multiple timeframe trading

Demonstrates how the pine language use multiple timeframe

Author: 发明者量化
Complexity: Starter · 21 lines
Parameters: 0
Backtest bar: 1d · swing
Tested on: BTC/USD · spot

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Demonstrates how the pine language use multiple timeframe

Source Pine Script

/*backtest
start: 2021-05-04 00:00:00
end: 2022-05-03 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
strategy("multiple timeframe trading")

expr = ta.ema(close, 5)
hVal = request.security(syminfo.tickerid, '60', expr)

plot(expr, timeframe.period)
plot(hVal, '1hour')

// 5 hour vs 5 days
if hVal > expr
    strategy.entry("long", strategy.long)
else
    strategy.entry("short", strategy.short)

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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Source Pine Script

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