QuantNomad - Heikin-Ashi PSAR Strategy

本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。

Pine Script

//@version=4
strategy("QuantNomad - Heikin-Ashi PSAR Strategy", shorttitle = "HA-PSAR[QN]", overlay = false)
 
////////////
// INPUTS //
 
start      = input(0.02, title = "PSAR Start")
increment  = input(0.02, title = "PSAR Increment")
maximum    = input(0.2,  title = "PSAR Max")
 
start_year  = input(2018, 'Start Year',  input.integer)
start_month = input(1,    'Start Month', input.integer)
start_day   = input(1,    'Start Day',   input.integer)
 
end_year  = input(2100, 'End Year',  input.integer)
end_month = input(1,    'End Month', input.integer)
end_day   = input(1,    'End Day',   input.integer)
 
date_start = timestamp(start_year, start_month, start_day, 00, 00)
date_end   = timestamp(end_year,   end_month,   end_day,   00, 00)
 
// if time is in correct period
time_cond = time >= date_start and time <= date_end
 
// Calculation HA Values 
haopen  = 0.0
haclose = (open + high + low + close) / 4
haopen := na(haopen[1]) ? (open + close) / 2 : (haopen[1] + haclose[1]) / 2
hahigh  = max(high, max(haopen, haclose))
halow   = min(low,  min(haopen, haclose))
 
// HA colors
hacolor = haclose > haopen ? color.green : color.red
 
psar        = 0.0 // PSAR
af          = 0.0 // Acceleration Factor
trend_dir   = 0   // Current direction of PSAR
ep          = 0.0 // Extreme point
trend_bars  = 0
 
sar_long_to_short = trend_dir[1] == 1  and haclose <= psar[1] // PSAR switches from long to short
sar_short_to_long = trend_dir[1] == -1 and haclose >= psar[1] // PSAR switches from short to long
 
trend_change = barstate.isfirst[1] or sar_long_to_short or sar_short_to_long
 
// Calculate trend direction
trend_dir    := barstate.isfirst[1] and haclose[1] > haopen[1] ? 1 : 
   barstate.isfirst[1] and haclose[1] <= haopen[1] ? -1 : 
   sar_long_to_short ? -1 : 
   sar_short_to_long ?  1 : nz(trend_dir[1])
 
trend_bars := sar_long_to_short ? -1 : 
              sar_short_to_long ?  1 : 
              trend_dir ==  1   ? nz(trend_bars[1]) + 1 : 
              trend_dir == -1   ? nz(trend_bars[1]) - 1 : 
              nz(trend_bars[1])
 
// Calculate  Acceleration Factor
af := trend_change ? start : 
   (trend_dir == 1 and hahigh > ep[1]) or  
   (trend_dir == -1 and low < ep[1]) ? 
   min(maximum, af[1] + increment) : 
   af[1]
 
// Calculate extreme point
ep := trend_change and trend_dir == 1 ? hahigh :  
   trend_change and trend_dir == -1 ? halow : 
   trend_dir == 1 ? max(ep[1], hahigh) : 
   min(ep[1], halow)
 
// Calculate PSAR
psar := barstate.isfirst[1] and haclose[1] > haopen[1] ? halow[1] : 
   barstate.isfirst[1] and haclose[1] <= haopen[1] ? hahigh[1] : 
   trend_change ? ep[1] :    
   trend_dir == 1 ? psar[1] + af * (ep - psar[1]) : psar[1] - af * (psar[1] - ep) 
 
plotcandle(haopen, hahigh, halow, haclose, title = "HA", color = hacolor)
plot(psar, style=plot.style_cross, color=trend_dir == 1 ? color.green : color.red,  linewidth = 2)
 
// Strategy
strategy.entry("long",  true,  when = sar_short_to_long and time_cond)
strategy.entry("short", false, when = sar_long_to_short and time_cond)

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