# Kama VS HeikinAshi Strategy synapticex

7460 뷰
Simple strategy. It is a combination of Kama , HeikinAshi and ROC .

http://synapticex.com
오픈 소스 스크립트

진정한 TradingView의 정신에 따라, 이 스크립트의 작성자는 스크립트를 오픈소스로 게시했기에 거래자들이 이해하고 확인할 수 있습니다. 작가님께 건배! 스크립트를 무료로 사용할 수 있지만, 게시물에서 이 코드를 재사용하는 것은 하우스룰을 따릅니다. 당신은 스크립트를 차트에 사용하기 위해 그것을 즐겨찾기 할 수 있습니다.

차트에 이 스크립트를 사용하시겠습니까?
```//@version=2
//synapticex.com
kamaPeriod = input(8, minval=1)
ROCLength=input(4, minval=1)

kama(length)=>
volatility = sum(abs(close-close[1]), length)
change = abs(close-close[length-1])
er = iff(volatility != 0, change/volatility, 0)
sc = pow((er*(0.666666-0.064516))+0.064516, 2)
k = nz(k[1])+(sc*(hl2-nz(k[1])))

kamaEntry = security(tickerid,period,kama(kamaPeriod))

plot(kamaEntry, color=gray, title="Kama",transp=0, trackprice=false, style=line)
roc = roc(close, ROCLength)

strategy("Kama VS HeikinAshi", overlay=true, pyramiding=0, calc_on_every_tick=true, calc_on_order_fills=true)

buyEntry =  kamaEntry[0]>kamaEntry[1] and roc[1]<0 and roc >0
sellEntry = kamaEntry[0]<kamaEntry[1] and roc[1]<0 and roc <0

buyExit = kamaEntry<kamaEntry[1] or (roc[1]>0 and roc<0)
sellExit =  kamaEntry>kamaEntry[1] or (roc[1]<0 and roc>0)

strategy.entry("KAMAL", strategy.long, comment="KAMAL")
else

if (sellEntry)
strategy.entry("KAMAS", strategy.short, comment="KAMAS")
else
strategy.close("KAMAS", when=sellExit)
```

## 코멘트

Hi SynapticEx !

Thank you very much again for your script. It looks very profitable. But I'd like to know how to manage fake signals. I mean, on the image below, you'll see, on 1W chart that I have an exit signal that closed my trade but the week hasn't ended yet. So it could change until the end of the week.

http://mirandole.top/files/images/capture-TV-kama-for-synapticex.png

Best regards,
Mirandole
응답
just fyi, and not a criticism of your work, but any strategy that uses HA isn't tradable because it uses future data. The results of this test speak to this. There are no strategies I've ever seen with an 18x pf. Whenever you get extremely high PF in a backtest, its almost a certainty that the reason is due to using future data that couldn't have been known at the time the supposed signal was hypothetically taken. The way HA bars calculate OHLC requires data that is from the future.