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ADX | DMI Trend Strategy

已更新
This strategy takes the ADX Indicator I wrote and applies it to a strategy for back testing purposes.

I've also applied a date filter so you can back test specific date ranges and a moving average filter so you can choose whether to filter your longs/shorts based on a moving average.
發行說明
Added a checkbox option to disable short trades if a long-only strategy is desired and cleaned up the code a bit.
發行說明
Added the ability to filter the signals based on volume compared to average volume. The theory is that you'd only take trades that had abnormal volume. You can turn this on or off with a checkbox to see the results.
發行說明
Added the ability to select different kinds of volume filtering. The current bar's volume must be greater than
1) Average Volume * some user defined multiplier (use this if you want to track above average volume as a filter)
2) Manually input level for volume (use this if you want to wait for a specific volume threshold)
3) The greater of the manual level AND the average volume * multiplier
發行說明
Added the ability to set a protective stop based on a trailing ATR.
發行說明
For manual volume input, set increments to 1000.
發行說明
Added alerts for Long, Short, and Sell/Cover (when ADX starts turning down).
發行說明
Updates to add parity to the ADX Study in terms of adding separate lookback periods for entry and exit for the slope of the ADX.
Added Parabolic SAR as an alternate exit signal. If you select both ATR and SAR as an exit option, it will pick whichever comes first.
ADXAverage Directional Index (ADX)Directional Movement Index (DMI)DMITrend Analysistrendfollowing

開源腳本

在真正的TradingView精神中,這個腳本的作者以開源的方式發佈,這樣交易員可以理解和驗證它。請向作者致敬!您可以免費使用它,但在出版物中再次使用這段程式碼將受到網站規則的約束。 您可以收藏它以在圖表上使用。

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