策略名称
AMACD - All Moving Average Convergence Divergence
策略作者
张超
策略描述
This indicator displays the Moving Average Convergane and Divergence ( MACD ) of individually configured Fast, Slow and Signal Moving Averages. Buy and sell alerts can be set based on moving average crossovers, consecutive convergence/divergence of the moving averages, and directional changes in the histogram moving averages.
The Fast, Slow and Signal Moving Averages can be set to: Exponential Moving Average ( EMA ) Volume-Weighted Moving Average ( VWMA ) Simple Moving Average ( SMA ) Weighted Moving Average ( WMA ) Hull Moving Average ( HMA ) Exponentially Weighted Moving Average (RMA) ( SMMA ) Symmetrically Weighted Moving Average ( SWMA ) Arnaud Legoux Moving Average ( ALMA ) Double EMA ( DEMA ) Double SMA (DSMA) Double WMA (DWMA) Double RMA ( DRMA ) Triple EMA ( TEMA ) Triple SMA (TSMA) Triple WMA (TWMA) Triple RMA (TRMA) Linear regression curve Moving Average ( LSMA ) Variable Index Dynamic Average ( VIDYA ) Fractal Adaptive Moving Average ( FRAMA )
If you have a strategy that can buy based on External Indicators use 'Backtest Signal' which returns a 1 for a Buy and a 2 for a sell. 'Backtest Signal' is plotted to display.none, so change the Style Settings for the chart if you need to see it for testing.
backtest
策略参数
| 参数 | 默认值 | 描述 |
|---|---|---|
| v_input_string_1 | 0 | (?Moving Averages)Fast Moving Average Type: EMA |
| v_input_1_close | 0 | Fast Source: close |
| v_input_int_1 | 12 | Fast Length |
| v_input_string_2 | 0 | Slow Moving Average Type: SMA |
| v_input_2_close | 0 | Slow Source: close |
| v_input_int_2 | 26 | Slow Length |
| v_input_string_3 | 0 | Signal Moving Average Type: SMA |
| v_input_int_3 | 9 | Signal Length |
| v_input_3 | 0.85 | (?Alma)ALMA Offset |
| v_input_float_1 | 6 | ALMA Sigma |
| v_input_int_4 | true | (?Frama)FRAMA lower shift limit (FC) |
| v_input_int_5 | 198 | FRAMA upper shift limit (SC) |
| v_input_bool_1 | true | (?Buy / Sell Moving Averages)Buy Moving Average Crossover |
| v_input_bool_2 | true | Sell Moving Average Crossover |
| v_input_bool_3 | false | Buy Moving Average Crossing Zero |
| v_input_bool_4 | false | Sell Moving Average Crossing Zero |
| v_input_bool_5 | false | (?Buy / Sell Histogram Moving Averages)Buy Histogram MA Positive |
| v_input_bool_6 | false | Sell Histogram MA Negative |
| v_input_int_6 | 5 | Histogram MA Length |
| v_input_string_4 | 0 | Histogram MA Type: EMA |
| v_input_bool_7 | false | (?Buy / Sell Histogram Rising / Falling)Buy MA Histogram Rising |
| v_input_bool_8 | false | Buy Histogram Rising Only Below Zero |
| v_input_int_7 | true | Consecutive Rising Bars to Trigger Buy |
| v_input_bool_9 | false | Sell MA Histogram Falling |
| v_input_bool_10 | false | Sell Histogram Falling Only Above Zero |
| v_input_int_8 | true | Consecutive Falling Bars to Trigger Sell |
| v_input_bool_11 | true | (?Long / Short Signals)Generate Close Signals for Long / Short Positions |
| v_input_int_9 | true | Open Long = |
| v_input_int_10 | 2 | Close Long = |
| v_input_int_11 | -1 | Open Short = |
| v_input_int_12 | -2 | Close Short = |
| v_input_bool_12 | true | (?Plot Options)Plot Alerts |
| v_input_bool_13 | true | Plot Moving Average |
| v_input_bool_14 | true | Plot Signal |
| v_input_bool_15 | true | Plot Histogram |
| v_input_bool_16 | true | Plot Histogram Moving Average |
| v_input_4 | #2962FF | (?Color Settings)MACD Line |
| v_input_5 | #FF6D00 | Signal Line |
| v_input_6 | #26A69A | Histogram Above Grow |
| v_input_7 | #B2DFDB | Fall |
| v_input_8 | #FFCDD2 | Histogram Below Grow |
| v_input_9 | #FF5252 | Fall |
源码 (PineScript)
/*backtest
start: 2022-04-09 00:00:00
end: 2022-05-08 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/
// © EltAlt
//@version=5
// -----------------------------------------------------------------------------
//
// Authors: @EltAlt
// Revision: v3.00
// Date: 09-May-2022
//
// Description
// =============================================================================
// This indicator displays the Moving Average Convergane and Divergence (MACD) of individually configured Fast, Slow and Signal Moving
// Averages. Buy and sell alerts can be set based on moving average crossovers, consecutive convergence/divergence of the moving averages,
// and directional changes in the histogram moving averages.
//
// The Fast, Slow and Signal Moving Averages can be set to:
// Simple Moving Average (SMA)
// Exponential Moving Average (EMA)
// Weighted Moving Average (WMA)
// Volume-Weighted Moving Average (VWMA)
// Hull Moving Average (HMA)
// Exponentially Weighted Moving Average (RMA) (SMMA)
// Linear regression curve Moving Average (LSMA)
// Double EMA (DEMA)
// Double SMA (DSMA)
// Double WMA (DWMA)
// Double RMA (DRMA)
// Triple EMA (TEMA)
// Triple SMA (TSMA)
// Triple WMA (TWMA)
// Triple RMA (TRMA)
// Symmetrically Weighted Moving Average (SWMA) ** length does not apply **
// Arnaud Legoux Moving Average (ALMA)
// Variable Index Dynamic Average (VIDYA)
// Fractal Adaptive Moving Average (FRAMA)
//
// If you have a strategy that can buy based on External Indicators you can use the 'Backtest Signal' which plots the values set in
// the 'Long / Short Signals' section.
// 'Backtest Signal' is plotted to display.none, so change the Style Settings for the chart if you need to see it for testing.
//
// =============================================================================
//
// I would gladly accept any suggestions to improve the script.
// If you encounter any problems please share them with me.
//
// Thanks to Smartcryptotrade for "MACD Alert [All MA in one] [Smart Crypto Trade (SCT)]" which gave me the initial starting point.
//
// Changlog
// =============================================================================
//
// 2.01 • Added separate sources for the fast and slow moving averages.
// • Added SWMA, because it's "All" moving averages. Interesting that SWMA doesn't take a length, so length will not apply.
// • Consolidated MA functions for doubles and triples in to the calcMA function.
// • Neatened up the inputs.
// 2.02 • Renamed to "AMACD - All Moving Average Convergence Divergence".
// • Added ta.rising and ta.falling, which simplified things a lot, why didn't you tell me about these functions! :)
// • Added a price plot with display=display.none for testing, color is green when above moving averages, red below and blue when
// interacting.
// • First Public release.
// 2.03 • Added a case for no signal smoothing, when signal length = 1.
// • Re-wrote calcMA as a switch, much more pleasing on the eye.
// • Removed all the security fluff which I'd never even read, "terms of the Mozilla Public License 2.0" is more comprehensive anyway.
// • Added check boxes to quickly disable some of the default plots.
// 3.00 • Added options to generate open and close for both long and short positions. So if you are in a long position and your criteria
// for a negative signal is met it will close your long, if another negative signal is generated it will open a short. If you're
// just trading the crossover this will keep you permanently trading short or long, as it's only when there are two or more
// consecutive signals are generated that will move you from longs to shorts.
// • Plots a Green Triangle for Open Long, a Green Square for Close Long, a Red Triangle for Open Short and a Red Square for
// Close Short.
// • To do this I needed to track the sate of open deals. Could have done this with variables but thought plotting it may help,
// so "Deal State" plots a 1 if it's in a long, 0 if no deals are open and -1 if it's in a short, to display.none. Enable it
// in Stlye Settings if you need it for testing.
// • If you'd prefer that it just worked as it did before with simple Buy / Sell signals, which makes sense if you're just trading
// the crossover, disable the 'Generate Close Signals for Long / Short Positions' setting.
// • Now that it can generate Open Long, Close Long, Open Short and Close Short signals I added a 'Long / Short Signals' section in
// settings, where you can specify what signals your backtester is expecting for each state.
// • Moving averages are now plotted to display.none as well in case you want to see the price and the moving averages for testing.
// You're much better off running my other script 'Any Ribbon' on the top pane to show the moving averages ribbon, but these
// options enable you to show them here if you want to.
// • Added the option to buy / sell based on the moving average crossing zero, thanks Bu Bader!
//
//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒
//
//
// ============ "AMACD - All Moving Average Convergence Divergence"
indicator(title='AMACD - All Moving Average Convergence Divergence',
shorttitle='AMACD',
overlay = false,
timeframe='',
timeframe_gaps=true)
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒
// ============ Inputs
FastType = input.string('EMA', title='Fast Moving Average Type', group='Moving Averages', options=['EMA', 'SMA', 'WMA', 'VWMA', 'HMA', 'RMA', 'LSMA', 'Double EMA', 'Double SMA', 'Double WMA', 'Double RMA', 'Triple EMA', 'Triple SMA', 'Triple WMA', 'Triple RMA', 'SWMA', 'ALMA', 'VIDYA', 'FRAMA'])
FastSource = input (close, title='Fast Source', inline='Fast', group='Moving Averages')
FastLength = input.int (12, title='Fast Length', inline='Fast', group='Moving Averages', minval=2, maxval=1000)
SlowType = input.string ('SMA', title='Slow Moving Average Type', group='Moving Averages', options=['EMA', 'SMA', 'WMA', 'VWMA', 'HMA', 'RMA', 'LSMA', 'Double EMA', 'Double SMA', 'Double WMA', 'Double RMA', 'Triple EMA', 'Triple SMA', 'Triple WMA', 'Triple RMA', 'SWMA', 'ALMA', 'VIDYA', 'FRAMA'])
SlowSource = input (close, title='Slow Source', inline='Slow', group='Moving Averages')
SlowLength = input.int (26, title='Slow Length', inline='Slow', group='Moving Averages', minval=2, maxval=1000)
SignalType = input.string('SMA', title='Signal Moving Average Type', inline='Signal', group='Moving Averages', options=['EMA', 'SMA', 'WMA', 'VWMA', 'HMA', 'RMA', 'LSMA', 'Double EMA', 'Double SMA', 'Double WMA', 'Double RMA', 'Triple EMA', 'Triple SMA', 'Triple WMA', 'Triple RMA', 'SWMA', 'ALMA', 'VIDYA', 'FRAMA'])
SignalLength = input.int (9, title='Signal Length', minval=1, maxval=1000, inline='Signal', group='Moving Averages')
offset_alma = input (0.85, title='ALMA Offset', inline='1', group='Alma')
sigma_alma = input.float (6, title='ALMA Sigma', inline='1', group='Alma')
FC = input.int(1, minval=1, title='FRAMA lower shift limit (FC)', inline='1', group='Frama')
SC = input.int(198, minval=1, title='FRAMA upper shift limit (SC)', inline='1', group='Frama')
backtestBuyCrossover = input.bool (true, inline='1', group='Buy / Sell Moving Averages', title='Buy Moving Average Crossover')
backtestSellCrossover = input.bool (true, inline='1', group='Buy / Sell Moving Averages', title='Sell Moving Average Crossover')
backtestMACrossUpZero = input.bool (false, inline='2', group='Buy / Sell Moving Averages', title='Buy Moving Average Crossing Zero')
backtestMACrossDownZero = input.bool (false, inline='2', group='Buy / Sell Moving Averages', title='Sell Moving Average Crossing Zero')
backtestBuyHistMA = input.bool (false, inline='1', group='Buy / Sell Histogram Moving Averages', title='Buy Histogram MA Positive')
backtestSellHistMA = input.bool (false, inline='1', group='Buy / Sell Histogram Moving Averages', title='Sell Histogram MA Negative')
MAHistLength = input.int (5, minval=2, inline='2', group='Buy / Sell Histogram Moving Averages', title='Histogram MA Length')
MAHistType = input.string('EMA', inline='2', group='Buy / Sell Histogram Moving Averages', title='Histogram MA Type', options=['EMA', 'VWMA', 'SMA', 'WMA', 'HMA', 'RMA', 'ALMA', 'Double EMA', 'Double SMA', 'Double WMA', 'Double RMA', 'Triple EMA', 'Triple SMA', 'Triple WMA', 'Triple RMA', 'LSMA', 'VIDYA', 'FRAMA'])
backtestBuyRisingHist = input.bool (false, title='Buy MA Histogram Rising', inline='1', group='Buy / Sell Histogram Rising / Falling')
backtestBuyRisingHistBelow = input.bool (false, title='Buy Histogram Rising Only Below Zero', inline='1', group='Buy / Sell Histogram Rising / Falling')
risingHistLength = input.int (1, minval=1, title='Consecutive Rising Bars to Trigger Buy', group='Buy / Sell Histogram Rising / Falling')
backtestSellFallingHist = input.bool (false, title='Sell MA Histogram Falling', inline='2', group='Buy / Sell Histogram Rising / Falling')
backtestSellFallingHistAbove = input.bool (false, title='Sell Histogram Falling Only Above Zero', inline='2', group='Buy / Sell Histogram Rising / Falling')
fallingHistLength = input.int (1, minval=1, title='Consecutive Falling Bars to Trigger Sell', group='Buy / Sell Histogram Rising / Falling')
// Signal options
generateClose = input.bool (true, inline='0', group='Long / Short Signals', title='Generate Close Signals for Long / Short Positions')
longOpenSignal = input.int (1, inline='1', group='Long / Short Signals', title='Open Long = ')
longCloseSignal = input.int (2, inline='1', group='Long / Short Signals', title='Close Long = ')
shortOpenSignal = input.int (-1, inline='2', group='Long / Short Signals', title='Open Short = ')
shortCloseSignal = input.int (-2, inline='2', group='Long / Short Signals', title='Close Short = ')
// Plot options
plotAlerts = input.bool(true, title='Plot Alerts', inline='1', group='Plot Options')
plotMA = input.bool(true, title='Plot Moving Average', inline='1', group='Plot Options')
plotSig = input.bool(true, title='Plot Signal', inline='1', group='Plot Options')
plotH = input.bool(true, title='Plot Histogram', inline='2', group='Plot Options')
plotHMA = input.bool(true, title='Plot Histogram Moving Average', inline='2', group='Plot Options')
col_macd = input(#2962FF, 'MACD Line ', group='Color Settings', inline='MACD')
col_signal = input(#FF6D00, ' Signal Line ', group='Color Settings', inline='MACD')
col_grow_above = input(#26A69A, 'Histogram Above Grow', group='Color Settings', inline='Above')
col_fall_above = input(#B2DFDB, 'Fall', group='Color Settings', inline='Above')
col_grow_below = input(#FFCDD2, 'Histogram Below Grow', group='Color Settings', inline='Below')
col_fall_below = input(#FF5252, 'Fall', group='Color Settings', inline='Below')
var int dealstate = 0
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒
// ============ Functions
getCMO(src, length) =>
mom = ta.change(src)
upSum = math.sum(math.max(mom, 0), length)
downSum = math.sum(-math.min(mom, 0), length)
out = (upSum - downSum) / (upSum + downSum)
out
vidya(src, length) =>
alpha = 2 / (length + 1)
cmo = math.abs(getCMO(src, length))
vidya = 0.0
vidya := src * alpha * cmo + nz(vidya[1]) * (1 - alpha * cmo)
vidya
frama(x, y, z, v) =>
// x = source , y = length , z = FC , v = SC
HL = (ta.highest(high, y) - ta.lowest(low, y)) / y
HL1 = (ta.highest(high, y / 2) - ta.lowest(low, y / 2)) / (y / 2)
HL2 = (ta.highest(high, y / 2)[y / 2] - ta.lowest(low, y / 2)[y / 2]) / (y / 2)
D = (math.log(HL1 + HL2) - math.log(HL)) / math.log(2)
dim = HL1 > 0 and HL2 > 0 and HL > 0 ? D : nz(D[1])
w = math.log(2 / (v + 1))
alpha = math.exp(w * (dim - 1))
alpha1 = alpha > 1 ? 1 : alpha < 0.01 ? 0.01 : alpha
oldN = (2 - alpha1) / alpha1
newN = (v - z) * (oldN - 1) / (v - 1) + z
newalpha = 2 / (newN + 1)
newalpha1 = newalpha < 2 / (v + 1) ? 2 / (v + 1) : newalpha > 1 ? 1 : newalpha
frama = 0.0
frama := (1 - newalpha1) * nz(frama[1]) + newalpha1 * x
frama
calcMA(_type, _src, _length) =>
switch _type
'EMA' => ta.ema(_src, _length)
'SMA' => ta.sma(_src, _length)
'WMA' => ta.wma(_src, _length)
'VWMA' => ta.vwma(_src, _length)
'HMA' => ta.hma(_src, _length)
'RMA' => ta.rma(_src, _length)
'LSMA' => ta.linreg(_src, _length, 0)
'Double EMA' => 2 * ta.ema(_src, _length) - ta.ema(ta.ema(_src, _length), _length)
'Double SMA' => 2 * ta.sma(_src, _length) - ta.sma(ta.sma(_src, _length), _length)
'Double WMA' => 2 * ta.wma(_src, _length) - ta.wma(ta.wma(_src, _length), _length)
'Double RMA' => 2 * ta.rma(_src, _length) - ta.rma(ta.rma(_src, _length), _length)
'Triple EMA' => 3 * (ta.ema(_src, _length) - ta.ema(ta.ema(_src, _length), _length)) + ta.ema(ta.ema(ta.ema(_src, _length), _length), _length)
'Triple SMA' => 3 * (ta.sma(_src, _length) - ta.sma(ta.sma(_src, _length), _length)) + ta.sma(ta.sma(ta.sma(_src, _length), _length), _length)
'Triple WMA' => 3 * (ta.wma(_src, _length) - ta.wma(ta.wma(_src, _length), _length)) + ta.wma(ta.wma(ta.wma(_src, _length), _length), _length)
'Triple RMA' => 3 * (ta.rma(_src, _length) - ta.rma(ta.rma(_src, _length), _length)) + ta.rma(ta.rma(ta.rma(_src, _length), _length), _length)
'SWMA' => ta.swma(_src) // No Length for SWMA
'ALMA' => ta.alma(_src, _length, offset_alma, sigma_alma)
'VIDYA' => vidya(_src, _length)
'FRAMA' => frama(_src, _length, FC, SC)
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒
// ============ Calculations
MA_fast = calcMA(FastType, FastSource, FastLength)
MA_slow = calcMA(SlowType, SlowSource, SlowLength)
macd = MA_fast - MA_slow
signal = SignalLength > 1 ? calcMA(SignalType, macd, SignalLength) : 0
hist = macd - signal
histMA = calcMA(MAHistType, hist, MAHistLength)
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒
// ============ Logic
longSignal = ta.crossover(hist, 0)
shortSignal = ta.crossunder(hist, 0)
MACrossUpZero = ta.crossover(macd, 0)
MACrossDownZero = ta.crossover(macd, 0)
longHistMA = histMA > histMA[1]
shortHistMA = histMA < histMA[1]
risingHist = ta.rising (hist, risingHistLength) and (hist < 0 or not backtestBuyRisingHistBelow)
fallingHist = ta.falling (hist, fallingHistLength) and (hist > 0 or not backtestSellFallingHistAbove)
bool openLong = false
bool closeLong = false
bool openShort = false
bool closeShort = false
if ((backtestBuyCrossover and longSignal)
or (backtestBuyHistMA and longHistMA and not longHistMA[1])
or (backtestBuyRisingHist and risingHist and not risingHist[1])
or (backtestMACrossUpZero and MACrossUpZero))
if (dealstate[1] == -1) and generateClose
closeShort := true
dealstate := 0
else
openLong := true
dealstate := 1
if ((backtestSellCrossover and shortSignal)
or (backtestSellHistMA and shortHistMA and not shortHistMA[1])
or (backtestSellFallingHist and fallingHist and not fallingHist[1])
or (backtestMACrossDownZero and MACrossDownZero))
if (dealstate[1] == 1) and generateClose
closeLong := true
dealstate := 0
else
openShort := true
dealstate := -1
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒
// ============ Plot
plot(plotH ? hist : na, title='Histogram', style=plot.style_columns, color=hist >= 0 ? hist[1] < hist ? col_grow_above : col_fall_above : hist[1] < hist ? col_grow_below : col_fall_below, linewidth=2)
plot(plotHMA ? histMA : na, title='Histogram Moving Average', color=histMA > histMA[1] ? col_grow_above : col_fall_below, linewidth=2)
plot(plotMA ? macd : na, title='Moving Average', color=col_macd, linewidth=2)
plot(plotSig ? signal : na, title='Signal', color=col_signal, linewidth=2)
plot(openLong ? longOpenSignal : closeLong ? longCloseSignal : openShort ? shortOpenSignal : closeShort ? shortCloseSignal : 0, 'Backtest Signal', color=openLong or closeShort ? color.lime : openShort or closeLong? color.red : color.gray, display=display.none)
plot(close, title='Price', display=display.none, color = (low > MA_fast and low > MA_slow ? true : false) ? color.lime : (high < MA_fast and high < MA_slow ? true : false) ? color.red : color.blue)
plot(MA_fast, title= 'Fast Moving Average', display=display.none, color = color.red)
plot(MA_slow, title= 'Slow Moving Average', display=display.none, color = color.green)
plot(dealstate, title='Deal State', display=display.none, color = (dealstate > 0 ? color.lime : dealstate < 0 ? color.red : color.gray))
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒
// ============ Alerts
alertcondition (openLong, title='AMACD Open Long!', message='Buy signal, put your JSON here to open deals or start bots.')
alertcondition (openShort, title='AMACD Open Short!', message='Sell signal, put your JSON here to close deals or stop bots.')
alertcondition (closeShort, title='AMACD Close Short!', message='Buy signal, put your JSON here to open deals or start bots.')
alertcondition (closeLong, title='AMACD Close Long!', message='Sell signal, put your JSON here to close deals or stop bots.')
//plotshape (plotAlerts ? openLong and longOpenSignal : na, style=shape.triangleup, color=color.lime, location=location.bottom, size=size.tiny, title='Open Long')
//plotshape (plotAlerts ? closeLong and longCloseSignal : na, style=shape.square, color=color.lime, location=location.bottom, size=size.tiny, title='Close Long')
//plotshape (plotAlerts ? openShort and shortOpenSignal : na, style=shape.triangledown, color=color.red, location=location.bottom, size=size.tiny, title='Open Short')
//plotshape (plotAlerts ? closeShort and shortCloseSignal : na, style=shape.square, color=color.red, location=location.bottom, size=size.tiny, title='Close Short')
if openLong and longOpenSignal
strategy.entry("Enter Long", strategy.long)
else if openShort and shortOpenSignal
strategy.entry("Enter Short", strategy.short)
strategy.close("Enter Long",when=(closeLong and longCloseSignal),comment="Long_OK")
strategy.close("Enter Short",when=(closeShort and shortCloseSignal),comment="Short_OK")
策略出处
https://www.fmz.com/strategy/362214
更新时间
2022-05-10 16:13:20