EMA平均归还算法：短交易

发布于 2025-02-11 05:28:41 字数 746 浏览 2 评论 0原文

我是Pine脚本的新手，并试图生成EMA卑鄙的归还算法。条件如下 时间范围：10分钟，时间9:15 AM至10：15.AM，否则没有条目

烛台应远离用户输入EMA（示例7ema）。
如果有多个蜡烛远离该EMA，而不是考虑那个蜡烛最低的低。非常靠近EMA）
如果最远的蜡烛的低点被破碎，则将很短。 10.15没有条目拍摄。
SL应该是远离EMA的HH（最高）。
我是Pine脚本的新手
我只能绘制EMA。
还发现了蜡烛，它们远离EMA的蜡烛。
尚未决定退出条件

代码：

//@version=5
strategy("7ema", overlay=true)
ema_input=input.int(7,'EMA Length')
ema_=ta.ema(close,ema_input)

plot(ema_)
barcolor((close > ema_) and (low > ema_ or high < ema_) ? color.black : na)

原文

I am very new to pine script and trying to generate an EMA mean reversion algo.
Conditions are as follows
TimeFrame: 10mins,
Time 9:15 a.m to 10:15.a.m otherwise no entry

Candle low should be far away and above from the user input EMA (example 7EMA).
If there are multiple candles far away from that EMA than consider that candle which has
farthest low.(Ambiguity: havenot decided how much far way the low should be but it should not be
very near to the EMA)
If the low of that farthest candle is broken take short enrty,if time is > 10.15 no entry to be
taken.
SL should be the HH(Highest high) of the candles which are away from the EMA.
As I am new to Pine Script
I have only been able to plot EMA.
Also found out the candles whose close and low are away from EMA.
Yet to decide the exit condition

Code:

//@version=5
strategy("7ema", overlay=true)
ema_input=input.int(7,'EMA Length')
ema_=ta.ema(close,ema_input)

plot(ema_)
barcolor((close > ema_) and (low > ema_ or high < ema_) ? color.black : na)

分享到QQ

分享到微博

如果你对这篇内容有疑问，欢迎到本站社区发帖提问参与讨论，获取更多帮助，或者扫码二维码加入 Web 技术交流群。

发布评论

需要登录才能够评论，你可以免费注册一个本站的账号。

蘸点软妹酱 2025-02-18 05:28:41

您将不得不首先找到蜡烛第一次高于EMA的何时。然后，您必须检查EMA上方的每个连续的蜡烛，如果其低于以前的低点。如果低于先前的低点，则必须生成信号。
时间检查的基本部分。

我已经完成了没有 img src =“ https://i.sstatic.net/fth5r.png” alt =“ plot”>

//@version=5
strategy("7ema", overlay=true)

ema_input=input.int(7,'EMA Length')
ema_=ta.ema(close,ema_input)

plot(ema_)

var pLowAboveEMA=0.0
var isClosingAboveEMA=false
var pHighBelowEMA=0.0
var isClosingBelowEMA=false
var buySignal=false
var sellSignal=false
var signalgeneratedafterbreach=false


if low>ema_
    if isClosingAboveEMA
        if low>pLowAboveEMA
            pLowAboveEMA:=low
        else if not signalgeneratedafterbreach
            sellSignal:=true
            signalgeneratedafterbreach:=true
    else
        isClosingAboveEMA:=true
        pLowAboveEMA:=low
        isClosingBelowEMA:=false
        signalgeneratedafterbreach:=false
if high<ema_
    if isClosingBelowEMA
        if high<pHighBelowEMA
            pHighBelowEMA:=high
        else if not signalgeneratedafterbreach
            buySignal:=true
            signalgeneratedafterbreach:=true
    else
        isClosingBelowEMA:=true
        pHighBelowEMA:=high
        isClosingAboveEMA:=false
        signalgeneratedafterbreach:=false
barcolor((close > ema_) and (low > ema_ or high < ema_) ? color.black : na)
plotshape(buySignal, "Long", shape.triangleup, location.belowbar, color = color.blue, size = size.small)
plotshape(sellSignal, "Short", shape.triangledown, location.abovebar, color = color.red, size = size.small)
buySignal:=false
sellSignal:=false

You will have to first find when is the first time a candle is having low above ema. Then you have to check each successive candle above ema, if its low is above the previous low. If the low is below the previous low then you have to generate signal.
I have done a basic part of that without time checking etc. It will plot all such reversal like in this image

//@version=5
strategy("7ema", overlay=true)

ema_input=input.int(7,'EMA Length')
ema_=ta.ema(close,ema_input)

plot(ema_)

var pLowAboveEMA=0.0
var isClosingAboveEMA=false
var pHighBelowEMA=0.0
var isClosingBelowEMA=false
var buySignal=false
var sellSignal=false
var signalgeneratedafterbreach=false


if low>ema_
    if isClosingAboveEMA
        if low>pLowAboveEMA
            pLowAboveEMA:=low
        else if not signalgeneratedafterbreach
            sellSignal:=true
            signalgeneratedafterbreach:=true
    else
        isClosingAboveEMA:=true
        pLowAboveEMA:=low
        isClosingBelowEMA:=false
        signalgeneratedafterbreach:=false
if high<ema_
    if isClosingBelowEMA
        if high<pHighBelowEMA
            pHighBelowEMA:=high
        else if not signalgeneratedafterbreach
            buySignal:=true
            signalgeneratedafterbreach:=true
    else
        isClosingBelowEMA:=true
        pHighBelowEMA:=high
        isClosingAboveEMA:=false
        signalgeneratedafterbreach:=false
barcolor((close > ema_) and (low > ema_ or high < ema_) ? color.black : na)
plotshape(buySignal, "Long", shape.triangleup, location.belowbar, color = color.blue, size = size.small)
plotshape(sellSignal, "Short", shape.triangledown, location.abovebar, color = color.red, size = size.small)
buySignal:=false
sellSignal:=false

回复收藏 0 原文

~没有更多了~