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Yonsei_dent
10 ott 2023 12:00

YD_Divergence_RSI+CMFย 

Bitcoin / TetherUSBinance

Descrizione

โ‹…
The โ€˜YD_Divergence_RSI+CMFโ€™ indicator can find divergence using RSI (Relative Strength Index) and CMF (Chaikin Money Flow) indicators.



๐Ÿ“Œ Key functions

1. Search pivot high and pivot low points in a certain length of price.



2. Connect pivot high to pivot high, pivot low to pivot low, forming two standards for divergence in result.
The marker then plots only the higher high, lower low lines.
(higher low and lower high in prices are referred to hidden divergence, which are not considered in this indicator)



3. Compare the two standards with RSI and CMF indicators, send an alert if there is a divergence. As a result, the indicator will find four combination of divergence.

*A. Higher high price / Lower RSI (Bearish RSI Divergence)
*B. Lower low price / Higher RSI (Bullish RSI Divergence)
*C. Higher high price / Lower CMF (Bearish CMF Divergence)
*D. Lower low price / Higher CMF (Bullish CMF Divergence)




๐Ÿ“Œ Details

Developing the indicators, we put a lot of effort in making a customizable and user-friendly interface.

#1. Pivot Setting
  • Users can set the length to find the pivot high / pivot low in โ€˜Pivot Settings โ€“ Pivot Length.โ€™
  • Increased pivot Length takes more candles to interpret the chart but reduce false signals since the it uses only the most certain pivot high / pivot low values. Obviously, decreased pivot length will act the opposite.
  • Users can choose whether to use โ€˜High/Lowโ€™ or โ€˜Closeโ€™ in โ€˜Pivot Referenceโ€™ to set the swing point of prices.
  • Users can also choose whether to display the pivot high / pivot low marker on the chart.


#2 RSI & CMF Settings
  • Users can adjust the length of RSI & CMF separately. (The default values are set to 14 and 20 each.)


#3 Label Setting
  • Users can adjust the text displayed on the chart label. (The default values is set to โ€˜Bullish / Bearishโ€™, โ€˜RSI/CMFโ€™, โ€˜Divergenceโ€™.)
  • Users can reduce the length of text label or simply turn the label off. Just click the โ€˜Bull/Bearโ€™ or โ€˜Noneโ€™ button. โ€˜Divergenceโ€™ works the same.
  • Users can decide whether to display the โ€˜Divergence Line and Labelโ€™, set custom settings for the label and line. (color, thickness, style, etc)




๐Ÿ“Œ Alert

Alert are provided as a combination of the chart's symbol and the set label text. For example,
โ€˜BINANCE:BTCUSDT.P, Bullish RSI Divergenceโ€™

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"YD_Divergence_RSI+CMF" ์ง€ํ‘œ๋Š” RSI์™€ CMF ์ง€ํ‘œ๋ฅผ ์ด์šฉํ•ด์„œ Divergence๋ฅผ ์ฐพ์•„๋‚ผ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.



๐Ÿ“Œ ์ฃผ์š” ๊ธฐ๋Šฅ

1. ์ •ํ•ด์ง„ ๊ฐ€๊ฒฉ ์›€์ง์ž„ ์•ˆ์—์„œ pivot high์™€ pivot low ํฌ์ธํŠธ๋ฅผ ์ฐพ์•„๋ƒ…๋‹ˆ๋‹ค.



2. Pivot high๋กœ๋งŒ ์ด์–ด์ง„ ๋ผ์ธ๊ณผ, Pivot low๋กœ๋งŒ ์ด์–ด์ง„ ๋‘ ๋ผ์ธ์„ ์ž‘๋„ํ•œ ๋’ค divergence์˜ ๊ธฐ์ค€์œผ๋กœ ์‚ผ์Šต๋‹ˆ๋‹ค.
์ด ์ง€ํ‘œ์—์„œ๋Š” normal divergence๋งŒ ์‚ฌ์šฉํ•˜๊ธฐ ๋•Œ๋ฌธ์— ์ฐจํŠธ์— higher high์™€ lower low๋งŒ ํ‘œ๊ธฐํ•ฉ๋‹ˆ๋‹ค.
(higher low์™€ lower high๋Š” hidden divergence๋กœ ์ •์˜๋˜๋ฉฐ, ์ด ์ง€ํ‘œ์—์„œ๋Š” ๋‹ค๋ฃจ์ง€ ์•Š์Šต๋‹ˆ๋‹ค.



3. ๋‘ ๊ธฐ์ค€์„ ๊ณผ RSI, CMF ์ง€ํ‘œ๋ฅผ ๊ฐ๊ฐ ๋น„๊ตํ•˜๊ณ , ๊ฒฐ๊ณผ์ ์œผ๋กœ 4๊ฐœ์˜ ์กฐํ•ฉ์„ ๊ตฌํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

*A. Higher high price / Lower RSI (Bearish RSI Divergence)
*B. Lower low price / Higher RSI (Bullish RSI Divergence)
*C. Higher high price / Lower CMF (Bearish CMF Divergence)
*D. Lower low price / Higher CMF (Bullish CMF Divergence)




๐Ÿ“Œ ์„ธ๋ถ€ ์‚ฌํ•ญ

์ง€ํ‘œ๋ฅผ ๊ฐœ๋ฐœํ•˜๋ฉฐ ์‚ฌ์šฉ์ž๋“ค์ด ์›ํ•˜๋Š” ๋ฐฉํ–ฅ์œผ๋กœ ์ง€ํ‘œ๋ฅผ ์„ค์ •ํ•  ์ˆ˜ ์žˆ๊ฒŒ ์ž‘์—…์— ๋งŽ์€ ๊ณต์„ ๋“ค์˜€์Šต๋‹ˆ๋‹ค. ๊ต‰์žฅํžˆ ๋‹ค์–‘ํ•œ ์˜ต์…˜์„ ์„ ํƒํ•  ์ˆ˜ ์žˆ์œผ๋ฉฐ, ์›ํ•˜๋Š” ๋ฐฉ์‹์œผ๋กœ ์ง€ํ‘œ๋ฅผ ์‚ฌ์šฉํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

#1 Pivot Setting
  • Pivot setting์—์„œ๋Š” Pivot Length๋ฅผ ๋ณ€๊ฒฝํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.
  • Pivot Length๋ฅผ ๋Š˜๋ฆด ๊ฒฝ์šฐ, ๋ณด๋‹ค ํ™•์‹คํ•œ Swing High์™€ Swing Low๋งŒ์„ ์‚ฌ์šฉํ•˜๊ฒŒ ๋˜๋ฏ€๋กœ, False signal์ด ์ค„์–ด๋“ค ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ํ•˜์ง€๋งŒ Swing High/ Low๋ฅผ ํŒ์ •ํ•˜๋Š” ๋ฐ์— ๋” ๊ธด ์‹œ๊ฐ„์ด ๊ฑธ๋ฆฌ๊ฒŒ ๋˜๋ฏ€๋กœ, Signal์ด ๋‹ค์†Œ ๋Šฆ๊ฒŒ ๋ฐœ์ƒํ•˜๋Š” ๋‹จ์ ์ด ์ƒ๊ธฐ๊ฒŒ ๋ฉ๋‹ˆ๋‹ค.
  • Pivot Length๋ฅผ ์ค„์ผ ๊ฒฝ์šฐ, ๋ฐ˜๋Œ€๋กœ Swing High/Low์˜ ํŒ์ •์ด ๋” ๋นจ๋ฆฌ ์ผ์–ด๋‚˜๊ธฐ ๋•Œ๋ฌธ์—, Signal์„ ๊ฑฐ๋ž˜์— ์ด์šฉํ•˜๊ธฐ๋Š” ์ข‹์„ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ๋‹ค๋งŒ, Swing High์™€ Low๊ฐ€ ํ›จ์”ฌ ๋” ์žฆ์€ ๋นˆ๋„๋กœ ๋ฐœ์ƒํ•˜๊ธฐ ๋•Œ๋ฌธ์— False Signal์„ ์ค„ ๊ฐ€๋Šฅ์„ฑ์ด ๋†’์•„์ง‘๋‹ˆ๋‹ค.
  • Pivot Reference์—์„œ๋Š” ๊ฐ€๊ฒฉ์˜ Swing Point๋ฅผ ์„ค์ •ํ•จ์— ์žˆ์–ด, High/Low(๊ณ ๊ฐ€/์ €๊ฐ€)๋ฅผ ์ด์šฉํ•  ์ง€ Close (์ข…๊ฐ€)๋ฅผ ์ด์šฉํ•  ์ง€ ์„ ํƒํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.
  • Pivot High/Low Marker๋ฅผ ์„ ํƒํ•  ๊ฒฝ์šฐ Pivot High/ Low์— Marker๊ฐ€ ์ฐํžˆ๊ฒŒ ๋ฉ๋‹ˆ๋‹ค.


#2 RSI์™€ CMF Setting
  • RSI์™€ CMF Setting์—์„œ๋Š” RSI์™€ CMF์˜ ๊ธธ์ด๋ฅผ ๊ฐ๊ฐ ์„ค์ •ํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ๊ธฐ๋ณธ๊ฐ’์€ 14์™€ 20์œผ๋กœ ์„ค์ •๋˜์–ด ์žˆ์Šต๋‹ˆ๋‹ค.


#3 Label Setting
  • Label Setting์—์„œ๋Š” Label์— ํ‘œ์‹œ๋˜๋Š” ๊ธ€์ž๋ฅผ ์„ ํƒํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.
  • ๊ธฐ๋ณธ๊ฐ’์€ "Bullish / Bearish", "RSI/CMF", "Divergence"๋กœ ์„ ํƒ๋˜์–ด ์žˆ์œผ๋ฉฐ, ๋„ˆ๋ฌด ๊ธธ๋‹ค๊ณ  ๋Š๊ปด์งˆ ๊ฒฝ์šฐ "Bull/Bear" ํ˜น์€ "None"์„ ํด๋ฆญํ•˜์—ฌ ๊ธธ์ด๋ฅผ ์ค„์ผ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ๋งˆ์ฐฌ๊ฐ€์ง€๋กœ Divergence์˜ ๊ฒฝ์šฐ๋„ ์ƒ๋žต์ด ๊ฐ€๋Šฅํ•ฉ๋‹ˆ๋‹ค.
  • ํ•˜๋‹จ์—์„œ๋Š” Divergence Line๊ณผ Label์„ ์ผœ๊ณ  ๋Œ ์ˆ˜ ์žˆ์œผ๋ฉฐ, ์„ ์˜ ์ƒ‰๊น”, ๊ตต๊ธฐ, ์ข…๋ฅ˜, ๊ทธ๋ฆฌ๊ณ  Label์˜ ์ƒ‰๊น”, ํฌ๊ธฐ, ์ข…๋ฅ˜๋ฅผ ์„ ํƒํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. Label์˜ Text ์ƒ‰ ์—ญ์‹œ ๋ณ€๊ฒฝ์ด ๊ฐ€๋Šฅํ•ฉ๋‹ˆ๋‹ค.




๐Ÿ“Œ ์–ผ๋ŸฌํŠธ

์–ผ๋ŸฌํŠธ๋Š” ์ž์‹ ์ด ์„ค์ •ํ•œ ์ฐจํŠธ์˜ ์‹ฌ๋ณผ๊ณผ Label์˜ ๋ฌธ๊ตฌ์˜ ์กฐํ•ฉ์œผ๋กœ ์ œ๊ณต๋˜๋ฉฐ ์˜ˆ๋ฅผ ๋“ค๋ฉด ๋‹ค์Œ๊ณผ ๊ฐ™์Šต๋‹ˆ๋‹ค.
"BINANCE:BTCUSDT.P, Bullish RSI Divergence"

Note di rilascio

โ‹…
I have added a feature that "Display only the last label."

๋งˆ์ง€๋ง‰ Divergence ๋งŒ์„ ํ‘œ์‹œํ•˜๋Š” ๊ธฐ๋Šฅ์„ ์ถ”๊ฐ€ํ•˜์˜€์Šต๋‹ˆ๋‹ค.
Commenti
Mazingga
โ‹…
์•ˆ๋…•ํ•˜์„ธ์š”. RSI ์™€ CMF ์ง€ํ‘œ๋ฅผ ๋ณด๋ฉด์„œ YD_Divergence ๋ฅผ ๋น„๊ต ํ•ด๋ณด๋‹ˆ ์ƒ๋‹น ๋ถ€๋ถ„์ด ์ž˜๋ชป๋œ ๋‹ค์ด๋ฒ„์ „์Šค ์‹ ํ˜ธ๊ฐ€ ํ‘œ์‹œ๋ฉ๋‹ˆ๋‹ค. ๋ฌผ๋ก  ๋‹ค์ด๋ฒ„์ „์Šค ์ปจํŽŒ์ด ๋‚˜์•ผ ํ‘œ์‹œ๋˜๋ฏ€๋กœ ๋ช‡๊ฐœ์˜ ์บ”๋“ค์ด ์ง€๋‚œ ํ›„์— ํ‘œ์‹œ๋˜๋Š” ๊ฒƒ์€ ์ดํ•ด๊ฐ€ ๋ฉ๋‹ˆ๋‹ค. ์—ฐ์„ธ ๋ดํŠธ๋‹˜ ํŒ”๋กœ์›Œ๋กœ์„œ ๋ณธ ์ง€ํ‘œ๋ฅผ ์ข€๋” ์ •ํ™•ํžˆ ๋‹ค์‹œ ๋งŒ๋“œ์…”์„œ ์—…๋ฐ์ดํŠธ ํ•ด์ฃผ์‹œ๋ฉด ๊ฐ์‚ฌํ•˜๊ฒ ์Šต๋‹ˆ๋‹ค.
Johnny1988
โ‹…
Can you add more backtest bars ?
The indicator showing divergences only 2 months from date ... Cannot backtest more ...can you add more bars to it like 1 year
dineshdhakate97
โ‹…
Does this indicator repaints...????
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