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Jul 17th, 2018
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  1. //@Version=2
  2.  
  3. strategy("Heikin Ashi Strategy V3",shorttitle="HAS V3",overlay=true,default_qty_value=1000,initial_capital=100000,currency=currency.USD, commission_value = 0.2)
  4. res = input(title="Heikin Ashi Candle Time Frame", type=resolution, defval="60")
  5. hshift = input(1,title="Heikin Ashi Candle Time Frame Shift")
  6. res1 = input(title="Heikin Ashi EMA Time Frame", type=resolution, defval="180")
  7. mhshift = input(0,title="Heikin Ashi EMA Time Frame Shift")
  8. fama = input(1,"Heikin Ashi EMA Period")
  9. test = input(1,"Heikin Ashi EMA Shift")
  10. sloma = input(30,"Slow EMA Period")
  11. slomas = input(1,"Slow EMA Shift")
  12. macdf = input(false,title="With MACD filter")
  13. res2 = input(title="MACD Time Frame", type=resolution, defval="15")
  14. macds = input(1,title="MACD Shift")
  15.  
  16. //Heikin Ashi Open/Close Price
  17. ha_t = heikinashi(tickerid)
  18. ha_open = security(ha_t, res, open[hshift])
  19. ha_close = security(ha_t, res, close[hshift])
  20. mha_close = security(ha_t, res1, close[mhshift])
  21.  
  22. //macd
  23. [macdLine, signalLine, histLine] = macd(close, 12, 26, 9)
  24. macdl = security(ha_t,res2,macdLine[macds])
  25. macdsl= security(ha_t,res2,signalLine[macds])
  26.  
  27. //Moving Average
  28. fma = ema(mha_close[test],fama)
  29. sma = ema(ha_close[slomas],sloma)
  30. plot(fma,title="MA",color=green,linewidth=2,style=line)
  31. plot(sma,title="SMA",color=red,linewidth=2,style=line)
  32.  
  33. //Strategy
  34. golong = crossover(fma,sma) and (macdl > macdsl or macdf == false )
  35. goshort = crossunder(fma,sma) and (macdl < macdsl or macdf == false )
  36.  
  37. strategy.entry("Buy",strategy.long,when = golong)
  38. strategy.entry("Sell",strategy.short,when = goshort)
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