219 lines
11 KiB
Markdown
219 lines
11 KiB
Markdown
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> Name
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CM-MACD-Custom-Indicator-Multiple-Time-Frame-V2
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> Author
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ChaoZhang
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> Strategy Description
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Thanks to @SKTennis for help in Updating code to V2
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Added Groups to Settings Pane.
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Added Color Plots to Settings Pane
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Switched MTF Logic to turn ON/OFF automatically w/ TradingView's Built in Feature
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Updated Color Transparency plots to work in future update
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Added Ability to Turn ON/OFF Show MacD & Signal Line
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Added Ability to Turn ON/OFF Show Histogram
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Added Ability to Change MACD Line Colors Based on Trend
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Added Ability to Highlight Price Bars Based on Trend
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Added Alerts to Settings Pane.
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Customized how Alerts work. Must keep Checked in Settings Pane, and When you go to Alerts Panel, Change Symbol to Indicator (CM_Ult_MacD_MTF_V2)
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Customized Alerts to Show Symbol, TimeFrame, Closing Price, MACD Crosses Up & MACD Crosses Down Signals in Alert
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Alerts are Pre-Set to only Alert on Bar Close
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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_timeframe_1||Indicator TimeFrame|
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|v_input_int_1|12|Fast Length|
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|v_input_int_2|26|Slow Length|
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|v_input_source_1_close|0|Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_int_3|5|Signal Smoothing|
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|v_input_string_1|0|Oscillator MA Type: EMA|SMA|
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|v_input_string_2|0|Signal Line MA Type: EMA|SMA|
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|v_input_bool_1|true|(?Show Plots)Show MACD Lines|
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|v_input_int_4|3|MACD Width|
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|v_input_int_5|2|Signal Width|
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|v_input_bool_2|true|Show Histogram|
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|v_input_int_6|5|-- Width|
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|v_input_bool_3|true|Show MACD Lines w/ Trend Color|
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|v_input_bool_4|false|Show Highlight Price Bars|
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|v_input_bool_5|false|Show BackGround on Cross|
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|v_input_bool_6|true|Show Circle on Cross|
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|v_input_int_7|5|-- Width|
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|v_input_1|#FF6D00|(?Color Settings)MACD Line |
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|v_input_2|#2962FF|Signal Line |
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|v_input_3|#4BAF4F|Trend Up |
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|v_input_4|#B71D1C|Trend Down |
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|v_input_5|#26A69A|(?Histogram Colors)Above Grow|
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|v_input_6|#B2DFDB|Fall|
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|v_input_7|#FF5252|Below Grow|
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|v_input_8|#FFCDD2|Fall|
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|v_input_bool_7|true|(?Alerts)MACD Cross Up|
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|v_input_bool_8|true|MACD Cross Dn|
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|v_input_bool_9|true|MACD Cross Up & > 0|
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|v_input_bool_10|true|MACD Cross Dn & < 0|
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> Source (PineScript)
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``` pinescript
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/*backtest
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start: 2022-04-19 00:00:00
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end: 2022-05-18 23:59:00
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period: 10m
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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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//------New V2 Update 07-28-2021----------
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//Thanks to @SKTennis for help in Updating code to V2
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//Added Groups to Settings Pane.
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//Added Color Plots to Settings Pane
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//Switched MTF Logic to turn ON/OFF automatically w/ TradingView's Built in Feature
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//Updated Color Transparency plots to work in future update
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//Added Ability to Turn ON/OFF Show MacD & Signal Line
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//Added Ability to Turn ON/OFF Show Histogram
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//Added Ability to Change MACD Line Colors Based on Trend
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//Added Ability to Highlight Price Bars Based on Trend
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//Added Alerts to Settings Pane.
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//Customized how Alerts work. Must keep Checked in Settings Pane, and...
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//When you go to Alerts Panel, Change Symbol to Indicator (CM_Ult_MacD_MTF_V2)
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//Customized Alerts to Show Symbol, TimeFrame, Closing Price, MACD Crosses Up & MACD Crosses Down Signals in Alert
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//Alerts are Pre-Set to only Alert on Bar Close
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//------New V2.1 Update 08-03-2021----------
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//Added back in ability to show Dots when MACD Crosses.
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//Added Ability to Change Plot Widths in Settings Pane
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//Added in Alert Feature where Cross Up if above 0 or cross down if below 0 (OFF By Default) user Request. @creid58
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//FIXED - Plot Orders to Default what Plots are on top of each other
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//FIXED - Two of the histogrm colors were backwrds
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//------New V2.1 Update 12-07-2021----------
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//Updated to PineScript V5
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//------Minor Update 02-16-2022----------
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//Per user request...Increased the Maxval for Signal Smoothing
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//Next Add in Plot Types to Settings Pane.
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//Next Add in more Moving Average types.
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//See Video for Detailed Overview
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//@version=5
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indicator(title="_CM_MacD_Ult_MTF_V2.1", shorttitle="_CM_Ult_MacD_MTF_V2.1")
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//Plot Inputs
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res = input.timeframe("", "Indicator TimeFrame")
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fast_length = input.int(title="Fast Length", defval=12)
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slow_length = input.int(title="Slow Length", defval=26)
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src = input.source(title="Source", defval=close)
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signal_length = input.int(title="Signal Smoothing", minval = 1, maxval = 999, defval = 5)
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sma_source = input.string(title="Oscillator MA Type", defval="EMA", options=["SMA", "EMA"])
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sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"])
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// Show Plots T/F
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show_macd = input.bool(true, title="Show MACD Lines", group="Show Plots?", inline="SP10")
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show_macd_LW = input.int(3, minval=0, maxval=5, title = "MACD Width", group="Show Plots?", inline="SP11")
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show_signal_LW= input.int(2, minval=0, maxval=5, title = "Signal Width", group="Show Plots?", inline="SP11")
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show_Hist = input.bool(true, title="Show Histogram", group="Show Plots?", inline="SP20")
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show_hist_LW = input.int(5, minval=0, maxval=5, title = "-- Width", group="Show Plots?", inline="SP20")
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show_trend = input.bool(true, title = "Show MACD Lines w/ Trend Color", group="Show Plots?", inline="SP30")
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show_HB = input.bool(false, title="Show Highlight Price Bars", group="Show Plots?", inline="SP40")
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show_cross = input.bool(false, title = "Show BackGround on Cross", group="Show Plots?", inline="SP50")
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show_dots = input.bool(true, title = "Show Circle on Cross", group="Show Plots?", inline="SP60")
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show_dots_LW = input.int(5, minval=0, maxval=5, title = "-- Width", group="Show Plots?", inline="SP60")
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//show_trend = input(true, title = "Colors MACD Lines w/ Trend Color", group="Show Plots?", inline="SP5")
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// MACD Lines colors
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col_macd = input(#FF6D00, "MACD Line ", group="Color Settings", inline="CS1")
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col_signal = input(#2962FF, "Signal Line ", group="Color Settings", inline="CS1")
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col_trnd_Up = input(#4BAF4F, "Trend Up ", group="Color Settings", inline="CS2")
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col_trnd_Dn = input(#B71D1C, "Trend Down ", group="Color Settings", inline="CS2")
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// Histogram Colors
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col_grow_above = input(#26A69A, "Above Grow", group="Histogram Colors", inline="Hist10")
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col_fall_above = input(#B2DFDB, "Fall", group="Histogram Colors", inline="Hist10")
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col_grow_below = input(#FF5252, "Below Grow", group="Histogram Colors", inline="Hist20")
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col_fall_below = input(#FFCDD2, "Fall", group="Histogram Colors", inline="Hist20")
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// Alerts T/F Inputs
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alert_Long = input.bool(true, title = "MACD Cross Up", group = "Alerts", inline="Alert10")
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alert_Short = input.bool(true, title = "MACD Cross Dn", group = "Alerts", inline="Alert10")
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alert_Long_A = input.bool(true, title = "MACD Cross Up & > 0", group = "Alerts", inline="Alert20")
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alert_Short_B = input.bool(true, title = "MACD Cross Dn & < 0", group = "Alerts", inline="Alert20")
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// Calculating
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fast_ma = request.security(syminfo.tickerid, res, sma_source == "SMA" ? ta.sma(src, fast_length) : ta.ema(src, fast_length))
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slow_ma = request.security(syminfo.tickerid, res, sma_source == "SMA" ? ta.sma(src, slow_length) : ta.ema(src, slow_length))
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macd = fast_ma - slow_ma
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signal = request.security(syminfo.tickerid, res, sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length))
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hist = macd - signal
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// MACD Trend and Cross Up/Down conditions
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trend_up = macd > signal
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trend_dn = macd < signal
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cross_UP = signal[1] >= macd[1] and signal < macd
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cross_DN = signal[1] <= macd[1] and signal > macd
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cross_UP_A = (signal[1] >= macd[1] and signal < macd) and macd > 0
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cross_DN_B = (signal[1] <= macd[1] and signal > macd) and macd < 0
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// Condition that changes Color of MACD Line if Show Trend is turned on..
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trend_col = show_trend and trend_up ? col_trnd_Up : trend_up ? col_macd : show_trend and trend_dn ? col_trnd_Dn: trend_dn ? col_macd : na
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//Var Statements for Histogram Color Change
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var bool histA_IsUp = false
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var bool histA_IsDown = false
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var bool histB_IsDown = false
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var bool histB_IsUp = false
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histA_IsUp := hist == hist[1] ? histA_IsUp[1] : hist > hist[1] and hist > 0
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histA_IsDown := hist == hist[1] ? histA_IsDown[1] : hist < hist[1] and hist > 0
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histB_IsDown := hist == hist[1] ? histB_IsDown[1] : hist < hist[1] and hist <= 0
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histB_IsUp := hist == hist[1] ? histB_IsUp[1] : hist > hist[1] and hist <= 0
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hist_col = histA_IsUp ? col_grow_above : histA_IsDown ? col_fall_above : histB_IsDown ? col_grow_below : histB_IsUp ? col_fall_below :color.silver
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// Plot Statements
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//Background Color
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bgcolor(show_cross and cross_UP ? col_trnd_Up : na, editable=false)
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bgcolor(show_cross and cross_DN ? col_trnd_Dn : na, editable=false)
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//Highlight Price Bars
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barcolor(show_HB and trend_up ? col_trnd_Up : na, title="Trend Up", offset = 0, editable=false)
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barcolor(show_HB and trend_dn ? col_trnd_Dn : na, title="Trend Dn", offset = 0, editable=false)
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//Regular Plots
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plot(show_Hist and hist ? hist : na, title="Histogram", style=plot.style_columns, color=color.new(hist_col ,0),linewidth=show_hist_LW)
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plot(show_macd and signal ? signal : na, title="Signal", color=color.new(col_signal, 0), style=plot.style_line ,linewidth=show_signal_LW)
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plot(show_macd and macd ? macd : na, title="MACD", color=color.new(trend_col, 0), style=plot.style_line ,linewidth=show_macd_LW)
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hline(0, title="0 Line", color=color.new(color.gray, 0), linestyle=hline.style_dashed, linewidth=1, editable=false)
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plot(show_dots and cross_UP ? macd : na, title="Dots", color=color.new(trend_col ,0), style=plot.style_circles, linewidth=show_dots_LW, editable=false)
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plot(show_dots and cross_DN ? macd : na, title="Dots", color=color.new(trend_col ,0), style=plot.style_circles, linewidth=show_dots_LW, editable=false)
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//Alerts
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if alert_Long and cross_UP
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alert("Symbol = (" + syminfo.tickerid + ") TimeFrame = (" + timeframe.period + ") Current Price (" + str.tostring(close) + ") MACD Crosses Up.", alert.freq_once_per_bar_close)
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if alert_Short and cross_DN
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alert("Symbol = (" + syminfo.tickerid + ") TimeFrame = (" + timeframe.period + ") Current Price (" + str.tostring(close) + ") MACD Crosses Down.", alert.freq_once_per_bar_close)
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//Alerts - Stricter Condition - Only Alerts When MACD Crosses UP & MACD > 0 -- Crosses Down & MACD < 0
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if alert_Long_A and cross_UP_A
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alert("Symbol = (" + syminfo.tickerid + ") TimeFrame = (" + timeframe.period + ") Current Price (" + str.tostring(close) + ") MACD > 0 And Crosses Up.", alert.freq_once_per_bar_close)
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if alert_Short_B and cross_DN_B
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alert("Symbol = (" + syminfo.tickerid + ") TimeFrame = (" + timeframe.period + ") Current Price (" + str.tostring(close) + ") MACD < 0 And Crosses Down.", alert.freq_once_per_bar_close)
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//End Code
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if alert_Long_A and cross_UP_A
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strategy.entry("Enter Long", strategy.long)
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else if alert_Short_B and cross_DN_B
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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/364540
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> Last Modified
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2022-05-20 17:25:31
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