TradingView
Tonyder
15 set 2019 01:53

half log strategy 

EASTECH HOLDING LTDTWSE

Descrizione

time range: change the period to match the best win rate
tax: no trade if the amplitude of middle area is smaller than tax
max_order: the max_order in the middle area

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time range: change the period to match the best win rate
tax: no trade if the amplitude of middle area is smaller than tax
max_order: the max_order in the middle area

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add rule

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update rule

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update rule

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update rule

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disable dir

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update rule

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update rule

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update the rule

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update rule

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update rule

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update rule

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update the rule

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update rule

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update rule

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update rule

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fix bug

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update example

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change predict to six digital
add the predict price from time power

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add the rule of time power
add the predict price

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1. add the translation
2. add the signal with color
day trade is purple and yellow
swing trade is red and green

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1. update name
2. remove debug value

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add middle term stop line
add long term stop line

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update example

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1. assign period to time power period, shift is always 10

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update the example

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change tag md3 description

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1. fix tag name mistake
2. update example

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remove arrow, since the default arrow has updated.

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modify the example graph

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1. change the graph configuration
2. add the time range for strategy

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adjust default color

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example graphic

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enhance predict

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update example

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add predict line

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update predict line

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update predict line

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update predict line color

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update the predict line in real time mode

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1. upgrade to version 5
2. use backtesting counter instead of date, defalut is 2400

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update the example

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fix error when some period.

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extend the rate of direction from 3 days to 10 days.

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update time power

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update the example graph

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add the gain and countdown

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always use the bold predict value.

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change the name of data windows.

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change the base value to close

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export the average of time power, default is 8.
Commenti
Tonyder
I am trying to replace the time period script to guess the timming of falling wave, tw.tradingview.com/script/zpQ0CaLl/
Tonyder
I use the 3 semi-log for short term (8+1 days), middle term (8+1 week, 45 days), long term (8+1 month, 180 days)
according Elliott Wave, the rising wave is 1th to 5th day and the falling wave is 5th to 8th day, so the bot will day trade at 5th day, from semi-log(0.882)(CDP, NH) to semi-log(0.118)(CDP, NL)
Tonyder
In the leaset version, the default of base period is 2, the fibfactor = 4.2360679775, so the short term period is 8 (2 x fibfactor), the middle term period is 35 (2 x fib x fib), the long term period is 151 (2 x fib x fib x fib)
if use 3, the period pair is (12, 53, 228)
Tonyder
so the transfer formula is semi-log(x) ==> pow(high[[]1[]],0.5+x)*pow(low[[]1[]], 0.5-x)
the algorithm like CDP, but there are 2 situations.
1. when the yesterday close >= middle line
the range of price today is from semi-log(0.118) (as CDP, NL) to semi-log(0.882) (as CDP, NH)
when the price touch semi-log(1.118) (as CDP, AH), the range will be changed to the up range, semi-log(1.118) (as,CDP NL) to semi-log(1.882) (as CDP, NH)
when the price touch semi-log(-0.118) (as CDP, AL), the range will be changed to the down range, semi-log(-0.118) (as,CDP NH) to semi-log(-0.882) (as CDP, NL)
2. when the yesterday close < middle line
the range of price today is from semi-log(-0.118) (as CDP, NH) to semi-log(-0.882) (as CDP, NL)
when the price touch semi-log(0.118) (as CDP, AH), the range will be changed to the up range, semi-log(0.118) (as,CDP NL) to semi-log(0.882) (as CDP, NH)
when the price touch semi-log(-1.118) (as CDP, AL), the range will be changed to the down range, semi-log(-1.118) (as,CDP NH) to semi-log(-1.882) (as CDP, NL)
Tonyder
Golden ratio "2.618" in semi-log coordinate is pow(high[[]1[]],0.5+2.118)*pow(low[[]1[]], 0.5-2.118)
Golden ratio "2.382" in semi-log coordinate is pow(high[[]1[]],0.5+1.882)*pow(low[[]1[]], 0.5-1.882)
Golden ratio "1.618" in semi-log coordinate is pow(high[[]1[]],0.5+1.118)*pow(low[[]1[]], 0.5-1.118)
Golden ratio "1.382" in semi-log coordinate is pow(high[[]1[]],0.5+0.882)*pow(low[[]1[]], 0.5-0.882)
the last high in semi-log coordinate is pow(high[[]1[]],0.5+0.5)*pow(low[[]1[]], 0.5-0.5)
Golden ratio "0.618" in semi-log coordinate is pow(high[[]1[]],0.5+0.118)*pow(low[[]1[]], 0.5-0.118)
Golden ratio "0.382" in semi-log coordinate is pow(high[[]1[]],0.5-0.118)*pow(low[[]1[]], 0.5+0.118)
the last low in semi-log coordinate is pow(high[[]1[]],0.5-0.5)*pow(low[[]1[]], 0.5+0.5)
Golden ratio "-1.382" in semi-log coordinate is pow(high[[]1[]],0.5-0.882)*pow(low[[]1[]], 0.5+0.882)
Golden ratio "-1.618" in semi-log coordinate is pow(high[[]1[]],0.5-1.118)*pow(low[[]1[]], 0.5+1.118)
Golden ratio "-2.382" in semi-log coordinate is pow(high[[]1[]],0.5-1.882)*pow(low[[]1[]], 0.5+1.882)
Golden ratio "-2.618" in semi-log coordinate is pow(high[[]1[]],0.5-2.118)*pow(low[[]1[]], 0.5+2.118)
Tonyder
the normal middle line is (high[[]1[]]+low[[]1[]])/2, the middle line in semi-log scale is pow(high[[]1[]],0.5)*pow(low[[]1[]], 0.5), when you get a wave from 10 to 100, the normal middle line is 55, but the middle line in semi-log scale is 31.622, since 100/31.622 = 31.622/10, we want to calulate the gain of middle line for short and long.
Tonyder
this bot is in testing, I always edit it, so don't follow it to trading, I will show the algorithm at the bellow.
MrTrack
Hi,
This looks nice. If possible, Could you kindly share the code or the logic of the indicator used. Thanks.
Tonyder
@MrTrack, thanks for your attention, It's an experimental thing, I'll announce it when I finish the experiment, In fact, the hit rate has yet to be adjusted.
Tonyder
@MrTrack, I show the algorithm at the above, you can refer it if you are interesting it.
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