O recurso está a ser carregado... Carregamento...

Estratégia de tendência dinâmica de média móvel múltipla

Autora:ChaoZhang, Data: 2023-11-23 15:40:15
Tags:

Resumo

A estratégia de tendência dinâmica de média móvel múltipla é uma estratégia quantitativa de negociação que utiliza vários tipos de indicadores de média móvel para determinar a tendência do mercado e ajusta dinamicamente a posição da linha de stop loss.

Princípio da estratégia

Esta estratégia implementa principalmente 8 tipos diferentes de médias móveis através de funções personalizadas, incluindo média móvel simples (SMA), média móvel exponencial (EMA), média móvel ponderada (WMA), média móvel triangular (TMA), média dinâmica de índice variável (VIDYA), média móvel de Wilder (WWMA), média móvel exponencial de atraso zero (ZLEMA) e índice de força verdadeira (TSI).

A estratégia primeiro calcula o tipo selecionado de média móvel e, em seguida, calcula dinamicamente a posição dos trilhos superior e inferior com base no parâmetro percentual definido. Um sinal de compra é acionado quando o preço atravessa o trilho superior e um sinal de venda é acionado quando o preço atravessa o trilho inferior. Além disso, a estratégia também rastreia os cruzamento entre a média móvel e o preço como sinais de julgamento auxiliares.

Durante o cálculo, a estratégia também julga a direção da tendência do mercado, ajustando dinamicamente a posição dos trilhos superior e inferior. Especificamente, quando uma tendência de alta é determinada, o trilho inferior vai subir seguindo o preço crescente para que a linha de stop loss possa rastrear o preço crescente de forma ideal. Quando uma tendência de baixa é determinada, o trilho superior vai descer seguindo o preço em queda para reduzir o ponto de stop loss e minimizar as perdas.

Vantagens da estratégia

Utilizando 8 indicadores combinados de média móvel para avaliar as tendências do mercado com mais precisão.
Ajustar dinamicamente as posições da linha de stop loss para maximizar o bloqueio de lucro e evitar a perda de stop reversa.
Filtragem de transações erradas causadas por falsas rupturas usando média móvel e cruzamento de preços como sinais auxiliares.
Parâmetros personalizáveis e otimizáveis para diferentes ambientes de mercado.

Riscos e soluções

Aumentar a complexidade da estratégia e a dificuldade de depuração devido a múltiplos indicadores combinados.
Certos tipos de médias móveis podem apresentar um desempenho inferior em ambientes de mercado específicos.
Os riscos associados a operações errôneas induzidas por falsos breakouts continuam a existir.

Soluções:

Melhorar a legibilidade do código através de comentários para facilitar a inspeção e depuração.
Selecionar tipos de médias móveis ou incorporar módulos de seleção automática com base nas condições do mercado.
Otimizar as configurações dos parâmetros e incorporar mais indicadores auxiliares para filtrar os sinais.

Orientações de otimização

Ainda há muito espaço para otimizar esta estratégia:

Incorporar módulos de otimização de parâmetros automáticos com base em ambientes de mercado em mudança.
Incorporar modelos de aprendizagem de máquina para ajudar na determinação de tendências.
Incorporar mais indicadores de julgamento auxiliares como índices de sentimento para melhorar a estabilidade da estratégia.
Otimizar os mecanismos de stop loss para paradas mais dinâmicas e precisas.
Expandir para pares de ativos múltiplos estratégias de spread para capitalizar os diferenciais de preços.

Conclusão

A estratégia de tendência dinâmica de média móvel múltipla determina as tendências do mercado combinando vários indicadores de média móvel e inicia negociações com base em sinais de quebra de preço, ajustando dinamicamente as posições da linha de stop loss para rentabilidade eficiente. Esta estratégia integra com sucesso os três principais conceitos de estratégia quantitativa de tendência, negociação de quebra de preço e paradas dinâmicas, exibindo forte estabilidade e rentabilidade. Com melhorias adicionais na otimização de parâmetros e reconhecimento de padrões, esta estratégia mostra grande potencial para a melhoria contínua do desempenho, tornando-se uma estratégia quantitativa avançada altamente valiosa digna de pesquisa e aplicação focada.

/*backtest
start: 2022-11-16 00:00:00
end: 2023-11-22 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KivancOzbilgic

//created by: @Anil_Ozeksi
//developer: ANIL ÖZEKŞİ
//author: @kivancozbilgic

strategy("Optimized Trend Tracker","OTTEx", overlay=true)
src = input(close, title="Source")
length=input(2, "OTT Period", minval=1)
percent=input(1.4, "OTT Percent", type=input.float, step=0.1, minval=0)
showsupport = input(title="Show Support Line?", type=input.bool, defval=true)
showsignalsk = input(title="Show Support Line Crossing Signals?", type=input.bool, defval=true)
showsignalsc = input(title="Show Price/OTT Crossing Signals?", type=input.bool, defval=false)
highlight = input(title="Show OTT Color Changes?", type=input.bool, defval=false)
showsignalsr = input(title="Show OTT Color Change Signals?", type=input.bool, defval=false)
highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true)
mav = input(title="Moving Average Type", defval="VAR", options=["SMA", "EMA", "WMA", "TMA", "VAR", "WWMA", "ZLEMA", "TSF"])
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=sum(vud1,9)
    vDD=sum(vdd1,9)
    vCMO=nz((vUD-vDD)/(vUD+vDD))
    VAR=0.0
    VAR:=nz(valpha*abs(vCMO)*src)+(1-valpha*abs(vCMO))*nz(VAR[1])
VAR=Var_Func(src,length)
Wwma_Func(src,length)=>
    wwalpha = 1/ length
    WWMA = 0.0
    WWMA := wwalpha*src + (1-wwalpha)*nz(WWMA[1])
WWMA=Wwma_Func(src,length)
Zlema_Func(src,length)=>
    zxLag = length/2==round(length/2) ? length/2 : (length - 1) / 2
    zxEMAData = (src + (src - src[zxLag]))
    ZLEMA = ema(zxEMAData, length)
ZLEMA=Zlema_Func(src,length)
Tsf_Func(src,length)=>
    lrc = linreg(src, length, 0)
    lrc1 = linreg(src,length,1)
    lrs = (lrc-lrc1)
    TSF = linreg(src, length, 0)+lrs
TSF=Tsf_Func(src,length)
getMA(src, length) =>
    ma = 0.0
    if mav == "SMA"
        ma := sma(src, length)
        ma

    if mav == "EMA"
        ma := ema(src, length)
        ma

    if mav == "WMA"
        ma := wma(src, length)
        ma

    if mav == "TMA"
        ma := sma(sma(src, ceil(length / 2)), 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
    ma
    
MAvg=getMA(src, length)
fark=MAvg*percent*0.01
longStop = MAvg - fark
longStopPrev = nz(longStop[1], longStop)
longStop := MAvg > longStopPrev ? max(longStop, longStopPrev) : longStop
shortStop =  MAvg + fark
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := MAvg < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir
MT = dir==1 ? longStop: shortStop
OTT=MAvg>MT ? MT*(200+percent)/200 : MT*(200-percent)/200 
plot(showsupport ? MAvg : na, color=#0585E1, linewidth=2, title="Support Line")
OTTC = highlight ? OTT[2] > OTT[3] ? color.green : color.red : #B800D9 
pALL=plot(nz(OTT[2]), color=OTTC, linewidth=2, title="OTT", transp=0)
alertcondition(cross(OTT[2], OTT[3]), title="Color ALARM", message="OTT Has Changed Color!")
alertcondition(crossover(OTT[2], OTT[3]), title="GREEN ALERT", message="OTT GREEN BUY SIGNAL!")
alertcondition(crossunder(OTT[2], OTT[3]), title="RED ALERT", message="OTT RED SELL SIGNAL!")
alertcondition(cross(MAvg, OTT[2]), title="Cross Alert", message="OTT - Support Line Crossing!")
alertcondition(crossover(MAvg, OTT[2]), title="Crossover Alarm", message="Support Line BUY SIGNAL!")
alertcondition(crossunder(MAvg, OTT[2]), title="Crossunder Alarm", message="Support Line SELL SIGNAL!")
alertcondition(cross(src, OTT[2]), title="Price Cross Alert", message="OTT - Price Crossing!")
alertcondition(crossover(src, OTT[2]), title="Price Crossover Alarm", message="PRICE OVER OTT - BUY SIGNAL!")
alertcondition(crossunder(src, OTT[2]), title="Price Crossunder Alarm", message="PRICE UNDER OTT - SELL SIGNAL!")
buySignalk = crossover(MAvg, OTT[2])
plotshape(buySignalk and showsignalsk ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallk = crossunder(MAvg, OTT[2])
plotshape(sellSignallk and showsignalsk ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
buySignalc = crossover(src, OTT[2])
plotshape(buySignalc and showsignalsc ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallc = crossunder(src, OTT[2])
plotshape(sellSignallc and showsignalsc ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
mPlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0,display=display.none)
longFillColor = highlighting ? (MAvg>OTT ? color.green : na) : na
shortFillColor = highlighting ? (MAvg<OTT ? color.red : na) : na
fill(mPlot, pALL, title="UpTrend Highligter", color=longFillColor)
fill(mPlot, pALL, title="DownTrend Highligter", color=shortFillColor)
buySignalr = crossover(OTT[2], OTT[3])
plotshape(buySignalr and showsignalsr ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallr = crossunder(OTT[2], OTT[3])
plotshape(sellSignallr and showsignalsr ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
showscr = input(true, title="Show Screener Label")
posX_scr = input(20, title="Pos. Label x-axis")
posY_scr = input(1, title="Pos. Size Label y-axis")
colinput = input(title="Label Color", defval="Blue", options=["White", "Black", "Red", "Green", "Yellow", "Blue"])
col = color.gray
if colinput=="White"
    col:=color.white
if colinput=="Black"
    col:=color.black
if colinput=="Red"
    col:=color.red
if colinput=="Green"
    col:=color.green
if colinput=="Yellow"
    col:=color.yellow
if colinput=="Blue"
    col:=color.blue
dummy0 = input(true, title = "=Backtest Inputs=")
FromDay    = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromMonth  = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromYear   = input(defval = 2005, title = "From Year", minval = 2005)
ToDay      = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToMonth    = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToYear     = input(defval = 9999, title = "To Year", minval = 2006)
Start     = timestamp(FromYear, FromMonth, FromDay, 00, 00)
Finish    = timestamp(ToYear, ToMonth, ToDay, 23, 59)
Timerange() => true
if buySignalk
    strategy.entry("Long", strategy.long,when=Timerange())
if sellSignallk
    strategy.entry("Short", strategy.short,when=Timerange())
// t1=input('EURUSD',   title='Symbol 01',type=input.symbol)
// t2=input('XAUUSD',    title='Symbol 02',type=input.symbol)
// t3=input('AMZN',    title='Symbol 03',type=input.symbol)
// t4=input('TSLA',    title='Symbol 04',type=input.symbol)
// t5=input('BTCUSDT',    title='Symbol 05',type=input.symbol)
// t6=input('ETHBTC',    title='Symbol 06',type=input.symbol)
// t7=input('XBTUSD',    title='Symbol 07',type=input.symbol)
// t8=input('XRPBTC',    title='Symbol 08',type=input.symbol)
// t9=input('THYAO',   title='Symbol 09',type=input.symbol)
// t10=input('GARAN',    title='Symbol 10',type=input.symbol)
// t11=input('',      title='Symbol 11',type=input.symbol)
// t12=input('',      title='Symbol 12',type=input.symbol)
// t13=input('',      title='Symbol 13',type=input.symbol)
// t14=input('',      title='Symbol 14',type=input.symbol)
// t15=input('',      title='Symbol 15',type=input.symbol)
// t16=input('',     title='Symbol 16',type=input.symbol)
// t17=input('',    title='Symbol 17',type=input.symbol)
// t18=input('',    title='Symbol 18',type=input.symbol)
// t19=input('',    title='Symbol 19',type=input.symbol)
// t20=input('',    title='Symbol 20',type=input.symbol)
// OTTs(percent, length) =>
//     Up=MAvg-MAvg*percent*0.01
//     Dn=MAvg+MAvg*percent*0.01
    
//     TrendUp = 0.0
//     TrendUp := MAvg[1]>TrendUp[1] ? max(Up,TrendUp[1]) : Up
//     TrendDown = 0.0
//     TrendDown := MAvg[1]<TrendDown[1]? min(Dn,TrendDown[1]) : Dn
//     Trend = 0.0
//     Trend := MAvg > TrendDown[1] ? 1: MAvg< TrendUp[1]? -1: nz(Trend[1],1)
//     Tsl = Trend==1? TrendUp: TrendDown
    
//     S_Buy = Trend == 1 ? 1 : 0
//     S_Sell = Trend != 1 ? 1 : 0
    
//     [Trend, Tsl]
// [Trend, Tsl] =  OTTs(percent, length)
// TrendReversal = Trend != Trend[1]
// [t01, s01] = security(t1, timeframe.period, OTTs(percent, length))
// [t02, s02] = security(t2, timeframe.period, OTTs(percent, length))
// [t03, s03] = security(t3, timeframe.period, OTTs(percent, length))
// [t04, s04] = security(t4, timeframe.period, OTTs(percent, length))
// [t05, s05] = security(t5, timeframe.period, OTTs(percent, length))
// [t06, s06] = security(t6, timeframe.period, OTTs(percent, length))
// [t07, s07] = security(t7, timeframe.period, OTTs(percent, length))
// [t08, s08] = security(t8, timeframe.period, OTTs(percent, length))
// [t09, s09] = security(t9, timeframe.period, OTTs(percent, length))
// [t010, s010] = security(t10, timeframe.period, OTTs(percent, length))
// [t011, s011] = security(t11, timeframe.period, OTTs(percent, length))
// [t012, s012] = security(t12, timeframe.period, OTTs(percent, length))
// [t013, s013] = security(t13, timeframe.period, OTTs(percent, length))
// [t014, s014] = security(t14, timeframe.period, OTTs(percent, length))
// [t015, s015] = security(t15, timeframe.period, OTTs(percent, length))
// [t016, s016] = security(t16, timeframe.period, OTTs(percent, length))
// [t017, s017] = security(t17, timeframe.period, OTTs(percent, length))
// [t018, s018] = security(t18, timeframe.period, OTTs(percent, length))
// [t019, s019] = security(t19, timeframe.period, OTTs(percent, length))
// [t020, s020] = security(t20, timeframe.period, OTTs(percent, length))
// tr01 = t01 != t01[1], up01 = t01 == 1, dn01 = t01 == -1
// tr02 = t02 != t02[1], up02 = t02 == 1, dn02 = t02 == -1
// tr03 = t03 != t03[1], up03 = t03 == 1, dn03 = t03 == -1
// tr04 = t04 != t04[1], up04 = t04 == 1, dn04 = t04 == -1
// tr05 = t05 != t05[1], up05 = t05 == 1, dn05 = t05 == -1
// tr06 = t06 != t06[1], up06 = t06 == 1, dn06 = t06 == -1
// tr07 = t07 != t07[1], up07 = t07 == 1, dn07 = t07 == -1
// tr08 = t08 != t08[1], up08 = t08 == 1, dn08 = t08 == -1
// tr09 = t09 != t09[1], up09 = t09 == 1, dn09 = t09 == -1
// tr010 = t010 != t010[1], up010 = t010 == 1, dn010 = t010 == -1
// tr011 = t011 != t011[1], up011 = t011 == 1, dn011 = t011 == -1
// tr012 = t012 != t012[1], up012 = t012 == 1, dn012 = t012 == -1
// tr013 = t013 != t013[1], up013 = t013 == 1, dn013 = t013 == -1
// tr014 = t014 != t014[1], up014 = t014 == 1, dn014 = t014 == -1
// tr015 = t015 != t015[1], up015 = t015 == 1, dn015 = t015 == -1
// tr016 = t016 != t016[1], up016 = t016 == 1, dn016 = t016 == -1
// tr017 = t017 != t017[1], up017 = t017 == 1, dn017 = t017 == -1
// tr018 = t018 != t018[1], up018 = t018 == 1, dn018 = t018 == -1
// tr019 = t019 != t019[1], up019 = t019 == 1, dn019 = t019 == -1
// tr020 = t020 != t020[1], up020 = t020 == 1, dn020 = t020 == -1
// pot_label = 'Potential Reversal: \n'
// pot_label := tr01    ? pot_label + t1 + '\n'  : pot_label
// pot_label := tr02    ? pot_label + t2 + '\n'  : pot_label
// pot_label := tr03    ? pot_label + t3 + '\n'  : pot_label
// pot_label := tr04    ? pot_label + t4 + '\n'  : pot_label
// pot_label := tr05    ? pot_label + t5 + '\n'  : pot_label
// pot_label := tr06    ? pot_label + t6 + '\n'  : pot_label
// pot_label := tr07    ? pot_label + t7 + '\n'  : pot_label
// pot_label := tr08    ? pot_label + t8 + '\n'  : pot_label
// pot_label := tr09    ? pot_label + t9 + '\n'  : pot_label
// pot_label := tr010    ? pot_label + t10 + '\n'  : pot_label
// pot_label := tr011    ? pot_label + t11 + '\n'  : pot_label
// pot_label := tr012    ? pot_label + t12 + '\n'  : pot_label
// pot_label := tr013    ? pot_label + t13 + '\n'  : pot_label
// pot_label := tr014    ? pot_label + t14 + '\n'  : pot_label
// pot_label := tr015    ? pot_label + t15 + '\n'  : pot_label
// pot_label := tr016    ? pot_label + t16 + '\n'  : pot_label
// pot_label := tr017    ? pot_label + t17 + '\n'  : pot_label
// pot_label := tr018    ? pot_label + t18 + '\n'  : pot_label
// pot_label := tr019    ? pot_label + t19 + '\n'  : pot_label
// pot_label := tr020    ? pot_label + t20 + '\n'  : pot_label
// scr_label = 'Confirmed Reversal: \n'
// scr_label := tr01[1] ? scr_label + t1 + '\n'  : scr_label
// scr_label := tr02[1] ? scr_label + t2 + '\n'  : scr_label
// scr_label := tr03[1] ? scr_label + t3 + '\n'  : scr_label
// scr_label := tr04[1] ? scr_label + t4 + '\n'  : scr_label
// scr_label := tr05[1] ? scr_label + t5 + '\n'  : scr_label
// scr_label := tr06[1] ? scr_label + t6 + '\n'  : scr_label
// scr_label := tr07[1] ? scr_label + t7 + '\n'  : scr_label
// scr_label := tr08[1] ? scr_label + t8 + '\n'  : scr_label
// scr_label := tr09[1] ? scr_label + t9 + '\n'  : scr_label
// scr_label := tr010[1] ? scr_label + t10 + '\n'  : scr_label
// scr_label := tr011[1] ? scr_label + t11 + '\n'  : scr_label
// scr_label := tr012[1] ? scr_label + t12 + '\n'  : scr_label
// scr_label := tr013[1] ? scr_label + t13 + '\n'  : scr_label
// scr_label := tr014[1] ? scr_label + t14 + '\n'  : scr_label
// scr_label := tr015[1] ? scr_label + t15 + '\n'  : scr_label
// scr_label := tr016[1] ? scr_label + t16 + '\n'  : scr_label
// scr_label := tr017[1] ? scr_label + t17 + '\n'  : scr_label
// scr_label := tr018[1] ? scr_label + t18 + '\n'  : scr_label
// scr_label := tr019[1] ? scr_label + t19 + '\n'  : scr_label
// scr_label := tr020[1] ? scr_label + t20 + '\n'  : scr_label
// up_label = 'Uptrend: \n'
// up_label := up01[1] ? up_label + t1 + '\n'  : up_label
// up_label := up02[1] ? up_label + t2 + '\n'  : up_label
// up_label := up03[1] ? up_label + t3 + '\n'  : up_label
// up_label := up04[1] ? up_label + t4 + '\n'  : up_label
// up_label := up05[1] ? up_label + t5 + '\n'  : up_label
// up_label := up06[1] ? up_label + t6 + '\n'  : up_label
// up_label := up07[1] ? up_label + t7 + '\n'  : up_label
// up_label := up08[1] ? up_label + t8 + '\n'  : up_label
// up_label := up09[1] ? up_label + t9 + '\n'  : up_label
// up_label := up010[1] ? up_label + t10 + '\n'  : up_label
// up_label := up011[1] ? up_label + t11 + '\n'  : up_label
// up_label := up012[1] ? up_label + t12 + '\n'  : up_label
// up_label := up013[1] ? up_label + t13 + '\n'  : up_label
// up_label := up014[1] ? up_label + t14 + '\n'  : up_label
// up_label := up015[1] ? up_label + t15 + '\n'  : up_label
// up_label := up016[1] ? up_label + t16 + '\n'  : up_label
// up_label := up017[1] ? up_label + t17 + '\n'  : up_label
// up_label := up018[1] ? up_label + t18 + '\n'  : up_label
// up_label := up019[1] ? up_label + t19 + '\n'  : up_label
// up_label := up020[1] ? up_label + t20 + '\n'  : up_label
// dn_label = 'Downtrend: \n'
// dn_label := dn01[1] ? dn_label + t1 + '\n'  : dn_label
// dn_label := dn02[1] ? dn_label + t2 + '\n'  : dn_label
// dn_label := dn03[1] ? dn_label + t3 + '\n'  : dn_label
// dn_label := dn04[1] ? dn_label + t4 + '\n'  : dn_label
// dn_label := dn05[1] ? dn_label + t5 + '\n'  : dn_label
// dn_label := dn06[1] ? dn_label + t6 + '\n'  : dn_label
// dn_label := dn07[1] ? dn_label + t7 + '\n'  : dn_label
// dn_label := dn08[1] ? dn_label + t8 + '\n'  : dn_label
// dn_label := dn09[1] ? dn_label + t9 + '\n'  : dn_label
// dn_label := dn010[1] ? dn_label + t10 + '\n'  : dn_label
// dn_label := dn011[1] ? dn_label + t11 + '\n'  : dn_label
// dn_label := dn012[1] ? dn_label + t12 + '\n'  : dn_label
// dn_label := dn013[1] ? dn_label + t13 + '\n'  : dn_label
// dn_label := dn014[1] ? dn_label + t14 + '\n'  : dn_label
// dn_label := dn015[1] ? dn_label + t15 + '\n'  : dn_label
// dn_label := dn016[1] ? dn_label + t16 + '\n'  : dn_label
// dn_label := dn017[1] ? dn_label + t17 + '\n'  : dn_label
// dn_label := dn018[1] ? dn_label + t18 + '\n'  : dn_label
// dn_label := dn019[1] ? dn_label + t19 + '\n'  : dn_label
// dn_label := dn020[1] ? dn_label + t20 + '\n'  : dn_label
// f_colorscr (_valscr ) => 
//      _valscr  ? #00000000 : na
     
// f_printscr (_txtscr ) => 
//      var _lblscr  = label(na), 
//      label.delete(_lblscr ), 
//      _lblscr  := label.new(
//      time + (time-time[1])*posX_scr , 
//      ohlc4[posY_scr], 
//      _txtscr ,
//      xloc.bar_time, 
//      yloc.price, 
//      f_colorscr (  showscr ),
//      textcolor =  showscr ? col : na, 
//      size = size.normal, 
//      style=label.style_label_center
//      )
// f_printscr ( scr_label + '\n' + pot_label +'\n' + up_label + '\n' + dn_label)

Mais.