该指示器为Mobo带(动量突破带)。这些谱带是具有调整标准偏差的布林谱带。当其动量突破高于上行区间时有买入信号,当其动量突破低于下行区间时有卖出信号。 这些区间只是暗示,所有市场都有一段我们都知道是真的动荡时期。虽然价格在区间内,但据说是没有趋势的。一旦突破发生,你可以在突破方向进行交易。 我喜欢使用这些工具在每小时的时间范围内摇摆交易选项,但波段应该适用于大多数工具和时间范围。我喜欢用它在1小时图表上的SPY上进行波动,并用日线图确认趋势。
回测测试
/*backtest start: 2021-12-01 09:00:00 end: 2022-05-24 15:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb2210",360008]] */ //@version=4 study("Mobo Bands", overlay=false) price = input(hl2, "数据源") // colorNormLength = input(3, "colorNormLength", input.integer) dpoLength = input(13, "dpo长度", input.integer) // moboDisplace = input(0, "mobo移动", input.integer) moboLength = input(10, "mobo长度", input.integer) numDevDn = input(-0.8, "下偏差系数", input.float) numDevUp = input(0.8, "上偏差系数", input.float) // coloredMobo = input(true, "coloredMobo") // coloredFill = input(true, "coloredFill") // breakArrows = input(true, "breakArrows") // moboShowMid = input(true, "moboShowMid") //def DPO = price - Average(price[DPO_length / 2 + 1], DPO_length); xsma = sma(price[int(dpoLength / 2 + 1)], dpoLength) //alert(int(dpoLength / 2 + 1)) //xsma = sma(price, dpoLength) DPO = price - xsma Midline = sma(DPO, moboLength) sDev = stdev(DPO, moboLength) LowerBand = Midline + numDevDn * sDev UpperBand = Midline + numDevUp * sDev plot(DPO, color=color.yellow,linewidth=2) plot(Midline, color=Midline > Midline[1] ? color.lime : color.red,linewidth=2) Upper = plot(UpperBand, color=color.black,linewidth=1) Lower = plot(LowerBand, color=color.black,linewidth=1) plot(0, color=color.white,linewidth=1) Signal1 = DPO > UpperBand and DPO[1] < UpperBand[1] Signal2 = DPO < LowerBand and DPO[1] > LowerBand[1] wasUp = 1 wasDn = 1 wasUp := Signal1 ? 1 : (Signal2 ? 0 : nz(wasUp[1])) wasDn := Signal2 ? 1 : (Signal1 ? 0 : nz(wasDn[1])) //plotshape(Signal1 and wasDn[1] ? UpperBand : na, style=shape.arrowup, location=location.absolute, size=size.normal, color=color.red) //plotshape(Signal2 and wasUp[1] ? LowerBand : na, style=shape.arrowdown, location=location.absolute, size=size.normal, color=color.green) plotshape(Signal1 and wasDn[1] ? UpperBand : na, style=shape.labelup, location=location.absolute, size=size.normal, color=color.green, text="Buy",textcolor=color.white) plotshape(Signal2 and wasUp[1] ? LowerBand : na, style=shape.labeldown, location=location.absolute, size=size.normal, color=color.red, text="Sell",textcolor=color.white) //fill(Upper, Lower, color=color.purple) alertcondition(Signal1 and wasDn[1], "Break Out Arrow", "Break Out Arrow") alertcondition(Signal2 and wasUp[1], "Break Down Arrow", "Break Down Arrow") if Signal1 and wasDn[1] strategy.entry("Enter Long", strategy.long) else if Signal2 and wasUp[1] 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