Crodl's Supertrend.md

策略名称

Crodl's Supertrend

策略作者

张超

策略描述

This Indicator is using the supertrend with 3 different inputs as confirmation as well as the 200 EMA which will give us the data for an up or down trend. then it is looking for the stoch indicator to confirm if there is a cross under 30 for a long and above 70 for a short.

backtest

策略参数

参数	默认值	描述
v_input_1	12	ATR1 Length
v_input_float_1	3	Factor1
v_input_2	11	ATR2 Length
v_input_float_2	2	Factor2
v_input_3	10	ATR3 Length
v_input_float_3	true	Factor3
v_input_int_1	200	Length
v_input_4_close	0	Source: close
v_input_int_2	false	Offset
v_input_5	13	Length
v_input_6	7	MA Length
v_input_int_4	14	%K Length
v_input_int_5	true	%K Smoothing
v_input_int_6	3	%D Smoothing
v_input_string_1	0	(?Smoothing)Method: SMA
v_input_int_3	5	Length

源码 (PineScript)

/*backtest
start: 2022-05-05 00:00:00
end: 2022-05-11 23:59:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// Visit Crodl.com for our Premium Indicators
// https://tradingbot.crodl.com to use our free tradingview bot to automate any indicator.
//@version=5
indicator("Crodl's Supertrend", overlay=true, timeframe="", timeframe_gaps=true)

atrPeriod1 = input(12, "ATR1 Length")
factor1 = input.float(3.0, "Factor1", step = 0.01)

[supertrend1, direction1] = ta.supertrend(factor1, atrPeriod1)

bodyMiddle1 = plot((open + close) / 2, display=display.none)
upTrend1 = plot(direction1 < 0 ? supertrend1 : na, "Up1 Trend", color = color.green, style=plot.style_linebr)
downTrend1 = plot(direction1 < 0? na : supertrend1, "Down1 Trend", color = color.red, style=plot.style_linebr)

atrPeriod2 = input(11, "ATR2 Length")
factor2 = input.float(2.0, "Factor2", step = 0.01)

[supertrend2, direction2] = ta.supertrend(factor2, atrPeriod2)

bodyMiddle2 = plot((open + close) / 2, display=display.none)
upTrend2 = plot(direction2 < 0 ? supertrend2 : na, "Up2 Trend", color = color.green, style=plot.style_linebr)
downTrend2 = plot(direction2 < 0? na : supertrend2, "Down2 Trend", color = color.red, style=plot.style_linebr)

atrPeriod3 = input(10, "ATR3 Length")
factor3 = input.float(1.0, "Factor3", step = 0.01)

[supertrend3, direction3] = ta.supertrend(factor3, atrPeriod3)

bodyMiddle3 = plot((open + close) / 2, display=display.none)
upTrend3 = plot(direction3 < 0 ? supertrend3 : na, "Up3 Trend", color = color.green, style=plot.style_linebr)
downTrend3 = plot(direction3 < 0? na : supertrend3, "Down3 Trend", color = color.red, style=plot.style_linebr)

len = input.int(200, minval=1, title="Length")
src = input(close, title="Source")
offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)
out = ta.ema(src, len)
plot(out, title="EMA", color=color.white,linewidth=2, offset=offset)

ma(source, length, type) =>
    switch type
        "SMA" => ta.sma(source, length)
        "EMA" => ta.ema(source, length)
        "SMMA (RMA)" => ta.rma(source, length)
        "WMA" => ta.wma(source, length)
        "VWMA" => ta.vwma(source, length)

typeMA = input.string(title = "Method", defval = "SMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Smoothing")
smoothingLength = input.int(title = "Length", defval = 5, minval = 1, maxval = 100, group="Smoothing")

smoothingLine = ma(out, smoothingLength, typeMA)
plot(smoothingLine, title="Smoothing Line", color=#f37f20, offset=offset, display=display.none)
//////
l = input(13, title='Length')
l_ma = input(7, title='MA Length')
t = math.sum(close > close[1] ? volume * (close - close[1]) : close < close[1] ? volume * (close - close[1]) : 0, l)
m = ta.sma(t, l_ma)


//////
periodK = input.int(14, title="%K Length", minval=1)
smoothK = input.int(1, title="%K Smoothing", minval=1)
periodD = input.int(3, title="%D Smoothing", minval=1)
k = ta.sma(ta.stoch(close, high, low, periodK), smoothK)
d = ta.sma(k, periodD)

stochbuy= float(k) < 30  and ta.crossover(k,d)
stochsell=float(k) > 70  and ta.crossover(d,k) 

long =(( ((direction1 < 0 and direction2 < 0 ) or (direction2 < 0  and direction3 < 0 ) and (direction1 < 0 or direction3 < 0 ) )and open > out) and t > 0) and stochbuy 
short=(( ((direction1 > 0 and direction2 > 0 ) or (direction2 > 0  and direction3 > 0 ) and (direction1 > 0 or direction3 > 0 ) )and open < out) and t < 0) and stochsell

plotshape(long, title = "Long Signal", location=location.belowbar, style=shape.labelup, color=color.green, textcolor=color.white, size=size.small, text="Long")
plotshape(short, title = "Short Signal", location=location.abovebar, style=shape.labeldown, color=color.red, textcolor=color.white, size=size.small, text="Short")

alertcondition(long, title='Long Signal', message=' Buy')
alertcondition(short, title='Short Signal', message=' Sell')

if long
    strategy.entry("Enter Long", strategy.long)
else if short
    strategy.entry("Enter Short", strategy.short)

策略出处

https://www.fmz.com/strategy/362916

更新时间

2022-05-13 17:43:21