TSM Donchian Moving Average System_by_ucsgears

SPDR Select Sector Fund - Health CareArca

Huraian

⋅ 15 Mac 2015 pukul 23.36

This is just the raw code for the system / strategies.

Will Complete this when I get more time.

Green - Setup Long
Red - Setup Short

ucs TSM Donchian Channels (DC)moving average strategy strategies system

Komen

UDAY_C_Santhakumar

⋅ 31 Mei 2015 pukul 16.49

New and improved update, with better filters.

⋅ 4 Jun 2015 pukul 10.08

Thank you very much for sharing ucsgears, did you use RSI as filter this time by any chance ?

UDAY_C_Santhakumar

⋅ 4 Jun 2015 pukul 12.00

no. Its just different overlay indicators to serve the same purpose.

Days_Off

⋅ 7 Jul 2022 pukul 04.27

Nice work ucsgears. Here it is as a strategy...

//@version=2

strategy("TSM Donchian Moving Average System", default_qty_value=1, initial_capital=50000, currency=currency.USD,commission_type=strategy.commission.percent,commission_value=0.05, overlay = true)

a = input(20, title = "Long Period")
b = input(5, title = "Short Period")
ca = input(1, title = "Band Factor")
buyinput = input(true, title = "Enable Buy")
sellinput = input(true, title = "Enable Sell")

// Moving average
malong = sma(close,a)
mashort = sma(close,b)
range = sma(tr, a)*ca
kclupper = malong + range
kcllower = malong - range

kcsupper = mashort + range
kcslower = mashort - range

// PLOT
plot(malong, offset=1, title = "SMA Long")
plot(mashort, offset=1, title = "SMA Short")
plot(kclupper, offset=1, title = "KC Upper")
plot(kcllower, offset=1, title = "KC Lower")

// SETUP
// LONG
setuplong = close > kclupper[1] and close > kcsupper[1] ? green : na
setupshort = close < kcllower[1] and close < kcslower[1] ? red : na

barcolor(setuplong)
barcolor(setupshort)

// === ALERTS ===
if buyinput==true
if (close > kclupper[1] and close > kcsupper[1])
strategy.entry("L", strategy.long)

if (close < kcllower[1] and close < kcslower[1])
strategy.close("L")

if sellinput==true
if (close < kcllower[1] and close < kcslower[1])
strategy.entry("S", strategy.short)

if (close > kclupper[1] and close > kcsupper[1])
strategy.close("S")

UDAY_C_Santhakumar

⋅ 7 Jul 2022 pukul 13.54

@Days_Off, Love it

thanveer

⋅ 4 Mac 2023 pukul 09.41

@Days_Off, 3:10:47 PM Error at 37:0 mismatched input 'if' expecting 'end of line without line continuation'

tesermhmd1

⋅ 5 Jul 2022 pukul 10.36

Good

mahatango747

⋅ 2 Dis 2016 pukul 16.41

How do you activate the Exit Long section? For some reason the short side of the code doesn't work.

UDAY_C_Santhakumar

⋅ 10 Dis 2016 pukul 19.46

@mahatango747, I haven't finished the exit codes. Take a stab at it, if you want to

ADmytrenko2

⋅ 7 Mei 2019 pukul 23.47

@ucsgears, This is the best strategy out there, works quite well. Was wondering if you'll finish the code? Lol

Lebih