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ML 警告 テンプレート

作者: リン・ハーンチャオチャン開催日:2022年5月17日 10:48:20
タグ:エイマATRSMA

このインディケーター/スタディスクリプトは,同じアラートが複数回発射されるという問題に直面したので作成しました.例えば,すでにロング状態にあるときにロング信号を起動します.非常に基本的な戦略では問題はありませんが,より大きなスクリプトと多くの変数で,複雑さを生み出すように見えました.

これは,TradingLine振動器によって解決され,新しい位置に切り替えたときのみ,アラートが起動します.

ロングが表示される場合,アラート設定では"継続ロング"と表示されます.この条件を使用して既存の位置 (オプション) に追加できます.継続信号は明るい緑色/赤色ドットとしてグラフ化されています.

Trade ShortsTrade Exitsのシグナルをチェックオフするオプションがあります. ショート信号が検出されたら ロングが終了するだけです ショート信号が検出されたら ロングが終了します これはバックテストの目的で有用であることが証明されます.

この簡単な例スクリプトでは,EMA10,EMA200,emaPlus1AtrとemaMinus1Atrを使用します.

書き込みで使うには,自分の BUY/SELL/EXIT 信号を修正して追加する必要があります.

////ここであなたの買/売/出出シグナルを入力してください: ////

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

自分の取引戦略や脚本に対する 追加の視覚的確認として

バックテスト

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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