596 lines
25 KiB
Markdown
596 lines
25 KiB
Markdown
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> Name
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Big-Snapper-Alerts-R30-Chaiking-Volatility-condition-TP-RSI
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> Author
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ChaoZhang
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> Strategy Description
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Big Snapper Alerts R3.0 + Chaiking Volatility condition + TP RSI
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Educational Script - Use this tool at your own responsability.
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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_string_1|0|Coloured MA Type: : HullMA|EMA|WMA|VWMA|SMMA|DEMA|TEMA|SMA|ZEMA|TMA|SSMA|
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|v_input_int_1|18|Coloured MA - Length|
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|v_input_1_close|0|Coloured MA - Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_string_2|0|Fast MA Type: : EMA|SMA|WMA|VWMA|SMMA|DEMA|TEMA|HullMA|ZEMA|TMA|SSMA|
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|v_input_int_2|21|Fast MA - Length|
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|v_input_string_3|0|Medium MA Type: : EMA|SMA|WMA|VWMA|SMMA|DEMA|TEMA|HullMA|ZEMA|TMA|SSMA|
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|v_input_int_3|55|Medium MA - Length|
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|v_input_string_4|0|Slow MA Type: : EMA|SMA|WMA|VWMA|SMMA|DEMA|TEMA|HullMA|ZEMA|TMA|SSMA|
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|v_input_int_4|89|Slow MA Length|
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|v_input_2_close|0|3xMA and Bollinger Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_string_5|0|Signal Filter Option : : SuperTrend|3xMATrend|SuperTrend+3xMA|ColouredMA|No Alerts|MACross|MACross+ST|MACross+3xMA|OutsideIn:MACross|OutsideIn:MACross+ST|OutsideIn:MACross+3xMA|
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|v_input_3|false|hideMALines|
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|v_input_4|true|hideSuperTrend|
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|v_input_5|true|hideBollingerBands|
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|v_input_6|true|hideTrendDirection|
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|v_input_7|false|disableFastMAFilter|
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|v_input_8|false|disableMediumMAFilter|
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|v_input_9|false|disableSlowMAFilter|
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|v_input_int_5|20|Bollinge Bands Length|
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|v_input_float_1|2|Bollinger Bands StdDevs|
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|v_input_10|8|Bollinger Outside In LookBack|
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|v_input_float_2|3.618|SuperTrend Factor|
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|v_input_int_6|5|SuperTrend Length|
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|v_input_string_6|0|BUY Marker Colour: : Green|Lime|Aqua|DodgerBlue|Gray|Yellow|
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|v_input_string_7|0|SELL Marker Colour: : Maroon|Red|Fuchsia|Blue|Black|Orange|
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|v_input_11|70|overbought value|
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|v_input_12|30|oversold value|
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|v_input_int_7|10|Length|
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|v_input_int_8|12|ROCLength|
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|v_input_int_9|false|Trigger|
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> Source (PineScript)
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``` pinescript
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/*backtest
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start: 2022-04-08 00:00:00
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end: 2022-05-07 23:59:00
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period: 2h
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basePeriod: 15m
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exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT","balance":500000}]
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*/
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//@version=5
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//
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// Bannos
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// #NotTradingAdvice #DYOR
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// Disclaimer.
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// I AM NOT A FINANCIAL ADVISOR.
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// THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY.
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// ALWAYS DO YOUR OWN RESEARC
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strategy(title='Big Snapper Alerts R3.0 + Chaiking Volatility condition + TP RSI', shorttitle='SNAPPER Bannos', overlay=true)
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//
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// Author: Adaptation from Bannos. Source: JustUncleL
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// Date: May-2022
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// Version: R1.0
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//
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// Description:
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// This is a diversified Binary Option or Scalping Alert indicator originally designed for
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// lower Time Frame Trend or Swing trading. Although you will find it a useful tool for
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// higher time frames as well.
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//
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// The Alerts are generated by the changing direction of the ColouredMA (HullMA by default,
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// also SSMA works well) or optionally by fastMA crossing ColouredMA. Then you have the choice of
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// selecting the Directional filtering on these signals or a Bollinger Outside IN swing
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// reversal filter.
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//
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// The filters include:
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//
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// Type 1 - The three MAs (EMAs 21,55,89 by default) in various combinations or by themselves.
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// When only one directional MA selected then direction filter is given by ColouredMA
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// above(up)/below(down) selected MA.
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// If more than one MA selected the direction is given by MAs being in correct order
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// for trend direction.
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//
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// Type 2 - The SuperTrend direction is used to filter ColouredMA signals.
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//
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// Type 3 - Bollinger Band Outside In is used to filter ColouredMA for swing reversals.
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//
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// Type 4 - No directional filtering, all signals from the ColouredMA are shown.
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//
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// Type 5 - Signals given by FastMA (eg length 7) crossing the ColouredMA (eg length 14),
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// suggested FastMA should same type as ColouredMA (eq HullMA or SSMA) and
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// no less than half the length.
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//
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// Notes: - Each Type can be combined with most other types to form more complex filtration.
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// - Alerts can also be disabled completely if you just want one indicator with
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// one colouredMA and/or 3xMAs and/or Bollinger Bands and/or SuperTrend
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// painted on the chart.
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//
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// Warning- Be aware that combining Bollinger OutsideIn swing filter and a directional filter
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// can be counter productive as they are opposites. So careful consideration is needed
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// when combining Bollinger OutsideIn with any of the directional filters.
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//
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// Hints: - For Binary Options try ColouredMA = HullMA(13) or HullMA(8) with Type 2 or 3 Filter.
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// - When using Trend filters SuperTrend and/or 3xMA Trend, you will find if price reverses
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// and breaks back through the Big Fat Signal line, then this can be a good reversal trade.
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// - Try using SSMA instead of HullMA for signal line, it is similar to Hull but remains
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// smoother at low lengths and works well with the MA Cross signals.
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//
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// Mofidifications:
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//
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// R0.# : Original alpha unpublished versions.
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//
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// R1.# : Original beta unpublished versions.
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//
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// R2.0 : Original Published version.
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//
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// R3.0 : - Added new Signal Type 5: Signals come from Fast MA crossing slower ColouredMA.
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// - Replaced OutsideIn Coloured MA signals with those generated from the MA cross.
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// - Added selectable colours for Big fat marker, the big arrows colours must still
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// be selected in the "Style" parameters of the script.
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//
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// References:
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// Some explanation about the what Hull Moving averageis and ideas of how the generated in
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// Snapper can be used.
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// - https://tradingsim.com/blog/hull-ma/
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// - http://forextradingstrategies4u.com/hull-moving-average-forex-trading-strategy/
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//
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// Some Code borrowed from:
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// - "Scalp Jockey - MTF MA Cross Visual Strategizer by JayRogers"
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//
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// Inspiration from @vdubus
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//
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//
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// -----------------------------------------------------------------------------
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// Copyright 2017 JustUncleL
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//
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// This program is free software: you can redistribute it and/or modify
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// it under the terms of the GNU General Public License as published by
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// the Free Software Foundation, either version 3 of the License, or
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// any later version.
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//
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// This program is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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//
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// The GNU General Public License can be found here
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// <http://www.gnu.org/licenses/>.
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//
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// -----------------------------------------------------------------------------
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//
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//
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// === INPUTS ===
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// Coloured MA - type, length, source
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typeColoured = input.string(defval='HullMA', title='Coloured MA Type: ', options=['SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'DEMA', 'TEMA', 'HullMA', 'ZEMA', 'TMA', 'SSMA'])
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lenColoured = input.int(defval=18, title='Coloured MA - Length', minval=1)
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srcColoured = input(close, title='Coloured MA - Source')
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// Fast MA - type, length
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typeFast = input.string(defval='EMA', title='Fast MA Type: ', options=['SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'DEMA', 'TEMA', 'HullMA', 'ZEMA', 'TMA', 'SSMA'])
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lenFast = input.int(defval=21, title='Fast MA - Length', minval=1)
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// Medium MA - type, length
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typeMedium = input.string(defval='EMA', title='Medium MA Type: ', options=['SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'DEMA', 'TEMA', 'HullMA', 'ZEMA', 'TMA', 'SSMA'])
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lenMedium = input.int(defval=55, title='Medium MA - Length', minval=1)
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// Slow MA - type, length
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typeSlow = input.string(defval='EMA', title='Slow MA Type: ', options=['SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'DEMA', 'TEMA', 'HullMA', 'ZEMA', 'TMA', 'SSMA'])
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lenSlow = input.int(defval=89, title='Slow MA Length', minval=1)
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// 3xMA source
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ma_src = input(close, title='3xMA and Bollinger Source')
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//
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filterOption = input.string('SuperTrend', title='Signal Filter Option : ', options=['3xMATrend', 'SuperTrend', 'SuperTrend+3xMA', 'ColouredMA', 'No Alerts', 'MACross', 'MACross+ST', 'MACross+3xMA', 'OutsideIn:MACross', 'OutsideIn:MACross+ST', 'OutsideIn:MACross+3xMA'])
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//
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hideMALines = input(false)
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hideSuperTrend = input(true)
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hideBollingerBands = input(true)
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hideTrendDirection = input(true)
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//
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disableFastMAFilter = input(false)
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disableMediumMAFilter = input(false)
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disableSlowMAFilter = input(false)
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//
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uKC = false // input(false,title="Use Keltner Channel (KC) instead of Bollinger")
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bbLength = input.int(20, minval=2, step=1, title='Bollinge Bands Length')
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bbStddev = input.float(2.0, minval=0.5, step=0.1, title='Bollinger Bands StdDevs')
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oiLength = input(8, title='Bollinger Outside In LookBack')
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//
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SFactor = input.float(3.618, minval=1.0, title='SuperTrend Factor')
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SPd = input.int(5, minval=1, title='SuperTrend Length')
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//
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buyColour_ = input.string('Green', title='BUY Marker Colour: ', options=['Green', 'Lime', 'Aqua', 'DodgerBlue', 'Gray', 'Yellow'])
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sellColour_ = input.string('Maroon', title='SELL Marker Colour: ', options=['Maroon', 'Red', 'Fuchsia', 'Blue', 'Black', 'Orange'])
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// --- Allocate Correct Filtering Choice
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// Can only be one choice
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uSuperTrendFilter = filterOption == 'SuperTrend' ? true : false
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u3xMATrendFilter = filterOption == '3xMATrend' ? true : false
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uBothTrendFilters = filterOption == 'SuperTrend+3xMA' ? true : false
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//uOIFilter = filterOption == "OutsideIn:ClrMA" ? true : false
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uOIMACrossFilter = filterOption == 'OutsideIn:MACross' ? true : false
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uOI3xMAFilter = filterOption == 'OutsideIn:MACross+3xMA' ? true : false
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uOISTFilter = filterOption == 'OutsideIn:MACross+ST' ? true : false
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uMACrossFilter = filterOption == 'MACross' ? true : false
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uMACrossSTFilter = filterOption == 'MACross+ST' ? true : false
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uMACross3xMAFilter = filterOption == 'MACross+3xMA' ? true : false
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// unless all 3 MAs disabled.
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disable3xMAFilter = disableFastMAFilter and disableMediumMAFilter and disableSlowMAFilter
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u3xMATrendFilter := disable3xMAFilter ? false : u3xMATrendFilter
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// if no filters selected then must be "No Filters" option
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disableAllFilters = u3xMATrendFilter or uSuperTrendFilter or uBothTrendFilters or uOI3xMAFilter or uOISTFilter or uOIMACrossFilter or uMACrossFilter or uMACrossSTFilter or uMACross3xMAFilter ? false : true
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// if "No Alerts" option selected, then disable all selections
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disableAllFilters := filterOption == 'No Alerts' ? false : disableAllFilters
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uSuperTrendFilter := filterOption == 'No Alerts' ? false : uSuperTrendFilter
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u3xMATrendFilter := filterOption == 'No Alerts' ? false : u3xMATrendFilter
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uBothTrendFilters := filterOption == 'No Alerts' ? false : uBothTrendFilters
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//uOIFilter := filterOption == "No Alerts"? false : uOIFilter
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uOIMACrossFilter := filterOption == 'No Alerts' ? false : uOIMACrossFilter
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uOI3xMAFilter := filterOption == 'No Alerts' ? false : uOI3xMAFilter
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uOISTFilter := filterOption == 'No Alerts' ? false : uOISTFilter
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uMACrossFilter := filterOption == 'No Alerts' ? false : uMACrossFilter
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uMACrossSTFilter := filterOption == 'No Alerts' ? false : uMACrossSTFilter
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uMACross3xMAFilter := filterOption == 'No Alerts' ? false : uMACross3xMAFilter
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// --- CONSTANTS ---
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dodgerblue = #1E90FF
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lightcoral = #F08080
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buyColour = color.green // for big Arrows, must be a constant.
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sellColour = color.maroon // for big Arrows
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// Colour Selectable for Big Fat Bars.
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buyclr = buyColour_ == 'Lime' ? color.lime : buyColour_ == 'Aqua' ? color.aqua : buyColour_ == 'DodgerBlue' ? dodgerblue : buyColour_ == 'Gray' ? color.gray : buyColour_ == 'Yellow' ? color.yellow : color.green
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sellclr = sellColour_ == 'Red' ? color.red : sellColour_ == 'Fuchsia' ? color.fuchsia : sellColour_ == 'Blue' ? color.blue : sellColour_ == 'Black' ? color.black : sellColour_ == 'Orange' ? color.orange : color.maroon
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// === /INPUTS ===
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// === FUNCTIONS ===
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// Returns MA input selection variant, default to SMA if blank or typo.
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variant(type, src, len) =>
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v1 = ta.sma(src, len) // Simple
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v2 = ta.ema(src, len) // Exponential
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v3 = ta.wma(src, len) // Weighted
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v4 = ta.vwma(src, len) // Volume Weighted
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v5 = 0.0
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sma_1 = ta.sma(src, len) // Smoothed
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v5 := na(v5[1]) ? sma_1 : (v5[1] * (len - 1) + src) / len
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v6 = 2 * v2 - ta.ema(v2, len) // Double Exponential
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v7 = 3 * (v2 - ta.ema(v2, len)) + ta.ema(ta.ema(v2, len), len) // Triple Exponential
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v8 = ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len))) // Hull WMA = (2*WMA (n/2) − WMA (n)), sqrt (n))
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v11 = ta.sma(ta.sma(src, len), len) // Triangular
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// SuperSmoother filter
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// © 2013 John F. Ehlers
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a1 = math.exp(-1.414 * 3.14159 / len)
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b1 = 2 * a1 * math.cos(1.414 * 3.14159 / len)
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c2 = b1
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c3 = -a1 * a1
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c1 = 1 - c2 - c3
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v9 = 0.0
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v9 := c1 * (src + nz(src[1])) / 2 + c2 * nz(v9[1]) + c3 * nz(v9[2])
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// Zero Lag Exponential
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e = ta.ema(v1, len)
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v10 = v1 + v1 - e
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// return variant, defaults to SMA if input invalid.
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type == 'EMA' ? v2 : type == 'WMA' ? v3 : type == 'VWMA' ? v4 : type == 'SMMA' ? v5 : type == 'DEMA' ? v6 : type == 'TEMA' ? v7 : type == 'HullMA' ? v8 : type == 'SSMA' ? v9 : type == 'ZEMA' ? v10 : type == 'TMA' ? v11 : v1
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// === /FUNCTIONS ===
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// === SERIES VARIABLES ===
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// MA's
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ma_fast = variant(typeFast, ma_src, lenFast)
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ma_medium = variant(typeMedium, ma_src, lenMedium)
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ma_slow = variant(typeSlow, ma_src, lenSlow)
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ma_coloured = variant(typeColoured, srcColoured, lenColoured)
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// Get Direction of Coloured Moving Average
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clrdirection = 1
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falling_1 = ta.falling(ma_coloured, 2)
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clrdirection := ta.rising(ma_coloured, 2) ? 1 : falling_1 ? -1 : nz(clrdirection[1], 1)
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// get 3xMA trend direction based on selections.
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madirection = ma_fast > ma_medium and ma_medium > ma_slow ? 1 : ma_fast < ma_medium and ma_medium < ma_slow ? -1 : 0
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madirection := disableSlowMAFilter ? ma_fast > ma_medium ? 1 : ma_fast < ma_medium ? -1 : 0 : madirection
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madirection := disableMediumMAFilter ? ma_fast > ma_slow ? 1 : ma_fast < ma_slow ? -1 : 0 : madirection
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madirection := disableFastMAFilter ? ma_medium > ma_slow ? 1 : ma_medium < ma_slow ? -1 : 0 : madirection
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madirection := disableFastMAFilter and disableMediumMAFilter ? ma_coloured > ma_slow ? 1 : -1 : madirection
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madirection := disableFastMAFilter and disableSlowMAFilter ? ma_coloured > ma_medium ? 1 : -1 : madirection
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madirection := disableSlowMAFilter and disableMediumMAFilter ? ma_coloured > ma_fast ? 1 : -1 : madirection
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//
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// Supertrend Calculations
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SUp = hl2 - SFactor * ta.atr(SPd)
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SDn = hl2 + SFactor * ta.atr(SPd)
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STrendUp = 0.0
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STrendDown = 0.0
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STrendUp := close[1] > STrendUp[1] ? math.max(SUp, STrendUp[1]) : SUp
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STrendDown := close[1] < STrendDown[1] ? math.min(SDn, STrendDown[1]) : SDn
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STrend = 0
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STrend := close > STrendDown[1] ? 1 : close < STrendUp[1] ? -1 : nz(STrend[1], 1)
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Tsl = STrend == 1 ? STrendUp : STrendDown
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// Standard Bollinger or KC Bands
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basis = ta.sma(ma_src, bbLength)
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rangema = ta.sma(ta.tr, bbLength)
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stdev_1 = ta.stdev(ma_src, bbLength)
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dev = uKC ? bbStddev * rangema : bbStddev * stdev_1
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// Calculate Bollinger or KC Channel
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upper = basis + dev
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lower = basis - dev
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// Lookback for previous highest bar index
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noiupper = math.abs(ta.highestbars(oiLength))
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noilower = math.abs(ta.lowestbars(oiLength))
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// ColouredMA OutsideIn
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//oiupper = clrdirection<0 and noiupper>0 and highest(oiLength)>upper[noiupper]? 1 : 0
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//oilower = clrdirection>0 and noilower>0 and lowest(oiLength)<lower[noilower]? 1 : 0
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// MACross OutsideIN
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oiMACrossupper = ta.crossunder(ma_fast, ma_coloured) and noiupper > 0 and ta.highest(oiLength) > upper[noiupper] ? 1 : 0
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oiMACrosslower = ta.crossover(ma_fast, ma_coloured) and noilower > 0 and ta.lowest(oiLength) < lower[noilower] ? 1 : 0
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// === /SERIES VARIABLES ===
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// === PLOTTING ===
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// All the MA's
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plot(ma_coloured, title='Coloured MA', color=clrdirection < 0 ? lightcoral : color.blue, linewidth=3, transp=20)
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plot(hideMALines ? na : ma_fast, title='Fast MA', color=color.new(color.lime, 20), linewidth=2)
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plot(hideMALines ? na : ma_medium, title='Medium MA', color=color.new(color.red, 10), linewidth=2)
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plot(hideMALines ? na : ma_slow, title='Slow MA', color=color.new(color.gray, 10), linewidth=2)
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// show 3xMA Trend Direction State.
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dcolour = madirection == 1 ? color.green : madirection == -1 ? color.red : color.yellow
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plotshape(hideTrendDirection ? na : madirection, title='3xMA Trend Direction', location=location.bottom, style=shape.square, color=dcolour, transp=10)
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// SuperTrend
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plot(hideSuperTrend ? na : Tsl, color=STrend == 1 ? color.green : color.maroon, style=plot.style_line, linewidth=2, title='SuperTrend')
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// Bollinger Bands
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p1 = plot(hideBollingerBands ? na : upper, title='BB upper', color=color.new(dodgerblue, 20), linewidth=1)
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p2 = plot(hideBollingerBands ? na : lower, title='BB lower', color=color.new(dodgerblue, 20), linewidth=1)
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//fill(p1, p2, color=color.new(dodgerblue, 96), title='BB fill')
|
||
// === /PLOTTING ===
|
||
// === ALERTING ===
|
||
// 3xMA Filtering
|
||
_3xmabuy = 0
|
||
_3xmasell = 0
|
||
_3xmabuy := clrdirection == 1 and close > ma_fast and madirection == 1 ? nz(_3xmabuy[1]) + 1 : clrdirection == 1 and madirection == 1 ? nz(_3xmabuy[1]) > 0 ? nz(_3xmabuy[1]) + 1 : 0 : 0
|
||
_3xmasell := clrdirection == -1 and close < ma_fast and madirection == -1 ? nz(_3xmasell[1]) + 1 : clrdirection == -1 and madirection == -1 ? nz(_3xmasell[1]) > 0 ? nz(_3xmasell[1]) + 1 : 0 : 0
|
||
//
|
||
// SuperTrend Filtering
|
||
stbuy = 0
|
||
stsell = 0
|
||
stbuy := clrdirection == 1 and STrend == 1 ? nz(stbuy[1]) + 1 : 0
|
||
stsell := clrdirection == -1 and STrend == -1 ? nz(stsell[1]) + 1 : 0
|
||
//
|
||
// 3xMA & SuperTrend Filtering
|
||
//
|
||
st3xmabuy = 0
|
||
st3xmasell = 0
|
||
st3xmabuy := (disable3xMAFilter or _3xmabuy > 0) and stbuy > 0 ? nz(st3xmabuy[1]) + 1 : 0
|
||
st3xmasell := (disable3xMAFilter or _3xmasell > 0) and stsell > 0 ? nz(st3xmasell[1]) + 1 : 0
|
||
// Bollinger Outside In using ColuredMA direction Filter.
|
||
//oibuy = 0
|
||
//oisell = 0
|
||
//oibuy := clrdirection == 1 and oilower==1? nz(oibuy[1])+1 : 0
|
||
//oisell := clrdirection ==-1 and oiupper==1? nz(oisell[1])+1 : 0
|
||
// Bollinger Outside In using MACross signal Filter
|
||
oiMACrossbuy = 0
|
||
oiMACrosssell = 0
|
||
oiMACrossbuy := oiMACrosslower == 1 ? nz(oiMACrossbuy[1]) + 1 : 0
|
||
oiMACrosssell := oiMACrossupper == 1 ? nz(oiMACrosssell[1]) + 1 : 0
|
||
// Bollinger Outside In + 3xMA Filter
|
||
oi3xmabuy = 0
|
||
oi3xmasell = 0
|
||
oi3xmabuy := oiMACrossbuy > 0 and (disable3xMAFilter or madirection == 1) ? nz(oi3xmabuy[1]) + 1 : 0
|
||
oi3xmasell := oiMACrosssell > 0 and (disable3xMAFilter or madirection == -1) ? nz(oi3xmasell[1]) + 1 : 0
|
||
// Bollinger Outside In + SuperTrend Filter
|
||
oistbuy = 0
|
||
oistsell = 0
|
||
oistbuy := oiMACrossbuy > 0 and STrend == 1 ? nz(oistbuy[1]) + 1 : 0
|
||
oistsell := oiMACrosssell > 0 and STrend == -1 ? nz(oistsell[1]) + 1 : 0
|
||
// FastMA crossover HullMA and SuperTrend
|
||
macrossSTbuy = 0
|
||
macrossSTsell = 0
|
||
macrossSTbuy := ta.crossover(ma_fast, ma_coloured) and STrend == 1 ? nz(macrossSTbuy[1]) + 1 : 0
|
||
macrossSTsell := ta.crossunder(ma_fast, ma_coloured) and STrend == -1 ? nz(macrossSTsell[1]) + 1 : 0
|
||
// FastMA crossover HullMA and 3xMA
|
||
macross3xMAbuy = 0
|
||
macross3xMAsell = 0
|
||
macross3xMAbuy := ta.crossover(ma_fast, ma_coloured) and (disable3xMAFilter or madirection == 1) ? nz(macross3xMAbuy[1]) + 1 : 0
|
||
macross3xMAsell := ta.crossunder(ma_fast, ma_coloured) and (disable3xMAFilter or madirection == -1) ? nz(macross3xMAsell[1]) + 1 : 0
|
||
//
|
||
// Check any Alerts set
|
||
long = u3xMATrendFilter and _3xmabuy == 1 or uSuperTrendFilter and stbuy == 1 or uBothTrendFilters and st3xmabuy == 1 or uOI3xMAFilter and oi3xmabuy == 1 or uOISTFilter and oistbuy == 1 or uOIMACrossFilter and oiMACrossbuy == 1 or uMACrossSTFilter and macrossSTbuy == 1 or uMACross3xMAFilter and macross3xMAbuy == 1
|
||
short = u3xMATrendFilter and _3xmasell == 1 or uSuperTrendFilter and stsell == 1 or uBothTrendFilters and st3xmasell == 1 or uOI3xMAFilter and oi3xmasell == 1 or uOISTFilter and oistsell == 1 or uOIMACrossFilter and oiMACrosssell == 1 or uMACrossSTFilter and macrossSTsell == 1 or uMACross3xMAFilter and macross3xMAsell == 1
|
||
//
|
||
// If Alert Detected, then Draw Big fat liner
|
||
//plotshape(long ? long : na, title='Long Line Marker', location=location.belowbar, style=shape.arrowup, color=buyclr, size=size.auto, text='████████████████', textcolor=buyclr, transp=20)
|
||
//plotshape(short ? short : na, title='Short Line Marker', location=location.abovebar, style=shape.arrowdown, color=sellclr, size=size.auto, text='████████████████', textcolor=sellclr, transp=20)
|
||
// --- Arrow style signals
|
||
// No Filters only Hull Signals
|
||
hbuy = 0
|
||
hsell = 0
|
||
hbuy := clrdirection == 1 ? nz(hbuy[1]) + 1 : 0
|
||
hsell := clrdirection == -1 ? nz(hsell[1]) + 1 : 0
|
||
// FastMA crossover HullMA
|
||
macrossbuy = 0
|
||
macrosssell = 0
|
||
macrossbuy := ta.crossover(ma_fast, ma_coloured) ? nz(macrossbuy[1]) + 1 : 0
|
||
macrosssell := ta.crossunder(ma_fast, ma_coloured) ? nz(macrosssell[1]) + 1 : 0
|
||
//
|
||
along = disableAllFilters and hbuy == 1 or uMACrossFilter and macrossbuy == 1
|
||
ashort = disableAllFilters and hsell == 1 or uMACrossFilter and macrosssell == 1
|
||
//
|
||
// If ColouredMA or MACross then draw big arrows
|
||
//plotarrow(along ? 1 : ashort ? -1 : na, title='ColouredMA or MACross Arrow', colorup=color.new(buyColour, 20), colordown=color.new(sellColour, 20), maxheight=100, minheight=50)
|
||
|
||
|
||
//----------Input Bannos----------------------------------------------------------------------------------------------------------//
|
||
var triggerlong = 0
|
||
var triggershort = 0
|
||
var up = 0
|
||
var down = 0
|
||
var bool longe = 0
|
||
var bool shorte = 0
|
||
var SL = 0
|
||
var entryvalueup = 0.00
|
||
var entryvaluedown = 0.00
|
||
var SLfactor = 0.5/100
|
||
var SLup = 0.00
|
||
var SLdown = 0.00
|
||
var longbuffer = 0
|
||
var shortbuffer = 0
|
||
|
||
//RSI parameters
|
||
overbought = input(70, title="overbought value")
|
||
oversold = input(30, title="oversold value")
|
||
sellRsi = ta.rsi(close, 11) > overbought
|
||
buyRsi = ta.rsi(close, 11) < oversold
|
||
|
||
var tampon_overbought = 0
|
||
var tampon_oversold = 0
|
||
|
||
//condition to use RSI
|
||
if sellRsi
|
||
tampon_overbought := 1
|
||
if buyRsi
|
||
tampon_oversold := 1
|
||
|
||
//close condition SL
|
||
if entryvalueup > 0 and low < SLup
|
||
SL := 1
|
||
|
||
|
||
|
||
//Chaikin Volatility Strategy indicator if Volatility > 0 then Long or short, otherweise no
|
||
|
||
Length = input.int(10, '', minval=1)
|
||
ROCLength = input.int(12, '',minval=1)
|
||
Trigger = input.int(0, '',minval=0)
|
||
hline(0)
|
||
hline(Trigger)
|
||
xPrice1 = high
|
||
xPrice2 = low
|
||
xPrice = xPrice1 - xPrice2
|
||
xROC_EMA = ta.roc(ta.ema(xPrice, Length), ROCLength)
|
||
var pos = 0
|
||
|
||
if xROC_EMA < Trigger
|
||
pos := 1
|
||
nz(pos[1], 0)
|
||
|
||
if xROC_EMA > Trigger
|
||
pos := -1
|
||
nz(pos[1], 0)
|
||
|
||
//-----------------------------------------------------------------------------
|
||
|
||
// plot(xROC_EMA, title="Chaikin Volatility Strategy")
|
||
// plot(longe ? 1 : 0, 'longe')
|
||
// plot(shorte ? 1 : 0, 'shorte')
|
||
plot(entryvalueup, 'entree Long')
|
||
plot(SLup, 'SL Long')
|
||
|
||
plot(entryvaluedown, 'entree Short')
|
||
plot(SLdown, 'SL Short')
|
||
|
||
// plot(entryvalueup, 'entrryvalueup')
|
||
// plot(entryvaluedown, 'entrryvaluedown')
|
||
// plot(up, 'up')
|
||
//plot(down, 'down')
|
||
// plot(ta.rsi(close, 11), 'RSI')
|
||
// plot(tampon_overbought, 'tampon Overbought')
|
||
// plot(tampon_oversold, 'tampon Oversold')
|
||
// plot( triggerlong, ' triggerlong')
|
||
//plot( triggershort, ' triggershort')
|
||
// plot(sellRsi ? 1 : 0, 'sellRsi')
|
||
|
||
|
||
//close condition TP
|
||
closelong = (tampon_overbought == 1 and ta.rsi(close, 11) < 63.8 or shorte or SL == 1)
|
||
closeshort = (tampon_oversold == 1 and ta.rsi(close, 11) > 36.2 or longe or SL == 1)
|
||
|
||
|
||
//reinit after long Close
|
||
if closelong
|
||
up := 0
|
||
longe := 0
|
||
tampon_overbought := 0
|
||
triggerlong := 0
|
||
SL := 0
|
||
entryvalueup := 0
|
||
|
||
|
||
//reinit after short Close
|
||
if closeshort
|
||
down := 0
|
||
shorte := 0
|
||
tampon_oversold := 0
|
||
triggershort := 0
|
||
SL := 0
|
||
entryvaluedown := 0
|
||
|
||
|
||
|
||
//condition sous sur MA SLOW to start
|
||
if close < ma_medium
|
||
triggerlong := 0
|
||
triggershort := 1
|
||
|
||
if close > ma_medium
|
||
triggershort := 0
|
||
triggerlong := 1
|
||
|
||
|
||
|
||
// Update alarm conditions
|
||
|
||
if long or along
|
||
longbuffer := 1
|
||
|
||
if short or ashort
|
||
shortbuffer := 1
|
||
|
||
longe := longbuffer and triggerlong and xROC_EMA > 3.5
|
||
shorte := shortbuffer and triggershort and xROC_EMA > 3.5
|
||
|
||
// // var longe = long ? 1 : 0
|
||
// // var shorte = short ? 1 : 0
|
||
|
||
if longe == 1 and close > open
|
||
up := 1
|
||
down := 0
|
||
entryvalueup :=close
|
||
SLup := close - 0.7*(high - low)
|
||
SLdown := 0
|
||
longbuffer := 0
|
||
|
||
if shorte == 1 and close < open
|
||
down := 1
|
||
up := 0
|
||
entryvaluedown := close
|
||
SLdown := close + 0.7*(high - low)
|
||
SLup := 0
|
||
shortbuffer := 0
|
||
|
||
strategy.entry('longe', strategy.long, when = up)
|
||
strategy.entry('shorte', strategy.short, when = down)
|
||
strategy.close('longe', when= closelong)
|
||
strategy.close('shorte', when= closeshort)
|
||
|
||
|
||
// === /ALERTING ===
|
||
// === ALARMS ===
|
||
//
|
||
alertcondition(up or down or closelong or closeshort, title='Signal Alert', message='SIGNAL')
|
||
alertcondition(up, title='Long Alert', message='LONG')
|
||
alertcondition(down, title='Short Alert', message='SHORT')
|
||
alertcondition(closelong, title='close Long Alert', message='Close LONG')
|
||
alertcondition(closeshort, title='close Short Alert', message='Close SHORT')
|
||
|
||
// === /ALARMS ===
|
||
|
||
|
||
|
||
|
||
//EOF
|
||
|
||
```
|
||
|
||
> Detail
|
||
|
||
https://www.fmz.com/strategy/362055
|
||
|
||
> Last Modified
|
||
|
||
2022-05-09 21:37:30
|