80 lines
2.2 KiB
Markdown
80 lines
2.2 KiB
Markdown
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> Name
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Demark-Reversal-Points
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> Author
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ChaoZhang
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|v_input_1_close|0|Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_int_1|18000|Resolution|
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|v_input_2|false|Allow Repainting?|
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|v_input_3|true|Allow Bar Color Change?|
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|v_input_int_2|9|Length|
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|v_input_int_3|4|LbLength|
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> Source (PineScript)
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``` pinescript
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/*backtest
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start: 2022-02-06 00:00:00
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end: 2022-05-06 00:00:00
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period: 2h
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basePeriod: 15m
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exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
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*/
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//@version=5
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// Copyright (c) 2019-present, Franklin Moormann (cheatcountry)
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// Demark Reversal Points [CC] script may be freely distributed under the MIT license.
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//indicator('Demark Reversal Points [CC]', max_bars_back=3000, overlay=true)
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inp = input(title='Source', defval=close)
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res = input.int(title='Resolution', defval='18000')
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rep = input(title='Allow Repainting?', defval=false)
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bar = input(title='Allow Bar Color Change?', defval=true)
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src = request.security(syminfo.tickerid, res, inp[0])[1]
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length = input.int(title='Length', defval=9, minval=1)
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lbLength = input.int(title='LbLength', defval=4, minval=1)
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uCount = 0
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dCount = 0
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for i = 0 to length - 1 by 1
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uCount += (nz(src[i]) > nz(src[i + lbLength]) ? 1 : 0)
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dCount += (nz(src[i]) < nz(src[i + lbLength]) ? 1 : 0)
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dCount
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drp = dCount == length ? 1 : uCount == length ? -1 : 0
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sig = drp > 0 or uCount > dCount ? 1 : drp < 0 or dCount > uCount ? -1 : 0
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drpColor = sig > 0 ? color.green : sig < 0 ? color.red : color.black
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alertcondition(ta.crossover(drp, 0), 'Buy Signal', 'Bullish Change Detected')
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alertcondition(ta.crossunder(drp, 0), 'Sell Signal', 'Bearish Change Detected')
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//barcolor(bar ? drpColor : na)
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//plotshape(ta.crossover(drp, 0), 'Buy', shape.labelup, location.belowbar, color.new(color.green, 0), text='Buy', textcolor=color.new(color.white, 0))
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//plotshape(ta.crossunder(drp, 0), 'Sell', shape.labeldown, location.abovebar, color=color.new(color.red, 0), text='Sell', textcolor=color.new(color.white, 0))
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if ta.crossover(drp, 0)
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strategy.entry("Enter Long", strategy.long)
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else if ta.crossunder(drp, 0)
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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/361719
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> Last Modified
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2022-05-07 21:46:40
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