vdubus

Vdub Retro Renko / Strategy

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Vdub Retro Renko / TESTING /
under chart settings set Renko ATR = 1-3

Having slight problem with original settings to the Renko chart
Renko D chart ATR= 1 = Candle stick chart = 1wk
إزالة من البرامج النصية المفضلة أضف إلى البرامج النصية المفضلة
//vdub spike - Mod for Renko Bar charts
//Set in chart settings, set ATR Length to =1
//original/Modified RS]Renko Stop and Go V1 / By RicardoSantos
study(shorttitle="vdub Retro Renko", title="vdub Retro Renko", overlay=true)

decay = input(1, type=float) * syminfo.mintick
detection = input(1)
smooth = input(2)
hh = highest(detection)
ll = lowest(detection)

rprice = round(close/decay)*decay
predosc = nz(dosc[1], rprice)
dosc = hh > predosc + decay and hh+decay < predosc + decay ? predosc + decay :
        hh > predosc + decay and hh+decay > predosc + decay ? rprice :
        ll < predosc - decay and ll-decay > predosc - decay ? predosc - decay :
        ll < predosc - decay and ll-decay < predosc - decay ? rprice : predosc

///////////////
//bricksize = input(100) * syminfo.mintick
smoothprice = sma(close, smooth)

ropen = dosc

direction = ropen > ropen[1] ? 1 : ropen < ropen[1] ? -1 : nz(direction[1])

//rc = direction == 1 ? green : direction == -1 ? maroon : na

//plot(signal, style=circles, color=rc, linewidth=3, join=true)
//p00 = plot(ropen, style=cross, color=rc, linewidth=3)

rma = sma(ropen, input(5))
p0 = plot(rma, color=black, linewidth=2)

signal = cross(smoothprice, rma) ? rma : na
signalcolor = close > rma ? green : close < rma ? maroon : na
plot(signal, color=signalcolor, style=circles, linewidth=4)

topfill = plot(max(smoothprice, rma))
botfill = plot(min(smoothprice, rma))
fill(p0, topfill, color=green, transp=75)
fill(p0, botfill, color=maroon, transp=75)
//fill(p00, p01, color=gray, transp=75)
//signal = cross(smoothprice, ropen) and direction == 1 ? green :
//        cross(smoothprice, ropen) and direction == -1 ? maroon : na
//bgcolor(signal ? signalcolor : na, transp=70)

//====================================================

//BB-Mod
length = input(2, minval=2)
src = input(ohlc4, title="Source")
mult = input(3.0, minval=0.001, maxval=50)
basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev
//plot(basis, color=red)
p1 = plot(upper, color=green)
p2 = plot(lower, color=red)
fill(p1, p2)

//======================================================================

//Hull MA's Set Inputs:
show_hma = input(true, title="Display Hull MA Set:")
hma_src = input(close, title="Hull MA's Source:")
hma_base_length = input(9, minval=1, title="Hull MA's Base Length:")
hma_length_scalar = input(1, minval=0, title="Hull MA's Length Scalar:")
//  Hull MA Function:
hullma(src, length)=>wma(2*wma(src, length/2)-wma(src, length), round(sqrt(length)))
//=============Hull MA 9..15==============================
plot(not show_hma ? na : hullma(hma_src, hma_base_length)                    , color=black, linewidth=3, title="Hull MA:")
//===============================================

//============================Ichomku cloud
//- if possible just the cloud it self & conversion period
show_cloud = input(true, title="Display Ichimoku Cloud:")
conversionPeriods = input(34, minval=1)
basePeriods = input(26, minval=1)
laggingSpan2Periods = input(52, minval=1)
displacement = input(26, minval=1)

donchian(len) => avg(lowest(len), highest(len))

conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Periods)

plot(not show_cloud ? na : conversionLine, color=blue,linewidth=2, style=line, title="Mid line resistance levels")
//plot(baseLine, color=red, title="Base Line")
//plot(close, offset = -displacement, color=green, title="Lagging Span")

p3 = plot(not show_cloud ? na : leadLine1, offset = displacement, color=green, title="Lead 1")
p4 = plot(not show_cloud ? na : leadLine2, offset = displacement, color=red, title="Lead 2")
fill(p3, p4)

//===============================Pivot channel==========================
// Needs to be external not internal of channel ?
//length1 = input(20, minval=1, title="Upper Channel")
//length2 = input(20, minval=1, title="Lower Channel")
 
//upper1 = highest(length1)
//lower1 = lowest(length2)
//basis1 = avg(upper, lower)
 
//l = plot(lower, style=circles, linewidth=2, color=fuchsia, title="lower")
//u = plot(upper, style=circles, linewidth=2, color=fuchsia, title="upper")
//======================================================================

التحليلات ذات الصلة

Thanks for posting this ..
- Is this backtested and what instruments does it perform well on? I couldn't find a good platform to accurately backtest Renko strategies - requires Renko bricks with true open prices and wicks for accurate results.
- Also, while the title says Donchian, it's using several rules including MA-cross, BB, Hull - is there a text description of entry/exit rules?
رد
vdubus kiran24
Sorry no im unable to test any renko indicator as my subscription isn't high enough. You may also like this one
+8 رد
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