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AlphaTrend use mfi.md

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策略名称

AlphaTrend use mfi

策略作者

发明者量化

策略描述

IMG

策略参数

参数 默认值 描述
v_input_float_1 5 Multiplier
v_input_1 14 Common Period
v_input_source_1 0 source: close

源码 (PineScript)

/*backtest
start: 2021-05-05 00:00:00
end: 2022-05-04 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/


indicator('AlphaTrend', shorttitle='AT', overlay=true)

coeff = input.float(5, 'Multiplier')
AP = input(14, 'Common Period')
ATR = ta.sma(ta.tr, AP)
src = input.source(close, "source")
upT = low - ATR * coeff
downT = high + ATR * coeff
AlphaTrend = 0.0
AlphaTrend := ta.mfi(hlc3, 14) >= 50 ? upT < nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : upT : downT > nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : downT

plot(AlphaTrend)

if ta.crossover(low, AlphaTrend)
    strategy.entry("BUY", strategy.long)
else if ta.crossunder(high, AlphaTrend)
    strategy.entry("SELL", strategy.short, when=ta.crossunder(high, AlphaTrend))

策略出处

https://www.fmz.com/strategy/360014

更新时间

2022-05-06 15:38:52