2022-05-20 14:42:13 +08:00
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2023-07-14 18:39:48 +08:00
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> Name
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2022-05-20 14:42:13 +08:00
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2023-04-18 23:12:35 +08:00
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Supertrend4moving
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2022-05-20 14:42:13 +08:00
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2023-07-14 18:39:48 +08:00
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> Author
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2022-05-20 14:42:13 +08:00
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2023-10-31 12:29:56 +08:00
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ChaoZhang
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2022-05-20 14:42:13 +08:00
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2023-07-14 18:39:48 +08:00
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> Strategy Description
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2022-05-20 14:42:13 +08:00
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stop loss trailing and moving average can be use together for best entering and exit position
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Supertrend+4moving by pejmantak123
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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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2022-05-20 14:42:13 +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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2022-05-20 14:42:13 +08:00
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|----|----|----|
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|v_input_1|20|ATR Period|
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|v_input_2_close|0|Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_float_1|3|ATR Multiplier|
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|v_input_3|true|Change ATR Calculation Method ?|
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|v_input_4|true|Show Buy/Sell Signals ?|
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|v_input_5|true|Highlighter On/Off ?|
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|v_input_int_1|5|Length 1|
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|v_input_6_close|0|Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_int_2|10|Length 2|
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|v_input_7_close|0|Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_int_3|20|Length 3|
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|v_input_8_close|0|Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_int_4|30|Length 4|
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|v_input_9_close|0|Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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2023-07-14 18:39:48 +08:00
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> Source (PineScript)
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2022-05-20 14:42:13 +08:00
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2024-03-03 22:27:55 +08:00
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``` pinescript
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2022-05-20 14:42:13 +08:00
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/*backtest
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start: 2022-05-09 00:00:00
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end: 2022-05-15 23:59:00
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period: 1m
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basePeriod: 1m
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exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
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*/
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//@version=5
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indicator("Supertrend+4moving", overlay=true, timeframe="", timeframe_gaps=true)
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Periods = input(title='ATR Period', defval=20)
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src = input(close, title='Source')
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Multiplier = input.float(title='ATR Multiplier', step=0.1, defval=3.0)
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changeATR = input(title='Change ATR Calculation Method ?', defval=true)
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showsignals = input(title='Show Buy/Sell Signals ?', defval=true)
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highlighting = input(title='Highlighter On/Off ?', defval=true)
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atr2 = ta.sma(ta.tr, Periods)
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atr = changeATR ? ta.atr(Periods) : atr2
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up = src - Multiplier * atr
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up1 = nz(up[1], up)
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up := close[1] > up1 ? math.max(up, up1) : up
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dn = src + Multiplier * atr
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dn1 = nz(dn[1], dn)
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dn := close[1] < dn1 ? math.min(dn, dn1) : dn
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trend = 1
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trend := nz(trend[1], trend)
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trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend
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upPlot = plot(trend == 1 ? up : na, title='Up Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.green, 0))
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buySignal = trend == 1 and trend[1] == -1
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plotshape(buySignal ? up : na, title='UpTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, 0))
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plotshape(buySignal and showsignals ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))
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dnPlot = plot(trend == 1 ? na : dn, title='Down Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.red, 0))
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sellSignal = trend == -1 and trend[1] == 1
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plotshape(sellSignal ? dn : na, title='DownTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, 0))
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plotshape(sellSignal and showsignals ? dn : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
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mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0)
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longFillColor = highlighting ? trend == 1 ? color.green : color.white : color.white
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shortFillColor = highlighting ? trend == -1 ? color.red : color.white : color.white
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fill(mPlot, upPlot, title='UpTrend Highligter', color=longFillColor, transp=90)
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fill(mPlot, dnPlot, title='DownTrend Highligter', color=shortFillColor, transp=90)
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alertcondition(buySignal, title='SuperTrend Buy', message='SuperTrend Buy!')
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alertcondition(sellSignal, title='SuperTrend Sell', message='SuperTrend Sell!')
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changeCond = trend != trend[1]
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alertcondition(changeCond, title='SuperTrend Direction Change', message='SuperTrend has changed direction!')
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len1 = input.int(5, minval=1, title='Length 1')
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src1 = input(close, title='Source')
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offset1 = 0//input.int(title='Offset', defval=0, minval=-500, maxval=500)
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out1 = ta.sma(src1, len1)
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plot(out1, color=color.new(color.purple, 0), title='MA 1', offset=offset1)
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len2 = input.int(10, minval=1, title='Length 2')
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src2 = input(close, title='Source')
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offset2 = 0//input.int(title='Offset', defval=0, minval=-500, maxval=500)
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out2 = ta.sma(src2, len2)
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plot(out2, color=color.new(color.red, 0), title='MA 2', offset=offset2)
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len3 = input.int(20, minval=1, title='Length 3')
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src3 = input(close, title='Source')
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offset3 = 0//input.int(title='Offset', defval=0, minval=-500, maxval=500)
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out3 = ta.sma(src3, len3)
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plot(out3, color=color.new(color.blue, 0), title='MA 3', offset=offset3)
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len4 = input.int(30, minval=1, title='Length 4')
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src4 = input(close, title='Source')
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offset4 = 0//input.int(title='Offset', defval=0, minval=-500, maxval=500)
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out4 = ta.sma(src4, len4)
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plot(out4, color=color.new(color.yellow, 0), title='MA 4', offset=offset4)
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if buySignal
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strategy.entry("Enter Long", strategy.long)
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else if sellSignal
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strategy.entry("Enter 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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2022-05-20 14:42:13 +08:00
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https://www.fmz.com/strategy/363825
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2023-07-14 18:39:48 +08:00
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> Last Modified
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2022-05-20 14:42:13 +08:00
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2022-05-17 15:35:18
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