anhnguyen14
Active Member
- 24,392
- 30,854
anh em dùng thử xem nó chạy thế nào, phản hồi giúp mình nha, này chỉ là indi như cái đồng hồ kia thôi, chưa có chiến lược nha, anh em thấy hay thì phản hồi để mình tiến hành xây chiến lược sau ha 
Mã:
//@version=4
study(title = "Technical Analysis Summary")
//@version=4
//Technical Analysis Summary
//author: anhnguyen14
//A. Oscillators
//1. Rsi
RSI(src,per) =>
len = per
up = rma(max(change(src), 0), len)
down = rma(-min(change(src), 0), len)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - 100 / (1 + up / down)
RSI=rsi
rsi_Sig=RSI(close,14)
//RSI Signal
A1_red =
rsi_Sig<30
?1:0
A1_blue =
rsi_Sig>70
?1:0
//2. Stochastic
STOCH(src,perK,perD,perS) =>
K = perK
D = perD
smooth = perS
hh = highest(high, K)
ll = lowest(low, K)
k = sma((src - ll) / (hh - ll) * 100, smooth)
d = sma(k, D)
STOCH=k
stoch_Sig = STOCH(close,14,3,3)
//plot(stoch_Sig,color=color.green)
//STOCH Signal
A2_red =
stoch_Sig<20
?1:0
A2_blue =
stoch_Sig>80
?1:0
//3. CCI
CCI(src,per) =>
lengthcci1 = per
macci1 = sma(src, lengthcci1)
cci1 = (src - macci1) / (0.015 * dev(src, lengthcci1))
CCI = cci1
cci_Sig=CCI(close,20)
//plot(cci_Sig,color=color.blue)
//CCI Signal
A3_red =
cci_Sig<-100
?1:0
A3_blue =
cci_Sig>100
?1:0
//4. ADX
adxlen = 14
dilen = 14
dirmov(len) =>
up = change(high)
down = -change(low)
truerange = rma(tr, len)
plus = fixnan(100 * rma(up > down and up > 0 ? up : 0, len) / truerange)
minus = fixnan(100 * rma(down > up and down > 0 ? down : 0, len) / truerange)
[plus, minus]
adx(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
adxHigh(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
plus
adxLow(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
minus
adx_Sig = adx(dilen, adxlen)
di_sigHigh = adxHigh(dilen, adxlen)
di_sigLow = adxLow(dilen, adxlen)
//plot(adx_Sig)
//ADX Signal
A4_red =
di_sigLow>di_sigHigh
and adx_Sig>25
?1:0
A4_blue =
di_sigHigh>di_sigLow
and adx_Sig>25
?1:0
//5. AO
ao = sma(hl2,5) - sma(hl2,34)
//AO Signal
A5_red =
ao<0
?1:0
A5_blue =
ao>0
?1:0
//6. momentum
mom = close - close[10]
//momentum Signal
A6_red =
mom<0
?1:0
A6_blue =
mom>0
?1:0
//7. MACD
fast_ma = ema(close, 12)
slow_ma = ema(close, 26)
macd = fast_ma - slow_ma
signal = ema(macd, 9)
hist = macd - signal
//MACD Signal
A7_red =
hist < hist[1]
?1:0
A7_blue =
hist > hist[1]
?1:0
//8. Stoch RSI
rsi1 = rsi(close, 14)
rsik = sma(stoch(rsi1, rsi1, rsi1, 14), 3)
rsid = sma(rsik, 3)
rsih0 = 80
rsih1 = 20
//Stoch RSI Signal
A8_red =
rsik < rsih1
?1:0
A8_blue =
rsik > rsih0
?1:0
//9. %R
upper = highest(14)
lower = lowest(14)
out = 100 * (close - upper) / (upper - lower)
rband1 = -20
rband0 = -80
// %R Signal
A9_red =
out < rband0
?1:0
A9_blue =
out > rband1
?1:0
//10. Bull bear
Length = 30
r1=iff(close[1]<open,max(open-close[1],high-low),high-low)
r2=iff(close[1]>open,max(close[1]-open,high-low),high-low)
bull=iff(close==open,iff(high-close==close-low,iff(close[1]>open,max(high-open,close-low),r1),iff(high-close>close-low,iff(close[1]<open, max(high-close[1],close-low), high-open),r1)),iff(close<open,iff(close[1]<open,max(high-close[1],close-low), max(high-open,close-low)),r1))
bear=iff(close==open,iff(high-close==close-low,iff(close[1]<open,max(open-low,high-close),r2),iff(high-close>close-low,r2,iff(close[1]>open,max(close[1]-low,high-close), open-low))),iff(close<open,r2,iff(close[1]>open,max(close[1]-low,high-close),max(open-low,high-close))))
// Bull bear Signal
A10_red =
sma(bull-bear,Length)<0
?1:0
A10_blue =
sma(bull-bear,Length)>0
?1:0
//11.UO
length7 = 7,
length14 = 14,
length28 = 28
average(bp, tr_, length) => sum(bp, length) / sum(tr_, length)
high_ = max(high, close[1])
low_ = min(low, close[1])
bp = close - low_
tr_ = high_ - low_
avg7 = average(bp, tr_, length7)
avg14 = average(bp, tr_, length14)
avg28 = average(bp, tr_, length28)
uoout = 100 * (4*avg7 + 2*avg14 + avg28)/7
// UO Signal
A11_red =
uoout < 30
?1:0
A11_blue =
uoout > 70
?1:0
//Sum Signal A
A_red = A1_red + A2_red + A3_red + A4_red + A5_red + A6_red + A7_red + A8_red + A9_red + A10_red + A11_red
A_blue = A1_blue + A2_blue + A3_blue + A4_blue + A5_blue + A6_blue + A7_blue + A8_blue + A9_blue + A10_blue + A11_blue
//B. Moving Averages
//1. EMA 5
B1_red =
close<ema(close,5)
?1:0
B1_blue =
close>ema(close,5)
?1:0
//2. SMA 5
B2_red =
close<sma(close,5)
?1:0
B2_blue =
close>sma(close,5)
?1:0
//3. EMA 10
B3_red =
close<ema(close,10)
?1:0
B3_blue =
close>ema(close,10)
?1:0
//4. SMA 10
B4_red =
close<sma(close,10)
?1:0
B4_blue =
close>sma(close,10)
?1:0
//5. EMA 20
B5_red =
close<ema(close,20)
?1:0
B5_blue =
close>ema(close,20)
?1:0
//6. SMA 20
B6_red =
close<sma(close,20)
?1:0
B6_blue =
close>sma(close,20)
?1:0
//7. EMA 30
B7_red =
close<ema(close,30)
?1:0
B7_blue =
close>ema(close,30)
?1:0
//8. SMA 30
B8_red =
close<sma(close,30)
?1:0
B8_blue =
close>sma(close,30)
?1:0
//9. EMA 50
B9_red =
close<ema(close,50)
?1:0
B9_blue =
close>ema(close,50)
?1:0
//10. SMA 50
B10_red =
close<sma(close,50)
?1:0
B10_blue =
close>sma(close,50)
?1:0
//11. EMA 100
B11_red =
close<ema(close,100)
?1:0
B11_blue =
close>ema(close,100)
?1:0
//12. SMA 100
B12_red =
close<sma(close,100)
?1:0
B12_blue =
close>sma(close,100)
?1:0
//13. EMA 200
B13_red =
close<ema(close,200)
?1:0
B13_blue =
close>ema(close,200)
?1:0
//14. SMA 200
B14_red =
close<sma(close,200)
?1:0
B14_blue =
close>sma(close,200)
?1:0
//15. Ichimoku Cloud - Baseline
donchian(len) => avg(lowest(len), highest(len))
ichi_baseline = donchian(26)
B15_red =
close<ichi_baseline
?1:0
B15_blue =
close>ichi_baseline
?1:0
//16. VWMA 20
B16_red =
close<vwma(close,20)
?1:0
B16_blue =
close>vwma(close,20)
?1:0
//17. Hull 9
hma(src,len) => wma(2*wma(src, len/2)-wma(src, len), round(sqrt(len)))
B17_red =
close<hma(close,9)
?1:0
B17_blue =
close>hma(close,9)
?1:0
//Sum Signal B
B_red = B1_red + B2_red + B3_red + B4_red + B5_red + B6_red + B7_red + B8_red + B9_red + B10_red + B11_red + B12_red + B13_red + B14_red + B15_red + B16_red + B17_red
B_blue = B1_blue + B2_blue + B3_blue + B4_blue + B5_blue + B6_blue + B7_blue + B8_blue + B9_blue + B10_blue + B11_blue + B12_blue + B13_blue + B14_blue + B15_blue + B16_blue + B17_blue
//C. Pivot
///////////////
// FUNCTIONS //
///////////////
// Function outputs 1 when it's the first bar of the D/W/M/Y
is_newbar(res) =>
ch = 0
if(res == 'Y')
t = year(time('D'))
ch := change(t) != 0 ? 1 : 0
else
t = time(res)
ch := change(t) != 0 ? 1 : 0
ch
// Rounding levels to min tick
nround(x) =>
n = round(x / syminfo.mintick) * syminfo.mintick
////////////
// INPUTS //
////////////
pp_res = 'D'
/////////////////////
// Get HLC from HT //
// Calc Open
open_cur = 0.0
open_cur := is_newbar(pp_res) ? open : open_cur[1]
popen = 0.0
popen := is_newbar(pp_res) ? open_cur[1] : popen[1]
// Calc High
high_cur = 0.0
high_cur := is_newbar(pp_res) ? high : max(high_cur[1], high)
phigh = 0.0
phigh := is_newbar(pp_res) ? high_cur[1] : phigh[1]
// Calc Low
low_cur = 0.0
low_cur := is_newbar(pp_res) ? low : min(low_cur[1], low)
plow = 0.0
plow := is_newbar(pp_res) ? low_cur[1] : plow[1]
// Calc Close
pclose = 0.0
pclose := is_newbar(pp_res) ? close[1] : pclose[1]
////////////////////////////
// CALCULATE PIVOT POINTS //
////////////////////////////
PP = 0.0
R1 = 0.0, R2 = 0.0, R3 = 0.0
S1 = 0.0, S2 = 0.0, S3 = 0.0
//if (pp_type == "Traditional")
TR_PP = (phigh + plow + pclose) / 3
TR_R1 = TR_PP + (TR_PP - plow)
TR_S1 = TR_PP - (phigh - TR_PP)
TR_R2 = TR_PP + (phigh - plow)
TR_S2 = TR_PP - (phigh - plow)
TR_R3 = phigh + 2 * (TR_PP - plow)
TR_S3 = plow - 2 * (phigh - TR_PP)
//Signal
C1_red =
(close>TR_R1) or (close>TR_R2) or (close>TR_R3)
?1:0
C1_blue =
(close<TR_S1) or (close<TR_S2) or (close<TR_S3)
?1:0
//if (pp_type == "Fibonacci")
FIB_PP = (phigh + plow + pclose) / 3
FIB_R1 = FIB_PP + (phigh - plow) * 0.382
FIB_S1 = FIB_PP - (phigh - plow) * 0.382
FIB_R2 = FIB_PP + (phigh - plow) * 0.618
FIB_S2 = FIB_PP - (phigh - plow) * 0.618
FIB_R3 = FIB_PP + (phigh - plow) * 1.000
FIB_S3 = FIB_PP - (phigh - plow) * 1.000
C2_red =
(close>FIB_R1) or (close>FIB_R2) or (close>FIB_R3)
?1:0
C2_blue =
(close<FIB_S1) or (close<FIB_S2) or (close<FIB_S3)
?1:0
//if (pp_type == "Woodie")
WO_PP = (phigh + plow + 2 * popen) / 4
WO_R1 = WO_PP + (WO_PP - plow)
WO_S1 = WO_PP - (phigh - WO_PP)
WO_R2 = WO_PP + (phigh - plow)
WO_S2 = WO_PP - (phigh - plow)
WO_R3 = phigh + 2 * (WO_PP - plow)
WO_S3 = plow - 2 * (phigh - WO_PP)
C3_red =
(close>WO_R1) or (close>WO_R2) or (close>WO_R3)
?1:0
C3_blue =
(close<WO_S1) or (close<WO_S2) or (close<WO_S3)
?1:0
//if (pp_type == "Camarilla")
CA_PP = (phigh + plow + pclose) / 3
CA_R1 = pclose + (phigh - plow) * 1.1/12
CA_S1 = pclose - (phigh - plow) * 1.1/12
CA_R2 = pclose + (phigh - plow) * 1.1/6
CA_S2 = pclose - (phigh - plow) * 1.1/6
CA_R3 = pclose + (phigh - plow) * 1.1/4
CA_S3 = pclose - (phigh - plow) * 1.1/4
C4_red =
cross(close,CA_R1) or cross(close,CA_R2) or cross(close,CA_R3)
?1:0
C4_blue =
cross(close,CA_S1) or cross(close,CA_S2) or cross(close,CA_S3)
?1:0
//C Point
C_red = C1_red + C2_red + C3_red + C4_red
C_blue = C1_blue + C2_blue + C3_blue + C4_blue
//Sum point
Sum_red=A_red+B_red+C_red
Sum_blue=A_blue+B_blue+C_blue
sell_point=(Sum_red/32)*100
buy_point=(Sum_blue/32)*100
//Signal Level
Neu=
sell_point<55 and buy_point<55
Sell=
sell_point[1]>55 and sell_point>60
StrongSell=
sell_point[1]<55 and sell_point>60
Buy=
buy_point[1]>55 and buy_point>60
StrongBuy=
buy_point[1]<55 and buy_point>60
//Plot Signal
col_Neutral=color.new(color.gray,50)
col_Sell=color.new(color.red,50)
col_Strong_Sell=color.new(color.red,20)
col_Buy=color.new(color.blue,50)
col_Strong_Buy=color.new(color.blue,20)
plot(-sell_point, title="Sell Points", color=StrongSell?col_Strong_Sell:Sell?col_Sell:col_Neutral, style=plot.style_columns)
plot(buy_point, title="Buy Points", color=StrongBuy?col_Strong_Buy:Buy?col_Buy:col_Neutral, style=plot.style_columns)
hblue=hline(80)
hred=hline(-80)
hzr=hline(0)
//Plot Label
lab_Neu=
Neu
?-5:na
lab_Sell=
Sell
?10:na
lab_StrongSell=
StrongSell
?20:na
lab_Buy=
Buy
?-10:na
lab_StrongBuy=
StrongBuy
?-20:na
plotshape(lab_Neu, title='Neutral', text="Neutral", style=shape.labeldown, location=location.absolute, color=color.orange, textcolor=color.black, offset=0, transp=0, show_last=2)
plotshape(lab_Sell, title='Sell', text="Sell", style=shape.labeldown, location=location.absolute, color=color.orange, textcolor=color.black, offset=0, transp=0, show_last=2)
plotshape(lab_StrongSell, title='Strong Sell', text="Strong Sell", style=shape.labeldown, location=location.absolute, color=color.orange, textcolor=color.black, offset=0, transp=0, show_last=2)
plotshape(lab_Buy, title='Buy', text="Buy", style=shape.labelup, location=location.absolute, color=color.orange, textcolor=color.black, offset=0, transp=0, show_last=2)
plotshape(lab_StrongBuy, title='Strong Buy', text="Strong Buy", style=shape.labelup, location=location.absolute, color=color.orange, textcolor=color.black, offset=0, transp=0, show_last=2)
//EOF
