# indie:lang_version = 5 from math import nan, floor, sqrt from indie import ( indicator, param, plot, color, source, MutSeriesF, SeriesF, Color, Optional, MainContext, sec_context, algorithm ) from indie.algorithms import Ma, Sma, Adx, Atr, Wma from indie.math import cross_over, cross_under # ─── Hull Moving Average ────────────────────────────────────────────────────── @algorithm def HullMa(self, src: SeriesF, length: int) -> SeriesF: half_len = length // 2 sq_len = floor(sqrt(length)) wma_half = Wma.new(src, half_len) wma_full = Wma.new(src, length) delta = MutSeriesF.new(2.0 * wma_half[0] - wma_full[0]) return Wma.new(delta, sq_len) # ─── Generic Trend MA (SMA / EMA / WMA / HMA) ──────────────────────────────── @algorithm def TrendMa(self, src: SeriesF, length: int, ma_type: str) -> SeriesF: result: Optional[SeriesF] if ma_type == 'HMA': result = HullMa.new(src, length) else: result = Ma.new(src, length, ma_type) return result.value() # ─── HTF Secondary Context (SMA 200 на старшем ТФ) ─────────────────────────── @sec_context def HtfCtx(self): htf_sma = Sma.new(self.close, 200) return self.close[0], htf_sma[0] # ─── Main ───────────────────────────────────────────────────────────────────── @indicator('MACD + SMA 200 Enhanced', overlay_main_pane=True) @param.source('src', default=source.CLOSE, title='Source') # MACD @param.int('fast_length', default=12, min=1, title='MACD Fast Length') @param.int('slow_length', default=26, min=1, title='MACD Slow Length') @param.int('signal_length', default=9, min=1, title='MACD Signal Length') @param.str('macd_ma_type', default='SMA', title='MACD MA Type', options=['SMA', 'EMA']) # Trend MA @param.int('trend_length', default=200, min=2, title='Trend MA Length') @param.str('trend_type', default='SMA', title='Trend MA Type', options=['SMA', 'EMA', 'WMA', 'HMA']) # Visualization @param.bool('show_bar_color', default=True, title='Enable Bar Color?') @param.bool('show_mas', default=True, title='Enable Moving Averages?') @param.bool('show_background', default=True, title='Enable Trend Background?') # ADX Filter @param.bool('use_adx', default=False, title='Enable ADX Filter?') @param.int('adx_length', default=14, min=1, title='ADX Length') @param.float('adx_threshold', default=25.0, min=1.0, title='ADX Threshold') # ATR Filter @param.bool('use_atr', default=False, title='Enable ATR Volatility Filter?') @param.int('atr_length', default=14, min=1, title='ATR Length') # MTF Filter @param.bool('use_mtf', default=False, title='Enable MTF Filter?') @param.time_frame('htf_tf', default='1D', title='HTF Timeframe') # Plots @plot.line('fast_ma', title='Fast MA') @plot.line('slow_ma', title='Slow MA', line_width=2) @plot.line('trend_ma', title='Trend MA', line_width=4) @plot.fill('fast_ma', 'trend_ma', title='Trend Ribbon') @plot.background(title='Trend Regime') @plot.bar_color(title='Bar Color') @plot.marker(style=plot.marker_style.CIRCLE, position=plot.marker_position.BELOW, size=7, title='Bull Signal', display_options=plot.MarkerDisplayOptions(pane=True, status_line=False, price_label=False)) @plot.marker(style=plot.marker_style.CIRCLE, position=plot.marker_position.ABOVE, size=7, title='Bear Signal', display_options=plot.MarkerDisplayOptions(pane=True, status_line=False, price_label=False)) class Main(MainContext): def __init__(self, htf_tf): self._htf_close, self._htf_sma = self.calc_on(HtfCtx, time_frame=htf_tf) def calc(self, src, fast_length, slow_length, signal_length, macd_ma_type, trend_length, trend_type, show_bar_color, show_mas, show_background, use_adx, adx_length, adx_threshold, use_atr, atr_length, use_mtf): # ── Moving averages ────────────────────────────────────────────────── fast_ma = Ma.new(src, fast_length, macd_ma_type) slow_ma = Ma.new(src, slow_length, macd_ma_type) trend_ma = TrendMa.new(src, trend_length, trend_type) # ── MACD (manual — reuses fast/slow MA, нет двойного подсчёта) ─────── macd_series = MutSeriesF.new(fast_ma[0] - slow_ma[0]) signal_series = Ma.new(macd_series, signal_length, macd_ma_type) hist_series = MutSeriesF.new(macd_series[0] - signal_series[0]) # ── ADX ───────────────────────────────────────────────────────────── adx_minus_di, adx_series, adx_plus_di = Adx.new(adx_length, adx_length) # ── ATR ───────────────────────────────────────────────────────────── atr_series = Atr.new(atr_length) atr_ma_series = Sma.new(atr_series, atr_length) # ── Pre-declare Color vars (Indie block-scoping rule) ───────────────── line_color: Color = color.BLUE trend_ma_color: Color = color.GRAY bar_trend_color: Color = color.BLUE bg_color: Color = color.TRANSPARENT ribbon_color: Color = color.GRAY(0.2) bull_marker_color: Color = color.TRANSPARENT bear_marker_color: Color = color.TRANSPARENT # ── Trend state ────────────────────────────────────────────────────── trend_rising = trend_ma[0] > trend_ma[1] trend_falling = trend_ma[0] < trend_ma[1] price_above = self.close[0] > trend_ma[0] price_below = self.close[0] < trend_ma[0] macd_pos = macd_series[0] > 0.0 macd_neg = macd_series[0] < 0.0 # ── Filter gates ───────────────────────────────────────────────────── adx_ok = (not use_adx) or (adx_series[0] > adx_threshold) atr_ok = (not use_atr) or (atr_series[0] > atr_ma_series[0]) mtf_bull_ok = (not use_mtf) or (self._htf_close[0] > self._htf_sma[0]) mtf_bear_ok = (not use_mtf) or (self._htf_close[0] < self._htf_sma[0]) # ── Trend MA color ─────────────────────────────────────────────────── if trend_rising: trend_ma_color = color.GREEN else: trend_ma_color = color.RED # ── Fast/slow line color ───────────────────────────────────────────── if fast_ma[0] > slow_ma[0] and trend_rising and self.close[0] > slow_ma[0]: line_color = color.GREEN elif fast_ma[0] < slow_ma[0] and trend_falling and self.close[0] < slow_ma[0]: line_color = color.RED else: line_color = color.BLUE # ── Bar color ──────────────────────────────────────────────────────── if (self.close[0] > fast_ma[0] and self.close[0] > slow_ma[0] and self.close[0] > trend_ma[0] and slow_ma[0] > slow_ma[1]): bar_trend_color = color.GREEN elif (self.close[0] < fast_ma[0] and self.close[0] < slow_ma[0] and self.close[0] < trend_ma[0] and slow_ma[0] < slow_ma[1]): bar_trend_color = color.RED else: bar_trend_color = color.BLUE # ── 5-level trend regime (background + ribbon color) ────────────────── if price_above and trend_rising and macd_pos and adx_ok: bg_color = color.GREEN(0.15) # Strong Uptrend ribbon_color = color.GREEN(0.25) elif price_above and trend_rising: bg_color = color.GREEN(0.07) # Weak Uptrend ribbon_color = color.GREEN(0.15) elif price_below and trend_falling and macd_neg and adx_ok: bg_color = color.RED(0.15) # Strong Downtrend ribbon_color = color.RED(0.25) elif price_below and trend_falling: bg_color = color.RED(0.07) # Weak Downtrend ribbon_color = color.RED(0.15) else: bg_color = color.TRANSPARENT # Neutral ribbon_color = color.GRAY(0.2) if not show_background: bg_color = color.TRANSPARENT # ── Entry signals ──────────────────────────────────────────────────── bull_signal = ( cross_over(hist_series, 0.0) and macd_pos and fast_ma[0] > slow_ma[0] and price_above and adx_ok and atr_ok and mtf_bull_ok ) bear_signal = ( cross_under(hist_series, 0.0) and macd_neg and fast_ma[0] < slow_ma[0] and price_below and adx_ok and atr_ok and mtf_bear_ok ) if bull_signal: bull_marker_color = color.GREEN if bear_signal: bear_marker_color = color.RED # ── MA visibility toggle ───────────────────────────────────────────── fast_ma_val = fast_ma[0] if show_mas else nan slow_ma_val = slow_ma[0] if show_mas else nan trend_ma_val = trend_ma[0] if show_mas else nan return ( plot.Line(fast_ma_val, color=line_color), plot.Line(slow_ma_val, color=line_color), plot.Line(trend_ma_val, color=trend_ma_color), plot.Fill(color=ribbon_color), plot.Background(color=bg_color), plot.BarColor(bar_trend_color if show_bar_color else None), plot.Marker(value=self.low[0], color=bull_marker_color), plot.Marker(value=self.high[0], color=bear_marker_color), )