anonymous No title
No License Python
2019年05月30日
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//@version=3
strategy("pivot reverse", overlay=true)

//pivot
len=4
len2=20
pL = input(len,minval=1,title="left")
pR = input(len2,minval=1,title="right")
SL     = input(true,title="line")
maxLvlLen        = input(20,minval=0, title="line")
pvthi = pivothigh(pL,pR)
pvtlo = pivotlow(pL,pR)
swh = pivothigh(pL, pR)
swl = pivotlow(pL, pR)

//entry
swh_cond = not na(swh)

hprice = 0.0
hprice := swh_cond ? swh : hprice[1]

le = false
le := swh_cond ? true : (le[1] and high > hprice ? false : le[1])

if (le)
    strategy.entry("BUY", strategy.long, comment="L", stop=hprice + syminfo.mintick)

swl_cond = not na(swl)

lprice = 0.0
lprice := swl_cond ? swl : lprice[1]


se = false
se := swl_cond ? true : (se[1] and low < lprice ? false : se[1])

if (se)
    strategy.entry("SEL", strategy.short, comment="S", stop=lprice - syminfo.mintick)

//coler&etc.

counthi = 0.0 
counthi := pvthi[1] ? 0 : nz(counthi[1])+1
countlo = 0.0
countlo := pvtlo[1] ? 0 : nz(countlo[1])+1
pvthis = 0.0
pvthis := pvthi[1] ? high[pR+1] : pvthis[1]
pvtlos = 0.0
pvtlos := pvtlo[1] ? low[pR+1] :  pvtlos[1]
hipc = (pvthis != pvthis[1]) ? na : blue
lopc = (pvtlos != pvtlos[1]) ? na: red
h2l= (pvthis+pvtlos)/2
plot(SL and (maxLvlLen==0 or counthi<maxLvlLen)? pvthis : na, color=hipc, transp=30, linewidth=1, offset=-pR-1, title="H-line", trackprice=false)
plot(SL and (maxLvlLen==0 or countlo<maxLvlLen)? pvtlos : na, color=lopc, transp=30, linewidth=1, offset=-pR-1, title="L-line", trackprice=false)
//@version=3
strategy("pivot reverse", overlay=true)

//pivot
len=4
len2=20
pL = input(len,minval=1,title="left")
pR = input(len2,minval=1,title="right")
SL     = input(true,title="line")
maxLvlLen        = input(20,minval=0, title="line")
pvthi = pivothigh(pL,pR)
pvtlo = pivotlow(pL,pR)
swh = pivothigh(pL, pR)
swl = pivotlow(pL, pR)

//entry
swh_cond = not na(swh)

hprice = 0.0
hprice := swh_cond ? swh : hprice[1]

le = false
le := swh_cond ? true : (le[1] and high > hprice ? false : le[1])

if (le)
    strategy.entry("BUY", strategy.long, comment="L", stop=hprice + syminfo.mintick)

swl_cond = not na(swl)

lprice = 0.0
lprice := swl_cond ? swl : lprice[1]


se = false
se := swl_cond ? true : (se[1] and low < lprice ? false : se[1])

if (se)
    strategy.entry("SEL", strategy.short, comment="S", stop=lprice - syminfo.mintick)

//coler&etc.

counthi = 0.0 
counthi := pvthi[1] ? 0 : nz(counthi[1])+1
countlo = 0.0
countlo := pvtlo[1] ? 0 : nz(countlo[1])+1
pvthis = 0.0
pvthis := pvthi[1] ? high[pR+1] : pvthis[1]
pvtlos = 0.0
pvtlos := pvtlo[1] ? low[pR+1] :  pvtlos[1]
hipc = (pvthis != pvthis[1]) ? na : blue
lopc = (pvtlos != pvtlos[1]) ? na: red
h2l= (pvthis+pvtlos)/2
plot(SL and (maxLvlLen==0 or counthi<maxLvlLen)? pvthis : na, color=hipc, transp=30, linewidth=1, offset=-pR-1, title="H-line", trackprice=false)
plot(SL and (maxLvlLen==0 or countlo<maxLvlLen)? pvtlos : na, color=lopc, transp=30, linewidth=1, offset=-pR-1, title="L-line", trackprice=false)
anonymous
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