[STRATEGY][RS]HA Swing V0
EXPERIMENTAL:
Heiken Ashi swing strategy.
Heiken Ashi swing strategy.
评论:
Note: results are curve fitted, the higher timeframe heikken ashi obfuscates the losses.
//@version=2
strategy(title='[STRATEGY][RS]HA Swing V0', shorttitle='RS', overlay=true, pyramiding=0, initial_capital=100000, currency=currency.USD)
tf = input('15')
trade_size = input(10000)
r = heikenashi(tickerid)
ro = security(r, tf, open)
rc = security(r, tf, close)
plot(ro, color=gray)
plot(rc, color=black)
sel_entry = rc < ro
//sel_close = high > ro
buy_entry = rc > ro
//buy_close = low < ro
strategy.entry('sell', long=strategy.short, qty=trade_size, comment='sell', when=sel_entry)
//strategy.close('sell', when=sel_close)
strategy.entry('buy', long=strategy.long, qty=trade_size, comment='buy', when=buy_entry)
//strategy.close('buy', when=buy_close)