Erstelle mir bitte in pinescript in der aktuellen...

Question

Erstelle mir bitte in pinescript in der aktuellen version für tradingview aus diesem Indikator eine neue Strategie:

Nimm folgenden Indikator als Grundlage und baue ihn so um:

Die Strategie einstellbar für „long only“, „short only“ und „both“

Die up signals als long entry.
Die down signals als long exit.
Für short entsprechend umgekehrt.

Ein einfacher, einstellbarer stop loss zur Kapitalsicherung dazu. Kein trailing.

Hier die Vorlage: //@version=6
indicator('Multi Kernel Regression [ChartPrime]', overlay = true, max_lines_count = 500, max_bars_back = 500, max_labels_count = 500)

repaint = input.bool(true, 'Repaint')

kernel = input.string('Quartic', 'Kernel Select', ['Triangular', 'Gaussian', 'Epanechnikov', 'Logistic', 'Log Logistic', 'Cosine', 'Sinc', 'Laplace', 'Quartic', 'Parabolic', 'Exponential', 'Silverman', 'Cauchy', 'Tent', 'Wave', 'Power', 'Morters'])

bandwidth = input.int(14, 'Bandwidth', 1)
source = input.source(close, 'Source')
deviations = input.float(2.0, 'Deviation', 0, 100, 0.25, inline = 'dev')
style = input.string('Solid', 'Line Style', ['Solid', 'Dotted', 'Dashed'])
enable = input.bool(false, '', inline = 'dev')
label_size = input.string('Tiny', 'Labels', ['Auto', 'Tiny', 'Small', 'Normal', 'Large', 'Huge'], inline = 'label')
labels = input.bool(true, '', inline = 'label')
bullish_color = input.color(color.rgb(84, 194, 148), 'Colors', inline = 'color')
bearish_color = input.color(color.rgb(235, 57, 57), '', inline = 'color')
text_color = input.color(color.rgb(8, 12, 20), '', inline = 'color')

size = switch label_size
'Auto' => size.auto
'Tiny' => size.tiny
'Small' => size.small
'Normal' => size.normal
'Large' => size.large
'Huge' => size.huge

line_style = switch style
'Solid' => line.style_solid
'Dotted' => line.style_dotted
'Dashed' => line.style_dashed

sq(source) =>
math.pow(source, 2)

gaussian(source, bandwidth) =>
math.exp(-sq(source / bandwidth) / 2) / math.sqrt(2 * math.pi)

triangular(source, bandwidth) =>
math.abs(source / bandwidth) <= 1 ? 1 - math.abs(source / bandwidth) : 0.0

epanechnikov(source, bandwidth) =>
math.abs(source / bandwidth) <= 1 ? 3 / 4. * (1 - sq(source / bandwidth)) : 0.0

quartic(source, bandwidth) =>
if math.abs(source / bandwidth) <= 1
15 / 16. * math.pow(1 - sq(source / bandwidth), 2)
else
0.0

logistic(source, bandwidth) =>
1 / (math.exp(source / bandwidth) + 2 + math.exp(-source / bandwidth))

cosine(source, bandwidth) =>
math.abs(source / bandwidth) <= 1 ? math.pi / 4 * math.cos(math.pi / 2 * (source / bandwidth)) : 0.0

laplace(source, bandwidth) =>
1 / (2 * bandwidth) * math.exp(-math.abs(source / bandwidth))

exponential(source, bandwidth) =>
1 / bandwidth * math.exp(-math.abs(source / bandwidth))

silverman(source, bandwidth) =>
if math.abs(source / bandwidth) <= 0.5
0.5 * math.exp(-(source / bandwidth) / 2) * math.sin(source / bandwidth / 2 + math.pi / 4)
else
0.0

tent(source, bandwidth) =>
if math.abs(source / bandwidth) <= 1
1 - math.abs(source / bandwidth)
else
0.0

cauchy(source, bandwidth) =>
1 / (math.pi * bandwidth * (1 + sq(source / bandwidth)))

sinc(source, bandwidth) =>
if source == 0
1
else
math.sin(math.pi * source / bandwidth) / (math.pi * source / bandwidth)

wave(source, bandwidth) =>
if math.abs(source / bandwidth) <= 1
(1 - math.abs(source / bandwidth)) * math.cos(math.pi * source / bandwidth)
else
0.0

parabolic(source, bandwidth) =>
if math.abs(source / bandwidth) <= 1
1 - math.pow(source / bandwidth, 2)
else
0.0

power(source, bandwidth) =>
if math.abs(source / bandwidth) <= 1
math.pow(1 - math.pow(math.abs(source / bandwidth), 3), 3)
else
0.0

loglogistic(source, bandwidth) =>
1 / math.pow(1 + math.abs(source / bandwidth), 2)

morters(source, bandwidth) =>
if math.abs(source / bandwidth) <= math.pi
(1 + math.cos(source / bandwidth)) / (2 * math.pi * bandwidth)
else
0.0

kernel(source, bandwidth, style) =>
switch style
'Triangular' => triangular(source, bandwidth)
'Gaussian' => gaussian(source, bandwidth)
'Epanechnikov' => epanechnikov(source, bandwidth)
'Logistic' => logistic(source, bandwidth)
'Log Logistic' => loglogistic(source, bandwidth)
'Cosine' => cosine(source, bandwidth)
'Sinc' => sinc(source, bandwidth)
'Laplace' => laplace(source, bandwidth)
'Quartic' => quartic(source, bandwidth)
'Parabolic' => parabolic(source, bandwidth)
'Exponential' => exponential(source, bandwidth)
'Silverman' => silverman(source, bandwidth)
'Cauchy' => cauchy(source, bandwidth)
'Tent' => tent(source, bandwidth)
'Wave' => wave(source, bandwidth)
'Power' => power(source, bandwidth)
'Morters' => morters(source, bandwidth)

type coefficients
array<float> weights
float sumw

precalculate(float bandwidth, string kernel) =>
var array<coefficients> c = array.new<coefficients>()
if barstate.isfirst
for i = 0 to 499 by 1
coefficients w = coefficients.new(array.new<float>(), 0)
float sumw = 0

text
        for j = 0 to 499 by 1
            diff = i - j
            weight = kernel(diff, bandwidth, kernel)
            sumw := sumw + weight
            w.weights.push(weight)

        w.sumw := sumw
        c.push(w)
    c
else
    c

precalculate_nrp(bandwidth, kernel) =>
var array<float> weights = array.new<float>()
var float sumw = 0
if barstate.isfirst
for i = 0 to bandwidth - 1 by 1
j = math.pow(i, 2) / math.pow(bandwidth, 2)
weight = kernel(j, 1, kernel)
weights.push(weight)
sumw := sumw + weight
sumw
[weights, sumw]
else
[weights, sumw]

multi_kernel_regression(source, bandwidth, deviations, style, labels, enable, line_style, text_color, bullish_color, bearish_color, size, repaint) =>
var estimate_array = array.new<line>(500, line.new(na, na, na, na))
var dev_upper_array = array.new<line>(500, line.new(na, na, na, na))
var dev_lower_array = array.new<line>(500, line.new(na, na, na, na))
var up_labels = array.new<label>(500, label.new(na, na))
var down_labels = array.new<label>(500, label.new(na, na))

text
float current_price = na
float previous_price = na
float previous_price_delta = na
float std_dev = na
float upper_1 = na
float lower_1 = na
float upper_2 = na
float lower_2 = na
line estimate = na
line dev_upper = na
line dev_lower = na
label bullish = na
label bearish = na
float nrp_sum = na
float nrp_stdev = na
color nrp_color = na

if not repaint
    [weights, sumw] = precalculate_nrp(bandwidth, kernel)
    float sum = 0.0
    float sumsq = 0.0
    for i = 0 to bandwidth - 1 by 1
        weight = weights.get(i)
        sum := sum + nz(source[i]) * weight
        sum
    nrp_sum := sum / sumw
    direction = nrp_sum - nrp_sum[1] > 0
    nrp_color := direction ? bullish_color : bearish_color
    for i = 0 to bandwidth - 1 by 1
        sumsq := sumsq + math.pow(source[i] - nrp_sum[i], 2)
        sumsq
    nrp_stdev := math.sqrt(sumsq / (bandwidth - 1)) * deviations
    if labels
        if ta.crossover(nrp_sum, nrp_sum[1])
            label.new(bar_index, nrp_sum, 'Up', xloc.bar_index, yloc.belowbar, bullish_color, label.style_label_up, text_color, size)
        if ta.crossunder(nrp_sum, nrp_sum[1])
            label.new(bar_index, nrp_sum, 'Down', xloc.bar_index, yloc.abovebar, bearish_color, label.style_label_down, text_color, size)

    [nrp_sum, nrp_color, nrp_stdev]
else
    array<coefficients> c = precalculate(bandwidth, kernel)
    if barstate.isfirst
        for i = 499 to 0 by 1
            array.set(estimate_array, i, line.new(na, na, na, na))
            if enable
                array.set(dev_upper_array, i, line.new(na, na, na, na))
                array.set(dev_lower_array, i, line.new(na, na, na, na))
            if labels
                array.set(up_labels, i, label.new(na, na))
                array.set(down_labels, i, label.new(na, na))

    if barstate.islast
        for i = 0 to math.min(bar_index, 499) by 1
            coefficient = c.get(i)
            float sum = 0
            float sumsq = 0

            for j = 0 to math.min(bar_index, 499) by 1
                diff = i - j
                weight = coefficient.weights.get(j)
                sum := sum + source[j] * weight
                sumsq := sumsq + sq(source[j]) * weight
                sumsq

            current_price := sum / coefficient.sumw
            delta = current_price - previous_price

            if enable
                std_dev := math.sqrt(math.max(sumsq / coefficient.sumw - sq(current_price), 0))
                upper_2 := current_price + deviations * std_dev
                lower_2 := current_price - deviations * std_dev
                lower_2

            estimate := array.get(estimate_array, i)

            if enable
                dev_upper := array.get(dev_upper_array, i)
                dev_lower := array.get(dev_lower_array, i)
                dev_lower

            line.set_xy1(estimate, bar_index - i + 1, previous_price)
            line.set_xy2(estimate, bar_index - i, current_price)
            line.set_style(estimate, line_style)
            line.set_color(estimate, current_price > previous_price ? bearish_color : bullish_color)
            line.set_width(estimate, 3)

            if enable
                line.set_xy1(dev_upper, bar_index - i + 1, upper_1)
                line.set_xy2(dev_upper, bar_index - i, upper_2)
                line.set_style(dev_upper, line_style)
                line.set_color(dev_upper, current_price > previous_price ? bearish_color : bullish_color)
                line.set_width(dev_upper, 3)
                line.set_xy1(dev_lower, bar_index - i + 1, lower_1)
                line.set_xy2(dev_lower, bar_index - i, lower_2)
                line.set_style(dev_lower, line_style)
                line.set_color(dev_lower, current_price > previous_price ? bearish_color : bullish_color)
                line.set_width(dev_lower, 3)

            if labels
                bullish := array.get(up_labels, i)
                bearish := array.get(down_labels, i)

                if delta > 0 and previous_price_delta < 0
                    label.set_xy(bullish, bar_index - i + 1, source[i])
                    label.set_text(bullish, 'Up')
                    label.set_color(bullish, bullish_color)
                    label.set_textcolor(bullish, text_color)
                    label.set_textalign(bullish, text.align_center)
                    label.set_size(bullish, size)
                    label.set_style(bullish, label.style_label_up)
                    label.set_yloc(bullish, yloc.belowbar)

                if delta < 0 and previous_price_delta > 0
                    label.set_xy(bearish, bar_index - i + 1, source[i])
                    label.set_text(bearish, 'Down')
                    label.set_textcolor(bearish, text_color)
                    label.set_color(bearish, bearish_color)
                    label.set_textalign(bearish, text.align_center)
                    label.set_size(bearish, size)
                    label.set_style(bearish, label.style_label_down)
                    label.set_yloc(bearish, yloc.abovebar)

            previous_price := current_price
            upper_1 := upper_2
            lower_1 := lower_2
            previous_price_delta := delta
            previous_price_delta

    if barstate.isconfirmed
        for i = array.size(up_labels) - 1 to 0 by 1
            label.set_xy(array.get(up_labels, i), na, na)
        for i = array.size(down_labels) - 1 to 0 by 1
            label.set_xy(array.get(down_labels, i), na, na)
[nrp_sum, nrp_color, nrp_stdev]

[nrp_sum, nrp_color, nrp_stdev] = multi_kernel_regression(source, bandwidth, deviations, kernel, labels, enable, line_style, text_color, bullish_color, bearish_color, size, repaint)

plot(nrp_sum, 'Non Repaint MA', nrp_color)
plot(nrp_sum + nrp_stdev, 'Non Repaint STDEV', nrp_color, display = enable ? display.all : display.none)
plot(nrp_sum - nrp_stdev, 'Non Repaint STDEV', nrp_color, display = enable ? display.all : display.none)

Answer 1

Hier ein kompletter Pine-Script-Entwurf (v6) für eine Strategie auf Basis deines Multi-Kernel-Regression-Indikators.
Du kannst in den Einstellungen wählen, ob nur Long-, nur Short- oder beide Seiten gehandelt werden, und einen einfachen (nicht-trailenden) prozentualen Stop-Loss setzen.

pinescript
//@version=6
strategy("Multi-Kernel Regression Strategy", overlay = true,
         default_qty_type = strategy.percent_of_equity,
         default_qty_value = 10)

//----- BENUTZEREINSTELLUNGEN -----
tradeSide     = input.string("both",  "Trade Direction", options = ["long only", "short only", "both"])
kernelType    = input.string("Quartic", "Kernel",        options = ['Triangular','Gaussian','Epanechnikov','Logistic','Log Logistic','Cosine','Sinc','Laplace','Quartic','Parabolic','Exponential','Silverman','Cauchy','Tent','Wave','Power','Morters'])
bandwidth     = input.int(14,   "Bandwidth", minval = 1)
devs          = input.float(2.0,"Deviation")
src           = input.source(close,"Source")
stopPerc      = input.float(2.0,"Stop-Loss % (ohne Trailing)", minval = 0.0)

//----- KERNEL-FUNKTIONEN (wie im Original) -----
sq(x) => math.pow(x, 2)

gaussian(x,bw)     => math.exp(-sq(x/bw)/2)/math.sqrt(2*math.pi)
triangular(x,bw)   => math.abs(x/bw)<=1 ? 1-math.abs(x/bw) : 0.0
epanechnikov(x,bw) => math.abs(x/bw)<=1 ? 3/4.*(1-sq(x/bw)) : 0.0
quartic(x,bw)      => math.abs(x/bw)<=1 ? 15/16.*math.pow(1-sq(x/bw),2) : 0.0
logistic(x,bw)     => 1/(math.exp(x/bw)+2+math.exp(-x/bw))
cosine(x,bw)       => math.abs(x/bw)<=1 ? math.pi/4*math.cos(math.pi/2*(x/bw)) : 0.0
laplace(x,bw)      => 1/(2*bw)*math.exp(-math.abs(x/bw))
exponential(x,bw)  => 1/bw*math.exp(-math.abs(x/bw))
silverman(x,bw)    => math.abs(x/bw)<=0.5 ? 0.5*math.exp(-(x/bw)/2)*math.sin(x/bw/2+math.pi/4) : 0.0
tent(x,bw)         => math.abs(x/bw)<=1 ? 1-math.abs(x/bw) : 0.0
cauchy(x,bw)       => 1/(math.pi*bw*(1+sq(x/bw)))
sinc(x,bw)         => x==0 ? 1 : math.sin(math.pi*x/bw)/(math.pi*x/bw)
wave(x,bw)         => math.abs(x/bw)<=1 ? (1-math.abs(x/bw))*math.cos(math.pi*x/bw) : 0.0
parabolic(x,bw)    => math.abs(x/bw)<=1 ? 1-sq(x/bw) : 0.0
power(x,bw)        => math.abs(x/bw)<=1 ? math.pow(1-math.pow(math.abs(x/bw),3),3) : 0.0
loglogistic(x,bw)  => 1/math.pow(1+math.abs(x/bw),2)
morters(x,bw)      => math.abs(x/bw)<=math.pi ? (1+math.cos(x/bw))/(2*math.pi*bw) : 0.0

kernel(x,bw,style)=>
    switch style
        'Triangular'   => triangular(x,bw)
        'Gaussian'     => gaussian(x,bw)
        'Epanechnikov' => epanechnikov(x,bw)
        'Logistic'     => logistic(x,bw)
        'Log Logistic' => loglogistic(x,bw)
        'Cosine'       => cosine(x,bw)
        'Sinc'         => sinc(x,bw)
        'Laplace'      => laplace(x,bw)
        'Quartic'      => quartic(x,bw)
        'Parabolic'    => parabolic(x,bw)
        'Exponential'  => exponential(x,bw)
        'Silverman'    => silverman(x,bw)
        'Cauchy'       => cauchy(x,bw)
        'Tent'         => tent(x,bw)
        'Wave'         => wave(x,bw)
        'Power'        => power(x,bw)
        'Morters'      => morters(x,bw)

//----- GEWICHTE EINMAL VORBERECHNEN (Non-repaint Variante) -----
var float   sumW = na
var array<float> wArr = array.new<float>()
if barstate.isfirst
    float tmpSum = 0.0
    for i = 0 to bandwidth-1
        j       = math.pow(i,2)/math.pow(bandwidth,2)
        weight  = kernel(j,1,kernelType)
        array.push(wArr, weight)
        tmpSum += weight
    sumW := tmpSum

//----- NR-Regression pro Bar berechnen -----
var float nrp = na
float _sum = 0.0
for i = 0 to bandwidth-1
    _sum += nz(src[i]) * array.get(wArr,i)
nrp := _sum / sumW

//----- UP / DOWN Signale (wie im Indikator) -----
upSig   = ta.crossover(nrp, nrp[1])
downSig = ta.crossunder(nrp, nrp[1])

//----- STRATEGIE-LOGIK -----
canLong  = tradeSide != "short only"
canShort = tradeSide != "long only"

// Long-Ein-/Ausstiege
if canLong and upSig
    strategy.entry("Long", strategy.long)
if canLong and downSig
    strategy.close("Long")

// Short-Ein-/Ausstiege (umgekehrte Signale)
if canShort and downSig
    strategy.entry("Short", strategy.short)
if canShort and upSig
    strategy.close("Short")

//----- Fester (nicht-trailender) Stop-Loss -----
if strategy.position_size > 0  // Long
    sl = strategy.position_avg_price * (1 - stopPerc/100)
    strategy.exit("L-SL", from_entry = "Long", stop = sl)
else if strategy.position_size < 0 // Short
    sl = strategy.position_avg_price * (1 + stopPerc/100)
    strategy.exit("S-SL", from_entry = "Short", stop = sl)

//----- PLOTS (optional, für visuelle Kontrolle) -----
plot(nrp,                 color = color.aqua, title = "NRP-MA")
plot(nrp + devs * ta.stdev(src, bandwidth), title = "Upper Dev", color = color.gray)
plot(nrp - devs * ta.stdev(src, bandwidth), title = "Lower Dev", color = color.gray)
plotshape(upSig,   title="Up Signal",   style=shape.triangleup,   location=location.belowbar, color=color.green, size=size.tiny)
plotshape(downSig, title="Down Signal", style=shape.triangledown, location=location.abovebar, color=color.red,   size=size.tiny)

So passt du die Strategie an

Einstellung	Bedeutung
Trade Direction	„long only“, „short only“ oder „both“
Bandwidth / Kernel / Deviation	Wie im Original-Indikator
Stop-Loss %	Fixer Abstand in % vom Einstiegskurs (kein Trailing)

Hinweis:

Die Signale basieren 1 : 1 auf den „Up“-/„Down“-Labels der Non-Repaint-Version deines Indicators (Crossover / Crossunder des geglätteten Werts).

Die Stop-Loss-Orders werden bei jedem neuen Bar aktualisiert, bleiben aber starr auf dem einmal berechneten Abstand.

Passe bei Bedarf „default_qty_value“ oder andere strategy()-Parameter an deine Money-Management-Vorgaben an.

Viel Erfolg beim Back- und Live-Testen!

Erstelle mir bitte in pinescript in der aktuellen...

질문

사고

Building the Pine Script strategy

Designing the Pine Script strategy

Writing the Pine Script strategy

답변

So passt du die Strategie an

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