レッドK ダュアル・ヴァーダー エネルギーバー
作者: リン・ハーンチャオチャン, 日付: 2022-05-24 11:49:07タグ:SMAエイマWMA
VADER-DEB に追加した視覚的改善は,市場活動についてよりよく理解できるようにします.
- 感情のプロキシとして使用する) - そして,それはエリアとして現在表示されます (ヒストグラムの代わりに) - あなたはまだ指標設定で感情のプロットを隠すことができます そして
- 方向的な
エネルギーバー (v3.0のエネルギー線の代わりに) を使います.オプションの赤/緑DER線は,研究設定で利用可能で,デフォルトで隠されています.
これはダブル・ヴァーダー・W/エネルギー・バーです
視覚障害者としては,この方法の方が上手です. ですから,私と同じような人たちにシェアしようと思いました. だから,この情報を既存の指標の更新ではなく,別バージョンとして公開することにしました.
コード内のコア計算には変更はありません.上記のグラフで示したように,両バージョンのVADERを並べて比較します.
VADER v3.0で満足している場合は,それを使用し続けることを気軽にしてください.
頑張って
バックテスト
/*backtest
start: 2022-04-23 00:00:00
end: 2022-05-22 23:59:00
period: 45m
basePeriod: 5m
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/
// © RedKTrader
//@version=5
indicator('RedK Dual VADER with Energy Bars [VADER-DEB]', 'RedK VADER-DEB v4.0', precision=0, timeframe='', timeframe_gaps=false)
// This version is the same as VADER v3.0 with enhanced visuals, using Energy Bars instead of the positive/energy lines
// Sentiment plot changed from histogram to area and is exposed by default (hence Dual w/ Energy Bars -- DEB)
// No change in core calculations from VADER v3.0 -- and that's why i'll just call it VADER v4.0
// ***********************************************************************************************************
// Choose volume calculation method.. Relative vs full.
// Relative magnifies effect of recent volume spikes (up or down)
f_RelVol(_value, _length) =>
min_value = ta.lowest(_value, _length)
max_value = ta.highest(_value, _length)
ta.stoch(_value, max_value, min_value, _length) / 100
// ***********************************************************************************************************
// ***********************************************************************************************************
// Choose MA type for the base DER calculation ..
// WMA is my preference and is default .. SMA is really slow and lags a lot - but added for comparison
f_derma(_data, _len, MAOption) =>
value =
MAOption == 'SMA' ? ta.sma(_data, _len) :
MAOption == 'EMA' ? ta.ema(_data, _len) :
ta.wma(_data, _len)
// ***********************************************************************************************************
// ===========================================================================================================
// Inputs
// ===========================================================================================================
price = close
length = input.int(10, minval=1)
DER_avg = input.int(5, 'Average', minval=1, inline='DER', group='Directional Energy Ratio')
MA_Type = input.string('WMA', 'DER MA type', options=['WMA', 'EMA', 'SMA'], inline='DER', group='Directional Energy Ratio')
smooth = input.int(3, 'Smooth', minval=1, inline='DER_1', group='Directional Energy Ratio')
show_senti = input.bool(true, 'Sentiment', inline='DER_s', group='Directional Energy Ratio')
senti = input.int(20, 'Length', minval=1, inline='DER_s', group='Directional Energy Ratio')
v_calc = input.string('Relative', 'Calculation', options=['Relative', 'Full', 'None'], group='Volume Parameters')
vlookbk = input.int(20, 'Lookback (for Relative)', minval=1, group='Volume Parameters')
// ===========================================================================================================
// Calculations
// ===========================================================================================================
// Volume Calculation Option -- will revert to no volume acceleration for instruments with no volume data
vola =
v_calc == 'None' or na(volume) ? 1 :
v_calc == 'Relative' ? f_RelVol(volume, vlookbk) :
volume
R = (ta.highest(2) - ta.lowest(2)) / 2 // R is the 2-bar average bar range - this method accomodates bar gaps
sr = ta.change(price) / R // calc ratio of change to R
rsr = math.max(math.min(sr, 1), -1) // ensure ratio is restricted to +1/-1 in case of big moves
c = fixnan(rsr * vola) // add volume accel -- fixnan adresses cases where no price change between bars
c_plus = math.max(c, 0) // calc directional vol-accel energy
c_minus = -math.min(c, 0)
// plot(c_plus)
// plot(c_minus)
avg_vola = f_derma(vola, length, MA_Type)
dem = f_derma(c_plus, length, MA_Type) / avg_vola // directional energy ratio
sup = f_derma(c_minus, length, MA_Type) / avg_vola
adp = 100 * ta.wma(dem, DER_avg) // average DER
asp = 100 * ta.wma(sup, DER_avg)
anp = adp - asp // net DER..
anp_s = ta.wma(anp, smooth)
// Calculate Sentiment - a VADER for a longer period and can act as a baseline (compared to a static 0 value)
// note we're not re-calculating vol_avg, demand or supply energy for sentiment. this would've been a different approach
s_adp = 100 * ta.wma(dem, senti) // average DER for sentiment length
s_asp = 100 * ta.wma(sup, senti)
V_senti = ta.wma(s_adp - s_asp, smooth)
// ===========================================================================================================
// Colors & plots
// ===========================================================================================================
c_adp = color.new(#11ff20, 30)
c_asp = color.new(#ff1111, 30)
c_fd = color.new(color.green, 80)
c_fs = color.new(color.red, 80)
c_zero = color.new(#ffee00, 70)
c_up = color.new(#11ff20, 0)
c_dn = color.new(#ff1111, 0)
up = anp_s >= 0
s_up = V_senti >=0
hline(0, 'Zero Line', c_zero, hline.style_solid)
// =============================================================================
// v4.0 --- Sentiment will be represented as a 4-color area graph
c_grow_above = #1b5e2080
c_grow_below = #dc4c4a80
c_fall_above = #66bb6a80
c_fall_below = #ef8e9880
sflag_up = math.abs(V_senti) >= math.abs(V_senti[1])
plot(show_senti ? V_senti : na, "Sentiment", style=plot.style_area,
color = s_up ? (sflag_up ? c_grow_above : c_fall_above) :
sflag_up ? c_grow_below : c_fall_below)
// ===========================================================================================================
// v4.0 Use Energy Bars instead of DER lines
// ===========================================================================================================
// Prep the Energy Bars
bo = asp
bc = adp
bh = math.max(bo, bc)
bl = math.min(bo, bc)
rising = ta.change(bc) > 0
c_barup = #11ff2088
c_bardn = #ff111188
c_bardj = #ffffff88
barcolor = bc > bo and rising ? c_barup : bc < bo and not rising ? c_bardn : c_bardj
//plotcandle(bo, bh, bl, bc, 'Energy Bars', barcolor, barcolor, bordercolor = barcolor)
// ============================================================================================================
s = plot(asp, 'Supply Energy', c_asp, 2, display = display.none)
d = plot(adp, 'Demand Energy', c_adp, 2, display = display.none)
plot(anp, 'VADER', color.new(color.gray, 30), display=display.none)
plot(anp_s, 'Signal', up ? c_up : c_dn, 4)
// ===========================================================================================================
// v2.0 adding alerts
// ===========================================================================================================
Alert_up = ta.crossover(anp_s,0)
Alert_dn = ta.crossunder(anp_s,0)
Alert_swing = ta.cross(anp_s,0)
// "." in alert title for the alerts to show in the right order up/down/swing
alertcondition(Alert_up, ". VADER Crossing 0 Up", "VADER Up - Buying Energy Detected!")
alertcondition(Alert_dn, ".. VADER Crossing 0 Down", "VADER Down - Selling Energy Detected!")
alertcondition(Alert_swing, "... VADER Crossing 0", "VADER Swing - Possible Reversal")
// ===========================================================================================================
// v3.0 more alerts for VADER crossing Sentiment
// ===========================================================================================================
v_speedup = ta.crossover(anp_s, V_senti)
v_slowdn = ta.crossunder(anp_s, V_senti)
alertcondition(v_speedup, "* VADER Speeding Up", "VADER Speeding Up!")
alertcondition(v_slowdn, "** VADER Slowing Down", "VADER Slowing Down!")
if Alert_up
strategy.entry("Enter Long", strategy.long)
else if Alert_dn
strategy.entry("Enter Short", strategy.short)
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