教育 zigzagストラテジーをつくる⑦｜ストラテジーを作成する2
已更新
今回は、以下の機能を実装しました。
・日付を指定してテスト期間を制限する機能
・あまりにも小さなZigZagである場合のエントリーを制限する機能
どちらも設定画面から調整することができます。
小さなZigZagの判断にはATRを用いました。
初期値は「１」としていますが、これは、
「損切りまでにとるリスクが
ATRの１倍よりも小さい場合に
エントリーをしない」
ということにしています。
0.5～１くらいがちょうど良いと感じています。
来週月曜日は、
・損切りの損失を資金の１％とする
・レバレッジを考慮した取引量
この２点を実装していきたいと思います。
コーディングにあまり時間を割けないので
進みが遅いですが、気長にお付き合いくださいm(_ _)m
※ コピペする場合は以下の変更を行ってください
［］（全角の角括弧）→（半角の角括弧）
（全角スペース）→（半角スペース）
＝＝＝＝＝
//version=4
strategy( title='ZigZag PA Strategy 勉強中', shorttitle='S', overlay=true, pyramiding=0, initial_capital=100000 )
dev_threshold = input( title="Deviation (%)", type=input.float, defval=0, minval=0, maxval=100 )
depth = input( title="Depth", type=input.integer, defval=6, minval=1, maxval=10 )
//**
//* depth -> length -> zero
//* lengthが最高値・最安値であるかを確認
//* trueならbar_indexと価格を返す
//*
pivots(src, length, isHigh) =>
p = nz(src［length］)
if length == 0
［bar_index, p］
else
isFound = true
for i = 0 to length - 1
if isHigh and src［i］ > p
isFound := false
if not isHigh and src［i］ < p
isFound := false
for i = length + 1 to 2 * length
if isHigh and src［i］ >= p
isFound := false
if not isHigh and src［i］ <= p
isFound := false
if isFound and length * 2 <= bar_index
［bar_index［length］, p］
else
［int(na), float(na)］
［iH, pH］ = pivots( high, floor(depth / 2), true )
［iL, pL］ = pivots( low, floor(depth / 2), false )
// 変化率を算出する関数
calc_dev(base_price, price) =>
100 * (price - base_price) / base_price
// 前回のpivotの情報を格納
var line lineLast = na // lineのid (実際はidではなく識別している何か)
var float pLast = 0 // price
var bool isHighLast = true // High か Low か
var int linesCount = 0
var bool isNewPivot = false
// pivotを確認する関数
pivotFound(dev, isHigh, price) =>
if linesCount == 0
［line(na), isHigh, true］
else
if abs(dev) >= dev_threshold
［line(na), isHigh, true］
else
［line(na), isHighLast, false］
// 描画処理
if not na(pH) and not na(pL) and pH == pL
dev1 = calc_dev(pLast, pH)
［id2, isHigh2, isNew2］ = pivotFound(dev1, true, pH)
if isNew2
linesCount := linesCount + 1
isHighLast := isHigh2
isNewPivot := true
pLast := pH
dev2 = calc_dev(pLast, pL)
［id1, isHigh1, isNew1］ = pivotFound(dev2, false, pL)
if isNew1
linesCount := linesCount + 1
isHighLast := isHigh1
isNewPivot := true
pLast := pL
else
if not na(pH)
dev1 = calc_dev(pLast, pH)
［id, isHigh, isNew］ = pivotFound(dev1, true, pH)
if isNew
linesCount := linesCount + 1
isHighLast := isHigh
isNewPivot := true
pLast := pH
else
if not na(pL)
dev2 = calc_dev(pLast, pL)
［id, isHigh, isNew］ = pivotFound(dev2, false, pL)
if isNew
linesCount := linesCount + 1
isHighLast := isHigh
isNewPivot := true
pLast := pL
// 追加箇所
zigzag = pLast［1］!=pLast ? pLast : na
plot( zigzag ,color=color.red ,linewidth=3 ,title='zigzag' ,offset=-1*floor(depth / 2) )
bgcolor( isHighLast ? color.gray : color.white ,offset=-1*floor(depth / 2) )
// ジグザグが発生したときのジグザグの値を取得
float x = na
float a = na
float b = na
float c = na
float d = na
exist_zigzag = not na( zigzag ) and not isHighLast==isHighLast［1］
repaint = not na( zigzag ) and isHighLast==isHighLast［1］
x := exist_zigzag ? a［1］ : x［1］
a := exist_zigzag ? b［1］ : a［1］
b := exist_zigzag ? c［1］ : b［1］
c := exist_zigzag ? d［1］ : c［1］
d := exist_zigzag ? zigzag
: not repaint ? d［1］
: isHighLast and pLast > pLast［1］ ? zigzag
: not isHighLast and pLast < pLast［1］ ? zigzag
: d［1］
showPatterns = input( true, title='Show Patterns' )
showFib0000 = input( title='Display Fibonacci 0.000:', type=input.bool, defval=true )
showFib0236 = input( title='Display Fibonacci 0.236:', type=input.bool, defval=true )
showFib0382 = input( title='Display Fibonacci 0.382:', type=input.bool, defval=true )
showFib0500 = input( title='Display Fibonacci 0.500:', type=input.bool, defval=true )
showFib0618 = input( title='Display Fibonacci 0.618:', type=input.bool, defval=true )
showFib0764 = input( title='Display Fibonacci 0.764:', type=input.bool, defval=true )
showFib1000 = input( title='Display Fibonacci 1.000:', type=input.bool, defval=true )
fib_range = abs(d-c)
fib_0000 = not showFib0000 ? na : d > c ? d - ( fib_range * 0.000 ) : d + ( fib_range * 0.000 )
fib_0236 = not showFib0236 ? na : d > c ? d - ( fib_range * 0.236 ) : d + ( fib_range * 0.236 )
fib_0382 = not showFib0382 ? na : d > c ? d - ( fib_range * 0.382 ) : d + ( fib_range * 0.382 )
fib_0500 = not showFib0500 ? na : d > c ? d - ( fib_range * 0.500 ) : d + ( fib_range * 0.500 )
fib_0618 = not showFib0618 ? na : d > c ? d - ( fib_range * 0.618 ) : d + ( fib_range * 0.618 )
fib_0764 = not showFib0764 ? na : d > c ? d - ( fib_range * 0.764 ) : d + ( fib_range * 0.764 )
fib_1000 = not showFib1000 ? na : d > c ? d - ( fib_range * 1.000 ) : d + ( fib_range * 1.000 )
plot( title='Fib 0.000', series=fib_0000 ,color=fib_0000 != fib_0000［1］ ? na : color.black ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.236', series=fib_0236 ,color=fib_0236 != fib_0236［1］ ? na : color.red ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.382', series=fib_0382 ,color=fib_0382 != fib_0382［1］ ? na : color.olive ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.500', series=fib_0500 ,color=fib_0500 != fib_0500［1］ ? na : color.lime ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.618', series=fib_0618 ,color=fib_0618 != fib_0618［1］ ? na : color.teal ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.764', series=fib_0764 ,color=fib_0764 != fib_0764［1］ ? na : color.blue ,offset=-1*floor(depth / 2) )
plot( title='Fib 1.000', series=fib_1000 ,color=fib_1000 != fib_1000［1］ ? na : color.black ,offset=-1*floor(depth / 2) )
xab = ( abs( b - a ) / abs( x - a ) )
xad = ( abs( a - d ) / abs( x - a ) )
abc = ( abs( b - c ) / abs( a - b ) )
bcd = ( abs( c - d ) / abs( b - c ) )
// ５つの点の比率からパターンを判断する関数
isBat(_mode)=>
_xab = xab >= 0.382 and xab <= 0.5
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.618 and bcd <= 2.618
_xad = xad <= 0.618 and xad <= 1.000 // 0.886
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiBat(_mode)=>
_xab = xab >= 0.500 and xab <= 0.886 // 0.618
_abc = abc >= 1.000 and abc <= 2.618 // 1.13 --> 2.618
_bcd = bcd >= 1.618 and bcd <= 2.618 // 2.0 --> 2.618
_xad = xad >= 0.886 and xad <= 1.000 // 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAltBat(_mode)=>
_xab = xab <= 0.382
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 2.0 and bcd <= 3.618
_xad = xad <= 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isButterfly(_mode)=>
_xab = xab <= 0.786
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.618 and bcd <= 2.618
_xad = xad >= 1.27 and xad <= 1.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiButterfly(_mode)=>
_xab = xab >= 0.236 and xab <= 0.886 // 0.382 - 0.618
_abc = abc >= 1.130 and abc <= 2.618 // 1.130 - 2.618
_bcd = bcd >= 1.000 and bcd <= 1.382 // 1.27
_xad = xad >= 0.500 and xad <= 0.886 // 0.618 - 0.786
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isABCD(_mode)=>
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.13 and bcd <= 2.618
_abc and _bcd and (_mode == 1 ? d < c : d > c)
isGartley(_mode)=>
_xab = xab >= 0.5 and xab <= 0.618 // 0.618
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.13 and bcd <= 2.618
_xad = xad >= 0.75 and xad <= 0.875 // 0.786
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiGartley(_mode)=>
_xab = xab >= 0.500 and xab <= 0.886 // 0.618 -> 0.786
_abc = abc >= 1.000 and abc <= 2.618 // 1.130 -> 2.618
_bcd = bcd >= 1.500 and bcd <= 5.000 // 1.618
_xad = xad >= 1.000 and xad <= 5.000 // 1.272
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isCrab(_mode)=>
_xab = xab >= 0.500 and xab <= 0.875 // 0.886
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 2.000 and bcd <= 5.000 // 3.618
_xad = xad >= 1.382 and xad <= 5.000 // 1.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiCrab(_mode)=>
_xab = xab >= 0.250 and xab <= 0.500 // 0.276 -> 0.446
_abc = abc >= 1.130 and abc <= 2.618 // 1.130 -> 2.618
_bcd = bcd >= 1.618 and bcd <= 2.618 // 1.618 -> 2.618
_xad = xad >= 0.500 and xad <= 0.750 // 0.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isShark(_mode)=>
_xab = xab >= 0.500 and xab <= 0.875 // 0.5 --> 0.886
_abc = abc >= 1.130 and abc <= 1.618 //
_bcd = bcd >= 1.270 and bcd <= 2.240 //
_xad = xad >= 0.886 and xad <= 1.130 // 0.886 --> 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiShark(_mode)=>
_xab = xab >= 0.382 and xab <= 0.875 // 0.446 --> 0.618
_abc = abc >= 0.500 and abc <= 1.000 // 0.618 --> 0.886
_bcd = bcd >= 1.250 and bcd <= 2.618 // 1.618 --> 2.618
_xad = xad >= 0.500 and xad <= 1.250 // 1.130 --> 1.130
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
is5o(_mode)=>
_xab = xab >= 1.13 and xab <= 1.618
_abc = abc >= 1.618 and abc <= 2.24
_bcd = bcd >= 0.5 and bcd <= 0.625 // 0.5
_xad = xad >= 0.0 and xad <= 0.236 // negative?
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isWolf(_mode)=>
_xab = xab >= 1.27 and xab <= 1.618
_abc = abc >= 0 and abc <= 5
_bcd = bcd >= 1.27 and bcd <= 1.618
_xad = xad >= 0.0 and xad <= 5
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isHnS(_mode)=>
_xab = xab >= 2.0 and xab <= 10
_abc = abc >= 0.90 and abc <= 1.1
_bcd = bcd >= 0.236 and bcd <= 0.88
_xad = xad >= 0.90 and xad <= 1.1
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isConTria(_mode)=>
_xab = xab >= 0.382 and xab <= 0.618
_abc = abc >= 0.382 and abc <= 0.618
_bcd = bcd >= 0.382 and bcd <= 0.618
_xad = xad >= 0.236 and xad <= 0.764
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isExpTria(_mode)=>
_xab = xab >= 1.236 and xab <= 1.618
_abc = abc >= 1.000 and abc <= 1.618
_bcd = bcd >= 1.236 and bcd <= 2.000
_xad = xad >= 2.000 and xad <= 2.236
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
// 売りパターンが出現したところに印を表示
plotshape( not showPatterns ? na : isABCD(-1) and not isABCD(-1)［1］, text="\nAB=CD", title='Bear ABCD', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2 )
plotshape( not showPatterns ? na : isBat(-1) and not isBat(-1)［1］, text="Bat", title='Bear Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2 )
plotshape( not showPatterns ? na : isAntiBat(-1) and not isAntiBat(-1)［1］, text="Anti Bat", title='Bear Anti Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2 )
plotshape( not showPatterns ? na : isAltBat(-1) and not isAltBat(-1)［1］, text="Alt Bat", title='Bear Alt Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isButterfly(-1) and not isButterfly(-1)［1］, text="Butterfly", title='Bear Butterfly', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isAntiButterfly(-1) and not isAntiButterfly(-1)［1］, text="Anti Butterfly", title='Bear Anti Butterfly', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isGartley(-1) and not isGartley(-1)［1］, text="Gartley", title='Bear Gartley', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isAntiGartley(-1) and not isAntiGartley(-1)［1］, text="Anti Gartley", title='Bear Anti Gartley', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isCrab(-1) and not isCrab(-1)［1］, text="Crab", title='Bear Crab', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isAntiCrab(-1) and not isAntiCrab(-1)［1］, text="Anti Crab", title='Bear Anti Crab', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isShark(-1) and not isShark(-1)［1］, text="Shark", title='Bear Shark', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isAntiShark(-1) and not isAntiShark(-1)［1］, text="Anti Shark", title='Bear Anti Shark', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : is5o(-1) and not is5o(-1)［1］, text="5-O", title='Bear 5-O', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isWolf(-1) and not isWolf(-1)［1］, text="Wolf Wave", title='Bear Wolf Wave', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isHnS(-1) and not isHnS(-1)［1］, text="Head and Shoulders", title='Bear Head and Shoulders', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isConTria(-1) and not isConTria(-1)［1］, text="Contracting Triangle", title='Bear Contracting triangle', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isExpTria(-1) and not isExpTria(-1)［1］, text="Expanding Triangle", title='Bear Expanding Triangle', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
// 買いパターンが出現したところに印を表示
plotshape( not showPatterns ? na : isABCD(1) and not isABCD(1)［1］, text="AB=CD\n", title='Bull ABCD', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isBat(1) and not isBat(1)［1］, text="Bat", title='Bull Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiBat(1) and not isAntiBat(1)［1］, text="Anti Bat", title='Bull Anti Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAltBat(1) and not isAltBat(1)［1］, text="Alt Bat", title='Bull Alt Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isButterfly(1) and not isButterfly(1)［1］, text="Butterfly", title='Bull Butterfly', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiButterfly(1) and not isAntiButterfly(1)［1］, text="Anti Butterfly", title='Bull Anti Butterfly', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isGartley(1) and not isGartley(1)［1］, text="Gartley", title='Bull Gartley', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiGartley(1) and not isAntiGartley(1)［1］, text="Anti Gartley", title='Bull Anti Gartley', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isCrab(1) and not isCrab(1)［1］, text="Crab", title='Bull Crab', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiCrab(1) and not isAntiCrab(1)［1］, text="Anti Crab", title='Bull Anti Crab', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isShark(1) and not isShark(1)［1］, text="Shark", title='Bull Shark', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiShark(1) and not isAntiShark(1)［1］, text="Anti Shark", title='Bull Anti Shark', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : is5o(1) and not is5o(1)［1］, text="5-O", title='Bull 5-O', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isWolf(1) and not isWolf(1)［1］, text="Wolf Wave", title='Bull Wolf Wave', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isHnS(1) and not isHnS(1)［1］, text="Head and Shoulders", title='Bull Head and Shoulders', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isConTria(1) and not isConTria(1)［1］, text="Contracting Triangle", title='Bull Contracting Triangle', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isExpTria(1) and not isExpTria(1)［1］, text="Expanding Triangle", title='Bull Expanding Triangle', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
//
// 売買のロジック
////
fromY = input( 1900 ,type=input.integer ,minval=1900 ,title="test start year" )
fromM = input( 1 ,type=input.integer ,minval=1 ,maxval=12 ,title="test start month" )
fromD = input( 1 ,type=input.integer ,minval=1 ,maxval=31 ,title="test start date" )
endY = input( 3000 ,type=input.integer ,minval=1900 ,title="test end year" )
endM = input( 1 ,type=input.integer ,minval=1 ,maxval=12 ,title="test end month" )
endD = input( 1 ,type=input.integer ,minval=1 ,maxval=31 ,title="test end date" )
isWork = timestamp( fromY ,fromM ,fromD ,00 ,00 ) <= time and time < timestamp( endY ,endM ,endD ,00 ,00 )
atr = ema( tr ,20 )［1］
float amount = na
//「fib_rangeに対する指定された比率の幅」を返す関数
f_last_fib( _rate ) => d > c ? d - ( fib_range * _rate ) : d + ( fib_range * _rate )
target01_ew_rate = input( defval=0.236 ,title='Target Fib. Rate to use for Entry Window:', type=input.float )
target01_tp_rate = input( defval=0.5 ,title='Target Fib. Rate to use for TP:', type=input.float )
target01_sl_rate = input( defval=-0.618 ,title='Target Fib. Rate to use for SL:', type=input.float )
target01_ew = f_last_fib( target01_ew_rate )
target01_sl = f_last_fib( target01_sl_rate )
buy_patterns_00 = isABCD(1) or isBat(1) or isAltBat(1) or isButterfly(1) or isGartley(1) or isCrab(1) or isShark(1) or is5o(1) or isWolf(1) or isHnS(1) or isConTria(1) or isExpTria(1)
buy_patterns_01 = isAntiBat(1) or isAntiButterfly(1) or isAntiGartley(1) or isAntiCrab(1) or isAntiShark(1)
sel_patterns_00 = isABCD(-1) or isBat(-1) or isAltBat(-1) or isButterfly(-1) or isGartley(-1) or isCrab(-1) or isShark(-1) or is5o(-1) or isWolf(-1) or isHnS(-1) or isConTria(-1) or isExpTria(-1)
sel_patterns_01 = isAntiBat(-1) or isAntiButterfly(-1) or isAntiGartley(-1) or isAntiCrab(-1) or isAntiShark(-1)
range_rate = input( title='Rate to use for ATR filter', type=input.float, defval=1 )
range = abs( close - target01_sl )
if isWork and isNewPivot and range > atr * range_rate
if ( buy_patterns_00 or buy_patterns_01 ) and close <= target01_ew
strategy.entry( 'L1_target01', long=strategy.long, qty=amount, comment='L1' )
strategy.exit( "exit-L1" ,"L1_target01" ,stop=target01_sl ,limit=f_last_fib( target01_tp_rate ) ,comment="exit-L1" )
isNewPivot := false
if ( sel_patterns_00 or sel_patterns_01 ) and close >= target01_ew
strategy.entry( 'S1_target01', long=strategy.short, qty=amount, comment='S1' )
strategy.exit( "exit-S1" ,"S1_target01" ,stop=target01_sl ,limit=f_last_fib( target01_tp_rate ) ,comment="exit-S1" )
isNewPivot := false
＝＝＝＝＝
・日付を指定してテスト期間を制限する機能
・あまりにも小さなZigZagである場合のエントリーを制限する機能
どちらも設定画面から調整することができます。
小さなZigZagの判断にはATRを用いました。
初期値は「１」としていますが、これは、
「損切りまでにとるリスクが
ATRの１倍よりも小さい場合に
エントリーをしない」
ということにしています。
0.5～１くらいがちょうど良いと感じています。
来週月曜日は、
・損切りの損失を資金の１％とする
・レバレッジを考慮した取引量
この２点を実装していきたいと思います。
コーディングにあまり時間を割けないので
進みが遅いですが、気長にお付き合いくださいm(_ _)m
※ コピペする場合は以下の変更を行ってください
［］（全角の角括弧）→（半角の角括弧）
（全角スペース）→（半角スペース）
＝＝＝＝＝
//version=4
strategy( title='ZigZag PA Strategy 勉強中', shorttitle='S', overlay=true, pyramiding=0, initial_capital=100000 )
dev_threshold = input( title="Deviation (%)", type=input.float, defval=0, minval=0, maxval=100 )
depth = input( title="Depth", type=input.integer, defval=6, minval=1, maxval=10 )
//**
//* depth -> length -> zero
//* lengthが最高値・最安値であるかを確認
//* trueならbar_indexと価格を返す
//*
pivots(src, length, isHigh) =>
p = nz(src［length］)
if length == 0
［bar_index, p］
else
isFound = true
for i = 0 to length - 1
if isHigh and src［i］ > p
isFound := false
if not isHigh and src［i］ < p
isFound := false
for i = length + 1 to 2 * length
if isHigh and src［i］ >= p
isFound := false
if not isHigh and src［i］ <= p
isFound := false
if isFound and length * 2 <= bar_index
［bar_index［length］, p］
else
［int(na), float(na)］
［iH, pH］ = pivots( high, floor(depth / 2), true )
［iL, pL］ = pivots( low, floor(depth / 2), false )
// 変化率を算出する関数
calc_dev(base_price, price) =>
100 * (price - base_price) / base_price
// 前回のpivotの情報を格納
var line lineLast = na // lineのid (実際はidではなく識別している何か)
var float pLast = 0 // price
var bool isHighLast = true // High か Low か
var int linesCount = 0
var bool isNewPivot = false
// pivotを確認する関数
pivotFound(dev, isHigh, price) =>
if linesCount == 0
［line(na), isHigh, true］
else
if abs(dev) >= dev_threshold
［line(na), isHigh, true］
else
［line(na), isHighLast, false］
// 描画処理
if not na(pH) and not na(pL) and pH == pL
dev1 = calc_dev(pLast, pH)
［id2, isHigh2, isNew2］ = pivotFound(dev1, true, pH)
if isNew2
linesCount := linesCount + 1
isHighLast := isHigh2
isNewPivot := true
pLast := pH
dev2 = calc_dev(pLast, pL)
［id1, isHigh1, isNew1］ = pivotFound(dev2, false, pL)
if isNew1
linesCount := linesCount + 1
isHighLast := isHigh1
isNewPivot := true
pLast := pL
else
if not na(pH)
dev1 = calc_dev(pLast, pH)
［id, isHigh, isNew］ = pivotFound(dev1, true, pH)
if isNew
linesCount := linesCount + 1
isHighLast := isHigh
isNewPivot := true
pLast := pH
else
if not na(pL)
dev2 = calc_dev(pLast, pL)
［id, isHigh, isNew］ = pivotFound(dev2, false, pL)
if isNew
linesCount := linesCount + 1
isHighLast := isHigh
isNewPivot := true
pLast := pL
// 追加箇所
zigzag = pLast［1］!=pLast ? pLast : na
plot( zigzag ,color=color.red ,linewidth=3 ,title='zigzag' ,offset=-1*floor(depth / 2) )
bgcolor( isHighLast ? color.gray : color.white ,offset=-1*floor(depth / 2) )
// ジグザグが発生したときのジグザグの値を取得
float x = na
float a = na
float b = na
float c = na
float d = na
exist_zigzag = not na( zigzag ) and not isHighLast==isHighLast［1］
repaint = not na( zigzag ) and isHighLast==isHighLast［1］
x := exist_zigzag ? a［1］ : x［1］
a := exist_zigzag ? b［1］ : a［1］
b := exist_zigzag ? c［1］ : b［1］
c := exist_zigzag ? d［1］ : c［1］
d := exist_zigzag ? zigzag
: not repaint ? d［1］
: isHighLast and pLast > pLast［1］ ? zigzag
: not isHighLast and pLast < pLast［1］ ? zigzag
: d［1］
showPatterns = input( true, title='Show Patterns' )
showFib0000 = input( title='Display Fibonacci 0.000:', type=input.bool, defval=true )
showFib0236 = input( title='Display Fibonacci 0.236:', type=input.bool, defval=true )
showFib0382 = input( title='Display Fibonacci 0.382:', type=input.bool, defval=true )
showFib0500 = input( title='Display Fibonacci 0.500:', type=input.bool, defval=true )
showFib0618 = input( title='Display Fibonacci 0.618:', type=input.bool, defval=true )
showFib0764 = input( title='Display Fibonacci 0.764:', type=input.bool, defval=true )
showFib1000 = input( title='Display Fibonacci 1.000:', type=input.bool, defval=true )
fib_range = abs(d-c)
fib_0000 = not showFib0000 ? na : d > c ? d - ( fib_range * 0.000 ) : d + ( fib_range * 0.000 )
fib_0236 = not showFib0236 ? na : d > c ? d - ( fib_range * 0.236 ) : d + ( fib_range * 0.236 )
fib_0382 = not showFib0382 ? na : d > c ? d - ( fib_range * 0.382 ) : d + ( fib_range * 0.382 )
fib_0500 = not showFib0500 ? na : d > c ? d - ( fib_range * 0.500 ) : d + ( fib_range * 0.500 )
fib_0618 = not showFib0618 ? na : d > c ? d - ( fib_range * 0.618 ) : d + ( fib_range * 0.618 )
fib_0764 = not showFib0764 ? na : d > c ? d - ( fib_range * 0.764 ) : d + ( fib_range * 0.764 )
fib_1000 = not showFib1000 ? na : d > c ? d - ( fib_range * 1.000 ) : d + ( fib_range * 1.000 )
plot( title='Fib 0.000', series=fib_0000 ,color=fib_0000 != fib_0000［1］ ? na : color.black ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.236', series=fib_0236 ,color=fib_0236 != fib_0236［1］ ? na : color.red ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.382', series=fib_0382 ,color=fib_0382 != fib_0382［1］ ? na : color.olive ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.500', series=fib_0500 ,color=fib_0500 != fib_0500［1］ ? na : color.lime ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.618', series=fib_0618 ,color=fib_0618 != fib_0618［1］ ? na : color.teal ,offset=-1*floor(depth / 2) )
plot( title='Fib 0.764', series=fib_0764 ,color=fib_0764 != fib_0764［1］ ? na : color.blue ,offset=-1*floor(depth / 2) )
plot( title='Fib 1.000', series=fib_1000 ,color=fib_1000 != fib_1000［1］ ? na : color.black ,offset=-1*floor(depth / 2) )
xab = ( abs( b - a ) / abs( x - a ) )
xad = ( abs( a - d ) / abs( x - a ) )
abc = ( abs( b - c ) / abs( a - b ) )
bcd = ( abs( c - d ) / abs( b - c ) )
// ５つの点の比率からパターンを判断する関数
isBat(_mode)=>
_xab = xab >= 0.382 and xab <= 0.5
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.618 and bcd <= 2.618
_xad = xad <= 0.618 and xad <= 1.000 // 0.886
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiBat(_mode)=>
_xab = xab >= 0.500 and xab <= 0.886 // 0.618
_abc = abc >= 1.000 and abc <= 2.618 // 1.13 --> 2.618
_bcd = bcd >= 1.618 and bcd <= 2.618 // 2.0 --> 2.618
_xad = xad >= 0.886 and xad <= 1.000 // 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAltBat(_mode)=>
_xab = xab <= 0.382
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 2.0 and bcd <= 3.618
_xad = xad <= 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isButterfly(_mode)=>
_xab = xab <= 0.786
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.618 and bcd <= 2.618
_xad = xad >= 1.27 and xad <= 1.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiButterfly(_mode)=>
_xab = xab >= 0.236 and xab <= 0.886 // 0.382 - 0.618
_abc = abc >= 1.130 and abc <= 2.618 // 1.130 - 2.618
_bcd = bcd >= 1.000 and bcd <= 1.382 // 1.27
_xad = xad >= 0.500 and xad <= 0.886 // 0.618 - 0.786
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isABCD(_mode)=>
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.13 and bcd <= 2.618
_abc and _bcd and (_mode == 1 ? d < c : d > c)
isGartley(_mode)=>
_xab = xab >= 0.5 and xab <= 0.618 // 0.618
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.13 and bcd <= 2.618
_xad = xad >= 0.75 and xad <= 0.875 // 0.786
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiGartley(_mode)=>
_xab = xab >= 0.500 and xab <= 0.886 // 0.618 -> 0.786
_abc = abc >= 1.000 and abc <= 2.618 // 1.130 -> 2.618
_bcd = bcd >= 1.500 and bcd <= 5.000 // 1.618
_xad = xad >= 1.000 and xad <= 5.000 // 1.272
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isCrab(_mode)=>
_xab = xab >= 0.500 and xab <= 0.875 // 0.886
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 2.000 and bcd <= 5.000 // 3.618
_xad = xad >= 1.382 and xad <= 5.000 // 1.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiCrab(_mode)=>
_xab = xab >= 0.250 and xab <= 0.500 // 0.276 -> 0.446
_abc = abc >= 1.130 and abc <= 2.618 // 1.130 -> 2.618
_bcd = bcd >= 1.618 and bcd <= 2.618 // 1.618 -> 2.618
_xad = xad >= 0.500 and xad <= 0.750 // 0.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isShark(_mode)=>
_xab = xab >= 0.500 and xab <= 0.875 // 0.5 --> 0.886
_abc = abc >= 1.130 and abc <= 1.618 //
_bcd = bcd >= 1.270 and bcd <= 2.240 //
_xad = xad >= 0.886 and xad <= 1.130 // 0.886 --> 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiShark(_mode)=>
_xab = xab >= 0.382 and xab <= 0.875 // 0.446 --> 0.618
_abc = abc >= 0.500 and abc <= 1.000 // 0.618 --> 0.886
_bcd = bcd >= 1.250 and bcd <= 2.618 // 1.618 --> 2.618
_xad = xad >= 0.500 and xad <= 1.250 // 1.130 --> 1.130
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
is5o(_mode)=>
_xab = xab >= 1.13 and xab <= 1.618
_abc = abc >= 1.618 and abc <= 2.24
_bcd = bcd >= 0.5 and bcd <= 0.625 // 0.5
_xad = xad >= 0.0 and xad <= 0.236 // negative?
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isWolf(_mode)=>
_xab = xab >= 1.27 and xab <= 1.618
_abc = abc >= 0 and abc <= 5
_bcd = bcd >= 1.27 and bcd <= 1.618
_xad = xad >= 0.0 and xad <= 5
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isHnS(_mode)=>
_xab = xab >= 2.0 and xab <= 10
_abc = abc >= 0.90 and abc <= 1.1
_bcd = bcd >= 0.236 and bcd <= 0.88
_xad = xad >= 0.90 and xad <= 1.1
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isConTria(_mode)=>
_xab = xab >= 0.382 and xab <= 0.618
_abc = abc >= 0.382 and abc <= 0.618
_bcd = bcd >= 0.382 and bcd <= 0.618
_xad = xad >= 0.236 and xad <= 0.764
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isExpTria(_mode)=>
_xab = xab >= 1.236 and xab <= 1.618
_abc = abc >= 1.000 and abc <= 1.618
_bcd = bcd >= 1.236 and bcd <= 2.000
_xad = xad >= 2.000 and xad <= 2.236
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
// 売りパターンが出現したところに印を表示
plotshape( not showPatterns ? na : isABCD(-1) and not isABCD(-1)［1］, text="\nAB=CD", title='Bear ABCD', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2 )
plotshape( not showPatterns ? na : isBat(-1) and not isBat(-1)［1］, text="Bat", title='Bear Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2 )
plotshape( not showPatterns ? na : isAntiBat(-1) and not isAntiBat(-1)［1］, text="Anti Bat", title='Bear Anti Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2 )
plotshape( not showPatterns ? na : isAltBat(-1) and not isAltBat(-1)［1］, text="Alt Bat", title='Bear Alt Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isButterfly(-1) and not isButterfly(-1)［1］, text="Butterfly", title='Bear Butterfly', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isAntiButterfly(-1) and not isAntiButterfly(-1)［1］, text="Anti Butterfly", title='Bear Anti Butterfly', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isGartley(-1) and not isGartley(-1)［1］, text="Gartley", title='Bear Gartley', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isAntiGartley(-1) and not isAntiGartley(-1)［1］, text="Anti Gartley", title='Bear Anti Gartley', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isCrab(-1) and not isCrab(-1)［1］, text="Crab", title='Bear Crab', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isAntiCrab(-1) and not isAntiCrab(-1)［1］, text="Anti Crab", title='Bear Anti Crab', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isShark(-1) and not isShark(-1)［1］, text="Shark", title='Bear Shark', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isAntiShark(-1) and not isAntiShark(-1)［1］, text="Anti Shark", title='Bear Anti Shark', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : is5o(-1) and not is5o(-1)［1］, text="5-O", title='Bear 5-O', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isWolf(-1) and not isWolf(-1)［1］, text="Wolf Wave", title='Bear Wolf Wave', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isHnS(-1) and not isHnS(-1)［1］, text="Head and Shoulders", title='Bear Head and Shoulders', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isConTria(-1) and not isConTria(-1)［1］, text="Contracting Triangle", title='Bear Contracting triangle', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
plotshape( not showPatterns ? na : isExpTria(-1) and not isExpTria(-1)［1］, text="Expanding Triangle", title='Bear Expanding Triangle', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0 )
// 買いパターンが出現したところに印を表示
plotshape( not showPatterns ? na : isABCD(1) and not isABCD(1)［1］, text="AB=CD\n", title='Bull ABCD', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isBat(1) and not isBat(1)［1］, text="Bat", title='Bull Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiBat(1) and not isAntiBat(1)［1］, text="Anti Bat", title='Bull Anti Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAltBat(1) and not isAltBat(1)［1］, text="Alt Bat", title='Bull Alt Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isButterfly(1) and not isButterfly(1)［1］, text="Butterfly", title='Bull Butterfly', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiButterfly(1) and not isAntiButterfly(1)［1］, text="Anti Butterfly", title='Bull Anti Butterfly', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isGartley(1) and not isGartley(1)［1］, text="Gartley", title='Bull Gartley', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiGartley(1) and not isAntiGartley(1)［1］, text="Anti Gartley", title='Bull Anti Gartley', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isCrab(1) and not isCrab(1)［1］, text="Crab", title='Bull Crab', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiCrab(1) and not isAntiCrab(1)［1］, text="Anti Crab", title='Bull Anti Crab', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isShark(1) and not isShark(1)［1］, text="Shark", title='Bull Shark', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isAntiShark(1) and not isAntiShark(1)［1］, text="Anti Shark", title='Bull Anti Shark', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : is5o(1) and not is5o(1)［1］, text="5-O", title='Bull 5-O', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isWolf(1) and not isWolf(1)［1］, text="Wolf Wave", title='Bull Wolf Wave', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isHnS(1) and not isHnS(1)［1］, text="Head and Shoulders", title='Bull Head and Shoulders', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isConTria(1) and not isConTria(1)［1］, text="Contracting Triangle", title='Bull Contracting Triangle', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
plotshape( not showPatterns ? na : isExpTria(1) and not isExpTria(1)［1］, text="Expanding Triangle", title='Bull Expanding Triangle', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0 )
//
// 売買のロジック
////
fromY = input( 1900 ,type=input.integer ,minval=1900 ,title="test start year" )
fromM = input( 1 ,type=input.integer ,minval=1 ,maxval=12 ,title="test start month" )
fromD = input( 1 ,type=input.integer ,minval=1 ,maxval=31 ,title="test start date" )
endY = input( 3000 ,type=input.integer ,minval=1900 ,title="test end year" )
endM = input( 1 ,type=input.integer ,minval=1 ,maxval=12 ,title="test end month" )
endD = input( 1 ,type=input.integer ,minval=1 ,maxval=31 ,title="test end date" )
isWork = timestamp( fromY ,fromM ,fromD ,00 ,00 ) <= time and time < timestamp( endY ,endM ,endD ,00 ,00 )
atr = ema( tr ,20 )［1］
float amount = na
//「fib_rangeに対する指定された比率の幅」を返す関数
f_last_fib( _rate ) => d > c ? d - ( fib_range * _rate ) : d + ( fib_range * _rate )
target01_ew_rate = input( defval=0.236 ,title='Target Fib. Rate to use for Entry Window:', type=input.float )
target01_tp_rate = input( defval=0.5 ,title='Target Fib. Rate to use for TP:', type=input.float )
target01_sl_rate = input( defval=-0.618 ,title='Target Fib. Rate to use for SL:', type=input.float )
target01_ew = f_last_fib( target01_ew_rate )
target01_sl = f_last_fib( target01_sl_rate )
buy_patterns_00 = isABCD(1) or isBat(1) or isAltBat(1) or isButterfly(1) or isGartley(1) or isCrab(1) or isShark(1) or is5o(1) or isWolf(1) or isHnS(1) or isConTria(1) or isExpTria(1)
buy_patterns_01 = isAntiBat(1) or isAntiButterfly(1) or isAntiGartley(1) or isAntiCrab(1) or isAntiShark(1)
sel_patterns_00 = isABCD(-1) or isBat(-1) or isAltBat(-1) or isButterfly(-1) or isGartley(-1) or isCrab(-1) or isShark(-1) or is5o(-1) or isWolf(-1) or isHnS(-1) or isConTria(-1) or isExpTria(-1)
sel_patterns_01 = isAntiBat(-1) or isAntiButterfly(-1) or isAntiGartley(-1) or isAntiCrab(-1) or isAntiShark(-1)
range_rate = input( title='Rate to use for ATR filter', type=input.float, defval=1 )
range = abs( close - target01_sl )
if isWork and isNewPivot and range > atr * range_rate
if ( buy_patterns_00 or buy_patterns_01 ) and close <= target01_ew
strategy.entry( 'L1_target01', long=strategy.long, qty=amount, comment='L1' )
strategy.exit( "exit-L1" ,"L1_target01" ,stop=target01_sl ,limit=f_last_fib( target01_tp_rate ) ,comment="exit-L1" )
isNewPivot := false
if ( sel_patterns_00 or sel_patterns_01 ) and close >= target01_ew
strategy.entry( 'S1_target01', long=strategy.short, qty=amount, comment='S1' )
strategy.exit( "exit-S1" ,"S1_target01" ,stop=target01_sl ,limit=f_last_fib( target01_tp_rate ) ,comment="exit-S1" )
isNewPivot := false
＝＝＝＝＝
注释
補足ですが、テスト期間の制限は多くの銘柄で比較する際に非常に重要な機能です。
今回、必要かどうかはわかりませんが、今後のために実装しておきました。
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