使用Vumanish密码B和发散进行回溯测试的策略。
回测测试
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © vumanchu //@version=4 // Thanks to dynausmaux for the code // Thanks to falconCoin for https://www.tradingview.com/script/KVfgBvDd-Market-Cipher-B-Free-version-with-Buy-and-sell/ inspired me to start this. // Thanks to LazyBear for WaveTrend Oscillator https://www.tradingview.com/script/2KE8wTuF-Indicator-WaveTrend-Oscillator-WT/ // Thanks to RicardoSantos for https://www.tradingview.com/script/3oeDh0Yq-RS-Price-Divergence-Detector-V2/ // Thanks to LucemAnb for Plain Stochastic Divergence https://www.tradingview.com/script/FCUgF8ag-Plain-Stochastic-Divergence/ // Thanks to andreholanda73 for MFI+RSI Area https://www.tradingview.com/script/UlGZzUAr/ // I especially want to thank TradingView for its platform that facilitates development and learning. // // CIRCLES & TRIANGLES: // - LITTLE CIRCLE: They appear at all WaveTrend wave crossings. // - GREEN CIRCLE: The wavetrend waves are at the oversold level and have crossed up (bullish). // - RED CIRCLE: The wavetrend waves are at the overbought level and have crossed down (bearish). // - GOLD/ORANGE CIRCLE: When RSI is below 20, WaveTrend waves are below or equal to -80 and have crossed up after good bullish divergence (DONT BUY WHEN GOLD CIRCLE APPEAR). // - None of these circles are certain signs to trade. It is only information that can help you. // - PURPLE TRIANGLE: Appear when a bullish or bearish divergence is formed and WaveTrend waves crosses at overbought and oversold points. // // NOTES: // - I am not an expert trader or know how to program pine script as such, in fact it is my first indicator only to study and all the code is copied and modified from other codes that are published in TradingView. // - I am very grateful to the entire TV community that publishes codes so that other newbies like me can learn and present their results. This is an attempt to imitate Market Cipher B. // - Settings by default are for 4h timeframe, divergences are more stronger and accurate. Haven't tested in all timeframes, only 2h and 4h. // - If you get an interesting result in other timeframes I would be very grateful if you would comment your configuration to implement it or at least check it. // // CONTRIBUTIONS: // - Tip/Idea: Add higher timeframe analysis for bearish/bullish patterns at the current timeframe. // + Bearish/Bullish FLAG: // - MFI+RSI Area are RED (Below 0). // - Wavetrend waves are above 0 and crosses down. // - VWAP Area are below 0 on higher timeframe. // - This pattern reversed becomes bullish. // - Tip/Idea: Check the last heikinashi candle from 2 higher timeframe // + Bearish/Bullish DIAMOND: // - HT Candle is red // - WT > 0 and crossed down // study(title = 'VuManChu B Divergences', shorttitle = 'VMC Cipher_B_Divergences') // PARAMETERS { // WaveTrend wtShow = input(true, title = '显示波浪趋势', type = input.bool) wtBuyShow = input(true, title = '显示买入点', type = input.bool) wtGoldShow = input(true, title = '显示金叉点', type = input.bool) wtSellShow = input(true, title = '显示卖出点', type = input.bool) wtDivShow = input(true, title = '显示分区点', type = input.bool) vwapShow = input(true, title = '显示快速WT', type = input.bool) wtChannelLen = input(9, title = 'WT周期', type = input.integer) wtAverageLen = input(12, title = 'WT平均长度', type = input.integer) wtMASource = input(hlc3, title = 'WT平均数据取值', type = input.source) wtMALen = input(3, title = 'WT平均周期', type = input.integer) // WaveTrend Overbought & Oversold lines obLevel = input(53, title = 'WT超买水平1', type = input.integer) obLevel2 = input(60, title = 'WT超买水平2', type = input.integer) obLevel3 = input(100, title = 'WT超买水平3', type = input.integer) osLevel = input(-53, title = 'WT超卖水平1', type = input.integer) osLevel2 = input(-60, title = 'WT超卖水平2', type = input.integer) osLevel3 = input(-75, title = 'WT超卖水平3', type = input.integer) // Divergence WT wtShowDiv = input(true, title = '显示WT平均背离', type = input.bool) wtShowHiddenDiv = input(false, title = '显示WT隐蔽背离', type = input.bool) showHiddenDiv_nl = input(true, title = '不对隐藏的背离应用OB/OS限制', type = input.bool) wtDivOBLevel = input(45, title = '最小WT熊市背离', type = input.integer) wtDivOSLevel = input(-65, title = '最小WT牛市背离', type = input.integer) // Divergence extra range wtDivOBLevel_addshow = input(true, title = '显示第二WT平均背离', type = input.bool) wtDivOBLevel_add = input(15, title = '第二WT熊市背离', type = input.integer) wtDivOSLevel_add = input(-40, title = '第二WT牛市背离', type = input.integer) // RSI+MFI rsiMFIShow = input(true, title = '显示MFI', type = input.bool) rsiMFIperiod = input(60,title = 'MFI周期', type = input.integer) rsiMFIMultiplier = input(150, title = 'MFI区域乘数', type = input.float) rsiMFIPosY = input(2.5, title = 'MFI区域Y位置', type = input.float) // RSI rsiShow = input(false, title = '显示RSI', type = input.bool) rsiSRC = input(close, title = 'RSI计算的数据', type = input.source) rsiLen = input(14, title = 'RSI周期', type = input.integer) rsiOversold = input(30, title = 'RSI超卖', minval = 50, maxval = 100, type = input.integer) rsiOverbought = input(60, title = 'RSI超买', minval = 0, maxval = 50, type = input.integer) // Divergence RSI rsiShowDiv = input(false, title = '显示RSI平均背离', type = input.bool) rsiShowHiddenDiv = input(false, title = '显示RSI隐藏背离', type = input.bool) rsiDivOBLevel = input(60, title = '最小RSI熊市背离', type = input.integer) rsiDivOSLevel = input(30, title = '最小RSI牛市背离', type = input.integer) // RSI Stochastic stochShow = input(true, title = '显示Stochastic RSI', type = input.bool) stochUseLog = input(true, title='使用日志?', type = input.bool) stochAvg = input(false, title='K & D都平均', type = input.bool) stochSRC = input(close, title = 'Stochastic RSI 数据源', type = input.source) stochLen = input(14, title = 'Stochastic RSI 周期', type = input.integer) stochRsiLen = input(14, title = 'RSI 周期 ', type = input.integer) stochKSmooth = input(3, title = 'Stochastic RSI K 平滑', type = input.integer) stochDSmooth = input(3, title = 'Stochastic RSI D 平滑', type = input.integer) // Divergence stoch stochShowDiv = input(false, title = '显示Stoch平均背离', type = input.bool) stochShowHiddenDiv = input(false, title = '显示Stoch隐藏背离', type = input.bool) // Schaff Trend Cycle tcLine = input(false, title="显示Schaff TC线", type=input.bool) tcSRC = input(close, title = 'Schaff TC 数据源', type = input.source) tclength = input(10, title="Schaff TC周期", type=input.integer) tcfastLength = input(23, title="Schaff TC 快线周期", type=input.integer) tcslowLength = input(50, title="Schaff TC 慢线周期", type=input.integer) tcfactor = input(0.5, title="Schaff TC 系数", type=input.float) // Sommi Flag sommiFlagShow = input(false, title = '显示Sommi标记', type = input.bool) sommiShowVwap = input(false, title = '显示Sommi F. 波浪', type = input.bool) sommiVwapTF = input('720', title = 'Sommi F. 波浪时间框架', type = input.string) sommiVwapBearLevel = input(0, title = 'F. Wave 熊市等级 (少于)', type = input.integer) sommiVwapBullLevel = input(0, title = 'F. Wave 牛市等级 (多于)', type = input.integer) soomiFlagWTBearLevel = input(0, title = 'WT 熊市等级 (多于)', type = input.integer) soomiFlagWTBullLevel = input(0, title = 'WT 牛市等级 (少于)', type = input.integer) soomiRSIMFIBearLevel = input(0, title = '资金流熊市等级 (少于)', type = input.integer) soomiRSIMFIBullLevel = input(0, title = '资金流牛市等级 (多于)', type = input.integer) // Sommi Diamond sommiDiamondShow = input(false, title = '显示 Sommi 钻石', type = input.bool) sommiHTCRes = input('60', title = 'HTF 蜡烛图 Res. 1', type = input.string) sommiHTCRes2 = input('240', title = 'HTF 蜡烛图 Res. 2', type = input.string) soomiDiamondWTBearLevel = input(0, title = 'WT 熊市等级 (多于)', type = input.integer) soomiDiamondWTBullLevel = input(0, title = 'WT 牛市等级 (少于)', type = input.integer) // macd Colors macdWTColorsShow = input(false, title = '显示 MACD 颜色', type = input.bool) macdWTColorsTF = input('240', title = 'MACD 颜色 MACD TF', type = input.string) darkMode = input(false, title = '暗色模式', type = input.bool) // Colors colorRed = #ff0000 colorPurple = #e600e6 colorGreen = #3fff00 colorOrange = #e2a400 colorYellow = #ffe500 colorWhite = #ffffff colorPink = #ff00f0 colorBluelight = #31c0ff colorWT1 = #90caf9 colorWT2 = #0d47a1 colorWT2_ = #131722 colormacdWT1a = #4caf58 colormacdWT1b = #af4c4c colormacdWT1c = #7ee57e colormacdWT1d = #ff3535 colormacdWT2a = #305630 colormacdWT2b = #310101 colormacdWT2c = #132213 colormacdWT2d = #770000 // } PARAMETERS // FUNCTIONS { // Divergences f_top_fractal(src) => src[4] < src[2] and src[3] < src[2] and src[2] > src[1] and src[2] > src[0] f_bot_fractal(src) => src[4] > src[2] and src[3] > src[2] and src[2] < src[1] and src[2] < src[0] f_fractalize(src) => f_top_fractal(src) ? 1 : f_bot_fractal(src) ? -1 : 0 f_findDivs(src, topLimit, botLimit, useLimits) => fractalTop = f_fractalize(src) > 0 and (useLimits ? src[2] >= topLimit : true) ? src[2] : na fractalBot = f_fractalize(src) < 0 and (useLimits ? src[2] <= botLimit : true) ? src[2] : na highPrev = valuewhen(fractalTop, src[2], 0)[2] highPrice = valuewhen(fractalTop, high[2], 0)[2] lowPrev = valuewhen(fractalBot, src[2], 0)[2] lowPrice = valuewhen(fractalBot, low[2], 0)[2] bearSignal = fractalTop and high[2] > highPrice and src[2] < highPrev bullSignal = fractalBot and low[2] < lowPrice and src[2] > lowPrev bearDivHidden = fractalTop and high[2] < highPrice and src[2] > highPrev bullDivHidden = fractalBot and low[2] > lowPrice and src[2] < lowPrev [fractalTop, fractalBot, lowPrev, bearSignal, bullSignal, bearDivHidden, bullDivHidden] // RSI+MFI f_rsimfi(_period, _multiplier, _tf) => security(syminfo.tickerid, _tf, sma(((close - open) / (high - low)) * _multiplier, _period) - rsiMFIPosY) // WaveTrend f_wavetrend(src, chlen, avg, malen, tf) => tfsrc = security(syminfo.tickerid, tf, src) esa = ema(tfsrc, chlen) de = ema(abs(tfsrc - esa), chlen) ci = (tfsrc - esa) / (0.015 * de) wt1 = security(syminfo.tickerid, tf, ema(ci, avg)) wt2 = security(syminfo.tickerid, tf, sma(wt1, malen)) wtVwap = wt1 - wt2 wtOversold = wt2 <= osLevel wtOverbought = wt2 >= obLevel wtCross = cross(wt1, wt2) wtCrossUp = wt2 - wt1 <= 0 wtCrossDown = wt2 - wt1 >= 0 wtCrosslast = cross(wt1[2], wt2[2]) wtCrossUplast = wt2[2] - wt1[2] <= 0 wtCrossDownlast = wt2[2] - wt1[2] >= 0 [wt1, wt2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown, wtCrosslast, wtCrossUplast, wtCrossDownlast, wtVwap] // Schaff Trend Cycle f_tc(src, length, fastLength, slowLength) => ema1 = ema(src, fastLength) ema2 = ema(src, slowLength) macdVal = ema1 - ema2 alpha = lowest(macdVal, length) beta = highest(macdVal, length) - alpha gamma = (macdVal - alpha) / beta * 100 gamma := beta > 0 ? gamma : nz(gamma[1]) delta = gamma delta := na(delta[1]) ? delta : delta[1] + tcfactor * (gamma - delta[1]) epsilon = lowest(delta, length) zeta = highest(delta, length) - epsilon eta = (delta - epsilon) / zeta * 100 eta := zeta > 0 ? eta : nz(eta[1]) stcReturn = eta stcReturn := na(stcReturn[1]) ? stcReturn : stcReturn[1] + tcfactor * (eta - stcReturn[1]) stcReturn // Stochastic RSI f_stochrsi(_src, _stochlen, _rsilen, _smoothk, _smoothd, _log, _avg) => src = _log ? log(_src) : _src rsi = rsi(src, _rsilen) kk = sma(stoch(rsi, rsi, rsi, _stochlen), _smoothk) d1 = sma(kk, _smoothd) avg_1 = avg(kk, d1) k = _avg ? avg_1 : kk [k, d1] // MACD f_macd(src, fastlen, slowlen, sigsmooth, tf) => fast_ma = security(syminfo.tickerid, tf, ema(src, fastlen)) slow_ma = security(syminfo.tickerid, tf, ema(src, slowlen)) macd = fast_ma - slow_ma, signal = security(syminfo.tickerid, tf, sma(macd, sigsmooth)) hist = macd - signal [macd, signal, hist] // MACD Colors on WT f_macdWTColors(tf) => hrsimfi = f_rsimfi(rsiMFIperiod, rsiMFIMultiplier, tf) [macd, signal, hist] = f_macd(close, 28, 42, 9, macdWTColorsTF) macdup = macd >= signal macddown = macd <= signal macdWT1Color = macdup ? hrsimfi > 0 ? colormacdWT1c : colormacdWT1a : macddown ? hrsimfi < 0 ? colormacdWT1d : colormacdWT1b : na macdWT2Color = macdup ? hrsimfi < 0 ? colormacdWT2c : colormacdWT2a : macddown ? hrsimfi < 0 ? colormacdWT2d : colormacdWT2b : na [macdWT1Color, macdWT2Color] // Get higher timeframe candle f_getTFCandle(_tf) => _open = security(heikinashi(syminfo.tickerid), _tf, open, barmerge.gaps_off, barmerge.lookahead_on) _close = security(heikinashi(syminfo.tickerid), _tf, close, barmerge.gaps_off, barmerge.lookahead_on) _high = security(heikinashi(syminfo.tickerid), _tf, high, barmerge.gaps_off, barmerge.lookahead_on) _low = security(heikinashi(syminfo.tickerid), _tf, low, barmerge.gaps_off, barmerge.lookahead_on) hl2 = (_high + _low) / 2.0 newBar = change(_open) candleBodyDir = _close > _open [candleBodyDir, newBar] // Sommi flag f_findSommiFlag(tf, wt1, wt2, rsimfi, wtCross, wtCrossUp, wtCrossDown) => [hwt1, hwt2, hwtOversold, hwtOverbought, hwtCross, hwtCrossUp, hwtCrossDown, hwtCrosslast, hwtCrossUplast, hwtCrossDownlast, hwtVwap] = f_wavetrend(wtMASource, wtChannelLen, wtAverageLen, wtMALen, tf) bearPattern = rsimfi < soomiRSIMFIBearLevel and wt2 > soomiFlagWTBearLevel and wtCross and wtCrossDown and hwtVwap < sommiVwapBearLevel bullPattern = rsimfi > soomiRSIMFIBullLevel and wt2 < soomiFlagWTBullLevel and wtCross and wtCrossUp and hwtVwap > sommiVwapBullLevel [bearPattern, bullPattern, hwtVwap] f_findSommiDiamond(tf, tf2, wt1, wt2, wtCross, wtCrossUp, wtCrossDown) => [candleBodyDir, newBar] = f_getTFCandle(tf) [candleBodyDir2, newBar2] = f_getTFCandle(tf2) bearPattern = wt2 >= soomiDiamondWTBearLevel and wtCross and wtCrossDown and not candleBodyDir and not candleBodyDir2 bullPattern = wt2 <= soomiDiamondWTBullLevel and wtCross and wtCrossUp and candleBodyDir and candleBodyDir2 [bearPattern, bullPattern] // } FUNCTIONS // CALCULATE INDICATORS { // RSI rsi = rsi(rsiSRC, rsiLen) rsiColor = rsi <= rsiOversold ? colorGreen : rsi >= rsiOverbought ? colorRed : colorPurple // RSI + MFI Area rsiMFI = f_rsimfi(rsiMFIperiod, rsiMFIMultiplier, timeframe.period) rsiMFIColor = rsiMFI > 0 ? #3ee145 : #ff3d2e // Calculates WaveTrend [wt1, wt2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown, wtCross_last, wtCrossUp_last, wtCrossDown_last, wtVwap] = f_wavetrend(wtMASource, wtChannelLen, wtAverageLen, wtMALen, timeframe.period) // Stochastic RSI [stochK, stochD] = f_stochrsi(stochSRC, stochLen, stochRsiLen, stochKSmooth, stochDSmooth, stochUseLog, stochAvg) // Schaff Trend Cycle tcVal = f_tc(tcSRC, tclength, tcfastLength, tcslowLength) // Sommi flag [sommiBearish, sommiBullish, hvwap] = f_findSommiFlag(sommiVwapTF, wt1, wt2, rsiMFI, wtCross, wtCrossUp, wtCrossDown) //Sommi diamond [sommiBearishDiamond, sommiBullishDiamond] = f_findSommiDiamond(sommiHTCRes, sommiHTCRes2, wt1, wt2, wtCross, wtCrossUp, wtCrossDown) // macd colors [macdWT1Color, macdWT2Color] = f_macdWTColors(macdWTColorsTF) // WT Divergences [wtFractalTop, wtFractalBot, wtLow_prev, wtBearDiv, wtBullDiv, wtBearDivHidden, wtBullDivHidden] = f_findDivs(wt2, wtDivOBLevel, wtDivOSLevel, true) [wtFractalTop_add, wtFractalBot_add, wtLow_prev_add, wtBearDiv_add, wtBullDiv_add, wtBearDivHidden_add, wtBullDivHidden_add] = f_findDivs(wt2, wtDivOBLevel_add, wtDivOSLevel_add, true) [wtFractalTop_nl, wtFractalBot_nl, wtLow_prev_nl, wtBearDiv_nl, wtBullDiv_nl, wtBearDivHidden_nl, wtBullDivHidden_nl] = f_findDivs(wt2, 0, 0, false) wtBearDivHidden_ = showHiddenDiv_nl ? wtBearDivHidden_nl : wtBearDivHidden wtBullDivHidden_ = showHiddenDiv_nl ? wtBullDivHidden_nl : wtBullDivHidden wtBearDivColor = (wtShowDiv and wtBearDiv) or (wtShowHiddenDiv and wtBearDivHidden_) ? colorRed : na wtBullDivColor = (wtShowDiv and wtBullDiv) or (wtShowHiddenDiv and wtBullDivHidden_) ? colorGreen : na wtBearDivColor_add = (wtShowDiv and (wtDivOBLevel_addshow and wtBearDiv_add)) or (wtShowHiddenDiv and (wtDivOBLevel_addshow and wtBearDivHidden_add)) ? #9a0202 : na wtBullDivColor_add = (wtShowDiv and (wtDivOBLevel_addshow and wtBullDiv_add)) or (wtShowHiddenDiv and (wtDivOBLevel_addshow and wtBullDivHidden_add)) ? #1b5e20 : na // RSI Divergences [rsiFractalTop, rsiFractalBot, rsiLow_prev, rsiBearDiv, rsiBullDiv, rsiBearDivHidden, rsiBullDivHidden] = f_findDivs(rsi, rsiDivOBLevel, rsiDivOSLevel, true) [rsiFractalTop_nl, rsiFractalBot_nl, rsiLow_prev_nl, rsiBearDiv_nl, rsiBullDiv_nl, rsiBearDivHidden_nl, rsiBullDivHidden_nl] = f_findDivs(rsi, 0, 0, false) rsiBearDivHidden_ = showHiddenDiv_nl ? rsiBearDivHidden_nl : rsiBearDivHidden rsiBullDivHidden_ = showHiddenDiv_nl ? rsiBullDivHidden_nl : rsiBullDivHidden rsiBearDivColor = (rsiShowDiv and rsiBearDiv) or (rsiShowHiddenDiv and rsiBearDivHidden_) ? colorRed : na rsiBullDivColor = (rsiShowDiv and rsiBullDiv) or (rsiShowHiddenDiv and rsiBullDivHidden_) ? colorGreen : na // Stoch Divergences [stochFractalTop, stochFractalBot, stochLow_prev, stochBearDiv, stochBullDiv, stochBearDivHidden, stochBullDivHidden] = f_findDivs(stochK, 0, 0, false) stochBearDivColor = (stochShowDiv and stochBearDiv) or (stochShowHiddenDiv and stochBearDivHidden) ? colorRed : na stochBullDivColor = (stochShowDiv and stochBullDiv) or (stochShowHiddenDiv and stochBullDivHidden) ? colorGreen : na // Small Circles WT Cross signalColor = wt2 - wt1 > 0 ? color.red : color.lime // Buy signal. buySignal = wtCross and wtCrossUp and wtOversold buySignalDiv = (wtShowDiv and wtBullDiv) or (wtShowDiv and wtBullDiv_add) or (stochShowDiv and stochBullDiv) or (rsiShowDiv and rsiBullDiv) buySignalDiv_color = wtBullDiv ? colorGreen : wtBullDiv_add ? color.new(colorGreen, 60) : rsiShowDiv ? colorGreen : na // Sell signal sellSignal = wtCross and wtCrossDown and wtOverbought sellSignalDiv = (wtShowDiv and wtBearDiv) or (wtShowDiv and wtBearDiv_add) or (stochShowDiv and stochBearDiv) or (rsiShowDiv and rsiBearDiv) sellSignalDiv_color = wtBearDiv ? colorRed : wtBearDiv_add ? color.new(colorRed, 60) : rsiBearDiv ? colorRed : na // Gold Buy lastRsi = valuewhen(wtFractalBot, rsi[2], 0)[2] wtGoldBuy = ((wtShowDiv and wtBullDiv) or (rsiShowDiv and rsiBullDiv)) and wtLow_prev <= osLevel3 and wt2 > osLevel3 and wtLow_prev - wt2 <= -5 and lastRsi < 30 // } CALCULATE INDICATORS // DRAW { bgcolor(darkMode ? color.new(#000000, 80) : na) zLine = plot(0, color = color.new(colorWhite, 50)) // MFI BAR rsiMfiBarTopLine = plot(rsiMFIShow ? -95 : na, title = 'MFI Bar TOP Line', transp = 100) rsiMfiBarBottomLine = plot(rsiMFIShow ? -99 : na, title = 'MFI Bar BOTTOM Line', transp = 100) fill(rsiMfiBarTopLine, rsiMfiBarBottomLine, title = 'MFI Bar Colors', color = rsiMFIColor, transp = 75) // WT Areas plot(wtShow ? wt1 : na, style = plot.style_area, title = 'WT Wave 1', color = macdWTColorsShow ? macdWT1Color : colorWT1, transp = 0) plot(wtShow ? wt2 : na, style = plot.style_area, title = 'WT Wave 2', color = macdWTColorsShow ? macdWT2Color : darkMode ? colorWT2_ : colorWT2 , transp = 20) // VWAP plot(vwapShow ? wtVwap : na, title = 'VWAP', color = colorYellow, style = plot.style_area, linewidth = 2, transp = 45) // MFI AREA rsiMFIplot = plot(rsiMFIShow ? rsiMFI: na, title = 'RSI+MFI Area', color = rsiMFIColor, transp = 20) fill(rsiMFIplot, zLine, rsiMFIColor, transp = 40) // WT Div plot(series = wtFractalTop ? wt2[2] : na, title = 'WT Bearish Divergence', color = wtBearDivColor, linewidth = 2, offset = -2) plot(series = wtFractalBot ? wt2[2] : na, title = 'WT Bullish Divergence', color = wtBullDivColor, linewidth = 2, offset = -2) // WT 2nd Div plot(series = wtFractalTop_add ? wt2[2] : na, title = 'WT 2nd Bearish Divergence', color = wtBearDivColor_add, linewidth = 2, offset = -2) plot(series = wtFractalBot_add ? wt2[2] : na, title = 'WT 2nd Bullish Divergence', color = wtBullDivColor_add, linewidth = 2, offset = -2) // RSI plot(rsiShow ? rsi : na, title = 'RSI', color = rsiColor, linewidth = 2, transp = 25) // RSI Div plot(series = rsiFractalTop ? rsi[2] : na, title='RSI Bearish Divergence', color = rsiBearDivColor, linewidth = 1, offset = -2) plot(series = rsiFractalBot ? rsi[2] : na, title='RSI Bullish Divergence', color = rsiBullDivColor, linewidth = 1, offset = -2) // Stochastic RSI stochKplot = plot(stochShow ? stochK : na, title = 'Stoch K', color = color.new(#21baf3, 0), linewidth = 2) stochDplot = plot(stochShow ? stochD : na, title = 'Stoch D', color = color.new(#673ab7, 60), linewidth = 1) stochFillColor = stochK >= stochD ? color.new(#21baf3, 75) : color.new(#673ab7, 60) fill(stochKplot, stochDplot, title='KD Fill', color=stochFillColor) // Stoch Div plot(series = stochFractalTop ? stochK[2] : na, title='Stoch Bearish Divergence', color = stochBearDivColor, linewidth = 1, offset = -2) plot(series = stochFractalBot ? stochK[2] : na, title='Stoch Bullish Divergence', color = stochBullDivColor, linewidth = 1, offset = -2) // Schaff Trend Cycle plot(tcLine ? tcVal : na, color = color.new(#673ab7, 25), linewidth = 2, title = "Schaff Trend Cycle 1") plot(tcLine ? tcVal : na, color = color.new(colorWhite, 50), linewidth = 1, title = "Schaff Trend Cycle 2") // Draw Overbought & Oversold lines //plot(obLevel, title = 'Over Bought Level 1', color = colorWhite, linewidth = 1, style = plot.style_circles, transp = 85) plot(obLevel2, title = 'Over Bought Level 2', color = colorWhite, linewidth = 1, style = plot.style_stepline, transp = 85) plot(obLevel3, title = 'Over Bought Level 3', color = colorWhite, linewidth = 1, style = plot.style_circles, transp = 95) //plot(osLevel, title = 'Over Sold Level 1', color = colorWhite, linewidth = 1, style = plot.style_circles, transp = 85) plot(osLevel2, title = 'Over Sold Level 2', color = colorWhite, linewidth = 1, style = plot.style_stepline, transp = 85) // Sommi flag plotchar(sommiFlagShow and sommiBearish ? 108 : na, title = 'Sommi bearish flag', char='⚑', color = colorPink, location = location.absolute, size = size.tiny, transp = 0) plotchar(sommiFlagShow and sommiBullish ? -108 : na, title = 'Sommi bullish flag', char='⚑', color = colorBluelight, location = location.absolute, size = size.tiny, transp = 0) plot(sommiShowVwap ? ema(hvwap, 3) : na, title = 'Sommi higher VWAP', color = colorYellow, linewidth = 2, style = plot.style_line, transp = 15) // Sommi diamond plotchar(sommiDiamondShow and sommiBearishDiamond ? 108 : na, title = 'Sommi bearish diamond', char='◆', color = colorPink, location = location.absolute, size = size.tiny, transp = 0) plotchar(sommiDiamondShow and sommiBullishDiamond ? -108 : na, title = 'Sommi bullish diamond', char='◆', color = colorBluelight, location = location.absolute, size = size.tiny, transp = 0) // Circles plot(wtCross ? wt2 : na, title = 'Buy and sell circle', color = signalColor, style = plot.style_circles, linewidth = 3, transp = 15) plotchar(wtBuyShow and buySignal ? -107 : na, title = 'Buy circle', char='·', color = colorGreen, location = location.absolute, size = size.small, transp = 50) plotchar(wtSellShow and sellSignal ? 105 : na , title = 'Sell circle', char='·', color = colorRed, location = location.absolute, size = size.small, transp = 50) plotchar(wtDivShow and buySignalDiv ? -106 : na, title = 'Divergence buy circle', char='•', color = buySignalDiv_color, location = location.absolute, size = size.small, offset = -2, transp = 15) plotchar(wtDivShow and sellSignalDiv ? 106 : na, title = 'Divergence sell circle', char='•', color = sellSignalDiv_color, location = location.absolute, size = size.small, offset = -2, transp = 15) plotchar(wtGoldBuy and wtGoldShow ? -106 : na, title = 'Gold buy gold circle', char='•', color = colorOrange, location = location.absolute, size = size.small, offset = -2, transp = 15) // } DRAW len = input(14, title="长度") th = input(20, title="TH") TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1]))) DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0 DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0 SmoothedTrueRange = 0.0 SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/len) + TrueRange SmoothedDirectionalMovementPlus = 0.0 SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/len) + DirectionalMovementPlus SmoothedDirectionalMovementMinus = 0.0 SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/len) + DirectionalMovementMinus DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100 DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100 DX = abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100 ADX = sma(DX, len) plot(ADX, color=color.white, title="ADX") // ALERTS { // BUY // alertcondition(buySignal, 'Buy (Big green circle)', 'Green circle WaveTrend Oversold') // alertcondition(buySignalDiv, 'Buy (Big green circle + Div)', 'Buy & WT Bullish Divergence & WT Overbought') // alertcondition(wtGoldBuy, 'GOLD Buy (Big GOLDEN circle)', 'Green & GOLD circle WaveTrend Overbought') // alertcondition(sommiBullish or sommiBullishDiamond, 'Sommi bullish flag/diamond', 'Blue flag/diamond') // alertcondition(wtCross and wtCrossUp, 'Buy (Small green dot)', 'Buy small circle') // SELL // alertcondition(sommiBearish or sommiBearishDiamond, 'Sommi bearish flag/diamond', 'Purple flag/diamond') // alertcondition(sellSignal, 'Sell (Big red circle)', 'Red Circle WaveTrend Overbought') // alertcondition(sellSignalDiv, 'Sell (Big red circle + Div)', 'Buy & WT Bearish Divergence & WT Overbought') // alertcondition(wtCross and wtCrossDown, 'Sell (Small red dot)', 'Sell small circle') // } ALERTS f_RelVol(_value, _length) => min_value = lowest(_value, _length) max_value = highest(_value, _length) stoch(_value, max_value, min_value, _length) / 100 rsi1LengthInput = input(100, minval=1, title="RSI 周期", group="RSI Settings") rsi1SourceInput = input(close, "Source", group="RSI Settings") rsi2LengthInput = input(25, minval=1, title="RSI 周期", group="RSI Settings") rsi2SourceInput = input(close, "Source", title="数据源", group="RSI Settings") price = close length = input(10, title="周期", minval=1) DER_avg = input(5, '平均', minval=1, inline='DER', group='Directional Energy Ratio') smooth = input(3, '平滑', minval=1, inline='DER', group='Directional Energy Ratio') v_calc = input('Relative', '计算', options=['Relative', 'Full', 'None'], group='Volume Parameters') vlookbk = input(20, '回看 (相对)', minval=1, group='Volume Parameters') uprsi1 = rma(max(change(rsi1SourceInput), 0), rsi1LengthInput) uprsi2 = rma(max(change(rsi2SourceInput), 0), rsi2LengthInput) downrsi1 = rma(-min(change(rsi1SourceInput), 0), rsi1LengthInput) downrsi2 = rma(-min(change(rsi2SourceInput), 0), rsi2LengthInput) rsi1 = downrsi1 == 0 ? 100 : uprsi1 == 0 ? 0 : 100 - (100 / (1 + uprsi1 / downrsi1)) rsi2 = downrsi2 == 0 ? 100 : uprsi2 == 0 ? 0 : 100 - (100 / (1 + uprsi2 / downrsi2)) vola = v_calc == 'None' or na(volume) ? 1 : v_calc == 'Relative' ? f_RelVol(volume, vlookbk) : volume R = (highest(1) - lowest(1)) / 2 // R is the 2-bar average bar range sr = change(price) / R // calc ratio of change to R rsr = max(min(sr, 1), -1) // ensure ratio is restricted to +1/-1 in case of big moves c = rsr * vola // add volume accel c_plus = max(c, 0) // calc directional vol-accel energy c_minus = -min(c, 0) // plot(c_plus) // plot(c_minus) dem = wma(c_plus, length) / wma(vola, length) //average directional energy ratio sup = wma(c_minus, length) / wma(vola, length) // plot(vola, 'Vol Accel') adp = 1 * wma(dem, DER_avg) asp = 1 * wma(sup, DER_avg) anp = adp - asp anp_s = wma(anp, smooth) // plot(rsi1, "RSI", color=#FF0033) rsi1UpperBand = hline(70, "RSI Upper Band", color=#787B86) // hline(50, "RSI Middle Band", color=color.new(#787B86, 50)) rsi1LowerBand = hline(30, "RSI Lower Band", color=#787B86) // plot(rsi2, "RSI", color=#FFFF00) rsi2UpperBand = hline(70, "RSI Upper Band", color=#787B86) // hline(50, "RSI Middle Band", color=color.new(#787B86, 50)) rsi2LowerBand = hline(30, "RSI Lower Band", color=#787B86) c_adp = color.new(color.aqua, 50) c_asp = color.new(color.orange, 50) c_zero = color.new(color.yellow, 70) c_fd = color.new(color.green, 80) c_fs = color.new(color.red, 80) c_up = color.new(#33ff00, 0) c_dn = color.new(#ff1111, 0) up = anp_s >= 0 //strategy(title='VMC', shorttitle='VMC', overlay=true, precision=3, commission_value=0.025, default_qty_type=strategy.cash, default_qty_value=10000, initial_capital=10000) //=== Buy/Sell === closeStatus = strategy.openprofit > 0 ? 'win' : 'lose' // long_entry = (signalColor == color.lime and wtCross and up) // long_exit_entry = (signalColor == color.red or sellSignal or sellSignalDiv) // short_entry = (signalColor == color.red and wtCross and not up) // short_exit_entry = (signalColor == color.lime or buySignal or buySignalDiv) long_entry = wt2 < wt1 //and up and rsi2 > rsi1 long_exit_entry = signalColor == color.red or sellSignal or sellSignalDiv short_entry = wt2 > wt1 //and not up and rsi2 < rsi1 short_exit_entry = signalColor == color.lime or buySignal or buySignalDiv alertcondition(long_entry, 'Buy', 'Long entry') alertcondition(long_exit_entry, 'Buy', 'Long exit') alertcondition(short_entry, 'Sell', 'Short entry') alertcondition(short_exit_entry, 'Sell', 'Short exit') strategy.entry('long', strategy.long, when=long_entry) strategy.close('long', when=long_exit_entry, comment=closeStatus) strategy.entry('short', strategy.short, when=short_entry) strategy.close('short', when=short_exit_entry, comment=closeStatus) // stopPer = input(100, title='Stop Loss %', type=input.float) / 100 // takePer = input(100, title='Take Profit %', type=input.float) / 100 // // Determine where you've entered and in what direction // longStop = strategy.position_avg_price * (1 - stopPer) // shortStop = strategy.position_avg_price * (1 + stopPer) // shortTake = strategy.position_avg_price * (1 - takePer) // longTake = strategy.position_avg_price * (1 + takePer) // if strategy.position_size > 0 // strategy.exit(id="Close Long", stop=longStop, limit=longTake) // if strategy.position_size < 0 // strategy.exit(id="Close Short", stop=shortStop, limit=shortTake)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6