O recurso está a ser carregado... Carregamento...
  1. Quadrado
  2. Indicador OBV MACD

Indicador OBV MACD

Autora:ChaoZhang, Data: 31 de maio de 2022 18:46:37
Tags:OBVMACDMA

Então este script é a minha melhoria para o MacD que todos nós conhecemos, é mais rápido e mais preciso com menos atraso A primeira baseia-se na OBV como fonte primária Em seguida, convertemos o OBV para o formato de estilo MA, neste caso, podemos adicionar todas as formas de MA para calcula-lo. Como você verá em semanas, ele tem muitos tipos de MA, pois cada um se comporta de forma diferente. Eu faço o sinal para ser em forma linear apenas para torná-lo mais nítido / e no final, a fim de fazer o sinal eu uso o método Alex Grover (este cara é um gênio:)) No passo final, podemos fazer os pivots apontar para o nosso novo MACD. O resultado final é um MACD mais rápido, mais preciso e com muito mais opções de modificação do que o MACD normal. Este é um indicador de volume baseado assim em algum gráfico onde o volume não existe isso não vai funcionar

backtest

img

/*backtest
start: 2022-04-30 00:00:00
end: 2022-05-29 23:59:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4

study("OBV MACD Indicator",overlay=false)
// MACD
src1 = close
window_len = 28

v_len = 14
price_spread = stdev(high-low, window_len)

v =   cum(sign(change(src1)) * volume)
smooth = sma(v, v_len)
v_spread = stdev(v - smooth, window_len)
shadow = (v - smooth) / v_spread * price_spread

out = shadow > 0 ? high + shadow : low + shadow

//plot(out, style=line,linewidth=3, color=color)
len10=input(1,title="OBV Length ")
obvema=ema(out,len10)

//
src = obvema

type = input(defval="DEMA", title="MA Type", options=["TDEMA", "TTEMA", "TEMA", "DEMA", "EMA", "AVG", "THMA", "ZLEMA", "ZLDEMA", "ZLTEMA", "DZLEMA", "TZLEMA", "LLEMA", "NMA"])
showma = true
len = input(9, title="MA Length ")
showma1 = false
len1 = 26
showma2 =false
len2 = 52

nma(src, length1, length2) =>
    lambda = length1 / length2
	alpha = lambda * (length1 - 1) / (length1 - lambda)
	ma1 = ema(src, length1)
	ma2 = ema(ma1, length2)
	nma = (1 + alpha) * ma1 - alpha * ma2
	
dema(src, len) => 
    ma1 = ema(src, len)
    ma2 = ema(ma1, len)
    2 * ma1 - ma2

tema(src, len) => 
    ma1 = ema(src, len)
    ma2 = ema(ma1, len)
    ma3 = ema(ma2, len)
    3 * (ma1 - ma2) + ma3

tdema(src, len) => 
    ma1 = dema(src, len)
    ma2 = dema(ma1, len)
    ma3 = dema(ma2, len)
    3 * (ma1 - ma2) + ma3

ttema(src, len) => 
    ma1 = tema(src, len)
    ma2 = tema(ma1, len)
    ma3 = tema(ma2, len)
    3 * (ma1 - ma2) + ma3

tnma(src, len) => 
    ma1 = nma(src, len, 3)
    ma2 = nma(ma1, len, 3)
    ma3 = nma(ma2, len, 3)
    3 * (ma1 - ma2) + ma3

hma(src, len) => wma(2*wma(src, len/2)-wma(src, len), round(sqrt(len)))

thma(src, len) => 
    ma1 = hma(src, len)
    ma2 = hma(ma1, len)
    ma3 = hma(ma2, len)
    3 * (ma1 - ma2) + ma3

zlema(src, len) =>
	lag = round((len - 1) / 2)
	zlsrc = src + (src - src[lag])
	ema(zlsrc, len)

zldema(src, len) =>
	lag = round((len - 1) / 2)
	zlsrc = src + (src - src[lag])
	dema(zlsrc, len)
	
zltema(src, len) =>
	lag = round((len - 1) / 2)
	zlsrc = src + (src - src[lag])
	tema(zlsrc, len)
	
dzlema(src, len) => 
    ma1 = zlema(src, len)
    ma2 = zlema(ma1, len)
    2 * ma1 - ma2

tzlema(src, len) => 
    ma1 = zlema(src, len)
    ma2 = zlema(ma1, len)
    ma3 = zlema(ma2, len)
    3 * (ma1 - ma2) + ma3

llema(src, len) =>
	srcnew = 0.25*src + 0.5*src[1] + 0.25*src[2]
	ema(srcnew, len)
	
lltema(src, len) =>
	srcnew = 0.25*src + 0.5*src[1] + 0.25*src[2]
	tema(srcnew, len)

myma(src, len) => 
    if type == "EMA"
        ema(src, len)
    else
        if type == "DEMA"
            dema(src, len)
        else 
            if type == "TEMA"
                tema(src, len)
            else 
                if type == "TDEMA"
                    tdema(src, len)
                else
                    if type == "TTEMA"
                        ttema(src, len)
                    else
                        if type == "THMA"
                            thma(src, len)
                        else
                            if type == "ZLEMA"
                                zlema(src, len)
                            else
                                if type == "ZLDEMA"
                                    zldema(src, len)
                                else
                                    if type == "ZLTEMA"
                                        zltema(src, len)
                                    else
                                        if type == "DZLEMA"
                                            dzlema(src, len)
                                        else
                                            if type == "TZLEMA"
                                                tzlema(src, len)
                                            else
                                                if type == "LLEMA"
                                                    llema(src, len)
                                                else
                                                    if type == "NMA"
                                                        nma(src, len, len1)
                                                    else
                                                        avg(ttema(src, len), tdema(src, len))
        
ma = showma ? myma(src, len) : na
slow_length = input(title="MACD Slow Length", type=input.integer, defval=26)
//signal_length = input(title="MACD Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9)
src12=close
plot(0,linewidth=3,color=color.black)
// Calculating MACD
slow_ma = ema(src12, slow_length)
macd =ma-slow_ma
//signal_length=input(9)
//signal = ema(macd, signal_length)
//plot(signal,linewidth=2)
src5 = macd
len5 = input(2)
offset = 0

calcSlope(src5, len5) =>
    sumX = 0.0
    sumY = 0.0
    sumXSqr = 0.0
    sumXY = 0.0
    for i = 1 to len5
        val = src5[len5-i]
        per = i + 1.0
        sumX := sumX + per
        sumY := sumY + val
        sumXSqr := sumXSqr + per * per
        sumXY := sumXY + val * per
        
        
    slope = (len5 * sumXY - sumX * sumY) / (len5 * sumXSqr - sumX * sumX)
    average = sumY / len5
    intercept = average - slope * sumX / len5 + slope
    [slope, average, intercept]

var float tmp = na
[s, a5, i] = calcSlope(src5, len5)

tt1=(i + s * (len5 - offset))

////script based on alex grover from https://www.tradingview.com/script/KzTi6CZP-T-Channels/
p = 1,src15=tt1
b5 = 0.,dev5 = 0.,oc = 0
n5 = cum(1) - 1
a15 = cum(abs(src15 - nz(b5[1],src15)))/n5*p
b5 := src15 > nz(b5[1],src15) + a15 ? src15 : src15 < nz(b5[1],src15) - a15 ? src15 : nz(b5[1],src15)
//----
dev5 := change(b5) ? a15 : nz(dev5[1],a15)

//----
oc := change(b5) > 0 ? 1 : change(b5) < 0 ? -1 : nz(oc[1])
//----
cs = oc == 1 ? color.blue : color.red
//change(oc)>0
plot(b5,color=cs,linewidth=4,transp=50)
//

down = change(oc)<0 
up = change(oc)>0
showsignal=input(false)
plot(showsignal and up  ?tt1 :na, style=plot.style_cross, color=color.blue, linewidth=4, transp=0,offset=-1)
plot(showsignal and down ?tt1 :na, style=plot.style_cross, color=color.red, linewidth=4, transp=0,offset=-1)

//hist = macd - signal
//barColor =hist >= 0 and hist> signal ? color.teal : hist > 0 and hist < signal ? color.lime : hist < 0 and hist < signal ? color.red : color.orange
//plot(hist, color=barColor, style=plot.style_histogram, linewidth=3)



upper = tt1
lower = tt1

// DIVS code
piv = input(true, "Hide pivots?")
shrt = false
xbars = input(50, "period", input.integer, minval=1)
hb = abs(highestbars(upper, xbars))
lb = abs(lowestbars(lower, xbars))

max = float(na)
max_upper = float(na)
min = float(na)
min_lower = float(na)
pivoth = bool(na)
pivotl = bool(na)


max := hb == 0 ? close : na(max[1]) ? close : max[1]
max_upper := hb == 0 ? upper : na(max_upper[1]) ? upper : max_upper[1]
min := lb == 0 ? close : na(min[1]) ? close : min[1]
min_lower := lb == 0 ? lower : na(min_lower[1]) ? lower : min_lower[1]


if close > max
    max := close
    max
if upper > max_upper
    max_upper := upper
    max_upper
if close < min_lower
    min_lower := lower
    min_lower
if lower < min_lower
    min_lower := lower
    min_lower


pivoth := max_upper == max_upper[2] and max_upper[2] != max_upper[3] ? true : na
pivotl := min_lower == min_lower[2] and min_lower[2] != min_lower[3] ? true : na

plotshape(piv ? na : shrt ? na : pivoth ? max_upper + 2 : na, location=location.absolute, style=shape.labeldown, color=color.red, size=size.tiny, text="Pivot", textcolor=color.white, transp=0, offset=0)
plotshape(piv ? na : shrt ? na : pivotl ? min_lower - 2 : na, location=location.absolute, style=shape.labelup, color=color.blue, size=size.tiny, text="Pivot", textcolor=color.white, transp=0, offset=0)


if pivoth
    strategy.entry("Enter Long", strategy.long)
else if pivotl
    strategy.entry("Enter Short", strategy.short)
Relacionados
Mais.

2019 FMZ - Todos os direitos reservados