90 lines
1.7 KiB
Markdown
90 lines
1.7 KiB
Markdown
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> Name
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Diamond-Trend
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> Author
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ChaoZhang
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> Strategy Description
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Diamond Trend is an indicator clearly way to catch the trend in the begining $$
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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|0.02|start|
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|v_input_2|0.02|increment|
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|v_input_3|0.2|maximum|
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|v_input_4|100|len|
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|v_input_5|1.9|Deviation|
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> Source (PineScript)
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``` pinescript
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/*backtest
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start: 2022-04-09 00:00:00
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end: 2022-05-08 23:59:00
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period: 15m
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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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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
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// © meer2019
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//@version=4
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study(title="PSAR x", overlay=true)
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start = input(0.02)
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increment = input(0.02)
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maximum = input(0.2)
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c=close
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psar = sar(start, increment, maximum)
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cp = psar
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len = input(100, minval=1),off= 0,dev= input(1.9, "Deviation")
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lreg = linreg(cp, len, off), lreg_x =linreg(cp, len, off+1)
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b = bar_index, s = lreg - lreg_x,intr = lreg - b*s
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dS = 0.0
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for i=0 to len-1
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dS:= dS + pow(cp[i]-(s*(b-i)+intr), 2)
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de = sqrt(dS/(len))
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up = (-de*dev) + psar
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down= (de*dev) + psar
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up_t = 0.0
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up_t := c[1] > up_t[1] ? max(up, up_t[1]) : up
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down_t = 0.0
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down_t := c[1] < down_t[1] ? min(down, down_t[1]) : down
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trend = 0
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trend := c > down_t[1] ? 1: c < up_t[1] ? -1 : nz(trend[1], 1)
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//
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r_line = trend ==1 ? up_t : down_t
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plot(r_line)
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buy=crossover( c, r_line)
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sell=crossunder(c, r_line)
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if buy
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strategy.entry("Enter Long", strategy.long)
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else if sell
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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/362178
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> Last Modified
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2022-05-10 14:47:48
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