- スクエア
- 取引時間 V3
取引時間 V3
作者: リン・ハーン
ゼロ3192開催日:2022年8月29日 20:08:30
タグ:
/*backtest
start: 2021-05-08 00:00:00
end: 2022-05-07 23:59:00
period: 4h
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/
// © mablue (Masoud Azizi)
//@version=5
strategy("Trade Hour V3",overlay=false)
timezone = input.string("Europe/London",options=["America/New_York","America/Los_Angeles","America/Chicago","America/Phoenix","America/Toronto","America/Vancouver","America/Argentina" ,"America/El_Salvador","America/Sao_Paulo","America/Bogota","Europe/Moscow","Europe/Athens","Europe/Berlin","Europe/London","Europe/Madrid","Europe/Paris","Europe/Warsaw","Australia/Sydney","Australia/Brisbane","Australia/Adelaide","Australia/ACT","Asia/Almaty","Asia/Ashkhabad","Asia/Tokyo","Asia/Taipei","Asia/Singapore","Asia/Shanghai","Asia/Seoul","Asia/Tehran","Asia/Dubai","Asia/Kolkata","Asia/Hong_Kong","Asia/Bangkok","Pacific/Auckland","Pacific/Chatham","Pacific/Fakaofo","Pacific/Honolulu"] )
source = input.source(close)
tp = input.int(1,"ROC Timeperiod")
now_hour = hour(time,timezone)
indicator = ta.roc(source,tp)
buy_hourXindicator_cum = ta.cum(indicator* now_hour)
buy_indicator_cum = ta.cum(indicator)
buy_hour = buy_hourXindicator_cum/buy_indicator_cum
sell_hourXindicator_cum = ta.cum( (1/indicator ) * now_hour)
sell_indicator_cum = ta.cum(1/indicator)
sell_hour = sell_hourXindicator_cum/sell_indicator_cum
plot(buy_hour,color=color.green)
plot(sell_hour,color=color.red)
plot(now_hour,color=color.gray,display=display.none)
bool isLongBestHour = now_hour==math.round(buy_hour)
bool isShortBestHour = now_hour==math.round(sell_hour)
bgcolor(isLongBestHour ? color.new(color.green,80) : na)
bgcolor(isShortBestHour ? color.new(color.red,80) : na)
strategy.order("buy", strategy.long, when =isLongBestHour)
strategy.order("sell", strategy.short, when = isShortBestHour)
もっと