[LunaOwl] Support Resistance Strategy V4作品: 支撐壓力策略
A simple Support Resistance Breakthrough Strategy, the only difference is that it is PineScript @version=4. interested parties can use it as a reference.
Its logic is simple, wish your all the best.
一個簡單的支撐阻力突破策略,唯一的差異,在於它是PineScript第四版。有興趣的可以拿來當作參考,簡易的指標。祝你們順心。
Support level refers to the support price that the exchange rate may encounter when it falls, so as to stop falling and stabilize the price.
The corresponding concept is the resistance level, that is, the pressure that the exchange rate may encounter when it rises, thus reversing to a falling price.
支撐位是指匯價在下跌時可能遇到的支撐價格,從而止跌回穩的價格,對應的概念是阻力位,也即匯價上漲時可能遇到的壓力,從而反轉為下跌的價格。
Lunaowl
[LunaOwl] 11 kinds of Adaptive MA Model作品: 11種自適應性平滑模型
It integrates eleven kinds of adaptive moving average method. At first, I just wanted to make a ATR. Later, the price series ±N*ATR mult, to form two series. Then use the concept of support/resistance breakthrough to design it, and then two adaptive series formation channels were formed. Take the average of the two series as the signal. When the price crosses the signal, it's judged to be long or short.
整合了十一種能夠自適應性的移動平均模型。起初只是想要做一個基本款ATR指標,後來將價格加減N個ATR倍數,形成兩條序列形成通道,再使用支撐阻力突破的概念去設計它,再形成兩條自適應性的序列形成通道,再取中間值當成信號。當價格與信號交叉,則判斷作多或者作空。
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Parameter 設置參數
Resolution: The default is "the same as the variety". Is a named constant for resolution input type of input function.
商品分辨率:預設與品種相同。是input函數的時間周期輸入類型的命名常量。
Smoothing: The default is Recursive Moving Average(RMA). It can choose other methods, the table is as follows.
平滑類型:預設是「遞回平均」,可以選擇其它方法,列表如下。
列表 / The table of moving averages is as follows:
//****中英對照表*****##______________________________________
1. 遞回平均 || Recursive Moving Average
2. 簡單平均 || Simple Moving Average
3. 指數平均 || Exponential Moving Average
4. 加權平均 || Weighted Moving Average
5. 船體平均 || Hull Moving Average
6. 成交量加權 || Volume Weighted Moving Average
7. 對稱加權 || Symmetric Weighted Moving Average
8. 雙重指數 || Double Exponential Moving Average
9. 三重指數 || Triple Exponential Moving Average
10. 高斯分佈 || Arnaud Legoux Moving Average
11. 提爾森T3 || Tillson T3 Moving Average
//##_________________________________________________________
Candle Mode: There are three versions, original, two-color and four-color.
燭台模式:預設模式只區分趨勢,可以改成原版蠟燭或四種顏色版本。
Length: The default is 14, usually no need to adjust.
平滑期數:預設值是14,基本上不用理它。
Occurrence: The default is 1. The range is 0~10. The larger the value, the more delayed. If zero will become too sensitive and noise.
滯後性:預設值是1。調整範圍是0~10,數值愈大信號愈延遲,如果值為0,會變得過於敏捷,那將會失去平滑的意義。
N multiple: The default is 0.618, can be set to 1. The range is 0.382~3.000.
倍數N:預設值是0.618,也可以設定1,最低是0.382,最大是3。
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1. Candle Mode can set the original candle, cancel candle trend color changes. However, the background will still be filled.
可以設定顯示原版的蠟燭線,背景與線並不會消失。
2. Four-color version of candles. It shows changes in trends and prices.
四色版本的蠟燭線,可以顯示趨勢與每日收盤價的變化。
[LunaOwl] Moving average Bias Ratio作品: 均線乖離率 (Moving average Bias Ratio)
The concept of Moving average Bias Ratio is according to the difference between the long/short-term MA changes, determine the direction of buy or sell. Long if the short-term MAs is above the long-term MAs; Conversely, if the short-term MAs is below the long-term MAs, it is not held.
均線乖離率的概念,是根據長短期均線變化之間的乖離來確定多空方向。如果短期高於長期,則買進;相反的~如果短期低於長期,則空手。
Using the deviation rate alone will have the disadvantage of unclear signals, which can only explain the increased chance of market reversal. It needs to cooperate with the rule of thumb and other analytical tools.
單獨使用乖離率會有信號不明確的缺點,只能解釋市場發生反轉的機會增加,需要配合經驗法則和其他分析工具。
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Formula - 公式
Avg. BIAS = ( MA(short) - MA(long) ) ÷ MA(long) × 100 %
均線乖離率 =(短期平均-長期平均) ÷ 長期平均 × 100 %
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The greater the distance between the two moving averages, the greater the Bias Ratio.
[LunaOwl] Center of Gravity作品: 艾勒斯重心點 (Center of Gravity, CG)
Center of Gravity was developed by John Ehlers in 2002. The main purpose of the Center of Gravity indicator is to find possible reversal points as early as possible. Indicator has two series, the first is the CoG series, and the second is the signal line calculated by the five-period smoothed moving average. Cross representative indication of the direction. I coded this indicator according to the description of MT4, a little work.
重心點(Center of Gravity)是由約翰.艾勒斯在2002年開發的,這個指標的主要用途是儘早發現可能的反轉點。它有兩個部份,一個是重心點指標線,另一個是經過五期平滑移動平均線平滑過的信號線,它們的交叉結果代表方向。我按照MT4的說明編寫了這個小作品。
[LunaOwl] 智慧型RSI (Smart RSI - a handy tool with less noise)Relative Strength Index is a common technical analysis tool, it is classified as a momentum oscillator, measuring the velocity and magnitude of directional price movements. it is most typically used on a 14-period timeframe, measured on a scale from 0 to 100, with high and low levels marked at 70 and 30.
相對強弱指標是常見的技術分析工具,它被歸類為動量振盪器,用於測量定向價格運動的速度和幅度,通常會使用14期數,擺盪範圍在0到100間,超買超賣分別標記成70、30。
after simple improvement and addition of logical judgment, it becomes a passive judge from subjective judgments, avoid the shortcomings of peoples in watching passivation, and the trade can be more consistent.
經過簡單的改良與添加邏輯判斷,能夠使RSI指標的使用,從主觀的判斷成為被動的確認指標,有效避免人們判斷指標鈍化的主觀缺失,並能夠使得交易更加一致。
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1) parameter
RSI period 1 - default is 14, same as general RSI.
RSI period 2 - default is 5, due to its own formula, the amplitude of the oscillator will become larger and more agile or fast. When the parameter is small.
exponential moving avg of RSI - using the result of RSI period 1 as the source of Ema's formula, the default length is 14, which can filter the excessive agility of RSI period 2 to reduce noise, and compared to using the baseline as the criterion for long and short judgments, The characteristics of exponential moving avg are more suitable to become flexible filtering standards.
Overbought - default is 70, you can set your overbought level.
Oversold - same as above, the default is 30.
2) Options
Open Candle color(開啟蠟燭線趨勢) - choose whether to start the color of the candle.
Open background color(開啟指標背景色) - the default is false, you can turn on.
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1. 設置參數
RSI期數1:預設值是14,是普通的RSI指標。
RSI期數2:預設值是5,由於RSI公式的算法,造成參數愈小擺盪幅度就會變大,反應比較快。
指數平均化的RSI期數1:將RSI期數1的結果帶入指數移動平均公式,預設值14,它能過濾RSI期數2過度敏捷的缺點,減少雜訊,相較於單純使用基準線作為多空判斷標準,用EMA的判斷標準更加因時制宜。
超買線:預設值是70,可以隨意調。
超賣線:預設值是30,一樣的。
2. 設定選項
開啟蠟燭線趨勢:顧名思義。已經幫您開好了。
開啟指標背景色:顏色太淺的話可以調深一點。
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ver.2- adjust new style design and create two options.
修改2: 調整新的樣式設計與建立兩個選項。
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ver.3- Create alert condition. maybe I should refer to the Alert Creation Framework,
there is also room for improvement.
修改3: 建立快訊選項。我應該參考警報創建框架,還有進步空間。
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Indicator Style - 指標樣式
The design uses casual light color style, light gray between overbought and oversold.
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Market Example - 市場範例
1. Bitcoin/Tether, Binance, 1 day
2. Bitcoin/USD, Coinbase, 4 hour
3. EUR/USD, Forex Market, 4 hour
4. GBP/USD, Forex Market, 30 min
5. TAIEX, Taiwan SE Weighted Index, 1 week
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postscript - 後記感想
The purpose of publishing Chinese Scripts is to make Pine close to more Chinese user.
I hope English skills enhancement...staggered writing makes me feel hard.
發布中文腳本的目的,是希望可以讓 Pine 親近更多中文圈的使用者。希望我的英語進步,中英文交錯撰寫有一些困難。
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If you find my works useful, you can give me encouragement. I can buy more books to sophisticated themselves.
如果您發現我的作品有用,可以給我鼓勵。讓我可以買更多書籍來精進自己。
[LunaOwl] 超級趨勢2 (SuperTrend2)It is very similar to the previous version. I changed the function from study to a strategy, and added the Average true range to RMA again.
I don't know the academic suitability, but using this strategy to trade the Altcoins market may have a good effect.
refer to Binance for 0.1% of fees, starting from Q4 2017.
跟以前的版本變化不大,我將腳本函數從"study"更改為"strategy",然後將平均真實範圍再次用遞迴平均線均化數值。
不知道學術上的適不適合這麼做...但是,直到目前交易小幣現貨市場,效果還算不錯,用用看。
交易手續費參考幣安小幣,0.1%,從2017年第四季開始測。
Updated:
--1. use RMA to reduce ATR noise.
--2. for the highly volatile Altcions market, strategy should focus on reducing noise.
--3. the Street commonly used alpha filtering for Random Walk.
--4. compared to other MAs, the performance is not outstanding, but the advantage is stability.
--5. I choose the 4H time frame to test the Altcoins (ex: ETH).
稍做更新:
--1.平均真實區間利用了遞迴均線減少雜訊
--2.針對高波動率的小幣市場,中期順勢策略應該以減少雜訊為重點
--3.研究國外交易策略後,它們常用平滑因子過濾隨機走勢
--4.績效上和其它平均法比較並沒有突出,但優點是參數變動穩定性
--5.我選擇四小時線回測小幣市場,並且選擇經歷過牛熊市的以太坊
The purpose of publishing Chinese Scripts is to make Pine close to more Chinese user.
發布中文腳本的目的,是希望可以讓 Pine 親近更多中文圈的使用者。
[LunaOwl] 樂活投資:價格通道 (LOHAS Investor - PriceChannel)- Introduction -
Price channel is an ancient strategy, which is very convenient for office workers. since most people no time do it.
so they are suitable for simple strategies. There are several conditions to become a "LOHAS Investor" -
價格通道是很老的投資策略,對於肯做功課的上班族來說非常方便,而且多數人沒時間操作。
如果要當「樂活投資人」有幾點條件:
1) set moderate ROI expectations.
- 設定溫和的投資報酬率期望。
2) use appropriate stock selection methods to build portfolios and reduce single error rates.
- 使用適當的選股方式建立投資組合,減少單一股票失誤率。
3) simple trade strategy, executed regularly.
- 使用簡單的策略規律執行。
4) wealth accumulates over time and learns every day.
- 財富依靠時間積累,每天勤學新知。