Supertrend 的 PowerLanguage（MultiCharts）指標範例(页 1) - 量化策略·公式·源码库 - 龙听期货论坛

龙听发表于 2025-4-27 20:57

Supertrend 的 PowerLanguage（MultiCharts）指標範例

[code]
// Supertrend Indicator for PowerLanguage (MultiCharts)
// Basic version
Inputs:
ATRLength(10),
Multiplier(3.0);

Variables:
ATR(0),
UpperBand(0),
LowerBand(0),
Trend(1),
Supertrend(0),
PrevSupertrend(0);

// Calculate ATR
ATR = AvgTrueRange(ATRLength);

// Calculate Basic Bands
UpperBand = (High + Low) / 2 + Multiplier * ATR;
LowerBand = (High + Low) / 2 - Multiplier * ATR;

// Supertrend Calculation
If CurrentBar = 1 then
begin
Supertrend = UpperBand;
end
else
begin
if Close > PrevSupertrend then
      Supertrend = MaxList(LowerBand, PrevSupertrend)
else
      Supertrend = MinList(UpperBand, PrevSupertrend);

if Close > Supertrend then
      Trend = 1
else if Close < Supertrend then
      Trend = -1;
end;

// Save for next bar
PrevSupertrend = Supertrend;

// Plot
Plot1(Supertrend, "Supertrend");
Plot2(UpperBand, "UpperBand");
Plot3(LowerBand, "LowerBand");

if Trend = 1 then
SetPlotColor(1, Green)
else
SetPlotColor(1, Red);
[/code]這段程式碼會：

計算 ATR。

用 ATR 來生成上下帶。

判斷超趨勢線。

畫出 Supertrend 線並變色（綠色為多頭，紅色為空頭）。

龙听发表于 2025-4-27 20:58

Supertrend（有買賣訊號）[code]
// Supertrend Indicator with Buy/Sell Arrows for PowerLanguage (MultiCharts)
// Advanced version with signals
Inputs:
ATRLength(10),
Multiplier(3.0);

Variables:
ATR(0),
UpperBand(0),
LowerBand(0),
Trend(1),
Supertrend(0),
PrevSupertrend(0),
PrevTrend(1);

// Calculate ATR
ATR = AvgTrueRange(ATRLength);

// Calculate Basic Bands
UpperBand = (High + Low) / 2 + Multiplier * ATR;
LowerBand = (High + Low) / 2 - Multiplier * ATR;

// Supertrend Calculation
If CurrentBar = 1 then
begin
Supertrend = UpperBand;
PrevTrend = 1;
end
else
begin
if Close > PrevSupertrend then
      Supertrend = MaxList(LowerBand, PrevSupertrend)
else
      Supertrend = MinList(UpperBand, PrevSupertrend);

if Close > Supertrend then
      Trend = 1
else if Close < Supertrend then
      Trend = -1;
end;

// Detect Trend Change for Buy/Sell Signals
if Trend <> PrevTrend then
begin
if Trend = 1 then
      Alert("Buy Signal");

if Trend = -1 then
      Alert("Sell Signal");
end;

// Save for next bar
PrevSupertrend = Supertrend;
PrevTrend = Trend;

// Plot Supertrend
Plot1(Supertrend, "Supertrend");
Plot2(UpperBand, "UpperBand");
Plot3(LowerBand, "LowerBand");

if Trend = 1 then
SetPlotColor(1, Green)
else
SetPlotColor(1, Red);

// Plot Buy/Sell Arrows
if Trend <> PrevTrend then
begin
if Trend = 1 then
      PlotPaintBar(High, Low, Open, Close, "Buy", Green)
else if Trend = -1 then
      PlotPaintBar(High, Low, Open, Close, "Sell", Red);
end;
[/code]

龙听发表于 2025-4-27 20:59

Supertrend 自動下單策略（PowerLanguage / MultiCharts）[code]
// Supertrend Auto-Trading Strategy for PowerLanguage (MultiCharts)
Inputs:
ATRLength(10),
Multiplier(3.0);

Variables:
ATR(0),
UpperBand(0),
LowerBand(0),
Trend(1),
Supertrend(0),
PrevSupertrend(0),
PrevTrend(1);

// Calculate ATR
ATR = AvgTrueRange(ATRLength);

// Calculate Basic Bands
UpperBand = (High + Low) / 2 + Multiplier * ATR;
LowerBand = (High + Low) / 2 - Multiplier * ATR;

// Supertrend Calculation
If CurrentBar = 1 then
begin
Supertrend = UpperBand;
PrevTrend = 1;
end
else
begin
if Close > PrevSupertrend then
      Supertrend = MaxList(LowerBand, PrevSupertrend)
else
      Supertrend = MinList(UpperBand, PrevSupertrend);

if Close > Supertrend then
      Trend = 1
else if Close < Supertrend then
      Trend = -1;
end;

// --- Auto Trading Logic ---
// When trend changes to up, buy
If Trend = 1 and PrevTrend = -1 then
begin
Buy ("SupertrendBuy") Next Bar at Market;
end;

// When trend changes to down, sell short
If Trend = -1 and PrevTrend = 1 then
begin
SellShort ("SupertrendSell") Next Bar at Market;
end;

// Optional: Exit rules (simple)
// Exit long if trend turns down
If MarketPosition = 1 and Trend = -1 then
begin
Sell ("SupertrendExitLong") Next Bar at Market;
end;

// Exit short if trend turns up
If MarketPosition = -1 and Trend = 1 then
begin
BuyToCover ("SupertrendExitShort") Next Bar at Market;
end;

// Save for next bar
PrevSupertrend = Supertrend;
PrevTrend = Trend;
[/code]趨勢轉為上升時 → 市價做多。

趨勢轉為下跌時 → 市價做空。

趨勢反轉也自動平倉原來的單。

乾淨純粹的範例，適合再加上風控（如停損、停利）等等。

龙听发表于 2025-4-27 21:00

Supertrend 自動交易策略版 (PowerLanguage / MultiCharts)[code]
// Supertrend Strategy for Auto Trading (MultiCharts PowerLanguage)
// Version: Entry + Exit rules
Inputs:
ATRLength(10),
Multiplier(3.0);

Variables:
ATR(0),
UpperBand(0),
LowerBand(0),
Trend(1),
Supertrend(0),
PrevSupertrend(0),
PrevTrend(1);

// Calculate ATR
ATR = AvgTrueRange(ATRLength);

// Calculate Bands
UpperBand = (High + Low) / 2 + Multiplier * ATR;
LowerBand = (High + Low) / 2 - Multiplier * ATR;

// Supertrend Calculation
If CurrentBar = 1 then
begin
Supertrend = UpperBand;
PrevTrend = 1;
end
else
begin
if Close > PrevSupertrend then
      Supertrend = MaxList(LowerBand, PrevSupertrend)
else
      Supertrend = MinList(UpperBand, PrevSupertrend);

if Close > Supertrend then
      Trend = 1
else if Close < Supertrend then
      Trend = -1;
end;

// --- Entry and Exit Rules ---
// Trend Change -> Entry Signals
if Trend <> PrevTrend then
begin
if Trend = 1 then
begin
      // Close Short Position first
      if MarketPosition < 0 then
         BuyToCover ("ExitShort") next bar at market;
      // Open Long Position
      Buy ("LongEntry") next bar at market;
end
else if Trend = -1 then
begin
      // Close Long Position first
      if MarketPosition > 0 then
         Sell ("ExitLong") next bar at market;
      // Open Short Position
      SellShort ("ShortEntry") next bar at market;
end;
end;

// Save for next bar
PrevSupertrend = Supertrend;
PrevTrend = Trend;

// --- Optional: Plot Supertrend Line ---
Plot1(Supertrend, "Supertrend");

if Trend = 1 then
SetPlotColor(1, Green)
else
SetPlotColor(1, Red);
[/code][code]
趨勢變多（Trend從-1變1）：平空單 ➔ 做多進場

趨勢變空（Trend從1變-1）：平多單 ➔ 做空進場

進場用 next bar at market（下一根直接市價單）

自動畫 Supertrend 線，顏色隨趨勢變
[/code]

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Supertrend 的 PowerLanguage（MultiCharts）指標範例