Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
Mô tả
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3 Hull Ma's, cloud is made by the Mid and Long Hulls, entry and exit rules calculated with Short Hull (normal crossover) and edges of cloud This has commission already accounted for, and has the backtesting time selection settings so user can test any particular history data period
Nice work. Interesting, congrats and thanks for sharing.
SeaSide420
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@streamDr,
//@version=3
// Hull_Cloud by SeaSide420
strategy("Hull_Cloud", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, calc_on_order_fills= true, calc_on_every_tick=true, max_bars_back=200, commission_type=strategy.commission.percent, commission_value=0.2)
y=input(title="HullMA Short",type=integer,defval=21)
z=input(title="HullMA Mid",type=integer,defval=121)
q=input(title="HullMA Long",type=integer,defval=300)
p=input(ohlc4,type=source,title="Price data")
FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromYear = input(defval = 2017, title = "From Year", minval = 2017)
ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToYear = input(defval = 9999, title = "To Year", minval = 2017)
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
n2ma=2*wma(p,round(q/2))
nma=wma(p,q)
diff=n2ma-nma
sqn=round(sqrt(q))
n2ma1=2*wma(p[1],round(q/2))
nma1=wma(p[1],q)
diff1=n2ma1-nma1
n1=wma(diff,sqn)
n2=wma(diff1,sqn)
m2ma=2*wma(p,round(z/2))
mma=wma(p,z)
mdiff=m2ma-mma
msqn=round(sqrt(z))
m2ma1=2*wma(p[1],round(z/2))
mma1=wma(p[1],z)
mdiff1=m2ma1-mma1
m1=wma(mdiff,msqn)
m2=wma(mdiff1,msqn)
k2ma=2*wma(p,round(y/2))
kma=wma(p,y)
kdiff=k2ma-kma
ksqn=round(sqrt(y))
k2ma1=2*wma(p[1],round(y/2))
kma1=wma(p[1],y)
kdiff1=k2ma1-kma1
k1=wma(kdiff,ksqn)
k2=wma(kdiff1,ksqn)
p1 = plot(n1)
p2 = plot(m2)
fill(p1, p2)
if (p[1]<m1[1])
strategy.close("Long", when=window())
if (p[1]>m1[1])
strategy.close("Short", when=window())
if (k1>k2 and p[1]>m1 and m1>m2 and p>n1)
strategy.entry("Long",strategy.long, when=window())
if (k1<k2 and p[1]<m2 and m1<m2 and p<n1)
strategy.entry("Short",strategy.short, when=window())
streamDr
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@SeaSide420, very nice! Cheers, really appreciated. I'll be playing around with this (if you don't mind?) If I come up with anything at all interesting I'll ping it right back to you. Meantime, best of luck
Ufuksanli
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Hi, Can i get access pls?
SeaSide420
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@EflatunU, click on ADD TO FAVORITES then it be in your list of favorite indicators and from there apply to chart