Tonyder

15 sept. 2019 01:53

half log strategy

EASTECH HOLDING LTDTWSE

Description

⋅ 15 sept. 2019 01:53

time range: change the period to match the best win rate
tax: no trade if the amplitude of middle area is smaller than tax
max_order: the max_order in the middle area

Notes de version

⋅ 15 sept. 2019 03:12

time range: change the period to match the best win rate
tax: no trade if the amplitude of middle area is smaller than tax
max_order: the max_order in the middle area

Notes de version

⋅ 15 sept. 2019 11:43

add rule

Notes de version

⋅ 15 sept. 2019 12:01

update rule

Notes de version

⋅ 16 sept. 2019 15:32

update rule

Notes de version

⋅ 17 sept. 2019 14:35

update rule

Notes de version

⋅ 17 sept. 2019 14:52

disable dir

Notes de version

⋅ 17 sept. 2019 23:48

update rule

Notes de version

⋅ 21 sept. 2019 01:15

update rule

Notes de version

⋅ 29 sept. 2019 09:08

update the rule

Notes de version

⋅ 29 sept. 2019 10:47

update rule

Notes de version

⋅ 29 sept. 2019 10:49

update rule

Notes de version

⋅ 29 sept. 2019 11:01

update rule

Notes de version

⋅ 30 sept. 2019 03:23

update the rule

Notes de version

⋅ 30 sept. 2019 07:22

update rule

Notes de version

⋅ 4 oct. 2019 00:18

update rule

Notes de version

⋅ 4 oct. 2019 23:55

update rule

Notes de version

⋅ 3 nov. 2019 10:15

fix bug

Notes de version

⋅ 3 nov. 2019 10:17

update example

Notes de version

⋅ 17 nov. 2019 03:07

change predict to six digital
add the predict price from time power

Notes de version

⋅ 17 nov. 2019 05:45

add the rule of time power
add the predict price

Notes de version

⋅ 24 mars 2020 06:54

1. add the translation
2. add the signal with color
day trade is purple and yellow
swing trade is red and green

Notes de version

⋅ 31 mars 2020 16:18

1. update name
2. remove debug value

Notes de version

⋅ 1 avr. 2020 05:48

add middle term stop line
add long term stop line

Notes de version

⋅ 1 avr. 2020 05:53

update example

Notes de version

⋅ 1 avr. 2020 06:13

1. assign period to time power period, shift is always 10

Notes de version

⋅ 1 avr. 2020 06:15

update the example

Notes de version

⋅ 2 avr. 2020 11:15

change tag md3 description

Notes de version

⋅ 4 avr. 2020 00:13

1. fix tag name mistake
2. update example

Notes de version

⋅ 11 juil. 2020 13:53

remove arrow, since the default arrow has updated.

Notes de version

⋅ 11 juil. 2020 13:56

modify the example graph

Notes de version

⋅ 8 nov. 2020 04:45

1. change the graph configuration
2. add the time range for strategy

Notes de version

⋅ 12 janv. 2021 07:11

adjust default color

Notes de version

⋅ 12 janv. 2021 07:12

example graphic

Notes de version

⋅ 10 févr. 2021 14:34

enhance predict

Notes de version

⋅ 10 févr. 2021 14:56

update example

Notes de version

⋅ 22 oct. 2021 17:09

add predict line

Notes de version

⋅ 22 oct. 2021 17:28

update predict line

Notes de version

⋅ 23 oct. 2021 00:47

update predict line

Notes de version

⋅ 23 oct. 2021 06:22

update predict line color

Notes de version

⋅ 24 oct. 2021 02:35

update the predict line in real time mode

Notes de version

⋅ 7 oct. 2023 13:59

1. upgrade to version 5
2. use backtesting counter instead of date, defalut is 2400

Notes de version

⋅ 7 oct. 2023 14:04

update the example

Notes de version

⋅ 7 oct. 2023 14:47

fix error when some period.

Notes de version

⋅ 8 oct. 2023 01:52

extend the rate of direction from 3 days to 10 days.

Notes de version

⋅ 8 oct. 2023 07:39

update time power

Notes de version

⋅ 8 oct. 2023 07:40

update the example graph

Notes de version

⋅ 8 oct. 2023 11:58

add the gain and countdown

Notes de version

⋅ 8 oct. 2023 12:07

always use the bold predict value.

Notes de version

⋅ 8 oct. 2023 12:34

change the name of data windows.

Notes de version

⋅ 8 oct. 2023 13:20

change the base value to close

Notes de version

⋅ 10 oct. 2023 05:00

export the average of time power, default is 8.

Trend Analysis tradestrategy

Commentaires

Tonyder

⋅ 25 avr. 2023 00:18

I am trying to replace the time period script to guess the timming of falling wave, tw.tradingview.com/script/zpQ0CaLl/

Tonyder

⋅ 25 avr. 2023 00:13

I use the 3 semi-log for short term (8+1 days), middle term (8+1 week, 45 days), long term (8+1 month, 180 days)
according Elliott Wave, the rising wave is 1th to 5th day and the falling wave is 5th to 8th day, so the bot will day trade at 5th day, from semi-log(0.882)(CDP, NH) to semi-log(0.118)(CDP, NL)

Tonyder

⋅ 7 oct. 2023 12:15

In the leaset version, the default of base period is 2, the fibfactor = 4.2360679775, so the short term period is 8 (2 x fibfactor), the middle term period is 35 (2 x fib x fib), the long term period is 151 (2 x fib x fib x fib)
if use 3, the period pair is (12, 53, 228)

Tonyder

⋅ 25 avr. 2023 00:04

so the transfer formula is semi-log(x) ==> pow(high[[]1[]],0.5+x)*pow(low[[]1[]], 0.5-x)
the algorithm like CDP, but there are 2 situations.
1. when the yesterday close >= middle line
the range of price today is from semi-log(0.118) (as CDP, NL) to semi-log(0.882) (as CDP, NH)
when the price touch semi-log(1.118) (as CDP, AH), the range will be changed to the up range, semi-log(1.118) (as,CDP NL) to semi-log(1.882) (as CDP, NH)
when the price touch semi-log(-0.118) (as CDP, AL), the range will be changed to the down range, semi-log(-0.118) (as,CDP NH) to semi-log(-0.882) (as CDP, NL)
2. when the yesterday close < middle line
the range of price today is from semi-log(-0.118) (as CDP, NH) to semi-log(-0.882) (as CDP, NL)
when the price touch semi-log(0.118) (as CDP, AH), the range will be changed to the up range, semi-log(0.118) (as,CDP NL) to semi-log(0.882) (as CDP, NH)
when the price touch semi-log(-1.118) (as CDP, AL), the range will be changed to the down range, semi-log(-1.118) (as,CDP NH) to semi-log(-1.882) (as CDP, NL)

Tonyder

⋅ 24 avr. 2023 23:32

Golden ratio "2.618" in semi-log coordinate is pow(high[[]1[]],0.5+2.118)*pow(low[[]1[]], 0.5-2.118)
Golden ratio "2.382" in semi-log coordinate is pow(high[[]1[]],0.5+1.882)*pow(low[[]1[]], 0.5-1.882)
Golden ratio "1.618" in semi-log coordinate is pow(high[[]1[]],0.5+1.118)*pow(low[[]1[]], 0.5-1.118)
Golden ratio "1.382" in semi-log coordinate is pow(high[[]1[]],0.5+0.882)*pow(low[[]1[]], 0.5-0.882)
the last high in semi-log coordinate is pow(high[[]1[]],0.5+0.5)*pow(low[[]1[]], 0.5-0.5)
Golden ratio "0.618" in semi-log coordinate is pow(high[[]1[]],0.5+0.118)*pow(low[[]1[]], 0.5-0.118)
Golden ratio "0.382" in semi-log coordinate is pow(high[[]1[]],0.5-0.118)*pow(low[[]1[]], 0.5+0.118)
the last low in semi-log coordinate is pow(high[[]1[]],0.5-0.5)*pow(low[[]1[]], 0.5+0.5)
Golden ratio "-1.382" in semi-log coordinate is pow(high[[]1[]],0.5-0.882)*pow(low[[]1[]], 0.5+0.882)
Golden ratio "-1.618" in semi-log coordinate is pow(high[[]1[]],0.5-1.118)*pow(low[[]1[]], 0.5+1.118)
Golden ratio "-2.382" in semi-log coordinate is pow(high[[]1[]],0.5-1.882)*pow(low[[]1[]], 0.5+1.882)
Golden ratio "-2.618" in semi-log coordinate is pow(high[[]1[]],0.5-2.118)*pow(low[[]1[]], 0.5+2.118)

Tonyder

⋅ 24 avr. 2023 23:17

the normal middle line is (high[[]1[]]+low[[]1[]])/2, the middle line in semi-log scale is pow(high[[]1[]],0.5)*pow(low[[]1[]], 0.5), when you get a wave from 10 to 100, the normal middle line is 55, but the middle line in semi-log scale is 31.622, since 100/31.622 = 31.622/10, we want to calulate the gain of middle line for short and long.

Tonyder

⋅ 24 avr. 2023 23:07

this bot is in testing, I always edit it, so don't follow it to trading, I will show the algorithm at the bellow.

MrTrack

⋅ 24 mars 2023 16:58

Hi,
This looks nice. If possible, Could you kindly share the code or the logic of the indicator used. Thanks.

Tonyder

⋅ 1 avr. 2023 06:29

@MrTrack, thanks for your attention, It's an experimental thing, I'll announce it when I finish the experiment, In fact, the hit rate has yet to be adjusted.

Tonyder

⋅ 25 avr. 2023 00:06

@MrTrack, I show the algorithm at the above, you can refer it if you are interesting it.

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