回测测试
/*backtest start: 2021-12-01 00:00:00 end: 2022-05-12 00:00:00 period: 30m basePeriod: 15m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb2210",360008]] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © cmlaydinn //@version=5 indicator(shorttitle='Teyfık', title='Angle Attack Follow Line Indicator ', overlay=false, max_bars_back=1000) //INPUTS ———————————————————————————————————————————————————————————— FL = input(title='跟随线,当前图表时间精度', defval=true) BBperiod = input.int(defval=21, title='周期', minval=1) BBdeviations = input.float(defval=1.00, title='背离', minval=0.1, step=0.05) UseATRfilter = input(defval=true, title='ATR过滤') ATRperiod = input.int(defval=5, title='ATR周期', minval=1) FLH = input(title='跟随线HIGHER时间精度', defval=true) AIB = input(defval=true, title='使用指示器背景') TYPE = input.string(title='均线类型', defval='SMA', options=['RMA', 'SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'KMA', 'TMA', 'HullMA', 'DEMA', 'TEMA', 'CTI']) RES = input.timeframe('240', title='时间精度') LEN = input(21, title='周期') BBdeviations_ = input.float(defval=1.00, title='背离', minval=0.1, step=0.05) ATRperiod_ = input.int(defval=5, title='ATR周期', minval=1) SOUR = input(title='数据源', defval=close) MD = input(title='模式', defval=true) MODE = input.string(title='模式的类型', defval='NO FILTER HIGHER TIME FRAME', options=['NO FILTER HIGHER TIME FRAME', 'FILTER HIGHER TIME FRAME']) AC = input(title='角度配置', defval=true) i_lookback = input.int(8, '角度周期', minval=1) i_atrPeriod = input.int(10, 'ATR周期', minval=1) BSA = input(title=' 买/卖 ', defval=true) Buy_0 = input(defval=true, title='买入,转换跟踪线') Sell_0 = input(defval=true, title='卖出,转换跟踪线') // OTA = input(title=' 需要添加的选项 ', defval=true) Add_Buy_0 = input(defval=true, title='选项 1 - 添加买入') Add_Sell_0 = input(defval=true, title='选项 1 - 添加卖出') Add_Buy_1 = input(defval=false, title='选项 2 - 添加买入') Add_Sell_1 = input(defval=false, title='选项 2 - 添加卖出') Add_Buy_2 = input(defval=false, title='选项 3 - 添加买入') Add_Sell_2 = input(defval=false, title='选项 3 - 添加卖出') // OTR = input(title=' 减少的项 ', defval=true) Max_level_1 = input.int(defval=40, title='最大角度等级1', minval=1) Max_level_2 = input.int(defval=65, title='最大角度等级2', minval=1) Min_level_1 = input.int(defval=-40, title='最小角度等级1', minval=-100) Min_level_2 = input.int(defval=-65, title='最小角度等级2', minval=-100) Red_Buy_0 = input(defval=true, title='选项1,减少购买最大角度级别1') Red_Buy_1 = input(defval=true, title='选项2,减少购买最大角度级别2') Red_Buy_2 = input(defval=false, title='选项3,减少购买2个BAR以上最大角度等级2') Red_Buy_3 = input(defval=true, title='选项4,减少购买3个BAR以上最大角度等级2') Red_Buy_4 = input(defval=false, title='选项5,减少购买4个BAR以上最大角度等级2') Red_Sell_0 = input(defval=true, title='选项1,减少卖出最小角度级别1') Red_Sell_1 = input(defval=true, title='选项2,减少卖出最小角度级别1') Red_Sell_2 = input(defval=false, title='选项3,减小卖出2个BAR以下的最小角度等级2') Red_Sell_3 = input(defval=true, title='选项4,减小卖出3个BAR以下的最小角度等级2') Red_Sell_4 = input(defval=false, title='选项5,减小卖出4个BAR以下的最小角度等级2') OTH = input(title=' 其它 ', defval=true) i_barColor = input(true, 'K线柱颜色?') h_lables = input(false, '隐藏标签') // FOLLOW LINE ————————————————————————————————————————————————————— BBUpper = ta.sma(close, BBperiod) + ta.stdev(close, BBperiod) * BBdeviations BBLower = ta.sma(close, BBperiod) - ta.stdev(close, BBperiod) * BBdeviations TrendLine = 0.0 iTrend = 0.0 BBSignal = close > BBUpper ? 1 : close < BBLower ? -1 : 0 if BBSignal == 1 and UseATRfilter == 1 TrendLine := low - ta.atr(ATRperiod) if TrendLine < TrendLine[1] TrendLine := TrendLine[1] TrendLine if BBSignal == -1 and UseATRfilter == 1 TrendLine := high + ta.atr(ATRperiod) if TrendLine > TrendLine[1] TrendLine := TrendLine[1] TrendLine if BBSignal == 0 and UseATRfilter == 1 TrendLine := TrendLine[1] TrendLine if BBSignal == 1 and UseATRfilter == 0 TrendLine := low if TrendLine < TrendLine[1] TrendLine := TrendLine[1] TrendLine if BBSignal == -1 and UseATRfilter == 0 TrendLine := high if TrendLine > TrendLine[1] TrendLine := TrendLine[1] TrendLine if BBSignal == 0 and UseATRfilter == 0 TrendLine := TrendLine[1] TrendLine iTrend := iTrend[1] if TrendLine > TrendLine[1] iTrend := 1 iTrend if TrendLine < TrendLine[1] iTrend := -1 iTrend // FOLLOW LINE HIGHER TIME FRAME —————————————————————————————— cd = 0.0 cti(sm, src, cd) => di = (sm - 1.0) / 2.0 + 1.0 c1 = 2 / (di + 1.0) c2 = 1 - c1 c3 = 3.0 * (cd * cd + cd * cd * cd) c4 = -3.0 * (2.0 * cd * cd + cd + cd * cd * cd) c5 = 3.0 * cd + 1.0 + cd * cd * cd + 3.0 * cd * cd i1 = 0.0 i2 = 0.0 i3 = 0.0 i4 = 0.0 i5 = 0.0 i6 = 0.0 i1 := c1 * src + c2 * nz(i1[1]) i2 := c1 * i1 + c2 * nz(i2[1]) i3 := c1 * i2 + c2 * nz(i3[1]) i4 := c1 * i3 + c2 * nz(i4[1]) i5 := c1 * i4 + c2 * nz(i5[1]) i6 := c1 * i5 + c2 * nz(i6[1]) bfr = -cd * cd * cd * i6 + c3 * i5 + c4 * i4 + c5 * i3 bfr smma(src, len) => smma = 0.0 smma := na(smma[1]) ? ta.sma(src, len) : (smma[1] * (len - 1) + src) / len smma ma(smoothing, src, length) => if smoothing == 'RMA' ta.rma(src, length) else if smoothing == 'SMA' ta.sma(src, length) else if smoothing == 'EMA' ta.ema(src, length) else if smoothing == 'WMA' ta.wma(src, length) else if smoothing == 'VWMA' ta.vwma(src, length) else if smoothing == 'SMMA' smma(src, length) else if smoothing == 'HullMA' ta.wma(2 * ta.wma(src, length / 2) - ta.wma(src, length), math.round(math.sqrt(length))) else if smoothing == 'LSMA' src else if smoothing == 'KMA' xPrice = src xvnoise = math.abs(xPrice - xPrice[1]) nfastend = 0.666 nslowend = 0.0645 nsignal = math.abs(xPrice - xPrice[length]) nnoise = math.sum(xvnoise, length) nefratio = nnoise != 0 ? nsignal / nnoise : 0 nsmooth = math.pow(nefratio * (nfastend - nslowend) + nslowend, 2) nAMA = 0.0 nAMA := nz(nAMA[1]) + nsmooth * (xPrice - nz(nAMA[1])) nAMA else if smoothing == 'TMA' ta.sma(ta.sma(close, length), length) else if smoothing == 'DEMA' emaValue = ta.ema(src, length) 2 * emaValue - ta.ema(emaValue, length) else if smoothing == 'TEMA' ema1 = ta.ema(src, length) ema2 = ta.ema(ema1, length) ema3 = ta.ema(ema2, length) 3 * ema1 - 3 * ema2 + ema3 else if smoothing == 'CTI' cti(length, src, cd) else src MA = ma(TYPE, SOUR, LEN) MA_MTF = request.security(syminfo.tickerid, RES, MA) close_ = request.security(syminfo.tickerid, RES, close) low_ = request.security(syminfo.tickerid, RES, low) high_ = request.security(syminfo.tickerid, RES, high) atr_ = request.security(syminfo.tickerid, RES, ta.atr(ATRperiod_)) BBUpper_ = MA_MTF + ta.stdev(close_, LEN) * BBdeviations_ BBLower_ = MA_MTF - ta.stdev(close_, LEN) * BBdeviations_ TrendLine_MTF = 0.0 iTrend_ = 0.0 BBSignal_ = close_ > BBUpper_ ? 1 : close_ < BBLower_ ? -1 : 0 if BBSignal_ == 1 TrendLine_MTF := low_ - atr_ if TrendLine_MTF < TrendLine_MTF[1] TrendLine_MTF := TrendLine_MTF[1] TrendLine_MTF if BBSignal_ == -1 TrendLine_MTF := high_ + atr_ if TrendLine_MTF > TrendLine_MTF[1] TrendLine_MTF := TrendLine_MTF[1] TrendLine_MTF if BBSignal_ == 0 TrendLine_MTF := TrendLine_MTF[1] TrendLine_MTF iTrend_ := iTrend_[1] if TrendLine_MTF > TrendLine_MTF[1] iTrend_ := 1 iTrend_ if TrendLine_MTF < TrendLine_MTF[1] iTrend_ := -1 iTrend_ // ANGLE FL———————————————————————————————————————————————————————————— f_angle(_src, _lookback, _atrPeriod) => rad2degree = 180 / 3.14159265359 ang = rad2degree * math.atan((_src[0] - _src[_lookback]) / ta.atr(_atrPeriod)) ang _angle_fl = f_angle(TrendLine, i_lookback, i_atrPeriod) // BUY/SELL AND NO FILTER HIGHER TIME FRAME ———————————————————————————————————————————————————————————— buy_0 = iTrend[1] < 0 and iTrend > 0 and Buy_0 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 sell_0 = iTrend[1] > 0 and iTrend < 0 and Sell_0 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 // BUY/SELL AND FILTER HIGHER TIME FRAME ———————————————————————————————————————————————————————————— buy_0_A = iTrend[1] < 0 and iTrend > 0 and Buy_0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 ? 1 : 0 sell_0_A = iTrend[1] > 0 and iTrend < 0 and Sell_0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 ? 1 : 0 //ADD AND NO FILTER HIGHER TIME FRAME ———————————————————————————————————————————————————————————— add_buy_1 = _angle_fl[2] > 0 and _angle_fl[1] == 0 and _angle_fl == 0 and iTrend > 0 and Add_Buy_0 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 add_sell_1 = _angle_fl[2] < 0 and _angle_fl[1] == 0 and _angle_fl == 0 and iTrend < 0 and Add_Sell_0 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 add_buy_2 = _angle_fl[5] > 0 and _angle_fl[4] == 0 and _angle_fl[3] == 0 and _angle_fl[2] == 0 and _angle_fl[1] == 0 and _angle_fl == 0 and iTrend > 0 and Add_Buy_1 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 add_sell_2 = _angle_fl[5] < 0 and _angle_fl[4] == 0 and _angle_fl[3] == 0 and _angle_fl[2] == 0 and _angle_fl[1] == 0 and _angle_fl == 0 and iTrend < 0 and Add_Sell_1 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 add_buy_3 = _angle_fl[8] > 0 and _angle_fl[7] == 0 and _angle_fl[6] == 0 and _angle_fl[5] == 0 and _angle_fl[4] == 0 and _angle_fl[3] == 0 and _angle_fl[2] == 0 and _angle_fl[1] == 0 and _angle_fl == 0 and iTrend > 0 and Add_Buy_2 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 add_sell_3 = _angle_fl[8] < 0 and _angle_fl[7] == 0 and _angle_fl[6] == 0 and _angle_fl[5] == 0 and _angle_fl[4] == 0 and _angle_fl[3] == 0 and _angle_fl[2] == 0 and _angle_fl[1] == 0 and _angle_fl == 0 and iTrend < 0 and Add_Sell_2 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 //ADD AND FILTER HIGHER TIME FRAME ———————————————————————————————————————————————————————————— add_buy_1_A = _angle_fl[2] > 0 and _angle_fl[1] == 0 and _angle_fl == 0 and iTrend > 0 and Add_Buy_0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 ? 1 : 0 add_sell_1_A = _angle_fl[2] < 0 and _angle_fl[1] == 0 and _angle_fl == 0 and iTrend < 0 and Add_Sell_0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 ? 1 : 0 add_buy_2_A = _angle_fl[5] > 0 and _angle_fl[4] == 0 and _angle_fl[3] == 0 and _angle_fl[2] == 0 and _angle_fl[1] == 0 and _angle_fl == 0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 and Add_Buy_1 ? 1 : 0 add_sell_2_A = _angle_fl[5] < 0 and _angle_fl[4] == 0 and _angle_fl[3] == 0 and _angle_fl[2] == 0 and _angle_fl[1] == 0 and _angle_fl == 0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 and Add_Sell_1 ? 1 : 0 add_buy_3_A = _angle_fl[8] > 0 and _angle_fl[7] == 0 and _angle_fl[6] == 0 and _angle_fl[5] == 0 and _angle_fl[4] == 0 and _angle_fl[3] == 0 and _angle_fl[2] == 0 and _angle_fl[1] == 0 and _angle_fl == 0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 and Add_Buy_2 ? 1 : 0 add_sell_3_A = _angle_fl[8] < 0 and _angle_fl[7] == 0 and _angle_fl[6] == 0 and _angle_fl[5] == 0 and _angle_fl[4] == 0 and _angle_fl[3] == 0 and _angle_fl[2] == 0 and _angle_fl[1] == 0 and _angle_fl == 0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 and Add_Sell_2 ? 1 : 0 //REDUCE AND NO FILTER HIGHER TIME FRAME ———————————————————————————————————————————————————————————— Redu_buy_1 = _angle_fl[1] < Max_level_1 and _angle_fl > Max_level_1 and Red_Buy_0 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_buy_2 = _angle_fl[1] < Max_level_2 and _angle_fl > Max_level_2 and Red_Buy_1 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_buy_3 = _angle_fl[2] < Max_level_2 and _angle_fl[1] > Max_level_2 and _angle_fl > Max_level_2 and Red_Buy_2 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_buy_4 = _angle_fl[3] < Max_level_2 and _angle_fl[2] > Max_level_2 and _angle_fl[1] > Max_level_2 and _angle_fl > Max_level_2 and Red_Buy_3 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_buy_5 = _angle_fl[4] < Max_level_2 and _angle_fl[3] > Max_level_2 and _angle_fl[2] > Max_level_2 and _angle_fl[1] > Max_level_2 and _angle_fl > Max_level_2 and Red_Buy_4 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_sell_1 = _angle_fl[1] > Min_level_1 and _angle_fl < Min_level_1 and Red_Sell_0 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_sell_2 = _angle_fl[1] > Min_level_2 and _angle_fl < Min_level_2 and Red_Sell_1 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_sell_3 = _angle_fl[2] > Min_level_2 and _angle_fl[1] < Min_level_2 and _angle_fl < Min_level_2 and Red_Sell_2 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_sell_4 = _angle_fl[3] > Min_level_2 and _angle_fl[2] < Min_level_2 and _angle_fl[1] < Min_level_2 and _angle_fl < Min_level_2 and Red_Sell_3 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 Redu_sell_5 = _angle_fl[4] > Min_level_2 and _angle_fl[3] < Min_level_2 and _angle_fl[2] < Min_level_2 and _angle_fl[1] < Min_level_2 and _angle_fl < Min_level_2 and Red_Sell_4 and MODE == 'NO FILTER HIGHER TIME FRAME' ? 1 : 0 //REDUCE AND FILTER HIGHER TIME FRAME ———————————————————————————————————————————————————————————— Redu_buy_1_A = _angle_fl[1] < Max_level_1 and _angle_fl > Max_level_1 and Red_Buy_0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 ? 1 : 0 Redu_buy_2_A = _angle_fl[1] < Max_level_2 and _angle_fl > Max_level_2 and Red_Buy_1 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 ? 1 : 0 Redu_buy_3_A = _angle_fl[2] < Max_level_2 and _angle_fl[1] > Max_level_2 and _angle_fl > Max_level_2 and Red_Buy_2 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 ? 1 : 0 Redu_buy_4_A = _angle_fl[3] < Max_level_2 and _angle_fl[2] > Max_level_2 and _angle_fl[1] > Max_level_2 and _angle_fl > Max_level_2 and Red_Buy_3 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 ? 1 : 0 Redu_buy_5_A = _angle_fl[4] < Max_level_2 and _angle_fl[3] > Max_level_2 and _angle_fl[2] > Max_level_2 and _angle_fl[1] > Max_level_2 and _angle_fl > Max_level_2 and Red_Buy_4 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == 1 ? 1 : 0 Redu_sell_1_A = _angle_fl[1] > Min_level_1 and _angle_fl < Min_level_1 and Red_Sell_0 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 ? 1 : 0 Redu_sell_2_A = _angle_fl[1] > Min_level_2 and _angle_fl < Min_level_2 and Red_Sell_1 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 ? 1 : 0 Redu_sell_3_A = _angle_fl[2] > Min_level_2 and _angle_fl[1] < Min_level_2 and _angle_fl < Min_level_2 and Red_Sell_2 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 ? 1 : 0 Redu_sell_4_A = _angle_fl[3] > Min_level_2 and _angle_fl[2] < Min_level_2 and _angle_fl[1] < Min_level_2 and _angle_fl < Min_level_2 and Red_Sell_3 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 ? 1 : 0 Redu_sell_5_A = _angle_fl[4] > Min_level_2 and _angle_fl[3] < Min_level_2 and _angle_fl[2] < Min_level_2 and _angle_fl[1] < Min_level_2 and _angle_fl < Min_level_2 and Red_Sell_4 and MODE == 'FILTER HIGHER TIME FRAME' and iTrend_ == -1 ? 1 : 0 // PLOT ———————————————————————————————————————————————————————————— _color_fl = iTrend > 0 ? color.blue : color.red plot(_angle_fl, 'Angle Follow Line', _color_fl, 3, plot.style_line) plot(_angle_fl, 'Angle Follow Line Histogram', _color_fl, 3, plot.style_histogram) hline(Max_level_1, title='Max Angle Level 1', color=color.blue, linestyle=hline.style_dotted, linewidth=1) hline(Max_level_2, title='Max Angle Level 2', color=color.blue, linestyle=hline.style_dotted, linewidth=1) hline(Min_level_1, title='Min Angle Level 1', color=color.red, linestyle=hline.style_dotted, linewidth=1) hline(Min_level_2, title='Min Angle Level 2', color=color.red, linestyle=hline.style_dotted, linewidth=1) plotshape(h_lables == false and (sell_0 or sell_0_A) ? 5 : 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)) plotshape(h_lables == false and (buy_0 or buy_0_A) ? -5 : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.blue, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (add_sell_1 or add_sell_1_A or add_sell_2 or add_sell_3 or add_sell_2_A or add_sell_3_A) ? _angle_fl + 5 : na, title='Add Sell 1', text='Add', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (add_buy_1 or add_buy_1_A or add_buy_2 or add_buy_3 or add_buy_2_A or add_buy_3_A) ? _angle_fl - 5 : na, title='Add Buy 1', text='Add', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.blue, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_buy_1 or Redu_buy_1_A) ? _angle_fl + 5 : na, title='Reduce Buy 1', text='Red', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.blue, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_buy_2 or Redu_buy_2_A) ? _angle_fl + 5 : na, title='Reduce Buy 2', text='Red', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.blue, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_buy_3 or Redu_buy_3_A) ? _angle_fl + 5 : na, title='Reduce Buy 3', text='Red', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.blue, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_buy_4 or Redu_buy_4_A) ? _angle_fl + 5 : na, title='Reduce Buy 4', text='Red', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.blue, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_buy_5 or Redu_buy_5_A) ? _angle_fl + 5 : na, title='Reduce Buy 5', text='Red', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.blue, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_sell_1 or Redu_sell_1_A) ? _angle_fl - 5 : na, title='Reduce Sell 1', text='Red', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_sell_2 or Redu_sell_2_A) ? _angle_fl - 5 : na, title='Reduce Sell 2', text='Red', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_sell_3 or Redu_sell_3_A) ? _angle_fl - 5 : na, title='Reduce Sell 3', text='Red', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_sell_4 or Redu_sell_4_A) ? _angle_fl - 5 : na, title='Reduce Sell 4', text='Red', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) plotshape(h_lables == false and (Redu_sell_5 or Redu_sell_5_A) ? _angle_fl - 5 : na, title='Reduce Sell 5', text='Red', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) bgcolor(iTrend_ > 0 and AIB ? color.blue : iTrend_ < 0 and AIB ? color.red : na, transp=70) //barcolor(iTrend > 0 ? color.blue : color.red) // ALERTS———————————————————————————————————————————————————————————— alertcondition(sell_0 or sell_0_A, title='Sell', message='Sell') alertcondition(buy_0 or buy_0_A, title='Buy', message='Buy') alertcondition(add_sell_1 or add_sell_1_A or add_sell_2 or add_sell_3 or add_sell_2_A or add_sell_3_A, title='Add Sell', message='Add Sell') alertcondition(add_buy_1 or add_buy_1_A or add_buy_2 or add_buy_3 or add_buy_2_A or add_buy_3_A, title='Add Buy', message='Add Buy') alertcondition(Redu_buy_1 or Redu_buy_1_A or Redu_buy_2 or Redu_buy_2_A or Redu_buy_3 or Redu_buy_3_A or Redu_buy_4 or Redu_buy_4_A or Redu_buy_5 or Redu_buy_5_A, title='Reduce Buy', message='Reduce Buy') alertcondition(Redu_sell_1 or Redu_sell_1_A or Redu_sell_2 or Redu_sell_2_A or Redu_sell_3 or Redu_sell_3_A or Redu_sell_4 or Redu_sell_4_A or Redu_sell_5 or Redu_sell_5_A, title='Reduce Sell', message='Reduce Sell') //alertcondition(sell_0 or sell_0_A or buy_0 or buy_0_A or add_sell_1 or add_sell_1_A or add_sell_2 or add_sell_3 or add_sell_2_A or add_sell_3_A or add_buy_1 or add_buy_1_A or add_buy_2 or add_buy_3 or add_buy_2_A or add_buy_3_A or Redu_buy_1 or Redu_buy_1_A or Redu_buy_2 or Redu_buy_2_A or Redu_buy_3 or Redu_buy_3_A or Redu_buy_4 or Redu_buy_4_A or Redu_buy_5 or Redu_buy_5_A or Redu_sell_1 or Redu_sell_1_A or Redu_sell_2 or Redu_sell_2_A or Redu_sell_3 or Redu_sell_3_A or Redu_sell_4 or Redu_sell_4_A or Redu_sell_5 or Redu_sell_5_A, title='Buy/Sell/Add/Reduce', message='Buy/Sell/Add/Reduce') if buy_0 strategy.entry("Enter Long", strategy.long) else if sell_0 strategy.entry("Enter Short", strategy.short) //if add_buy_1 or add_buy_1_A or add_buy_2 or add_buy_3 or add_buy_2_A or add_buy_3_A // strategy.entry("Add Long", strategy.long) //else if add_sell_1 or add_sell_1_A or add_sell_2 or add_sell_3 or add_sell_2_A or add_sell_3_A // strategy.entry("Add Short", strategy.short) len = input(14, title="ADX周期") th = input(20, "th水平参考") TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1]))) DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0 DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.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 = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100 ADX = ta.sma(DX, len) plot(DIPlus, color=color.new(color.green, 0), title='DI+') plot(DIMinus, color=color.new(color.red, 0), title='DI-') plot(ADX, color=color.new(color.navy, 0), title='ADX') hline(th, color=color.black)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6