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Cithakan Alerts ML

Penulis:ChaoZhang, Tanggal: 2022-05-17 10:48:20
Tag:EMAATRSMA

Saya membuat skrip indikator/studi ini karena saya mengalami masalah bahwa Alerts yang sama akan menembak beberapa kali. misalnya akan memicu sinyal Long ketika sudah berada di Long. saya kira tidak akan ada masalah dengan strategi yang sangat dasar tetapi dengan skrip yang lebih besar dan banyak variabel, tampaknya menciptakan komplikasi.

Ini diselesaikan oleh osilator TradingLine dan hanya ketika beralih ke posisi baru dan berbeda dari sebelumnya, akan memicu Alert.

Jika Anda berada dalam posisi Long dan sinyalnya Long lagi, maka ini akan dilihat sebagai Continuation Long dalam pengaturan Alerts. Anda dapat menggunakan kondisi ini untuk menambahkan ke posisi Anda yang ada (Opssional).

Anda akan melihat ada pilihan untuk menghapus tanda Trade Shorts dan Trade Exits. Katakanlah Anda memilih untuk tidak berdagang Short dan Exits, maka Long Anda hanya akan Exit setelah sinyal Short terdeteksi. Ini bisa terbukti berguna untuk tujuan back-testing.

Contoh skrip cepat ini menggunakan EMA 10, EMA 200, emaPlus1Atr dan emaMinus1Atr.

Untuk digunakan dalam skrip Anda, Anda perlu memodifikasi dan menambahkan sinyal BUY / SELL / EXIT Anda sendiri di kotak di mana ia mengatakan:

//// INPUT BUY/SELL/EXIT SIGNALS anda di sini: ////

//////////////////////////////////////////////////

Semoga seseorang akan menemukan ini berguna, atau bahkan hanya sebagai konfirmasi visual tambahan untuk strategi perdagangan Anda sendiri dan skrip.

Pengujian mundur

img


/*backtest
start: 2022-04-16 00:00:00
end: 2022-05-15 23:59:00
period: 2h
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/
// © zombie76

//@version=5
indicator("ML Alerts Template [indicator]", shorttitle = "ML Alerts Template [indicator]", overlay=false)






/////////////////////////////////////////////////////////////////////////
tradeshorts = input(title='- *Trade Shorts* - ', defval=true)
tradeexitsignals = input(title='- *Trade Exits* -', defval=true)
/////////////////////////////////////////////////////////////////////////

src = (close)
source = (close)

///////////////////// EMA's ////////////////////////
p10=input(title="EMA 1",defval=10)
p200=input(title="EMA 2",defval=200)

ema10=ta.ema(close,p10)
ema200=ta.ema(close,p200)
////////////////////////////////////////////////////






//************* ATR ***************//
lengthatr = input(12, title="ATR Length") 

atr = ta.rma(ta.tr(true), lengthatr)
ema = ta.ema(close, lengthatr)

emaPlus1Atr = ema + atr
emaMinus1Atr = ema - atr

//************ END ATR ***********//






////////////////////////////// HIST ///////////////////////////////////

fastLengthHist = input(title='Hist Fast Length',defval=12)
slowLengthHist=input(title='Hist Slow Length',defval=26)
signalLength=input(title='Hist Signal Length',defval=9)

fastMA = ta.ema(source, fastLengthHist)
slowMA = ta.ema(source, slowLengthHist)

macd = fastMA - slowMA
signal = ta.sma(macd, signalLength)
hist = macd - signal

///////////////////////////////////////////////////////////////////












//////////////////////////////////////////////////
//// INPUT YOUR  BUY/SELL/EXIT  SIGNALS HERE: ////
//////////////////////////////////////////////////

tradeups = ema10 > ema10[1] and low > emaMinus1Atr and hist > hist[1] // LONG
tradeexits = tradeexitsignals and (ema10 < ema10[1]) and not tradeups // Exit Long
tradedowns = ((ema10 < ema10[1] and hist < hist[1]) or (high > emaPlus1Atr and close < emaPlus1Atr and close < open and hist < hist[1])) and not tradeups // SHORT
exitshort = low < emaMinus1Atr and close > open and ema10 > ema10[1] and hist > hist[1] // Exit Short

//////////////////////////////////////////////////
//////////////////////////////////////////////////

















///////////////////////////////// Buy Sell Line ///////////////////////////////////////////
////////////////////////// DO NOT EDIT ANYTHING BELOW /////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////

// Filters out signals if opposite signal is also on:
heikDownColor() => tradedowns
heikUpColor() => tradeups
heikExitColor() => tradeexitsignals and tradeexits

previnashort = 0
previnalong = 0
previnaexit = 0

// Heiki Down Filter //    
//short//
inashort_filt = heikDownColor() and tradeshorts and not heikUpColor()
previnashort := inashort_filt ? 1 : heikUpColor() ? -1 : previnashort[1]
inashort2 = previnashort[1] == 1

// Heiki Up Filter //
//long// 
inalong_filt = heikUpColor() and not (heikDownColor() or tradeexits)
previnalong := inalong_filt ? 1 : heikDownColor() ? -1 : previnalong[1]
inalong2 = previnalong[1] == 1

// Heiki Exit Filter //
//exit//
inaexit_filt = heikExitColor() and not heikDownColor() and not (heikUpColor() or tradeups)
previnaexit := inaexit_filt ? 1 : heikDownColor() or heikUpColor() ? -1 : previnaexit[1]
inaexit2 = previnaexit[1] == 1

// Heiki Exit Filter 2 //
//exit short//
previnasexits = 0
inasexits_filt = exitshort and (inashort2 or tradedowns) and not tradeups //and not tradedowns[1]
previnasexits := inasexits_filt ? 1 : heikDownColor() or heikUpColor() ? -1 : previnasexits[1]
inasexit2 = previnasexits[1] == 1 //and not exitshort[1]

/////////////////////////////////////////////////////// 

 
heikDownColor_filt = (heikDownColor() and not heikUpColor()) or (heikDownColor() and not heikExitColor())
heikUpColor_filt = tradeups or ((heikUpColor() or inalong2) and not (tradeexits or tradedowns or (inaexit2 and not tradeups)))
heikExitColor_filt = heikExitColor() and not (heikDownColor_filt or tradeups)
heikNeuColor_filt = (heikUpColor() or heikDownColor() or tradeups)

prev5 = 0
prev5 := (heikUpColor_filt and (not (tradedowns or tradeexits))) or tradeups ? 1000 : (tradeshorts and tradedowns) or not (inashort2 and (exitshort or inasexit2)) and (tradeshorts and (inashort2 or heikDownColor_filt)) ? -1000 : not (tradeups or heikUpColor_filt) and (((not tradeshorts and (heikExitColor_filt)) or (inashort2 and exitshort) or (tradeshorts and tradeexits and heikUpColor_filt and not (heikDownColor_filt)) or (tradeshorts and tradeexits and not heikDownColor_filt and not heikUpColor_filt))) ? 0 : prev5[0]

plot(prev5, color=color.new(color.aqua, 10), style=plot.style_stepline, title='Trade Line')

shortdata2 = prev5[0] == -1000 and (heikDownColor_filt or inashort2) //and heikNeuColor_filt
longdata2 = prev5[0] == 1000 and (heikUpColor_filt or not (heikExitColor_filt or heikDownColor_filt))
exitdata2 = prev5[0] == 0 and not (heikNeuColor_filt or heikDownColor_filt)
////////////////////// END Buy Sell Line ///////////////////////////////////





/////////////////////////////////// Plot Dots //////////////////////////////
plotshape(longdata2 and not tradeexits, style=shape.diamond, location=location.bottom, color=color.new(color.lime, 50)) //LONG
plotshape(shortdata2 and tradeshorts, style=shape.diamond, location=location.bottom, color=color.new(color.red, 50)) // SHORT
plotshape(exitdata2 and not (tradeups or heikUpColor_filt), style=shape.diamond, location=location.bottom, color=color.new(color.purple, 50)) // EXIT

plotshape(tradeups and not tradeups[1], style=shape.diamond, location=location.bottom, color=color.new(color.lime, 0)) //LONG
plotshape(tradedowns and tradeshorts and not tradedowns[1], style=shape.diamond, location=location.bottom, color=color.new(color.red, 0)) // SHORT
plotshape(prev5[0] == 0 and (prev5[1] > 0 or prev5[1] < 0) and not (tradeups or heikUpColor_filt), style=shape.diamond, location=location.bottom, color=color.new(color.white, 70))
////////////////////////////////////////////////////////////////////////////

/////////////////////////////////

GoLong = prev5[0] > 0 and prev5[1] < 900
GoShort = prev5[0] < 0 and prev5[1] > -900
GoExit = prev5[0] == 0 and (prev5[1] > 0 or prev5[1] < 0)

///////////// Alerts ////////////////

alertcondition(condition=GoLong,
     title="1_Warp LONG",
     message="LONG *")
     
     
alertcondition(condition=GoShort and tradeshorts,
     title="2_Warp SHORT",
     message="SHORT *")

   
alertcondition(condition=GoExit,
     title="3_EXIT Warp",
     message="EXIT *")   




////// Alerts Add to Position ////// 
alertcondition(condition=tradeups and not exitdata2[1] and not tradeups[1],
     title="4_Warp Add to LONG",
     message="LONG *increase")
     
     
alertcondition(condition=tradedowns and tradeshorts and not exitdata2[1] and not tradedowns[1],
     title="5_Warp Add to SHORT",
     message="SHORT *increase")
     
//////////////// END ALL /////////////////////








if GoLong
    strategy.entry("Enter Long", strategy.long)
else if GoShort
    strategy.entry("Enter Short", strategy.short)

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