AlphaTrend use mfi

Pine Script strategy by 发明者量化.

Author: 发明者量化
Complexity: Starter · 28 lines
Parameters: 3
Backtest bar: 1d · swing
Tested on: BTC/USD · spot

Jump to code View in vault Original on FMZ

Parameters

Name	Default	What it controls
v_input_float_1	5	Multiplier
v_input_1	14	Common Period
v_input_source_1	0	source: close \| high \| low \| open \| hl2 \| hlc3 \| hlcc4 \| ohlc4

Source Pine Script

/*backtest
start: 2021-05-05 00:00:00
end: 2022-05-04 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/


indicator('AlphaTrend', shorttitle='AT', overlay=true)

coeff = input.float(5, 'Multiplier')
AP = input(14, 'Common Period')
ATR = ta.sma(ta.tr, AP)
src = input.source(close, "source")
upT = low - ATR * coeff
downT = high + ATR * coeff
AlphaTrend = 0.0
AlphaTrend := ta.mfi(hlc3, 14) >= 50 ? upT < nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : upT : downT > nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : downT

plot(AlphaTrend)

if ta.crossover(low, AlphaTrend)
    strategy.entry("BUY", strategy.long)
else if ta.crossunder(high, AlphaTrend)
    strategy.entry("SELL", strategy.short, when=ta.crossunder(high, AlphaTrend))

Published by 发明者量化 on the FMZ strategy square · last modified 2022-05-06. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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Parameters

Source Pine Script

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