답변완료
부틱드립니다
수고하십니다
트레이딩 뷰 수식입니다.
예스로적용가능하도록 부탁 드립니다.
아래수식 === PLOTTING ===에서
closeP=plot(closeSeriesAlt, title = "Close Series", color = trendColour, linewidth = 2, style = line, transp = 20)
openP=plot(openSeriesAlt, title = "Open Series", color = trendColour, linewidth = 2, style = line, transp = 20)
두 선만 나타나게 부탁드립니다
strategy(title = "Open Close Cross Strategy R5.1 revised by JustUncleL", shorttitle = "OCC Strategy R5.1", overlay = true,
pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 10, calc_on_every_tick=false)
// === INPUTS ===
useRes = input(defval = true, title = "Use Alternate Resolution?")
intRes = input(defval = 3, title = "Multiplier for Alernate Resolution")
stratRes = ismonthly? tostring(interval*intRes,"###M") : isweekly? tostring(interval*intRes,"###W") : isdaily? tostring(interval*intRes,"###D") : isintraday ? tostring(interval*intRes,"####") : '60'
basisType = input(defval = "SMMA", title = "MA Type: ", options=["SMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMMA", "HullMA", "LSMA", "ALMA", "SSMA", "TMA"])
basisLen = input(defval = 8, title = "MA Period", minval = 1)
offsetSigma = input(defval = 6, title = "Offset for LSMA / Sigma for ALMA", minval = 0)
offsetALMA = input(defval = 0.85, title = "Offset for ALMA", minval = 0, step = 0.01)
scolor = input(false, title="Show coloured Bars to indicate Trend?")
delayOffset = input(defval = 0, title = "Delay Open/Close MA (Forces Non-Repainting)", minval = 0, step = 1)
tradeType = input("BOTH", title="What trades should be taken : ", options=["LONG", "SHORT", "BOTH", "NONE"])
// === /INPUTS ===
// Constants colours that include fully non-transparent option.
green100 = #008000FF
lime100 = #00FF00FF
red100 = #FF0000FF
blue100 = #0000FFFF
aqua100 = #00FFFFFF
darkred100 = #8B0000FF
gray100 = #808080FF
// === BASE FUNCTIONS ===
// Returns MA input seletion variant, default to SMA if blank or typo.
variant(type, src, len, offSig, offALMA) =>
v1 = sma(src, len) // Simple
v2 = ema(src, len) // Exponential
v3 = 2 * v2 - ema(v2, len) // Double Exponential
v4 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len) // Triple Exponential
v5 = wma(src, len) // Weighted
v6 = vwma(src, len) // Volume Weighted
v7 = 0.0
v7 := na(v7[1]) ? sma(src, len) : (v7[1] * (len - 1) + src) / len // Smoothed
v8 = wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) // Hull
v9 = linreg(src, len, offSig) // Least Squares
v10 = alma(src, len, offALMA, offSig) // Arnaud Legoux
v11 = sma(v1,len) // Triangular (extreme smooth)
// SuperSmoother filter
// ⓒ 2013 John F. Ehlers
a1 = exp(-1.414*3.14159 / len)
b1 = 2*a1*cos(1.414*3.14159 / len)
c2 = b1
c3 = (-a1)*a1
c1 = 1 - c2 - c3
v12 = 0.0
v12 := c1*(src + nz(src[1])) / 2 + c2*nz(v12[1]) + c3*nz(v12[2])
type=="EMA"?v2 : type=="DEMA"?v3 : type=="TEMA"?v4 : type=="WMA"?v5 : type=="VWMA"?v6 : type=="SMMA"?v7 : type=="HullMA"?v8 : type=="LSMA"?v9 : type=="ALMA"?v10 : type=="TMA"?v11: type=="SSMA"?v12: v1
// security wrapper for repeat calls
reso(exp, use, res) => use ? security(tickerid, res, exp, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) : exp
// === /BASE FUNCTIONS ===
// === SERIES SETUP ===
closeSeries = variant(basisType, close[delayOffset], basisLen, offsetSigma, offsetALMA)
openSeries = variant(basisType, open[delayOffset], basisLen, offsetSigma, offsetALMA)
// === /SERIES ===
// === PLOTTING ===
// Get Alternate resolution Series if seleced.
closeSeriesAlt = reso(closeSeries, useRes, stratRes)
openSeriesAlt = reso(openSeries, useRes, stratRes)
//
trendColour = (closeSeriesAlt > openSeriesAlt) ? green : red
bcolour = (closeSeries > openSeriesAlt) ? lime100 : red100
barcolor(scolor?bcolour:na, title = "Bar Colours")
closeP=plot(closeSeriesAlt, title = "Close Series", color = trendColour, linewidth = 2, style = line, transp = 20)
openP=plot(openSeriesAlt, title = "Open Series", color = trendColour, linewidth = 2, style = line, transp = 20)
fill(closeP,openP,color=trendColour,transp=80)
// === /PLOTTING ===
//
//
// === ALERT conditions
xlong = crossover(closeSeriesAlt, openSeriesAlt)
xshort = crossunder(closeSeriesAlt, openSeriesAlt)
longCond = xlong // alternative: longCond[1]? false : (xlong or xlong[1]) and close>closeSeriesAlt and close>=open
shortCond = xshort // alternative: shortCond[1]? false : (xshort or xshort[1]) and close<closeSeriesAlt and close<=open
// === /ALERT conditions.
// === STRATEGY ===
// stop loss
slPoints = input(defval = 0, title = "Initial Stop Loss Points (zero to disable)", minval = 0)
tpPoints = input(defval = 0, title = "Initial Target Profit Points (zero for disable)", minval = 0)
// Include bar limiting algorithm
ebar = input(defval = 10000, title="Number of Bars for Back Testing", minval=0)
dummy = input(false, title="- SET to ZERO for Daily or Longer Timeframes" )
//
// Calculate how many mars since last bar
tdays = (timenow-time)/60000.0 // number of minutes since last bar
tdays := ismonthly? tdays/1440.0/5.0/4.3/interval : isweekly? tdays/1440.0/5.0/interval : isdaily? tdays/1440.0/interval : tdays/interval // number of bars since last bar
//
//set up exit parameters
TP = tpPoints>0?tpPoints:na
SL = slPoints>0?slPoints:na
// Make sure we are within the bar range, Set up entries and exit conditions
if ((ebar==0 or tdays<=ebar) and tradeType!="NONE")
strategy.entry("long", strategy.long, when=longCond==true and tradeType!="SHORT")
strategy.entry("short", strategy.short, when=shortCond==true and tradeType!="LONG")
strategy.close("long", when = shortCond==true and tradeType=="LONG")
strategy.close("short", when = longCond==true and tradeType=="SHORT")
strategy.exit("XL", from_entry = "long", profit = TP, loss = SL)
strategy.exit("XS", from_entry = "short", profit = TP, loss = SL)
// === /STRATEGY ===
// eof
2024-09-28
922
글번호 183821
지표
답변완료
검색식 부탁합니다
검색시 부탁드립니다.(New SQUEEZE MOMENTUM)
조건은 하부 지표에서
1) 색상이 적색에서 노랑색으로 변하는 지점에서의 검색식 부탁합니다
input : length(20),BB_mult(2.0);
var : BB_basis(0),dev(0),BB_upper(0),BB_lower(0);
BB_basis = ma(close, length);
dev = BB_mult * std(close, length);
BB_upper = BB_basis + dev;
BB_lower = BB_basis - dev;
input : KC_mult_high(1.0);
input : KC_mult_mid(1.5);
input : KC_mult_low(2.0);
var : KC_basis(0),devKC(0);
var : KC_upper_high(0),KC_lower_high(0);
var : KC_upper_mid(0),KC_lower_mid(0);
var : KC_upper_low(0),KC_lower_low(0);
var : NoSqz(False),LowSqz(False),MidSqz(False),HighSqz(False);
var : mom(0),iff_1(0),iff_2(0),mom_color(0),sq_color(0);
KC_basis = ma(close, length);
devKC = ma(TrueRange, length);
KC_upper_high = KC_basis + devKC * KC_mult_high;
KC_lower_high = KC_basis - devKC * KC_mult_high;
KC_upper_mid = KC_basis + devKC * KC_mult_mid;
KC_lower_mid = KC_basis - devKC * KC_mult_mid;
KC_upper_low = KC_basis + devKC * KC_mult_low;
KC_lower_low = KC_basis - devKC * KC_mult_low;
//SQUEEZE CONDITIONS
NoSqz = BB_lower < KC_lower_low or BB_upper > KC_upper_low; //NO SQUEEZE: GREEN
LowSqz = BB_lower >= KC_lower_low or BB_upper <= KC_upper_low; //LOW COMPRESSION: BLACK
MidSqz = BB_lower >= KC_lower_mid or BB_upper <= KC_upper_mid ;//MID COMPRESSION: RED
HighSqz = BB_lower >= KC_lower_high or BB_upper <= KC_upper_high; //HIGH COMPRESSION: ORANGE
//MOMENTUM OSCILLATOR
mom = LRL(close - avg(avg(highest(high, length), lowest(low, length)),ma(close, length)), length);
//MOMENTUM HISTOGRAM COLOR
iff_1 = iff(mom > iff(isnan(mom[1])==true,0,mom[1]) , Cyan , Blue);
iff_2 = iff(mom < iff(isnan(mom[1])==true,0,mom[1]) , red , yellow);
mom_color = iff(mom > 0 , iff_1 , iff_2);
//SQUEEZE DOTS COLOR
sq_color = iff(HighSqz , orange ,IFf(MidSqz , red ,IFf(LowSqz , black , green)));
//PLOTS
plot1(mom, "MOM",mom_color);
plot2(0, "SQZ", sq_color);
2024-10-10
732
글번호 183820
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