量差
作者: リン・ハーンチャオチャン開催日:2022年5月26日17時04分32秒タグ:WMAポイント
これは単にボリューム指標です.ボリューム上昇トレンドと減少トレンドの両方のブレイクを注意してください.ボリュームの滑らかな移動平均を構築するためにフィボナッチ数を使用します.
トレンド逆転やインパクト損失の差をチェックできます
バックテスト
/*backtest
start: 2022-04-25 00:00:00
end: 2022-05-24 23:59:00
period: 30m
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/
// © baymucuk
//@version=4
study(title="Volume Divergence by MM", shorttitle="Volume Divergence", format=format.volume)
pine_wma(x, y) =>
norm = 0.0
sum = 0.0
for i = 0 to y - 1
weight = (y - i) * y
norm := norm + weight
factor = close[i] < open[i] ? -1 : 1
sum := sum + (x[i] * weight * factor)
sum / norm
vl1 = input(defval=5, title="First Moving Average length", type=input.integer)
vl2 = input(defval=8, title="Second Moving Average length", type=input.integer)
vl3 = vl1 + vl2
vl4 = vl2 + vl3
vl5 = vl3 + vl4
v1 = pine_wma(volume, vl1)
v2 = pine_wma(v1, vl2)
v3 = pine_wma(v2, vl3)
v4 = pine_wma(v3, vl4)
vol = pine_wma(v4, vl5)
vol_color = vol > 0 ? color.green : color.red
hline(0, title="Baseline", color=color.silver, linewidth=1)
plot(vol, color=vol_color, linewidth=2, title="Volume")
lbR = input(title="Pivot Lookback Right", defval=5)
lbL = input(title="Pivot Lookback Left", defval=5)
rangeUpper = input(title="Max of Lookback Range", defval=60)
rangeLower = input(title="Min of Lookback Range", defval=5)
plotBull = input(title="Plot Bullish", defval=true)
plotHiddenBull = input(title="Plot Hidden Bullish", defval=false)
plotBear = input(title="Plot Bearish", defval=true)
plotHiddenBear = input(title="Plot Hidden Bearish", defval=false)
bearColor = color.red
bullColor = color.green
hiddenBullColor = color.new(color.green, 25)
hiddenBearColor = color.new(color.red, 25)
textColor = color.white
noneColor = color.new(color.white, 100)
plFound = na(pivotlow(vol, lbL, lbR)) ? false : true
phFound = na(pivothigh(vol, lbL, lbR)) ? false : true
_inRange(cond) =>
bars = barssince(cond == true)
rangeLower <= bars and bars <= rangeUpper
//------------------------------------------------------------------------------
// Regular Bullish
// vol: Higher Low
volHL = vol[lbR] > valuewhen(plFound, vol[lbR], 1) and _inRange(plFound[1])
// Price: Lower Low
priceLL = low[lbR] < valuewhen(plFound, low[lbR], 1)
bullCond = plotBull and priceLL and volHL and plFound
plot(
plFound ? vol[lbR] : na,
offset=-lbR,
title="Regular Bullish",
linewidth=2,
color=(bullCond ? bullColor : noneColor),
transp=0
)
plotshape(
bullCond ? vol[lbR] : na,
offset=-lbR,
title="Regular Bullish Label",
text=" Bull ",
style=shape.labelup,
location=location.absolute,
color=bullColor,
textcolor=textColor,
transp=0
)
//------------------------------------------------------------------------------
// Hidden Bullish
// vol: Lower Low
volLL = vol[lbR] < valuewhen(plFound, vol[lbR], 1) and _inRange(plFound[1])
// Price: Higher Low
priceHL = low[lbR] > valuewhen(plFound, low[lbR], 1)
hiddenBullCond = plotHiddenBull and priceHL and volLL and plFound
plot(
plFound ? vol[lbR] : na,
offset=-lbR,
title="Hidden Bullish",
linewidth=2,
color=(hiddenBullCond ? hiddenBullColor : noneColor),
transp=0
)
plotshape(
hiddenBullCond ? vol[lbR] : na,
offset=-lbR,
title="Hidden Bullish Label",
text=" H Bull ",
style=shape.labelup,
location=location.absolute,
color=bullColor,
textcolor=textColor,
transp=0
)
//------------------------------------------------------------------------------
// Regular Bearish
// vol: Lower High
volLH = vol[lbR] < valuewhen(phFound, vol[lbR], 1) and _inRange(phFound[1])
// Price: Higher High
priceHH = high[lbR] > valuewhen(phFound, high[lbR], 1)
bearCond = plotBear and priceHH and volLH and phFound
plot(
phFound ? vol[lbR] : na,
offset=-lbR,
title="Regular Bearish",
linewidth=2,
color=(bearCond ? bearColor : noneColor),
transp=0
)
plotshape(
bearCond ? vol[lbR] : na,
offset=-lbR,
title="Regular Bearish Label",
text=" Bear ",
style=shape.labeldown,
location=location.absolute,
color=bearColor,
textcolor=textColor,
transp=0
)
//------------------------------------------------------------------------------
// Hidden Bearish
// vol: Higher High
volHH = vol[lbR] > valuewhen(phFound, vol[lbR], 1) and _inRange(phFound[1])
// Price: Lower High
priceLH = high[lbR] < valuewhen(phFound, high[lbR], 1)
hiddenBearCond = plotHiddenBear and priceLH and volHH and phFound
plot(
phFound ? vol[lbR] : na,
offset=-lbR,
title="Hidden Bearish",
linewidth=2,
color=(hiddenBearCond ? hiddenBearColor : noneColor),
transp=0
)
plotshape(
hiddenBearCond ? vol[lbR] : na,
offset=-lbR,
title="Hidden Bearish Label",
text=" H Bear ",
style=shape.labeldown,
location=location.absolute,
color=bearColor,
textcolor=textColor,
transp=0
)
if bullCond
strategy.entry("Enter Long", strategy.long)
else if bearCond
strategy.entry("Enter Short", strategy.short)
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もっと