- वर्ग
- बोलिंगर निम्नताएं
बोलिंगर निम्नताएं
लेखक:
Zer3192, दिनांकः 2022-05-29 07:11:57
टैगः
बॉल
/*backtest
start: 2021-05-08 00:00:00
end: 2022-05-07 23:59:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"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/
// © RafaelZioni
//@version=4
study(title="Bollinger lows", overlay=true)
len5 = input(30)
src=input(close)
//
multi = input(2, title="Multiplier", minval=0.001, maxval=2)
mean = ema(src, len5)
stddev = multi * stdev(src, len5)
b = mean + stddev
s = mean - stddev
var bool long = na
var bool short = na
long :=crossover(src, s)
short := crossunder(src, b)
var float last_open_long = na
var float last_open_short = na
last_open_long := long ? close : nz(last_open_long[1])
last_open_short := short ? close : nz(last_open_short[1])
entry_value =last_open_long
entry_value1=last_open_short
r=100
//
highb = highest(entry_value1, r)
lowb = lowest(entry_value, r)
//
hilow = ((high - low)*100)
openclose = ((close - open)*100)
vol = (src / hilow)
spreadvol = (openclose * src)
VPT = spreadvol + cum(spreadvol)
window_len = 28
v_len = 14
price_spread = stdev(high-low, window_len)
vp = spreadvol + cum(spreadvol)
smooth = sma(vp, v_len)
v_spread = stdev(vp - smooth, window_len)
shadow = (vp - smooth) / v_spread * price_spread
out = shadow > 0 ? high + shadow : low + shadow
//
len = input(20)
yp=ema(out,len)
// INPUTS //
mult =1
period = input(20, title = ' Period', minval = 1)
// CALCULATIONS //
up= yp - (mult * atr(period))
dn = yp + (mult * atr(period))
c5=close
//
factor =0.001
hb = 0.00 ,hb := nz(hb[1])
hl = 0.000, hl := nz(hl[1])
lb = 0.00 ,lb := nz(lb[1])
l1 = 0.000,l1 := nz(l1[1])
c = 0
c := nz(c[1]) + 1
trend = 0,trend := nz(trend[1]),n = dn,x =up
if barstate.isfirst
c := 0
lb := n
hb := x
l1 := c5
hl := c5
hl
if c == 1
if x >= hb[1]
hb := x
hl := c5
trend := 1
trend
else
lb := n
l1 := c5
trend := -1
trend
if c > 1
if trend[1] > 0
hl := max(hl[1], c5)
if x >= hb[1]
hb := x
hb
else
if n < hb[1] - hb[1] * factor
lb := n
l1 := c5
trend := -1
trend
else
l1 := min(l1[1], c5 )
if n <= lb[1]
lb := n
lb
else
if x > lb[1] + lb[1] * factor
hb := x
hl := c5
trend := 1
trend
v = trend == 1 ? hb : trend == -1 ? lb : na
plot(v, color=trend == 1 ? color.blue : color.yellow, style=plot.style_circles, linewidth=1, title="trend", transp=0, join=true)
// Plotting
plot(v, color = trend == 1 ? color.green : color.red , style = plot.style_line, linewidth = 2, title = "SuperTrend")
low1 = crossover(v, lowb)
high1 = crossunder(v, highb)
showcross=true
plotshape( showcross and low1 , title="low", text="Low Bollinger", color=color.red, style=shape.labelup, location=location.belowbar, size=size.tiny, textcolor=color.white, transp=0)
//plotshape(showcross and high1, title="high", text="H", color=color.green, style=shape.labeldown, location=location.abovebar, size=size.tiny, textcolor=color.white, transp=0)
if low1
strategy.entry("Alert on Bottom", strategy.long)
else if high1
strategy.entry("Alert on Top", strategy.short)
संबंधित
अधिक