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")
//======================================================================

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التعليقات

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
الصفحة الرئيسية منصة الأسهم منصًة العملات منصّة العملات الرقمية جدول الأعمال الاقتصادي كيف تعمل مميزات الرسم البياني أسعار العضوية إحالة صديق قوانين الموقع مركز المساعدة حلول المواقع الإلكترونية والوسطاء الأدوات حلول الرسوم البيانية مكتبة الرسوم البيانية صغيرة الحجم المدوّنة والأخبار تويتر
ملف التعريف إعدادات الصفحة الشخصية الحساب وإعداد الفواتير إحالة صديق تذاكر الدعم الخاصة بي مركز المساعدة التحاليل المنشورة المتابعين تُتابع رسالة خاصة المحادثة تسجيل الخروج