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MACD yang lebih cerdas

Penulis:ChaoZhang, Tanggal: 2022-05-16 16:51:56
Tag:RMAEMASMAWMAMACD

MACD adalah garis horizontal yang lebih terang, hijau dan merah, yaitu rata-rata puncak dan penurunan dari seluruh rentang masing-masing. kedua, lebih berani dari dua garis adalah rata-rata puncak dan penurunan di atas dan di bawah rata-rata puncak dan penurunan secara keseluruhan. warna yang diisi adalah untuk membantu memvisualisasikan rata-rata ini dan pengaturan perdagangan yang mungkin.

backtest

img

/*backtest
start: 2022-05-08 00:00:00
end: 2022-05-14 23:59:00
period: 3m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//@author=Cryptonaut
//@ Cryptonaut
study("Smarter MACD", max_bars_back=500, max_labels_count=500, overlay=false, shorttitle="Smarter MACD")

///////////////////////////////////////////////////////////////////////////////////////////////////////
//  Miscellaneous block  //////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////
// Inputs
showTable = input(defval=true, group="Visibility Settings", title="Show right-side monitor?")

// Variables block
showMacd = true
negativeColor      = color.red
negativeColorFaded = color.new(color.red, 50)
neutralColor       = color.yellow
neutralColorFaded  = color.new(color.yellow, 50)
positiveColor      = color.green
positiveColorFaded = color.new(color.green, 50)
transparentColor   = color.new(color.white, 100)

darkTextColor  = color.black
lightTextColor = color.white

// Functions
getMa(type, src, length) =>
    float ma = 0

    if type == "EMA"
        ma := ema(src, length)
    else if type == "RMA"
        ma := rma(src, length)
    else if type == "SMA"
        ma := sma(src, length)
    else if type == "WMA"
        ma := wma(src, length)
    
    return = ma

// Calculations

// Plots
// SYMBOLS; ∅ ∇ ¤ ° » ↕ ↗ ↘ ↟ ↠ ↡ ∞ ∘ ∴ ∵ ∷ ⊛ ⊚ ⊙ ⊗ ⋆ ⌢ ⌣ ⌕ ⌖ ★ ✶

///////////////////////////////////////////////////////////////////////////////////////////////////////
//  MACD block  ///////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////
//  Calculation of trend and momentum                                                                //
///////////////////////////////////////////////////////////////////////////////////////////////////////
// Inputs
macdFastMaLength = input(defval=12, group="MACD Settings", title="MACD Fast MA Length")
macdSlowMaLength = input(defval=26, group="MACD Settings", title="MACD Slow MA Length")
macdSignalLength = input(defval=23, group="MACD Settings", title="MACD Signal Length")

// Variables block

// Functions
getMacd(fastMaLength, slowMaLength, signalLength) =>
    fastMa      = getMa("EMA", close, fastMaLength)
    slowMa      = getMa("EMA", close, slowMaLength)
    macd        = fastMa - slowMa
    macdSignal  = getMa("EMA", macd, signalLength)
    macdHistory = macd - macdSignal
    
    [macd, macdSignal, macdHistory]

// Calculations
[macd, macdSignal, macdHistory] = getMacd(macdFastMaLength, macdSlowMaLength, macdSignalLength)

macdGrowAbove = positiveColor
macdFallBelow = negativeColor
macdGrowBelow = negativeColorFaded
macdFallAbove = positiveColorFaded
macdColor     = (macdHistory >= 0) ? (macdHistory[1] < macdHistory ? macdGrowAbove : macdFallAbove) : (macdHistory[1] < macdHistory ? macdGrowBelow : macdFallBelow)
macdHistColor = (macdHistory >= 0) ? (macdHistory[1] < macdHistory ? color.new(macdGrowAbove, 50) : color.new(macdFallAbove, 75)) : (macdHistory[1] < macdHistory ? color.new(macdGrowBelow, 75) : color.new(macdFallBelow, 50))

macdBot       = 0.0
macdBotPoints = 0.0
macdBots      = 0
macdTop       = 0.0
macdTopPoints = 0.0
macdTops      = 0
if not barstate.isfirst
    macdBot       := macdBot[1]
    macdBotPoints := macdBotPoints[1]
    macdBots      := macdBots[1]
    macdTop       := macdTop[1]
    macdTopPoints := macdTopPoints[1]
    macdTops      := macdTops[1]

if crossover(macdHistory, 0)
    macdBot      := macdSignal

    if macdSignal < 0
        macdBotPoints := macdBotPoints + macdSignal
        macdBots      := macdBots + 1

if crossunder(macdHistory, 0)
    macdTop      := macdSignal

    if macdSignal > 0
        macdTopPoints := macdTopPoints + macdSignal
        macdTops      := macdTops + 1

macdAvgBot = macdBotPoints/macdBots
macdAvgTop = macdTopPoints/macdTops

// Plots
macdAvgBotLine = plot(showMacd ? macdAvgBot : na, color=transparentColor, title="MACD Average Bottom")
macdAvgTopLine = plot(showMacd ? macdAvgTop : na, color=transparentColor, title="MACD Average Top")
fill(macdAvgBotLine, macdAvgTopLine, color=color.new(color.white, 90), title="MACD Average Range")

plot(showMacd ? macd : na,        color=macdColor, linewidth=1, title="MACD")
plot(showMacd ? macdSignal : na,  color=macdColor, linewidth=2, title="MACD Signal")
plot(showMacd ? macdHistory : na, color=macdHistColor, style=plot.style_columns, title="MACD Histogram")

plotshape(showMacd and (macdBot > macdBot[1]) ? macdSignal + (macdAvgBot * 0.25) : na, color=color.green, location=location.absolute, size=size.tiny, style=shape.triangleup,   title="MACD Bullish Divergence")
plotshape(showMacd and (macdTop < macdTop[1]) ? macdSignal + (macdAvgTop * 0.25) : na, color=color.red,   location=location.absolute, size=size.tiny, style=shape.triangledown, title="MACD Bearish Divergence")

if showMacd and (macdBot > macdBot[1])
    strategy.entry("Enter Long", strategy.long)
else if showMacd and (macdTop < macdTop[1])
    strategy.entry("Enter Short", strategy.short)
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