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strategy(title="IMACD_LB Backtest", overlay=false)
// 計算SMMA
calc_smma(src, len) =>
//ta.sma(src, len)
var float smma = na // 定義 smma 變數
if(na(smma[1]))
smma := ta.sma(src, len)
else
smma := (smma[1] * (len - 1) + src) / len
//smma := na(smma[1]) ? ta.sma(src, len) : (smma[1] * (len - 1) + src) / len // 更新 smma
// 計算ZLEMA
calc_zlema(src, length) =>
ema1 = ta.ema(src, length)
ema2 = ta.ema(ema1, length)
d = ema1 - ema2
ema1 + d
// 設定策略參數
lengthMA = input.int(34)
lengthSignal = input.int(9)
// 計算指標
src = hlc3
hi = calc_smma(high, lengthMA)
lo = calc_smma(low, lengthMA)
mi = calc_zlema(src, lengthMA)
md = (mi > hi) ? (mi - hi) : (mi < lo) ? (mi - lo) : 0
sb = ta.sma(md, lengthSignal)
sh = md - sb
// 設定交易條件
buy_signal = md > sb
sell_signal = md < sb
// 設定進場、出場價格
entry_price = close
exit_price = close
// 設定訂單大小
var order_size = 0.0 // 初始化 order_size 變數
if (strategy.position_size == 0)
order_size := strategy.equity * 0.9 / entry_price
else
order_size := strategy.position_size
// 設定交易策略
if (buy_signal)
strategy.entry("Buy", strategy.long, qty=order_size)
if (sell_signal)
strategy.close("Buy")
// 設定圖表顯示
plot(0, color=color.gray, linewidth=1, title="MidLine")
mdc = buy_signal ? color.green : sell_signal ? color.red : na
plot(md, color=mdc, linewidth=2, title="ImpulseMACD", style=plot.style_histogram)
plot(sh, color=color.blue, linewidth=2, title="ImpulseHisto", style=plot.style_histogram)
plot(sb, color=color.maroon, linewidth=2, title="ImpulseMACDCDSignal")
// 設定顏色
ebc = input(false, title="Enable bar colors")
barcolor(ebc ? mdc : na)
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