LunaOwl

[LunaOwl] 超級趨勢2 (SuperTrend2)

It is very similar to the previous version. I changed the function from study to a strategy, and added the Average true range to RMA again.
I don't know the academic suitability, but using this strategy to trade the Altcoins market may have a good effect.
refer to Binance for 0.1% of fees, starting from Q4 2017.

跟以前的版本變化不大,我將腳本函數從"study"更改為"strategy",然後將平均真實範圍再次用遞迴平均線均化數值。
不知道學術上的適不適合這麼做...但是,直到目前交易小幣現貨市場,效果還算不錯,用用看。
交易手續費參考幣安小幣,0.1%,從2017年第四季開始測。

Updated:
--1. use RMA to reduce ATR noise.
--2. for the highly volatile Altcions market, strategy should focus on reducing noise.
--3. the Street commonly used alpha filtering for Random Walk.
--4. compared to other MAs, the performance is not outstanding, but the advantage is stability.
--5. I choose the 4H time frame to test the Altcoins (ex: ETH).

稍做更新:
--1.平均真實區間利用了遞迴均線減少雜訊
--2.針對高波動率的小幣市場,中期順勢策略應該以減少雜訊為重點
--3.研究國外交易策略後,它們常用平滑因子過濾隨機走勢
--4.績效上和其它平均法比較並沒有突出,但優點是參數變動穩定性
--5.我選擇四小時線回測小幣市場,並且選擇經歷過牛熊市的以太坊

The purpose of publishing Chinese Scripts is to make Pine close to more Chinese user.
發布中文腳本的目的,是希望可以讓 Pine 親近更多中文圈的使用者。

Release Notes: 回測版本的 mult 原設定的值是2.618,可以自己拿來調整參數,建議 4 小時線以上,低於 1 小時交易費用太高都不合成本。
Release Notes: 進行回測日期範圍與整潔度的調整。
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Want to use this script on a chart?

Kommentarer

hope you're doing well, and will share great ideas with us later.
+1 Svara
感谢中文作者对开源脚本的贡献!
+1 Svara
中文的策略。哇塞。赞一个
Svara
我刚学不久,这段代码我有的地方不是很理解,不知道能不能请教你一下
Svara
建议改成一版的样板才方便设置预警。
Svara
KUMIKUMI Cotton_and_Silk
現在策略也能設。
Svara
@KUMIKUMI, I see now.
Svara
原作者@Yo_adriiiiaan


改翻請說明出處!
Svara
LunaOwl superbinge
謝謝提醒喔,但是你放錯篇了,那篇的追蹤止損(Trailing Stop)是用 iff 句,寫法不一樣好麼。
我的參考源是編程交流網站『stackoverflow』的教學文章〈How is this ATR indicator able to avoid repainting even with security function?〉(翻譯:即便有寫安全函式,又怎樣才能避免ATR重繪製?)
),在學習Pine語言的時候,我會去的網站之一,是這個才對。網址如下。https://stackoverflow.com/questions/58277564/how-is-this-atr-indicator-able-to-avoid-repainting-even-with-security-function
+1 Svara
怎样设置预警
Svara
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