策略名称
3EMA + Boullinger + PIVOT
策略作者
张超
策略描述
THREE EMAS + BOLLINGER BANDS + PIVOT
INDICATOR 1: THREE EMAS ( EXPONENTIAL MOVING AVERAGE ) With this indicator you can visualize the average of prices with greater weight to the most recent data. Three exponential moving averages are calculated and drawn: 4, 20 and 200 last candles. -Fast EMA1 = 8 -Average EMA2 = 20 -Slow EMA 3 = 200
INDICATOR 2: BOLLINGER BANDS With this indicator you can see the strength and trend of the market, that is, it is measured by the volatility of the asset price. If the price goes above the upper band, the asset is overbought. If the price goes above the lower band, the asset is oversold. Trend length - BASE = 20, step = 1 Standard Deviation - Multiplier = 2, step = 0.2
INDICATOR 3: PIVOT This indicator labels the points where the price is minimum and maximum, in a range of candles determined in the parameter "Distance to Pivot".
These 3 indicators are used for all types of assets: FOREX, CRYPT, CFD's, ETC.
backtest
策略参数
| 参数 | 默认值 | 描述 |
|---|---|---|
| v_input_1 | 8 | Periodo 1, Length 1= |
| v_input_2 | 20 | Periodo 2, Length 2= |
| v_input_3 | 200 | Periodo 3, Length 3= |
| v_input_4 | 20 | longitudBB, LenghtBB= |
| v_input_5 | 2 | Multiplicadorbb, EstDesv = |
| v_input_6_close | 0 | fuente: close |
| v_input_7 | 6 | distancia para el pivote/ distance to pivot |
源码 (PineScript)
/*backtest
start: 2022-04-07 00:00:00
end: 2022-05-06 23:59:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © JCMR76
//@version=4
study("3EMA + Boullinger + PIVOT", overlay=true)
// TRES EMAS - THREE EMA´s
periodo1 = input(8, title="Periodo 1, Length 1=", step =1, minval=1, maxval=300)
periodo2 = input(20, title="Periodo 2, Length 2=", step =1, minval=1, maxval=300)
periodo3 = input(200, title="Periodo 3, Length 3=", step =1, minval=1, maxval=1000)
plot(ema(close,periodo1), color=color.gray, linewidth=1)
plot(ema(close,periodo2), color=color.green, linewidth=1)
plot(ema(close,periodo3), color=color.purple, linewidth=3)
//BANDA BOLLINGER - BANDS BOLLINGER
longitudbb = input(20,title = "longitudBB, LenghtBB=", type = input.integer, step = 1, minval=1, maxval=50)
multbb = input(2.0, title = "Multiplicadorbb, EstDesv = ", type= input.float, step = 0.2, minval=0.2, maxval=20)
fuente = input(close, title="fuente", type=input.source)
[mm,banda_sup, banda_inf] = bb(fuente, longitudbb,multbb)
ps=plot(banda_sup, color=color.new(color.gray, 90))
pi=plot(banda_inf, color=color.new(color.gray, 90))
//fill(ps,pi,color=color.new(color.gray,80))
//PIVOT - PIVOTE
dist = input(6, title ="distancia para el pivote/ distance to pivot ", type = input.integer, step = 1)
pl = pivotlow(low, dist, dist)
if not na(pl)
strategy.entry("Enter Long", strategy.long)
ph = pivothigh(high, dist, dist)
if not na(ph)
strategy.entry("Enter Short", strategy.short)
//PIVOT - PIVOTE
策略出处
https://www.fmz.com/strategy/361802
更新时间
2022-05-08 12:29:27