIMA50 = na
if not na(TRIMA50)
ratingTRIMA50 := calcRatingMA(TRIMA50, close)
ratingMA := ratingMA + ratingTRIMA50
ratingMAC := ratingMAC + 1
float ratingTRIMA100 = na
if not na(TRIMA100)
ratingTRIMA100 := calcRatingMA(TRIMA100, close)
ratingMA := ratingMA + ratingTRIMA100
ratingMAC := ratingMAC + 1
float ratingTRIMA200 = na
if not na(TRIMA200)
ratingTRIMA200 := calcRatingMA(TRIMA200, close)
ratingMA := ratingMA + ratingTRIMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
float ratingT3MA10 = na
if not na(T3MA10)
ratingT3MA10 := calcRatingMA(T3MA10, close)
ratingMA := ratingMA + ratingT3MA10
ratingMAC := ratingMAC + 1
float ratingT3MA20 = na
if not na(T3MA20)
ratingT3MA20 := calcRatingMA(T3MA20, close)
ratingMA := ratingMA + ratingT3MA20
ratingMAC := ratingMAC + 1
float ratingT3MA50 = na
if not na(T3MA50)
ratingT3MA50 := calcRatingMA(T3MA50, close)
ratingMA := ratingMA + ratingT3MA50
ratingMAC := ratingMAC + 1
float ratingT3MA100 = na
if not na(T3MA100)
ratingT3MA100 := calcRatingMA(T3MA100, close)
ratingMA := ratingMA + ratingT3MA100
ratingMAC := ratingMAC + 1
float ratingT3MA200 = na
if not na(T3MA200)
ratingT3MA200 := calcRatingMA(T3MA200, close)
ratingMA := ratingMA + ratingT3MA200
ratingMAC := ratingMAC + 1
//////////////////////////////////////////
float ratingIC = na
if not (na(IC_Lead1) or na(IC_Lead2) or na(close) or na(close[1]) or na(IC_BLine) or na(IC_CLine))
ratingIC := calcRating(
IC_Lead1 > IC_Lead2 and close > IC_Lead1 and close < IC_BLine and close[1] < IC_CLine and close > IC_CLine,
IC_Lead2 > IC_Lead1 and close < IC_Lead2 and close > IC_BLine and close[1] > IC_CLine and close < IC_CLine)
if not na(ratingIC)
ratingMA := ratingMA + ratingIC
ratingMAC := ratingMAC + 1
ratingMA := ratingMAC > 0 ? ratingMA / ratingMAC : na
float ratingTotal = 0
float ratingTotalC = 0
if not na(ratingMA)
ratingTotal := ratingTotal + ratingMA
ratingTotalC := ratingTotalC + 1
ratingTotal := ratingTotalC > 0 ? ratingTotal / ratingTotalC : na
[ratingTotal, ratingMA]
getSignal2(ratingTotal, ratingMA) =>
float _res = ratingTotal
_res := ratingMA
[ratingTotal, ratingMA] = request.security(syminfo.tickerid, res, calcRatingAll())
tradeSignal = getSignal2(ratingTotal, ratingMA)
rating_entry = input.float(0.95, title='Rating for long', group="Entry Rating %", step=0.05)
rating_exit = input.float(0.75, title='Rating for short', group="Entry Rating %", step=0.05) * -1
long = tradeSignal >= rating_entry
short = tradeSignal <= rating_exit
strategy.entry("long",strategy.long,when=long)
strategy.entry('short',strategy.short,when=short)