77 lines
1.7 KiB
Markdown
77 lines
1.7 KiB
Markdown
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> Name
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MAHL-Band
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> Author
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张超
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> Strategy Description
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The channel composed of the high price and low price moving average
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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_int_1|3|MA Length|
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> Source (PineScript)
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``` javascript
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/*backtest
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start: 2022-04-10 00:00:00
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end: 2022-05-09 23:59:00
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period: 10m
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basePeriod: 1m
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exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
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*/
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//@version=5
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indicator(title="MAHL Band", overlay=true, timeframe="", timeframe_gaps=true)
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malen = input.int(3, "MA Length", minval=1)
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mahv = ta.sma(high, malen)
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malv = ta.sma(low, malen)
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mamv = (mahv + malv) / 2
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mah = plot(mahv, color = #FF6D00, style = plot.style_line)
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mal = plot(malv, color = #43A047)
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mam = plot(mamv, color = color.blue)
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upperv = ta.highest(mahv, 60)
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lowerv = ta.lowest(malv, 60)
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middlev = (upperv + lowerv) / 2
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upper = plot(upperv, color = color.red, linewidth = 2)
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lower = plot(lowerv, color = color.green, linewidth = 2)
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middle = plot(middlev, color = color.yellow, linewidth = 2)
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[diplus, diminus, adx] = ta.dmi(17, 14)
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up = (open < (malv - low / 3 + open / 3)) and (diplus[1] > diminus[1]) and mamv[1] > mamv[2]
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down = (open > (mahv - high / 3 + open / 3)) and (diplus[1] < diminus[1]) and mamv[1] < mamv[2]
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plotshape(up, style=shape.arrowup, location=location.belowbar, color=color.red)
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plotshape(down, style=shape.arrowdown, location=location.abovebar, color=color.green)
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if up
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strategy.entry("Enter Long", strategy.long)
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else if down
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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/362497
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> Last Modified
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2022-05-11 20:48:53
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