Name
AK-MACD-BB-INDICATOR-V-100
Author
ChaoZhang
Strategy Description
backtest
Strategy Arguments
| Argument | Default | Description |
|---|---|---|
| v_input_1 | 10 | BB Periods |
| v_input_2 | true | Deviations |
| v_input_3 | 12 | fastLength |
| v_input_4 | 26 | slowLength |
| v_input_5 | 9 | signalLength |
Source (PineScript)
/*backtest
start: 2022-04-30 00:00:00
end: 2022-05-29 23:59:00
period: 45m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//AK MACD BB
//created by Algokid , February 24,2015
//@version=4
study("AK MACD BB v 1.00")
length = input(10, minval=1, title="BB Periods")
dev = input(1, minval=0.0001, title="Deviations")
//MACD
fastLength = input(12, minval=1)
slowLength=input(26,minval=1)
signalLength=input(9,minval=1)
fastMA = ema(close, fastLength)
slowMA = ema(close, slowLength)
macd = fastMA - slowMA
//BollingerBands
Std = stdev(macd, length)
Upper = (Std * dev + (sma(macd, length)))
Lower = ((sma(macd, length)) - (Std * dev))
Band1 = plot(Upper, color=gray, style=line, linewidth=2,title="Upper Band")
Band2 = plot(Lower, color=gray, style=line, linewidth=2,title="lower Band")
fill(Band1, Band2, color=blue, transp=75,title="Fill")
mc = macd >= Upper ? lime:red
// Indicator
plot(macd, color=mc, style =circles,linewidth = 3)
zeroline = 0
plot(zeroline,color= orange,linewidth= 2,title="Zeroline")
//buy
barcolor(macd >Upper ? yellow:na)
//short
barcolor(macd <Lower ? aqua:na)
//needs improvments
if macd >Upper
strategy.entry("Enter Long", strategy.long)
else if macd <Lower
strategy.entry("Enter Short", strategy.short)
Detail
https://www.fmz.com/strategy/366943
Last Modified
2022-05-31 19:05:37