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- // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
- // © NKactive and based on profitprotrading
- //@version=5
- strategy("ALMA Smoothed Gaussian Moving Average", overlay=true, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0, slippage=1)
- import EliCobra/CobraMetrics/4 as cobra
- //// PLOT DATA
- disp_ind = input.string ("None" , title = "Display Curve" , tooltip = "Choose which data you would like to display", options=["Strategy", "Equity", "Open Profit", "Gross Profit", "Net Profit", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
- pos_table = input.string("Middle Left", "Table Position", options = ["Top Left", "Middle Left", "Bottom Left", "Top Right", "Middle Right", "Bottom Right", "Top Center", "Bottom Center"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
- type_table = input.string("None", "Table Type", options = ["Full", "Simple", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
- plot(cobra.curve(disp_ind))
- cobra.cobraTable(type_table, pos_table)
- //
- // ****************************************************************************************************************************************************************
- //
- // ****************************************************************************************************************************************************************
- //
- //ALMA Smoothing
- src = input(close, title='Source', group = "ALMA Smoothing")
- smooth = input.int(1, title='Smoothing', minval=1, group = "ALMA Smoothing")
- length1 = input.int(25, title='Lookback', minval=1, group = "ALMA Smoothing")
- rsiNKactiveLength = input.int(14, title='rsiLookback', minval=1, group = "NK Smoothing")
- offset = input.float(defval = 0.85, title='offset for ALMA', group = "NK Smoothing") // offset = 0.85
- sigma1= input.int(7, title='sigma1 for ALMA', minval=1, group = "NK Smoothing") // sigma1 = 7
- pchange = ta.change(src, smooth) / src * 100
- avpchange = ta.alma(pchange, length1, offset, sigma1)
- //RSI
- rsi = ta.rsi(close, 14)
- rsiL = rsi > rsi[1]
- rsiS = rsi < rsi[1]
- //Chande Momentum
- length11 = 9
- src1 = close
- momm = ta.change(src1)
- f1(m) => m >= 0.0 ? m : 0.0
- f2(m) => m >= 0.0 ? 0.0 : -m
- m1 = f1(momm)
- m2 = f2(momm)
- sm1 = math.sum(m1, length11)
- sm2 = math.sum(m2, length11)
- percent(nom, div) => 100 * nom / div
- chandeMO = percent(sm1-sm2, sm1+sm2)
- cL = chandeMO > chandeMO[1]
- cS = chandeMO < chandeMO[1]
- //GAMA credit to author: © LeafAlgo https://www.tradingview.com/v/th7NZUPM/
- length = input.int(14, minval=1, title="Length", group = "Gaussian Adaptive Moving Average")
- adaptive = input.bool(true, title="Adaptive Parameters", group = "Gaussian Adaptive Moving Average")
- volatilityPeriod = input.int(20, minval=1, title="Volatility Period", group = "Gaussian Adaptive Moving Average")
- // Calculate Gaussian Moving Average
- gma = 0.0
- sumOfWeights = 0.0
- sigma = adaptive ? ta.stdev(close, volatilityPeriod) : input.float(1.0, minval=0.1, title="Standard Deviation", group = "Gaussian Adaptive Moving Average")
- for i = 0 to length - 1
- weight = math.exp(-math.pow(((i - (length - 1)) / (2 * sigma)), 2) / 2)
- value = ta.highest(avpchange, i + 1) + ta.lowest(avpchange, i + 1)
- gma := gma + (value * weight)
- sumOfWeights := sumOfWeights + weight
- gma := (gma / sumOfWeights) / 2
- gma:= ta.ema(gma, 7)
- gmaColor = avpchange >= gma ? color.rgb(0, 161, 5) : color.rgb(215, 0, 0)
- // Color bars based on signals until the next signal occurs
- var int currentSignal = 0
- currentSignal := avpchange >= gma ? 1 : -1//le_final ? -1 : currentSignal
- var color barColor = na
- if currentSignal == 1
- barColor := color.rgb(0, 186, 6)
- else if currentSignal == -1
- barColor := color.rgb(176, 0, 0)
- barcolor(barColor)
- plotcandle(open, high, low, close, "Bar Color", barColor, barColor, bordercolor = barColor)
- //Plotting
- ema = ta.ema(close, 7)
- plot(ema, color=gmaColor, linewidth=3, title="Gaussian Moving Average")
- longCondition = ta.crossover(avpchange,gma)
- shortCondition = ta.crossunder(avpchange,gma)
- plotshape(ta.crossover(avpchange,gma) and barstate.isconfirmed, "Buy Signal", text = "B", textcolor = color.white, style = shape.labelup, location = location.belowbar, color = color.rgb(0, 161, 5))
- plotshape(ta.crossunder(avpchange,gma) and barstate.isconfirmed, "Sell Signal", text = "S", textcolor = color.white, style = shape.labeldown, location = location.abovebar, color = color.rgb(215, 0, 0))
- bgcolor(ta.crossover(avpchange,gma) and barstate.isconfirmed and rsiL and cL ? color.rgb(0, 162, 5, 85): na)
- bgcolor(ta.crossunder(avpchange,gma) and barstate.isconfirmed and rsiS and cS ? color.rgb(207, 0, 0, 85): na)
- barcolor(gmaColor)
- //alertcondition(ta.crossover(avpchange,gma) and barstate.isconfirmed, title="Buy Signal", message="Go Long! {{exchange}}:{{ticker}}")
- //alertcondition(ta.crossunder(avpchange,gma) and barstate.isconfirmed, title="Sell Signal", message="Go Short! {{exchange}}:{{ticker}}")
- // Second Plot for eight day candles
- // plot(close, color=color.fuchsia, linewidth = 10)
- //dayClose = request.security(syminfo.tickerid, "8D", close)
- //dayOpen = request.security(syminfo.tickerid, "8D", open)
- //plot(dayClose, color = color.gray, title = "8D Close")
- //plot(dayOpen, color = color.yellow, title = "8D Open")
- // ****************************************************************************************************************************************************************
- // Call combine signals and execute buy/sell positions within timeframe
- //.****************************************************************************************************************************************************************
- // Date Range To Include
- startDate = timestamp("2018-01-01T00:00")
- endDate = time
- // Check if the current timestamp is within the restricted range
- inRestrictedRange = time >= startDate and time <= endDate
- //
- // Buy Signals on overbought and oversold
- //
- if longCondition and inRestrictedRange
- strategy.entry("My Long Entry Id", strategy.long, 100)
- if shortCondition and inRestrictedRange
- strategy.entry("My Short Entry Id", strategy.short, 100)
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