В процессе загрузки ресурсов... загрузка...

Меньшие фракталы (+ Прозрачность)

Автор:Чао Чжан, Дата: 2022-05-11 14:05:06
Тэги:Уильямс

Я считаю, что фракталы очень полезны, но визуально они могут довольно быстро запутать график.

Как таковые, они похожи на обычные фракталы, только меньше (сосновые письмаsize.tinyвместо по умолчаниюsize.small).

Кроме того, вы можете установить уровень прозрачности для этих маленьких парней (по умолчанию 50%).

Простые, более вежливые и, надеюсь, более полезные фракталы для тех, кто хочет более чистую графику.

обратная проверка

/*backtest
start: 2022-05-03 00:00:00
end: 2022-05-09 23:59:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
indicator("(Smaller) Williams Fractals", shorttitle="Tiny Fractals", format=format.price, precision=0, overlay=true)
// Define "n" as the number of periods and keep a minimum value of 2 for error handling.
n = input.int(title="Periods", defval=2, minval=2)

clr_trans = input.int(title="Fractal Transparency", defval=50)

// UpFractal
bool upflagDownFrontier = true
bool upflagUpFrontier0 = true
bool upflagUpFrontier1 = true
bool upflagUpFrontier2 = true
bool upflagUpFrontier3 = true
bool upflagUpFrontier4 = true

for i = 1 to n
    upflagDownFrontier := upflagDownFrontier and (high[n-i] < high[n])
    upflagUpFrontier0 := upflagUpFrontier0 and (high[n+i] < high[n])
    upflagUpFrontier1 := upflagUpFrontier1 and (high[n+1] <= high[n] and high[n+i + 1] < high[n])
    upflagUpFrontier2 := upflagUpFrontier2 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+i + 2] < high[n])
    upflagUpFrontier3 := upflagUpFrontier3 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+i + 3] < high[n])
    upflagUpFrontier4 := upflagUpFrontier4 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+4] <= high[n] and high[n+i + 4] < high[n])
flagUpFrontier = upflagUpFrontier0 or upflagUpFrontier1 or upflagUpFrontier2 or upflagUpFrontier3 or upflagUpFrontier4

upFractal = (upflagDownFrontier and flagUpFrontier)


// downFractal
bool downflagDownFrontier = true
bool downflagUpFrontier0 = true
bool downflagUpFrontier1 = true
bool downflagUpFrontier2 = true
bool downflagUpFrontier3 = true
bool downflagUpFrontier4 = true

for i = 1 to n
    downflagDownFrontier := downflagDownFrontier and (low[n-i] > low[n])
    downflagUpFrontier0 := downflagUpFrontier0 and (low[n+i] > low[n])
    downflagUpFrontier1 := downflagUpFrontier1 and (low[n+1] >= low[n] and low[n+i + 1] > low[n])
    downflagUpFrontier2 := downflagUpFrontier2 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+i + 2] > low[n])
    downflagUpFrontier3 := downflagUpFrontier3 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+i + 3] > low[n])
    downflagUpFrontier4 := downflagUpFrontier4 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+4] >= low[n] and low[n+i + 4] > low[n])
flagDownFrontier = downflagUpFrontier0 or downflagUpFrontier1 or downflagUpFrontier2 or downflagUpFrontier3 or downflagUpFrontier4

downFractal = (downflagDownFrontier and flagDownFrontier)

plotshape(downFractal, style=shape.triangledown, location=location.belowbar, offset=-n, color=color.new(#F44336,clr_trans), size = size.tiny)
plotshape(upFractal, style=shape.triangleup,   location=location.abovebar, offset=-n, color=color.new(#009688,clr_trans), size = size.tiny)



if upFractal
    strategy.entry("Enter Long", strategy.long)
else if downFractal
    strategy.entry("Enter Short", strategy.short)

Связанные

Больше