QQE 지표에 기반한 동력 거래 전략

저자:차오장, 날짜: 2024-01-22 16:32:19
태그:

基于QQE指标的动量交易策略

개요

이 전략은 QQE (quantitative qualitative estimate) 지표에 기반한 동력 거래 전략이다. 그것은 QQE 지표를 사용하여 주식 가격의 기회를 식별하고 이동 평균 지표와 결합하여 가짜 신호를 필터한다.

전략적 원칙

该策略使用3种QQE指标的交叉来识别买入/卖出机会:

  1. QQE 곡선과 0축의 교차 (XZ): 과잉 구매/오버 판매 영역에서 주식 가격이 반전되는 초기 신호를 나타냅니다.

  2. QQE 곡선과 빠른 QQE 라인의 교차 (XQ): 주식 가격의 단기 조정이 발생할 기회를 나타냅니다.

  3. QQE 곡선과 RSI 영역의 통로 교차 (XC): 주식 가격 중간에 조정되는 기회를 나타냅니다.

当识别到买入/卖出信号时,该策略还会检查移动平均线指标作为额外的过滤条件,避免在非趋势情况下产生错误交易:

  1. 빠른 이동 평균은 중간 이동 평균보다 높고, 중간 이동 평균은 느린 이동 평균보다 높다.

  2. 중속 이동 평균선 방향은 상승 (多信号) 또는 하락 (空信号) 이다.

전략적 장점

该策略结合QQE指标识别买入/卖出机会和移动平均线过滤来提高信号质量,主要有以下优势:

  1. QQE 지표는 다른 크로스 포메이션을 통해 다른 수준의 주식 가격의 기회를 식별합니다.

  2. 이동평균은 가짜 돌파구와 같은 잘못된 신호를 효과적으로 필터링합니다.

  3. 다양한 품종과 시간 주기로 적용할 수 있는 설정 가능한 패러미터.

  4. 개별적으로 QQE 지표의 조합을 사용할 수도 있고 다른 필터 지표와 결합할 수도 있습니다.

전략적 위험

이 전략의 주요 위험은 다음과 같습니다:

  1. 하지만 이 모든 것은 부자들에 대한 잘못된 신호를 더 많이 불러일으킬 수 있습니다.

  2. 이동평균은 Lagging 지표로 사용되며, 때로는 일부 올바른 신호를 필터링합니다.

  3. 파라미터 설정이 잘못되면 리고가 확장되거나 기회를 놓칠 수 있습니다.

  4. 이 경우, 적당한 손해 방지 장치가 필요합니다.

전략 최적화

이 전략은 다음과 같은 몇 가지 측면에서 최적화 될 수 있습니다:

  1. QQE 매개 변수를 조정하여 다양한 변동성 주식을 조정합니다.

  2. 이동평균 매개 변수를 최적화하여 필터링 효과를 개선합니다.

  3. 거래량 필터와 같은 다른 조건을 추가합니다.

4. 손해배상 방지 장치에 가입하여 거래 위험을 통제하십시오.

  1. 실제 거래 결과를 평가하고 중요한 매개 변수를 최적화합니다.

요약

이 전략은 QQE 지표의 파견 지점 식별과 이동 평균의 방향 필터링을 통합하여 높은 품질의 동력 거래 전략을 형성한다. 이 전략의 매개 변수는 구성성이 강하여 차별화 요구 사항을 충족시킬 수 있다. 적절한 스톱 및 스톱 손실을 추가하면 안정적인 수익을 얻을 수 있다.


/*backtest
start: 2023-01-15 00:00:00
end: 2024-01-21 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
//

//*** START of COMMENT OUT [Alerts]
strategy(title="Momentum Trading By Mahfuz Azim", shorttitle="Momentum Trading v1.6 By Mahfuz Azim", overlay=true)
//*** END of COMMENT OUT [Alerts]
//<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//

//>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>//
//*** START of COMMENT OUT [BackTest]
//study(title="[Alerts]QQE Cross v6.0 by Mahfuz Azim", shorttitle="[AL]QQEX v6.0", overlay=true,max_bars_back=2000)
//*** END of COMMENT OUT [BackTest]

//
// Author:  Mahfuz Azim
// Date:    21-April-2021
// Version: v 0.1.5 , Major Release July-2021
//
// Description:
//  A following indicator is Trend following that uses fast QQE crosses with Moving Averages
//  for trend direction filtering. QQE or Qualitative Quantitative Estimation is based 
//  on the relative strength index (RSI), but uses a smoothing technique as an additional 
//  transformation. Three crosses can be selected (all selected by default): 
//    - Smooth RSI signal crossing ZERO (XZ)
//    - Smooth RSI signal crossing Fast QQE line (XQ), this is like an early warning swing signal.
//    - Smooth RSI signal exiting the RSI Threshhold Channel (XC), this is like a confirmed swing signal.
//      An optimumal Smooth RSI threshold level is between 5% and 10% (default=10), it helps reduce
//      the false swings.
//  These signals can be selected to Open Short/Long and/or Close a trade, default is XC open
//  trade and XQ (or opposite open) to Close trade.
//
//  The (LONG/SHORT) alerts can be optionally filtered by the Moving Average Ribbons:
//    - For LONG alert the Close must be above the fast MA Ribbon and 
//        fast MA Ribbon must be above the slow MA Ribbon.
//    - For SHORT alert the Close must be below the fast MA Ribbon and
//        fast MA Ribbon must be below the slow MA Ribbon.
//  and/or directional filter:
//    - For LONG alert the Close must be above the medium MA and the
//      directional of both MA ribbons must be Bullish.
//    - For SELL alert the Close must be below the medium MA and the
//      directional of both MA ribbons must be Bearish.
//
//  This indicator is designed to be used as a Signal to Signal trading BOT 
//  in automatic or semi-automatic way (start and stop when conditions are suitable).
//  - For LONG and SHORT alerts I recommend you use "Once per Bar" alarm option
//  - For CLOSE alerts I recommend you use "Once per Bar Close" alarm option
//  (* The script has been designed so that long/short signals come at start of candles *)
//  (* and close signals  come at the end of candles                                    *)
//
// Mofidifications:
//  0.1.5 - Major Release Version
//      - Added second MA ribbon to help filter signals to the trend direction.
//      - Modified Alert filtering to include second MA Ribbon
//      - Change default settings to reflect Signal to Signal BOT parameters.
//      - Removed older redunant alerts.
//
//  0.1.4 - Development series
//
//  0.1.3 - Fix bug with painting Buy/Sell arrows when non-repaint shunt mode selected.
//      - Added option to alert just the first Buy/Sell alert after a trend swing
//      - Added Long and Short Alarms. When combined with the "first Buy/Sell" in trend option,
//        It is now possible to use this indicator to interface with AutoView 
//        or ProfitView. I suggest using the "QQEX XZ Alert" alarm to exit Long or Short
//        trade. Use only "Once per bar Close" option for Alarms. This is not a full
//        fledged trading BOT though with TP/SL settings.
//
//      - Changed QQE defaults to be a bit smoother (8, 5, 3) instead of (6, 3, 2.618).
//
//  0.1.21 - Added implied GPL copyright notice.
//      - Changed defaults to use HullMAs instead of EMAs.
//  0.1.2 - No repaint on BUY/SELL alert, however, now trades should be taken when the BUY/SELL
//        Alert is displayed. The alarm is still generated on the previous candle so you can
//        still get a pre-warning, this enables you time to analyse the pending alert.
//      - Added option to test success of alerted trades, highlight successful and failed trade bars
//        and show simple stats: success rate and number of trades (out of 5000), this will help
//        tune the settings for timeframe and currency PAIR.
//  0.1.1 - Added code to use the medium moving average (EMA20) rising/falling for additional
//        trend direction filter.
//      - Remove Moving Average cross over signals and other options not used in this indicator.
//      - Added code to distinguish between the crosses, now only show Thresh Hold crosses as BUY/SELL
//        alerts.
//      - Modidied default settings to more well known MA's and slightly different QQE settings, these
//        work well at lower timeframes.
//      - Added circle plots at bottom of chart to show when actual BUY/SELL alerts occur.
//  0.1 - original
//
// References:
//  Some Code borrowed from:
//  - "Scalp Jockey - MTF MA Cross Visual Strategizer by JayRogers"
//  - "QQE MT4 by glaz"
//  Inspiration from:
//  - http://www.forexstrategiesresources.com/binary-options-strategies-ii/189-aurora-binary-trading/
//  - http://www.forexstrategiesresources.com/metatrader-4-trading-systems-v/652-qqe-smoothed-trading/
//  - http://dewinforex.com/forex-indicators/qqe-indicator-not-quite-grail-but-accurately-defines-trend-and-flat.html
//  - "Binary option trading by two previous bars" by radixvinni
//
//
// -----------------------------------------------------------------------------
// 
//
// Copyright 2021 Mahfuz Azim
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
// 
// The GNU General Public License can be found here
// <http://www.gnu.org/licenses/>.
//
// -----------------------------------------------------------------------------
//

// Use Alternate Anchor TF for MAs 
anchor     = input(4,minval=0,maxval=100,title="Relative TimeFrame Multiplier for Second MA Ribbon (0=none, max=100)")
//

// - INPUTS START
// Fast MA - type, source, length
showAvgs     = input(true,title="Show Moving Average Lines")
type1   = input(defval="EMA", title="Fast MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len1    = input(defval=16, title="Fast - Length", minval=1)
gamma1  = 0.33
// Medium Fast MA - type, source, length
type2   = input(defval="EMA", title="Medium MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len2    = input(defval=21, title="Medium - Length", minval=1)
gamma2  = 0.55
// Slow MA - type, source, length
type3   = input(defval="EMA", title="Slow MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len3    = input(defval=26, title="Slow Length", minval=1)
gamma3  = 0.77
//
// QQE rsi Length, Smoothing, fast ATR factor, source
RSILen  = input(14,title='RSI Length')
SF      = input(8,title='RSI Smoothing Factor')
QQEfactor  = input(5.0,type=float,title='Fast QQE Factor')
threshhold = input(10, title="RSI Threshhold")
//
sQQEx   = input(true,title="Show QQE Signal crosses")
sQQEz   = input(false,title="Show QQE Zero crosses")
sQQEc   = input(true,title="Show QQE Thresh Hold Channel Exits")
//
tradeSignal = input("XC", title="Select which QQE signal to Buy/Sell", options=["XC","XQ","XZ"])
closeSignal = input("XQ", title="Select which QQE signal to Close Order", options=["XC","XQ","XZ"])
//
xfilter = input(true, title="Filter XQ Buy/Sell Orders by Threshold" )
filter  = input(false,title="Use Moving Average Filter")
dfilter = input(true, title="Use Trend Directional Filter" )
ufirst  = input(false, title="Only Alert First Buy/Sell in a new Trend")
RSIsrc  = input(close,title="Source")

src     = RSIsrc // MA source
srcclose= RSIsrc

///////////////////////////////////////////////
//* Backtesting Period Selector | Component *//
///////////////////////////////////////////////

//* https://www.tradingview.com/script/eCC1cvxQ-Backtesting-Period-Selector-Component *//
//* https://www.tradingview.com/u/pbergden/ *//
//* Modifications made by Mahfuz Azim*//


//>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>//
//*** START of COMMENT OUT [Alerts]

testStartYear = input(2018, "Backtest Start Year",minval=1980)
testStartMonth = input(6, "Backtest Start Month",minval=1,maxval=12)
testStartDay = input(12, "Backtest Start Day",minval=1,maxval=31)
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)

testStopYear = 9999 //input(9999, "Backtest Stop Year",minval=1980)
testStopMonth = 12 // input(12, "Backtest Stop Month",minval=1,maxval=12)
testStopDay = 31 //input(31, "Backtest Stop Day",minval=1,maxval=31)
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)

testPeriod = true

//*** END of COMMENT OUT [Alerts]
//<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//

// - INPUTS END


gold = #FFD700
AQUA = #00FFFFFF
BLUE = #0000FFFF
RED  = #FF0000FF
LIME = #00FF00FF
GRAY = #808080FF

// - FUNCTIONS

// - variant(type, src, len, gamma)
// Returns MA input selection variant, default to SMA if blank or typo.

// SuperSmoother filter
// © 2013  John F. Ehlers
variant_supersmoother(src,len) =>
    a1 = exp(-1.414*3.14159 / len)
    b1 = 2*a1*cos(1.414*3.14159 / len)
    c2 = b1
    c3 = (-a1)*a1
    c1 = 1 - c2 - c3
    v9 = 0.0
    v9 := c1*(src + nz(src[1])) / 2 + c2*nz(v9[1]) + c3*nz(v9[2])
    v9
    
variant_smoothed(src,len) =>
    v5 = 0.0
    v5 := na(v5[1]) ? sma(src, len) : (v5[1] * (len - 1) + src) / len
    v5

variant_zerolagema(src,len) =>
    ema1 = ema(src, len)
    ema2 = ema(ema1, len)
    v10 = ema1+(ema1-ema2)
    v10
    
variant_doubleema(src,len) =>
    v2 = ema(src, len)
    v6 = 2 * v2 - ema(v2, len)
    v6

variant_tripleema(src,len) =>
    v2 = ema(src, len)
    v7 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len)               // Triple Exponential
    v7
    
//calc Laguerre
variant_lag(p,g) =>
    L0 = 0.0
    L1 = 0.0
    L2 = 0.0
    L3 = 0.0
    L0 := (1 - g)*p+g*nz(L0[1])
    L1 := -g*L0+nz(L0[1])+g*nz(L1[1])
    L2 := -g*L1+nz(L1[1])+g*nz(L2[1])
    L3 := -g*L2+nz(L2[1])+g*nz(L3[1])
    f = (L0 + 2*L1 + 2*L2 + L3)/6
    f

// return variant, defaults to SMA 
variant(type, src, len, g) =>
    type=="EMA"     ? ema(src,len) : 
      type=="WMA"   ? wma(src,len): 
      type=="VWMA"  ? vwma(src,len) : 
      type=="SMMA"  ? variant_smoothed(src,len) : 
      type=="DEMA"  ? variant_doubleema(src,len): 
      type=="TEMA"  ? variant_tripleema(src,len): 
      type=="LAGMA" ? variant_lag(src,g) :
      type=="HullMA"? wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) :
      type=="SSMA"  ? variant_supersmoother(src,len) : 
      type=="ZEMA"  ? variant_zerolagema(src,len) : 
      type=="TMA"   ? sma(sma(src,len),len) : 
                      sma(src,len)

// - /variant 

// If have anchor specified, calculate the base multiplier, base on time in mins
//mult  = isintraday ? anchor==0 or interval<=0 or interval>=anchor or anchor>1440? 1 : round(anchor/interval) : 1
//mult := not isintraday?  1 : mult  // Only available Daily or less

// Anchor is a relative multiplier based on current TF.
mult = anchor>0 ? anchor : 1 

// - FUNCTIONS END

 
// - Fast ATR QQE
//
Wilders_Period = RSILen * 2 - 1
//
Rsi = rsi(RSIsrc,RSILen)
RSIndex = ema(Rsi, SF)
AtrRsi = abs(RSIndex[1] - RSIndex)
MaAtrRsi = ema(AtrRsi, Wilders_Period)
DeltaFastAtrRsi = ema(MaAtrRsi,Wilders_Period) * QQEfactor
//
newshortband=  RSIndex + DeltaFastAtrRsi
newlongband= RSIndex - DeltaFastAtrRsi
longband = 0.0
shortband=0.0
trend = 0
longband:=RSIndex[1] > longband[1] and RSIndex > longband[1] ? max(longband[1],newlongband) : newlongband
shortband:=RSIndex[1] < shortband[1] and  RSIndex < shortband[1] ? min(shortband[1],newshortband) : newshortband
trend:=cross(RSIndex, shortband[1])? 1 : cross(longband[1], RSIndex) ? -1 : nz(trend[1],1)
FastAtrRsiTL = trend==1 ? longband : shortband


// - SERIES VARIABLES
// MA's
ma_fast    = variant(type1, srcclose, len1, gamma1)
ma_medium  = variant(type2, srcclose, len2, gamma2)
ma_slow    = variant(type3, srcclose, len3, gamma3)
// MA's
ma_fast_alt    = variant(type1, srcclose, len1*mult, gamma1)
ma_medium_alt  = variant(type2, srcclose, len2*mult, gamma2)
ma_slow_alt    = variant(type3, srcclose, len3*mult, gamma3)

// Get Direction From Medium Moving Average
direction = rising(ma_medium,3) ? 1 : falling(ma_medium,3) ? -1 : 0
altDirection = rising(ma_medium_alt,3) ? 1 : falling(ma_medium_alt,3) ? -1 : 0
//
// Find all the QQE Crosses
QQExlong  = 0, QQExlong := nz(QQExlong[1])
QQExshort = 0, QQExshort := nz(QQExshort[1])
QQExlong  := FastAtrRsiTL< RSIndex ? QQExlong+1 : 0
QQExshort := FastAtrRsiTL> RSIndex ? QQExshort+1 : 0
// Zero cross
QQEzlong  = 0, QQEzlong := nz(QQEzlong[1])
QQEzshort = 0, QQEzshort := nz(QQEzshort[1])
QQEzlong  := RSIndex>=50 ? QQEzlong+1 : 0
QQEzshort := RSIndex<50 ? QQEzshort+1 : 0
//  
// Thresh Hold channel Crosses give the BUY/SELL alerts.
QQEclong  = 0, QQEclong := nz(QQEclong[1])
QQEcshort = 0, QQEcshort := nz(QQEcshort[1])
QQEclong  := RSIndex>(50+threshhold) ? QQEclong+1 : 0
QQEcshort := RSIndex<(50-threshhold) ? QQEcshort+1 : 0

//
// Check Filtering.
QQEflong = mult == 1 ? (not filter or (srcclose>ma_medium and ma_medium>ma_slow and ma_fast>ma_medium)) and (not dfilter or (direction>0 )) :
                       (not filter or (ma_medium>ma_medium_alt and srcclose>ma_fast and ma_fast>ma_medium)) and (not dfilter or (direction>0 and altDirection>0 and srcclose>ma_medium))
QQEfshort = mult == 1 ? (not filter or (srcclose<ma_medium and ma_medium<ma_slow and ma_fast<ma_medium)) and (not dfilter or (direction<0 )) :
                       (not filter or (ma_medium<ma_medium_alt and srcclose<ma_fast and ma_fast<ma_medium)) and (not dfilter or (direction<0 and altDirection<0 and srcclose<ma_medium))
  
QQExfilter = (not xfilter or  RSIndex>(50+threshhold) or RSIndex<(50-threshhold))
//
// Get final BUY / SELL alert determination
buy_ = 0, buy_ := nz(buy_[1])
sell_ = 0, sell_ := nz(sell_[1])

// Make sure Buy/Sell are non-repaint and occur after close signal.
buy_  := tradeSignal=="XC"? (QQEclong[1]==1 and QQEflong[1] ? buy_+1 : 0) :
         tradeSignal=="XQ"? (QQExlong[1]==1 and QQEflong[1] and QQExfilter[1]? buy_+1 : 0) :
         tradeSignal=="XZ"? (QQEzlong[1]==1 and QQEflong[1] ? buy_+1 : 0) :  0
sell_ := tradeSignal=="XC"? (QQEcshort[1]==1 and QQEfshort[1] ? sell_+1 : 0) : 
         tradeSignal=="XQ"? (QQExshort[1]==1 and QQEfshort[1] and QQExfilter[1]? sell_+1 : 0) : 
         tradeSignal=="XZ"? (QQEzshort[1]==1 and QQEfshort[1] ? sell_+1 : 0) : 0
//
// Find the first Buy/Sell in trend swing.
Buy = 0, Buy := nz(Buy[1])
Sell = 0, Sell := nz(Sell[1])
Buy := sell_>0 ? 0 : buy_==1 or Buy>0  ? Buy+1 : Buy
Sell := buy_>0 ? 0 : sell_==1 or Sell>0 ? Sell+1 : Sell

// Select First or all buy/sell alerts.
buy = ufirst ? Buy : buy_
sell = ufirst ? Sell : sell_

closeLong = 0, closeLong := nz(closeLong[1])
closeShort = 0, closeShort := nz(closeShort[1])
closeLong  := closeSignal=="XC" ? (QQEcshort==1 ? closeLong+1 : 0)  :
              closeSignal=="XQ" ? tradeSignal=="XQ" ? (QQExshort==1 ? closeLong+1 : 0) : ((QQExshort==1 or QQEzshort or QQEcshort) ? closeLong+1 : 0)  :
              closeSignal=="XZ" ? (QQEzshort==1 ? closeLong+1 : 0)  : 0
closeShort := closeSignal=="XC" ? (QQEclong==1 ? closeShort+1 : 0)  :
              closeSignal=="XQ" ? tradeSignal=="XQ" ? (QQExlong==1 ? closeShort+1 : 0) : ((QQExlong==1  or QQEzlong or QQEclong==1) ? closeShort+1 : 0)  :
              closeSignal=="XZ" ? (QQEzlong==1 ? closeShort+1 : 0)  : 0


tradestate = 0, tradestate := nz(tradestate[1])
tradestate := tradestate==0 ? (buy==1 ? 1 : sell==1 ? 2 : 0) : (tradestate==1 and closeLong==1) or (tradestate==2 and closeShort==1)? 0 : tradestate 

isLong  = change(tradestate) and tradestate==1
isShort =  change(tradestate) and tradestate==2
isCloseLong =  change(tradestate) and tradestate==0 and nz(tradestate[1])==1
isCloseShort =  change(tradestate) and tradestate==0 and nz(tradestate[1])==2

// - SERIES VARIABLES END

// - PLOTTING
// Ma's
tcolor = direction<0?red:green
ma1=plot(showAvgs?ma_fast:na, title="MA Fast", color=tcolor, linewidth=1, transp=0)
ma2=plot(showAvgs?ma_medium:na, title="MA Medium Fast", color=tcolor, linewidth=2, transp=0)
ma3=plot(showAvgs?ma_slow:na, title="MA Slow", color=tcolor, linewidth=1, transp=0)
fill(ma1,ma3,color=tcolor,transp=90)
// Ma's
altTcolor=altDirection<0?blue:aqua
ma4=plot(showAvgs and mult>1?ma_fast_alt:na, title="MA Fast", color=altTcolor, linewidth=1, transp=0)
ma5=plot(showAvgs and mult>1?ma_medium_alt:na, title="MA Medium Fast", color=altTcolor, linewidth=2, transp=0)
ma6=plot(showAvgs and mult>1?ma_slow_alt:na, title="MA Slow", color=altTcolor, linewidth=1, transp=0)
fill(ma4,ma6,color=altTcolor,transp=90)
// QQE exit from Thresh Hold Channel
plotshape(sQQEc and QQEclong==1 and not isLong, title="QQE X Over Channel", style=shape.triangleup, location=location.belowbar, text="XC", color=olive, transp=20, size=size.tiny)
plotshape(sQQEc and QQEcshort==1 and not isShort, title="QQE X Under Channel", style=shape.triangledown, location=location.abovebar, text="XC", color=red, transp=20, size=size.tiny)
// QQE crosses
plotshape(sQQEx and QQExlong==1 and QQEclong!=1 and not isLong, title="QQE Cross Over", style=shape.triangleup, location=location.belowbar, text="XQ", color=blue, transp=20, size=size.tiny)
plotshape(sQQEx and QQExshort==1 and QQEcshort!=1 and not isShort, title="QQE Cross Under", style=shape.triangledown, location=location.abovebar, text="XQ", color=black, transp=20, size=size.tiny)
// Signal crosses zero line
plotshape(sQQEz and QQEzlong==1 and QQEclong!=1 and not isLong and QQExlong!=1, title="QQE Zero Cross Over", style=shape.triangleup, location=location.belowbar, text="XZ", color=aqua, transp=20, size=size.tiny)
plotshape(sQQEz and QQEzshort==1 and QQEcshort!=1 and not isShort and QQExshort!=1, title="QQE Zero Cross Under", style=shape.triangledown, location=location.abovebar, text="XZ", color=fuchsia, transp=20, size=size.tiny)
//
//*** START of COMMENT OUT [BackTest]
//plotshape(isLong, title="QQEX Long", style=shape.arrowup, location=location.belowbar, text="Open\nLONG", color=lime, textcolor=green, transp=0, size=size.small)
//plotshape(isShort, title="QQEX Short", style=shape.arrowdown, location=location.abovebar, text="Open\nSHORT", color=red, textcolor=maroon, transp=0, size=size.small)
//plotshape(isCloseLong, title="QQEX Close Long", style=shape.arrowdown, location=location.abovebar, text="Close\nLONG", color=gray, textcolor=gray, transp=0, size=size.small)
//plotshape(isCloseShort, title="QQEX Close Short", style=shape.arrowup, location=location.belowbar, text="Close\nSHORT", color=gray, textcolor=gray, transp=0, size=size.small)
//*** END of COMMENT OUT [BackTest]

// - PLOTTING END

// - ALERTING

//*** START of COMMENT OUT [Alerts]
if testPeriod
    strategy.entry("Long", 1, when=isLong)
    strategy.close("Long", when=isCloseLong )
    strategy.entry("Short", 0,  when=isShort)
    strategy.close("Short", when=isCloseShort )
//end if
//*** END of COMMENT OUT [Alerts]

//*** START of COMMENT OUT [BackTest]
//
// Signal to Signal BOT Alerts.
//
//alertcondition(isLong,  title="QQEX Long", message="QQEX LONG")  // use "Once per Bar" option
//alertcondition(isShort, title="QQEX Short", message="QQEX SHORT") // use "Once per Bar" option
//alertcondition(isCloseLong, title="QQEX Close Long", message="QQEX CLOSE LONG") // use "Once per Bar Close" option
//alertcondition(isCloseShort, title="QQEX Close Short", message="QQEX CLOSE SHORT") // use "Once per Bar Close" option
//
//*** END of COMMENT OUT [BackTest]

// show only when alert condition is met and bar closed.
plotshape(isLong or isShort,title= "Cross Alert Completed", location=location.bottom, color=isShort?red:green, transp=0, style=shape.circle,size=size.auto,offset=0)
plotshape(isCloseShort[1] or isCloseLong[1],title= "Close Order", location=location.top, color=isCloseShort[1]?red:green, transp=0, style=shape.square,size=size.auto,offset=-1)

// - ALERTING END


//EOF

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