简单的SuperTrend(超级趋势)信号指标使您可以选择在一个策略上显示两个SuperTrend(超级趋势)以及其它自定义功能。使用二重的方式灵感来自于Income Sharks。
回测测试
/*backtest start: 2022-03-08 00:00:00 end: 2022-05-23 00:00:00 period: 30m basePeriod: 5m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["v_input_3",16],["ContractType","rb2205",360008]] */ //@version=5 indicator(title='Concept Dual SuperTrend', shorttitle='ConceptDST', overlay=true, format=format.price, precision=2, timeframe='') src = input(hl2, title='数据源使用:开盘、收盘、最高、最低 ..') multiplier = input.float(title='ATR快线乘数', step=0.1, defval=2) multiplier2 = input.float(title='ATR慢线乘数', step=0.1, defval=3) periods = input(title='ATR快线', defval=10) periods2 = input(title='ATR慢线', defval=16) transp_st = input.float(title='线透明度', step=1, minval=0, maxval=100, defval=70) transp_hl = input.float(title='着色透明度', step=1, minval=0, maxval=100, defval=90) changeATR = input(title='更改ATR算法?', defval=true) highlighting = input(title='显示阴影? (快线)', defval=true) highlighting2 = input(title='显示阴影? (慢线)', defval=true) showlabels = input(title='显示买/卖标签?', defval=true) //------------------------------------------------ // Calculations (Fast) atrA = ta.sma(ta.tr, periods) atr = changeATR ? ta.atr(periods) : atrA up = src - multiplier * atr upA = nz(up[1], up) up := close[1] > upA ? math.max(up, upA) : up dn = src + multiplier * atr dnA = nz(dn[1], dn) dn := close[1] < dnA ? math.min(dn, dnA) : dn // Trend (Fast) trend = 1 trend := nz(trend[1], trend) trend := trend == -1 and close > dnA ? 1 : trend == 1 and close < upA ? -1 : trend upPlot = plot(trend == 1 ? up : na, title='Uptrend (Slow)', style=plot.style_linebr, linewidth=2, color=color.new(color.green, transp_st)) buySignal = trend == 1 and trend[1] == -1 plotshape(buySignal ? up : na, title='Uptrend Start (Slow)', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, transp_st)) plotshape(buySignal and showlabels ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0)) dnPlot = plot(trend == 1 ? na : dn, title='Downtrend (Slow)', style=plot.style_linebr, linewidth=2, color=color.new(color.red, transp_st)) sellSignal = trend == -1 and trend[1] == 1 plotshape(sellSignal ? dn : na, title='Downtrend Start (Slow)', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, transp_st)) plotshape(sellSignal and showlabels ? dn : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0, color=na) longFillColor = highlighting ? trend == 1 ? color.green : color.black : color.black shortFillColor = highlighting ? trend == -1 ? color.red : color.black : color.black fill(mPlot, upPlot, title='Uptrend Shading (Slow)', color=color.new(longFillColor, transp_hl)) fill(mPlot, dnPlot, title='Downtrend Shading (Slow)', color=color.new(shortFillColor, transp_hl)) //------------------------------------------------ // Calculations (Slow) atrA2 = ta.sma(ta.tr, periods2) atr2 = changeATR ? ta.atr(periods2) : atrA2 up2 = src - multiplier2 * atr2 upA2 = nz(up2[1], up2) up2 := close[1] > upA2 ? math.max(up2, upA2) : up2 dn2 = src + multiplier2 * atr2 dnA2 = nz(dn2[1], dn2) dn2 := close[1] < dnA2 ? math.min(dn2, dnA2) : dn2 // Trend (Slow) trend2 = 1 trend2 := nz(trend2[1], trend2) trend2 := trend2 == -1 and close > dnA2 ? 1 : trend2 == 1 and close < upA2 ? -1 : trend2 upPlot2 = plot(trend2 == 1 ? up2 : na, title='Uptrend (Slow)', style=plot.style_linebr, linewidth=2, color=color.new(color.green, transp_st)) buySignal2 = trend2 == 1 and trend2[1] == -1 plotshape(buySignal2 ? up2 : na, title='Uptrend Start (Slow)', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, transp_st)) plotshape(buySignal2 and showlabels ? up2 : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0)) dnPlot2 = plot(trend2 == 1 ? na : dn2, title='Downtrend (Slow)', style=plot.style_linebr, linewidth=2, color=color.new(color.red, transp_st)) sellSignal2 = trend2 == -1 and trend2[1] == 1 plotshape(sellSignal2 ? dn2 : na, title='Downtrend Start (Slow)', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, transp_st)) plotshape(sellSignal2 and showlabels ? dn2 : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) mPlot2 = plot(ohlc4, title='', style=plot.style_circles, linewidth=0, color=na) longFillColor2 = highlighting2 ? trend2 == 1 ? color.green : color.black : color.black shortFillColor2 = highlighting2 ? trend2 == -1 ? color.red : color.black : color.black fill(mPlot2, upPlot2, title='Uptrend Shading (Slow)', color=color.new(longFillColor2, transp_hl)) fill(mPlot2, dnPlot2, title='Downtrend Shading (Slow)', color=color.new(shortFillColor2, transp_hl)) if buySignal2 strategy.entry("Enter Long", strategy.long) else if sellSignal2 strategy.entry("Enter Short", strategy.short)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6