117 lines
3.2 KiB
Markdown
117 lines
3.2 KiB
Markdown
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> Name
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Volume-Flow-v3
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> Author
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ChaoZhang
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> Strategy Description
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DepthHouse Volume Flow indicator is used to help determine trend direction strictly based on Negative and Positive volume data.
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How to Read:
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- Moving Average crossovers are used to help determine a possible trend change or retracement.
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- The area cloud on the bottom is calculated by the difference of the moving averages. This could be used to help determine the trending volume strength.
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- Bright colored volume bars are large volume spikes calculated by the x factor in the options.
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Other changes:
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- DepthHouse is going open source with numerous of its indicators. This is only one of many!
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- Volume is now displayed without being altered for calculations.
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-
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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|0|Moving Average Type: Simple|Exponential|Double Exponential|
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|v_input_2|14|MA Length|
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|v_input_3|3.1|Factor For Breakout Candle|
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> Source (PineScript)
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``` pinescript
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/*backtest
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start: 2022-04-22 00:00:00
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end: 2022-05-21 23:59:00
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period: 45m
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basePeriod: 5m
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exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
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*/
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//@version=4
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//DepthHouse Trading Indicators
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// by oh92
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study("Volume Flow v3", shorttitle="Volume Flow [DepthHouse]")
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maType = input(title="Moving Average Type", options=["Simple", "Exponential", "Double Exponential"], defval="Simple")
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length = input(14, title="MA Length")
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x = input(3.1, title="Factor For Breakout Candle")
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//////////////////////////
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// oh92 favorite colors //
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//////////////////////////
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red = #FF510D //#ff848a // #FA8072 // #323433 // #ff848a
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green = #5AA650 // #8cffe5 // #6DC066 // #80aebd // #8cffe5
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// Basic Volume Calcs //
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vol = volume
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bull = close>open?vol:0
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bear = open>close?vol:0
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// Double EMA Function //
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dema(src, len) => (2 * ema(src, len) - ema(ema(src, len), len))
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// BEAR Moving Average Calculation
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bullma = maType == "Exponential" ? ema(bull, length) :
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maType == "Double Exponential" ? dema(bull, length) :
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sma(bull, length)
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// BEAR Moving Average Calculation //
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bearma = maType == "Exponential" ? ema(bear, length) :
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maType == "Double Exponential" ? dema(bear, length) :
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sma(bear, length)
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// ma dif //
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vf_dif = bullma-bearma
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vf_absolute = vf_dif > 0 ? vf_dif : vf_dif * (-1)
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// Volume Spikes //
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gsig=crossover(bull, bullma*x)?vol:na
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rsig=crossover(bear, bearma*x)?vol:na
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// Color Calcs //
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vdClr = vf_dif > 0 ? green : red
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vClr=close>open?green:red
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// Plots //
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plot(vol, color=vClr, style=plot.style_columns, transp=80, title="Volume")
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plot(bullma*2, color=green, linewidth=1, transp=0, title="Bull MA")
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plot(bearma*2, color=red, linewidth=1, transp=0, title="Bear MA")
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plot(gsig, style=plot.style_columns, transp=50, color=green, title="Bull Vol Spike")
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plot(rsig, style=plot.style_columns, transp=50, color=red, title="Bear Vol Spike")
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plot(vf_absolute/2.5, style=plot.style_area, color=vdClr, title="Difference Value")
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if gsig
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strategy.entry("Enter Long", strategy.long)
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else if rsig
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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/365085
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> Last Modified
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2022-05-23 14:40:50
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