feat(v9): Complete MA gap backend integration
Integrated MA gap analysis into signal quality evaluation pipeline: BACKEND SCORING (lib/trading/signal-quality.ts): - Added maGap?: number parameter to scoreSignalQuality interface - Implemented convergence/divergence scoring logic: * LONG: +15pts tight bullish (0-2%), +12pts converging (-2-0%), +8pts early momentum (-5--2%) * SHORT: +15pts tight bearish (-2-0%), +12pts converging (0-2%), +8pts early momentum (2-5%) * Penalties: -5pts for misaligned MA structure (>5% wrong direction) N8N PARSER (workflows/trading/parse_signal_enhanced.json): - Added MAGAP:([-\d.]+) regex pattern for negative number support - Extracts maGap from TradingView v9 alert messages - Returns maGap in parsed output (backward compatible with v8) - Updated comment to show v9 format API ENDPOINTS: - app/api/trading/check-risk/route.ts: Pass maGap to scoreSignalQuality (2 calls) - app/api/trading/execute/route.ts: Pass maGap to scoreSignalQuality (2 calls) FULL PIPELINE NOW COMPLETE: 1. TradingView v9 → Generates signal with MAGAP field 2. n8n webhook → Extracts maGap from alert message 3. Backend scoring → Evaluates MA gap convergence (+8 to +15 pts) 4. Quality threshold → Borderline signals (75-85) can reach 91+ 5. Execute decision → Only signals scoring ≥91 are executed MOTIVATION: Helps borderline quality signals reach execution threshold without overriding safety rules. Addresses Nov 25 missed opportunity where good signal had MA convergence but borderline quality score. TESTING REQUIRED: - Verify n8n parses MAGAP correctly from v9 alerts - Confirm backend receives maGap parameter - Validate MA gap scoring applied to quality calculation - Monitor first 10-20 v9 signals for scoring accuracy
This commit is contained in:
mindesbunister
268
workflows/trading/moneyline_v8_comparisson.pinescript
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268
workflows/trading/moneyline_v8_comparisson.pinescript
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//@version=6
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indicator("Bullmania Money Line v8 Sticky Trend", shorttitle="ML v8", overlay=true)
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// Calculation source (Chart vs Heikin Ashi)
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srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.")
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// Parameter Mode
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paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
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// Single (global) parameters
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atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
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multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
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// Profile override when using profiles
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profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
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// Timeframe profile parameters
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// Minutes (<= 59m)
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atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
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mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend")
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// Hours (>=1h and <1d)
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atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
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mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend")
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// Daily (>=1d and <1w)
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atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
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mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend")
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// Weekly/Monthly (>=1w)
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atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
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mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend")
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// Optional MACD confirmation
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useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
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macdSrc = input.source(close, "MACD Source", inline="macd")
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macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
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macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
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macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
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// Signal timing (ALWAYS applies to all signals)
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groupTiming = "Signal Timing"
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confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.")
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flipThreshold = input.float(0.8, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Increased to 0.8% to filter small bounces.")
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// Entry filters (optional)
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groupFilters = "Entry filters"
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useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.")
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entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.")
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useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.")
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adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters)
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adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V8: Increased from 14 to 18 for stronger trend requirement.")
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// NEW v6 FILTERS
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groupV6Filters = "v6 Quality Filters"
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usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.")
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longPosMax = input.float(85, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't buy if price is above this % of 100-bar range (prevents chasing highs).")
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shortPosMin = input.float(15, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't sell if price is below this % of 100-bar range (prevents chasing lows).")
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useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).")
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volMin = input.float(0.7, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="Minimum volume relative to 20-bar MA.")
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volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.")
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useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.")
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rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters)
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rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters)
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rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters)
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rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters)
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// Determine effective parameters based on selected mode/profile
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var string activeProfile = ""
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resSec = timeframe.in_seconds(timeframe.period)
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isMinutes = resSec < 3600
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isHours = resSec >= 3600 and resSec < 86400
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isDaily = resSec >= 86400 and resSec < 604800
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isWeeklyOrMore = resSec >= 604800
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// Resolve profile bucket
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string profileBucket = "Single"
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if paramMode == "Single"
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profileBucket := "Single"
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else
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if profileOverride == "Minutes"
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profileBucket := "Minutes"
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else if profileOverride == "Hours"
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profileBucket := "Hours"
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else if profileOverride == "Daily"
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profileBucket := "Daily"
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else if profileOverride == "Weekly/Monthly"
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profileBucket := "Weekly/Monthly"
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else
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profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
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atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
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multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
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activeProfile := profileBucket
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// Core Money Line logic (with selectable source)
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// Build selected source OHLC
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// Optimized: Calculate Heikin Ashi directly instead of using request.security()
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haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close
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haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open
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haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high
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haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low
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calcH = haH
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calcL = haL
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calcC = haC
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// ATR on selected source
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tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
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atr = ta.rma(tr, atrPeriod)
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src = (calcH + calcL) / 2
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up = src - (multiplier * atr)
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dn = src + (multiplier * atr)
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var float up1 = na
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var float dn1 = na
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up1 := nz(up1[1], up)
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dn1 := nz(dn1[1], dn)
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up1 := calcC[1] > up1 ? math.max(up, up1) : up
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dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
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var int trend = 1
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var float tsl = na
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tsl := nz(tsl[1], up1)
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// V8: Apply flip threshold - require price to move X% beyond line before flip
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thresholdAmount = tsl * (flipThreshold / 100)
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// Track consecutive bars in potential new direction (anti-whipsaw)
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var int bullMomentumBars = 0
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var int bearMomentumBars = 0
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if trend == 1
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tsl := math.max(up1, tsl)
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// Count consecutive bearish bars
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if calcC < (tsl - thresholdAmount)
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bearMomentumBars := bearMomentumBars + 1
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bullMomentumBars := 0
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else
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bearMomentumBars := 0
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// Flip only after X consecutive bars below threshold
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trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1
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else
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tsl := math.min(dn1, tsl)
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// Count consecutive bullish bars
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if calcC > (tsl + thresholdAmount)
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bullMomentumBars := bullMomentumBars + 1
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bearMomentumBars := 0
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else
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bullMomentumBars := 0
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// Flip only after X consecutive bars above threshold
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trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1
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supertrend = tsl
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// Plot the Money Line
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upTrend = trend == 1 ? supertrend : na
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downTrend = trend == -1 ? supertrend : na
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plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
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plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
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// Show active profile on chart as a label (optimized - only on confirmed bar)
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showProfileLabel = input.bool(true, "Show active profile label", group="Profiles")
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var label profLbl = na
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if barstate.islast and barstate.isconfirmed and showProfileLabel
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label.delete(profLbl)
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profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20))
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// MACD confirmation logic
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[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
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longOk = not useMacd or (macdLine > macdSignal)
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shortOk = not useMacd or (macdLine < macdSignal)
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// Plot buy/sell signals (gated by optional MACD)
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buyFlip = trend == 1 and trend[1] == -1
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sellFlip = trend == -1 and trend[1] == 1
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// ADX computation (always calculate for context, but only filter if enabled)
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upMove = calcH - calcH[1]
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downMove = calcL[1] - calcL
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plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
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minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
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trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
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atrADX = ta.rma(trADX, adxLen)
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plusDMSmooth = ta.rma(plusDM, adxLen)
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minusDMSmooth = ta.rma(minusDM, adxLen)
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plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX
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minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX
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dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
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adxVal = ta.rma(dx, adxLen)
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adxOk = not useAdx or (adxVal > adxMin)
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// Entry buffer gates relative to current Money Line
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longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr)
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shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr)
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// Confirmation bars after flip
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buyReady = ta.barssince(buyFlip) == confirmBars
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sellReady = ta.barssince(sellFlip) == confirmBars
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// === CONTEXT METRICS FOR SIGNAL QUALITY ===
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// Calculate ATR as percentage of price
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atrPercent = (atr / calcC) * 100
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// Calculate RSI
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rsi14 = ta.rsi(calcC, 14)
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// Volume ratio (current volume vs 20-bar MA)
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volMA20 = ta.sma(volume, 20)
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volumeRatio = volume / volMA20
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// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5)
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highest100 = ta.highest(calcH, 100) // Changed from 20 to 100
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lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100
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priceRange = highest100 - lowest100
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pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100
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// v6 NEW FILTERS
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// Price position filter - prevent chasing extremes
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longPositionOk = not usePricePosition or (pricePosition < longPosMax)
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shortPositionOk = not usePricePosition or (pricePosition > shortPosMin)
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// Volume filter - avoid dead or overheated moves
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volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax)
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// RSI momentum filter
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rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax)
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rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
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// V8: STICKY TREND SIGNALS - High accuracy with flip-flop protection
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// Signal fires on line color changes ONLY when price breaches threshold
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// Protection: 0.5% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
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// Result: Clean trend signals without noise
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finalLongSignal = buyReady // 🟢 Signal on red → green flip (with threshold)
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finalShortSignal = sellReady // 🔴 Signal on green → red flip (with threshold)
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plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
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plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
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// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL")
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baseCurrency = str.replace(syminfo.ticker, "USD", "")
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baseCurrency := str.replace(baseCurrency, "USDT", "")
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baseCurrency := str.replace(baseCurrency, "PERP", "")
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// Indicator version for tracking in database
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indicatorVer = "v8"
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// Build enhanced alert messages with context (timeframe.period is dynamic)
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longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
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shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
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// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
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if finalLongSignal
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alert(longAlertMsg, alert.freq_once_per_bar_close)
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if finalShortSignal
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alert(shortAlertMsg, alert.freq_once_per_bar_close)
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// Fill area between price and Money Line
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fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
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fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))
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@@ -41,7 +41,7 @@ macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
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// Signal timing (ALWAYS applies to all signals)
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groupTiming = "Signal Timing"
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confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.")
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flipThreshold = input.float(0.6, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Set to 0.6% to filter small bounces while catching real reversals.")
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flipThreshold = input.float(0.8, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Increased to 0.8% to filter small bounces.")
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// Entry filters (optional)
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groupFilters = "Entry filters"
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@@ -235,10 +235,10 @@ rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
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// V8: STICKY TREND SIGNALS - High accuracy with flip-flop protection
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// Signal fires on line color changes ONLY when price breaches threshold
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// Protection: 0.5% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
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// Protection: 0.6% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
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// Result: Clean trend signals without noise
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finalLongSignal = buyReady // 🟢 Signal on red → green flip (with threshold)
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finalShortSignal = sellReady // 🔴 Signal on green → red flip (with threshold)
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finalLongSignal = buyReady and longOk and adxOk and longBufferOk and longPositionOk and volumeOk and rsiLongOk
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finalShortSignal = sellReady and shortOk and adxOk and shortBufferOk and shortPositionOk and volumeOk and rsiShortOk
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plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
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plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
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292
workflows/trading/moneyline_v9_ma_gap.pinescript
Normal file
292
workflows/trading/moneyline_v9_ma_gap.pinescript
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@@ -0,0 +1,292 @@
|
||||
//@version=6
|
||||
indicator("Bullmania Money Line v9 MA Gap", shorttitle="ML v9", overlay=true)
|
||||
|
||||
// Calculation source (Chart vs Heikin Ashi)
|
||||
srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.")
|
||||
|
||||
// Parameter Mode
|
||||
paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
|
||||
|
||||
// Single (global) parameters
|
||||
atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
|
||||
multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
|
||||
|
||||
// Profile override when using profiles
|
||||
profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
|
||||
|
||||
// Timeframe profile parameters
|
||||
// Minutes (<= 59m)
|
||||
atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
|
||||
mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend")
|
||||
|
||||
// Hours (>=1h and <1d)
|
||||
atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
|
||||
mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend")
|
||||
|
||||
// Daily (>=1d and <1w)
|
||||
atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
|
||||
mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend")
|
||||
|
||||
// Weekly/Monthly (>=1w)
|
||||
atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
|
||||
mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend")
|
||||
|
||||
// Optional MACD confirmation
|
||||
useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
|
||||
macdSrc = input.source(close, "MACD Source", inline="macd")
|
||||
macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
|
||||
macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
|
||||
macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
|
||||
|
||||
// Signal timing (ALWAYS applies to all signals)
|
||||
groupTiming = "Signal Timing"
|
||||
confirmBars = input.int(0, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V9: Set to 0 for immediate signals on flip. Increase to wait X bars for confirmation.")
|
||||
flipThreshold = input.float(0.6, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V9: Require price to move this % beyond line before flip. 0.6% filters small bounces while catching real reversals.")
|
||||
|
||||
// Entry filters (optional)
|
||||
groupFilters = "Entry filters"
|
||||
useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.")
|
||||
entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.")
|
||||
useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.")
|
||||
adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters)
|
||||
adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V8: Increased from 14 to 18 for stronger trend requirement.")
|
||||
|
||||
// NEW v6 FILTERS
|
||||
groupV6Filters = "v6 Quality Filters"
|
||||
usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.")
|
||||
longPosMax = input.float(85, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't buy if price is above this % of 100-bar range (prevents chasing highs).")
|
||||
shortPosMin = input.float(15, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't sell if price is below this % of 100-bar range (prevents chasing lows).")
|
||||
|
||||
useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).")
|
||||
volMin = input.float(0.7, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="Minimum volume relative to 20-bar MA.")
|
||||
volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.")
|
||||
|
||||
useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.")
|
||||
rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters)
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||||
rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters)
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||||
rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters)
|
||||
rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters)
|
||||
|
||||
// V9 NEW: MA GAP VISUALIZATION OPTIONS
|
||||
groupV9MA = "v9 MA Gap Options"
|
||||
showMAs = input.bool(true, "Show 50 and 200 MAs on chart", group=groupV9MA, tooltip="Display the moving averages for visual reference.")
|
||||
ma50Color = input.color(color.new(color.yellow, 0), "MA 50 Color", group=groupV9MA)
|
||||
ma200Color = input.color(color.new(color.orange, 0), "MA 200 Color", group=groupV9MA)
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||||
|
||||
// Determine effective parameters based on selected mode/profile
|
||||
var string activeProfile = ""
|
||||
resSec = timeframe.in_seconds(timeframe.period)
|
||||
isMinutes = resSec < 3600
|
||||
isHours = resSec >= 3600 and resSec < 86400
|
||||
isDaily = resSec >= 86400 and resSec < 604800
|
||||
isWeeklyOrMore = resSec >= 604800
|
||||
|
||||
// Resolve profile bucket
|
||||
string profileBucket = "Single"
|
||||
if paramMode == "Single"
|
||||
profileBucket := "Single"
|
||||
else
|
||||
if profileOverride == "Minutes"
|
||||
profileBucket := "Minutes"
|
||||
else if profileOverride == "Hours"
|
||||
profileBucket := "Hours"
|
||||
else if profileOverride == "Daily"
|
||||
profileBucket := "Daily"
|
||||
else if profileOverride == "Weekly/Monthly"
|
||||
profileBucket := "Weekly/Monthly"
|
||||
else
|
||||
profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
|
||||
|
||||
atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
|
||||
multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
|
||||
activeProfile := profileBucket
|
||||
|
||||
// Core Money Line logic (with selectable source)
|
||||
// Build selected source OHLC
|
||||
// Optimized: Calculate Heikin Ashi directly instead of using request.security()
|
||||
haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close
|
||||
haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open
|
||||
haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high
|
||||
haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low
|
||||
calcH = haH
|
||||
calcL = haL
|
||||
calcC = haC
|
||||
|
||||
// ATR on selected source
|
||||
tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
|
||||
atr = ta.rma(tr, atrPeriod)
|
||||
src = (calcH + calcL) / 2
|
||||
|
||||
up = src - (multiplier * atr)
|
||||
dn = src + (multiplier * atr)
|
||||
|
||||
var float up1 = na
|
||||
var float dn1 = na
|
||||
|
||||
up1 := nz(up1[1], up)
|
||||
dn1 := nz(dn1[1], dn)
|
||||
|
||||
up1 := calcC[1] > up1 ? math.max(up, up1) : up
|
||||
dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
|
||||
|
||||
var int trend = 1
|
||||
var float tsl = na
|
||||
|
||||
tsl := nz(tsl[1], up1)
|
||||
|
||||
// V8: Apply flip threshold - require price to move X% beyond line before flip
|
||||
thresholdAmount = tsl * (flipThreshold / 100)
|
||||
|
||||
// Track consecutive bars in potential new direction (anti-whipsaw)
|
||||
var int bullMomentumBars = 0
|
||||
var int bearMomentumBars = 0
|
||||
|
||||
if trend == 1
|
||||
tsl := math.max(up1, tsl)
|
||||
// Count consecutive bearish bars
|
||||
if calcC < (tsl - thresholdAmount)
|
||||
bearMomentumBars := bearMomentumBars + 1
|
||||
bullMomentumBars := 0
|
||||
else
|
||||
bearMomentumBars := 0
|
||||
// Flip only after X consecutive bars below threshold
|
||||
trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1
|
||||
else
|
||||
tsl := math.min(dn1, tsl)
|
||||
// Count consecutive bullish bars
|
||||
if calcC > (tsl + thresholdAmount)
|
||||
bullMomentumBars := bullMomentumBars + 1
|
||||
bearMomentumBars := 0
|
||||
else
|
||||
bullMomentumBars := 0
|
||||
// Flip only after X consecutive bars above threshold
|
||||
trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1
|
||||
|
||||
supertrend = tsl
|
||||
|
||||
// Plot the Money Line
|
||||
upTrend = trend == 1 ? supertrend : na
|
||||
downTrend = trend == -1 ? supertrend : na
|
||||
|
||||
plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
|
||||
plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
|
||||
|
||||
// Show active profile on chart as a label (optimized - only on confirmed bar)
|
||||
showProfileLabel = input.bool(true, "Show active profile label", group="Profiles")
|
||||
var label profLbl = na
|
||||
if barstate.islast and barstate.isconfirmed and showProfileLabel
|
||||
label.delete(profLbl)
|
||||
profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20))
|
||||
|
||||
// MACD confirmation logic
|
||||
[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
|
||||
longOk = not useMacd or (macdLine > macdSignal)
|
||||
shortOk = not useMacd or (macdLine < macdSignal)
|
||||
|
||||
// Plot buy/sell signals (gated by optional MACD)
|
||||
buyFlip = trend == 1 and trend[1] == -1
|
||||
sellFlip = trend == -1 and trend[1] == 1
|
||||
|
||||
// ADX computation (always calculate for context, but only filter if enabled)
|
||||
upMove = calcH - calcH[1]
|
||||
downMove = calcL[1] - calcL
|
||||
plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
|
||||
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
|
||||
trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
|
||||
atrADX = ta.rma(trADX, adxLen)
|
||||
plusDMSmooth = ta.rma(plusDM, adxLen)
|
||||
minusDMSmooth = ta.rma(minusDM, adxLen)
|
||||
plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX
|
||||
minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX
|
||||
dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
|
||||
adxVal = ta.rma(dx, adxLen)
|
||||
adxOk = not useAdx or (adxVal > adxMin)
|
||||
|
||||
// Entry buffer gates relative to current Money Line
|
||||
longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr)
|
||||
shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr)
|
||||
|
||||
// Confirmation bars after flip
|
||||
buyReady = ta.barssince(buyFlip) == confirmBars
|
||||
sellReady = ta.barssince(sellFlip) == confirmBars
|
||||
|
||||
// === CONTEXT METRICS FOR SIGNAL QUALITY ===
|
||||
// Calculate ATR as percentage of price
|
||||
atrPercent = (atr / calcC) * 100
|
||||
|
||||
// Calculate RSI
|
||||
rsi14 = ta.rsi(calcC, 14)
|
||||
|
||||
// Volume ratio (current volume vs 20-bar MA)
|
||||
volMA20 = ta.sma(volume, 20)
|
||||
volumeRatio = volume / volMA20
|
||||
|
||||
// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5)
|
||||
highest100 = ta.highest(calcH, 100) // Changed from 20 to 100
|
||||
lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100
|
||||
priceRange = highest100 - lowest100
|
||||
pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100
|
||||
|
||||
// === V9 NEW: MA GAP ANALYSIS ===
|
||||
// Calculate 50 and 200 period moving averages on CLOSE (not Heikin Ashi)
|
||||
// Use standard close for MA calculations to match traditional analysis
|
||||
ma50 = ta.sma(close, 50)
|
||||
ma200 = ta.sma(close, 200)
|
||||
|
||||
// Calculate MA gap as percentage
|
||||
// Positive gap = bullish (50 MA above 200 MA)
|
||||
// Negative gap = bearish (50 MA below 200 MA)
|
||||
// Values near 0 = convergence (potential crossover brewing)
|
||||
maGap = ma200 == 0 ? 0.0 : ((ma50 - ma200) / ma200) * 100
|
||||
|
||||
// Plot MAs if enabled (for visual reference) - disabled by default for clean chart
|
||||
// plot(showMAs ? ma50 : na, title="MA 50", color=ma50Color, linewidth=1)
|
||||
// plot(showMAs ? ma200 : na, title="MA 200", color=ma200Color, linewidth=2)
|
||||
|
||||
// v6 NEW FILTERS
|
||||
// Price position filter - prevent chasing extremes
|
||||
longPositionOk = not usePricePosition or (pricePosition < longPosMax)
|
||||
shortPositionOk = not usePricePosition or (pricePosition > shortPosMin)
|
||||
|
||||
// Volume filter - avoid dead or overheated moves
|
||||
volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax)
|
||||
|
||||
// RSI momentum filter
|
||||
rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax)
|
||||
rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
|
||||
|
||||
// V9: STICKY TREND SIGNALS with MA Gap awareness
|
||||
// Signal fires on line color changes ONLY when price breaches threshold
|
||||
// Protection: 0.6% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
|
||||
// NEW: MA gap data helps backend validate trend structure alignment
|
||||
// Result: Clean trend signals without noise + MA structure confirmation
|
||||
finalLongSignal = buyReady // 🟢 Signal on red → green flip (with threshold)
|
||||
finalShortSignal = sellReady // 🔴 Signal on green → red flip (with threshold)
|
||||
|
||||
plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
|
||||
plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
|
||||
|
||||
// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL")
|
||||
baseCurrency = str.replace(syminfo.ticker, "USD", "")
|
||||
baseCurrency := str.replace(baseCurrency, "USDT", "")
|
||||
baseCurrency := str.replace(baseCurrency, "PERP", "")
|
||||
|
||||
// Indicator version for tracking in database
|
||||
indicatorVer = "v9"
|
||||
|
||||
// Build enhanced alert messages with context (timeframe.period is dynamic)
|
||||
// V9 NEW: Added MAGAP field for MA gap percentage
|
||||
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer
|
||||
|
||||
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer
|
||||
|
||||
// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
|
||||
if finalLongSignal
|
||||
alert(longAlertMsg, alert.freq_once_per_bar_close)
|
||||
|
||||
if finalShortSignal
|
||||
alert(shortAlertMsg, alert.freq_once_per_bar_close)
|
||||
|
||||
// Fill area between price and Money Line
|
||||
fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
|
||||
fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))
|
||||
273
workflows/trading/moneyline_v9_ma_gap_clean.pinescript
Normal file
273
workflows/trading/moneyline_v9_ma_gap_clean.pinescript
Normal file
@@ -0,0 +1,273 @@
|
||||
//@version=6
|
||||
indicator("Bullmania Money Line v9 Clean", shorttitle="ML v9C", overlay=true)
|
||||
|
||||
// Calculation source (Chart vs Heikin Ashi)
|
||||
srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.")
|
||||
|
||||
// Parameter Mode
|
||||
paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
|
||||
|
||||
// Single (global) parameters
|
||||
atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
|
||||
multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
|
||||
|
||||
// Profile override when using profiles
|
||||
profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
|
||||
|
||||
// Timeframe profile parameters
|
||||
// Minutes (<= 59m)
|
||||
atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
|
||||
mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend")
|
||||
|
||||
// Hours (>=1h and <1d)
|
||||
atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
|
||||
mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend")
|
||||
|
||||
// Daily (>=1d and <1w)
|
||||
atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
|
||||
mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend")
|
||||
|
||||
// Weekly/Monthly (>=1w)
|
||||
atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
|
||||
mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend")
|
||||
|
||||
// Optional MACD confirmation
|
||||
useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
|
||||
macdSrc = input.source(close, "MACD Source", inline="macd")
|
||||
macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
|
||||
macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
|
||||
macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
|
||||
|
||||
// Signal timing (ALWAYS applies to all signals)
|
||||
groupTiming = "Signal Timing"
|
||||
confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.")
|
||||
flipThreshold = input.float(0.8, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Increased to 0.8% to filter small bounces.")
|
||||
|
||||
// Entry filters (optional)
|
||||
groupFilters = "Entry filters"
|
||||
useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.")
|
||||
entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.")
|
||||
useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.")
|
||||
adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters)
|
||||
adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V8: Increased from 14 to 18 for stronger trend requirement.")
|
||||
|
||||
// NEW v6 FILTERS
|
||||
groupV6Filters = "v6 Quality Filters"
|
||||
usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.")
|
||||
longPosMax = input.float(85, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't buy if price is above this % of 100-bar range (prevents chasing highs).")
|
||||
shortPosMin = input.float(15, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't sell if price is below this % of 100-bar range (prevents chasing lows).")
|
||||
|
||||
useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).")
|
||||
volMin = input.float(0.7, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="Minimum volume relative to 20-bar MA.")
|
||||
volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.")
|
||||
|
||||
useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.")
|
||||
rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters)
|
||||
rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters)
|
||||
rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters)
|
||||
rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters)
|
||||
|
||||
// Determine effective parameters based on selected mode/profile
|
||||
var string activeProfile = ""
|
||||
resSec = timeframe.in_seconds(timeframe.period)
|
||||
isMinutes = resSec < 3600
|
||||
isHours = resSec >= 3600 and resSec < 86400
|
||||
isDaily = resSec >= 86400 and resSec < 604800
|
||||
isWeeklyOrMore = resSec >= 604800
|
||||
|
||||
// Resolve profile bucket
|
||||
string profileBucket = "Single"
|
||||
if paramMode == "Single"
|
||||
profileBucket := "Single"
|
||||
else
|
||||
if profileOverride == "Minutes"
|
||||
profileBucket := "Minutes"
|
||||
else if profileOverride == "Hours"
|
||||
profileBucket := "Hours"
|
||||
else if profileOverride == "Daily"
|
||||
profileBucket := "Daily"
|
||||
else if profileOverride == "Weekly/Monthly"
|
||||
profileBucket := "Weekly/Monthly"
|
||||
else
|
||||
profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
|
||||
|
||||
atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
|
||||
multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
|
||||
activeProfile := profileBucket
|
||||
|
||||
// Core Money Line logic (with selectable source)
|
||||
// Build selected source OHLC
|
||||
// Optimized: Calculate Heikin Ashi directly instead of using request.security()
|
||||
haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close
|
||||
haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open
|
||||
haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high
|
||||
haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low
|
||||
calcH = haH
|
||||
calcL = haL
|
||||
calcC = haC
|
||||
|
||||
// ATR on selected source
|
||||
tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
|
||||
atr = ta.rma(tr, atrPeriod)
|
||||
src = (calcH + calcL) / 2
|
||||
|
||||
up = src - (multiplier * atr)
|
||||
dn = src + (multiplier * atr)
|
||||
|
||||
var float up1 = na
|
||||
var float dn1 = na
|
||||
|
||||
up1 := nz(up1[1], up)
|
||||
dn1 := nz(dn1[1], dn)
|
||||
|
||||
up1 := calcC[1] > up1 ? math.max(up, up1) : up
|
||||
dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
|
||||
|
||||
var int trend = 1
|
||||
var float tsl = na
|
||||
|
||||
tsl := nz(tsl[1], up1)
|
||||
|
||||
// V8: Apply flip threshold - require price to move X% beyond line before flip
|
||||
thresholdAmount = tsl * (flipThreshold / 100)
|
||||
|
||||
// Track consecutive bars in potential new direction (anti-whipsaw)
|
||||
var int bullMomentumBars = 0
|
||||
var int bearMomentumBars = 0
|
||||
|
||||
if trend == 1
|
||||
tsl := math.max(up1, tsl)
|
||||
// Count consecutive bearish bars
|
||||
if calcC < (tsl - thresholdAmount)
|
||||
bearMomentumBars := bearMomentumBars + 1
|
||||
bullMomentumBars := 0
|
||||
else
|
||||
bearMomentumBars := 0
|
||||
// Flip only after X consecutive bars below threshold
|
||||
trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1
|
||||
else
|
||||
tsl := math.min(dn1, tsl)
|
||||
// Count consecutive bullish bars
|
||||
if calcC > (tsl + thresholdAmount)
|
||||
bullMomentumBars := bullMomentumBars + 1
|
||||
bearMomentumBars := 0
|
||||
else
|
||||
bullMomentumBars := 0
|
||||
// Flip only after X consecutive bars above threshold
|
||||
trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1
|
||||
|
||||
supertrend = tsl
|
||||
|
||||
// Plot the Money Line
|
||||
upTrend = trend == 1 ? supertrend : na
|
||||
downTrend = trend == -1 ? supertrend : na
|
||||
|
||||
plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
|
||||
plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
|
||||
|
||||
// Show active profile on chart as a label (optimized - only on confirmed bar)
|
||||
showProfileLabel = input.bool(true, "Show active profile label", group="Profiles")
|
||||
var label profLbl = na
|
||||
if barstate.islast and barstate.isconfirmed and showProfileLabel
|
||||
label.delete(profLbl)
|
||||
profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20))
|
||||
|
||||
// MACD confirmation logic
|
||||
[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
|
||||
longOk = not useMacd or (macdLine > macdSignal)
|
||||
shortOk = not useMacd or (macdLine < macdSignal)
|
||||
|
||||
// Plot buy/sell signals (gated by optional MACD)
|
||||
buyFlip = trend == 1 and trend[1] == -1
|
||||
sellFlip = trend == -1 and trend[1] == 1
|
||||
|
||||
// ADX computation (always calculate for context, but only filter if enabled)
|
||||
upMove = calcH - calcH[1]
|
||||
downMove = calcL[1] - calcL
|
||||
plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
|
||||
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
|
||||
trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
|
||||
atrADX = ta.rma(trADX, adxLen)
|
||||
plusDMSmooth = ta.rma(plusDM, adxLen)
|
||||
minusDMSmooth = ta.rma(minusDM, adxLen)
|
||||
plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX
|
||||
minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX
|
||||
dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
|
||||
adxVal = ta.rma(dx, adxLen)
|
||||
adxOk = not useAdx or (adxVal > adxMin)
|
||||
|
||||
// Entry buffer gates relative to current Money Line
|
||||
longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr)
|
||||
shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr)
|
||||
|
||||
// Confirmation bars after flip
|
||||
buyReady = ta.barssince(buyFlip) == confirmBars
|
||||
sellReady = ta.barssince(sellFlip) == confirmBars
|
||||
|
||||
// === CONTEXT METRICS FOR SIGNAL QUALITY ===
|
||||
// Calculate ATR as percentage of price
|
||||
atrPercent = (atr / calcC) * 100
|
||||
|
||||
// Calculate RSI
|
||||
rsi14 = ta.rsi(calcC, 14)
|
||||
|
||||
// Volume ratio (current volume vs 20-bar MA)
|
||||
volMA20 = ta.sma(volume, 20)
|
||||
volumeRatio = volume / volMA20
|
||||
|
||||
// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5)
|
||||
highest100 = ta.highest(calcH, 100) // Changed from 20 to 100
|
||||
lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100
|
||||
priceRange = highest100 - lowest100
|
||||
pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100
|
||||
|
||||
// V9: MA Gap Analysis (uses standard close, not Heikin Ashi)
|
||||
ma50 = ta.sma(close, 50)
|
||||
ma200 = ta.sma(close, 200)
|
||||
maGap = ma200 == 0 ? 0.0 : ((ma50 - ma200) / ma200) * 100
|
||||
|
||||
// v6 NEW FILTERS
|
||||
// Price position filter - prevent chasing extremes
|
||||
longPositionOk = not usePricePosition or (pricePosition < longPosMax)
|
||||
shortPositionOk = not usePricePosition or (pricePosition > shortPosMin)
|
||||
|
||||
// Volume filter - avoid dead or overheated moves
|
||||
volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax)
|
||||
|
||||
// RSI momentum filter
|
||||
rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax)
|
||||
rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
|
||||
|
||||
// V9: STICKY TREND SIGNALS - High accuracy with flip-flop protection
|
||||
// Signal fires on line color changes ONLY when price breaches threshold
|
||||
// Protection: 0.6% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
|
||||
// Result: Clean trend signals without noise
|
||||
finalLongSignal = buyReady and longOk and adxOk and longBufferOk and longPositionOk and volumeOk and rsiLongOk
|
||||
finalShortSignal = sellReady and shortOk and adxOk and shortBufferOk and shortPositionOk and volumeOk and rsiShortOk
|
||||
|
||||
plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
|
||||
plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
|
||||
|
||||
// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL")
|
||||
baseCurrency = str.replace(syminfo.ticker, "USD", "")
|
||||
baseCurrency := str.replace(baseCurrency, "USDT", "")
|
||||
baseCurrency := str.replace(baseCurrency, "PERP", "")
|
||||
|
||||
// Indicator version for tracking in database
|
||||
indicatorVer = "v9"
|
||||
|
||||
// Build enhanced alert messages with context (timeframe.period is dynamic)
|
||||
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer
|
||||
|
||||
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer
|
||||
|
||||
// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
|
||||
if finalLongSignal
|
||||
alert(longAlertMsg, alert.freq_once_per_bar_close)
|
||||
|
||||
if finalShortSignal
|
||||
alert(shortAlertMsg, alert.freq_once_per_bar_close)
|
||||
|
||||
// Fill area between price and Money Line
|
||||
fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
|
||||
fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))
|
||||
268
workflows/trading/moneyline_v9_test.pinescript
Normal file
268
workflows/trading/moneyline_v9_test.pinescript
Normal file
@@ -0,0 +1,268 @@
|
||||
//@version=6
|
||||
indicator("Bullmania Money Line v9 TEST", shorttitle="ML v9T", overlay=true)
|
||||
|
||||
// Calculation source (Chart vs Heikin Ashi)
|
||||
srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.")
|
||||
|
||||
// Parameter Mode
|
||||
paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
|
||||
|
||||
// Single (global) parameters
|
||||
atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
|
||||
multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
|
||||
|
||||
// Profile override when using profiles
|
||||
profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
|
||||
|
||||
// Timeframe profile parameters
|
||||
// Minutes (<= 59m)
|
||||
atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
|
||||
mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend")
|
||||
|
||||
// Hours (>=1h and <1d)
|
||||
atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
|
||||
mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend")
|
||||
|
||||
// Daily (>=1d and <1w)
|
||||
atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
|
||||
mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend")
|
||||
|
||||
// Weekly/Monthly (>=1w)
|
||||
atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
|
||||
mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend")
|
||||
|
||||
// Optional MACD confirmation
|
||||
useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
|
||||
macdSrc = input.source(close, "MACD Source", inline="macd")
|
||||
macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
|
||||
macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
|
||||
macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
|
||||
|
||||
// Signal timing (ALWAYS applies to all signals)
|
||||
groupTiming = "Signal Timing"
|
||||
confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.")
|
||||
flipThreshold = input.float(0.8, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Increased to 0.8% to filter small bounces.")
|
||||
|
||||
// Entry filters (optional)
|
||||
groupFilters = "Entry filters"
|
||||
useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.")
|
||||
entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.")
|
||||
useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.")
|
||||
adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters)
|
||||
adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V8: Increased from 14 to 18 for stronger trend requirement.")
|
||||
|
||||
// NEW v6 FILTERS
|
||||
groupV6Filters = "v6 Quality Filters"
|
||||
usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.")
|
||||
longPosMax = input.float(85, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't buy if price is above this % of 100-bar range (prevents chasing highs).")
|
||||
shortPosMin = input.float(15, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't sell if price is below this % of 100-bar range (prevents chasing lows).")
|
||||
|
||||
useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).")
|
||||
volMin = input.float(0.7, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="Minimum volume relative to 20-bar MA.")
|
||||
volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.")
|
||||
|
||||
useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.")
|
||||
rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters)
|
||||
rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters)
|
||||
rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters)
|
||||
rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters)
|
||||
|
||||
// Determine effective parameters based on selected mode/profile
|
||||
var string activeProfile = ""
|
||||
resSec = timeframe.in_seconds(timeframe.period)
|
||||
isMinutes = resSec < 3600
|
||||
isHours = resSec >= 3600 and resSec < 86400
|
||||
isDaily = resSec >= 86400 and resSec < 604800
|
||||
isWeeklyOrMore = resSec >= 604800
|
||||
|
||||
// Resolve profile bucket
|
||||
string profileBucket = "Single"
|
||||
if paramMode == "Single"
|
||||
profileBucket := "Single"
|
||||
else
|
||||
if profileOverride == "Minutes"
|
||||
profileBucket := "Minutes"
|
||||
else if profileOverride == "Hours"
|
||||
profileBucket := "Hours"
|
||||
else if profileOverride == "Daily"
|
||||
profileBucket := "Daily"
|
||||
else if profileOverride == "Weekly/Monthly"
|
||||
profileBucket := "Weekly/Monthly"
|
||||
else
|
||||
profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
|
||||
|
||||
atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
|
||||
multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
|
||||
activeProfile := profileBucket
|
||||
|
||||
// Core Money Line logic (with selectable source)
|
||||
// Build selected source OHLC
|
||||
// Optimized: Calculate Heikin Ashi directly instead of using request.security()
|
||||
haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close
|
||||
haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open
|
||||
haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high
|
||||
haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low
|
||||
calcH = haH
|
||||
calcL = haL
|
||||
calcC = haC
|
||||
|
||||
// ATR on selected source
|
||||
tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
|
||||
atr = ta.rma(tr, atrPeriod)
|
||||
src = (calcH + calcL) / 2
|
||||
|
||||
up = src - (multiplier * atr)
|
||||
dn = src + (multiplier * atr)
|
||||
|
||||
var float up1 = na
|
||||
var float dn1 = na
|
||||
|
||||
up1 := nz(up1[1], up)
|
||||
dn1 := nz(dn1[1], dn)
|
||||
|
||||
up1 := calcC[1] > up1 ? math.max(up, up1) : up
|
||||
dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
|
||||
|
||||
var int trend = 1
|
||||
var float tsl = na
|
||||
|
||||
tsl := nz(tsl[1], up1)
|
||||
|
||||
// V8: Apply flip threshold - require price to move X% beyond line before flip
|
||||
thresholdAmount = tsl * (flipThreshold / 100)
|
||||
|
||||
// Track consecutive bars in potential new direction (anti-whipsaw)
|
||||
var int bullMomentumBars = 0
|
||||
var int bearMomentumBars = 0
|
||||
|
||||
if trend == 1
|
||||
tsl := math.max(up1, tsl)
|
||||
// Count consecutive bearish bars
|
||||
if calcC < (tsl - thresholdAmount)
|
||||
bearMomentumBars := bearMomentumBars + 1
|
||||
bullMomentumBars := 0
|
||||
else
|
||||
bearMomentumBars := 0
|
||||
// Flip only after X consecutive bars below threshold
|
||||
trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1
|
||||
else
|
||||
tsl := math.min(dn1, tsl)
|
||||
// Count consecutive bullish bars
|
||||
if calcC > (tsl + thresholdAmount)
|
||||
bullMomentumBars := bullMomentumBars + 1
|
||||
bearMomentumBars := 0
|
||||
else
|
||||
bullMomentumBars := 0
|
||||
// Flip only after X consecutive bars above threshold
|
||||
trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1
|
||||
|
||||
supertrend = tsl
|
||||
|
||||
// Plot the Money Line
|
||||
upTrend = trend == 1 ? supertrend : na
|
||||
downTrend = trend == -1 ? supertrend : na
|
||||
|
||||
plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
|
||||
plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
|
||||
|
||||
// Show active profile on chart as a label (optimized - only on confirmed bar)
|
||||
showProfileLabel = input.bool(true, "Show active profile label", group="Profiles")
|
||||
var label profLbl = na
|
||||
if barstate.islast and barstate.isconfirmed and showProfileLabel
|
||||
label.delete(profLbl)
|
||||
profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20))
|
||||
|
||||
// MACD confirmation logic
|
||||
[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
|
||||
longOk = not useMacd or (macdLine > macdSignal)
|
||||
shortOk = not useMacd or (macdLine < macdSignal)
|
||||
|
||||
// Plot buy/sell signals (gated by optional MACD)
|
||||
buyFlip = trend == 1 and trend[1] == -1
|
||||
sellFlip = trend == -1 and trend[1] == 1
|
||||
|
||||
// ADX computation (always calculate for context, but only filter if enabled)
|
||||
upMove = calcH - calcH[1]
|
||||
downMove = calcL[1] - calcL
|
||||
plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
|
||||
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
|
||||
trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
|
||||
atrADX = ta.rma(trADX, adxLen)
|
||||
plusDMSmooth = ta.rma(plusDM, adxLen)
|
||||
minusDMSmooth = ta.rma(minusDM, adxLen)
|
||||
plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX
|
||||
minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX
|
||||
dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
|
||||
adxVal = ta.rma(dx, adxLen)
|
||||
adxOk = not useAdx or (adxVal > adxMin)
|
||||
|
||||
// Entry buffer gates relative to current Money Line
|
||||
longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr)
|
||||
shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr)
|
||||
|
||||
// Confirmation bars after flip
|
||||
buyReady = ta.barssince(buyFlip) == confirmBars
|
||||
sellReady = ta.barssince(sellFlip) == confirmBars
|
||||
|
||||
// === CONTEXT METRICS FOR SIGNAL QUALITY ===
|
||||
// Calculate ATR as percentage of price
|
||||
atrPercent = (atr / calcC) * 100
|
||||
|
||||
// Calculate RSI
|
||||
rsi14 = ta.rsi(calcC, 14)
|
||||
|
||||
// Volume ratio (current volume vs 20-bar MA)
|
||||
volMA20 = ta.sma(volume, 20)
|
||||
volumeRatio = volume / volMA20
|
||||
|
||||
// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5)
|
||||
highest100 = ta.highest(calcH, 100) // Changed from 20 to 100
|
||||
lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100
|
||||
priceRange = highest100 - lowest100
|
||||
pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100
|
||||
|
||||
// v6 NEW FILTERS
|
||||
// Price position filter - prevent chasing extremes
|
||||
longPositionOk = not usePricePosition or (pricePosition < longPosMax)
|
||||
shortPositionOk = not usePricePosition or (pricePosition > shortPosMin)
|
||||
|
||||
// Volume filter - avoid dead or overheated moves
|
||||
volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax)
|
||||
|
||||
// RSI momentum filter
|
||||
rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax)
|
||||
rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
|
||||
|
||||
// V8: STICKY TREND SIGNALS - High accuracy with flip-flop protection
|
||||
// Signal fires on line color changes ONLY when price breaches threshold
|
||||
// Protection: 0.6% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
|
||||
// Result: Clean trend signals without noise
|
||||
finalLongSignal = buyReady and longOk and adxOk and longBufferOk and longPositionOk and volumeOk and rsiLongOk
|
||||
finalShortSignal = sellReady and shortOk and adxOk and shortBufferOk and shortPositionOk and volumeOk and rsiShortOk
|
||||
|
||||
plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
|
||||
plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
|
||||
|
||||
// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL")
|
||||
baseCurrency = str.replace(syminfo.ticker, "USD", "")
|
||||
baseCurrency := str.replace(baseCurrency, "USDT", "")
|
||||
baseCurrency := str.replace(baseCurrency, "PERP", "")
|
||||
|
||||
// Indicator version for tracking in database
|
||||
indicatorVer = "v8"
|
||||
|
||||
// Build enhanced alert messages with context (timeframe.period is dynamic)
|
||||
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
|
||||
|
||||
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
|
||||
|
||||
// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
|
||||
if finalLongSignal
|
||||
alert(longAlertMsg, alert.freq_once_per_bar_close)
|
||||
|
||||
if finalShortSignal
|
||||
alert(shortAlertMsg, alert.freq_once_per_bar_close)
|
||||
|
||||
// Fill area between price and Money Line
|
||||
fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
|
||||
fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))
|
||||
@@ -3,7 +3,7 @@
|
||||
"nodes": [
|
||||
{
|
||||
"parameters": {
|
||||
"jsCode": "// Get the body - it might be a string or nested in an object\nlet body = $json.body || $json.query?.body || JSON.stringify($json);\n\n// If body is an object, stringify it\nif (typeof body === 'object') {\n body = JSON.stringify(body);\n}\n\n// Parse basic signal (existing logic)\nconst symbolMatch = body.match(/\\b(SOL|BTC|ETH)\\b/i);\nconst symbol = symbolMatch ? symbolMatch[1].toUpperCase() + '-PERP' : 'SOL-PERP';\n\nconst direction = body.match(/\\b(sell|short)\\b/i) ? 'short' : 'long';\n\n// Enhanced timeframe extraction supporting multiple formats:\n// - \"buy 5\" → \"5\"\n// - \"buy 15\" → \"15\"\n// - \"buy 60\" or \"buy 1h\" → \"60\"\n// - \"buy 240\" or \"buy 4h\" → \"240\"\n// - \"buy D\" or \"buy 1d\" → \"D\"\n// - \"buy W\" → \"W\"\nconst timeframeMatch = body.match(/\\b(buy|sell)\\s+(\\d+|D|W|M|1h|4h|1d)\\b/i);\nlet timeframe = '5'; // Default to 5min\n\nif (timeframeMatch) {\n const tf = timeframeMatch[2];\n // Convert hour/day notation to minutes\n if (tf === '1h' || tf === '60') {\n timeframe = '60';\n } else if (tf === '4h' || tf === '240') {\n timeframe = '240';\n } else if (tf === '1d' || tf.toUpperCase() === 'D') {\n timeframe = 'D';\n } else if (tf.toUpperCase() === 'W') {\n timeframe = 'W';\n } else if (tf.toUpperCase() === 'M') {\n timeframe = 'M';\n } else {\n timeframe = tf;\n }\n}\n\n// Parse new context metrics from enhanced format:\n// \"SOLT.P buy 15 | ATR:0.65 | ADX:14.3 | RSI:51.3 | VOL:0.87 | POS:59.3 | IND:v8\"\nconst atrMatch = body.match(/ATR:([\\d.]+)/);\nconst atr = atrMatch ? parseFloat(atrMatch[1]) : 0;\n\nconst adxMatch = body.match(/ADX:([\\d.]+)/);\nconst adx = adxMatch ? parseFloat(adxMatch[1]) : 0;\n\nconst rsiMatch = body.match(/RSI:([\\d.]+)/);\nconst rsi = rsiMatch ? parseFloat(rsiMatch[1]) : 0;\n\nconst volumeMatch = body.match(/VOL:([\\d.]+)/);\nconst volumeRatio = volumeMatch ? parseFloat(volumeMatch[1]) : 0;\n\nconst pricePositionMatch = body.match(/POS:([\\d.]+)/);\nconst pricePosition = pricePositionMatch ? parseFloat(pricePositionMatch[1]) : 0;\n\n// Parse indicator version (optional, backward compatible)\nconst indicatorVersionMatch = body.match(/IND:(v\\d+)/i);\nconst indicatorVersion = indicatorVersionMatch ? indicatorVersionMatch[1] : 'v5';\n\nreturn {\n rawMessage: body,\n symbol,\n direction,\n timeframe,\n // Context fields\n atr,\n adx,\n rsi,\n volumeRatio,\n pricePosition,\n // Version tracking (defaults to v5 for backward compatibility)\n indicatorVersion\n};"
|
||||
"jsCode": "// Get the body - it might be a string or nested in an object\nlet body = $json.body || $json.query?.body || JSON.stringify($json);\n\n// If body is an object, stringify it\nif (typeof body === 'object') {\n body = JSON.stringify(body);\n}\n\n// Parse basic signal (existing logic)\nconst symbolMatch = body.match(/\\b(SOL|BTC|ETH)\\b/i);\nconst symbol = symbolMatch ? symbolMatch[1].toUpperCase() + '-PERP' : 'SOL-PERP';\n\nconst direction = body.match(/\\b(sell|short)\\b/i) ? 'short' : 'long';\n\n// Enhanced timeframe extraction supporting multiple formats:\n// - \"buy 5\" → \"5\"\n// - \"buy 15\" → \"15\"\n// - \"buy 60\" or \"buy 1h\" → \"60\"\n// - \"buy 240\" or \"buy 4h\" → \"240\"\n// - \"buy D\" or \"buy 1d\" → \"D\"\n// - \"buy W\" → \"W\"\nconst timeframeMatch = body.match(/\\b(buy|sell)\\s+(\\d+|D|W|M|1h|4h|1d)\\b/i);\nlet timeframe = '5'; // Default to 5min\n\nif (timeframeMatch) {\n const tf = timeframeMatch[2];\n // Convert hour/day notation to minutes\n if (tf === '1h' || tf === '60') {\n timeframe = '60';\n } else if (tf === '4h' || tf === '240') {\n timeframe = '240';\n } else if (tf === '1d' || tf.toUpperCase() === 'D') {\n timeframe = 'D';\n } else if (tf.toUpperCase() === 'W') {\n timeframe = 'W';\n } else if (tf.toUpperCase() === 'M') {\n timeframe = 'M';\n } else {\n timeframe = tf;\n }\n}\n\n// Parse new context metrics from enhanced format:\n// \"SOLT.P buy 15 | ATR:0.65 | ADX:14.3 | RSI:51.3 | VOL:0.87 | POS:59.3 | MAGAP:-1.23 | IND:v9\"\nconst atrMatch = body.match(/ATR:([\\d.]+)/);\nconst atr = atrMatch ? parseFloat(atrMatch[1]) : 0;\n\nconst adxMatch = body.match(/ADX:([\\d.]+)/);\nconst adx = adxMatch ? parseFloat(adxMatch[1]) : 0;\n\nconst rsiMatch = body.match(/RSI:([\\d.]+)/);\nconst rsi = rsiMatch ? parseFloat(rsiMatch[1]) : 0;\n\nconst volumeMatch = body.match(/VOL:([\\d.]+)/);\nconst volumeRatio = volumeMatch ? parseFloat(volumeMatch[1]) : 0;\n\nconst pricePositionMatch = body.match(/POS:([\\d.]+)/);\nconst pricePosition = pricePositionMatch ? parseFloat(pricePositionMatch[1]) : 0;\n\n// V9: Parse MA gap (optional, backward compatible with v8)\nconst maGapMatch = body.match(/MAGAP:([-\\d.]+)/);\nconst maGap = maGapMatch ? parseFloat(maGapMatch[1]) : undefined;\n\n// Parse indicator version (optional, backward compatible)\nconst indicatorVersionMatch = body.match(/IND:(v\\d+)/i);\nconst indicatorVersion = indicatorVersionMatch ? indicatorVersionMatch[1] : 'v5';\n\nreturn {\n rawMessage: body,\n symbol,\n direction,\n timeframe,\n // Context fields\n atr,\n adx,\n rsi,\n volumeRatio,\n pricePosition,\n maGap, // V9 NEW\n // Version tracking (defaults to v5 for backward compatibility)\n indicatorVersion\n};"
|
||||
},
|
||||
"id": "parse-signal-enhanced",
|
||||
"name": "Parse Signal Enhanced",
|
||||
|
||||
Reference in New Issue
Block a user