Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
Mô tả
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Hull MA crossover, Lag the Hull or the price individually by user settings this is study version for alert users this chart is the strategy version for backtesting tradingview.com/script/f2IueitY-HULL-MA-Lag-Strategy/
// HULL MA
study("HULL MA + Lag", shorttitle="HullL", overlay=true)
keh=input(title="Hull MA Period",type=integer,defval=500)
Hull_Lag=input(type=integer,minval=0,defval=2)
Price_Lag=input(type=integer,minval=0,defval=2)
p=ohlc4
a2ma=2*wma(p,round(keh/2))
ama=wma(p,keh)
adiff=a2ma-ama
sqn=round(sqrt(keh))
a2ma1=2*wma(p[1],round(keh/2))
ama1=wma(p[1],keh)
adiff1=a2ma1-ama1
sqn1=round(sqrt(keh))
a1=wma(adiff,sqn)
a2=wma(adiff1,sqn)
c=a1<p?green:red
d=plot(a1, style = line, color=c, linewidth = 1, title='HMA1')
e=plot(a2, style = line, color=c, linewidth = 1, title='HMA2')
fill(d,e,color=c, transp=0, title='cloud')
bgcolor(color = c)
plot(a1[Hull_Lag], style = line, color=orange, linewidth = 1, title='Hull Lag')
plot(p[Price_Lag], style = line, color=black, linewidth = 1, title='Price Lag')
//if (a1[Hull_Lag]<p[Price_Lag] and a1[Hull_Lag+1]<p[Price_Lag+1] and a1<p)
// strategy.entry("buy", strategy.long, comment="BUY", when=window())
//if (a1[Hull_Lag]>p[Price_Lag] and a1[Hull_Lag+1]>p[Price_Lag+1] and a1>p)
//strategy.entry("sell", strategy.short, comment="SELL", when=window())