策略名称
Diamond Trend
策略作者
张超
策略描述
Diamond Trend is an indicator clearly way to catch the trend in the begining $$
backtest
策略参数
| 参数 | 默认值 | 描述 |
|---|---|---|
| v_input_1 | 0.02 | start |
| v_input_2 | 0.02 | increment |
| v_input_3 | 0.2 | maximum |
| v_input_4 | 100 | len |
| v_input_5 | 1.9 | Deviation |
源码 (PineScript)
/*backtest
start: 2022-04-09 00:00:00
end: 2022-05-08 23:59:00
period: 15m
basePeriod: 5m
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/
// © meer2019
//@version=4
study(title="PSAR x", overlay=true)
start = input(0.02)
increment = input(0.02)
maximum = input(0.2)
c=close
psar = sar(start, increment, maximum)
cp = psar
len = input(100, minval=1),off= 0,dev= input(1.9, "Deviation")
lreg = linreg(cp, len, off), lreg_x =linreg(cp, len, off+1)
b = bar_index, s = lreg - lreg_x,intr = lreg - b*s
dS = 0.0
for i=0 to len-1
dS:= dS + pow(cp[i]-(s*(b-i)+intr), 2)
de = sqrt(dS/(len))
up = (-de*dev) + psar
down= (de*dev) + psar
up_t = 0.0
up_t := c[1] > up_t[1] ? max(up, up_t[1]) : up
down_t = 0.0
down_t := c[1] < down_t[1] ? min(down, down_t[1]) : down
trend = 0
trend := c > down_t[1] ? 1: c < up_t[1] ? -1 : nz(trend[1], 1)
//
r_line = trend ==1 ? up_t : down_t
plot(r_line)
buy=crossover( c, r_line)
sell=crossunder(c, r_line)
if buy
strategy.entry("Enter Long", strategy.long)
else if sell
strategy.entry("Enter Short", strategy.short)策略出处
https://www.fmz.com/strategy/362178
更新时间
2022-05-10 14:47:48