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MACD yang lebih bijak

Penulis:ChaoZhang, Tarikh: 2022-05-16 16:51:56
Tag:RMAEMASMAWMAMACD

MACD klasik dengan garis puncak dan penurunan purata. Garis mendatar hijau dan merah yang lebih terang adalah purata puncak dan penurunan keseluruhan rentang, masing-masing. Yang kedua, lebih berani dari kedua-dua garis adalah purata puncak dan penurunan di atas dan di bawah purata puncak dan penurunan keseluruhan. Warna yang diisi adalah untuk membantu memvisualisasikan purata ini dan persediaan perdagangan yang mungkin.

Ujian belakang

img

/*backtest
start: 2022-05-08 00:00:00
end: 2022-05-14 23:59:00
period: 3m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//@author=Cryptonaut
//@ Cryptonaut
study("Smarter MACD", max_bars_back=500, max_labels_count=500, overlay=false, shorttitle="Smarter MACD")

///////////////////////////////////////////////////////////////////////////////////////////////////////
//  Miscellaneous block  //////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////
// Inputs
showTable = input(defval=true, group="Visibility Settings", title="Show right-side monitor?")

// Variables block
showMacd = true
negativeColor      = color.red
negativeColorFaded = color.new(color.red, 50)
neutralColor       = color.yellow
neutralColorFaded  = color.new(color.yellow, 50)
positiveColor      = color.green
positiveColorFaded = color.new(color.green, 50)
transparentColor   = color.new(color.white, 100)

darkTextColor  = color.black
lightTextColor = color.white

// Functions
getMa(type, src, length) =>
    float ma = 0

    if type == "EMA"
        ma := ema(src, length)
    else if type == "RMA"
        ma := rma(src, length)
    else if type == "SMA"
        ma := sma(src, length)
    else if type == "WMA"
        ma := wma(src, length)
    
    return = ma

// Calculations

// Plots
// SYMBOLS; ∅ ∇ ¤ ° » ↕ ↗ ↘ ↟ ↠ ↡ ∞ ∘ ∴ ∵ ∷ ⊛ ⊚ ⊙ ⊗ ⋆ ⌢ ⌣ ⌕ ⌖ ★ ✶

///////////////////////////////////////////////////////////////////////////////////////////////////////
//  MACD block  ///////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////
//  Calculation of trend and momentum                                                                //
///////////////////////////////////////////////////////////////////////////////////////////////////////
// Inputs
macdFastMaLength = input(defval=12, group="MACD Settings", title="MACD Fast MA Length")
macdSlowMaLength = input(defval=26, group="MACD Settings", title="MACD Slow MA Length")
macdSignalLength = input(defval=23, group="MACD Settings", title="MACD Signal Length")

// Variables block

// Functions
getMacd(fastMaLength, slowMaLength, signalLength) =>
    fastMa      = getMa("EMA", close, fastMaLength)
    slowMa      = getMa("EMA", close, slowMaLength)
    macd        = fastMa - slowMa
    macdSignal  = getMa("EMA", macd, signalLength)
    macdHistory = macd - macdSignal
    
    [macd, macdSignal, macdHistory]

// Calculations
[macd, macdSignal, macdHistory] = getMacd(macdFastMaLength, macdSlowMaLength, macdSignalLength)

macdGrowAbove = positiveColor
macdFallBelow = negativeColor
macdGrowBelow = negativeColorFaded
macdFallAbove = positiveColorFaded
macdColor     = (macdHistory >= 0) ? (macdHistory[1] < macdHistory ? macdGrowAbove : macdFallAbove) : (macdHistory[1] < macdHistory ? macdGrowBelow : macdFallBelow)
macdHistColor = (macdHistory >= 0) ? (macdHistory[1] < macdHistory ? color.new(macdGrowAbove, 50) : color.new(macdFallAbove, 75)) : (macdHistory[1] < macdHistory ? color.new(macdGrowBelow, 75) : color.new(macdFallBelow, 50))

macdBot       = 0.0
macdBotPoints = 0.0
macdBots      = 0
macdTop       = 0.0
macdTopPoints = 0.0
macdTops      = 0
if not barstate.isfirst
    macdBot       := macdBot[1]
    macdBotPoints := macdBotPoints[1]
    macdBots      := macdBots[1]
    macdTop       := macdTop[1]
    macdTopPoints := macdTopPoints[1]
    macdTops      := macdTops[1]

if crossover(macdHistory, 0)
    macdBot      := macdSignal

    if macdSignal < 0
        macdBotPoints := macdBotPoints + macdSignal
        macdBots      := macdBots + 1

if crossunder(macdHistory, 0)
    macdTop      := macdSignal

    if macdSignal > 0
        macdTopPoints := macdTopPoints + macdSignal
        macdTops      := macdTops + 1

macdAvgBot = macdBotPoints/macdBots
macdAvgTop = macdTopPoints/macdTops

// Plots
macdAvgBotLine = plot(showMacd ? macdAvgBot : na, color=transparentColor, title="MACD Average Bottom")
macdAvgTopLine = plot(showMacd ? macdAvgTop : na, color=transparentColor, title="MACD Average Top")
fill(macdAvgBotLine, macdAvgTopLine, color=color.new(color.white, 90), title="MACD Average Range")

plot(showMacd ? macd : na,        color=macdColor, linewidth=1, title="MACD")
plot(showMacd ? macdSignal : na,  color=macdColor, linewidth=2, title="MACD Signal")
plot(showMacd ? macdHistory : na, color=macdHistColor, style=plot.style_columns, title="MACD Histogram")

plotshape(showMacd and (macdBot > macdBot[1]) ? macdSignal + (macdAvgBot * 0.25) : na, color=color.green, location=location.absolute, size=size.tiny, style=shape.triangleup,   title="MACD Bullish Divergence")
plotshape(showMacd and (macdTop < macdTop[1]) ? macdSignal + (macdAvgTop * 0.25) : na, color=color.red,   location=location.absolute, size=size.tiny, style=shape.triangledown, title="MACD Bearish Divergence")

if showMacd and (macdBot > macdBot[1])
    strategy.entry("Enter Long", strategy.long)
else if showMacd and (macdTop < macdTop[1])
    strategy.entry("Enter Short", strategy.short)
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