synapticEx

Kama VS HeikinAshi Strategy synapticex

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

http://synapticex.com
즐겨찾기 스크립트에서 빼기 즐겨찾기 스크립트에 넣기
//@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)

if (buyEntry)
    strategy.entry("KAMAL", strategy.long, comment="KAMAL")
else
    strategy.close("KAMAL", when=buyExit)

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.

reference - http://ninjatrader.com/support/forum/showthread.php?t=21977
응답
synapticEx SPYderCrusher
Infact you should not trade it as it is. By now it is only an idea and it lacks basic things like risk management, volume analisys or time filters; futhermore it doesn't account for spread and rollover ir.
You can try to do a forward test on live data using 1h/15m/5m charts. The entry doesn't have to be on the close of the current bar, even if I did use the "close" source I was thinking about the actual price.
I think it is better than the moving average cross or just than playing hashi by itself. Trading it manually could be the right compromise, so you can choose the signals based on your sentiment but always following the current momentum and direction.
응답
synapticEx SPYderCrusher
Here is the original template https://www.tradingview.com/chart/EjdG4VNz/
응답
Buzzsaw SPYderCrusher
HA isn't clairvoyant and use data that doesn't exist.
응답
홈으로 스탁 스크리너 포렉스 스크리너 크립토 스크리너 이코노믹 캘린더 사용안내 차트 특징 프라이싱 프렌드 리퍼하기 하우스룰(내부규정) 헬프 센터 웹사이트 & 브로커 솔루션 위젯 차팅 솔루션 라이트웨이트 차팅 라이브러리 블로그 & 뉴스 트위터
프로화일 프로화일설정 계정 및 빌링 프렌드 리퍼하기 나의 서포트 티켓 헬프 센터 공개아이디어 팔로어 팔로잉 비밀메시지 채팅 로그아웃