strategies/超级趋势策略SuperTrend.md at 87a415edf7b08065fbcbfbfefb7351cd929e4dbd

gavindiaz/strategies

Fork 0

Files

T

root 87a415edf7 update

2024-03-03 22:27:55 +08:00

3.2 KiB

Raw Blame History

Name

超级趋势策略SuperTrend

Author

发明者量化

Strategy Description

[trans]

At the request of our platform users, FMZ is compatible with the Pine language function library of TradingView now, and has entered a stable version.

the grammer is fully compatible with v5 version
all indicators of ta library are fully implemented
full implementation of math library
full implementation of string library
full implementation of array library
input parameters are recognized in the interface automatically
request.security support for heikinashi
strategy library implementation (full support for stop loss/profit target/trailing stop/conditional orders, etc.)
compatible with plot/plotchar/plotshape/plotcandle/alert/alertcondition etc.

It is a continuous process that provide full support for language functions, and this public version is made available in advance for user testing.

Later, FMZ will continue to increase and improve the function library support for Pine language of TradingView, if necessary, please leave a comment on this strategy.

Remark: If you encounter undefined variables, it is proved that this attribute is not supported. You can delete the relevant call, or send a work order to contact the technician to solve the problem. || 应平台用户要求, FMZ正在兼容TradingView的Pine语言函数库, 现已进入稳定版本

语法完全兼容到v5版本
ta库所有指标完全实现
math库完全实现
string库完全实现
array库完全实现
input输入参数自动识别到界面
request.security对heikinashi的支持
strategy库实现(支持止损/止盈/跟踪止盈/条件单等完整支持)
plot/plotchar/plotshape/plotcandle/alert/alertcondition 等兼容

对语言的函数完全支持是一个持续努力的过程, 此公开版本为方便用户测试提前公开

后期FMZ会进行持续不段的增加完善对TradingView的Pine语言的函数库支持, 有需求可以本策略留言

注: 如果遇到变量未定义证明尚不支持此属性可删除相关调用, 或发工单联系技术人员解决 [/trans]

Strategy Arguments

Argument	Default	Description
v_input_1	5	factor
v_input_int_1	10	atrPeriod

Source (PineScript)

/*backtest
start: 2020-04-27 00:00:00
end: 2022-04-26 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
strategy("supertrend", overlay=true)

[supertrend, direction] = ta.supertrend(input(5, "factor"), input.int(10, "atrPeriod"))

plot(direction < 0 ? supertrend : na, "Up direction", color = color.green, style=plot.style_linebr)
plot(direction > 0 ? supertrend : na, "Down direction", color = color.red, style=plot.style_linebr)

if direction < 0
    if supertrend > supertrend[2]
        strategy.entry("entry long", strategy.long)
    else if strategy.position_size < 0
        strategy.close_all()
else if direction > 0
    if supertrend < supertrend[3]
        strategy.entry("entry short", strategy.short)
    else if strategy.position_size > 0
        strategy.close_all()

Detail

https://www.fmz.com/strategy/359806

Last Modified

2022-06-20 10:03:33

3.2 KiB Raw Blame History

3.2 KiB

Raw Blame History