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c2 AdaptiveMovingHullStrategy

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Katiyar Rahul
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29 views2 pages

c2 AdaptiveMovingHullStrategy

Uploaded by

Katiyar Rahul
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as TXT, PDF, TXT or read online on Scribd
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// This source code is subject to the terms of the Mozilla Public License 2.

0 at
https://mozilla.org/MPL/2.0/
// 2020 © io72signals

//@version=4
strategy("72s: Adaptive Hull Moving Average+", shorttitle="72s: Adaptive HMA+",
overlay=true)

//Optional Inputs
charger = input("Volatility", title="Choose which charger to adapt to:",
options=["Volatility", "Volume"])
src = input(close, title="Source:")
minLength = input(172, title="Minimum period:")
maxLength = input(233, title="Maximum period:")
adaptPct = input(3.141, minval = 0, maxval = 100, title="Adapting
Percentage:") / 100.0

//Source to adapt to
highVolatility = atr(13) > atr(40) //Volatility Meter.
Change it to match to your strat/pair/tf if needs.

rsivol = rsi(volume,14) //RSI Volume Osc:


osc = hma(rsivol,10) //Basically it's almost
the same as: vol > ma(volume,20)
volBreak = osc > 49 //but smoothed using
weight to filter noise or catch earlier signs.

//Dynamics
var float dynamicLen = avg(minLength,maxLength)
plugged = charger=="Volume"? volBreak : highVolatility
dynamicLen := iff(plugged, max(minLength, dynamicLen * (1 - adaptPct)),
min(maxLength, dynamicLen * (1 + adaptPct)))

//Slope calculation to determine whether market is in trend, or in consolidation or


choppy, or might about to change current trend
slope_period = 34, range = 25, pi = atan(1) * 4
highestHigh = highest(slope_period), lowestLow = lowest(slope_period)
slope_range = range / (highestHigh - lowestLow) * lowestLow
calcslope(_ma)=>
dt = (_ma[2] - _ma) / src * slope_range
c = sqrt(1 + dt * dt)
xAngle = round(180 * acos(1 / c) / pi)
maAngle = iff(dt > 0, -xAngle, xAngle)
maAngle

//MA coloring to mark market dynamics


flat = input(9, title="Consolidation area threshold:")
dynColor(_ma,_col1a,_col1b, _col2a, _col2b, _col0) =>
slope = calcslope(_ma)
slope >= flat ? plugged? _col1a : _col1b :
slope < flat and slope > -flat ? _col0 :
slope <= -flat ? plugged? _col2a : _col2b : _col0

//Adaptive HMA
xhma(_src,_length) => _return = wma(2 * wma(_src, _length / 2) - wma(_src,
_length), int(sqrt(_length)))
dynamicHMA = xhma(close,int(dynamicLen))

//Plot
plot(dynamicHMA, "Dynamic HMA", dynColor(dynamicHMA, #6fbf73, #c0f5ae, #eb4d5c,
#f2b1d4, color.yellow), 3)

// Comparative study
// staticHMA = hma(close, 200)
// plot(staticHMA, "Static HMA")
// plotchar(dynamicLen, "dynamicLength", "", location.top) //check output the
calculated Dynamic Length in the Data Window.

//Backgroud coloring
useBg = input(true, title="Background color to differentiate movement")
notgreat = calcslope(dynamicHMA) < flat and calcslope(dynamicHMA) > -flat
bgcolor(useBg? plugged? na : notgreat? #757779: #afb4b9 : na)

//Alerts
alertcondition(highVolatility and not notgreat, "72s: Volatility Meter", "Market is
on the move")
alertcondition(volBreak[1] and volBreak and not notgreat, "72s: Volume Break",
"Volume has just break above average")

// Trading Logic

// USAGE:
// Very very nice BUY entry to catch big up-movement if:
// 1. Price is above MA. (It is best when price is also not to far distance from
the MA, or you can also use distance oscillator to help out too)
// 2. HMA's color is in darker green. Means it's on the charging plug with your
chosen aspect.
// 3. RSI is above 50. This is to help as additional confirmation.

// Clear SELL entry signal is same as above, just the opposite.


rsi = rsi(close, 14)
buyEntry = crossover(((close > dynamicHMA) and (dynColor(dynamicHMA, #6fbf73,
#c0f5ae, #eb4d5c, #f2b1d4, color.yellow) == #6fbf73) and rsi > 50) ? 1 : 0, 0)
sellEntry = crossover(((close < dynamicHMA) and (dynColor(dynamicHMA, #6fbf73,
#c0f5ae, #eb4d5c, #f2b1d4, color.yellow) == #eb4d5c) and rsi < 50) ? 1 : 0, 0)

plotarrow(buyEntry ? 1 : 0)
plotarrow(sellEntry ? -1 : 0)
strategy.entry("Go Long", strategy.long, when=buyEntry)
strategy.entry("Go Short", strategy.short, when=sellEntry)

strategy.close("Go Long", when=crossunder(rsi, 70) )


strategy.close("Go Short", when=crossover(rsi, 30) )

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