OPEN-SOURCE SCRIPT

P2-V2 - BTC Strategy

已更新

P2-V2 also known as Penner2.0 began with a TEMA and MA cross on Heiken Ashi, a strategy brought to us by a group of crypto traders. Since then we've added a few more indicators and played around with the rules.

This is an early release as I have yet to go through the full automation aspect, however, I know some of you would like to see where it's at.

If you'd like to learn how to automate a full strategy using the Chrome Extension, go to the linked idea for a eurusd setup.

注释

Alert Script:

//version=2
study("P2-V2", shorttitle="Alerts", overlay=false)

//Heiken Ashi Candles
Factor = 3
Pd = 7
isHA = input(true, "HA Candles", bool)

data = isHA ? heikenashi(tickerid) : tickerid

o = security(data, period, open)
h = security(data, period, high)
l = security(data, period, low)
c = security(data, period, close)

//Triple EMA
temaLength = input(15, minval=1)
ema1 = ema(c, temaLength)
ema2 = ema(ema1, temaLength)
ema3 = ema(ema2, temaLength)
tema = 3 * (ema1 - ema2) + ema3

//Moving Average
smaLength = input(7, minval=1)
sma = sma(c, smaLength)

//RSI
src = c
rsiLength = input(4, minval=1, title="Length")

up = rma(max(change(src), 0), rsiLength)
down = rma(-min(change(src), 0), rsiLength)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))

rsin= input(9)
sn = 100 - rsin
ln = 0 + rsin

//Strategy
gc = c > o ? 1 : 0
rc = c < o ? 1 : 0
long = crossover(tema[2], sma[2]) and gc[1] == 1 and gc == 1 and rsi > sn
short = crossunder(tema[2], sma[2]) and rc[1] == 1 and rc == 1 and rsi < ln

plot(long, "long", color=green)
plot(short, "short", color=red)

注释

The above alert script did not copy/paste properly and is getting an error, to avoid clutter, just replace the bottom section @ //Strategy

//Strategy
gc = c > o ? 1 : 0
rc = c < o ? 1 : 0
long = crossover(tema[2], sma[2]) and gc[1] == 1 and gc == 1 and rsi > sn
short = crossunder(tema[2], sma[2]) and rc[1] == 1 and rc == 1 and rsi < ln

plot(long, "long", color=green)
plot(short, "short", color=red)

注释

Let's try this again...

//Strategy
gc = c > o ? 1 : 0
rc = c < o ? 1 : 0
long = crossover(tema[2], sma[2]) and gc[1] == 1 and gc == 1 and rsi > sn
short = crossunder(tema[2], sma[2]) and rc[1] == 1 and rc == 1 and rsi < ln

plot(long, "long", color=green)
plot(short, "short", color=red)

注释

Apologies for all the updates, not sure why pasting that section in here becomes corrupt, so instead I simply published the alert script here:

注释

All orders are now being tracked in a Google Sheet for public viewing.

Since: 08/12/2014 07:00:00
Net Profit = $644.58 in BTC value

Link for tracked statistics here:
bit.ly/1SMvGVu

注释

To avoid repainting, this code needs to be adjusted. Results actually improve once the issue is corrected.
On line 11 - 14 you'll see this...
o = security(data, period, open)
h = security(data, period, high)
l = security(data, period, low)
c = security(data, period, close)

we need to actually use the previous candle to avoid repainting, so just add a 1 candle look back.
square brackets 1 after the words "open, high, low, close"

TV does not let me paste the brackets, but you can see on line 12-16 of this strategy here what is needed.