Sumber daya yang dimuat... Pemuatan...

Tren yang Difilter Berbagai Kerangka Waktu Mengikuti Strategi

Penulis:ChaoZhang, Tanggal: 2023-09-26 20:36:57
Tag:

Gambaran umum

Strategi ini secara akurat menilai tren dengan menerapkan rata-rata bergerak, indeks kekuatan relatif (RSI), arah rata-rata bergerak dan indikator teknis lainnya. Berdasarkan penilaian panjang dan pendek dari rata-rata bergerak ganda, indikator RSI ditambahkan untuk penyaringan panjang dan pendek untuk menghindari pecah palsu. Sementara itu, arah tren dapat secara efektif diidentifikasi dengan secara bersama-sama mengamati rata-rata bergerak dari siklus yang berbeda. Strategi ini memiliki ruang optimasi yang besar dan dapat diterapkan pada berbagai varietas dan siklus perdagangan.

Prinsip Strategi

Strategi ini bekerja terutama berdasarkan indikator teknis berikut:

  1. Rata-rata bergerak ganda: Salib emas dari rata-rata bergerak cepat dan lambat menunjukkan sinyal panjang, sementara salib kematian berarti sinyal pendek.

  2. Indikator RSI: Penurunan dari tingkat RSI yang tinggi menunjukkan peluang pendek, sementara rebound dari tingkat rendah menunjukkan peluang panjang. Logika RSI digunakan untuk penyaringan tren dalam strategi ini.

  3. EMA 200 periode digunakan untuk menentukan arah jangka panjang dalam strategi ini.

Logika perdagangan adalah sebagai berikut:

  1. Pergi panjang ketika EMA cepat melintasi EMA lambat, dan pergi pendek ketika EMA cepat melintasi EMA lambat.

  2. Penurunan dari tingkat RSI yang tinggi menambah peluang jangka pendek, sementara rebound dari tingkat rendah menambah peluang jangka panjang.

  3. Hanya masukkan perdagangan ke arah yang konsisten dengan tren jangka panjang (200 hari EMA), yaitu hanya pergi panjang dalam tren naik dan pendek dalam tren turun.

  4. Gunakan mengambil keuntungan dan stop loss untuk keluar posisi.

Analisis Keuntungan

Keuntungan dari strategi ini meliputi:

  1. Kombinasi dari beberapa indikator teknis membantu mengkonfirmasi arah tren dan mengurangi peluang pecah palsu.

  2. Menambahkan RSI filter menghindari whipsaws ketika tren berbalik.

  3. Menggunakan tren jangka pendek, menengah dan panjang membantu meningkatkan ketepatan waktu dan arah masuk.

  4. Pengaturan stop loss memberikan kontrol risiko untuk membatasi kerugian untuk satu perdagangan.

  5. Parameter yang dapat disesuaikan memungkinkan kemampuan beradaptasi dengan perdagangan multi-frame waktu untuk produk yang berbeda.

Analisis Risiko

Ada juga beberapa risiko dalam strategi ini:

  1. Stop loss dapat dipicu oleh pullback jangka pendek dalam tren yang kuat.

  2. Jangkauan penyaringan RSI yang lebih luas atau indikator tambahan seperti Saluran Donchian dapat membantu.

  3. Optimasi parameter yang tidak tepat dapat menyebabkan over-trading. pengujian dan optimasi yang cermat diperlukan untuk produk yang berbeda.

  4. Strategi ini hanya didasarkan pada hal-hal teknis.Analisis fundamental diperlukan untuk menentukan tren utama.

Arahan Optimasi

Strategi ini dapat dioptimalkan dalam aspek berikut:

  1. Sesuaikan periode rata-rata bergerak untuk beradaptasi dengan siklus pasar yang berbeda.

  2. Mengoptimalkan parameter RSI untuk meningkatkan akurasi pilihan panjang/pendek.

  3. Uji indikator tambahan seperti Bollinger Bands dan Saluran Keltner untuk meningkatkan tingkat keberhasilan.

  4. Bereksperimen dengan stop loss bergerak atau tertinggal untuk melacak tren dengan lebih baik.

  5. Pelajari operasi penyebaran rentang untuk mengurangi sinyal palsu ketika tren lemah.

  6. Menetapkan stop loss yang wajar dan mengambil nilai keuntungan berdasarkan karakteristik produk untuk mengendalikan risiko.

  7. Tambahkan kontrol ukuran perdagangan untuk menghindari taruhan tunggal yang terlalu besar.

Ringkasan

Strategi ini memiliki logika yang jelas dan mudah dilaksanakan. Dengan penyesuaian parameter yang tepat, dapat diterapkan pada berbagai produk dan siklus dengan tren yang kuat mengikuti kapasitas. Pengendalian risiko penting untuk menghindari terjebak di pasar yang terikat jangkauan. Optimasi yang disesuaikan dapat dilakukan berdasarkan kondisi pasar dan preferensi pribadi.


/*backtest
start: 2023-08-26 00:00:00
end: 2023-09-08 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
strategy("Nostradamus by Wicksell 2.0", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100)

// MACD + EMA 200 *** estratégia de compra e venda (RSI, EMA, SMA) *** Doji Harami *** sobrecompra e sobrevenda *** Direção de tendência *** Divergência *** Ichimoku


// === Entradas gerais ===
// Curto
maFastSource   = input(defval = open, title = "Fast MA Source")
maFastLength   = input(defval = 14, title = "Fast MA Period", minval = 1)
// long ma
maSlowSource   = input(defval = open, title = "Slow MA Source")
maSlowLength   = input(defval = 21, title = "Slow MA Period", minval = 1)

// === Entradas relacionado a estratégia ===
tradeInvert     = input(defval = false, title = "Invert Trade Direction?")
// Entrada de riscos
inpTakeProfit   = input(defval = 100000000, title = "Take Profit", minval = 0)
inpStopLoss     = input(defval = 5000, title = "Stop Loss", minval = 0)
inpTrailStop    = input(defval = 1000, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset  = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)

// === Valores de gerenciamento de riscos ===
// if an input is less than 1, assuming not wanted so we assign 'na' value to disable it.
useTakeProfit   = inpTakeProfit  >= 1 ? inpTakeProfit  : na
useStopLoss     = inpStopLoss    >= 1 ? inpStopLoss    : na
useTrailStop    = inpTrailStop   >= 1 ? inpTrailStop   : na
useTrailOffset  = inpTrailOffset >= 1 ? inpTrailOffset : na

// === Configurações de série ===
/// 
maFast = ema(maFastSource, maFastLength)
maSlow = ema(maSlowSource, maSlowLength)


// === Lógica ===
// is fast ma above slow ma?
aboveBelow = maFast >= maSlow ? true : false
// are we inverting our trade direction?
tradeDirection = tradeInvert ? aboveBelow ? false : true : aboveBelow ? true : false




// MACD + EMA 200



// Input
source = input(close)
fastLength = input(12, minval=1, title="MACD fast moving average")
slowLength=input(26,minval=1, title="MACD slow moving average")
signalLength=input(9,minval=1, title="MACD signal line moving average")
veryslowLength=input(200,minval=1, title="Very slow moving average")
switch1=input(true, title="Enable Bar Color?")
switch2=input(true, title="Enable Moving Averages?")
switch3=input(true, title="Enable Background Color?")

// Calculation
fastMA = sma(source, fastLength)
slowMA = sma(source, slowLength)
veryslowMA = sma(source, veryslowLength)
macd = fastMA - slowMA
signal = sma(macd, signalLength)
hist = macd - signal

// Colors
MAtrendcolor = change(veryslowMA) > 0 ? green : red
trendcolor = fastMA > slowMA and change(veryslowMA) > 0 and close > slowMA ? green : fastMA < slowMA and change(veryslowMA) < 0 and close < slowMA ? red : blue
bartrendcolor = close > fastMA and close > slowMA and close > veryslowMA and change(slowMA) > 0 ? green : close < fastMA and close < slowMA and close < veryslowMA and change(slowMA) < 0 ? red : blue
backgroundcolor = slowMA > veryslowMA and crossover(hist, 0) and macd > 0 and fastMA > slowMA and close[slowLength] > veryslowMA ? green : slowMA < veryslowMA and crossunder(hist, 0) and macd < 0 and fastMA < slowMA and close[slowLength] < veryslowMA ? red : na
bgcolor(switch3?backgroundcolor:na,transp=80)
barcolor(switch1?bartrendcolor:na)

// Output
F=plot(switch2?fastMA:na,color=trendcolor)
W=plot(switch2?slowMA:na,color=trendcolor,linewidth=2)
V=plot(switch2?veryslowMA:na,color=MAtrendcolor,linewidth=4)
fill(F,V,color=gray)


// estratégia de compra e venda wicksell


// Estratégia longo 
longEntry() => rsi(close, 2) <= 20 and close >= sma(close, 200) and ema(close, 20)
longExit() => ema(close, 80) and rsi(close, 2) >= 80


strategy.entry(id = "Compra", long = true, when = longEntry())
strategy.close(id = "Compra", when = longExit())
strategy.exit("Feche a ordem", from_entry = "Venda", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)

// Estratégia curta
shortEntry() => rsi(close, 2) >= 80 and close <= sma(close, 200) and ema(close, 80)
shortExit() => low <= ema(close, 20) and rsi(close, 2) <= 10


strategy.entry(id = "Venda", long = false, when = shortEntry())
strategy.close(id = "Venda", when = shortExit())
strategy.exit("feche a ordem", from_entry = "Compra", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)




// Sobrecompra e Sobrevenda



backtime = input(title='Period',  defval=5)
overbought = input(title='RSI Overbought',  defval=74)
oversold = input(title='RSI Oversold',  defval=24)

calcSpread(k) =>
    ((high[k] - low[k]) / high[k])*100

isOversold(k) =>
    key = k <= 1 ? 0 : k - 1
    rsi(close[k], backtime) <= oversold and volume[k] >= volume[key]

isOverbought(k) =>
    key = k <= 1 ? 0 : k - 1
    rsi(close[k], backtime) >= overbought and volume[k] >= volume[key]

plotshape(isOverbought(1) and isOverbought(0), style=shape.labeldown, location=location.abovebar, color=#ff0000)
plotshape(isOversold(1) and isOversold(0), style=shape.labelup, location=location.belowbar, color=green)


// Bandas

// Script created by JoinFree
// BollingerBands added for reference
// Buy Long when you see a Green colour bar 
// Sell Short when you see a Red colour bar
mysignal = ema(close, 12) - ema(close, 26)
barcolor(mysignal[0] > mysignal[1] ? green : red)
length = input(20, minval=1), mult = input(2.0, minval=0.001, maxval=50)
basis = sma(source, length)
dev = mult * stdev(source, length)
upper = basis + dev
lower = basis - dev
p1 = plot(upper, color=white)
p2 = plot(lower, color=white)
fill(p1, p2)



// Padrão candle


delta = close - open
gap = open - close[1]
is_up = delta >= 0
high_len = is_up ? high - close : high - open
low_len = is_up ? open - low : close - low
mod_delta = delta<0 ? -delta:delta
avg_mod = (mod_delta + mod_delta[1] + mod_delta[2] + mod_delta[3] + mod_delta[4] + mod_delta[5] + mod_delta[6] + mod_delta[7] + mod_delta[8] + mod_delta[9])/10

// ENGULF
is_bearish_engulf = -delta > delta[1]*2 and delta[1] > 0 and delta < 0 and delta[2] > 0
is_bullish_engulf = delta > -delta[1]*2 and delta[1] < 0 and delta > 0 and delta[2] < 0
plotshape(is_bearish_engulf, style=shape.triangledown, location=location.abovebar, color=white, title='bearish_englf')
plotshape(is_bearish_engulf, style=shape.triangledown, location=location.abovebar, color=white, title='bearish_englf')
plotshape(is_bullish_engulf, style=shape.triangleup, location=location.belowbar, color=yellow, title='bullish_englf')

// DOJI
is_doji_up = delta*10 < mod_delta and (high-low) > mod_delta*10 and delta[1] < 0
is_doji_down = delta*10 < mod_delta and (high-low) > mod_delta*10 and delta[1] > 0
plotshape(is_doji_down, style=shape.triangledown, location=location.abovebar, color=white, title='doji_down')
plotshape(is_doji_down, style=shape.triangledown, location=location.abovebar, color=white, title='doji_down')
plotshape(is_doji_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='doji_up')

// DOJI DRAGONFLY
is_doji_dr_up = delta*10 < mod_delta and low_len*10 < mod_delta and high_len > mod_delta*5 and delta[1] < 0
is_doji_dr_down = delta*10 < mod_delta and high_len*10 < mod_delta and low_len > mod_delta*5 and delta[1] > 0
plotshape(is_doji_dr_down, style=shape.triangledown, location=location.abovebar, color=white, title='doji_dr_down')
plotshape(is_doji_dr_down, style=shape.triangledown, location=location.abovebar, color=white, title='doji_dr_down')
plotshape(is_doji_dr_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='doji_dr_up')

// 3 SAME TICK
same_up = delta > mod_delta*2 and delta[1] > mod_delta[1]*2 and delta[2] > mod_delta[2]*2 and is_up 
same_down = delta*2 < mod_delta and (high-low) > mod_delta*10 and delta[1] > 0
plotshape(same_down, style=shape.triangledown, location=location.abovebar, color=white, title='3_same_down')
plotshape(same_down, style=shape.triangledown, location=location.abovebar, color=white, title='3_same_down')
plotshape(same_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='3_same_up', offset=2)
plotshape(same_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='3_same_up')
plotshape(same_up, style=shape.triangleup, location=location.belowbar, color=yellow, title='3_same_up', offset=1)

// ichimoku

turningPeriods = input(9, minval=1), standardPeriods = input(26, minval=1)
leadingSpan2Periods = input(52, minval=1), displacement = input(26, minval=1)
donchian(len) => avg(lowest(len), highest(len))
turning = donchian(turningPeriods)
standard = donchian(standardPeriods)
leadingSpan1 = avg(turning, standard)
leadingSpan2 = donchian(leadingSpan2Periods)
 
plot(turning, title = 'Tenkan-Sen (9 Period)', linewidth=4, color=white)
plot(standard, title = 'Kinjun-Sen (26 Period)', linewidth=4, color=orange)

 
spanColor = leadingSpan1>=leadingSpan2 ? lime : red

p3 = plot(leadingSpan1, title = 'Senkou Span A (26 Period)', linewidth=4, offset = displacement, color=spanColor)
p4 = plot(leadingSpan2, title = 'Senkou Span B (52 Period)', linewidth=4, offset = displacement, color=spanColor)
 
fill(p3, p4, color=silver, transp=40, title='Kumo (Cloud)')




// direção de tendência



//izole dip - Isolated Bottom
d02=low
d12=low[1]
izdip2=low[2]
d32=low[3]
d42=low[4]
h32=high[3]
h22=high[2]

//izole tepe - Isolated Peak
t02=high
t12=high[1]
iztepe2=high[2]
t32=high[3]
t42=high[4]
L32=low[3]
L22=low[2]



izotepe1=iff((iztepe2>t02 and iztepe2>=t12 and iztepe2>t32 and iztepe2>t42 and low[1]>min(L32,L22) and low<min(L32,L22)),-1,na)
izotepe2=iff(t12>t02 and t12>iztepe2 and t12>t32 and low<min(L22,low[1]),-2,na)

izodip1=iff((izdip2<d02 and izdip2<d12 and izdip2<d32 and izdip2<d42 and high[1]<max(h32,h22) and high>max(h32,h22)),1,na)
izodip2=iff(d12<d02 and d12<izdip2 and d12<d32 and high>max(h22,high[1]),1,na)


plotarrow(izotepe1, colordown=white, offset = -2, transp=60)
plotarrow(izotepe2, colordown=white, offset = -1, transp=60)
plotarrow(izodip1, colorup=yellow, offset = -2, transp=40)
plotarrow(izodip2, colorup=yellow, offset = -1, transp=40)




// detector de divergência



//@version=2
//Credit to https://www.tradingview.com/script/p3oqCa56-Pekipek-s-PPO-Divergence-BETA/ (I just changed the visuals and added alerts)


topbots = input(false, title="Show PPO peak/trough triangles?")
long_term_div = input(true, title="Use long term divergences?")
div_lookback_period = input(55, minval=1, title="Lookback Period")
fastLength1 = input(12, minval=1, title="PPO Fast")
slowLength1=input(26, minval=1, title="PPO Slow")
signalLength1=input(9,minval=1, title="PPO Signal")
smoother = input(2,minval=1, title="PPO Smooth")
fastMA1 = ema(source, fastLength1)
slowMA1 = ema(source, slowLength1)
macd3 = fastMA1 - slowMA1
macd4=(macd3/slowMA1)*100
d = sma(macd4, smoother) // smoothing PPO
 
bullishPrice = low 

priceMins = bullishPrice > bullishPrice[1] and bullishPrice[1] < bullishPrice[2] or low[1] == low[2] and low[1] < low and low[1] < low[3] or low[1] == low[2] and low[1] == low[3] and low[1] < low and low[1] < low[4] or low[1] == low[2] and low[1] == low[3] and low[1] and low[1] == low[4] and low[1] < low and low[1] < low[5] // this line identifies bottoms and plateaus in the price
oscMins= d > d[1] and d[1] < d[2] // this line identifies bottoms in the PPO

BottomPointsInPPO = oscMins

bearishPrice = high
priceMax = bearishPrice < bearishPrice[1] and bearishPrice[1] > bearishPrice[2] or high[1] == high[2] and high[1] > high and high[1] > high[3] or high[1] == high[2] and high[1] == high[3] and high[1] > high and high[1] > high[4] or high[1] == high[2] and high[1] == high[3] and high[1] and high[1] == high[4] and high[1] > high and high[1] > high[5]  // this line identifies tops in the price
oscMax = d < d[1] and d[1] > d[2]   // this line identifies tops in the PPO

TopPointsInPPO = oscMax

currenttrough4=valuewhen (oscMins, d[1], 0) // identifies the value of PPO at the most recent BOTTOM in the PPO
lasttrough4=valuewhen (oscMins, d[1], 1) // NOT USED identifies the value of PPO at the second most recent BOTTOM in the PPO
currenttrough5=valuewhen (oscMax, d[1], 0) // identifies the value of PPO at the most recent TOP in the PPO
lasttrough5=valuewhen (oscMax, d[1], 1) // NOT USED identifies the value of PPO at the second most recent TOP in the PPO

currenttrough6=valuewhen (priceMins, low[1], 0) // this line identifies the low (price) at the most recent bottom in the Price
lasttrough6=valuewhen (priceMins, low[1], 1) // NOT USED this line identifies the low (price) at the second most recent bottom in the Price
currenttrough7=valuewhen (priceMax, high[1], 0) // this line identifies the high (price) at the most recent top in the Price
lasttrough7=valuewhen (priceMax, high[1], 1) // NOT USED this line identifies the high (price) at the second most recent top in the Price

delayedlow = priceMins and barssince(oscMins) < 3 ? low[1] : na
delayedhigh = priceMax and barssince(oscMax) < 3 ? high[1] : na

// only take tops/bottoms in price when tops/bottoms are less than 5 bars away
filter = barssince(priceMins) < 5 ? lowest(currenttrough6, 4) : na
filter2 = barssince(priceMax) < 5 ? highest(currenttrough7, 4) : na

//delayedbottom/top when oscillator bottom/top is earlier than price bottom/top
y11 = valuewhen(oscMins, delayedlow, 0)
y12 = valuewhen(oscMax, delayedhigh, 0)

// only take tops/bottoms in price when tops/bottoms are less than 5 bars away, since 2nd most recent top/bottom in osc
y2=valuewhen(oscMax, filter2, 1) // identifies the highest high in the tops of price with 5 bar lookback period SINCE the SECOND most recent top in PPO
y6=valuewhen(oscMins, filter, 1) // identifies the lowest low in the bottoms of price with 5 bar lookback period SINCE the SECOND most recent bottom in PPO

long_term_bull_filt = valuewhen(priceMins, lowest(div_lookback_period), 1)
long_term_bear_filt = valuewhen(priceMax, highest(div_lookback_period), 1)

y3=valuewhen(oscMax, currenttrough5, 0) // identifies the value of PPO in the most recent top of PPO 
y4=valuewhen(oscMax, currenttrough5, 1) // identifies the value of PPO in the second most recent top of PPO 

y7=valuewhen(oscMins, currenttrough4, 0) // identifies the value of PPO in the most recent bottom of PPO
y8=valuewhen(oscMins, currenttrough4, 1) // identifies the value of PPO in the SECOND most recent bottom of PPO

y9=valuewhen(oscMins, currenttrough6, 0)
y10=valuewhen(oscMax, currenttrough7, 0)

bulldiv= BottomPointsInPPO ? d[1] : na // plots dots at bottoms in the PPO
beardiv= TopPointsInPPO ? d[1]: na // plots dots at tops in the PPO

i = currenttrough5 < highest(d, div_lookback_period) // long term bearish oscilator divergence
i2 = y10 > long_term_bear_filt // long term bearish top divergence
i3 = delayedhigh > long_term_bear_filt // long term bearish delayedhigh divergence

i4 = currenttrough4 > lowest(d, div_lookback_period) // long term bullish osc divergence
i5 = y9 < long_term_bull_filt // long term bullish bottom div
i6 = delayedlow < long_term_bull_filt // long term bullish delayedbottom div

//plot(0, color=gray)
//plot(d, color=black)
//plot(bulldiv, title = "Bottoms", color=maroon, style=circles, linewidth=3, offset= -1)
//plot(beardiv, title = "Tops", color=green, style=circles, linewidth=3, offset= -1)


bearishdiv1 = (y10 > y2 and oscMax and y3 < y4) ? true : false
bearishdiv2 = (delayedhigh > y2 and y3 < y4) ? true : false
bearishdiv3 = (long_term_div and oscMax and i and i2) ? true : false
bearishdiv4 = (long_term_div and i and i3) ? true : false

bullishdiv1 = (y9 < y6 and oscMins and y7 > y8) ? true : false
bullishdiv2 = (delayedlow < y6 and y7 > y8) ? true : false
bullishdiv3 = (long_term_div and oscMins and i4 and i5) ? true : false
bullishdiv4 = (long_term_div and i4 and i6) ? true : false

bearish = bearishdiv1 or bearishdiv2 or bearishdiv3 or bearishdiv4
bullish = bullishdiv1 or bullishdiv2 or bullishdiv3 or bullishdiv4
 
greendot = beardiv != 0 ? true : false
reddot = bulldiv != 0 ? true : false


plotshape(bearish ? d : na, text='▼\nP', style=shape.labeldown, location=location.abovebar, color=maroon, textcolor=white, offset=0)
plotshape(bullish ? d : na, text='P\n▲', style=shape.labelup, location=location.belowbar, color=green, textcolor=white, offset=0)
plotshape(topbots and greendot ? d : na, text='', style=shape.triangledown, location=location.abovebar, color=maroon, offset=-1)
plotshape(topbots and reddot ? d : na, text='', style=shape.triangleup, location=location.belowbar, color=green, offset=-1)

//barcolor(bearishdiv1 or bearishdiv2 or bearishdiv3 or bearishdiv4 ? orange : na)
//barcolor(bullishdiv1 or bullishdiv2 or bullishdiv3 or bullishdiv4 ? fuchsia : na)
//barcolor(#dedcdc)



// compra e venda por ema



r7=input(100, title="Period",  minval=1)
b7=ema(close,r7)
buy7=close>b7 and low<=b7 and open>b7 or open<b7 and close>b7
sell7=close<b7 and high>=b7 and open<b7 or open>b7 and close<b7
plotshape(buy7, color=green, location=location.belowbar, style=shape.arrowup, transp=10, text="Buy")
plotshape(sell7, color=red, location=location.abovebar, style=shape.arrowdown, transp=10, text="Sell")



// doji harami


pctDw = input(60,minval=0,maxval=90,title="Doji, Min % of Range of Candle for Wicks")
pipMin= input(0,minval=0,title="Doji, Previous Candle Min Pip Body Size")
sname=input(true,title="Show Price Action Bar Names")
cbar = input(false,title="Highlight Harami & Doji Bars")
sHm    = input(false,title="Show Only Harami Style Doji's")
setalm = input(true, title="Generate Alert for Harami & Doji Bars")
uha   =input(true, title="Use Heikin Ashi Candles for Calculations")
bars = input(3,minval=1,maxval=3,step=1, title="Doji, Number of Lookback Bars")
//
// Use only Heikinashi Candles for all calculations
srcclose = uha ? security(heikinashi(syminfo.tickerid), timeframe.period, close) : close
srcopen = uha ? security(heikinashi(syminfo.tickerid), timeframe.period, open) : open
srchigh = uha ? security(heikinashi(syminfo.tickerid), timeframe.period, high) : high
srclow = uha ?security(heikinashi(syminfo.tickerid), timeframe.period, low) : low

//
pip = syminfo.mintick
range = srchigh - srclow


// Calculate Doji/Harami Candles
pctCDw = (pctDw/2) * 0.01
pctCDb = (100-pctDw) * 0.01

//Lookback Candles for bulls or bears
lbBull = bars==1? srcopen[1]>srcclose[1]: bars==2? (srcopen[1]>srcclose[1] and srcopen[2]>srcclose[2]): bars==3?(srcopen[1]>srcclose[1] and srcopen[2]>srcclose[2] and srcopen[3]>srcclose[3]):false
lbBear = bars==1? srcopen[1]<srcclose[1]: bars==2? (srcopen[1]<srcclose[1] and srcopen[2]<srcclose[2]): bars==3?(srcopen[1]<srcclose[1] and srcopen[2]<srcclose[2] and srcopen[3]<srcclose[3]):false

//Lookback Candle Size only if mininum size is > 0
lbSize = pipMin==0? true : bars==1 ? (abs(srcopen[1]-srcclose[1])>pipMin*pip) :
  bars==2 ? (abs(srcopen[1]-srcclose[1])>pipMin*pip and abs(srcopen[2]-srcclose[2])>pipMin*pip) :
  bars==3 ? (abs(srcopen[1]-srcclose[1])>pipMin*pip and abs(srcopen[2]-srcclose[2])>pipMin*pip and abs(srcopen[3]-srcclose[3])>pipMin*pip) :
  false

dojiBu = (srcopen[1] >= max(srcclose,srcopen) and srcclose[1]<=min(srcclose,srcopen)) and lbSize and
  (abs(srcclose-srcopen)<range*pctCDb and (srchigh-max(srcclose,srcopen))>(pctCDw*range) and (min(srcclose,srcopen)-srclow)>(pctCDw*range))? 1 : 0

dojiBe = (srcclose[1] >= max(srcclose,srcopen) and srcopen[1]<=min(srcclose,srcopen)) and lbSize and
  (abs(srcclose-srcopen)<range*pctCDb and (srchigh-max(srcclose,srcopen))>(pctCDw*range) and (min(srcclose,srcopen)-srclow)>(pctCDw*range))? 1 : 0
  
haramiBull = (srcopen<=srcclose or (max(srcclose,srcopen)-min(srcclose,srcopen))<pip*0.5) and lbBull and dojiBu
haramiBear = (srcopen>=srcclose or (max(srcclose,srcopen)-min(srcclose,srcopen))<pip*0.5) and lbBear and dojiBe

dojiBull = not sHm and not haramiBull and not haramiBear and lbBull and dojiBu
dojiBear = not sHm and not haramiBull and not haramiBear and lbBear and dojiBe

//
plotshape(haramiBear and sname?srchigh:na,title="Bearish Harami",text='Bearish\nHarami',color=red, style=shape.arrowdown,location=location.abovebar)
plotshape(haramiBear and cbar?max(srcopen,srcclose):na,title="Bear Colour Harami",color=red, style=shape.circle,location=location.absolute,size=size.normal)
//
plotshape(haramiBull and sname?srclow:na,title="Bullish Harami",text='Bullish\nHarami',color=green, style=shape.arrowup,location=location.belowbar)
plotshape(haramiBull and cbar?max(srcopen,srcclose):na,title="Bull Colour Harami",color=green, style=shape.circle,location=location.absolute,size=size.normal)
//
plotshape(dojiBear and sname?srchigh:na,title="Bearish Doji",text='Bearish\nDoji',color=fuchsia, style=shape.arrowdown,location=location.abovebar)
plotshape(dojiBear and cbar?max(srcopen,srcclose):na,title="Bear Colour Doji",color=fuchsia, style=shape.circle,location=location.absolute,size=size.normal)
//
plotshape(dojiBull and sname?srclow:na,title="Bullish Doji",text='Bullish\nDoji',color=aqua, style=shape.arrowup,location=location.belowbar)
plotshape(dojiBull and cbar?max(srcopen,srcclose):na,title="Bull Colour Doji",color=aqua, style=shape.circle,location=location.absolute,size=size.normal)

// Only Alert harami Doji's
bcolor = haramiBull ? 1 : haramiBear ? 2 : dojiBull ? 3 : dojiBear ? 4 : 0
baralert = setalm and bcolor>0
alertcondition(baralert,title="PACDOJI Alert",message="PACDOJI Alert")

//
plotshape(na(baralert[1])?na:baralert[1], transp=0,style=shape.circle,location=location.bottom, offset=-1,title="Bar Alert Confirmed", 
  color=bcolor[1]==1 ? green : bcolor[1]==2? red : bcolor[1]==3? aqua : bcolor[1]==4? fuchsia : na)

//

Lebih banyak