frankentrend — Strategi oleh polyclef

Works well on

BTCUSD with a Heikin Ashi chart.

Skrip sumber terbuka

Dalam semangat TradingView yang sebenar, penulis skrip ini telah menerbitkannya dengan menggunakan sumber terbuka supaya pedagang-pedagang dapat memahami dan mengesahkannya. Sorakan kepada penulis! Anda dapat menggunakannya secara percuma tetapi penggunaan semula kod ini dalam penerbitan adalah dikawalselia oleh Peraturan Dalaman. Anda boleh menyukainya untuk menggunakannya pada carta.

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.

Ingin menggunakan skrip ini pada carta?

//@version=2
//Strategy: jwilkinscb (@jwilkins on twitter)
//Includes parts of indicators from: 
//  Rajandran R (www.marketcalls.in)
//  LazyBear
//  ChrisMoody              
strategy("frankentrend", overlay = false, 
                         default_qty_type=strategy.fixed, 
                         default_qty_value=10,
                         currency="USD",
                         pyramiding=2,
                         calc_on_order_fills=true,
                         calc_on_every_tick=true)
                       
coin_limit = input(50, minval=1)
fastLength = input(1, minval=1)
slowLength = input(4,minval=1)
signalLength=input(6,minval=1)
hline(0, color=purple, linestyle=dashed)
fastMA = ema(close, fastLength)
slowMA = ema(close, slowLength)
macd = fastMA - slowMA
signal = sma(macd, signalLength)
pos = iff(signal < macd , 1, iff(signal > macd, -1, nz(pos[1], 0))) 
barcolor(pos == -1 ? red: pos == 1 ? green : blue)
//------------

Factor=input(1, minval=1,maxval = 100)
Pd=input(13, minval=1,maxval = 100)

Up=hl2-(Factor*atr(Pd)) 
Dn=hl2+(Factor*atr(Pd))

TrendUp=close[1]>TrendUp[1]? max(Up,TrendUp[1]) : Up
TrendDown=close[1]<TrendDown[1]? min(Dn,TrendDown[1]) : Dn

Trend = close > TrendDown[1] ? 1: close< TrendUp[1]? -1: nz(Trend[1],1)
Tsl = Trend==1? TrendUp: TrendDown

trend_xup = barssince(cross(close, Tsl) and close>Tsl)
trend_xdown = barssince(cross(close, Tsl) and close<Tsl)

//------------
// lazy bear wies wave volume indicator
lbwwv_trendDetectionLength=1
lbwwv_mov = close>close[1] ? 1 : close<close[1] ? -1 : 0

lbwwv_trend = (lbwwv_mov != 0) and (lbwwv_mov != lbwwv_mov[1]) ? lbwwv_mov : nz(lbwwv_trend[1])
lbwwv_isTrending = rising(close, lbwwv_trendDetectionLength) or falling(close, lbwwv_trendDetectionLength) //abs(close-close[1]) >= dif
lbwwv_wave=(lbwwv_trend != nz(lbwwv_wave[1])) and lbwwv_isTrending ? lbwwv_trend : nz(lbwwv_wave[1])
lbwwv_vol=lbwwv_wave==lbwwv_wave[1] ? (nz(lbwwv_vol[1])+volume) : volume
lbwwv_up=lbwwv_wave == 1 ? lbwwv_vol : 0  
lbwwv_dn=lbwwv_wave == 1 ? 0 : lbwwv_wave == -1 ? -lbwwv_vol : lbwwv_vol
lbwwv_buy = (cross(lbwwv_up, lbwwv_dn) == 1 and (lbwwv_up > lbwwv_dn))
lbwwv_sell = (cross(lbwwv_up, lbwwv_dn) == 1 )

//-----------
pnf_id = pointfigure(tickerid, "close", "Traditional", 0.5, 3)
pnf_close_0 = security(pnf_id, period, close)
pnf_close_1 = security(pnf_id, period, close[1])
pnf_trend = pnf_close_0 > pnf_close_1 ? 1 : -1
//-------------
// Vix Fix (ChrisMoody)
vf_pd = input(22, title="LookBack Period Standard Deviation High")
vf_bbl = input(20, title="Bolinger Band Length")
vf_mult = input(2.0    , minval=1, maxval=5, title="Bollinger Band Standard Devaition Up")
vf_lb = input(50  , title="Look Back Period Percentile High")
vf_ph = input(.85, title="Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%")
vf_pl = input(1.01, title="Lowest Percentile - 1.10=90%, 1.05=95%, 1.01=99%")
vf_hp = input(false, title="Show High Range - Based on Percentile and LookBack Period?")
vf_sd = input(false, title="Show Standard Deviation Line?")

vf_wvf = ((highest(close, vf_pd)-low)/(highest(close, vf_pd)))*100

vf_sDev = vf_mult * stdev(vf_wvf, vf_bbl)
vf_midLine = sma(vf_wvf, vf_bbl)
vf_lowerBand = vf_midLine - vf_sDev
vf_upperBand = vf_midLine + vf_sDev

vf_rangeHigh = (highest(vf_wvf, vf_lb)) * vf_ph
vf_rangeLow = (lowest(vf_wvf, vf_lb)) * vf_pl


vf_buy = vf_wvf >= vf_upperBand or vf_wvf >= vf_rangeHigh ? true : false


//-------------

linecolor = Trend == 1 ? green : red

open_delta = strategy.openprofit[1] - strategy.openprofit
opd_pc = (open_delta/strategy.openprofit[1]) * 100
under_limit = strategy.position_size < coin_limit

if (trend_xup == trend_xdown and close > Tsl )
    trend_xdown = trend_xdown + 1


recent_avg = vwma(ohlc4, 7)

// Trade logic
enter_long = (trend_xup < trend_xdown and under_limit == true and vf_buy == true)
//exit_all = (vf_buy == false and (((high < high[1]) and (((high[1]-high)) > 0.25) and (low < low[1])) or close+0.25 < low[1]))  // $934 
//exit_all = (vf_buy == false and (((high < high[1]) and (low < low[1])) or close < low[1]))  // ** Best $1351
exit_all = (vf_buy == false and (((high < high[1]) and (low < low[1])) or close < low[1]))  // ** Best

strategy.order("trend", strategy.long, 10, when=enter_long == true)
strategy.order("macd", strategy.long, 5, when=trend_xup < trend_xdown and cross(macd, signal) and macd > signal and vf_buy == true and close < (recent_avg-1))

strategy.close_all(when=(exit_all == true)) 
strategy.close_all(when=strategy.openprofit < -50)
strategy.close_all(when=pnf_trend < 0)