Mô tả:
Dự án nghiên cứu này là một
Các chỉ số sau đây được đưa vào công cụ này:
Thiết lập và gợi ý: Tôi không thể cung cấp một mô tả đầy đủ ở đây, vì Pullback Trading kết hợp một phương pháp giao dịch đầy đủ, có một số bài báo và sách được viết về chủ đề này.
Thiết lập hai ngăn TradingView biểu đồ, thiết lập ngăn đầu tiên để 15min và thứ hai để 1min.
Đặt biểu đồ vào nến Heikin Ashi (tùy chọn).
Tôi cũng thêm một chỉ số
backtest
/*backtest start: 2022-04-24 00:00:00 end: 2022-05-23 23:59:00 period: 2h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=3 // study(title = "Scalping Swing Trading Tool R1-6 by JustUncleL", shorttitle = "SCALPSWING R1-6", overlay = true) // // Revision: 1 // Original Author: JustUncleL // // Description: // This study project is a Scalping Swing trading Tool designed for a two pane TradingView chart layout: // - the first pane set to 15min Time Frame; // - the second pane set to 1min Time Frame(TF). // The tools incorporates the majority of the indicators needed to analyse and scalp Trends for Swings, // PullBacks and reversals on 15min charts and 1min charts. The set up optionally utilies Heikin Ashi // candle charts. // // NOTE: A Pullback is synomous to Retracement, generally a Pullback refers to a large Retracement of 100pips // or more. In the context of this Tool and any comments related to it, a Pullback will be the // same as a Retracement. // // Incorporated within this tool are the following indicators: // 1. The following EMAs: // - Green = EMA89 (15min TF) = EMA75 (1min TF) // - Blue = EMA200 (15min TF) = EMA180 (1min TF) // - Black = EMA633 (15min TF) = EMA540 (1min TF) // 2. The 10EMA (default) High/Low+Close Price Action Channel (PAC). // 3. Fractals // 4. HH, LH, LL, HL finder to help with drawing Trend lines and mini Trend Lines. // 5. Coloured coded Bar high lighting based on the PAC: // - blue = bar closed above PAC // - red = bar closed below PAC // - gray = bar closed inside PAC // - red line = EMA36 of bar close // 6. Optionally display Pivot points (disables Fractals automatically when selected). // 7. Display EMA5-12 Channel // 8. Display EMA12-36 Ribbon // 9. Optionally display EMA36 and PAC instead of EMA12-36 Ribbon. // // Setup and hints: // // - Set to two pane TradingView chart, set first pane to 15Min and second to 1min. // - Set the chart to Heikin Ashi Candles in both panes (optional). // - I also add "Sweetspot Gold2" indicator to the chart as well to help with support and resistance // finding and shows where the important "00" and "0" lines are. // - Use the EMA200 on the 15min pane as the anchor. So when prices above EMA200 we only trade long (buy) // and when prices below the EMA200 we only trade short (sell). // - On the 15min chart draw any obvious Vertical Trend Lines (VTL), use Pivots point as a guide. // - On the 15min chart what we’re looking for price to Pullback into the EMA5-12 Channel or EMA12-36 ribbon // we Trendlines uitilising the Pivot points or Fractals to guide your TL drawing. // - On the 15min chart look for the trend to resume and break through the drawn TL. The bar color needs to // change back to the trend direction colour to confirm as a break. // - Now this break can be traded as a 15min trade or now look to the 1min chart. // - On the 1min chart draw any Pullback into any of the EMAs. // - On the 1min chart look for the trend to resume and break through the drawn TL. The bar color needs to // change back to the trend direction colour to confirm as a break. // - Now this break can be traded as a 1min trade. // - So we are looking for continuation signals in terms of a strong, momentumdriven pullbacks of the EMA36. // - The other EMAs are there to check for other Pullbacks when EMA36 is broken. // - There is also an option to select Pristine (ie Ideal) filtered Fractals, which look like tents or V shape // 5-candle patterns. These are actually used to calculate the Pivot points as well. // - Other than the SweetSpot Gold2 indicator, you should not need any other indicator to scalp // for pullbacks. // // Revisions: // R1 by JustUncleL // - Original version. // // R1-6 23-June-2019 // - Updated to version 3 of Pinescript // - Added optional PAC swing alerts, with optional 200ema filter (PAC has to above/below 200ema) // - Added alarms for swing arrows // - Removed security calls for sources, problematic // // // References: // - [RS]Fractals V8 by RicardoSantos // - Price Action Trading System v0.3 by JustUncleL // - SweetSpot Gold2 R1 by JustUncleL // - http://www.swing-trade-stocks.com/pullbacks.html // - https://www.forexstrategiesresources.com/scalping-forex-strategies/106-1-min-scalping-with-34-exponential-moving-average-channel/ // // === INPUTS === ShowPAC_ = input(true, title="Show Price Action Channel (PAC)") scolor = input(true, title="Show coloured Bars close relative on PAC") HiLoLen = input(10,minval=2,title="High Low PAC Length") ShowPACexit = input(false, title="Show PAC Swing Alerts") UseBigArrows = input(false, title="Use Big Arrows for Swing Alerts") filterEMA200 = input(true, title="Filter PAC Alerts with 200ema") ShowEMA12_Channel= input(true) ShowEMA36_Ribbon = input(true) ShowPAC = HiLoLen>30 ? ShowEMA36_Ribbon? false: ShowPAC_: ShowEMA12_Channel? false : ShowPAC_ ShowPivots = input(true) ShowPivotLabels = input(true) // Disable Fractal drawing if Pivots enabled ShowHHLL_ = input(false) ShowHHLL = ShowPivots?false:ShowHHLL_ ShowFractals_= input(true) ShowFractals = ShowPivots?false:ShowFractals_ ShowFractalLevels =input(false) //ShowFractalLevels = ShowPivots?false:ShowFractalLevels_ filterBW_ = input(false, title="Filter for Pristine (Ideal) Fractals") // Need Williams Filter for Pivots. filterBW = ShowPivots?true:filterBW_ // --- CONSTANTS --- DodgerBlue = #1E90FF // // --- SOURCES --- close_ = close //security(ticker, period, close, barmerge.gaps_off, barmerge.lookahead_on) open_ = open //security(ticker, period, open, barmerge.gaps_off, barmerge.lookahead_on) high_ = high //security(ticker, period, high, barmerge.gaps_off, barmerge.lookahead_on) low_ = low //security(ticker, period, low, barmerge.gaps_off, barmerge.lookahead_on) exitClose = close_ //UseHAexit ? security(heikinashi(tickerid), period, close) : close_ exitOpen = open_ //UseHAexit ? security(heikinashi(tickerid), period, open) : open_ // // === /INPUTS === // ||--- Fractal Recognition Functions: ---------------------------------------------------------------|| isRegularFractal(mode) => ret = mode == 1 ? high_[5] < high_[4] and high_[4] < high_[3] and high_[3] > high_[2] and high_[2] > high_[1] : mode == -1 ? low_[5] > low_[4] and low_[4] > low_[3] and low_[3] < low_[2] and low_[2] < low_[1] : false isBWFractal(mode) => ret = mode == 1 ? high_[5] < high_[3] and high_[4] < high_[3] and high_[3] > high_[2] and high_[3] > high_[1] : mode == -1 ? low_[5] > low_[3] and low_[4] > low_[3] and low_[3] < low_[2] and low_[3] < low_[1] : false // ||-----------------------------------------------------------------------------------------------------|| // MA Colour finder for EMA Ribbon plot. maColor(maBase, ma, maRef) => change(ma)>=0 and maBase>maRef ? DodgerBlue :change(ma)<0 and maBase>maRef ? maroon :change(ma)<=0 and maBase<maRef ? red :change(ma)>=0 and maBase<maRef ? blue :gray // === /FUNCTIONS === // === SERIES SETUP === // Price action channel pacC = ema(close_,HiLoLen) pacL = ema(low_,HiLoLen) pacU = ema(high_,HiLoLen) // All other EMAs EMA05 = ema(close_, 05) EMA11 = ema(close_, 11) EMA12 = ema(close_, 12) EMA15 = ema(close_, 15) EMA18 = ema(close_, 18) EMA21 = ema(close_, 21) EMA24 = ema(close_, 24) EMA27 = ema(close_, 27) EMA30 = ema(close_, 30) EMA33 = ema(close_, 33) EMA36 = ema(close_, 36) EMA75 = ema(close_, 75) EMA89 = ema(close_, 89) EMA180 = ema(close_, 180) EMA200 = ema(close_, 200) EMA540 = ema(close_, 540) EMA633 = ema(close_, 633) // === /SERIES === // === PLOTTING === // // If selected, Plot the Price Action Channel (PAC) base on EMA high,low and close L=plot(ShowPAC ?pacL:na, color=gray, linewidth=1, title="High PAC EMA",transp=50) U=plot(ShowPAC ?pacU:na, color=gray, linewidth=1, title="Low PAC EMA",transp=50) C=plot(ShowPAC ?pacC:na, color=lime, linewidth=1, title="Close PAC EMA",transp=0) fill(L,U, color=gray,transp=92,title="Fill HiLo PAC") // Colour bars according to the close position relative to the PAC selected. bColour = close>=pacU? blue : close<=pacL? red : gray barcolor(scolor?bColour:na, title = "Bar Colours") // Draw the EMA12 ribbon ema05=plot(ShowEMA12_Channel?EMA05:na, color=blue,linewidth=1,transp=92,title="EMA05") ema11=plot(ShowEMA12_Channel?EMA11:na, color=blue,linewidth=1,transp=92,title="EMA11") fill(ema05,ema11, color=blue,transp=92,title="Fill EMA5-12") // // If this is the 1min Time Frame select 15* EMAs emaFast = timeframe.isintraday? EMA75 : EMA89 emaMedium = timeframe.isintraday? EMA180 : EMA200 emaSlow = timeframe.isintraday? EMA540 : EMA633 plot(emaFast, color=green,linewidth=3,transp=20,title="EMA fast") plot(emaMedium, color=blue,linewidth=3,transp=20,title="EMA medium") plot(emaSlow, color=black,linewidth=3,transp=20,title="EMA slow") // Draw the EMA36 ribbon plot( ShowEMA36_Ribbon?EMA12:na, color=maColor(EMA12,EMA12,EMA36), style=line, title="MA12", linewidth=2,transp=20) plot( ShowEMA36_Ribbon?EMA15:na, color=maColor(EMA12,EMA15,EMA36), style=line, title="MA15", linewidth=1,transp=20) plot( ShowEMA36_Ribbon?EMA18:na, color=maColor(EMA12,EMA18,EMA36), style=line, title="MA18", linewidth=1,transp=20) plot( ShowEMA36_Ribbon?EMA21:na, color=maColor(EMA12,EMA21,EMA36), style=line, title="MA21", linewidth=1,transp=20) plot( ShowEMA36_Ribbon?EMA24:na, color=maColor(EMA12,EMA24,EMA36), style=line, title="MA24", linewidth=1,transp=20) plot( ShowEMA36_Ribbon?EMA27:na, color=maColor(EMA12,EMA27,EMA36), style=line, title="MA27", linewidth=1,transp=20) plot( ShowEMA36_Ribbon?EMA30:na, color=maColor(EMA12,EMA30,EMA36), style=line, title="MA30", linewidth=1,transp=20) plot( ShowEMA36_Ribbon?EMA33:na, color=maColor(EMA12,EMA33,EMA36), style=line, title="MA33", linewidth=1,transp=20) plot( EMA36, color=ShowEMA36_Ribbon?maColor(EMA12,EMA36,EMA36):red, style=line, title="MA36", linewidth=2,transp=20) // === /SERIES === // === PLOTTING === // ||--- Fractal Recognition: // ||-----------------------------------------------------------------------------------------------------|| filteredtopf = filterBW ? isRegularFractal(1) : isBWFractal(1) filteredbotf = filterBW ? isRegularFractal(-1) : isBWFractal(-1) plotshape(ShowFractals? filteredtopf :na, title='Filtered Top Fractals', style=shape.triangledown, location=location.abovebar, color=red, offset=-3,transp=0) plotshape(ShowFractals? filteredbotf :na, title='Filtered Bottom Fractals', style=shape.triangleup, location=location.belowbar, color=lime, offset=-3,transp=0) topfractals = na botfractals = na topfractals := filteredtopf ? high_[3] : topfractals[1] botfractals := filteredbotf ? low_[3] : botfractals[1] topfcolor = na botfcolor = na topfcolor := topfractals != topfractals[1] ? na : green botfcolor := botfractals != botfractals[1] ? na : red plot(ShowFractalLevels? topfractals : na, color=topfcolor, transp=0, linewidth=2) plot(ShowFractalLevels? botfractals : na, color=botfcolor, transp=0, linewidth=2) // ||-----------------------------------------------------------------------------------------------------|| // ||--- Higher Highs, Lower Highs, Higher Lows, Lower Lows -------------------------------------------|| higherhigh = filteredtopf == false ? false : ( valuewhen(filteredtopf == true, high_[3], 1) < valuewhen(filteredtopf == true, high_[3], 0) and (ShowPivots or valuewhen(filteredtopf == true, high_[3], 2) < valuewhen(filteredtopf == true, high_[3], 0))) lowerhigh = filteredtopf == false ? false : ( valuewhen(filteredtopf == true, high_[3], 1) > valuewhen(filteredtopf == true, high_[3], 0) and (ShowPivots or valuewhen(filteredtopf == true, high_[3], 2) > valuewhen(filteredtopf == true, high_[3], 0))) higherlow = filteredbotf == false ? false : ( valuewhen(filteredbotf == true, low_[3], 1) < valuewhen(filteredbotf == true, low_[3], 0) and (ShowPivots or valuewhen(filteredbotf == true, low_[3], 2) < valuewhen(filteredbotf == true, low_[3], 0))) lowerlow = filteredbotf == false ? false : ( valuewhen(filteredbotf == true, low_[3], 1) > valuewhen(filteredbotf == true, low_[3], 0) and (ShowPivots or valuewhen(filteredbotf == true, low_[3], 2) > valuewhen(filteredbotf == true, low_[3], 0))) // If selected show HH/LL on top/below candles. plotshape(ShowHHLL ? higherhigh : na, title='HH', style=shape.square, location=location.abovebar, color=maroon, text="[HH]", offset=-3,transp=0) plotshape(ShowHHLL ? lowerhigh : na, title='LH', style=shape.square, location=location.abovebar, color=maroon, text="[LH]", offset=-3,transp=0) plotshape(ShowHHLL ? higherlow : na, title='HL', style=shape.square, location=location.belowbar, color=green, text="[HL]", offset=-3,transp=0) plotshape(ShowHHLL ? lowerlow : na, title='LL', style=shape.square, location=location.belowbar, color=green, text="[LL]", offset=-3,transp=0) // If selected display Pivot points plotshape(ShowPivots and ShowPivotLabels? higherhigh : na, title='Higher High', style=shape.cross, location=location.abovebar, color=maroon, text="[HH]\n[PVT]", offset=-3,transp=0) plotshape(ShowPivots and not ShowPivotLabels? higherhigh : na, title='Higher High+', style=shape.cross, location=location.abovebar, color=maroon, offset=-3,transp=0) // plotshape(ShowPivots and ShowPivotLabels? lowerhigh : na, title='Lower High', style=shape.cross, location=location.abovebar, color=maroon, text="[LH]\n[PVT]", offset=-3,transp=0) plotshape(ShowPivots and not ShowPivotLabels? lowerhigh : na, title='Lower High+', style=shape.cross, location=location.abovebar, color=maroon, offset=-3,transp=0) // plotshape(ShowPivots and ShowPivotLabels? higherlow : na, title='Higher Low', style=shape.cross, location=location.belowbar, color=green, text="[PVT]\n[HL]", offset=-3,transp=0) plotshape(ShowPivots and not ShowPivotLabels? higherlow : na, title='Higher Low+', style=shape.cross, location=location.belowbar, color=green, offset=-3,transp=0) // plotshape(ShowPivots and ShowPivotLabels? lowerlow : na, title='Lower Low', style=shape.cross, location=location.belowbar, color=green, text="[PVT]\n[LL]", offset=-3,transp=0) plotshape(ShowPivots and not ShowPivotLabels? lowerlow : na, title='Lower Low+', style=shape.cross, location=location.belowbar, color=green, offset=-3,transp=0) // // Number candles on Pivot patterns. plotchar(ShowPivots ? filteredtopf: na, title='High 1u', location=location.abovebar, color=maroon, char="1", offset=-5,transp=0) plotchar(ShowPivots ? filteredtopf: na, title='High 2u', location=location.abovebar, color=maroon, char="2", offset=-4,transp=0) plotchar(ShowPivots ? filteredtopf: na, title='High 2d', location=location.abovebar, color=maroon, char="2", offset=-2,transp=0) plotchar(ShowPivots ? filteredtopf: na, title='High 1d', location=location.abovebar, color=maroon, char="1", offset=-1,transp=0) // plotchar(ShowPivots ? filteredbotf: na, title='Low 1d', location=location.belowbar, color=green, char="1", offset=-5,transp=0) plotchar(ShowPivots ? filteredbotf: na, title='Low 2d', location=location.belowbar, color=green, char="2", offset=-4,transp=0) plotchar(ShowPivots ? filteredbotf: na, title='Low 2u', location=location.belowbar, color=green, char="2", offset=-2,transp=0) plotchar(ShowPivots ? filteredbotf: na, title='Low 1u', location=location.belowbar, color=green, char="1", offset=-1,transp=0) // === /PLOTTING === // === ALERTS === // Check for 1st Heikin Ashi Bar exit the PAC isup = exitClose>exitOpen and exitClose>pacU and exitClose[1]<pacU[1] and (not filterEMA200 or pacC>emaMedium) isdown = exitClose<exitOpen and exitClose<pacL and exitClose[1]>pacL[1] and (not filterEMA200 or pacC<emaMedium) // Check have alert //up_alert = isup and (not filterEMA200 or (pacC>EMAmedm) ) ? na(up_alert[1]) ? 1 : up_alert[1]+1 : 0 //dn_alert = isdown and (not filterEMA200 or (pacC<EMAmedm) ) ? na(dn_alert[1]) ? 1 : dn_alert[1]+1 : 0 up_alert = 0 dn_alert = 0 up_alert := isup ? na(up_alert[1]) ? 1 : up_alert[1]+1 : 0 dn_alert := isdown ? na(dn_alert[1]) ? 1 : dn_alert[1]+1 : 0 // //plotarrow(ShowPACexit and UseBigArrows? up_alert[1]==1? 1 : dn_alert[1]==1? -1 : na : na, colorup=aqua, colordown=fuchsia, transp=20,minheight=10,maxheight=60, title="SCALPSWING Alert Arrows") plotshape(ShowPACexit and not UseBigArrows? up_alert[1]==1? true : na : na, title='SCALPSWING Buy Arrow', location=location.belowbar, color=green, style=shape.arrowup, text="BUY", textcolor=green,transp=0) plotshape(ShowPACexit and not UseBigArrows? dn_alert[1]==1? true : na : na, title='SCALPSWING Sell Arrow', location=location.abovebar, color=red, style=shape.arrowdown, text="SELL",textcolor=red,transp=0) // generate an alert if required. alertcondition(up_alert==1, title="SCAPSWING alert Up", message="SWING_UP") alertcondition(dn_alert==1, title="SCAPSWING alert Down", message="SWING_DN") // === /ALERTS === // === eof if isup strategy.entry("Enter Long", strategy.long) else if isdown strategy.entry("Enter Short", strategy.short)