HA Moving Ave with MACD and BB

14 Okt 2020

Using a HA moving average that you'll see below, with a BB and MACD crossover as a trigger. Created one for a Long and Short strategy to be used on a Daily chart only after the trend had been confirmed in the weekly.

//version=3
strategy("HA & BB Long Strategy", overlay = true)

// === BACKTEST RANGE === //
FromMonth = input(defval = 1, title = "From Month", minval = 1)
FromDay = input(defval = 1, title = "From Day", minval = 1)
FromYear = input(defval = 2020, title = "From Year", minval = 2014)
ToMonth = input(defval = 1, title = "To Month", minval = 1)
ToDay = input(defval = 1, title = "To Day", minval = 1)
ToYear = input(defval = 9999, title = "To Year", minval = 2014)

//// === MACD Settings === ////
MacdSrc = input(close, title="Source")

macdfastLength = input(24, minval=1)
macdslowLength=input(26, minval=1)
macdsignalLength = input(9, minval=1)

fastMA = ema(MacdSrc, macdfastLength)
slowMA = ema(MacdSrc, macdslowLength)
macd = fastMA - slowMA
macdsignal = sma(macd, macdsignalLength)

buyMACD = macd >= macdsignal
sellMACD = macd <= macdsignal

// === Bollinger Band === //
BBsrc = input(open, title = "source")

len = input(4, title = "timeframe / # of period's")
bbbase = ema(BBsrc,len)
evar = (BBsrc - bbbase)*(BBsrc - bbbase)
evar2 = (sum(evar,len))/len
std = sqrt(evar2)
Multiplier = input(1, minval = 0.01, title = "# of STDEV's")
bbupper = bbbase + (Multiplier * std)
bblower = bbbase - (Multiplier * std)


//// ==== Calculation HA Values ==== ////
haopen = 0.0
haclose = ((open + high + low + close)/4)
haopen := na(haopen[1]) ? (open + close)/2 : (haopen[1] + haclose[1]) / 2
hahigh = max(high, max(haopen, haclose))
halow = min(low, min(haopen, haclose))

//// === HA MA Variables === ////
haChart1 = ((haclose+haopen+hahigh+halow)/4)[1]
haChart2 = ((haclose+haopen+hahigh+halow)/4)[2]
haChart3 = ((haclose+haopen+hahigh+halow)/4)[3]
haChart4 = ((haclose+haopen+hahigh+halow)/4)[4]
haChart5 = ((haclose+haopen+hahigh+halow)/4)[5]
haChart6 = ((haclose+haopen+hahigh+halow)/4)[6]
haChart7 = ((haclose+haopen+hahigh+halow)/4)[7]
haChart8 = ((haclose+haopen+hahigh+halow)/4)[8]

//// === HA MA === ////
haCloseChart = ((haChart1+haChart2+haChart3+haChart4+haChart5+haChart6+haChart7+haChart8)/8)[1]

//// === HA & MACD Triggers === ////

long = crossunder(haCloseChart, bblower) and bblower[1] < haCloseChart[1] and buyMACD and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))

short = sellMACD and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))


if (long)
strategy.entry("BUY",strategy.long)

if (short)
strategy.close_all(when=short)

plot(haCloseChart, color=red, linewidth=2)
plot(bbupper, color = blue, linewidth = 1, title = "BB Upper band")
plot(bblower, color = blue, linewidth = 1, title = "BB Down band")