Range Filter Buy and Sell 5min

PHVNTOM_TRADER · study · 103 行 · 点赞 14,386 · TradingView 原页

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=5
indicator(title="Range Filter Buy and Sell 5min", shorttitle="Range Filter", overlay=true)
 
// Original Script > @DonovanWall
// Adapted Version > @guikroth
// 
// Updated PineScript version 5
// Republished by > @tvenn
 
//////////////////////////////////////////////////////////////////////////
// Settings for 5min chart, BTCUSDC. For Other coin, change the paremeters
//////////////////////////////////////////////////////////////////////////
 
// Color variables
upColor   = color.white
midColor  = #90bff9
downColor = color.blue
 
// Source
src = input(defval=close, title="Source")
 
// Sampling Period
// Settings for 5min chart, BTCUSDC. For Other coin, change the paremeters
per = input.int(defval=100, minval=1, title="Sampling Period")
 
// Range Multiplier
mult = input.float(defval=3.0, minval=0.1, title="Range Multiplier")
 
// Smooth Average Range
smoothrng(x, t, m) =>
    wper = t * 2 - 1
    avrng = ta.ema(math.abs(x - x[1]), t)
    smoothrng = ta.ema(avrng, wper) * m
    smoothrng
smrng = smoothrng(src, per, mult)
 
// Range Filter
rngfilt(x, r) =>
    rngfilt = x
    rngfilt := x > nz(rngfilt[1]) ? x - r < nz(rngfilt[1]) ? nz(rngfilt[1]) : x - r : 
       x + r > nz(rngfilt[1]) ? nz(rngfilt[1]) : x + r
    rngfilt
filt = rngfilt(src, smrng)
 
// Filter Direction
upward = 0.0
upward := filt > filt[1] ? nz(upward[1]) + 1 : filt < filt[1] ? 0 : nz(upward[1])
downward = 0.0
downward := filt < filt[1] ? nz(downward[1]) + 1 : filt > filt[1] ? 0 : nz(downward[1])
 
// Target Bands
hband = filt + smrng
lband = filt - smrng
 
// Colors
filtcolor = upward > 0 ? upColor : downward > 0 ? downColor : midColor
barcolor = src > filt and src > src[1] and upward > 0 ? upColor :
   src > filt and src < src[1] and upward > 0 ? upColor : 
   src < filt and src < src[1] and downward > 0 ? downColor : 
   src < filt and src > src[1] and downward > 0 ? downColor : midColor
 
filtplot = plot(filt, color=filtcolor, linewidth=2, title="Range Filter")
 
// Target
hbandplot = plot(hband, color=color.new(upColor, 70), title="High Target")
lbandplot = plot(lband, color=color.new(downColor, 70), title="Low Target")
 
// Fills
fill(hbandplot, filtplot, color=color.new(upColor, 90), title="High Target Range")
fill(lbandplot, filtplot, color=color.new(downColor, 90), title="Low Target Range")
 
// Bar Color
barcolor(barcolor)
 
// Break Outs
longCond = bool(na)
shortCond = bool(na)
longCond := src > filt and src > src[1] and upward > 0 or 
   src > filt and src < src[1] and upward > 0
shortCond := src < filt and src < src[1] and downward > 0 or 
   src < filt and src > src[1] and downward > 0
 
CondIni = 0
CondIni := longCond ? 1 : shortCond ? -1 : CondIni[1]
longCondition = longCond and CondIni[1] == -1
shortCondition = shortCond and CondIni[1] == 1
 
//Alerts
plotshape(longCondition, title="Buy Signal", text="Buy", textcolor=color.white, style=shape.labelup, size=size.small, location=location.belowbar, color=color.new(#aaaaaa, 20))
plotshape(shortCondition, title="Sell Signal", text="Sell", textcolor=color.white, style=shape.labeldown, size=size.small, location=location.abovebar, color=color.new(downColor, 20))
 
 
alertcondition(longCondition, title="Buy alert on Range Filter", message="Buy alert on Range Filter")
alertcondition(shortCondition, title="Sell alert on Range Filter", message="Sell alert on Range Filter")
alertcondition(longCondition or shortCondition, title="Buy and Sell alert on Range Filter", message="Buy and Sell alert on Range Filter")
 
//For use like Strategy, 
 
//1. Change the word  "study" for "strategy" at the top
//2.  Remove the "//" below
 
//strategy.entry( id = "Long", long = true, when = longCondition )
//strategy.close( id = "Long", when = shortCondition )

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