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在腳本中搜尋"黄金近50年的走势"

The Lazy Trader - Index (ETF) Trend Following Robot50/150 moving average, index (ETF) trend following robot. Coded for people who cannot psychologically handle dollar-cost-averaging through bear markets and extreme drawdowns (although DCA can produce better results eventually), this robot helps you to avoid bear markets. Be a fair-weathered friend of Mr Market, and only take up his offer when the sun is shining! Designed for the lazy trader who really doesn't care... Recommended Chart Settings: Asset Class: ETF Time Frame: Daily Necessary ETF Macro Conditions: a) Country must have healthy demographics, good ratio of young > old b) Country population must be increasing c) Country must be experiencing price-inflation Default Robot Settings: Slow Moving Average: 50 (integer) //adjust to suit your underlying index Fast Moving Average: 150 (integer) //adjust to suit your underlying index Bullish Slope Angle: 5 (degrees) //up angle of moving averages Bearish Slope Angle: -5 (degrees) //down angle of moving averages Average True Range: 14 (integer) //input for slope-angle formula Risk: 100 (%) //100% risk means using all equity per trade ETF Test Results (Default Settings): SPY (1993 to 2020, 27 years), 332% profit, 20 trades, 6.4 profit factor, 7% drawdown EWG (1996 to 2020, 24 years), 310% profit, 18 trades, 3.7 profit factor, 10% drawdown EWH (1996 to 2020, 24 years), 4% loss, 26 trades, 0.9 profit factor, 36% drawdown QQQ (1999 to 2020, 21 years), 232% profit, 17 trades, 3.6 profit factor, 2% drawdown EEM (2003 to 2020, 17 years), 73% profit, 17 trades, 1.1 profit factor, 3% drawdown GXC (2007 to 2020, 13 years), 18% profit, 14 trades, 1.3 profit factor, 26% drawdown BKF (2009 to 2020, 11 years), 11% profit, 13 trades, 1.2 profit factor, 33% drawdown A longer time in the markets is better, with the exception of EWH. 6 out of 7 tested ETFs were profitable, feel free to test on your favourite ETF (default settings) and comment below. Risk Warning: Not tested on commodities nor other financial products like currencies (code will not work), feel free to leave comments below. Moving Average Slope Angle Formula: Reproduced and modified from source:
Pine Script®策略
由UnknownUnicorn1373033提供
3
50-Line Oscillator // (\_/) // ( •.•) // (")_(") 25-Line Oscillator Description: The 25-Line Oscillator is a sophisticated technical analysis tool designed to visualize market trends through the use of multiple Simple Moving Averages (SMAs). This indicator computes a series of 26 SMAs, incrementally increasing the base length, providing traders with a comprehensive view of price dynamics. Features: Customizable Base Length: Adjust the base length of the SMAs according to trading preferences, enhancing versatility for different market conditions. Rainbow Effect: The indicator employs a visually appealing rainbow color scheme to differentiate between the various trend lines, making it easy to identify crossovers and momentum shifts. Crossovers Detection: The script includes logic to detect crossover events between consecutive trend lines, which can serve as signals for potential entry or exit points in trading. Clear Visualization: Suitable for both novice and seasoned traders, the plots enable quick interpretation of trends and market behavior. How to Use: Add the indicator to your chart and customize the base length as desired. Observe the rainbow-colored lines for trend direction. Look for crossover events between the SMAs as potential trading signals. Application: This indicator is particularly useful for swing traders and trend followers who aim to capitalize on market momentum and identify reversals. By monitoring the behavior of multiple SMAs, traders can gain insights into the strength and direction of price movements over various time frames.
Pine Script®指標
由FollowtheWhiteRabbitz提供
50/100/200 Moving Averages (Pine Script For Copy)by fresca SCRIPT LANGUAGE Copy script below and adjust based on your preferences. -function (change function from "sma" to "ema", "wma" and more) -length (25 Day, 150 Day or add more averages to the three in this script.) -color, (red, yellow, etc. or use color hex codes i.e. #FEDA15, #FFAD8F, etc.) -transparency (set to desired level 1-100) Or add more options. RESOURCES Color hex codes site: www.canva.com Trading View Pine Script Editor Reference Guide: www.tradingview.com
Pine Script®指標
由manifresca提供
9
Advanced Technical Analysis with Cumulative Delta//@version=5 indicator("Advanced Technical Analysis with Cumulative Delta", overlay=true) This declares the script as a version 5 indicator. The title is what appears in TradingView's indicator list. overlay=true means it plots directly on the price chart (e.g., lines for moving averages) rather than in a separate pane. 2. Input Parameters pinescript smaLength = input.int(100, title="SMA Length") emaLength = input.int(1000, title="EMA Length") rsiLength = input.int(14, title="RSI Length") rsiOverbought = input.int(70, title="RSI Overbought") rsiOversold = input.int(30, title="RSI Oversold") vwmoLength = input.int(20, title="VWMO Length") adxLength = input.int(14, title="ADX Length") obvLength = input.int(20, title="OBV Length") obvDivergenceLookback = input.int(10, title="OBV Divergence Lookback") stochLength = input.int(14, title="Stoch Length") stochD = input.int(3, title="Stoch D") stochOverbought = input.int(80, title="Stoch Overbought") stochOversold = input.int(20, title="Stoch Oversold") cciLength = input.int(14, title="CCI Length") cciOverbought = input.int(100, title="CCI Overbought") cciOversold = input.int(-100, title="CCI Oversold") atrLength = input.int(14, title="ATR Length") moneyFlowLength = input.int(14, title="Money Flow Length") volSmaLength = input.int(20, title="Vol SMA Length") These are user-configurable inputs using input.int() for integer values. They define periods (lengths) and thresholds (e.g., overbought/oversold levels) for various indicators. Examples: rsiLength sets the RSI calculation period (default 14 bars), rsiOverbought sets the upper threshold (default 70). 3. Display Options pinescript showMomentumScore = input.bool(true, title="Show Momentum Score") showAdx = input.bool(true, title="Show ADX") showDetailedLabels = input.bool(true, title="Show Detailed Labels") showObv = input.bool(true, title="Show OBV") showStoch = input.bool(true, title="Show Stoch") showCci = input.bool(true, title="Show CCI") showAtr = input.bool(true, title="Show ATR") showMoneyFlow = input.bool(true, title="Show Money Flow") showVolumeAnalysis = input.bool(true, title="Show Volume Analysis") showCumulativeDelta = input.bool(true, title="Show Cumulative Delta") Boolean inputs (input.bool()) to toggle visibility of specific metrics in the dashboard or on the chart. This allows users to customize the display to avoid clutter. 4. Moving Averages pinescript SMA100 = ta.sma(close, smaLength) EMA1000 = ta.ema(close, emaLength) // Daily VWAP varip float cumVol = 0.0 varip float cumPriceVol = 0.0 if ta.change(time("D")) != 0 cumVol := 0.0 cumPriceVol := 0.0 cumVol += volume cumPriceVol += close * volume VWAP_Day = cumPriceVol / cumVol plot(SMA100, color=color.new(color.gray, 0), linewidth=2) plot(EMA1000, color=color.new(color.blue, 0), linewidth=2) plot(VWAP_Day, color=color.new(color.yellow, 0), linewidth=2) Calculates Simple Moving Average (SMA) and Exponential Moving Average (EMA) using TradingView's ta library. VWAP (Volume-Weighted Average Price) is reset daily: It accumulates volume and price*volume each bar, resetting on new days (ta.change(time("D")) detects day changes). These are plotted as lines on the chart with custom colors and widths. 5. Oscillators This section computes various momentum and volume-based oscillators. RSI: pinescript rsi = ta.rsi(close, rsiLength) Relative Strength Index measures price momentum (0-100 scale). VWMO (Volume-Weighted Momentum Oscillator): pinescript volumeWeightedPrice = close * volume vwmaCurrent = math.sum(volumeWeightedPrice, vwmoLength) / math.sum(volume, vwmoLength) vwmaPast = math.sum(volumeWeightedPrice , vwmoLength) / math.sum(volume , vwmoLength) vwmo = (vwmaCurrent - vwmaPast) / vwmaPast * 100 Custom oscillator: Compares current vs. past Volume-Weighted Moving Average (VWMA) to gauge volume-adjusted momentum. ADX & DMI: pinescript = ta.dmi(adxLength, adxLength) Average Directional Index (ADX) measures trend strength; Directional Movement Index (DMI) shows direction (+DI for up, -DI for down). OBV (On-Balance Volume): pinescript obvRaw = ta.obv obv = ta.sma(obvRaw, obvLength) obvSlope = obv - obv obvRising = obvSlope > 0 obvFalling = obvSlope < 0 OBV tracks cumulative volume based on price direction. Smoothed with SMA, and slope checks if it's rising/falling over 5 bars. Cumulative Delta: pinescript cumDelta = ta.obv cumDeltaChange = cumDelta - cumDelta cumDeltaRising = cumDelta > cumDelta cumDeltaFalling = cumDelta < cumDelta cumDeltaMA = ta.sma(cumDelta, 20) plot(showCumulativeDelta ? cumDelta : na, color=color.new(color.orange, 0), linewidth=2) plot(showCumulativeDelta ? cumDeltaMA : na, color=color.new(color.yellow, 0), style=plot.style_line) Uses OBV as proxy for Cumulative Delta (net buying/selling volume). Plots the raw value and its 20-period SMA if toggled. Stochastic: pinescript fastK = ta.stoch(close, high, low, stochLength) stochFullK = ta.sma(fastK, stochD) stochFullD = ta.sma(stochFullK, stochD) Stochastic oscillator compares closing price to high-low range. Smoothed with SMAs for %K and %D lines. CCI (Commodity Channel Index): pinescript cci = ta.cci(close, cciLength) Measures deviation from typical price. MFI (Money Flow Index): pinescript mfi = ta.mfi(hlc3, moneyFlowLength) mfiBullish = mfi > 50 mfiBearish = mfi < 50 mfiOverbought = mfi > 80 mfiOversold = mfi < 20 Volume-weighted RSI variant using typical price (hlc3 = (high + low + close)/3). 6. ATR & Volatility pinescript atr = ta.atr(atrLength) atrAvg = ta.sma(atr, 20) highVolatility = atr > atrAvg * 1.5 lowVolatility = atr < atrAvg * 0.5 volatilityRatio = math.round((atr / atrAvg) * 100) Average True Range (ATR) measures volatility. Compared to its 20-period SMA to classify high/low volatility. 7. Volume Analysis pinescript volSma = ta.sma(volume, volSmaLength) volRatio = volume / volSma highVolume = volume > volSma * 1.5 lowVolume = volume < volSma * 0.5 extremeVolume = volRatio > 2 normalVolume = volRatio >= 0.5 and volRatio <= 1.5 Compares current volume to its SMA to detect high/low/extreme volume. 8. Price Action Signals pinescript bullishCandle = close > open bearishCandle = close < open candleSize = math.abs(close - open) avgCandleSize = ta.sma(candleSize, 20) largeCandleBody = candleSize > avgCandleSize * 1.5 strongBullishCandle = bullishCandle and largeCandleBody and highVolume strongBearishCandle = bearishCandle and largeCandleBody and highVolume Identifies candle types (bullish/bearish) and strength based on body size and volume. 9. Trend Analysis pinescript priceAboveAll = close > SMA100 and close > EMA1000 and close > VWAP_Day priceBelowAll = close < SMA100 and close < EMA1000 and close < VWAP_Day priceVsVWAP = close > VWAP_Day Checks if price is above/below all key averages for trend direction. 10. Enhanced Momentum Conditions pinescript bullishMomentum = rsi > 50 and vwmo > 0 and stochFullK > 50 and cci > 0 and mfiBullish and cumDeltaRising bearishMomentum = rsi < 50 and vwmo < 0 and stochFullK < 50 and cci < 0 and mfiBearish and cumDeltaFalling strongTrend = adx > 25 veryStrongTrend = adx > 40 Combines multiple oscillators (including Cumulative Delta) for overall momentum. ADX thresholds define trend strength. 11. Directional Movement pinescript bullishDMI = diPlus > diMinus bearishDMI = diMinus > diPlus Uses DMI to confirm directional bias. 12. OBV Divergence pinescript priceHigherHigh = high > ta.highest(high , obvDivergenceLookback) priceLowerLow = low < ta.lowest(low , obvDivergenceLookback) obvHigherHigh = obv > ta.highest(obv , obvDivergenceLookback) obvLowerLow = obv < ta.lowest(obv , obvDivergenceLookback) obvBearishDiv = priceHigherHigh and not obvHigherHigh and close > SMA100 obvBullishDiv = priceLowerLow and not obvLowerLow and close < SMA100 Detects divergences: Price making higher highs/lows but OBV not confirming, signaling potential reversals. 13. Comprehensive Trend Classification pinescript bullishTrend = priceAboveAll and bullishMomentum and strongTrend and bullishDMI and obvRising bearishTrend = priceBelowAll and bearishMomentum and strongTrend and bearishDMI and obvFalling strongBullish = bullishTrend and veryStrongTrend and rsi > rsiOverbought and vwmo > 1 strongBearish = bearishTrend and veryStrongTrend and rsi < rsiOversold and vwmo < -1 Aggregates conditions for overall trend labels (e.g., bullish if price, momentum, trend strength, DMI, and OBV align). 14. Weakness/Strength Detection pinescript weaknessAtHigh = obvBearishDiv or (priceAboveAll and obvFalling and rsi > 70) or mfiOverbought strengthAtLow = obvBullishDiv or (priceBelowAll and obvRising and rsi < 30) or mfiOversold Flags hidden weaknesses (e.g., overbought with falling OBV) or strengths (e.g., oversold with rising OBV). 15. Advanced Momentum Scoring pinescript priceScore = priceAboveAll ? 50 : priceBelowAll ? 0 : 25 rsiScore = rsi > rsiOverbought ? 25 : rsi < rsiOversold ? 0 : rsi > 50 ? 15 : 5 vwmoScore = vwmo > 1 ? 25 : vwmo < -1 ? 0 : vwmo > 0 ? 15 : 5 adxScore = adx > 40 ? 20 : adx > 25 ? 10 : 0 stochScore = stochFullK > stochOverbought ? 20 : stochFullK < stochOversold ? 0 : stochFullK > 50 ? 12 : 4 cciScore = cci > cciOverbought ? 20 : cci < cciOversold ? 0 : cci > 0 ? 12 : 4 mfiScore = mfi > 80 ? 15 : mfi < 20 ? 0 : mfi > 50 ? 10 : 3 volScore = highVolatility ? 10 : lowVolatility ? 0 : 5 cumDeltaScore = cumDeltaRising ? 15 : cumDeltaFalling ? 0 : 8 momentumScore = priceScore + rsiScore + vwmoScore + adxScore + stochScore + cciScore + mfiScore + volScore + cumDeltaScore marketBias = momentumScore > 155 ? 5 : momentumScore > 115 ? 4 : momentumScore < 45 ? 1 : momentumScore < 75 ? 2 : 3 Assigns points to each indicator based on conditions (e.g., higher scores for bullish signals). Total momentumScore (max 200) determines marketBias (1=strong bear, 5=strong bull). 16. Dashboard Table pinescript var table dashboard = table.new(position.top_right, columns=1, rows=30, border_width=0, frame_width=0) if barstate.islast row = 0 // ... (code for adding cells to the table)
Pine Script®指標
由SVA67提供