- เทคนิคของ Indicator:
- ใช้วิธีการ Kernel Regression ในสามแบบเพื่อสร้าง Oscillator ที่ครอบคลุม.
- มี Overlay Indicator เพิ่มเติมเพื่อเพิ่มความมั่นใจในสัญญาณ.
- ตรวจจับโซน Oversold และ Overbought ด้วยการใช้ Standard Deviation.
- ใช้ Epanechnikov, Wave, และ Logistic Kernel Regressions ในการประมวลผลข้อมูล.
- บอกสัญญาณซื้อและขาย:
- ซื้อ: เมื่อทั้ง Overlay และ KRO แสดงสัญญาณโซน Oversold, มีโอกาสสูงที่จะเกิดการกลับตัวของแนวโน้ม.
- ขาย: เมื่อทั้ง Overlay และ KRO แสดงสัญญาณโซน Overbought, มีโอกาสสูงที่แนวโน้มจะอ่อนแอลงหรือเกิดการกลับตัว.
ใช้งานในโปรแกรม TradingView https://www.tradingview.com/?aff_id=134641
เปิดบัญชีทดลอง: การเริ่มต้นของ Passive Income https://bit.ly/3Sdkir2
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © QuantraAI
// ,/((((((((((((((((((,
// *(((/. * ./(((/
// (((* .(((((((( , ,(((
// /* .((/ ,((* /*. ,, *((,
// (. ((/ / ,(* .,*****,. /( *((
// ( ((. *(. *((* ,((( . ((
// (* ((. (* /(, ,((. ((/ .(( *( / ((
// ( ,(/ (* *(. // *( (( (* * ,(/
// .( (( *( (( ( /( / ((
// .( (( (, .( (* ( .(. (( ((
// ( /(. (, (/ *( &@@@@@@ ( &@% *( ,( ((
// /. (/ // (/ *@@.@@@@ @@,( ,# ,( *( *(*
// ( (( ( .( ,* @@@.*,@@@@@*( .% ,@@%@@/ (( (* (, (( ██████╗ ██╗ ██╗ █████╗ ███╗ ██╗ ████████╗ ██████╗ █████╗
// ( (( , ,( (* (. ,@@@&@@@@@@@@*( & ( ( ,( /( ██╔═══██╗ ██║ ██║ ██╔══██╗ ████╗ ██║ ╚══██╔══╝ ██╔══██╗ ██╔══██╗
// ,* (/ * (( ( ( @@@(*@@@@(/@@% ( .* ( ( *(. ██║ ██║ ██║ ██║ ███████║ ██╔██╗ ██║ ██║ ██████╔╝ ███████║
// ,/ (( (( ( .@@@@##%@@@@@@@*( %& ( / *( .( ██║▄▄ ██║ ██║ ██║ ██╔══██║ ██║╚██╗██║ ██║ ██╔══██╗ ██╔══██║
// ( (( ( *( @@@@@@@@@@ @@@*( ......(, *( * (( /, ╚██████╔╝ ╚██████╔╝ ██║ ██║ ██║ ╚████║ ██║ ██║ ██║ ██║ ██║
// ( ,(, (. ( ( .@@%,@% %@@@@@*(,@@@@ %...@@, ( , (/ ( ╚══▀▀═╝ ╚═════╝ ╚═╝ ╚═╝ ╚═╝ ╚═══╝ ╚═╝ ╚═╝ ╚═╝ ╚═╝ ╚═╝
// ./ (( ( ( (. *@@@ @@@@/(@@*( @ (. (( */
// /, (( ( (, ,*@@@@@@@@ ( @@@ ( /(. (
// (, (( (. ,( (@@( ( (/ . /(, (
// (* (( , *( *( ( (( .( (( .(
// .( /(/ . (( (/ (( , /( ,(( /*
// /* ((* . *( .(/ *((. .(( .(
// (, ((( (( /(((((( /. (( ( *(( (
// // .((* , .((. ./(((/*. /((/. ((, ((/ *(
// (* .((( /(((*. .,(((/. / *((/ .(.
// (( *(((* ( . , ,(((/ /(.
// /(, .((((((*, .*((((((, .((.
// ,(((, ,/((,
//
//
//
//
//@version=5
indicator("Triple Confirmation Kernel Regression Oscillator Base [QuantraAI]", "ᏦᏒᎧ 𝐁𝐚𝐬𝐞 [QuantraAI]", false, timeframe = "", timeframe_gaps = false)
var string KRS = "ᏦᏒᎧ 𝐁𝐚𝐬𝐞 - Settings", var string KRU = "ᏦᏒᎧ 𝐁𝐚𝐬𝐞 - UI"
// Kernel Regression Settings
source = input.source(close, "Source", group = KRS)
bandwidth = input.int (45, "Bandwidth", 1, group = KRS, tooltip = "Length of the Kernel Regression calculation")
sdLook = input.int (150, "Standard Deviation Lookback", group = KRS, tooltip = "Length of the SD bands lookback period")
sdMult = input.float (2, "Standard Deviation Extreme for OB/OS Border", group = KRS, tooltip = "Defines the outer border of the SD bands. \nThe inner border begins at 50% of the SD Multiplier", step = 0.5)
Mean = input.bool (false, "Use 0 as Mid Line? ", group = KRS, tooltip = "Dynamic Mid Line")
ColMode = input.string("Modern", "Color Palette Choice", ["Classic", "Modern", "Robust", "Accented", "Monochrome"], group = KRU, inline = "drop")
man = input.bool (false, "Custom Palette", group = KRU, inline = "drop")
manUpC = input.color (#00ff00, "Custom Up", group = KRU, inline = "man")
manDnC = input.color (#ff0000, "Custom Down", group = KRU, inline = "man")
BCol = input.bool (true, "Enable Bar Coloring", group = KRU)
OBOS = input.bool (true, "Enable Overbought/Oversold Shading", group = KRU)
TR = input.int (85, "Shading Transparency", 0, 100, group = KRU)
// Initialize color variables
var color UpC = na
var color DnC = na
var color BgC = na
// Assign colors based on the selected color mode
if ColMode == "Classic"
UpC := color.lime
DnC := color.maroon
BgC := color.green
if ColMode == "Modern"
UpC := #5ffae0
DnC := #c22ed0
BgC := #9ef6fb
if ColMode == "Robust"
UpC := #ffbb00
DnC := #770737
BgC := #a23061
if ColMode == "Accented"
UpC := #9618f7
DnC := #ff0078
BgC := #801155
if ColMode == "Monochrome"
UpC := #dee2e6
DnC := #495057
BgC := #212529
// Switch to manual palette if selected
[UpCol, DnCol] = switch man
false => [UpC, DnC]
true => [manUpC, manDnC]
// //
// Functions //
// //
kernel(source, bandwidth, kernel_type) =>
switch kernel_type
"Epanechnikov" => math.abs(source) <= 1 ? 0.75 * (1 - math.pow(source, 2)) : 0.0
"Logistic" => 1/math.exp(source + 2 + math.exp(-source))
"Wave" => math.abs(source) <= 1 ? (1 - math.abs(source)) * math.cos(math.pi * source) : 0.
kernelRegression(src, bandwidth, kernel_type) =>
sumWeightedY = 0.
sumKernels = 0.
for i = 0 to bandwidth - 1
base = i*i/math.pow(bandwidth, 2)
kernel = kernel(base, 1, kernel_type)
sumWeightedY += kernel * src[i]
sumKernels += kernel
(src - sumWeightedY/sumKernels)/src
// Triple Confirmations
Ep = kernelRegression(source, bandwidth, 'Epanechnikov' )
Lo = kernelRegression(source, bandwidth, 'Logistic' )
Wa = kernelRegression(source, bandwidth, 'Wave' )
// Average
AV = math.avg(Ep, Lo, Wa)
Mid = Mean? 0 : ta.sma(AV, sdLook)
// //
// Plots //
// //
// Base Plots
plot(Ep, 'Epanechnikov', color.new(Ep > Mid ? UpCol : DnCol, 60), 1)
plot(Lo, 'Logistic' , color.new(Lo > Mid ? UpCol : DnCol, 60), 1)
plot(Wa, 'Wave' , color.new(Wa > Mid ? UpCol : DnCol, 60), 1)
mid = plot(Mid, "Mid", color.gray, 2)
// Calculate Dynamic OB/OS Zones
stdv_bands(_src, _length, _mult) =>
float basis = ta.sma(_src, _length)
float dev = _mult * ta.stdev(_src, _length)
[basis, basis + dev, basis - dev]
[_, u1, l1] = stdv_bands(AV, sdLook, sdMult/2)
[_, u2, l2] = stdv_bands(AV, sdLook, sdMult)
// Final Plots + Fill
pu1 = plot(u1, "1.𝓢𝓓 +", color.new(DnCol, 70))
pl1 = plot(l1, "1.𝓢𝓓 -", color.new(UpCol, 70))
pu2 = plot(u2, "2.𝓢𝓓 +", color.new(DnCol, 70))
pl2 = plot(l2, "2.𝓢𝓓 -", color.new(UpCol, 70))
pAV = plot(AV, "ᏦᏒᎧ", AV > Mid ? UpCol : DnCol, 2)
fill(mid, pAV, AV, Mid,color.new (AV > Mid ? UpCol : DnCol, 50), color.new(chart.bg_color, 75))
fill(pu1, pu2, u2, u1, color.new(DnCol, 60), color.new(chart.bg_color, 55))
fill(pl1, pl2, l2, l1, color.new(UpCol, 60), color.new(chart.bg_color, 55))
bgcolor (OBOS ? (AV > u2 ? color.new(DnCol, TR) : AV < l2 ? color.new(UpCol, TR) : na) : na)
barcolor(BCol ? (AV > Mid ? UpCol : DnCol) : na)
// Alerts
symbol = "ᏦᏒᎧ 𝐁𝐚𝐬𝐞 [QuantraAI] >>> {{exchange}}:{{ticker}}"
// Trend Following Alerts
alertcondition(AV > Mid and AV[1] <= Mid, "Trend Up", symbol + " Trend Following - Long Entry!" )
alertcondition(AV < Mid and AV[1] >= Mid, "Trend Down", symbol + " Trend Following - Short Entry!" )
// Extremity Alerts
alertcondition(AV < l2, "Extremes - OS Zone", symbol + " Extreme - OS Zone!" )
alertcondition(AV > u2, "Extremes - OB Zone", symbol + " Extreme - OB Zone!" )https://www.tradingview.com/script/tQ7O9bpf-Triple-Confirmation-Kernel-Regression-Base-QuantraAI/