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//@version=3 | |
// from user @\/ ethfinance 2019-08-19 | |
// which modified from https://www.tradingview.com/script/zMrGet6h-Ultimate-Moving-Average-Strategy/ | |
strategy(title = "Ultimate Moving Average Long Only Strategy", shorttitle = "UMA Strategy", overlay = true, pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, max_bars_back=2000) | |
// === Backtesting Period Selector === | |
testStartYear = input(2017, "Backtest Start Year") | |
testStartMonth = input(1, "Backtest Start Month") | |
testStartDay = input(1, "Backtest Start Day") | |
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0) | |
testStopYear = input(2020, "Backtest Stop Year") | |
testStopMonth = input(6, "Backtest Stop Month") | |
testStopDay = input(1, "Backtest Stop Day") | |
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0) | |
closeYear = input(2019) | |
closeMonth = input(7) | |
closeDayOfMonth = input(1) | |
testPeriod() => | |
time >= testPeriodStart and time <= testPeriodStop ? true : false | |
//inputs | |
src = close | |
useCurrentRes = input(true, title="Use Current Chart Resolution?") | |
resCustom = input(title="Use Different Timeframe? Uncheck Box Above", type=resolution, defval="D") | |
len = input(14, title="Moving Average Length - LookBack Period") | |
atype = input(2,minval=1,maxval=7,title="1=SMA, 2=EMA, 3=WMA, 4=HullMA, 5=VWMA, 6=RMA, 7=TEMA") | |
cc = input(true,title="Change Color Based On Direction?") | |
smoothe = input(2, minval=1, maxval=10, title="Color Smoothing - 1 = No Smoothing") | |
doma2 = input(false, title="Optional 2nd Moving Average") | |
len2 = input(50, title="Moving Average Length - Optional 2nd MA") | |
atype2 = input(1,minval=1,maxval=7,title="1=SMA, 2=EMA, 3=WMA, 4=HullMA, 5=VWMA, 6=RMA, 7=TEMA") | |
cc2 = input(true,title="Change Color Based On Direction 2nd MA?") | |
warn = input(false, title="***You Can Turn On The Show Dots Parameter Below Without Plotting 2nd MA to See Crosses***") | |
warn2 = input(false, title="***If Using Cross Feature W/O Plotting 2ndMA - Make Sure 2ndMA Parameters are Set Correctly***") | |
sd = input(false, title="Show Dots on Cross of Both MA's") | |
useStop = input(defval = true, title = "Use Trailing Stop?") | |
slPoints = input(defval = 200, title = "Stop Loss Trail Points", minval = 1) | |
slOffset = input(defval = 400, title = "Stop Loss Trail Offset", minval = 1) | |
res = useCurrentRes ? period : resCustom | |
//hull ma definition | |
hullma = wma(2*wma(src, len/2)-wma(src, len), round(sqrt(len))) | |
//TEMA definition | |
ema1 = ema(src, len) | |
ema2 = ema(ema1, len) | |
ema3 = ema(ema2, len) | |
tema = 3 * (ema1 - ema2) + ema3 | |
avg = atype == 1 ? sma(src,len) : atype == 2 ? ema(src,len) : atype == 3 ? wma(src,len) : atype == 4 ? hullma : atype == 5 ? vwma(src, len) : atype == 6 ? rma(src,len) : tema | |
//2nd Ma - hull ma definition | |
hullma2 = wma(2*wma(src, len2/2)-wma(src, len2), round(sqrt(len2))) | |
//2nd MA TEMA definition | |
sema1 = ema(src, len2) | |
sema2 = ema(sema1, len2) | |
sema3 = ema(sema2, len2) | |
stema = 3 * (sema1 - sema2) + sema3 | |
avg2 = atype2 == 1 ? sma(src,len2) : atype2 == 2 ? ema(src,len2) : atype2 == 3 ? wma(src,len2) : atype2 == 4 ? hullma2 : atype2 == 5 ? vwma(src, len2) : atype2 == 6 ? rma(src,len2) : tema | |
out = avg | |
out_two = avg2 | |
ma_up = out >= out[smoothe] | |
ma_down = out < out[smoothe] | |
col = cc ? ma_up ? lime : ma_down ? red : aqua : aqua | |
col2 = cc2 ? ma_up ? lime : ma_down ? red : aqua : aqua | |
circleYPosition = out_two | |
plot(out, title="Multi-Timeframe Moving Avg", style=line, linewidth=4, color = col) | |
plot(doma2 and out_two ? out_two : na, title="2nd Multi-TimeFrame Moving Average", style=circles, linewidth=4, color=col2) | |
plot(sd and cross(out, out_two) ? circleYPosition : na,style=cross, linewidth=5, color=yellow) | |
// Strategy conditions | |
longCond = ma_up | |
shortCond = ma_down | |
// entries and base exit | |
if testPeriod() | |
strategy.entry(id = "Long", long = true, when = longCond) | |
strategy.close(id = "Long", when = shortCond) | |
if(year == closeYear and month == closeMonth and dayofmonth >= closeDayOfMonth) | |
strategy.close(id = "Long") |
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