162 lines
6.1 KiB
Markdown
162 lines
6.1 KiB
Markdown
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> Name
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CCI-MTF-ObOs
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> Author
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ChaoZhang
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> Strategy Description
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Hello Traders,
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This is a simple Commodity Channel Index ( CCI ) indicator with multi-timeframe (MTF) overbought and oversold level.
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It can detect overbought and oversold level up to 5 timeframes, which help traders spot potential reversal point more easily.
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There are options to select 1-5 timeframes to detect overbought and oversold.
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Green Background is "Oversold" , looking for "Long".
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Red Background is "Overbought" , looking for "Short".
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Have fun :)
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**backtest**
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|v_input_1_hlc3|0|(?[ CCI SETTING ])Source: hlc3|high|low|open|hl2|close|hlcc4|ohlc4|
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|v_input_int_1|20|Length|
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|v_input_int_2|100|Overbought|
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|v_input_int_3|-100|Oversold|
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|v_input_timeframe_1|15|(?[ SELECT TIMEFRAME ])Timeframe 1|
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|v_input_timeframe_2|30|Timeframe 2|
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|v_input_timeframe_3|60|Timeframe 3|
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|v_input_timeframe_4|120|Timeframe 4|
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|v_input_timeframe_5|240|Timeframe 5|
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|v_input_bool_1|true|cciTf1_E|
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|v_input_bool_2|true|cciTf2_E|
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|v_input_bool_3|true|cciTf3_E|
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|v_input_bool_4|true|cciTf4_E|
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|v_input_bool_5|true|cciTf5_E|
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> Source (PineScript)
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``` pinescript
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/*backtest
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start: 2022-04-15 00:00:00
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end: 2022-05-14 23:59:00
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period: 12h
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basePeriod: 15m
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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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// © thakon33
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// __ __ __ ____ ____
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// / /_/ / ___ _/ /_____ ___ |_ /|_ /
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// / __/ _ \/ _ `/ '_/ _ \/ _ \_/_ <_/_ <
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// \__/_//_/\_,_/_/\_\\___/_//_/____/____/
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//@version=5
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indicator("CCI MTF Ob+Os")
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//------------------------------------------------------------------------------
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// Input
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var g_cci = "[ CCI SETTING ]"
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cciSrc = input(title="Source", defval=hlc3, group=g_cci)
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cciLength = input.int(title="Length", defval=20, minval=1, group=g_cci)
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cciOverbought = input.int(title="Overbought", defval=100, step=10, group=g_cci)
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cciOversold = input.int(title="Oversold", defval=-100, step=10, group=g_cci)
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var g_tf = "[ SELECT TIMEFRAME ]"
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cciTf1 = input.timeframe(title="Timeframe 1", defval="15", group=g_tf, inline="tf1")
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cciTf2 = input.timeframe(title="Timeframe 2", defval="30", group=g_tf, inline="tf2")
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cciTf3 = input.timeframe(title="Timeframe 3", defval="60", group=g_tf, inline="tf3")
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cciTf4 = input.timeframe(title="Timeframe 4", defval="120", group=g_tf, inline="tf4")
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cciTf5 = input.timeframe(title="Timeframe 5", defval="240", group=g_tf, inline="tf5")
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cciTf1_E = input.bool(title="", defval=true, group=g_tf, inline="tf1")
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cciTf2_E = input.bool(title="", defval=true, group=g_tf, inline="tf2")
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cciTf3_E = input.bool(title="", defval=true, group=g_tf, inline="tf3")
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cciTf4_E = input.bool(title="", defval=true, group=g_tf, inline="tf4")
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cciTf5_E = input.bool(title="", defval=true, group=g_tf, inline="tf5")
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//------------------------------------------------------------------------------
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// Calculate CCI
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Fsec(Sym, Tf, Exp) =>
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request.security(Sym, Tf, Exp[barstate.isrealtime ? 1 : 0], barmerge.gaps_off, barmerge.lookahead_off) [barstate.isrealtime ? 0 : 1]
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cci1 = Fsec(syminfo.tickerid, cciTf1, ta.cci(cciSrc, cciLength))
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cci2 = Fsec(syminfo.tickerid, cciTf2, ta.cci(cciSrc, cciLength))
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cci3 = Fsec(syminfo.tickerid, cciTf3, ta.cci(cciSrc, cciLength))
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cci4 = Fsec(syminfo.tickerid, cciTf4, ta.cci(cciSrc, cciLength))
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cci5 = Fsec(syminfo.tickerid, cciTf5, ta.cci(cciSrc, cciLength))
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//------------------------------------------------------------------------------
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// CCI Overbought and Oversold detect
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cci1_Ob = not cciTf1_E or cci1 >= cciOverbought
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cci2_Ob = not cciTf2_E or cci2 >= cciOverbought
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cci3_Ob = not cciTf3_E or cci3 >= cciOverbought
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cci4_Ob = not cciTf4_E or cci4 >= cciOverbought
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cci5_Ob = not cciTf5_E or cci5 >= cciOverbought
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cci1_Os = not cciTf1_E or cci1 <= cciOversold
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cci2_Os = not cciTf2_E or cci2 <= cciOversold
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cci3_Os = not cciTf3_E or cci3 <= cciOversold
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cci4_Os = not cciTf4_E or cci4 <= cciOversold
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cci5_Os = not cciTf5_E or cci5 <= cciOversold
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cciOb = cci1_Ob and cci2_Ob and cci3_Ob and cci4_Ob and cci5_Ob
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cciOs = cci1_Os and cci2_Os and cci3_Os and cci4_Os and cci5_Os
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//------------------------------------------------------------------------------
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// Drawing on chart
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plot (cciTf1_E ? cci1 : na, title="TF 1", color=color.rgb(255, 205, 22, 20), linewidth=1)
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plot (cciTf2_E ? cci2 : na, title="TF 2", color=color.rgb(255, 22, 239, 20), linewidth=1)
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plot (cciTf3_E ? cci3 : na, title="TF 3", color=color.rgb(38, 22, 255, 0), linewidth=1)
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plot (cciTf4_E ? cci4 : na, title="TF 4", color=color.rgb(123, 253, 22, 20), linewidth=1)
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plot (cciTf5_E ? cci5 : na, title="TF 5", color=color.rgb(255, 255, 255, 50), linewidth=1)
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hline (cciOverbought, title="CCI Overbought", color=color.new(color.white, 0), linestyle=hline.style_dashed, linewidth=1)
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hline (cciOversold, title="CCI Overbought", color=color.new(color.white, 0), linestyle=hline.style_dashed, linewidth=1)
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bgcolor (cciOb ? color.new(color.red, 0) : na, title="Overbought")
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bgcolor (cciOs ? color.new(color.lime, 0) : na, title="Oversold")
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//------------------------------------------------------------------------------
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// Alert
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alertcondition(cciOb, title="CCI Overbought", message="CCI Overbought for {{ticker}} - Price = {{close}}")
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alertcondition(cciOs, title="CCI Oversold", message="CCI Oversold for {{ticker}} - Price = {{close}}")
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//==============================================================================
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//==============================================================================
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if cciOb
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strategy.entry("Enter Long", strategy.long)
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else if cciOs
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strategy.entry("Enter Short", strategy.short)
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```
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> Detail
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https://www.fmz.com/strategy/363582
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> Last Modified
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2022-05-16 18:12:07
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