2023-01-11 17:10:25 +08:00
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2023-07-14 18:39:48 +08:00
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> Name
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2023-01-11 17:10:25 +08:00
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2023-04-18 23:12:35 +08:00
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AlphaTrend-Strategy
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2023-01-11 17:10:25 +08:00
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2023-07-14 18:39:48 +08:00
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> Author
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2023-01-11 17:10:25 +08:00
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2023-10-31 12:29:56 +08:00
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ChaoZhang
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2023-01-11 17:10:25 +08:00
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2023-07-14 18:39:48 +08:00
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> Strategy Description
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2023-01-11 17:10:25 +08:00
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The strategy version of AlphaTrend indicator for backtesting and optimisation purposes for TradingView users:
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AlphaTrend
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Screener / Explorer version and an English explantion video will be published soon...
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AlphaTrend's parameters are designed for daily and 4H charts, feel free to optimize on all time frames.
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Hope you all use Alphatrend in your profitable trades.
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Kıvanç
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####
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backtest
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2023-07-14 18:39:48 +08:00
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> Strategy Arguments
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2023-01-11 17:10:25 +08:00
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2023-07-14 18:39:48 +08:00
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|Argument|Default|Description|
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2023-01-11 17:10:25 +08:00
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|----|----|----|
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|v_input_float_1|true|Multiplier|
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|v_input_1|14|Common Period|
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|v_input_2_close|0|src: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_3|false|Show Signals?|
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|v_input_4|false|Change calculation (no volume data)?|
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2023-07-14 18:39:48 +08:00
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> Source (PineScript)
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2023-01-11 17:10:25 +08:00
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2024-03-03 22:27:55 +08:00
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``` pinescript
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2023-01-11 17:10:25 +08:00
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/*backtest
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start: 2021-08-11 00:00:00
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end: 2022-08-10 23:59:00
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period: 1d
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basePeriod: 1h
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exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
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*/
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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
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// author © KivancOzbilgic
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// developer © KivancOzbilgic
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//@version=5
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strategy("AlphaTrend Strategy", shorttitle='ATst', overlay=true, format=format.price, precision=2, margin_long=100, margin_short=100)
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coeff = input.float(1, 'Multiplier', step=0.1)
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AP = input(14, 'Common Period')
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ATR = ta.sma(ta.tr, AP)
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src = input(close)
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showsignalsk = input(title='Show Signals?', defval=false)
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novolumedata = input(title='Change calculation (no volume data)?', defval=false)
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upT = low - ATR * coeff
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downT = high + ATR * coeff
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AlphaTrend = 0.0
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AlphaTrend := (novolumedata ? ta.rsi(src, AP) >= 50 : ta.mfi(hlc3, AP) >= 50) ? upT < nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : upT : downT > nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : downT
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color1 = AlphaTrend > AlphaTrend[2] ? #00E60F : AlphaTrend < AlphaTrend[2] ? #80000B : AlphaTrend[1] > AlphaTrend[3] ? #00E60F : #80000B
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k1 = plot(AlphaTrend, color=color.new(#0022FC, 0), linewidth=3)
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k2 = plot(AlphaTrend[2], color=color.new(#FC0400, 0), linewidth=3)
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fill(k1, k2, color=color1)
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buySignalk = ta.crossover(AlphaTrend, AlphaTrend[2])
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sellSignalk = ta.crossunder(AlphaTrend, AlphaTrend[2])
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K1 = ta.barssince(buySignalk)
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K2 = ta.barssince(sellSignalk)
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O1 = ta.barssince(buySignalk[1])
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O2 = ta.barssince(sellSignalk[1])
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plotshape(buySignalk and showsignalsk and O1 > K2 ? AlphaTrend[2] * 0.9999 : na, title='BUY', text='BUY', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(#0022FC, 0), textcolor=color.new(color.white, 0))
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plotshape(sellSignalk and showsignalsk and O2 > K1 ? AlphaTrend[2] * 1.0001 : na, title='SELL', text='SELL', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.maroon, 0), textcolor=color.new(color.white, 0))
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longCondition = buySignalk
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if (longCondition)
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strategy.entry("Long", strategy.long)
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shortCondition = sellSignalk
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if (shortCondition)
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strategy.entry("Short", strategy.short)
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```
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2023-07-14 18:39:48 +08:00
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> Detail
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2023-01-11 17:10:25 +08:00
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https://www.fmz.com/strategy/377541
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2023-07-14 18:39:48 +08:00
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> Last Modified
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2023-01-11 17:10:25 +08:00
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2022-08-12 16:51:26
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