1. 사각형
2. 이동 평균 리본 전략

이동 평균 리본 전략

저자:차오장, 날짜: 2023-12-18 12:29:19
태그:

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//@version=4
strategy(title="Moving Average Ribbon", shorttitle="MA Ribbon", overlay=true)
src = input(close, type=input.source, title="Source")
matype = input(title="Input one in lowercase: sma, ema, wma, trima, zlema, dema, tema, or hma", type=input.string, defval="trima")
// possible values: sma, ema, wma, trima, zlema, dema, tema, hma (hull ma)



trima(_src, _len) =>
    sma(sma(_src, _len), _len)
hma(_src, _len) =>
    wma(2 * wma(_src, _len / 2) - wma(_src, _len), round(sqrt(_len)))
dema(_src, _len) =>
    2 * ema(_src, _len) - ema(ema(_src, _len), _len)
tema(_src, _len) =>
    3 * ema(_src, _len) - 3 * ema(ema(_src, _len), _len) + 
       ema(ema(ema(_src, _len), _len), _len)
zlema(_src, _len) =>
    ema(_src, _len) + ema(_src, _len) - ema(ema(_src, _len), _len)

ma(_src, _len) =>
    hma__1 = hma(_src, _len)
    ema_1 = ema(_src, _len)
    sma_1 = sma(_src, _len)
    wma_1 = wma(_src, _len)
    trima__1 = trima(_src, _len)
    zlema__1 = zlema(_src, _len)
    dema__1 = dema(_src, _len)
    tema__1 = tema(_src, _len)
    matype == "hma" ? hma__1 : matype == "ema" ? ema_1 : matype == "sma" ? sma_1 : 
       matype == "wma" ? wma_1 : matype == "trima" ? trima__1 : 
       matype == "zlema" ? zlema__1 : matype == "dema" ? dema__1 : tema__1

ma05 = ma(src, 5)
ma08 = ma(src, 8)
ma13 = ma(src, 13)
ma20 = ma(src, 20)
ma30 = ma(src, 30)
ma45 = ma(src, 45)
ma70 = ma(src, 70)
ma105 = ma(src, 105)
ma150 = ma(src, 150)
ma200 = ma(src, 200)




maColor(ma, maRef) =>
    if change(ma) <= 0 and ma05 < maRef
        color.new(color.red, 20)
    else
        if change(ma) >= 0 and ma05 > maRef
            color.new(color.navy, 20)
        else
            if change(ma) < 0 and ma05 > maRef
                color.new(color.red, 20)
            else
                if change(ma) >= 0 and ma05 < maRef
                    color.new(color.navy, 20)
                else
                    color.gray


aboveConfirmed(x,maRef)=>
    above=true
    for i=1 to x
        if close[i]<maRef[i] and not (close[i]>ma200[i]*1.01) and not (ma05[i]>ma105[i]*1.015)
            above:=false
    above


aboveMost(x,len)=>
    above=0
    boolean=false
    if close[len]>ma05[len]
        above:=above+1
    if close[len]>ma08[len]
        above:=above+1
    if close[len]>ma13[len]
        above:=above+1
    if close[len]>ma20[len]
        above:=above+1
    if close[len]>ma30[len]
        above:=above+1
    if close[len]>ma45[len]
        above:=above+1
    if close[len]>ma70[len]
        above:=above+1
    if close[len]>ma105[len]
        above:=above+1
    if close[len]>ma150[len]
        above:=above+1
    if close[len]>ma200[len]
        above:=above+1
    if(above>=x)
        boolean:=true
    boolean
    
belowMost(x,len)=>
    above=0
    boolean=false
    if close[len]<ma05[len]
        above:=above+1
    if close[len]<ma08[len]
        above:=above+1
    if close[len]<ma13[len]
        above:=above+1
    if close[len]<ma20[len]
        above:=above+1
    if close[len]<ma30[len]
        above:=above+1
    if close[len]<ma45[len]
        above:=above+1
    if close[len]<ma70[len]
        above:=above+1
    if close[len]<ma105[len]
        above:=above+1
    if close[len]<ma150[len]
        above:=above+1
    if close[len]<ma200[len]
        above:=above+1
    if(above>=x)
        boolean:=true
    boolean
        
        
belowConfirmed(x,maRef)=>
    below=true
    for i=1 to x
        if close[i]>maRef[i] and not (close[i]<maRef[i]*0.99) and not (ma05[i]<ma105[i]*0.985)
            below:=false
    below
            
            
//plotshape(aboveConfirmed(5,ma150),color=color.navy,location=location.abovebar,style=shape.triangleup,size=size.large,title="above",text="above")
            
plot(ma05, color=maColor(ma05, ma150), style=plot.style_line, title="MMA05", linewidth=2)
plot(ma08, color=maColor(ma08, ma150), style=plot.style_line, title="MMA08", linewidth=1)
plot(ma13, color=maColor(ma13, ma150), style=plot.style_line, title="MMA13", linewidth=1)
plot(ma20, color=maColor(ma20, ma150), style=plot.style_line, title="MMA20", linewidth=1)
plot(ma30, color=maColor(ma30, ma150), style=plot.style_line, title="MMA30", linewidth=1)
plot(ma45, color=maColor(ma45, ma200), style=plot.style_line, title="MMA45", linewidth=1)
plot(ma70, color=maColor(ma70, ma200), style=plot.style_line, title="MMA70", linewidth=2)
plot(ma105, color=maColor(ma105, ma200), style=plot.style_line, title="MMA105", linewidth=2)
plot(ma150, color=maColor(ma150, ma200), style=plot.style_line, title="MMA150", linewidth=3)
plot(ma200, color=maColor(ma200, ma200), style=plot.style_line, title="MM200", linewidth=3)


closeLong=belowMost(6,1) and belowMost(6,2) and belowMost(6,3)
closeShort=aboveMost(6,1) and aboveMost(6,2) and aboveMost(6,3)

isAbove=aboveConfirmed(5,ma200)
strategy.entry("short", false, when=belowConfirmed(3,ma200) and belowMost(8,1) and belowMost(8,2) and belowMost(8,3))
strategy.entry("long", true, when=aboveConfirmed(3,ma200) and aboveMost(8,1) and aboveMost(8,2) and aboveMost(8,3))




strategy.close("long",when=closeLong)
strategy.close("short",when=closeShort)

---

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