이 지표/연구 스크립트를 만든 이유는 같은 알레르트가 여러 번 발사되는 문제를 겪었기 때문입니다. 예를 들어, 이미 롱에 있을 때 긴 신호를 유발할 것입니다. 매우 기본적인 전략으로는 문제가 없을 것이라고 생각합니다. 하지만 더 큰 스크립트와 많은 변수로 인해 복잡성을 만드는 것 같습니다.
이것은 트레이딩 라인 오시레이터에 의해 해결되며 이전보다 새롭고 다른 위치로 전환 할 때만 알레르트를 유발합니다.
만약 당신이 롱에 있고 또 다시 롱을 신호하면, 이것은 경고 설정에서
이 빠른 예제 스크립트는 EMA 10, EMA 200, emaPlus1Atr 및 emaMinus1Atr를 사용합니다.
스크립트에서 사용하기 위해, 당신은 변경하고 자신의 BUY/SELL/EXIT 신호를 추가해야 합니다.
//// 여기서 구매/판매/출출 신호를 입력하세요: ////
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누군가 이것을 유용하게 찾기를 바랍니다. 아니면 여러분의 트레이딩 전략과 스크립트에 대한 추가적인 시각적 확인일 수도 있습니다.
백트 테스트
/*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)