olmodelcaz

Koncorde PRUEBA OLMO

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Koncorde PRUEBA OLMO
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//@version=2
strategy("Koncorde", overlay=true)
calc_pvi() => 
    sval=volume
    pvi=(volume > volume[1]) ? nz(pvi[1]) + ((close - close[1])/close[1]) * (na(pvi[1]) ? pvi[1] : sval) : nz(pvi[1])
    pvi

calc_nvi() => 
    sval=volume
    nvi=(volume < volume[1]) ? nz(nvi[1]) + ((close - close[1])/close[1]) * (na(nvi[1]) ? nvi[1] : sval) : nz(nvi[1])
    nvi

calc_mfi(length) => 
    src=hlc3
    upper = sum(volume * (change(src) <= 0 ? 0 : src), length)
    lower = sum(volume * (change(src) >= 0 ? 0 : src), length)
    rsi(upper, lower)

tprice=ohlc4
lengthEMA = input(255, minval=1)
m=input(15)
pvi = calc_pvi()
pvim = ema(pvi, m)
pvimax = highest(pvim, 90)
pvimin = lowest(pvim, 90)
oscp = (pvi - pvim) * 100/ (pvimax - pvimin)
nvi =calc_nvi()
nvim = ema(nvi, m)
nvimax = highest(nvim, 90)
nvimin = lowest(nvim, 90)
azul = (nvi - nvim) * 100/ (nvimax - nvimin)
xmf = calc_mfi(14)
mult=input(2.0)
basis = sma(tprice, 25)
dev = mult * stdev(tprice, 25)
upper = basis + dev
lower = basis - dev
OB1 = (upper + lower) / 2.0
OB2 = upper - lower
BollOsc = ((tprice - OB1) / OB2 ) * 100
xrsi = rsi(tprice, 14)
calc_stoch(src, length,smoothFastD ) =>
    ll = lowest(low, length)
    hh = highest(high, length)
    k = 100 * (src - ll) / (hh - ll)
    sma(k, smoothFastD)

stoc = calc_stoch(tprice, 21, 3)
marron = (xrsi + xmf + BollOsc + (stoc / 3))/2
verde = marron + oscp
media = ema(marron,m)
bandacero= 0

vl=plot(verde, color=#66FF66, style=area, title="verde")// COLOURED(102,255,102) as "verde" , GREEN
ml=plot(marron, color= #FFCC99, style=area, title="marron", transp=0) // COLOURED(255,204,153) as"marron" , BEIGE 
al=plot(azul, color=#00FFFF, style=area, title="azul") // COLOURED(0,255,255) as "azul" , 
plot(marron, color= #330000, style=line, linewidth=2, title="lmarron") // COLOURED(51,0,0) as "lmarron" , 
plot(verde, color=#006600, style=line, linewidth=2, title="lineav") // COLOURED(0,102,0) as "lineav" , 
plot(azul, color=#000066, style=line, title="lazul", title="lazul") // COLOURED(0,0,102) as "lazul" , 
plot(media, color=red, title="media", style=line, linewidth=2) // COLOURED(255,0,0) as "media" , 
plot(bandacero, color=black, title="cero") // COLOURED(0,0,0) as "cero"

if (crossover(media, marron))
    strategy.entry("COMPRA", strategy.long, comment="COMPRA")

if (crossunder(media, marron))
    strategy.entry("VENTA", strategy.short, comment="VENTA")

//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)

////////////////// FIN CODIGO ////////////////////
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