Name
Brick-count-Renko
Author
Zer3192
Strategy Description
砖形指标
Source (PineScript)
/*backtest
start: 2021-05-08 00:00:00
end: 2022-05-07 23:59:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
//@version=4
study("Renko count", overlay=false)
counter_green = iff(close > open, 1, 0)
counter_red = iff(close > open, 0, 1)
size = iff(bar_index>39, 40, bar_index+1)
// function to create a rolling sum and return an integer value using series and series objects
pine_sum(x, y) =>
sum = 0.0
for i = 0 to y - 1
sum := sum + x[i]
brick_red = pine_sum(counter_red, size)
brick_green = pine_sum(counter_green, size)
if cross(brick_red, brick_green)
label.new(bar_index, brick_red, style = label.style_arrowdown, size = size.normal, xloc =xloc.bar_index, color = color.green)
plot(brick_red, color = color.red)
plot(brick_green, color = color.green)
if brick_red
strategy.entry("buy", strategy.long)
else if brick_green
strategy.entry("sell", strategy.short)
Detail
https://www.fmz.com/strategy/368734
Last Modified
2022-06-12 16:39:56