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SuperJump Turn Back Bollinger Band

Author: ChaoZhang, Date: 2022-05-18 11:17:53
Tags: RMASMAEMAWMAATR

This is a simple indicator using bolinger band return.

After the candle’s bolinger band broke out, Turn back inside BB is the entry point.

Usually there are more than two triangles, so you can wait after ordering a better price.

backtest

img

/*backtest
start: 2022-04-17 00:00:00
end: 2022-05-16 23:59:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
//@SuperJump
//@version=5
indicator(shorttitle="SuperJump TBBB", title="SuperJump Turn Back Bollinger Band", overlay=true, timeframe="", timeframe_gaps=true)
length = input.int(68, minval=1, group="Bollinger", inline='1')
src = input(open, title="Source", group="Bollinger", inline='1')
mult = input.float(2.0, minval=0.001, maxval=50, title="StdDev", group="Bollinger", inline='1')
b_mult = input.float(2.5, minval=0.001, maxval=50, title="Wide StdDev", group="Bollinger", inline='1')


basis = ta.sma(src, length)

dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev

b_dev = b_mult * ta.stdev(src, length)
b_upper = basis + b_dev
b_lower = basis - b_dev


atrlength = input.int(title="ATR Length", defval=14, minval=1,group="ATR" ,inline='2')
smoothing = input.string(title="Smoothing", defval="RMA", options=["RMA", "SMA", "EMA", "WMA"],group="ATR", inline='2')
SLAtr = input.float(title="Stop Loss ATR Ratio", defval=1.0, minval=1,group="ATR" ,inline='2')
ma_function(source, length) =>
	switch smoothing
		"RMA" => ta.rma(source, length)
		"SMA" => ta.sma(source, length)
		"EMA" => ta.ema(source, length)
		=> ta.wma(source, length)
		
atr = ma_function(ta.tr(true), atrlength)


LongSig = ta.crossunder(lower,src) and close > open 
ShortSig = ta.crossover(upper,src) and close < open 
WLongSig = ta.crossunder(b_lower,src) and close > open 
WShortSig = ta.crossover(b_upper,src) and close < open 



//Plots

plot(basis, "Basis", color=#FF6D00)
plot(upper, "Upper", color=#2962FF)
plot(lower, "Lower", color=#2962FF)
plot(b_upper, "Wide Upper", color=#2962FF)
plot(b_lower, "Wide Lower", color=#2962FF)

plot(b_upper + atr*SLAtr, "SL Upper", color=color.red)
plot(b_lower - atr*SLAtr, "SL Lower", color=color.red)


plotchar(ShortSig and WShortSig == false ? src : na, location = location.abovebar, char= "▼", size = size.tiny, color = color.white )
plotchar(LongSig and WLongSig == false ? src : na, location = location.belowbar, char= "▲", size = size.tiny, color = color.white)

plotchar(WShortSig ? src : na, location = location.abovebar, char= "▼", size = size.tiny, color = color.yellow )
plotchar(WLongSig ? src : na, location = location.belowbar, char= "▲", size = size.tiny, color = color.yellow)


alertcondition(LongSig and WLongSig == false, title='Bollinger Band Long', message='Bollinger Band Long Price is {{close}}, SL :{{plot_4}}')
alertcondition(ShortSig and WShortSig == false, title='Bollinger Band Short', message='Bollinger Band Short Price is {{close}},SL :{{plot_3}} ')
alertcondition(WLongSig, title='Wide Bollinger Band Long', message='Wide Bollinger Band Long Price is {{close}}, SL :{{plot_4}}')
alertcondition(WShortSig, title='Wide Bollinger Band Short', message='Wide Bollinger Band Short Price is {{close}},SL :{{plot_3}} ')


if LongSig
    strategy.entry("Enter Long", strategy.long)
else if ShortSig
    strategy.entry("Enter Short", strategy.short)
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