Sumber daya yang dimuat... Pemuatan...

EMA bands + leledc + Bollinger bands strategi trend catching

Penulis:ChaoZhang, Tanggal: 2022-05-09 16:41:29
Tag:EMA

Dasar-dasar: Dalam bentuk yang paling sederhana, strategi ini adalah tren posisional mengikuti strategi yang masuk panjang ketika harga pecah di atas middle EMA bands dan menutup atau membalik pendek ketika harga pecah di bawah middle EMA bands.

Ide adalah bahwa memasuki perdagangan pada breakout dari EMA tinggi dan EMA rendah daripada EMA khas berdasarkan penutupan lilin memberikan sedikit konfirmasi kekuatan tren dan meminimalkan terpotong. Untuk lebih mengurangi terpotong, strategi default untuk menutup pada melintasi pita EMA berlawanan (yaitu. panjang pada istirahat di atas pita tengah EMA tinggi dan menutup di bawah pita tengah EMA rendah).

Strategi ini bekerja pada semua pasar pada semua kerangka waktu, tetapi sebagai strategi mengikuti tren, ini bekerja paling baik pada pasar yang rentan terhadap tren seperti saham crypto dan teknologi. Pada kerangka waktu yang lebih rendah, EMA yang lebih panjang cenderung bekerja paling baik (saya telah menemukan hasil yang baik pada panjang EMA bahkan memiliki tinggi hingga 1000), sementara grafik 4H dan di atas cenderung bekerja lebih baik dengan panjang EMA 21 dan di bawah.

Sebagai filter tambahan untuk mengkonfirmasi tren, EMA kedua dapat digunakan. Masukkan filter EMA yang lebih lambat dapat memastikan perdagangan dimasukkan sesuai dengan tren jangka panjang, memasukkan filter EMA yang lebih cepat dapat bertindak sebagai konfirmasi kekuatan breakout.

Warna bar dapat diaktifkan untuk dengan cepat secara visual mengidentifikasi arah tren untuk pertemuan dengan indikator atau strategi lain.

Barang-barang: Menunggu tren untuk membalik sebelum menutup perdagangan (terutama ketika EMA dasar yang lebih panjang digunakan) sering meninggalkan uang di atas meja.

Bars tertunda di dalam pita tengah - Ketika sejumlah lilin berturut-turut terbuka dan ditutup antara pita EMA tengah, itu bisa menjadi tanda bahwa tren lemah, atau bahwa pecahnya bukan awal dari tren baru.

Leledc bar - Awalnya diperkenalkan oleh glaz, ini adalah indikator aksi harga yang menyoroti lilin setelah sejumlah bar berturut-turut menutup arah yang sama dan menghasilkan tertinggi / terendah terbesar selama periode. Ini sering dipicu ketika tren yang kuat telah berhenti sebelum kelanjutan lebih lanjut, atau menandai akhir tren. Untuk mengurangi penutupan pada sinyal Leledc palsu, strategi ini memiliki dua pilihan: 1. Memperkenalkan persyaratan untuk peningkatan volume pada batang Leledc dapat membantu menyaring sinyal Leledc yang terjadi di tengah tren. 2. Penutupan setelah sejumlah batang Leledc muncul setelah posisi dibuka.

Bollinger Bands exhaustion bars - Bar ini disorot ketika harga ditutup kembali di dalam Bollinger Bands dan RSI berada dalam zona overbought/sold yang ditentukan. Idenya adalah bahwa tren terlalu meluas ketika harga diperdagangkan di luar Bollinger Bands. Ketika harga ditutup kembali di dalam band, kemungkinan karena rata-rata kemunduran kembali ke EMA dasar di mana strategi ini idealnya akan memasuki kembali posisi. Karena persyaratan RSI yang ditambahkan sering membuat indikator ini terlalu ketat untuk memicu ukuran sampel yang cukup besar untuk backtest, saya telah menemukan yang terbaik untuk menggunakan pengaturan non-standar baik untuk band dan RSI yang dilihat sebagai default dalam pengaturan.

Beli/Jual zona - Mirip dengan ide di balik menggunakan Bollinger Bands exhaustion bar sebagai sinyal penutupan. Alih-alih menghitung dari standar deviasi, zona Beli/Jual dihitung dari kelipatan dari EMA tengah. Ketika trading di luar zona ini dan kemudian gagal kembali ke dalam, harga mungkin karena rata-rata kemunduran kembali ke EMA dasar. Tidak ada filter RSI yang digunakan untuk zona Beli/Jual.

Jika ada kondisi penutupan awal yang dipilih, seringkali layak untuk memungkinkan masuk kembali perdagangan pada bounce band EMA tengah.

Setiap dan semua kondisi close awal dapat dikombinasikan. Bereksperimen dengan ini, saya telah menemukan dapat menghasilkan keuntungan bersih yang lebih rendah tetapi tingkat kemenangan yang lebih tinggi dan rasio tajam karena lebih sedikit waktu yang dihabiskan dalam perdagangan.

Yang mematikan: Tren adalah teman Anda. Tapi bukankah akan lebih baik untuk menangkap tren lebih awal? Di pasar yang berkisar (atau ketika menggunakan EMA dasar yang lebih lambat dalam strategi ini), menunggu konfirmasi pecahnya band EMA pada yang terbaik akan menyebabkan Anda melewatkan setengah langkah, pada yang terburuk akan mengakibatkan Anda secara konsisten terpotong. Mengaktifkan perdagangan counter-trend pada strategi ini akan memungkinkan strategi untuk memasuki posisi di sisi berlawanan dari band EMA pada bar Leledc atau bar kelelahan Bollinger Bands. Ada filter yang membutuhkan baik tinggi / rendah (untuk Leledc) atau terbuka (untuk BB bars) di luar zona beli atau luar / jual. Ada juga sejumlah kondisi dekat yang berbeda untuk perdagangan kontra-trend untuk bereksperimen dan kembali.

Ada dua cara yang saya temukan terbaik untuk menggunakan perdagangan kontra-trend

  1. Memilih dari 5 kondisi penutupan kontra-tren pertama pada daftar dropdown biasanya akan menutup perdagangan dengan cepat, dengan lebih sedikit keuntungan tetapi lebih sedikit risiko.
  2. Mencoba untuk menangkap tren lebih awal. Memilih salah satu kondisi dekat di bawah 5 pertama dapat menyebabkan strategi berperilaku seolah-olah memasuki tren baru (dari sisi yang salah).

Fitur ini dapat sangat efektif dalam mendapatkan keuntungan dari setiap pergerakan harga yang dibuat, atau mematikan untuk PnL strategi jika tidak diatur dengan benar. Karena perdagangan kontra-tren terbuka di seberang pita tengah, stop-loss dianjurkan untuk mengurangi risiko. Jika stop-loss untuk perdagangan kontra-tren dinonaktifkan, strategi akan menahan posisi terbuka sering sampai likuidasi di pasar tren jika perdagangan itu offsides. Perhatikan bahwa menggunakan EMA dasar yang lebih lambat membuat stop-loss kontra-tren bahkan lebih diperlukan karena dapat mengurangi efektivitas filter zona Beli/Jual untuk membuka perdagangan karena harga dapat menghabiskan waktu yang lama bergerak di luar zona yang dipilih. Jika EMA (34 dan di bawah) digunakan dengan filter Inner Buy/Zone, beberapa kondisi penutupan pertama akan memicu hampir segera penutupan perdagangan dengan kerugian.

Niche: Saya telah menambahkan fitur untuk default ke longs atau shorts. Mengaktifkan ini dengan fitur lain (selain long / short dasar pada EMA middle band breakout) cenderung untuk memecahkan strategi satu cara atau lainnya. Mengaktifkan default long bekerja untuk mensimulasikan mencoba untuk memperoleh lebih banyak aset daripada mata uang dasar. Mengaktifkan default pendek dapat memiliki hasil positif untuk mereka tinggi FDV, koin inflasi tinggi yang turun-hanya selama berbulan-bulan pada suatu waktu. Jika tidak, saya menggunakan default pendek sebagai lindung nilai untuk koin yang saya pegang dan saham spot. Saya mendapatkan utilitas dan APR dari saham sambil mengurangi risiko memegang aset dasar dengan menjaga posisi net net net netral.sebagian besardari waktu.

Disclaimer: Skrip ini dimaksudkan untuk bereksperimen dan backtesting strategi yang berbeda di sekitar EMA band. Gunakan skrip ini untuk perdagangan langsung Anda dengan risiko Anda sendiri. Saya seorang programmer pemula, karena itu mungkin ada kesalahan dalam kode yang menyebabkan strategi tidak berperilaku seperti yang dimaksudkan. Sejauh yang saya tahu itu tidak mengecat ulang, tetapi saya tidak dapat menjamin bahwa tidak.

backtest

img


/*backtest
start: 2022-04-08 00:00:00
end: 2022-05-07 23:59:00
period: 1h
basePeriod: 15m
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/
// © danielx888
// Credits to Joy_Bangla for the Leledc exhaustion bar code
// Credits to VishvaP for the 34 EMA bands code
// Credits to SlumdogTrader for the BB exhaustion code (edited for functionality)

//@version=5
//strategy(title='EMA bands + leledc + bollinger bands trend catching strategy w/ countertrend scalp', shorttitle='Trend Pooristics', overlay=true, initial_capital = 1000, commission_value= 0.036, pyramiding= 0, default_qty_type= strategy.percent_of_equity, default_qty_value= 100, margin_long=0, margin_short=0, max_bars_back=200)

EMAlength = input.int(title='EMA Length', defval=34, minval=1, step=1)

//get user inputs
needLong = input.bool(true, title = "Enable middle EMA band breakout: Long", group="Open Conditions")
needShort = input.bool(true, title = "Enable middle EMA band breakdown: Short", group="Open Conditions")
midClose = input.string('Opposite band', title='Close on crosses through middle EMA bands', tooltip='Selecting -Delayed bars inside- will delay closing positions by the specified amount of bars if candles close inside the middle EMA bands but do not breakout the opposite side.', options=['Nearest band', 'Opposite band', 'Delayed bars inside'], group='Close Conditions')
needCTlong = input.bool(false, title = "Enable counter-trend trades: Long", tooltip='Does not work with -default positioning: short- enabled',  group="Counter Trade Settings")
CTlongType = input.string('Leledc', title = 'Trigger', options=['Leledc', 'BB Exhaustion'], group='Counter Trade Settings')
needCTshort = input.bool(false, title = "Enable counter-trend trades: Short", tooltip='Does not work with -default positioning: long- enabled', group="Counter Trade Settings")
CTshortType = input.string('Leledc', title = 'Trigger', options=['Leledc', 'BB Exhaustion'], group='Counter Trade Settings')
alwaysLong = input.bool(false, title = "Enable default positioning: Long", tooltip='Does not work with -Default to short- also selected. Works best when early close conditions are used', group = 'Open Conditions')
alwaysShort = input.bool(false, title = "Enable default positioning: Short", tooltip='Does not work with -Default to long- also selected. Works best when early close conditions are used', group = 'Open Conditions')
s_longBounce = input.bool(false, 'Enable middle EMA band bounce re-entry: Long', tooltip='Works best when early close conditions are used', group= 'Open Conditions')
s_shortBounce = input.bool(false, 'Enable middle EMA band bounce re-entry: Short', tooltip='Works best when early close conditions are used', group= 'Open Conditions')
numBars = input.int(4, title='Delayed close no. of bars', minval=1, maxval=10, step=1, group='Close Conditions')
useSlowEMA = input.bool(false, title='Use slow EMA filter',tooltip='Has no effect on counter-trend trades', group='Open Conditions')
useLele = input.bool(false, title='Close on Leledc bars', group='Close Conditions')
string whichLele = input.string('First', title='Which Leledc bar?', options=['First', 'Second', 'Third', 'Fourth', 'Fifth'], group='Close Conditions')
useBBExtend = input.bool(false, title='Close on Bollinger Band exhaustion bars', tooltip='Bollinger Band Exhaustion bars are candles that close back inside the Bollinger Bands when RSI is overbought or oversold. Settings for both can be changed under the -Bollinger Bands Exhaustion Bar Settings- header.', group='Close Conditions')
string whichBBext = input.string('First', title='Which BB exhaustion bar?', options=['First', 'Second', 'Third'], group='Close Conditions')
reverBandClose = input.bool(false, title='Close on loss of Buy/Sell zone', group='Close Conditions')
whichCTband = input.string(defval = 'Inner', title = 'Leledc/BB must be outside which Buy/Sell zone to open', options=['Inner', 'Outer'], group="Counter Trade Settings")
i_CTlongCloseCond = input.string(title='Closing conditions for counter-trend longs', defval='Cross Top Middle Band', tooltip='-Cross- type close conditions market close position on candle closes above selected region \n\n-Touch- type enable trailing limit orders that follow the selected region', options=['Cross Outer Buy Zone', 'Cross Inner Buy Zone', 'Touch Inner Buy Zone', 'Cross Bottom Middle Band', 'Touch Bottom Middle Band', 'Cross Top Middle Band', 'Touch Top Middle Band', 'Cross Inner Sell Zone', 'Touch Inner Sell Zone', 'Cross Outer Sell Zone', 'Touch Outer Sell Zone', 'First Leledc', 'First BB Exhaustion'], group='Counter Trade Settings')
i_CTshortCloseCond = input.string(title='Closing conditions for counter-trend shorts', defval='First Leledc', tooltip='-Cross- type close conditions market close position on candle closes below selected region \n\n-Touch- type enable trailing limit orders that follow the selected region',options=['Cross Outer Sell Zone', 'Cross Inner Sell Zone', 'Touch Inner Sell Zone', 'Cross Top Middle Band', 'Touch Top Middle Band', 'Cross Bottom Middle Band', 'Touch Bottom Middle Band', 'Cross Inner Buy Zone', 'Touch Inner Buy Zone', 'Cross Outer Buy Zone', 'Touch Outer Buy Zone', 'First Leledc', 'First BB Exhaustion'], group='Counter Trade Settings')
i_CTlongSL = input.float(10, 'Flat stop-loss % for counter-trend longs', 0, 100, 0.1, 'Input 0 to disable stop-loss for counter-trend trades. Enabling stop-loss will not apply to middle band breakout, bounce, or default positional trades',group='Counter Trade Settings')
i_CTshortSL = input.float(10, 'Flat stop-loss % for counter-trend shorts', 0, 100, 0.1, 'Input 0 to disable stop-loss for counter-trend trades. Enabling stop-loss will not apply to middle band breakout, bounce, or default positional trades',group='Counter Trade Settings')


// calculate and plot slow EMA
showSlowEMA = input.bool(false, title='Show Slow EMA', group='Visual Elements')
slowEMAlen = input.int(200, title='Slow EMA Length', step=1, minval=1, group='Open Conditions')
slowEMA = ta.ema(close, slowEMAlen)
plot(showSlowEMA ? slowEMA : na)


maj = input(true, 'Show Leledc Exhausion Bars', group='Visual Elements')


//*****************************
// SlumdogTrader's Bollinger Bands + RSI Double Strategy - Profit Trailer
//====================================================================================================//

///////////// Bollinger Bands Settings
BBlength = input.int(20, minval=1, title='Bollinger Bands SMA Period Length', group='Bollinger Bands Exhaustion Bar Settings')
BBmult = input.float(1.8, minval=0.001, maxval=50, title='Bollinger Bands Standard Deviation', group='Bollinger Bands Exhaustion Bar Settings')
price = input(close, title='Source')
BBbasis = ta.sma(price, BBlength)
BBdev = BBmult * ta.stdev(price, BBlength)
BBupper = BBbasis + BBdev
BBlower = BBbasis - BBdev
source = close
buyEntry = ta.crossover(source, BBlower)
sellEntry = ta.crossunder(source, BBupper)
plot(BBbasis, color=color.new(color.aqua, 0), title='BBs SMA Basis Line', display=display.none)
p1 = plot(BBupper, color=color.new(color.silver, 0), title='BBs Upper Line', display=display.none)
p2 = plot(BBlower, color=color.new(color.silver, 0), title='BBs Lower Line', display=display.none)
//fill(p1, p2, display=display.none)

///////////// RSI Settings
RSIlength = input.int(8, minval=1, step=1, title='RSI Period Length', group='Bollinger Bands Exhaustion Bar Settings')
RSIos = input.int(30, minval=0, maxval=50, step=1,title='RSI Oversold Value', group='Bollinger Bands Exhaustion Bar Settings')
RSIob = input.int(70, minval=50, maxval=100, step=1, title='RSI Overbought value', group='Bollinger Bands Exhaustion Bar Settings')
vrsi = ta.rsi(price, RSIlength)
RSIoverSold = vrsi < RSIos
RSIoverBought = vrsi > RSIob

///////////// Colour Settings
switch1 = input(true, title='Enable Bollinger Bands exhaustion bar coloring', group='Visual Elements')
switch2 = input(false, title='Enable Bollinger bands exhaustion bar background coloring', tooltip='Enabling this can help visualize when dialing in Bollinger Bands and RSI settings', group='Visual Elements')
OSOBcolor = RSIoverBought and price[1] > BBupper and price < BBupper ? color.yellow : RSIoverSold and price[1] < BBlower and price > BBlower ? color.blue : na
bgcolor(switch2 ? color.new(OSOBcolor,70) : na)


///////////// RSI + Bollinger Bands Strategy
//if not na(vrsi)
//
//    if ta.crossover(vrsi, RSIoverSold) and ta.crossover(source, BBlower)
//        strategy.entry('RSI_BB_L', strategy.long, stop=BBlower, oca_type=strategy.oca.cancel, comment='RSI_BB_L')
//    else
//        strategy.cancel(id='RSI_BB_L')
//
//    if ta.crossunder(vrsi, RSIoverBought) and ta.crossunder(source, BBupper)
//        strategy.entry('RSI_BB_S', strategy.short, stop=BBupper, oca_type=strategy.oca.cancel, comment='RSI_BB_S')
//    else
//        strategy.cancel(id='RSI_BB_S')
//
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
//====================================================================================================//
//*****************************


//*****************************
// © Joy_Bangla Leledc Exhaustion V4
//====================================================================================================//
//min = input(false, 'Minor Leledc Exhaustion Bar ::  Show')
i_leleVol = input.bool(false, 'Require Volume breakout for Leledc bars', group='Leledc Exhaustion Bar Settings')
i_volMult = input.float(1.5,'Volume Multiplier', 0.1,20,0.1, group='Leledc Exhaustion Bar Settings')
leleVol = volume > ta.sma(volume,100)*i_volMult

leledcSrc = input(close, 'Source', group='Leledc Exhaustion Bar Settings')
maj_qual = input(6, 'Bar count no', group='Leledc Exhaustion Bar Settings')
maj_len = input(30, 'Highest / Lowest', group='Leledc Exhaustion Bar Settings')
//min_qual = input(5, 'Minor Leledc Exhausion Bar ::  Bar count no')
//min_len = input(5, 'Minor Leledc Exhausion Bar ::  Bar count no')
bindexSindex = input(1, 'bindexSindex', group='Leledc Exhaustion Bar Settings')
closeVal = input(4, 'Close', group='Leledc Exhaustion Bar Settings')

lele(qual, len) =>
    bindex = 0
    sindex = 0
    bindex := nz(bindex[bindexSindex], 0)
    sindex := nz(sindex[bindexSindex], 0)
    ret = 0
    if close > close[closeVal]
        bindex += 1
        bindex
    if close < close[closeVal]
        sindex += 1
        sindex
    
    if i_leleVol and not leleVol
        ret := 0
        ret
    else
        if bindex > qual and close < open and high >= ta.highest(high, len)
            bindex := 0
            ret := -1
            ret
        if sindex > qual and close > open and low <= ta.lowest(low, len)
            sindex := 0
            ret := 1
            ret
    return_1 = ret
    return_1

major = lele(maj_qual, maj_len)
//minor = lele(min_qual, min_len)

plotchar(maj ? major == -1 ? high : na : na, char='•', location=location.absolute, color=color.new(color.red, 0), size=size.small)
plotchar(maj ? major == 1 ? low : na : na, char='•', location=location.absolute, color=color.new(color.lime, 0), size=size.small)

//plotchar(min ? minor == 1 ? high : na : na, char='x', location=location.absolute, color=color.new(color.red, 0), size=size.small)
//plotchar(min ? minor == -1 ? low : na : na, char='x', location=location.absolute, color=color.new(color.lime, 0), size=size.small)

//leledcMajorBullish = major == 1 ? low : na
//leledcMajorBearish = major == -1 ? high : na

//leledcMinorBullish = minor == 1 ? low : na
//leledcMinorBearish = minor == -1 ? high : na

//==============================================//

//alertcondition(leledcMajorBullish, title='Major Bullish Leledc', message='Major Bullish Leledc')
//alertcondition(leledcMajorBearish, title='Major Bearish Leledc', message='Major Bearish Leledc')

//alertcondition(leledcMinorBullish, title='Minor Bullish Leledc', message='Minor Bullish Leledc')
//alertcondition(leledcMinorBearish, title='Minor Bearish Leledc', message='Minor Bearish Leledc')
//====================================================================================================//
//*****************************


//*****************************
// © VishvaP 34 EMA Bands v2
//====================================================================================================//

//Constants
//price = close
highShortEMA = ta.ema(high, EMAlength)
lowShortEMA = ta.ema(low, EMAlength)
EMA = ta.ema(close, EMAlength)

//==============================================//

//1D Bands [Not Used]
//bandsHigh = highShortEMA * math.phi
//bandsLow = lowShortEMA * math.rphi

//==============================================//

//Lower reversion zone bands (buy zone)
shortbandsHigh = ((highShortEMA - EMA) * math.phi) * math.pi + EMA
shortbandsLow = (-(EMA - lowShortEMA) * math.phi) * math.pi + EMA

//Lower reversion zone bands smoothed
shortbandsHighEMA = ta.wma(shortbandsHigh, 8)
shortbandsLowEMA = ta.wma(shortbandsLow, 8)

//==============================================//

//Higher reversion zone bands (sell zone)
phiExtensionHigh = ((highShortEMA - EMA) * math.phi) * (math.phi + 4) + EMA
phiExtensionLow = (-(EMA - lowShortEMA) * math.phi) * (math.phi + 4) + EMA

//Higher reversion zone bands smoothed
phiExtensionHighEMA = ta.wma(phiExtensionHigh, 8)
phiExtensionLowEMA = ta.wma(phiExtensionLow, 8)

//==============================================//

//Median zone bands [plot]
highP1 = plot(highShortEMA, color = color.new(color.blue, 100), title = "Top median zone")
lowP1 = plot(lowShortEMA, color = color.new(color.blue, 100), title = "Bottom median zone")
plot(EMA, color = color.new(color.gray, 100), title = "EMA")

//1D bands [not used]
//highP2 = plot(bandsHigh)
//lowP2 = plot(bandsLow)

//Lower reversion zone bands [plot]
highP3 = plot(shortbandsHighEMA, color = color.new(color.yellow, 100), title = "Lower sell zone")
lowP3 = plot(shortbandsLowEMA, color = color.new(color.teal, 100), title = "Higher buy zone")

//Higher reversion zone bands [plot]
phiPlotHigh = plot(phiExtensionHighEMA, color = color.new(color.red, 100), title = "Top sell zone")
phiPlotLow = plot(phiExtensionLowEMA, color = color.new(color.green, 100), title = "Bottom buy zone")


//==============================================//

//Sell zone region [fill]
//fill(phiPlotHigh, highP3, color.new(color.red, 85), title = "Sell zone")

//Buy zone region [fill]
//fill(lowP3, phiPlotLow, color.new(color.green, 85), title = "Buy zone")

//Median zone region [fill]
//fill(highP1, lowP1, color.new(color.gray, 70), title = "Median zone")
//====================================================================================================//
//*****************************

//assign bands for counter trend entry
float CTbandTop = na
float CTbandBottom = na 

if whichCTband == 'Inner'
    CTbandTop := shortbandsHighEMA
    CTbandBottom := shortbandsLowEMA
else 
    CTbandTop := phiExtensionHighEMA
    CTbandBottom := phiExtensionLowEMA

//build variables for open/closing conditions on crosses of middle EMA bands
crossUpTopMB = open < highShortEMA and close > highShortEMA
wiggleUpTopMB = open > highShortEMA and close > highShortEMA and close[1] <= highShortEMA[1]
crossDownTopMB = open > highShortEMA and close < highShortEMA
wiggleDownTopMB = open < highShortEMA and close < highShortEMA and close[1] >= highShortEMA[1]

crossUpBotMB = open < lowShortEMA and close > lowShortEMA
wiggleUpBotMB = open > lowShortEMA and close > lowShortEMA and close[1] <= lowShortEMA[1]
crossDownBotMB = open > lowShortEMA and close < lowShortEMA
wiggleDownBotMB = open < lowShortEMA and close < lowShortEMA and close[1] >= lowShortEMA[1]

crossUpBotInnerRB = open < shortbandsLowEMA and close > shortbandsLowEMA
wiggleUpBotInnerRB = open > shortbandsLowEMA and close > shortbandsLowEMA and close[1] <= shortbandsLowEMA[1]
crossUpBotOuterRB = open < phiExtensionLowEMA and close > phiExtensionLowEMA
wiggleUpBotOuterRB = open > phiExtensionLowEMA and close > phiExtensionLowEMA and close[1] <= phiExtensionLowEMA[1]

crossUpTopInnerRB = open < shortbandsHighEMA and close > shortbandsHighEMA
wiggleUpTopInnerRB = open > shortbandsHighEMA and close > shortbandsHighEMA and close[1] <= shortbandsHighEMA[1]
crossUpTopOuterRB = open < phiExtensionHighEMA and close > phiExtensionHighEMA
wiggleUpTopOuterRB = open > phiExtensionHighEMA and close > phiExtensionHighEMA and close[1] <= phiExtensionHighEMA[1]

crossDownBotInnerRB = open > shortbandsLowEMA and close < shortbandsLowEMA
wiggleDownBotInnerRB = open < shortbandsLowEMA and close < shortbandsLowEMA and close[1] >= shortbandsLowEMA[1]
crossDownBotOuterRB = open > phiExtensionLowEMA and close < phiExtensionLowEMA
wiggleDownBotOuterRB = open < phiExtensionLowEMA and close < phiExtensionLowEMA and close[1] >= phiExtensionLowEMA[1]

crossDownTopInnerRB = open > shortbandsHighEMA and close < shortbandsHighEMA
wiggleDownTopInnerRB = open < shortbandsHighEMA and close < shortbandsHighEMA and close[1] >= shortbandsHighEMA[1]
crossDownTopOuterRB = open > phiExtensionHighEMA and close < phiExtensionHighEMA
wiggleDownTopOuterRB = open < phiExtensionHighEMA and close < phiExtensionHighEMA and close[1] >= phiExtensionHighEMA[1]

longBounce = open > highShortEMA and close > highShortEMA and low < highShortEMA
shortBounce = open < lowShortEMA and close < lowShortEMA and high > lowShortEMA

//build variables for counter trend trades closing conditions
CTlongCloseCond = (i_CTlongCloseCond == 'Cross Inner Sell Zone' ? (crossUpTopInnerRB or wiggleUpTopInnerRB) : (i_CTlongCloseCond == 'Cross Outer Sell Zone' ? (crossUpTopOuterRB or wiggleUpTopOuterRB) : (i_CTlongCloseCond == 'Cross Top Middle Band' ? (crossUpTopMB or wiggleUpTopMB) : (i_CTlongCloseCond == 'Cross Bottom Middle Band' ? (crossUpBotMB or wiggleUpBotMB) : (i_CTlongCloseCond == 'Cross Inner Buy Zone' ? (crossUpBotInnerRB or wiggleUpBotInnerRB) : (i_CTlongCloseCond == 'Cross Outer Buy Zone' ? (crossUpBotOuterRB or crossUpBotOuterRB) : (i_CTlongCloseCond == 'First Leledc' ? major == -1 : (i_CTlongCloseCond == 'First BB Exhaustion' ? OSOBcolor == color.yellow : na))))))))
CTlongTP = (i_CTlongCloseCond == 'Touch Inner Buy Zone' ? shortbandsLowEMA : (i_CTlongCloseCond == 'Touch Top Middle Band' ? highShortEMA : (i_CTlongCloseCond == 'Touch Bottom Middle Band' ? lowShortEMA : (i_CTlongCloseCond == 'Touch Inner Sell Zone' ? shortbandsHighEMA : (i_CTlongCloseCond == 'Touch Outer Sell Zone' ? phiExtensionHighEMA : na)))))

CTshortCloseCond =  (i_CTshortCloseCond == 'Cross Inner Buy Zone' ? (crossDownBotInnerRB or wiggleDownBotInnerRB) : (i_CTshortCloseCond == 'Cross Outer Buy Zone' ? (crossDownBotOuterRB or wiggleDownBotOuterRB) : (i_CTshortCloseCond == 'Cross Bottom Middle Band' ? (crossDownBotMB or wiggleDownBotMB) : (i_CTshortCloseCond == 'Cross Top Middle Band' ? (crossDownTopMB or wiggleDownTopMB) : (i_CTshortCloseCond == 'Cross Inner Sell Zone' ? (crossDownTopInnerRB or wiggleDownTopInnerRB) : (i_CTshortCloseCond == 'Cross Outer Sell Zone' ? (crossDownTopOuterRB or crossDownTopOuterRB) : (i_CTshortCloseCond == 'First Leledc' ? major == 1 : (i_CTshortCloseCond == 'First BB Exhaustion' ? OSOBcolor == color.blue : na))))))))
CTshortTP = (i_CTshortCloseCond == 'Touch Inner Sell Zone' ? shortbandsHighEMA : (i_CTshortCloseCond == 'Touch Bottom Middle Band' ? lowShortEMA : (i_CTshortCloseCond == 'Touch Top Middle Band' ? highShortEMA : (i_CTshortCloseCond == 'Touch Inner Buy Zone' ? shortbandsLowEMA : (i_CTshortCloseCond == 'Touch Outer Buy Zone' ? phiExtensionLowEMA : na)))))

shortMidBreak = crossDownBotMB or wiggleDownBotMB
longMidBreak = crossUpTopMB or wiggleUpTopMB

//==============================================//
//longs open
if needLong
    if useSlowEMA
        if longMidBreak and close > slowEMA and open < highShortEMA
            strategy.entry('Long', strategy.long)
    else if longMidBreak
        strategy.entry('Long', strategy.long)
if strategy.position_size == 0 and s_longBounce
    if useSlowEMA
        if close > slowEMA and longBounce
            strategy.entry('Long', strategy.long)
    else if longBounce
        strategy.entry('Long', strategy.long)
//shorts open
if needShort
    if useSlowEMA
        if shortMidBreak and close < slowEMA and open > lowShortEMA
            strategy.entry('Short', strategy.short)
    else if shortMidBreak
        strategy.entry('Short', strategy.short)
if strategy.position_size == 0 and s_shortBounce
    if useSlowEMA
        if close < slowEMA and shortBounce
            strategy.entry('Short', strategy.short)
    else if shortBounce
        strategy.entry('Short', strategy.short)
//==============================================//

//calculate how many leledc bars between current bar and current position entry
int countLongLele = 0
int countShortLele = 0
int numLele = switch whichLele
    'First' => 1
    'Second' => 2
    'Third' => 3
    'Fourth' => 4
    'Fifth' => 5
int i = 0

//count leles for longs
if strategy.position_size > 0
    if useLele and numLele > 1
        while i <= 200
            if strategy.position_size[i] <= 0
                break
            if bar_index[i] == 0
                break
            if major[i] == -1
                countLongLele += 1 
            if countLongLele == numLele
                break
            i += 1
//count leles for shorts
if strategy.position_size < 0 
    if useLele and numLele > 1
        while i <= 200
            if strategy.position_size[i] >= 0
                break
            if bar_index[i] == 0
                break
            if major[i] == 1
                countShortLele += 1
            if countShortLele == numLele
                break
            i += 1

//countBullLeles() =>
//    count = 0
//    int n = 0
//    while n <= 200 and strategy.position_size[n] > 0
//        if major[n] == -1
//            count += 1
//    return_1 = count
//    return_1
//countBearLeles() =>
//    count = 0
//    int n = 0
//    while n <= 200 and strategy.position_size[n] < 0
//        if major[n] == 1
//            count += 1
//    return_1 = count
//    return_1

//calculate how many BB extension bars between current bar and current position entry
int countLongBBs = 0
int countShortBBs = 0
int numBBs = switch whichBBext
    'First' => 1
    'Second' => 2
    'Third' => 3
int n = 0

//count BB Extension bars for longs
if strategy.position_size > 0
    if useBBExtend and numBBs > 1
        while n <= 200
            if strategy.position_size[n] <= 0
                break
            if bar_index[n] == 0
                break
            if OSOBcolor[n] == color.yellow
                countLongBBs += 1 
            if countLongBBs == numBBs
                break
            n+= 1
//count BB Extension bars for shorts
if strategy.position_size < 0
    if useBBExtend and numBBs > 1
        while n <= 200
            if strategy.position_size[n] >= 0
                break
            if bar_index[n] == 0
                break
            if OSOBcolor[n] == color.blue
                countShortBBs += 1 
            if countShortBBs == numBBs
                break
            n+= 1

//identify bars crossing under extreme overbought/oversold reversion bands for strategy exits and color
showReverBars = input.bool(title='Enable Buy/Sell zone failure bar coloring', defval=false, group='Visual Elements')
whichReverBand = input.string(title='Which Buy/Sell zone?', defval='Inner', options=['Inner', 'Outer'], group='Close Conditions')

float reverBandTop = na
float reverBandBottom = na
if whichReverBand == 'Inner'
    reverBandTop := shortbandsHighEMA
    reverBandBottom := shortbandsLowEMA
else 
    reverBandTop := phiExtensionHighEMA
    reverBandBottom := phiExtensionLowEMA
crossUpRB = open < reverBandBottom and close > reverBandBottom
wiggleUpRB = open > reverBandBottom and close > reverBandBottom and close[1] <= reverBandBottom[1]
crossDownRB = open > reverBandTop and close < reverBandTop
wiggleDownRB = open < reverBandTop and close < reverBandTop and close[1] >= reverBandTop[1]

reverBarColor = crossDownRB or (wiggleDownRB and not crossDownRB[1]) ? color.orange : crossUpRB or (wiggleUpRB and not crossUpRB[1]) ? color.purple : na

//return true after specified number of bars (numBars) closes inside the mid bands but no breakout
inMid = close > lowShortEMA and close < highShortEMA and open > lowShortEMA and open < highShortEMA

isAllMid() =>
    AllMid = true
    for t = 0 to numBars by 1
        if longMidBreak[t] or shortMidBreak[t]
            AllMid := false
    AllMid

//==============================================//
//longs close
if strategy.position_size > 0
    if reverBandClose
        if reverBarColor == color.orange
            strategy.close('Long', comment = 'Close Long')
    if useBBExtend and numBBs == 1
        if OSOBcolor == color.yellow
            strategy.close('Long', comment = 'Close Long')
            if needCTshort and CTshortType == 'BB Exhaustion'
                if open > CTbandTop
                    strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
    if useBBExtend and numBBs > 1
        if countLongBBs == numBBs  
            strategy.close('Long', comment = 'Close Long')
            if needCTshort and CTshortType == 'BB Exhaustion'
                if open > CTbandTop
                    strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
    if useLele and numLele == 1
        if major == -1
            strategy.close('Long', comment = 'Close Long')
            if needCTshort and CTshortType == 'Leledc'
                if high > CTbandTop
                    strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
    if useLele and numLele > 1
        if countLongLele == numLele
            strategy.close('Long', comment = 'Close Long')
            if needCTshort and CTshortType == 'Leledc'
                if high > CTbandTop
                    strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
    if midClose == 'Nearest band'
        if crossDownTopMB or wiggleDownTopMB
            strategy.close('Long', comment = 'Close Long')
    if midClose == 'Opposite band'
        if crossDownBotMB or wiggleDownBotMB
            strategy.close('Long', comment = 'Close Long')
    if midClose == 'Delayed bars inside'
        if crossDownBotMB or wiggleDownBotMB
            strategy.close('Long', comment = 'Close Long')
        if isAllMid()
            if open[numBars] > highShortEMA and close[numBars] < highShortEMA and inMid
                strategy.close('Long', comment = 'Close Long')

//shorts close 
if strategy.position_size < 0
    if reverBandClose
        if reverBarColor == color.purple
            strategy.close('Short', comment = 'Close Short')
    if useBBExtend and numBBs == 1
        if OSOBcolor == color.blue
            strategy.close('Short', comment = 'Close Short')
            if needCTlong and CTlongType == 'BB Exhaustion'
                if open < CTbandBottom
                    strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction=strategy.long)
    if useBBExtend and numBBs > 1
        if countShortBBs == numBBs
            strategy.close('Short', comment = 'Close Short')
            if needCTlong and CTlongType == 'BB Exhaustion'
                if open < CTbandBottom
                    strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction=strategy.long)
    if useLele and numLele == 1
        if major == 1
            strategy.close('Short', comment = 'Close Short')
            if needCTlong and CTlongType == 'Leledc'
                if low < CTbandBottom
                    strategy.entry(id='Counter Trend Long', comment= 'CT Long', direction=strategy.long)
    if useLele and numLele > 1
        if countShortLele == numLele
            strategy.close('Short', comment = 'Close Short')
            if needCTlong and CTlongType == 'Leledc'
                if low < CTbandBottom
                    strategy.entry(id='Counter Trend Long', comment= 'CT Long', direction=strategy.long)
    if midClose == 'Nearest band'
        if crossUpBotMB or wiggleUpBotMB
            strategy.close('Short', comment = 'Close Short')
    if midClose == 'Opposite band'
        if crossUpTopMB or wiggleUpTopMB
            strategy.close('Short', comment = 'Close Short')
    if midClose == 'Delayed bars inside'
        if crossUpTopMB or wiggleUpTopMB
            strategy.close('Short', comment = 'Close Short')
        if isAllMid() 
            if open[numBars] < lowShortEMA and close[numBars] > lowShortEMA and inMid
                strategy.close('Short', comment = 'Close Short')
//==============================================//

//counter trend opens and closes
CTlongSL = strategy.position_avg_price * (1 - i_CTlongSL / 100)
CTshortSL = strategy.position_avg_price * (1 + i_CTshortSL / 100)

//CT longs open
if needCTlong and strategy.position_size == 0
    if CTlongType == 'Leledc'
        if major == 1
            if low < CTbandBottom
                strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction = strategy.long)
    else
        if OSOBcolor == color.blue
            strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction = strategy.long)
//CT longs closed
if strategy.position_size > 0 and strategy.opentrades.entry_id(strategy.opentrades - 1) == 'Counter Trend Long'
    if i_CTlongSL > 0
        if na(CTlongTP)
            strategy.exit(id='Counter Trend Long', stop=CTlongSL, comment = 'CT Long SL')
        else
            strategy.exit(id='Counter Trend Long', stop=CTlongSL, limit=CTlongTP, comment = 'CT Long TP/SL')
    else if i_CTlongSL == 0
        strategy.exit(id='Counter Trend Long', limit=CTlongTP, comment = 'CT Long TP')
    if CTlongCloseCond
        strategy.close(id='Counter Trend Long', comment = 'Close CT Long')

//CT shorts open
if needCTshort and strategy.position_size == 0
    if CTshortType == 'Leledc'
        if major == -1
            if high > CTbandTop
                strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
    else
        if OSOBcolor == color.yellow
            strategy.entry(id='Counter Trend Short', comment= 'CT Short', direction=strategy.short)
//CT shorts closed
if strategy.position_size < 0 and strategy.opentrades.entry_id(strategy.opentrades - 1) == 'Counter Trend Short'
    if i_CTshortSL > 0
        if na(CTshortTP)
            strategy.exit(id='Counter Trend Short', stop=CTshortSL, comment = 'CT Short SL')
        else
            strategy.exit(id='Counter Trend Short', stop=CTshortSL, limit=CTshortTP, comment = 'CT Short TP/SL')
    else if i_CTshortSL == 0
        strategy.exit(id='Counter Trend Short', limit=CTshortTP, comment = 'CT Short TP')
    if CTshortCloseCond
        strategy.close(id='Counter Trend Short', comment = "Close CT Short")

//default position
if alwaysLong and not alwaysShort and strategy.position_size == 0 
    if useSlowEMA
        if close > slowEMA
            strategy.entry(id='Default Long', comment = 'Default Long', direction=strategy.long)
    else
        strategy.entry(id='Default Long', comment='Default Long', direction=strategy.long)
if alwaysShort and not alwaysLong and strategy.position_size == 0 
    if useSlowEMA
        if close < slowEMA
            strategy.entry(id='Default Short', comment = 'Default Short', direction=strategy.short)
    else
        strategy.entry(id='Default Short', comment='Default Short', direction=strategy.short)
     
//set bar colors 
trendColor = input.bool(title='Enable Trend Bar Color', tooltip='Color bars green when above mid bands, red when below, and gray when inside. Dark green and dark red bars signal a position is kept open from the delayed close settings.', defval=false, group='Visual Elements')
var colorBar = color.new(color.white, 50)
if trendColor
    if switch1
        if showReverBars
            if reverBarColor == color.purple or reverBarColor == color.orange
                colorBar := reverBarColor
            else if OSOBcolor == color.yellow or OSOBcolor == color.blue
                colorBar := OSOBcolor
            else if close > highShortEMA
                if (alwaysShort or needCTshort) and strategy.position_size < 0
                    colorBar := color.new(color.red, 0)
                else
                    colorBar := color.new(color.green, 0)
            else if close < lowShortEMA
                if (alwaysLong or needCTlong) and strategy.position_size > 0
                    colorBar := color.new(color.green, 0)
                else
                    colorBar := color.new(color.red, 0)
            else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
                colorBar := color.new(#0a6136, 20)
            else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
                colorBar := color.new(#600008, 20)
            else
                colorBar := color.new(color.gray, 0)
        else
            if OSOBcolor == color.yellow or OSOBcolor == color.blue
                colorBar := OSOBcolor
            else if close > highShortEMA
                if (alwaysShort or needCTshort) and strategy.position_size < 0
                    colorBar := color.new(color.red, 0)    
                else    
                    colorBar := color.new(color.green, 0)
            else if close < lowShortEMA
                if (alwaysLong or needCTlong) and strategy.position_size > 0
                    colorBar := color.new(color.green, 0)
                else
                    colorBar := color.new(color.red, 0)
            else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
                colorBar := color.new(#0a6136, 20)
            else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
                colorBar := color.new(#600008, 20)
            else
                colorBar := color.new(color.gray, 0)
    else if showReverBars
        if reverBarColor == color.purple or reverBarColor == color.orange
            colorBar := reverBarColor
        else if close > highShortEMA
            if (alwaysShort or needCTshort) and strategy.position_size < 0
                colorBar := color.new(color.red, 0)
            else
                colorBar := color.new(color.green, 0)
        else if close < lowShortEMA
            if (alwaysLong or needCTlong) and strategy.position_size > 0
                colorBar := color.new(color.green, 0)
            else    
                colorBar := color.new(color.red, 0)
        else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
            colorBar := color.new(#0a6136, 20)
        else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
            colorBar := color.new(#600008, 20)
        else
            colorBar := color.new(color.gray, 0)
    else
        if close > highShortEMA
            if (alwaysShort or needCTshort) and strategy.position_size < 0
                colorBar := color.new(color.red, 0)
            else    
                colorBar := color.new(color.green, 0)
        else if close < lowShortEMA
            if (alwaysLong or needCTlong) and strategy.position_size > 0
                colorBar := color.new(color.green, 0)
            else    
                colorBar := color.new(color.red, 0)
        else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
            colorBar := color.new(#0a6136, 20)
        else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
            colorBar := color.new(#600008, 20)
        else
            colorBar := color.new(color.gray, 0)
else if switch1 
    if showReverBars
        if reverBarColor == color.purple or reverBarColor == color.orange
            colorBar := reverBarColor
        else if OSOBcolor == color.yellow or OSOBcolor == color.blue
            colorBar := OSOBcolor
        else 
            colorBar := na
    else
        if OSOBcolor == color.yellow or OSOBcolor == color.blue
            colorBar := OSOBcolor
        else 
            colorBar := na
else if showReverBars
    if reverBarColor == color.purple or reverBarColor == color.orange
        colorBar := reverBarColor
    else
        colorBar := na
else
    colorBar := na

//barcolor(colorBar)



Berkaitan

Lebih banyak