Created
August 15, 2019 14:44
-
-
Save GuntharDeNiro/82ead6af058233752ff931f8f1eb9e26 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| //@version=4 | |
| study("MM_Trend_Test", overlay=true) | |
| start = input(0.02) | |
| increment = input(0.02) | |
| maximum = input(0.2) | |
| psar = sar(start, increment, maximum) | |
| conversionPeriods = input(9, minval=1, title="Conversion Line Periods"), | |
| basePeriods = input(26, minval=1, title="Base Line Periods") | |
| laggingSpan2Periods = input(52, minval=1, title="Lagging Span 2 Periods"), | |
| displacement = input(1, minval=1, title="Displacement") | |
| donchian(len) => avg(lowest(len), highest(len)) | |
| conversionLine = donchian(conversionPeriods) | |
| baseLine = donchian(basePeriods) | |
| leadLine1 = avg(conversionLine, baseLine) | |
| leadLine2 = donchian(laggingSpan2Periods) | |
| lookback = input(2,minval=1) | |
| cciLong = cci(close,14) > 100 | |
| cciShort = cci(close,14) < -100 | |
| longCondition = leadLine1 > leadLine2 and low > leadLine1 and psar < low and cciLong | |
| shortCondition = leadLine1 < leadLine2 and high < leadLine1 and psar > high and cciShort | |
| inLongPosition = false | |
| inLongPosition := longCondition[1] ? true : shortCondition[1] ? false : inLongPosition[1] | |
| inShortPosition = false | |
| inShortPosition:= shortCondition[1] ? true : shortCondition[1] ? false : inShortPosition[1] | |
| flat = false | |
| flat := not inLongPosition and not inShortPosition | |
| alertcondition(longCondition and flat, "Long", "LONG") | |
| alertcondition(shortCondition and flat, "Short", "SHORT") | |
| alertcondition(inLongPosition and psar > high, "ROE close LONG", "ROE close LONG") | |
| alertcondition(inShortPosition and psar < low, "ROE close SHORT", "ROE close SHORT") |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
// Here it's crypto version for ichi commonly used in the trading scene. Displacement should b 30 but boss said leave at 0
//@Version=4
study("MM_Trend_Test", overlay=true)
start = input(0.02)
increment = input(0.02)
maximum = input(0.2)
psar = sar(start, increment, maximum)
conversionPeriods = input(20, minval=1, title="Conversion Line Periods"),
basePeriods = input(60, minval=1, title="Base Line Periods")
laggingSpan2Periods = input(120, minval=1, title="Lagging Span 2 Periods"),
displacement = input(1, minval=1, title="Displacement")
donchian(len) => avg(lowest(len), highest(len))
conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Periods)
lookback = input(2,minval=1)
cciLong = cci(close,14) > 100
cciShort = cci(close,14) < -100
longCondition = leadLine1 > leadLine2 and low > leadLine1 and psar < low and cciLong
shortCondition = leadLine1 < leadLine2 and high < leadLine1 and psar > high and cciShort
inLongPosition = false
inLongPosition := longCondition[1] ? true : shortCondition[1] ? false : inLongPosition[1]
inShortPosition = false
inShortPosition:= shortCondition[1] ? true : shortCondition[1] ? false : inShortPosition[1]
flat = false
flat := not inLongPosition and not inShortPosition
alertcondition(longCondition and flat, "Long", "LONG")
alertcondition(shortCondition and flat, "Short", "SHORT")
alertcondition(inLongPosition and psar > high, "ROE close LONG", "ROE close LONG")
alertcondition(inShortPosition and psar < low, "ROE close SHORT", "ROE close SHORT")