Security関数なしで、上位足のZigZagを表示する
Diupdate
バックテストをする上で、
Security関数は使わないようにしています。
理由はいくつかあります。
・Pythonで再現するのに不都合がある
（"なし" で作成しておいた方がPythonに書き換えやすい）
・予期しない挙動が起こることがある
（先物の週明けに上位足の価格が正常に取得できない等）
しかし、やはりコードは長くなります。
※ コピペする場合は以下の変更を行ってください
［］（全角の角括弧）→（半角の角括弧）
（全角スペース）→（半角スペース）
＝＝＝＝＝
//version=4
strategy( title='ZigZag PA Strategy 勉強中', shorttitle='S', overlay=true, pyramiding=0, initial_capital=100000 )
altTimeframe = input( title="Alt Timeframe" ,defval='60' )
is_open = change( time( altTimeframe ) ) != 0
bgcolor( is_open ? color.gray : color.white ,title='aot timeframe open' )
// 上位足の高値を過去2本分保有しておく
float cnt02_high = na
float cnt01_high = na
float cnt00_high = na
cnt02_high := is_open ? cnt01_high［1］ : cnt02_high［1］
cnt01_high := is_open ? cnt00_high［1］ : cnt01_high［1］
cnt00_high := is_open ? high : high > cnt00_high［1］ ? high : cnt00_high［1］
// plot( cnt02_high ,color=color.color.red )
// plot( cnt01_high ,color=color.color.red )
// plot( cnt00_high ,color=color.color.red )
// 上位足の安値を過去2本分保有しておく
float cnt02_low = na
float cnt01_low = na
float cnt00_low = na
cnt02_low := is_open ? cnt01_low［1］ : cnt02_low［1］
cnt01_low := is_open ? cnt00_low［1］ : cnt01_low［1］
cnt00_low := is_open ? low : low < cnt00_low［1］ ? low : cnt00_low［1］
// plot( cnt02_low )
// plot( cnt01_low )
// plot( cnt00_low )
// 上位足の始値を過去2本分保有しておく
float cnt02_open = na
float cnt01_open = na
float cnt00_open = na
cnt02_open := is_open ? cnt01_open［1］ : cnt02_open［1］
cnt01_open := is_open ? cnt00_open［1］ : cnt01_open［1］
cnt00_open := is_open ? open : cnt00_open［1］
// 上位足の終値を過去2本分保有しておく
float cnt02_close = na
float cnt01_close = na
cnt02_close := is_open ? cnt01_close［1］ : cnt02_close［1］
cnt01_close := is_open ? close［1］ : cnt01_close［1］
// zigzagを確認
isUp_02 = cnt02_close >= cnt02_open
isUp_01 = cnt01_close >= cnt01_open
isDown_02 = cnt02_close <= cnt02_open
isDown_01 = cnt01_close <= cnt01_open
int direction_02 = na
int direction_01 = na
direction_02 := is_open ? direction_01［1］ : direction_02［1］
direction_01 := not is_open ? direction_01［1］ : isUp_02 and isDown_01 ? -1
: isDown_02 and isUp_01 ? 1
: direction_01［1］
zigzag = not is_open ? na : isUp_02 and isDown_01 and direction_02 != -1 ? max( cnt01_high ,cnt02_high )
: isDown_02 and isUp_01 and direction_02 != 1 ? min( cnt01_low ,cnt02_low )
: na
plot( zigzag ,color=color.red ,linewidth=3 ,title='zigzag' )
// ジグザグが発生したときのジグザグの値を取得
float x = na
float a = na
float b = na
float c = na
float d = na
exist_zigzag = not na( zigzag )
x := exist_zigzag ? a［1］ : x［1］
a := exist_zigzag ? b［1］ : a［1］
b := exist_zigzag ? c［1］ : b［1］
c := exist_zigzag ? d［1］ : c［1］
d := exist_zigzag ? zigzag : d［1］
showPatterns = input( true, title='Show Patterns' )
showFib0000 = input( title='Display Fibonacci 0.000:', type=input.bool, defval=true )
showFib0236 = input( title='Display Fibonacci 0.236:', type=input.bool, defval=true )
showFib0382 = input( title='Display Fibonacci 0.382:', type=input.bool, defval=true )
showFib0500 = input( title='Display Fibonacci 0.500:', type=input.bool, defval=true )
showFib0618 = input( title='Display Fibonacci 0.618:', type=input.bool, defval=true )
showFib0764 = input( title='Display Fibonacci 0.764:', type=input.bool, defval=true )
showFib1000 = input( title='Display Fibonacci 1.000:', type=input.bool, defval=true )
fib_range = abs(d-c)
fib_0000 = not showFib0000 ? na : d > c ? d-(fib_range*0.000):d+(fib_range*0.000)
fib_0236 = not showFib0236 ? na : d > c ? d-(fib_range*0.236):d+(fib_range*0.236)
fib_0382 = not showFib0382 ? na : d > c ? d-(fib_range*0.382):d+(fib_range*0.382)
fib_0500 = not showFib0500 ? na : d > c ? d-(fib_range*0.500):d+(fib_range*0.500)
fib_0618 = not showFib0618 ? na : d > c ? d-(fib_range*0.618):d+(fib_range*0.618)
fib_0764 = not showFib0764 ? na : d > c ? d-(fib_range*0.764):d+(fib_range*0.764)
fib_1000 = not showFib1000 ? na : d > c ? d-(fib_range*1.000):d+(fib_range*1.000)
plot(title='Fib 0.000', series=fib_0000 ,color=fib_0000 != fib_0000［1］ ? na : color.black)
plot(title='Fib 0.236', series=fib_0236 ,color=fib_0236 != fib_0236［1］ ? na : color.red)
plot(title='Fib 0.382', series=fib_0382 ,color=fib_0382 != fib_0382［1］ ? na : color.olive)
plot(title='Fib 0.500', series=fib_0500 ,color=fib_0500 != fib_0500［1］ ? na : color.lime)
plot(title='Fib 0.618', series=fib_0618 ,color=fib_0618 != fib_0618［1］ ? na : color.teal)
plot(title='Fib 0.764', series=fib_0764 ,color=fib_0764 != fib_0764［1］ ? na : color.blue)
plot(title='Fib 1.000', series=fib_1000 ,color=fib_1000 != fib_1000［1］ ? na : color.black)
xab = ( abs( b - a ) / abs( x - a ) )
xad = ( abs( a - d ) / abs( x - a ) )
abc = ( abs( b - c ) / abs( a - b ) )
bcd = ( abs( c - d ) / abs( b - c ) )
// ５つの点の比率からパターンを判断する関数
isBat(_mode)=>
_xab = xab >= 0.382 and xab <= 0.5
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.618 and bcd <= 2.618
_xad = xad <= 0.618 and xad <= 1.000 // 0.886
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiBat(_mode)=>
_xab = xab >= 0.500 and xab <= 0.886 // 0.618
_abc = abc >= 1.000 and abc <= 2.618 // 1.13 --> 2.618
_bcd = bcd >= 1.618 and bcd <= 2.618 // 2.0 --> 2.618
_xad = xad >= 0.886 and xad <= 1.000 // 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAltBat(_mode)=>
_xab = xab <= 0.382
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 2.0 and bcd <= 3.618
_xad = xad <= 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isButterfly(_mode)=>
_xab = xab <= 0.786
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.618 and bcd <= 2.618
_xad = xad >= 1.27 and xad <= 1.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiButterfly(_mode)=>
_xab = xab >= 0.236 and xab <= 0.886 // 0.382 - 0.618
_abc = abc >= 1.130 and abc <= 2.618 // 1.130 - 2.618
_bcd = bcd >= 1.000 and bcd <= 1.382 // 1.27
_xad = xad >= 0.500 and xad <= 0.886 // 0.618 - 0.786
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isABCD(_mode)=>
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.13 and bcd <= 2.618
_abc and _bcd and (_mode == 1 ? d < c : d > c)
isGartley(_mode)=>
_xab = xab >= 0.5 and xab <= 0.618 // 0.618
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.13 and bcd <= 2.618
_xad = xad >= 0.75 and xad <= 0.875 // 0.786
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiGartley(_mode)=>
_xab = xab >= 0.500 and xab <= 0.886 // 0.618 -> 0.786
_abc = abc >= 1.000 and abc <= 2.618 // 1.130 -> 2.618
_bcd = bcd >= 1.500 and bcd <= 5.000 // 1.618
_xad = xad >= 1.000 and xad <= 5.000 // 1.272
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isCrab(_mode)=>
_xab = xab >= 0.500 and xab <= 0.875 // 0.886
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 2.000 and bcd <= 5.000 // 3.618
_xad = xad >= 1.382 and xad <= 5.000 // 1.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiCrab(_mode)=>
_xab = xab >= 0.250 and xab <= 0.500 // 0.276 -> 0.446
_abc = abc >= 1.130 and abc <= 2.618 // 1.130 -> 2.618
_bcd = bcd >= 1.618 and bcd <= 2.618 // 1.618 -> 2.618
_xad = xad >= 0.500 and xad <= 0.750 // 0.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isShark(_mode)=>
_xab = xab >= 0.500 and xab <= 0.875 // 0.5 --> 0.886
_abc = abc >= 1.130 and abc <= 1.618 //
_bcd = bcd >= 1.270 and bcd <= 2.240 //
_xad = xad >= 0.886 and xad <= 1.130 // 0.886 --> 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiShark(_mode)=>
_xab = xab >= 0.382 and xab <= 0.875 // 0.446 --> 0.618
_abc = abc >= 0.500 and abc <= 1.000 // 0.618 --> 0.886
_bcd = bcd >= 1.250 and bcd <= 2.618 // 1.618 --> 2.618
_xad = xad >= 0.500 and xad <= 1.250 // 1.130 --> 1.130
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
is5o(_mode)=>
_xab = xab >= 1.13 and xab <= 1.618
_abc = abc >= 1.618 and abc <= 2.24
_bcd = bcd >= 0.5 and bcd <= 0.625 // 0.5
_xad = xad >= 0.0 and xad <= 0.236 // negative?
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isWolf(_mode)=>
_xab = xab >= 1.27 and xab <= 1.618
_abc = abc >= 0 and abc <= 5
_bcd = bcd >= 1.27 and bcd <= 1.618
_xad = xad >= 0.0 and xad <= 5
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isHnS(_mode)=>
_xab = xab >= 2.0 and xab <= 10
_abc = abc >= 0.90 and abc <= 1.1
_bcd = bcd >= 0.236 and bcd <= 0.88
_xad = xad >= 0.90 and xad <= 1.1
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isConTria(_mode)=>
_xab = xab >= 0.382 and xab <= 0.618
_abc = abc >= 0.382 and abc <= 0.618
_bcd = bcd >= 0.382 and bcd <= 0.618
_xad = xad >= 0.236 and xad <= 0.764
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isExpTria(_mode)=>
_xab = xab >= 1.236 and xab <= 1.618
_abc = abc >= 1.000 and abc <= 1.618
_bcd = bcd >= 1.236 and bcd <= 2.000
_xad = xad >= 2.000 and xad <= 2.236
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
// 売りパターンが出現したところに印を表示
plotshape(not showPatterns ? na : isABCD(-1) and not isABCD(-1)［1］, text="\nAB=CD", title='Bear ABCD', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isBat(-1) and not isBat(-1)［1］, text="Bat", title='Bear Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isAntiBat(-1) and not isAntiBat(-1)［1］, text="Anti Bat", title='Bear Anti Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isAltBat(-1) and not isAltBat(-1)［1］, text="Alt Bat", title='Bear Alt Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isButterfly(-1) and not isButterfly(-1)［1］, text="Butterfly", title='Bear Butterfly', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiButterfly(-1) and not isAntiButterfly(-1)［1］, text="Anti Butterfly", title='Bear Anti Butterfly', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isGartley(-1) and not isGartley(-1)［1］, text="Gartley", title='Bear Gartley', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiGartley(-1) and not isAntiGartley(-1)［1］, text="Anti Gartley", title='Bear Anti Gartley', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isCrab(-1) and not isCrab(-1)［1］, text="Crab", title='Bear Crab', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiCrab(-1) and not isAntiCrab(-1)［1］, text="Anti Crab", title='Bear Anti Crab', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isShark(-1) and not isShark(-1)［1］, text="Shark", title='Bear Shark', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiShark(-1) and not isAntiShark(-1)［1］, text="Anti Shark", title='Bear Anti Shark', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : is5o(-1) and not is5o(-1)［1］, text="5-O", title='Bear 5-O', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isWolf(-1) and not isWolf(-1)［1］, text="Wolf Wave", title='Bear Wolf Wave', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isHnS(-1) and not isHnS(-1)［1］, text="Head and Shoulders", title='Bear Head and Shoulders', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isConTria(-1) and not isConTria(-1)［1］, text="Contracting Triangle", title='Bear Contracting triangle', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isExpTria(-1) and not isExpTria(-1)［1］, text="Expanding Triangle", title='Bear Expanding Triangle', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
// 買いパターンが出現したところに印を表示
plotshape(not showPatterns ? na : isABCD(1) and not isABCD(1)［1］, text="AB=CD\n", title='Bull ABCD', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isBat(1) and not isBat(1)［1］, text="Bat", title='Bull Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiBat(1) and not isAntiBat(1)［1］, text="Anti Bat", title='Bull Anti Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAltBat(1) and not isAltBat(1)［1］, text="Alt Bat", title='Bull Alt Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isButterfly(1) and not isButterfly(1)［1］, text="Butterfly", title='Bull Butterfly', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiButterfly(1) and not isAntiButterfly(1)［1］, text="Anti Butterfly", title='Bull Anti Butterfly', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isGartley(1) and not isGartley(1)［1］, text="Gartley", title='Bull Gartley', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiGartley(1) and not isAntiGartley(1)［1］, text="Anti Gartley", title='Bull Anti Gartley', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isCrab(1) and not isCrab(1)［1］, text="Crab", title='Bull Crab', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiCrab(1) and not isAntiCrab(1)［1］, text="Anti Crab", title='Bull Anti Crab', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isShark(1) and not isShark(1)［1］, text="Shark", title='Bull Shark', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiShark(1) and not isAntiShark(1)［1］, text="Anti Shark", title='Bull Anti Shark', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : is5o(1) and not is5o(1)［1］, text="5-O", title='Bull 5-O', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isWolf(1) and not isWolf(1)［1］, text="Wolf Wave", title='Bull Wolf Wave', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isHnS(1) and not isHnS(1)［1］, text="Head and Shoulders", title='Bull Head and Shoulders', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isConTria(1) and not isConTria(1)［1］, text="Contracting Triangle", title='Bull Contracting Triangle', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isExpTria(1) and not isExpTria(1)［1］, text="Expanding Triangle", title='Bull Expanding Triangle', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
//
// 売買のロジック
////
//「fib_rangeに対する指定された比率の幅」を返す関数
f_last_fib( _rate ) => d > c ? d - ( fib_range * _rate ) : d + ( fib_range * _rate )
// ターゲット１の設定項目と初期値
////
// 上から
// 取引量
// エントリーの基準（0.236を超えていない）
// 利益確定幅
// ロスカット幅
target01_trade_size = input(title='Target 1 - Trade size:', type=input.float, defval=10000.00)
target01_ew_rate = input(title='Target 1 - Fib. Rate to use for Entry Window:', type=input.float, defval=0.236)
target01_tp_rate = input(title='Target 1 - Fib. Rate to use for TP:', type=input.float, defval=0.618)
target01_sl_rate = input(title='Target 1 - Fib. Rate to use for SL:', type=input.float, defval=-0.236)
// ターゲット２の設定
////
target02_active = input(title='Target 2 - Active?', type=input.bool, defval=false)
target02_trade_size = input(title='Target 2 - Trade size:', type=input.float, defval=10000.00)
target02_ew_rate = input(title='Target 2 - Fib. Rate to use for Entry Window:', type=input.float, defval=0.236)
target02_tp_rate = input(title='Target 2 - Fib. Rate to use for TP:', type=input.float, defval=1.618)
target02_sl_rate = input(title='Target 2 - Fib. Rate to use for SL:', type=input.float, defval=-0.236)
// 買いのパターン
buy_patterns_00 = isABCD(1) or isBat(1) or isAltBat(1) or isButterfly(1) or isGartley(1) or isCrab(1) or isShark(1) or is5o(1) or isWolf(1) or isHnS(1) or isConTria(1) or isExpTria(1)
buy_patterns_01 = isAntiBat(1) or isAntiButterfly(1) or isAntiGartley(1) or isAntiCrab(1) or isAntiShark(1)
// 売りのパターン
sel_patterns_00 = isABCD(-1) or isBat(-1) or isAltBat(-1) or isButterfly(-1) or isGartley(-1) or isCrab(-1) or isShark(-1) or is5o(-1) or isWolf(-1) or isHnS(-1) or isConTria(-1) or isExpTria(-1)
sel_patterns_01 = isAntiBat(-1) or isAntiButterfly(-1) or isAntiGartley(-1) or isAntiCrab(-1) or isAntiShark(-1)
// ターゲット１の売買
////
// 買いのパターン ＆ エントリーの基準を満たす → 買いエントリー
// 利確・損切りを超える → 買いの決済
target01_buy_entry = (buy_patterns_00 or buy_patterns_01) and close <= f_last_fib(target01_ew_rate)
target01_buy_close = high >= f_last_fib(target01_tp_rate) or low <= f_last_fib(target01_sl_rate)
strategy.entry('target01_buy', long=strategy.long, qty=target01_trade_size, comment='buy 01', when=target01_buy_entry)
strategy.close('target01_buy', when=target01_buy_close)
// 売りのパターン ＆ エントリーの基準を満たす → 売りエントリー
// 利確・損切りを超える → 売りの決済
target01_sel_entry = (sel_patterns_00 or sel_patterns_01) and close >= f_last_fib(target01_ew_rate)
target01_sel_close = low <= f_last_fib(target01_tp_rate) or high >= f_last_fib(target01_sl_rate)
strategy.entry('target01_sell', long=strategy.short, qty=target01_trade_size, comment='sell 01', when=target01_sel_entry)
strategy.close('target01_sell', when=target01_sel_close)
// ターゲット２の売買
////
target02_buy_entry = target02_active and (buy_patterns_00 or buy_patterns_01) and close <= f_last_fib(target02_ew_rate)
target02_buy_close = target02_active and high >= f_last_fib(target02_tp_rate) or low <= f_last_fib(target02_sl_rate)
strategy.entry('target02_buy', long=strategy.long, qty=target02_trade_size, comment='buy 02', when=target02_buy_entry)
strategy.close('target02_buy', when=target02_buy_close)
target02_sel_entry = target02_active and (sel_patterns_00 or sel_patterns_01) and close >= f_last_fib(target02_ew_rate)
target02_sel_close = target02_active and low <= f_last_fib(target02_tp_rate) or high >= f_last_fib(target02_sl_rate)
strategy.entry('target02_sell', long=strategy.short, qty=target02_trade_size, comment='sell 02', when=target02_sel_entry)
strategy.close('target02_sell', when=target02_sel_close)
＝＝＝＝＝
Security関数は使わないようにしています。
理由はいくつかあります。
・Pythonで再現するのに不都合がある
（"なし" で作成しておいた方がPythonに書き換えやすい）
・予期しない挙動が起こることがある
（先物の週明けに上位足の価格が正常に取得できない等）
しかし、やはりコードは長くなります。
※ コピペする場合は以下の変更を行ってください
［］（全角の角括弧）→（半角の角括弧）
（全角スペース）→（半角スペース）
＝＝＝＝＝
//version=4
strategy( title='ZigZag PA Strategy 勉強中', shorttitle='S', overlay=true, pyramiding=0, initial_capital=100000 )
altTimeframe = input( title="Alt Timeframe" ,defval='60' )
is_open = change( time( altTimeframe ) ) != 0
bgcolor( is_open ? color.gray : color.white ,title='aot timeframe open' )
// 上位足の高値を過去2本分保有しておく
float cnt02_high = na
float cnt01_high = na
float cnt00_high = na
cnt02_high := is_open ? cnt01_high［1］ : cnt02_high［1］
cnt01_high := is_open ? cnt00_high［1］ : cnt01_high［1］
cnt00_high := is_open ? high : high > cnt00_high［1］ ? high : cnt00_high［1］
// plot( cnt02_high ,color=color.color.red )
// plot( cnt01_high ,color=color.color.red )
// plot( cnt00_high ,color=color.color.red )
// 上位足の安値を過去2本分保有しておく
float cnt02_low = na
float cnt01_low = na
float cnt00_low = na
cnt02_low := is_open ? cnt01_low［1］ : cnt02_low［1］
cnt01_low := is_open ? cnt00_low［1］ : cnt01_low［1］
cnt00_low := is_open ? low : low < cnt00_low［1］ ? low : cnt00_low［1］
// plot( cnt02_low )
// plot( cnt01_low )
// plot( cnt00_low )
// 上位足の始値を過去2本分保有しておく
float cnt02_open = na
float cnt01_open = na
float cnt00_open = na
cnt02_open := is_open ? cnt01_open［1］ : cnt02_open［1］
cnt01_open := is_open ? cnt00_open［1］ : cnt01_open［1］
cnt00_open := is_open ? open : cnt00_open［1］
// 上位足の終値を過去2本分保有しておく
float cnt02_close = na
float cnt01_close = na
cnt02_close := is_open ? cnt01_close［1］ : cnt02_close［1］
cnt01_close := is_open ? close［1］ : cnt01_close［1］
// zigzagを確認
isUp_02 = cnt02_close >= cnt02_open
isUp_01 = cnt01_close >= cnt01_open
isDown_02 = cnt02_close <= cnt02_open
isDown_01 = cnt01_close <= cnt01_open
int direction_02 = na
int direction_01 = na
direction_02 := is_open ? direction_01［1］ : direction_02［1］
direction_01 := not is_open ? direction_01［1］ : isUp_02 and isDown_01 ? -1
: isDown_02 and isUp_01 ? 1
: direction_01［1］
zigzag = not is_open ? na : isUp_02 and isDown_01 and direction_02 != -1 ? max( cnt01_high ,cnt02_high )
: isDown_02 and isUp_01 and direction_02 != 1 ? min( cnt01_low ,cnt02_low )
: na
plot( zigzag ,color=color.red ,linewidth=3 ,title='zigzag' )
// ジグザグが発生したときのジグザグの値を取得
float x = na
float a = na
float b = na
float c = na
float d = na
exist_zigzag = not na( zigzag )
x := exist_zigzag ? a［1］ : x［1］
a := exist_zigzag ? b［1］ : a［1］
b := exist_zigzag ? c［1］ : b［1］
c := exist_zigzag ? d［1］ : c［1］
d := exist_zigzag ? zigzag : d［1］
showPatterns = input( true, title='Show Patterns' )
showFib0000 = input( title='Display Fibonacci 0.000:', type=input.bool, defval=true )
showFib0236 = input( title='Display Fibonacci 0.236:', type=input.bool, defval=true )
showFib0382 = input( title='Display Fibonacci 0.382:', type=input.bool, defval=true )
showFib0500 = input( title='Display Fibonacci 0.500:', type=input.bool, defval=true )
showFib0618 = input( title='Display Fibonacci 0.618:', type=input.bool, defval=true )
showFib0764 = input( title='Display Fibonacci 0.764:', type=input.bool, defval=true )
showFib1000 = input( title='Display Fibonacci 1.000:', type=input.bool, defval=true )
fib_range = abs(d-c)
fib_0000 = not showFib0000 ? na : d > c ? d-(fib_range*0.000):d+(fib_range*0.000)
fib_0236 = not showFib0236 ? na : d > c ? d-(fib_range*0.236):d+(fib_range*0.236)
fib_0382 = not showFib0382 ? na : d > c ? d-(fib_range*0.382):d+(fib_range*0.382)
fib_0500 = not showFib0500 ? na : d > c ? d-(fib_range*0.500):d+(fib_range*0.500)
fib_0618 = not showFib0618 ? na : d > c ? d-(fib_range*0.618):d+(fib_range*0.618)
fib_0764 = not showFib0764 ? na : d > c ? d-(fib_range*0.764):d+(fib_range*0.764)
fib_1000 = not showFib1000 ? na : d > c ? d-(fib_range*1.000):d+(fib_range*1.000)
plot(title='Fib 0.000', series=fib_0000 ,color=fib_0000 != fib_0000［1］ ? na : color.black)
plot(title='Fib 0.236', series=fib_0236 ,color=fib_0236 != fib_0236［1］ ? na : color.red)
plot(title='Fib 0.382', series=fib_0382 ,color=fib_0382 != fib_0382［1］ ? na : color.olive)
plot(title='Fib 0.500', series=fib_0500 ,color=fib_0500 != fib_0500［1］ ? na : color.lime)
plot(title='Fib 0.618', series=fib_0618 ,color=fib_0618 != fib_0618［1］ ? na : color.teal)
plot(title='Fib 0.764', series=fib_0764 ,color=fib_0764 != fib_0764［1］ ? na : color.blue)
plot(title='Fib 1.000', series=fib_1000 ,color=fib_1000 != fib_1000［1］ ? na : color.black)
xab = ( abs( b - a ) / abs( x - a ) )
xad = ( abs( a - d ) / abs( x - a ) )
abc = ( abs( b - c ) / abs( a - b ) )
bcd = ( abs( c - d ) / abs( b - c ) )
// ５つの点の比率からパターンを判断する関数
isBat(_mode)=>
_xab = xab >= 0.382 and xab <= 0.5
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.618 and bcd <= 2.618
_xad = xad <= 0.618 and xad <= 1.000 // 0.886
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiBat(_mode)=>
_xab = xab >= 0.500 and xab <= 0.886 // 0.618
_abc = abc >= 1.000 and abc <= 2.618 // 1.13 --> 2.618
_bcd = bcd >= 1.618 and bcd <= 2.618 // 2.0 --> 2.618
_xad = xad >= 0.886 and xad <= 1.000 // 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAltBat(_mode)=>
_xab = xab <= 0.382
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 2.0 and bcd <= 3.618
_xad = xad <= 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isButterfly(_mode)=>
_xab = xab <= 0.786
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.618 and bcd <= 2.618
_xad = xad >= 1.27 and xad <= 1.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiButterfly(_mode)=>
_xab = xab >= 0.236 and xab <= 0.886 // 0.382 - 0.618
_abc = abc >= 1.130 and abc <= 2.618 // 1.130 - 2.618
_bcd = bcd >= 1.000 and bcd <= 1.382 // 1.27
_xad = xad >= 0.500 and xad <= 0.886 // 0.618 - 0.786
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isABCD(_mode)=>
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.13 and bcd <= 2.618
_abc and _bcd and (_mode == 1 ? d < c : d > c)
isGartley(_mode)=>
_xab = xab >= 0.5 and xab <= 0.618 // 0.618
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 1.13 and bcd <= 2.618
_xad = xad >= 0.75 and xad <= 0.875 // 0.786
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiGartley(_mode)=>
_xab = xab >= 0.500 and xab <= 0.886 // 0.618 -> 0.786
_abc = abc >= 1.000 and abc <= 2.618 // 1.130 -> 2.618
_bcd = bcd >= 1.500 and bcd <= 5.000 // 1.618
_xad = xad >= 1.000 and xad <= 5.000 // 1.272
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isCrab(_mode)=>
_xab = xab >= 0.500 and xab <= 0.875 // 0.886
_abc = abc >= 0.382 and abc <= 0.886
_bcd = bcd >= 2.000 and bcd <= 5.000 // 3.618
_xad = xad >= 1.382 and xad <= 5.000 // 1.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiCrab(_mode)=>
_xab = xab >= 0.250 and xab <= 0.500 // 0.276 -> 0.446
_abc = abc >= 1.130 and abc <= 2.618 // 1.130 -> 2.618
_bcd = bcd >= 1.618 and bcd <= 2.618 // 1.618 -> 2.618
_xad = xad >= 0.500 and xad <= 0.750 // 0.618
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isShark(_mode)=>
_xab = xab >= 0.500 and xab <= 0.875 // 0.5 --> 0.886
_abc = abc >= 1.130 and abc <= 1.618 //
_bcd = bcd >= 1.270 and bcd <= 2.240 //
_xad = xad >= 0.886 and xad <= 1.130 // 0.886 --> 1.13
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isAntiShark(_mode)=>
_xab = xab >= 0.382 and xab <= 0.875 // 0.446 --> 0.618
_abc = abc >= 0.500 and abc <= 1.000 // 0.618 --> 0.886
_bcd = bcd >= 1.250 and bcd <= 2.618 // 1.618 --> 2.618
_xad = xad >= 0.500 and xad <= 1.250 // 1.130 --> 1.130
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
is5o(_mode)=>
_xab = xab >= 1.13 and xab <= 1.618
_abc = abc >= 1.618 and abc <= 2.24
_bcd = bcd >= 0.5 and bcd <= 0.625 // 0.5
_xad = xad >= 0.0 and xad <= 0.236 // negative?
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isWolf(_mode)=>
_xab = xab >= 1.27 and xab <= 1.618
_abc = abc >= 0 and abc <= 5
_bcd = bcd >= 1.27 and bcd <= 1.618
_xad = xad >= 0.0 and xad <= 5
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isHnS(_mode)=>
_xab = xab >= 2.0 and xab <= 10
_abc = abc >= 0.90 and abc <= 1.1
_bcd = bcd >= 0.236 and bcd <= 0.88
_xad = xad >= 0.90 and xad <= 1.1
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isConTria(_mode)=>
_xab = xab >= 0.382 and xab <= 0.618
_abc = abc >= 0.382 and abc <= 0.618
_bcd = bcd >= 0.382 and bcd <= 0.618
_xad = xad >= 0.236 and xad <= 0.764
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
isExpTria(_mode)=>
_xab = xab >= 1.236 and xab <= 1.618
_abc = abc >= 1.000 and abc <= 1.618
_bcd = bcd >= 1.236 and bcd <= 2.000
_xad = xad >= 2.000 and xad <= 2.236
_xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)
// 売りパターンが出現したところに印を表示
plotshape(not showPatterns ? na : isABCD(-1) and not isABCD(-1)［1］, text="\nAB=CD", title='Bear ABCD', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isBat(-1) and not isBat(-1)［1］, text="Bat", title='Bear Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isAntiBat(-1) and not isAntiBat(-1)［1］, text="Anti Bat", title='Bear Anti Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isAltBat(-1) and not isAltBat(-1)［1］, text="Alt Bat", title='Bear Alt Bat', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isButterfly(-1) and not isButterfly(-1)［1］, text="Butterfly", title='Bear Butterfly', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiButterfly(-1) and not isAntiButterfly(-1)［1］, text="Anti Butterfly", title='Bear Anti Butterfly', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isGartley(-1) and not isGartley(-1)［1］, text="Gartley", title='Bear Gartley', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiGartley(-1) and not isAntiGartley(-1)［1］, text="Anti Gartley", title='Bear Anti Gartley', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isCrab(-1) and not isCrab(-1)［1］, text="Crab", title='Bear Crab', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiCrab(-1) and not isAntiCrab(-1)［1］, text="Anti Crab", title='Bear Anti Crab', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isShark(-1) and not isShark(-1)［1］, text="Shark", title='Bear Shark', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiShark(-1) and not isAntiShark(-1)［1］, text="Anti Shark", title='Bear Anti Shark', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : is5o(-1) and not is5o(-1)［1］, text="5-O", title='Bear 5-O', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isWolf(-1) and not isWolf(-1)［1］, text="Wolf Wave", title='Bear Wolf Wave', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isHnS(-1) and not isHnS(-1)［1］, text="Head and Shoulders", title='Bear Head and Shoulders', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isConTria(-1) and not isConTria(-1)［1］, text="Contracting Triangle", title='Bear Contracting triangle', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isExpTria(-1) and not isExpTria(-1)［1］, text="Expanding Triangle", title='Bear Expanding Triangle', style=shape.labeldown, color=color.maroon, textcolor=color.white, location=location.top, transp=0)
// 買いパターンが出現したところに印を表示
plotshape(not showPatterns ? na : isABCD(1) and not isABCD(1)［1］, text="AB=CD\n", title='Bull ABCD', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isBat(1) and not isBat(1)［1］, text="Bat", title='Bull Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiBat(1) and not isAntiBat(1)［1］, text="Anti Bat", title='Bull Anti Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAltBat(1) and not isAltBat(1)［1］, text="Alt Bat", title='Bull Alt Bat', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isButterfly(1) and not isButterfly(1)［1］, text="Butterfly", title='Bull Butterfly', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiButterfly(1) and not isAntiButterfly(1)［1］, text="Anti Butterfly", title='Bull Anti Butterfly', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isGartley(1) and not isGartley(1)［1］, text="Gartley", title='Bull Gartley', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiGartley(1) and not isAntiGartley(1)［1］, text="Anti Gartley", title='Bull Anti Gartley', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isCrab(1) and not isCrab(1)［1］, text="Crab", title='Bull Crab', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiCrab(1) and not isAntiCrab(1)［1］, text="Anti Crab", title='Bull Anti Crab', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isShark(1) and not isShark(1)［1］, text="Shark", title='Bull Shark', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiShark(1) and not isAntiShark(1)［1］, text="Anti Shark", title='Bull Anti Shark', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : is5o(1) and not is5o(1)［1］, text="5-O", title='Bull 5-O', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isWolf(1) and not isWolf(1)［1］, text="Wolf Wave", title='Bull Wolf Wave', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isHnS(1) and not isHnS(1)［1］, text="Head and Shoulders", title='Bull Head and Shoulders', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isConTria(1) and not isConTria(1)［1］, text="Contracting Triangle", title='Bull Contracting Triangle', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isExpTria(1) and not isExpTria(1)［1］, text="Expanding Triangle", title='Bull Expanding Triangle', style=shape.labelup, color=color.green, textcolor=color.white, location=location.bottom, transp=0)
//
// 売買のロジック
////
//「fib_rangeに対する指定された比率の幅」を返す関数
f_last_fib( _rate ) => d > c ? d - ( fib_range * _rate ) : d + ( fib_range * _rate )
// ターゲット１の設定項目と初期値
////
// 上から
// 取引量
// エントリーの基準（0.236を超えていない）
// 利益確定幅
// ロスカット幅
target01_trade_size = input(title='Target 1 - Trade size:', type=input.float, defval=10000.00)
target01_ew_rate = input(title='Target 1 - Fib. Rate to use for Entry Window:', type=input.float, defval=0.236)
target01_tp_rate = input(title='Target 1 - Fib. Rate to use for TP:', type=input.float, defval=0.618)
target01_sl_rate = input(title='Target 1 - Fib. Rate to use for SL:', type=input.float, defval=-0.236)
// ターゲット２の設定
////
target02_active = input(title='Target 2 - Active?', type=input.bool, defval=false)
target02_trade_size = input(title='Target 2 - Trade size:', type=input.float, defval=10000.00)
target02_ew_rate = input(title='Target 2 - Fib. Rate to use for Entry Window:', type=input.float, defval=0.236)
target02_tp_rate = input(title='Target 2 - Fib. Rate to use for TP:', type=input.float, defval=1.618)
target02_sl_rate = input(title='Target 2 - Fib. Rate to use for SL:', type=input.float, defval=-0.236)
// 買いのパターン
buy_patterns_00 = isABCD(1) or isBat(1) or isAltBat(1) or isButterfly(1) or isGartley(1) or isCrab(1) or isShark(1) or is5o(1) or isWolf(1) or isHnS(1) or isConTria(1) or isExpTria(1)
buy_patterns_01 = isAntiBat(1) or isAntiButterfly(1) or isAntiGartley(1) or isAntiCrab(1) or isAntiShark(1)
// 売りのパターン
sel_patterns_00 = isABCD(-1) or isBat(-1) or isAltBat(-1) or isButterfly(-1) or isGartley(-1) or isCrab(-1) or isShark(-1) or is5o(-1) or isWolf(-1) or isHnS(-1) or isConTria(-1) or isExpTria(-1)
sel_patterns_01 = isAntiBat(-1) or isAntiButterfly(-1) or isAntiGartley(-1) or isAntiCrab(-1) or isAntiShark(-1)
// ターゲット１の売買
////
// 買いのパターン ＆ エントリーの基準を満たす → 買いエントリー
// 利確・損切りを超える → 買いの決済
target01_buy_entry = (buy_patterns_00 or buy_patterns_01) and close <= f_last_fib(target01_ew_rate)
target01_buy_close = high >= f_last_fib(target01_tp_rate) or low <= f_last_fib(target01_sl_rate)
strategy.entry('target01_buy', long=strategy.long, qty=target01_trade_size, comment='buy 01', when=target01_buy_entry)
strategy.close('target01_buy', when=target01_buy_close)
// 売りのパターン ＆ エントリーの基準を満たす → 売りエントリー
// 利確・損切りを超える → 売りの決済
target01_sel_entry = (sel_patterns_00 or sel_patterns_01) and close >= f_last_fib(target01_ew_rate)
target01_sel_close = low <= f_last_fib(target01_tp_rate) or high >= f_last_fib(target01_sl_rate)
strategy.entry('target01_sell', long=strategy.short, qty=target01_trade_size, comment='sell 01', when=target01_sel_entry)
strategy.close('target01_sell', when=target01_sel_close)
// ターゲット２の売買
////
target02_buy_entry = target02_active and (buy_patterns_00 or buy_patterns_01) and close <= f_last_fib(target02_ew_rate)
target02_buy_close = target02_active and high >= f_last_fib(target02_tp_rate) or low <= f_last_fib(target02_sl_rate)
strategy.entry('target02_buy', long=strategy.long, qty=target02_trade_size, comment='buy 02', when=target02_buy_entry)
strategy.close('target02_buy', when=target02_buy_close)
target02_sel_entry = target02_active and (sel_patterns_00 or sel_patterns_01) and close >= f_last_fib(target02_ew_rate)
target02_sel_close = target02_active and low <= f_last_fib(target02_tp_rate) or high >= f_last_fib(target02_sl_rate)
strategy.entry('target02_sell', long=strategy.short, qty=target02_trade_size, comment='sell 02', when=target02_sel_entry)
strategy.close('target02_sell', when=target02_sel_close)
＝＝＝＝＝
Catatan
次の投稿
小次郎講師公式インジケーターのお申込
bit.ly/2vdSV4Q
小次郎講師のLINE@
bit.ly/2VZQFu3
小次郎講師のチャート情報局
bit.ly/2GvLAEp
bit.ly/2vdSV4Q
小次郎講師のLINE@
bit.ly/2VZQFu3
小次郎講師のチャート情報局
bit.ly/2GvLAEp
Publikasi terkait
Pernyataan Penyangkalan
Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.