EMA バンド + Leledc + Bollinger バンド
作者: リン・ハーンチャオチャン, 日付: 2023-12-04 15:14:37タグ:
概要
これは EMA バンド,Leledc 枯渇線,ボリンジャー バンドの組み合わせを使用して,トレンドを特定し,トレンド信号が現れたときにロングまたはショートポジションを確立するポジショナルトレンドフォロー戦略です.
戦略の論理
公開条件
-
価格が中間EMA帯 (高いEMAと低いEMAの真ん中点) を突破するとロング;価格が中間EMA帯を下回るとショート.
-
ロー EMA フィルタを有効にすることで,中間の帯を閉じて,ロー EMA が一致する場合にのみポジションを開くことができます.
-
中間バンドブーンズ再入力を有効にすることで,最初の中間バンドブレイク後に価格が再び中間バンドに触れた場合にのみポジションが再開されます.
緊密な条件
-
価格が中間EMA帯の反対側に達すると,ポジションを閉じる最も近いバンドを選択します.
-
価格が中間のEMA帯の反対側を完全に突破すると,ポジションを閉じる反対バンドを選択します.
-
遅延閉じる内帯は,価格が中帯内で数期間の取引を行う場合,ポジションを閉じるために選択することができます.
-
連続したキャンドルが1方向に強く閉じて,最近の高値/低値に達すると,Leledcバーの閉じる位置を選択します.
-
BBの枯渇バーで閉じる 選択 BB帯内での価格逆転が過剰購入/過剰販売領域から起こる場合の閉じる ポジション
-
価格が長期的サポート/レジスタンスレベルを大きく突破したときの 買い/売るゾーンを選択する.
逆トレンド入場条件
-
レレドcまたはBBの消耗バーの出現で反トレンドポジションを有効にすることができ,極端な価格が内側または外側の買/売ゾーンを突破しなければならないフィルターを追加します.
-
独立したストップ・ロスの条件は,反トレンド取引のために設定できます.
利点
-
EMA バンドは,トレンドの方向性を明確に識別し,揺らぎない動きを避けるのに役立ちます.
-
レレドック疲労とBB逆転は,トレンドが終わると利益を得るために良いタイミングを示します.
-
逆トレンド取引は,継続的なトレンドでトレンド取引を行う間,統合中にレンジ取引を可能にします.
-
バンドの視覚グラフは,直感的に現在のトレンド強さを表示します.
リスク
-
EMAインジケーターはパラメータ調整に敏感で,EMAの不適切な長さは,非収益的な取引を引き起こす可能性があります.
-
消耗信号としてLeledcとBBバーは失敗し,大きな損失をもたらす脱出の機会を逃す可能性があります.
-
逆トレンド取引は戦略リスクを大幅に増加させ,ストップロストで使用する必要があります.
強化 分野
-
異なる製品と時間枠に最適な値を見つけるために,異なるEMA長さをテストします.
-
トレンドの疲労点をより正確に識別するために Leledc と BB パラメータを細かく調整します.
-
リスク・リターンをバランスさせるため,反トレンド・ストップ・ロスのレベルをさらに最適化します.
-
シンプルな移動平均値や他の指標を使って 安定した中間帯を描画します
概要
この戦略は,トレンド識別,疲労確認,反トレンドスカルピングの様々な技術を統合し,豊富な機能を提供します.慎重なパラメータ調整とリスク管理により,堅実なリスク調整回帰を達成することができ,さらなる研究と最適化に値します.
/*backtest
start: 2023-11-26 00:00:00
end: 2023-12-03 00:00:00
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/
// © danielx888
// Credits to Joy_Bangla for the Leledc exhaustion bar code
// Credits to VishvaP for the 34 EMA bands code
// Credits to SlumdogTrader for the BB exhaustion code (edited for functionality)
//@version=5
strategy(title='EMA bands + leledc + bollinger bands trend catching strategy w/ countertrend scalp', shorttitle='Trend Pooristics', overlay=true, initial_capital = 1000, commission_value= 0.036, pyramiding= 0, default_qty_type= strategy.percent_of_equity, default_qty_value= 100, margin_long=0, margin_short=0, max_bars_back=200)
EMAlength = input.int(title='EMA Length', defval=34, minval=1, step=1)
//get user inputs
needLong = input.bool(true, title = "Enable middle EMA band breakout: Long", group="Open Conditions")
needShort = input.bool(true, title = "Enable middle EMA band breakdown: Short", group="Open Conditions")
midClose = input.string('Opposite band', title='Close on crosses through middle EMA bands', tooltip='Selecting -Delayed bars inside- will delay closing positions by the specified amount of bars if candles close inside the middle EMA bands but do not breakout the opposite side.', options=['Nearest band', 'Opposite band', 'Delayed bars inside'], group='Close Conditions')
needCTlong = input.bool(false, title = "Enable counter-trend trades: Long", tooltip='Does not work with -default positioning: short- enabled', group="Counter Trade Settings")
CTlongType = input.string('Leledc', title = 'Trigger', options=['Leledc', 'BB Exhaustion'], group='Counter Trade Settings')
needCTshort = input.bool(false, title = "Enable counter-trend trades: Short", tooltip='Does not work with -default positioning: long- enabled', group="Counter Trade Settings")
CTshortType = input.string('Leledc', title = 'Trigger', options=['Leledc', 'BB Exhaustion'], group='Counter Trade Settings')
alwaysLong = input.bool(false, title = "Enable default positioning: Long", tooltip='Does not work with -Default to short- also selected. Works best when early close conditions are used', group = 'Open Conditions')
alwaysShort = input.bool(false, title = "Enable default positioning: Short", tooltip='Does not work with -Default to long- also selected. Works best when early close conditions are used', group = 'Open Conditions')
s_longBounce = input.bool(false, 'Enable middle EMA band bounce re-entry: Long', tooltip='Works best when early close conditions are used', group= 'Open Conditions')
s_shortBounce = input.bool(false, 'Enable middle EMA band bounce re-entry: Short', tooltip='Works best when early close conditions are used', group= 'Open Conditions')
numBars = input.int(4, title='Delayed close no. of bars', minval=1, maxval=10, step=1, group='Close Conditions')
useSlowEMA = input.bool(false, title='Use slow EMA filter',tooltip='Has no effect on counter-trend trades', group='Open Conditions')
useLele = input.bool(false, title='Close on Leledc bars', group='Close Conditions')
string whichLele = input.string('First', title='Which Leledc bar?', options=['First', 'Second', 'Third', 'Fourth', 'Fifth'], group='Close Conditions')
useBBExtend = input.bool(false, title='Close on Bollinger Band exhaustion bars', tooltip='Bollinger Band Exhaustion bars are candles that close back inside the Bollinger Bands when RSI is overbought or oversold. Settings for both can be changed under the -Bollinger Bands Exhaustion Bar Settings- header.', group='Close Conditions')
string whichBBext = input.string('First', title='Which BB exhaustion bar?', options=['First', 'Second', 'Third'], group='Close Conditions')
reverBandClose = input.bool(false, title='Close on loss of Buy/Sell zone', group='Close Conditions')
whichCTband = input.string(defval = 'Inner', title = 'Leledc/BB must be outside which Buy/Sell zone to open', options=['Inner', 'Outer'], group="Counter Trade Settings")
i_CTlongCloseCond = input.string(title='Closing conditions for counter-trend longs', defval='Cross Top Middle Band', tooltip='-Cross- type close conditions market close position on candle closes above selected region \n\n-Touch- type enable trailing limit orders that follow the selected region', options=['Cross Outer Buy Zone', 'Cross Inner Buy Zone', 'Touch Inner Buy Zone', 'Cross Bottom Middle Band', 'Touch Bottom Middle Band', 'Cross Top Middle Band', 'Touch Top Middle Band', 'Cross Inner Sell Zone', 'Touch Inner Sell Zone', 'Cross Outer Sell Zone', 'Touch Outer Sell Zone', 'First Leledc', 'First BB Exhaustion'], group='Counter Trade Settings')
i_CTshortCloseCond = input.string(title='Closing conditions for counter-trend shorts', defval='First Leledc', tooltip='-Cross- type close conditions market close position on candle closes below selected region \n\n-Touch- type enable trailing limit orders that follow the selected region',options=['Cross Outer Sell Zone', 'Cross Inner Sell Zone', 'Touch Inner Sell Zone', 'Cross Top Middle Band', 'Touch Top Middle Band', 'Cross Bottom Middle Band', 'Touch Bottom Middle Band', 'Cross Inner Buy Zone', 'Touch Inner Buy Zone', 'Cross Outer Buy Zone', 'Touch Outer Buy Zone', 'First Leledc', 'First BB Exhaustion'], group='Counter Trade Settings')
i_CTlongSL = input.float(10, 'Flat stop-loss % for counter-trend longs', 0, 100, 0.1, 'Input 0 to disable stop-loss for counter-trend trades. Enabling stop-loss will not apply to middle band breakout, bounce, or default positional trades',group='Counter Trade Settings')
i_CTshortSL = input.float(10, 'Flat stop-loss % for counter-trend shorts', 0, 100, 0.1, 'Input 0 to disable stop-loss for counter-trend trades. Enabling stop-loss will not apply to middle band breakout, bounce, or default positional trades',group='Counter Trade Settings')
// calculate and plot slow EMA
showSlowEMA = input.bool(false, title='Show Slow EMA', group='Visual Elements')
slowEMAlen = input.int(200, title='Slow EMA Length', step=1, minval=1, group='Open Conditions')
slowEMA = ta.ema(close, slowEMAlen)
plot(showSlowEMA ? slowEMA : na)
maj = input(true, 'Show Leledc Exhausion Bars', group='Visual Elements')
//*****************************
// SlumdogTrader's Bollinger Bands + RSI Double Strategy - Profit Trailer
//====================================================================================================//
///////////// Bollinger Bands Settings
BBlength = input.int(20, minval=1, title='Bollinger Bands SMA Period Length', group='Bollinger Bands Exhaustion Bar Settings')
BBmult = input.float(1.8, minval=0.001, maxval=50, title='Bollinger Bands Standard Deviation', group='Bollinger Bands Exhaustion Bar Settings')
price = input(close, title='Source')
BBbasis = ta.sma(price, BBlength)
BBdev = BBmult * ta.stdev(price, BBlength)
BBupper = BBbasis + BBdev
BBlower = BBbasis - BBdev
source = close
buyEntry = ta.crossover(source, BBlower)
sellEntry = ta.crossunder(source, BBupper)
plot(BBbasis, color=color.new(color.aqua, 0), title='BBs SMA Basis Line', display=display.none)
p1 = plot(BBupper, color=color.new(color.silver, 0), title='BBs Upper Line', display=display.none)
p2 = plot(BBlower, color=color.new(color.silver, 0), title='BBs Lower Line', display=display.none)
fill(p1, p2, display=display.none)
///////////// RSI Settings
RSIlength = input.int(8, minval=1, step=1, title='RSI Period Length', group='Bollinger Bands Exhaustion Bar Settings')
RSIos = input.int(30, minval=0, maxval=50, step=1,title='RSI Oversold Value', group='Bollinger Bands Exhaustion Bar Settings')
RSIob = input.int(70, minval=50, maxval=100, step=1, title='RSI Overbought value', group='Bollinger Bands Exhaustion Bar Settings')
vrsi = ta.rsi(price, RSIlength)
RSIoverSold = vrsi < RSIos
RSIoverBought = vrsi > RSIob
///////////// Colour Settings
switch1 = input(true, title='Enable Bollinger Bands exhaustion bar coloring', group='Visual Elements')
switch2 = input(false, title='Enable Bollinger bands exhaustion bar background coloring', tooltip='Enabling this can help visualize when dialing in Bollinger Bands and RSI settings', group='Visual Elements')
OSOBcolor = RSIoverBought and price[1] > BBupper and price < BBupper ? color.yellow : RSIoverSold and price[1] < BBlower and price > BBlower ? color.blue : na
bgcolor(switch2 ? color.new(OSOBcolor,70) : na)
///////////// RSI + Bollinger Bands Strategy
//if not na(vrsi)
//
// if ta.crossover(vrsi, RSIoverSold) and ta.crossover(source, BBlower)
// strategy.entry('RSI_BB_L', strategy.long, stop=BBlower, oca_type=strategy.oca.cancel, comment='RSI_BB_L')
// else
// strategy.cancel(id='RSI_BB_L')
//
// if ta.crossunder(vrsi, RSIoverBought) and ta.crossunder(source, BBupper)
// strategy.entry('RSI_BB_S', strategy.short, stop=BBupper, oca_type=strategy.oca.cancel, comment='RSI_BB_S')
// else
// strategy.cancel(id='RSI_BB_S')
//
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
//====================================================================================================//
//*****************************
//*****************************
// © Joy_Bangla Leledc Exhaustion V4
//====================================================================================================//
//min = input(false, 'Minor Leledc Exhaustion Bar :: Show')
i_leleVol = input.bool(false, 'Require Volume breakout for Leledc bars', group='Leledc Exhaustion Bar Settings')
i_volMult = input.float(1.5,'Volume Multiplier', 0.1,20,0.1, group='Leledc Exhaustion Bar Settings')
leleVol = volume > ta.sma(volume,100)*i_volMult
leledcSrc = input(close, 'Source', group='Leledc Exhaustion Bar Settings')
maj_qual = input(6, 'Bar count no', group='Leledc Exhaustion Bar Settings')
maj_len = input(30, 'Highest / Lowest', group='Leledc Exhaustion Bar Settings')
//min_qual = input(5, 'Minor Leledc Exhausion Bar :: Bar count no')
//min_len = input(5, 'Minor Leledc Exhausion Bar :: Bar count no')
bindexSindex = input(1, 'bindexSindex', group='Leledc Exhaustion Bar Settings')
closeVal = input(4, 'Close', group='Leledc Exhaustion Bar Settings')
lele(qual, len) =>
bindex = 0
sindex = 0
bindex := nz(bindex[bindexSindex], 0)
sindex := nz(sindex[bindexSindex], 0)
ret = 0
if close > close[closeVal]
bindex += 1
bindex
if close < close[closeVal]
sindex += 1
sindex
if i_leleVol and not leleVol
ret := 0
ret
else
if bindex > qual and close < open and high >= ta.highest(high, len)
bindex := 0
ret := -1
ret
if sindex > qual and close > open and low <= ta.lowest(low, len)
sindex := 0
ret := 1
ret
return_1 = ret
return_1
major = lele(maj_qual, maj_len)
//minor = lele(min_qual, min_len)
plotchar(maj ? major == -1 ? high : na : na, char='•', location=location.absolute, color=color.new(color.red, 0), size=size.small)
plotchar(maj ? major == 1 ? low : na : na, char='•', location=location.absolute, color=color.new(color.lime, 0), size=size.small)
//plotchar(min ? minor == 1 ? high : na : na, char='x', location=location.absolute, color=color.new(color.red, 0), size=size.small)
//plotchar(min ? minor == -1 ? low : na : na, char='x', location=location.absolute, color=color.new(color.lime, 0), size=size.small)
//leledcMajorBullish = major == 1 ? low : na
//leledcMajorBearish = major == -1 ? high : na
//leledcMinorBullish = minor == 1 ? low : na
//leledcMinorBearish = minor == -1 ? high : na
//==============================================//
//alertcondition(leledcMajorBullish, title='Major Bullish Leledc', message='Major Bullish Leledc')
//alertcondition(leledcMajorBearish, title='Major Bearish Leledc', message='Major Bearish Leledc')
//alertcondition(leledcMinorBullish, title='Minor Bullish Leledc', message='Minor Bullish Leledc')
//alertcondition(leledcMinorBearish, title='Minor Bearish Leledc', message='Minor Bearish Leledc')
//====================================================================================================//
//*****************************
//*****************************
// © VishvaP 34 EMA Bands v2
//====================================================================================================//
//Constants
//price = close
highShortEMA = ta.ema(high, EMAlength)
lowShortEMA = ta.ema(low, EMAlength)
EMA = ta.ema(close, EMAlength)
//==============================================//
//1D Bands [Not Used]
//bandsHigh = highShortEMA * math.phi
//bandsLow = lowShortEMA * math.rphi
//==============================================//
//Lower reversion zone bands (buy zone)
shortbandsHigh = ((highShortEMA - EMA) * math.phi) * math.pi + EMA
shortbandsLow = (-(EMA - lowShortEMA) * math.phi) * math.pi + EMA
//Lower reversion zone bands smoothed
shortbandsHighEMA = ta.wma(shortbandsHigh, 8)
shortbandsLowEMA = ta.wma(shortbandsLow, 8)
//==============================================//
//Higher reversion zone bands (sell zone)
phiExtensionHigh = ((highShortEMA - EMA) * math.phi) * (math.phi + 4) + EMA
phiExtensionLow = (-(EMA - lowShortEMA) * math.phi) * (math.phi + 4) + EMA
//Higher reversion zone bands smoothed
phiExtensionHighEMA = ta.wma(phiExtensionHigh, 8)
phiExtensionLowEMA = ta.wma(phiExtensionLow, 8)
//==============================================//
//Median zone bands [plot]
highP1 = plot(highShortEMA, color = color.new(color.blue, 100), title = "Top median zone")
lowP1 = plot(lowShortEMA, color = color.new(color.blue, 100), title = "Bottom median zone")
plot(EMA, color = color.new(color.gray, 100), title = "EMA")
//1D bands [not used]
//highP2 = plot(bandsHigh)
//lowP2 = plot(bandsLow)
//Lower reversion zone bands [plot]
highP3 = plot(shortbandsHighEMA, color = color.new(color.yellow, 100), title = "Lower sell zone")
lowP3 = plot(shortbandsLowEMA, color = color.new(color.teal, 100), title = "Higher buy zone")
//Higher reversion zone bands [plot]
phiPlotHigh = plot(phiExtensionHighEMA, color = color.new(color.red, 100), title = "Top sell zone")
phiPlotLow = plot(phiExtensionLowEMA, color = color.new(color.green, 100), title = "Bottom buy zone")
//==============================================//
//Sell zone region [fill]
fill(phiPlotHigh, highP3, color.new(color.red, 85), title = "Sell zone")
//Buy zone region [fill]
fill(lowP3, phiPlotLow, color.new(color.green, 85), title = "Buy zone")
//Median zone region [fill]
fill(highP1, lowP1, color.new(color.gray, 70), title = "Median zone")
//====================================================================================================//
//*****************************
//assign bands for counter trend entry
float CTbandTop = na
float CTbandBottom = na
if whichCTband == 'Inner'
CTbandTop := shortbandsHighEMA
CTbandBottom := shortbandsLowEMA
else
CTbandTop := phiExtensionHighEMA
CTbandBottom := phiExtensionLowEMA
//build variables for open/closing conditions on crosses of middle EMA bands
crossUpTopMB = open < highShortEMA and close > highShortEMA
wiggleUpTopMB = open > highShortEMA and close > highShortEMA and close[1] <= highShortEMA[1]
crossDownTopMB = open > highShortEMA and close < highShortEMA
wiggleDownTopMB = open < highShortEMA and close < highShortEMA and close[1] >= highShortEMA[1]
crossUpBotMB = open < lowShortEMA and close > lowShortEMA
wiggleUpBotMB = open > lowShortEMA and close > lowShortEMA and close[1] <= lowShortEMA[1]
crossDownBotMB = open > lowShortEMA and close < lowShortEMA
wiggleDownBotMB = open < lowShortEMA and close < lowShortEMA and close[1] >= lowShortEMA[1]
crossUpBotInnerRB = open < shortbandsLowEMA and close > shortbandsLowEMA
wiggleUpBotInnerRB = open > shortbandsLowEMA and close > shortbandsLowEMA and close[1] <= shortbandsLowEMA[1]
crossUpBotOuterRB = open < phiExtensionLowEMA and close > phiExtensionLowEMA
wiggleUpBotOuterRB = open > phiExtensionLowEMA and close > phiExtensionLowEMA and close[1] <= phiExtensionLowEMA[1]
crossUpTopInnerRB = open < shortbandsHighEMA and close > shortbandsHighEMA
wiggleUpTopInnerRB = open > shortbandsHighEMA and close > shortbandsHighEMA and close[1] <= shortbandsHighEMA[1]
crossUpTopOuterRB = open < phiExtensionHighEMA and close > phiExtensionHighEMA
wiggleUpTopOuterRB = open > phiExtensionHighEMA and close > phiExtensionHighEMA and close[1] <= phiExtensionHighEMA[1]
crossDownBotInnerRB = open > shortbandsLowEMA and close < shortbandsLowEMA
wiggleDownBotInnerRB = open < shortbandsLowEMA and close < shortbandsLowEMA and close[1] >= shortbandsLowEMA[1]
crossDownBotOuterRB = open > phiExtensionLowEMA and close < phiExtensionLowEMA
wiggleDownBotOuterRB = open < phiExtensionLowEMA and close < phiExtensionLowEMA and close[1] >= phiExtensionLowEMA[1]
crossDownTopInnerRB = open > shortbandsHighEMA and close < shortbandsHighEMA
wiggleDownTopInnerRB = open < shortbandsHighEMA and close < shortbandsHighEMA and close[1] >= shortbandsHighEMA[1]
crossDownTopOuterRB = open > phiExtensionHighEMA and close < phiExtensionHighEMA
wiggleDownTopOuterRB = open < phiExtensionHighEMA and close < phiExtensionHighEMA and close[1] >= phiExtensionHighEMA[1]
longBounce = open > highShortEMA and close > highShortEMA and low < highShortEMA
shortBounce = open < lowShortEMA and close < lowShortEMA and high > lowShortEMA
//build variables for counter trend trades closing conditions
CTlongCloseCond = (i_CTlongCloseCond == 'Cross Inner Sell Zone' ? (crossUpTopInnerRB or wiggleUpTopInnerRB) : (i_CTlongCloseCond == 'Cross Outer Sell Zone' ? (crossUpTopOuterRB or wiggleUpTopOuterRB) : (i_CTlongCloseCond == 'Cross Top Middle Band' ? (crossUpTopMB or wiggleUpTopMB) : (i_CTlongCloseCond == 'Cross Bottom Middle Band' ? (crossUpBotMB or wiggleUpBotMB) : (i_CTlongCloseCond == 'Cross Inner Buy Zone' ? (crossUpBotInnerRB or wiggleUpBotInnerRB) : (i_CTlongCloseCond == 'Cross Outer Buy Zone' ? (crossUpBotOuterRB or crossUpBotOuterRB) : (i_CTlongCloseCond == 'First Leledc' ? major == -1 : (i_CTlongCloseCond == 'First BB Exhaustion' ? OSOBcolor == color.yellow : na))))))))
CTlongTP = (i_CTlongCloseCond == 'Touch Inner Buy Zone' ? shortbandsLowEMA : (i_CTlongCloseCond == 'Touch Top Middle Band' ? highShortEMA : (i_CTlongCloseCond == 'Touch Bottom Middle Band' ? lowShortEMA : (i_CTlongCloseCond == 'Touch Inner Sell Zone' ? shortbandsHighEMA : (i_CTlongCloseCond == 'Touch Outer Sell Zone' ? phiExtensionHighEMA : na)))))
CTshortCloseCond = (i_CTshortCloseCond == 'Cross Inner Buy Zone' ? (crossDownBotInnerRB or wiggleDownBotInnerRB) : (i_CTshortCloseCond == 'Cross Outer Buy Zone' ? (crossDownBotOuterRB or wiggleDownBotOuterRB) : (i_CTshortCloseCond == 'Cross Bottom Middle Band' ? (crossDownBotMB or wiggleDownBotMB) : (i_CTshortCloseCond == 'Cross Top Middle Band' ? (crossDownTopMB or wiggleDownTopMB) : (i_CTshortCloseCond == 'Cross Inner Sell Zone' ? (crossDownTopInnerRB or wiggleDownTopInnerRB) : (i_CTshortCloseCond == 'Cross Outer Sell Zone' ? (crossDownTopOuterRB or crossDownTopOuterRB) : (i_CTshortCloseCond == 'First Leledc' ? major == 1 : (i_CTshortCloseCond == 'First BB Exhaustion' ? OSOBcolor == color.blue : na))))))))
CTshortTP = (i_CTshortCloseCond == 'Touch Inner Sell Zone' ? shortbandsHighEMA : (i_CTshortCloseCond == 'Touch Bottom Middle Band' ? lowShortEMA : (i_CTshortCloseCond == 'Touch Top Middle Band' ? highShortEMA : (i_CTshortCloseCond == 'Touch Inner Buy Zone' ? shortbandsLowEMA : (i_CTshortCloseCond == 'Touch Outer Buy Zone' ? phiExtensionLowEMA : na)))))
shortMidBreak = crossDownBotMB or wiggleDownBotMB
longMidBreak = crossUpTopMB or wiggleUpTopMB
//==============================================//
//longs open
if needLong
if useSlowEMA
if longMidBreak and close > slowEMA and open < highShortEMA
strategy.entry('Long', strategy.long)
else if longMidBreak
strategy.entry('Long', strategy.long)
if strategy.position_size == 0 and s_longBounce
if useSlowEMA
if close > slowEMA and longBounce
strategy.entry('Long', strategy.long)
else if longBounce
strategy.entry('Long', strategy.long)
//shorts open
if needShort
if useSlowEMA
if shortMidBreak and close < slowEMA and open > lowShortEMA
strategy.entry('Short', strategy.short)
else if shortMidBreak
strategy.entry('Short', strategy.short)
if strategy.position_size == 0 and s_shortBounce
if useSlowEMA
if close < slowEMA and shortBounce
strategy.entry('Short', strategy.short)
else if shortBounce
strategy.entry('Short', strategy.short)
//==============================================//
//calculate how many leledc bars between current bar and current position entry
int countLongLele = 0
int countShortLele = 0
int numLele = switch whichLele
'First' => 1
'Second' => 2
'Third' => 3
'Fourth' => 4
'Fifth' => 5
int i = 0
//count leles for longs
if strategy.position_size > 0
if useLele and numLele > 1
while i <= 200
if strategy.position_size[i] <= 0
break
if bar_index[i] == 0
break
if major[i] == -1
countLongLele += 1
if countLongLele == numLele
break
i += 1
//count leles for shorts
if strategy.position_size < 0
if useLele and numLele > 1
while i <= 200
if strategy.position_size[i] >= 0
break
if bar_index[i] == 0
break
if major[i] == 1
countShortLele += 1
if countShortLele == numLele
break
i += 1
//countBullLeles() =>
// count = 0
// int n = 0
// while n <= 200 and strategy.position_size[n] > 0
// if major[n] == -1
// count += 1
// return_1 = count
// return_1
//countBearLeles() =>
// count = 0
// int n = 0
// while n <= 200 and strategy.position_size[n] < 0
// if major[n] == 1
// count += 1
// return_1 = count
// return_1
//calculate how many BB extension bars between current bar and current position entry
int countLongBBs = 0
int countShortBBs = 0
int numBBs = switch whichBBext
'First' => 1
'Second' => 2
'Third' => 3
int n = 0
//count BB Extension bars for longs
if strategy.position_size > 0
if useBBExtend and numBBs > 1
while n <= 200
if strategy.position_size[n] <= 0
break
if bar_index[n] == 0
break
if OSOBcolor[n] == color.yellow
countLongBBs += 1
if countLongBBs == numBBs
break
n+= 1
//count BB Extension bars for shorts
if strategy.position_size < 0
if useBBExtend and numBBs > 1
while n <= 200
if strategy.position_size[n] >= 0
break
if bar_index[n] == 0
break
if OSOBcolor[n] == color.blue
countShortBBs += 1
if countShortBBs == numBBs
break
n+= 1
//identify bars crossing under extreme overbought/oversold reversion bands for strategy exits and color
showReverBars = input.bool(title='Enable Buy/Sell zone failure bar coloring', defval=false, group='Visual Elements')
whichReverBand = input.string(title='Which Buy/Sell zone?', defval='Inner', options=['Inner', 'Outer'], group='Close Conditions')
float reverBandTop = na
float reverBandBottom = na
if whichReverBand == 'Inner'
reverBandTop := shortbandsHighEMA
reverBandBottom := shortbandsLowEMA
else
reverBandTop := phiExtensionHighEMA
reverBandBottom := phiExtensionLowEMA
crossUpRB = open < reverBandBottom and close > reverBandBottom
wiggleUpRB = open > reverBandBottom and close > reverBandBottom and close[1] <= reverBandBottom[1]
crossDownRB = open > reverBandTop and close < reverBandTop
wiggleDownRB = open < reverBandTop and close < reverBandTop and close[1] >= reverBandTop[1]
reverBarColor = crossDownRB or (wiggleDownRB and not crossDownRB[1]) ? color.orange : crossUpRB or (wiggleUpRB and not crossUpRB[1]) ? color.purple : na
//return true after specified number of bars (numBars) closes inside the mid bands but no breakout
inMid = close > lowShortEMA and close < highShortEMA and open > lowShortEMA and open < highShortEMA
isAllMid() =>
AllMid = true
for t = 0 to numBars by 1
if longMidBreak[t] or shortMidBreak[t]
AllMid := false
AllMid
//==============================================//
//longs close
if strategy.position_size > 0
if reverBandClose
if reverBarColor == color.orange
strategy.close('Long', comment = 'Close Long')
if useBBExtend and numBBs == 1
if OSOBcolor == color.yellow
strategy.close('Long', comment = 'Close Long')
if needCTshort and CTshortType == 'BB Exhaustion'
if open > CTbandTop
strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
if useBBExtend and numBBs > 1
if countLongBBs == numBBs
strategy.close('Long', comment = 'Close Long')
if needCTshort and CTshortType == 'BB Exhaustion'
if open > CTbandTop
strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
if useLele and numLele == 1
if major == -1
strategy.close('Long', comment = 'Close Long')
if needCTshort and CTshortType == 'Leledc'
if high > CTbandTop
strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
if useLele and numLele > 1
if countLongLele == numLele
strategy.close('Long', comment = 'Close Long')
if needCTshort and CTshortType == 'Leledc'
if high > CTbandTop
strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
if midClose == 'Nearest band'
if crossDownTopMB or wiggleDownTopMB
strategy.close('Long', comment = 'Close Long')
if midClose == 'Opposite band'
if crossDownBotMB or wiggleDownBotMB
strategy.close('Long', comment = 'Close Long')
if midClose == 'Delayed bars inside'
if crossDownBotMB or wiggleDownBotMB
strategy.close('Long', comment = 'Close Long')
if isAllMid()
if open[numBars] > highShortEMA and close[numBars] < highShortEMA and inMid
strategy.close('Long', comment = 'Close Long')
//shorts close
if strategy.position_size < 0
if reverBandClose
if reverBarColor == color.purple
strategy.close('Short', comment = 'Close Short')
if useBBExtend and numBBs == 1
if OSOBcolor == color.blue
strategy.close('Short', comment = 'Close Short')
if needCTlong and CTlongType == 'BB Exhaustion'
if open < CTbandBottom
strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction=strategy.long)
if useBBExtend and numBBs > 1
if countShortBBs == numBBs
strategy.close('Short', comment = 'Close Short')
if needCTlong and CTlongType == 'BB Exhaustion'
if open < CTbandBottom
strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction=strategy.long)
if useLele and numLele == 1
if major == 1
strategy.close('Short', comment = 'Close Short')
if needCTlong and CTlongType == 'Leledc'
if low < CTbandBottom
strategy.entry(id='Counter Trend Long', comment= 'CT Long', direction=strategy.long)
if useLele and numLele > 1
if countShortLele == numLele
strategy.close('Short', comment = 'Close Short')
if needCTlong and CTlongType == 'Leledc'
if low < CTbandBottom
strategy.entry(id='Counter Trend Long', comment= 'CT Long', direction=strategy.long)
if midClose == 'Nearest band'
if crossUpBotMB or wiggleUpBotMB
strategy.close('Short', comment = 'Close Short')
if midClose == 'Opposite band'
if crossUpTopMB or wiggleUpTopMB
strategy.close('Short', comment = 'Close Short')
if midClose == 'Delayed bars inside'
if crossUpTopMB or wiggleUpTopMB
strategy.close('Short', comment = 'Close Short')
if isAllMid()
if open[numBars] < lowShortEMA and close[numBars] > lowShortEMA and inMid
strategy.close('Short', comment = 'Close Short')
//==============================================//
//counter trend opens and closes
CTlongSL = strategy.position_avg_price * (1 - i_CTlongSL / 100)
CTshortSL = strategy.position_avg_price * (1 + i_CTshortSL / 100)
//CT longs open
if needCTlong and strategy.position_size == 0
if CTlongType == 'Leledc'
if major == 1
if low < CTbandBottom
strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction = strategy.long)
else
if OSOBcolor == color.blue
strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction = strategy.long)
//CT longs closed
if strategy.position_size > 0 and strategy.opentrades.entry_id(strategy.opentrades - 1) == 'Counter Trend Long'
if i_CTlongSL > 0
if na(CTlongTP)
strategy.exit(id='Counter Trend Long', stop=CTlongSL, comment = 'CT Long SL')
else
strategy.exit(id='Counter Trend Long', stop=CTlongSL, limit=CTlongTP, comment = 'CT Long TP/SL')
else if i_CTlongSL == 0
strategy.exit(id='Counter Trend Long', limit=CTlongTP, comment = 'CT Long TP')
if CTlongCloseCond
strategy.close(id='Counter Trend Long', comment = 'Close CT Long')
//CT shorts open
if needCTshort and strategy.position_size == 0
if CTshortType == 'Leledc'
if major == -1
if high > CTbandTop
strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short)
else
if OSOBcolor == color.yellow
strategy.entry(id='Counter Trend Short', comment= 'CT Short', direction=strategy.short)
//CT shorts closed
if strategy.position_size < 0 and strategy.opentrades.entry_id(strategy.opentrades - 1) == 'Counter Trend Short'
if i_CTshortSL > 0
if na(CTshortTP)
strategy.exit(id='Counter Trend Short', stop=CTshortSL, comment = 'CT Short SL')
else
strategy.exit(id='Counter Trend Short', stop=CTshortSL, limit=CTshortTP, comment = 'CT Short TP/SL')
else if i_CTshortSL == 0
strategy.exit(id='Counter Trend Short', limit=CTshortTP, comment = 'CT Short TP')
if CTshortCloseCond
strategy.close(id='Counter Trend Short', comment = "Close CT Short")
//default position
if alwaysLong and not alwaysShort and strategy.position_size == 0
if useSlowEMA
if close > slowEMA
strategy.entry(id='Default Long', comment = 'Default Long', direction=strategy.long)
else
strategy.entry(id='Default Long', comment='Default Long', direction=strategy.long)
if alwaysShort and not alwaysLong and strategy.position_size == 0
if useSlowEMA
if close < slowEMA
strategy.entry(id='Default Short', comment = 'Default Short', direction=strategy.short)
else
strategy.entry(id='Default Short', comment='Default Short', direction=strategy.short)
//set bar colors
trendColor = input.bool(title='Enable Trend Bar Color', tooltip='Color bars green when above mid bands, red when below, and gray when inside. Dark green and dark red bars signal a position is kept open from the delayed close settings.', defval=false, group='Visual Elements')
var colorBar = color.new(color.white, 50)
if trendColor
if switch1
if showReverBars
if reverBarColor == color.purple or reverBarColor == color.orange
colorBar := reverBarColor
else if OSOBcolor == color.yellow or OSOBcolor == color.blue
colorBar := OSOBcolor
else if close > highShortEMA
if (alwaysShort or needCTshort) and strategy.position_size < 0
colorBar := color.new(color.red, 0)
else
colorBar := color.new(color.green, 0)
else if close < lowShortEMA
if (alwaysLong or needCTlong) and strategy.position_size > 0
colorBar := color.new(color.green, 0)
else
colorBar := color.new(color.red, 0)
else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
colorBar := color.new(#0a6136, 20)
else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
colorBar := color.new(#600008, 20)
else
colorBar := color.new(color.gray, 0)
else
if OSOBcolor == color.yellow or OSOBcolor == color.blue
colorBar := OSOBcolor
else if close > highShortEMA
if (alwaysShort or needCTshort) and strategy.position_size < 0
colorBar := color.new(color.red, 0)
else
colorBar := color.new(color.green, 0)
else if close < lowShortEMA
if (alwaysLong or needCTlong) and strategy.position_size > 0
colorBar := color.new(color.green, 0)
else
colorBar := color.new(color.red, 0)
else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
colorBar := color.new(#0a6136, 20)
else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
colorBar := color.new(#600008, 20)
else
colorBar := color.new(color.gray, 0)
else if showReverBars
if reverBarColor == color.purple or reverBarColor == color.orange
colorBar := reverBarColor
else if close > highShortEMA
if (alwaysShort or needCTshort) and strategy.position_size < 0
colorBar := color.new(color.red, 0)
else
colorBar := color.new(color.green, 0)
else if close < lowShortEMA
if (alwaysLong or needCTlong) and strategy.position_size > 0
colorBar := color.new(color.green, 0)
else
colorBar := color.new(color.red, 0)
else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
colorBar := color.new(#0a6136, 20)
else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
colorBar := color.new(#600008, 20)
else
colorBar := color.new(color.gray, 0)
else
if close > highShortEMA
if (alwaysShort or needCTshort) and strategy.position_size < 0
colorBar := color.new(color.red, 0)
else
colorBar := color.new(color.green, 0)
else if close < lowShortEMA
if (alwaysLong or needCTlong) and strategy.position_size > 0
colorBar := color.new(color.green, 0)
else
colorBar := color.new(color.red, 0)
else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
colorBar := color.new(#0a6136, 20)
else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band')
colorBar := color.new(#600008, 20)
else
colorBar := color.new(color.gray, 0)
else if switch1
if showReverBars
if reverBarColor == color.purple or reverBarColor == color.orange
colorBar := reverBarColor
else if OSOBcolor == color.yellow or OSOBcolor == color.blue
colorBar := OSOBcolor
else
colorBar := na
else
if OSOBcolor == color.yellow or OSOBcolor == color.blue
colorBar := OSOBcolor
else
colorBar := na
else if showReverBars
if reverBarColor == color.purple or reverBarColor == color.orange
colorBar := reverBarColor
else
colorBar := na
else
colorBar := na
barcolor(colorBar)
もっと
- 多指標量的な取引戦略
- 全暗号スウィング ALMA クロス MACD 定量戦略
- 2つの移動平均逆転取引戦略
- アダプティブ 価格 チャネル 戦略
- カメの脱出戦略
- 平均逆転封筒 移動平均戦略
- モメントブレイク 移動平均取引戦略
- ダイナミック・グリッド・トレード・マネジメント戦略
- 動的移動平均を追跡する戦略
- 2倍移動平均振動取引戦略
- 急速なRSI戦略分析
- 適応性波動性ブレイクアウト取引戦略
- 高マイナス指数関数移動平均株戦略
- ドンチアン運河からの脱出戦略
- ビットコイン - MAクロスオーバー戦略
- フィッシャー・トランスフォーマー バックテスト戦略
- 123 逆転とSTARC帯のコンボ戦略
- TFOとATRに基づくトレンド追跡ストップ損失戦略
- 大喜び 多要素量策
- フォローライン戦略