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अवधारणा दोहरी सुपरट्रेंड

लेखक:चाओझांग, दिनांकः 2022-05-17 14:40:40
टैगःएसएमएएटीआर

सरल सुपरट्रेंड संकेतक जो आपको एक ही स्क्रिप्ट पर दो सुपरट्रेंड प्रदर्शित करने का विकल्प देता है और साथ ही अतिरिक्त अनुकूलन सुविधाएं। आय शार्क से प्रेरित दोहरी सेटअप

बैकटेस्ट

/*backtest
start: 2022-05-09 00:00:00
end: 2022-05-15 23:59:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
indicator(title='Concept Dual SuperTrend', shorttitle='ConceptDST', overlay=true, format=format.price, precision=2, timeframe='')

src = input(hl2, title='Source')
multiplier = input.float(title='ATR Multiplier (Fast)', step=0.1, defval=2)
multiplier2 = input.float(title='ATR Multiplier (Slow)', step=0.1, defval=3)
periods = input(title='ATR Period (Fast)', defval=10)
periods2 = input(title='ATR Period (Slow)', defval=10)
transp_st = input.float(title='Line Transparency', step=1, minval=0, maxval=100, defval=70)
transp_hl = input.float(title='Shading Transparency', step=1, minval=0, maxval=100, defval=90)
changeATR = input(title='Change ATR Calculation Method?', defval=true)
highlighting = input(title='Show Shading? (Fast)', defval=true)
highlighting2 = input(title='Show Shading? (Slow)', defval=true)
showlabels = input(title='Show Buy/Sell Labels?', defval=true)


//------------------------------------------------

// Calculations (Fast)
atrA = ta.sma(ta.tr, periods)
atr = changeATR ? ta.atr(periods) : atrA
up = src - multiplier * atr
upA = nz(up[1], up)
up := close[1] > upA ? math.max(up, upA) : up
dn = src + multiplier * atr
dnA = nz(dn[1], dn)
dn := close[1] < dnA ? math.min(dn, dnA) : dn

// Trend (Fast)
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dnA ? 1 : trend == 1 and close < upA ? -1 : trend

upPlot = plot(trend == 1 ? up : na, title='Uptrend (Slow)', style=plot.style_linebr, linewidth=2, color=color.new(color.green, transp_st))
buySignal = trend == 1 and trend[1] == -1
plotshape(buySignal ? up : na, title='Uptrend Start (Slow)', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, transp_st))
plotshape(buySignal and showlabels ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))

dnPlot = plot(trend == 1 ? na : dn, title='Downtrend (Slow)', style=plot.style_linebr, linewidth=2, color=color.new(color.red, transp_st))
sellSignal = trend == -1 and trend[1] == 1
plotshape(sellSignal ? dn : na, title='Downtrend Start (Slow)', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, transp_st))
plotshape(sellSignal and showlabels ? dn : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))

mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0, color=na)
longFillColor = highlighting ? trend == 1 ? color.green : color.black : color.black
shortFillColor = highlighting ? trend == -1 ? color.red : color.black : color.black
fill(mPlot, upPlot, title='Uptrend Shading (Slow)', color=color.new(longFillColor, transp_hl))
fill(mPlot, dnPlot, title='Downtrend Shading (Slow)', color=color.new(shortFillColor, transp_hl))

//------------------------------------------------

// Calculations (Slow)
atrA2 = ta.sma(ta.tr, periods2)
atr2 = changeATR ? ta.atr(periods2) : atrA2
up2 = src - multiplier2 * atr2
upA2 = nz(up2[1], up2)
up2 := close[1] > upA2 ? math.max(up2, upA2) : up2
dn2 = src + multiplier2 * atr2
dnA2 = nz(dn2[1], dn2)
dn2 := close[1] < dnA2 ? math.min(dn2, dnA2) : dn2

// Trend (Slow)
trend2 = 1
trend2 := nz(trend2[1], trend2)
trend2 := trend2 == -1 and close > dnA2 ? 1 : trend2 == 1 and close < upA2 ? -1 : trend2

upPlot2 = plot(trend2 == 1 ? up2 : na, title='Uptrend (Slow)', style=plot.style_linebr, linewidth=2, color=color.new(color.green, transp_st))
buySignal2 = trend2 == 1 and trend2[1] == -1
plotshape(buySignal2 ? up2 : na, title='Uptrend Start (Slow)', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, transp_st))
plotshape(buySignal2 and showlabels ? up2 : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))

dnPlot2 = plot(trend2 == 1 ? na : dn2, title='Downtrend (Slow)', style=plot.style_linebr, linewidth=2, color=color.new(color.red, transp_st))
sellSignal2 = trend2 == -1 and trend2[1] == 1
plotshape(sellSignal2 ? dn2 : na, title='Downtrend Start (Slow)', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, transp_st))
plotshape(sellSignal2 and showlabels ? dn2 : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))

mPlot2 = plot(ohlc4, title='', style=plot.style_circles, linewidth=0, color=na)
longFillColor2 = highlighting2 ? trend2 == 1 ? color.green : color.black : color.black
shortFillColor2 = highlighting2 ? trend2 == -1 ? color.red : color.black : color.black
fill(mPlot2, upPlot2, title='Uptrend Shading (Slow)', color=color.new(longFillColor2, transp_hl))
fill(mPlot2, dnPlot2, title='Downtrend Shading (Slow)', color=color.new(shortFillColor2, transp_hl))



if buySignal2
    strategy.entry("Enter Long", strategy.long)
else if sellSignal2
    strategy.entry("Enter Short", strategy.short)

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