Sumber dimuat naik... memuat...
  1. Persegi
  2. Purata Bergerak SuperTrended

Purata Bergerak SuperTrended

Penulis:ChaoZhang, Tarikh: 2022-05-23 16:49:20
Tag:SMAEMAWMADEMATMAATR

menambah 100 tempoh Eksponensial Moving Average dalam pengiraan SuperTrend dan juga 0.5 ATR Multiplier untuk mempunyai gambaran yang jelas mengenai trend yang sedang berlangsung dan juga menyediakan Sokongan dan Rintangan yang signifikan.

Jenis purata bergerak lalai ditetapkan sebagai EMA (Exponential Moving Average) tetapi pengguna boleh memilih daripada 11 jenis purata bergerak yang berbeza sebagai:

SMA: purata bergerak mudah EMA: Purata Bergerak Eksponensial WMA: Purata Bergerak Bertimbang DEMA: Rata-rata Bergerak Eksponensial Ganda TMA: Purata Bergerak Segitiga VAR: Indeks Berubah Purata Bergerak Dinamik alias VIDYA WWMA: Welles Wilder's Moving Average ZLEMA: Zero Lag Exponential Moving Average TSF: Kekuatan Kekuatan Benar HULL: Purata Bergerak Hull Till: Tillson T3 purata bergerak

Kredit kepada @CryptoErge kerana berkongsi perkembangannya kepada orang ramai.

Ujian belakang

img

/*backtest
start: 2022-04-22 00:00:00
end: 2022-05-21 23:59:00
period: 10m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5

indicator('SuperTrended Moving Averages', 'ST MA', overlay=true, format=format.price, precision=2, timeframe='', timeframe_gaps=false)
src = input(close, title='Source')
mav = input.string(title='Moving Average Type', defval='EMA', options=['SMA', 'EMA', 'WMA', 'DEMA', 'TMA', 'VAR', 'WWMA', 'ZLEMA', 'TSF', 'HULL', 'TILL'])
length = input.int(100, 'Moving Average Length', minval=1)
Periods = input(title='ATR Period', defval=10)
Multiplier = input.float(title='ATR Multiplier', step=0.1, defval=0.5)
changeATR = input(title='Change ATR Calculation Method ?', defval=true)
showsignals = input(title='Show Buy/Sell Signals ?', defval=false)
highlighting = input(title='Highlighter On/Off ?', defval=true)



T3a1 = input.float(0.7, 'TILLSON T3 Volume Factor', step=0.1)


Var_Func(src, length) =>
    valpha = 2 / (length + 1)
    vud1 = src > src[1] ? src - src[1] : 0
    vdd1 = src < src[1] ? src[1] - src : 0
    vUD = math.sum(vud1, 9)
    vDD = math.sum(vdd1, 9)
    vCMO = nz((vUD - vDD) / (vUD + vDD))
    VAR = 0.0
    VAR := nz(valpha * math.abs(vCMO) * src) + (1 - valpha * math.abs(vCMO)) * nz(VAR[1])
    VAR
VAR = Var_Func(src, length)
DEMA = 2 * ta.ema(src, length) - ta.ema(ta.ema(src, length), length)
Wwma_Func(src, length) =>
    wwalpha = 1 / length
    WWMA = 0.0
    WWMA := wwalpha * src + (1 - wwalpha) * nz(WWMA[1])
    WWMA
WWMA = Wwma_Func(src, length)
Zlema_Func(src, length) =>
    zxLag = length / 2 == math.round(length / 2) ? length / 2 : (length - 1) / 2
    zxEMAData = src + src - src[zxLag]
    ZLEMA = ta.ema(zxEMAData, length)
    ZLEMA
ZLEMA = Zlema_Func(src, length)
Tsf_Func(src, length) =>
    lrc = ta.linreg(src, length, 0)
    lrc1 = ta.linreg(src, length, 1)
    lrs = lrc - lrc1
    TSF = ta.linreg(src, length, 0) + lrs
    TSF
TSF = Tsf_Func(src, length)
HMA = ta.wma(2 * ta.wma(src, length / 2) - ta.wma(src, length), math.round(math.sqrt(length)))
T3e1 = ta.ema(src, length)
T3e2 = ta.ema(T3e1, length)
T3e3 = ta.ema(T3e2, length)
T3e4 = ta.ema(T3e3, length)
T3e5 = ta.ema(T3e4, length)
T3e6 = ta.ema(T3e5, length)
T3c1 = -T3a1 * T3a1 * T3a1
T3c2 = 3 * T3a1 * T3a1 + 3 * T3a1 * T3a1 * T3a1
T3c3 = -6 * T3a1 * T3a1 - 3 * T3a1 - 3 * T3a1 * T3a1 * T3a1
T3c4 = 1 + 3 * T3a1 + T3a1 * T3a1 * T3a1 + 3 * T3a1 * T3a1
T3 = T3c1 * T3e6 + T3c2 * T3e5 + T3c3 * T3e4 + T3c4 * T3e3


getMA(src, length) =>
    ma = 0.0
    if mav == 'SMA'
        ma := ta.sma(src, length)
        ma

    if mav == 'EMA'
        ma := ta.ema(src, length)
        ma

    if mav == 'WMA'
        ma := ta.wma(src, length)
        ma

    if mav == 'DEMA'
        ma := DEMA
        ma

    if mav == 'TMA'
        ma := ta.sma(ta.sma(src, math.ceil(length / 2)), math.floor(length / 2) + 1)
        ma

    if mav == 'VAR'
        ma := VAR
        ma

    if mav == 'WWMA'
        ma := WWMA
        ma

    if mav == 'ZLEMA'
        ma := ZLEMA
        ma

    if mav == 'TSF'
        ma := TSF
        ma

    if mav == 'HULL'
        ma := HMA
        ma

    if mav == 'TILL'
        ma := T3
        ma
    ma

MA = getMA(src, length)



atr2 = ta.sma(ta.tr, Periods)
atr = changeATR ? ta.atr(Periods) : atr2
up = MA - Multiplier * atr
up1 = nz(up[1], up)
up := close[1] > up1 ? math.max(up, up1) : up
dn = MA + Multiplier * atr
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? math.min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend
upPlot = plot(trend == 1 ? up : na, title='Up Trend', color=color.new(color.green, 100), linewidth=0, style=plot.style_linebr)
buySignal = trend == 1 and trend[1] == -1
plotshape(buySignal ? up : na, title='UpTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, 100))
plotshape(buySignal and showsignals ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))
dnPlot = plot(trend == 1 ? na : dn, title='Down Trend', style=plot.style_linebr, linewidth=0, color=color.new(color.red, 100))
sellSignal = trend == -1 and trend[1] == 1
plotshape(sellSignal ? dn : na, title='DownTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, 100))
plotshape(sellSignal and showsignals ? dn : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0)
colorup = input.color(defval = color.new(color.green, 60), title = "ColorU", inline = 'color')
colordown = input.color(defval = color.new(color.red, 60), title = "ColorD", inline = 'color')
longFillColor = highlighting ? trend == 1 ? colorup : color.white : color.new(color.white, 100)
shortFillColor = highlighting ? trend == -1 ? colordown : color.white : color.new(color.white, 100)
fill(mPlot, upPlot, title='UpTrend Highligter', color=longFillColor)
fill(mPlot, dnPlot, title='DownTrend Highligter', color=shortFillColor)
alertcondition(buySignal, title='SuperTrend Buy', message='SuperTrend Buy!')
alertcondition(sellSignal, title='SuperTrend Sell', message='SuperTrend Sell!')
changeCond = trend != trend[1]
alertcondition(changeCond, title='SuperTrend Direction Change', message='SuperTrend has changed direction!')





if buySignal
    strategy.entry("Enter Long", strategy.long)
else if sellSignal
    strategy.entry("Enter Short", strategy.short)
Berkaitan
Lebih lanjut

2019 FMZ - Semua hak dilindungi