KaizenTraderB的带MACD/EMA确认的高低点摆动策略。
我设计这个指标是为了配合市场结构突破策略。 它标记MACD确认的波动高点和低点。 它还显示更高的时间范围快速和慢速EMA,以确定方向偏差。 还提供警报,指示下跌趋势中的低谷摆动和上升趋势中的高谷摆动。 它在最后一次上下摆动时画一条水平线。
在输入时间段上显示此指示器,并在设置中选择较高的时间段。 您还可以更改波动高点和低点以及均线的回溯期。
当我使用它时,我在寻找HTF趋势方向上的摆动高/低突破 然后,寻找突破价格水平和流动性区域(wicks、order Block、price拥塞)之间的回调,以进入均线趋势。
回测测试
/*backtest start: 2021-11-01 00:00:00 end: 2022-05-09 23:59:00 period: 5m basePeriod: 1m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["v_input_1",3],["ContractType","rb2210",360008]] */ // Swing High/Low Indicator w/ MACD and EMA Confirmations by KaizenTraderB // //I designed this indicator to be used with a market structure break strategy. //It labels swing highs and lows that are confirmed by the MACD. //It also displays a higher timeframe Fast and Slow EMA to determine directional bias. //Also provides alerts that signal Swing Low breaks in downtrends and Swing High Breaks in uptrends. //It draws a horizontal line on the last Swing High and Low. // //Display this indicator on your entry timeframe and choose your Higher Timeframe in settings. //You can also change lookback period for Swing Highs and Lows and EMA's. // //@version=4 study("Swing High/Low Indicator w/ MACD and HTF EMA's", overlay=true) barsback = input(5, title='检查摆动回看BAR数') showsig = input(true, title='显示信号标记') res = input(title="EMA 时间周期", defval="15") flen = input(title="快线 EMA 周期", type=input.integer, defval=12) slen = input(title="慢线 EMA 周期", type=input.integer, defval=20) showema = input(title="显示EMA的", type=input.bool, defval=true) // showentry = input(title="显示摆动突破进入等级", type=input.bool, defval=true) //HTF EMA's fema = ema(close, flen) sema = ema(close, slen) rp_security(_symbol, _res, _src, _gaps, _lookahead) => security(_symbol, _res, _src[barstate.isrealtime ? 1 : 0], _gaps, _lookahead) femaSmooth = rp_security(syminfo.tickerid, res, fema, barmerge.gaps_on, barmerge.lookahead_off) semaSmooth = rp_security(syminfo.tickerid, res, sema, barmerge.gaps_on, barmerge.lookahead_off) plot(showema ? femaSmooth : na,"Fast HTF EMA", color.lime, 3) plot(showema ? semaSmooth : na,"Slow HTF EMA", color.navy, 3) downtrend = femaSmooth < semaSmooth uptrend = femaSmooth > semaSmooth //Swing Highs and Lows //////////////////////////////////////////////////////////////////////////////// //Thank you Backtest-Rookies.com for the Swing Detection Indicator code swing_detection(index)=> swing_high = false swing_low = false start = (index*2) - 1 // -1 so we have an even number of swing_point_high = high[index] swing_point_low = low[index] //Swing Highs for i = 0 to start swing_high := true if i < index if high[i] > swing_point_high swing_high := false break // Have to do checks before pivot and after seperately because we can get // two highs of the same value in a row. Notice the > and >= difference if i > index if high[i] >= swing_point_high swing_high := false break //Swing lows for i = 0 to start swing_low := true if i < index if low[i] < swing_point_low swing_low := false break // Have to do checks before pivot and after seperately because we can get // two lows of the same value in a row. Notice the > and >= difference if i > index if low[i] <= swing_point_low swing_low := false break [swing_high, swing_low] // Check for a swing [swing_high, swing_low] = swing_detection(barsback) //////////////////////////////////////////////////////////////////////////////// float swing_high_price = na float swing_low_price = na if swing_high swing_high_price := high[barsback] if swing_low swing_low_price := low[barsback] [macdline, signalline, histline] = macd(close,12,26,9) macpos = histline[barsback] > 0 macneg = histline[barsback] < 0 // Plotting SHPrice = "SH\n" + str.tostring(swing_high_price) SLPrice = "SL\n" + str.tostring(swing_low_price) if swing_high and macpos and showsig //SHLabel = label.new(bar_index[barsback], swing_high_price, SHPrice, xloc.bar_index, yloc.abovebar, color.red, label.style_arrowdown, textcolor=color.red, size=size.normal) //SHLine = line.new(bar_index[barsback], swing_high_price, bar_index[barsback] + 20, swing_high_price, xloc.bar_index, extend.none, color.black, width=2) //line.delete(SHLine[1]) if swing_low and macneg and showsig //label.new(bar_index[barsback], swing_low_price, SLPrice, xloc.bar_index, yloc.belowbar, color.green, label.style_arrowup, textcolor=color.green) //SLLine = line.new(bar_index[barsback], swing_low_price, bar_index[barsback] + 20, swing_low_price, xloc.bar_index, extend.none, color.black, width=2) //line.delete(SLLine[2]) //alerts alertcondition(uptrend and close > swing_high_price, "Swing High Break in Uptrend", "Swing High Break!") alertcondition(downtrend and close < swing_low_price, "Swing Low Break in Downtrend", "Swing Low Break!") if uptrend strategy.entry("Enter Long", strategy.long) else if downtrend 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