If you want to use other timescale, need to change disparity rate and sdv. To display disparity(sma) and standard deviation, and to draw a hline(pine function) a certain valu. And lets think. I thought disparity rate 1~1.3 or -1~-1.3 are able to use constrarian trade (and sdv>600).
In bottom, disparity index is auxiliary. It is different from the multiple in the script to make the value easier to understand.
Sorry if the expiration date of the script has expired.
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disparity's multiple, length and sdv are changed.(is it Curve fitting ?)
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input_length and timeframe changed.
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・add comment ・sdv value changed ・made code easier to read
in addition, sorry to make a mistake title "dipsparity"→"disparity :(
isLongEntry = crossover (vrocma, 0) and dir == -1
isShortEntry = crossover (vrocma, 0) and dir == 1
// Back Test Fnction -----------------------------------------------------------
TestP = input(true,title=" ░░░ Separator░░░ Test Period Parameter ")
startP = timestamp(input(2019, "Start Year"), input(1, "Start Month"), input(1, "Start Day"), 0, 0)
end = timestamp(input(9999, "End Year"), input(1, "End Month"), input(1, "End Day"), 0, 0)
_testPeriod() =>
iff(time >= startP and time <= end, true, false)
// Position Function
avgg = strategy.position_avg_price
poss = strategy.position_size
if _testPeriod()
if isLongEntry
strategy.entry("L", strategy.long, comment="Long")
if isShortEntry
strategy.entry("S", strategy.short, comment="Short")
// Plot Long and Short Position
input_isShowLongShort = input(true, title="[DISP] Long / Short")
bgcolor(input_isShowLongShort ? #000000cc : na, title="Dark Background")
bgcolor(input_isShowLongShort and poss<0 ? color.new(#DF00FF, 80) : input_isShowLongShort and poss>0 ? color.new(#0892D0, 80) : na, editable=false)
// Plot Wining or Losing
input_isShowWinOrLose = input(true, title="[DSIP] Winning / Losing")
isProfitShapePlus = false
isProfitShapeMinus = false
//if _bLongEntry or _bShortClose or _bShortEntry or _bLongClose ----------------
if avgg > 0 or poss==0
if strategy.openprofit > 0 and input_isShowWinOrLose
isProfitShapePlus := true
isProfitShapePlus
if strategy.openprofit < 0 and input_isShowWinOrLose
isProfitShapeMinus := true
isProfitShapeMinus