marcoderoni

Combing in MACD and MTF

marcoderoni Aggiornato   
Hi all, I'm trying to wedge in the MACD into a multiple timeframe. Scope is to create:
1) an alert when the MACD across all timeframes is positive,
2) an alert when the MACD across all timeframes is negative, and
3) one when neither of them is applicable.

Would anyone be so kind to give it some thoughts, please?

//@version=2
strategy(" Easy MTF Strategy", overlay=false)

TF_1_time = input("3", "Timeframe 1")
TF_2_time = input("5", "Timeframe 2")
TF_3_time = input("15", "Timeframe 3")
TF_4_time = input("30", "Timeframe 4")

fastLen = input(title="Fast Length", type=integer, defval=12)
slowLen = input(title="Slow Length", type=integer, defval=26)
sigLen = input(title="Signal Length", type=integer, defval=9)
= macd(close, fastLen, slowLen, sigLen)

width = 5
upcolor = green
downcolor = red
neutralcolor = blue
linestyle = line

TF_1 = security(tickerid, TF_1_time, open) < security(tickerid, TF_1_time, close) ? true:false
TF_1_color = TF_1 ? upcolor:downcolor

TF_2 = security(tickerid, TF_2_time, open) < security(tickerid, TF_2_time, close) ? true:false
TF_2_color = TF_2 ? upcolor:downcolor

TF_3 = security(tickerid, TF_3_time, open) < security(tickerid, TF_3_time, close) ? true:false
TF_3_color = TF_3 ? upcolor:downcolor

TF_4 = security(tickerid, TF_4_time, open) < security(tickerid, TF_4_time, close) ? true:false
TF_4_color = TF_4 ? upcolor:downcolor

TF_global = TF_1 and TF_2 and TF_3 and TF_4
TF_global_bear = TF_1 == false and TF_2 == false and TF_3 == false and TF_4 == false
TF_global_color = TF_global ? green : TF_global_bear ? red : white
TF_trigger_width = TF_global ? 6 : width

plot(1, style=linestyle, linewidth=width, color=TF_1_color)
plot(5, style=linestyle, linewidth=width, color=TF_2_color)
plot(10, style=linestyle, linewidth=width, color=TF_3_color)
plot(15, style=linestyle, linewidth=width, color=TF_4_color)
plot(25, style=linestyle, linewidth=4, color=TF_global_color)

exitCondition_Long = TF_global_bear
exitCondition_Short = TF_global

longCondition = TF_global
if (longCondition)
strategy.entry("MTF_Long", strategy.long)

shortCondition = TF_global_bear
if (shortCondition)
strategy.entry("MTF_Short", strategy.short)

strategy.close("MTF_Long", when=exitCondition_Long)
strategy.close("MTF_Short", when=exitCondition_Short)
Note di rilascio:
cleaned up the MACD references in the MTF snippets
Note di rilascio:
updated the exit points
Note di rilascio:
polished the exit points
Note di rilascio:
polished the name
Note di rilascio:
Guys, I need some help, please.

1) why doesn't my script close a position when TF_global_off kicks in? and
2) why there is a gap of time between the fulfilment of a condition (all green or all red) and the actual opening?

thanks in advance
Note di rilascio:
further polishing
Note di rilascio:
this should be the final version. Exit points correctly visualised and good results.
only regret I have is that I would prefer to be able to count data from the open of the candle, instead of the close.
Script open-source

Nello spirito di condivisione promosso da TradingView, l'autore (al quale vanno i nostri ringraziamenti) ha deciso di pubblicare questo script in modalità open-source, così che chiunque possa comprenderlo e testarlo. Puoi utilizzarlo gratuitamente, ma il riutilizzo del codice è subordinato al rispetto del Regolamento. Per aggiungerlo al grafico, mettilo tra i preferiti.

Declinazione di responsabilità

Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.

Vuoi usare questo script sui tuoi grafici?