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[D] Dudu 95 Strategy Template ver.1.1. | https://www.tradingview.com/script/C3D8ElZZ/ | DuDu95 | https://www.tradingview.com/u/DuDu95/ | 147 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© fpemehd
// Thanks to myncrypto, jason5480, kevinmck100
// @version=5
strategy(title = '[D] Strategy Template v.1.2.',
shorttitle = '[D] Template',
overlay = true,
pyramiding = 0,
currency = currency.USD,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_value = 0.1,
initial_capital = 100000,
max_bars_back = 500,
max_lines_count = 150,
max_labels_count = 300)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Time, Direction, Etc - Basic Settings Inputs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// 1. Time: Based on UTC +09:00
i_start = input.time (defval = timestamp("20 Jan 1990 00:00 +0900"), title = "Start Date", tooltip = "Choose Backtest Start Date", inline = "Start Date", group = "Time" )
i_end = input.time (defval = timestamp("20 Dec 2030 00:00 +0900"), title = "End Date", tooltip = "Choose Backtest End Date", inline = "End Date", group = "Time" )
inTime = time >= i_start and time <= i_end
// 2. Inputs for direction: Long? Short? Both?
i_longEnabled = input.bool (defval = true , title = "Long?", tooltip = "Enable Long Position Trade?", inline = "Long / Short", group = "Long / Short" )
i_shortEnabled = input.bool (defval = true , title = "Short?", tooltip = "Enable Short Position Trade?", inline = "Long / Short", group = "Long / Short" )
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Filter - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// 3. Use Filters? What Filters?
//// 3-1. ATR Filter
i_ATRFilterOn = input.bool (defval = false , title = "ATR Filter On?", tooltip = "ATR Filter On? Order will not be made unless filter condition is fulfilled", inline = "1", group = "Filters")
i_ATRFilterLen = input.int (defval = 14, title = "Length for ATR Filter", minval = 1 , maxval = 100 , step = 1 , tooltip = "", inline = "2", group = "Filters")
i_ATRSMALen = input.int (defval = 40, title = "SMA Length for ATR SMA", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ATR should be bigger than this", inline = "2", group = "Filters")
bool ATRFilter = ta.atr(i_ATRFilterLen) >= ta.sma(ta.atr(length = i_ATRFilterLen), i_ATRSMALen) ? true : false
//// 3-2. EMA Filter
i_EMAFilterOn = input.bool (defval = false , title = "EMA Filter On?", tooltip = "EMA Filter On? Order will not be made unless filter condition is fulfilled", inline = "3", group = "Filters")
i_EMALen = input.int (defval = 200, title = "EMA Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "EMA Length", inline = "4", group = "Filters")
bool longEMAFilter = close >= ta.ema(source = close, length = i_EMALen) ? true : false
bool shortEMAFilter = close <= ta.ema(source = close, length = i_EMALen) ? true : false
//// 3-3. ADX Filter
////3-4. DMI Filter (Uses same ADX Length)
i_ADXFilterOn = input.bool (defval = false , title = "ADX Filter On?", tooltip = "ADX Filter On? Order will not be made unless filter condition is fulfilled", inline = "5", group = "Filters")
i_DMIFilterOn = input.bool (defval = false , title = "DMI Filter On?", tooltip = "DMI (Directional Moving Index) Filter On? Order will not be made unless filter condition is fulfilled", inline = "6", group = "Filters")
i_ADXLength = input.int (defval = 20, title = "ADX Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX Length", inline = "7", group = "Filters")
i_ADXThreshold = input.int (defval = 25, title = "ADX Threshold", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX should be bigger than threshold", inline = "8", group = "Filters")
//// 3-4. SuperTrend Filter
i_superTrendFilterOn = input.bool (defval = false , title = "Super Trend Filter On?", tooltip = "Super Trend Filter On? Order will not be made unless filter condition is fulfilled", inline = "9", group = "Filters")
i_superTrendATRLen = input.int (defval = 10, title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "10", group = "Filters")
i_superTrendATRFactor = input.float (defval = 3, title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "11", group = "Filters")
// ADX and DI Thanks to @BeikabuOyaji
int len = i_ADXLength
float th = i_ADXThreshold
TR = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DMPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DMMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
SmoothedTR = 0.0
SmoothedTR := nz(SmoothedTR[1]) - nz(SmoothedTR[1]) / len + TR
SmoothedDMPlus = 0.0
SmoothedDMPlus := nz(SmoothedDMPlus[1]) - nz(SmoothedDMPlus[1]) / len + DMPlus
SmoothedDMMinus = 0.0
SmoothedDMMinus := nz(SmoothedDMMinus[1]) - nz(SmoothedDMMinus[1]) / len + DMMinus
DIPlus = SmoothedDMPlus / SmoothedTR * 100
DIMinus = SmoothedDMMinus / SmoothedTR * 100
DX = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX = ta.sma(source = DX, length = len)
// plot(DIPlus, color=color.new(color.green, 0), title='DI+')
// plot(DIMinus, color=color.new(color.red, 0), title='DI-')
// plot(ADX, color=color.new(color.navy, 0), title='ADX')
// hline(th, color=color.white)
bool ADXFilter = ADX > th ? true : false
bool longDMIFilter = DIPlus >= DIMinus ? true : false
bool shortDMIFilter = DIPlus <= DIMinus ? true : false
// Calculate Super Trend
[supertrend, direction] = ta.supertrend(factor = i_superTrendATRFactor, atrPeriod = i_superTrendATRLen)
bodyMiddle = plot((open + close) / 2, display=display.none)
upTrend = plot(i_superTrendFilterOn ? direction < 0 ? supertrend : na : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrend = plot(i_superTrendFilterOn ? direction < 0 ? na : supertrend : na, "Down Trend", color = color.red, style=plot.style_linebr)
fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)
bool longSTFilter = direction <= 0
bool shortSTFilter = direction >= 0
// Filter
bool longFilterFilled = (not i_ATRFilterOn or ATRFilter) and (not i_EMAFilterOn or longEMAFilter) and (not i_ADXFilterOn or ADXFilter) and (not i_DMIFilterOn or longDMIFilter) and (not i_superTrendFilterOn or longSTFilter)
bool shortFilterFilled = (not i_ATRFilterOn or ATRFilter) and (not i_EMAFilterOn or shortEMAFilter) and (not i_ADXFilterOn or ADXFilter) and (not i_DMIFilterOn or shortDMIFilter) and (not i_superTrendFilterOn or shortSTFilter)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Strategy Logic (Entry & Exit Condition) - Inputs, Indicators for Strategy
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//// Indicators
// Inputs for Strategy Indicators
i_fastMALen = input.int (defval = 21, title = 'Fast SMA Length', minval = 1, inline = 'MA Length', group = 'Strategy')
i_slowMALen = input.int (defval = 49, title = 'Slow SMA Length', minval = 1, tooltip = 'How many candles back to calculte the fast/slow SMA.', inline = 'MA Length', group = 'Strategy')
// Calculate Indicators
float indicator1 = ta.sma(source = close, length = i_fastMALen)
float indicator2 = ta.sma(source = close, length = i_slowMALen)
// Plot: Indicators
var indicator1Color = color.new(color = color.yellow, transp = 0)
plot(series = indicator1, title = 'indicator1', color = indicator1Color, linewidth = 1, style = plot.style_line)
var indicator2Color = color.new(color = color.orange, transp = 0)
plot(series = indicator2, title = 'indicator2', color = indicator2Color, linewidth = 1, style = plot.style_line)
////// Entry, Exit
// Long, Short Logic with Indicator
bool crossover = ta.crossover (indicator1, indicator2)
bool crossunder = ta.crossunder (indicator1, indicator2)
// Basic Cond + Long, Short Entry Condition
bool longCond = (i_longEnabled and inTime) and (crossover)
bool shortCond = (i_shortEnabled and inTime) and (crossunder)
// Basic Cond + Long, Short Exit Condition
bool closeLong = (i_longEnabled) and (crossunder)
bool closeShort = (i_shortEnabled) and (crossover)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Position Control
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Long, Short Entry Condition + Not entered Position Yet
bool openLong = longCond and not (strategy.opentrades.size(strategy.opentrades - 1) > 0) and longFilterFilled
bool openShort = shortCond and not (strategy.opentrades.size(strategy.opentrades - 1) < 0) and shortFilterFilled
bool enteringTrade = openLong or openShort
float entryBarIndex = bar_index
// Long, Short Entry Fulfilled or Already Entered
bool inLong = openLong or strategy.opentrades.size(strategy.opentrades - 1) > 0 and not closeLong
bool inShort = openShort or strategy.opentrades.size(strategy.opentrades - 1) < 0 and not closeShort
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Stop Loss - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//// Use SL? TSL?
i_useSLTP = input.bool (defval = true, title = "Enable SL & TP?", tooltip = "", inline = "1", group = "Stop Loss")
i_tslEnabled = input.bool (defval = false , title = "Enable Trailing SL?", tooltip = "Enable Stop Loss & Take Profit? \n\Enable Trailing SL?", inline = "1", group = "Stop Loss")
// i_breakEvenAfterTP = input.bool (defval = false, title = 'Enable Break Even After TP?', tooltip = 'When Take Profit price target is hit, move the Stop Loss to the entry price (or to a more strict price defined by the Stop Loss %/ATR Multiplier).', inline = '2', group = 'Stop Loss / Take Profit')
//// Sl Options
i_slType = input.string (defval = "ATR", title = "Stop Loss Type", options = ["Percent", "ATR", "Previous LL / HH"], tooltip = "Stop Loss based on %? ATR?", inline = "3", group = "Stop Loss")
i_slATRLen = input.int (defval = 14, title = "ATR Length", minval = 1 , maxval = 200 , step = 1, inline = "4", group = "Stop Loss")
i_slATRMult = input.float (defval = 3, title = "ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "", inline = "4", group = "Stop Loss")
i_slPercent = input.float (defval = 3, title = "Percent", tooltip = "", inline = "5", group = "Stop Loss")
i_slLookBack = input.int (defval = 30, title = "Lowest Price Before Entry", group = "Stop Loss", inline = "6", minval = 30, step = 1, tooltip = "Lookback to find the Lowest Price. \nStopLoss is determined by the Lowest price of the look back period. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")
// Functions for Stop Loss
float openAtr = ta.valuewhen(condition = enteringTrade, source = ta.atr(i_slATRLen), occurrence = 0)
float openLowest = ta.valuewhen(condition = openLong, source = ta.lowest(low, i_slLookBack), occurrence = 0)
float openHighest = ta.valuewhen(condition = openShort, source = ta.highest(high, i_slLookBack), occurrence = 0)
f_getLongSLPrice(source) =>
switch i_slType
"Percent" => source * (1 - (i_slPercent/100))
"ATR" => source - (i_slATRMult * openAtr)
"Previous LL / HH" => openLowest
=> na
f_getShortSLPrice(source) =>
switch i_slType
"Percent" => source * (1 + (i_slPercent/100))
"ATR" => source + (i_slATRMult * openAtr)
"Previous LL / HH" => openHighest
=> na
// Calculate Stop Loss
var float longSLPrice = na
var float shortSLPrice = na
bool longTPExecuted = false
bool shortTPExecuted = false
longSLPrice := if (inLong and i_useSLTP)
if (openLong)
f_getLongSLPrice (close)
else
// 1. Trailing Stop Loss
if i_tslEnabled
stopLossPrice = f_getLongSLPrice (high)
math.max(stopLossPrice, nz(longSLPrice[1]))
// 2. Normal StopLoss
else
nz(source = longSLPrice[1], replacement = 0)
else
na
shortSLPrice := if (inShort and i_useSLTP)
if (openShort)
f_getShortSLPrice (close)
else
// 1. Trailing Stop Loss
if i_tslEnabled
stopLossPrice = f_getShortSLPrice (low)
math.min(stopLossPrice, nz(shortSLPrice[1]))
// 2. Normal StopLoss
else
nz(source = shortSLPrice[1], replacement = 999999.9)
else
na
// Plot: Stop Loss of Long, Short Entry
var longSLPriceColor = color.new(color.maroon, 0)
plot(series = longSLPrice, title = 'Long Stop Loss', color = longSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortSLPriceColor = color.new(color.maroon, 0)
plot(series = shortSLPrice, title = 'Short Stop Loss', color = shortSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Take Profit - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_useTPExit = input.bool (defval = true, title = "Use Take Profit?", tooltip = "", inline = "1", group = "Take Profit")
i_RRratio = input.float (defval = 1.8, title = "R:R Ratio", minval = 0.1 , maxval = 200 , step = 0.1, tooltip = "R:R Ratio > Risk Reward Ratio? It will automatically set Take Profit % based on Stop Loss", inline = "2", group = "Take Profit")
i_tpQuantityPerc = input.float (defval = 50, title = 'Take Profit Quantity %', minval = 0.0, maxval = 100, step = 1.0, tooltip = '% of position closed when tp target is met.', inline="34", group = 'Take Profit')
var float longTPPrice = na
var float shortTPPrice = na
f_getLongTPPrice() =>
close + i_RRratio * math.abs (close - f_getLongSLPrice (close))
f_getShortTPPrice() =>
close - i_RRratio * math.abs(close - f_getShortSLPrice (close))
longTPPrice := if (inLong and i_useSLTP)
if (openLong)
f_getLongTPPrice ()
else
nz(source = longTPPrice[1], replacement = f_getLongTPPrice ())
else
na
shortTPPrice := if (inShort and i_useSLTP)
if (openShort)
f_getShortTPPrice ()
else
nz(source = shortTPPrice[1], replacement = f_getShortTPPrice ())
else
na
// Plot: Take Profit of Long, Short Entry
var longTPPriceColor = color.new(color.teal, 0)
plot(series = longTPPrice, title = 'Long Take Profit', color = longTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortTPPriceColor = color.new(color.teal, 0)
plot(series = shortTPPrice, title = 'Short Take Profit', color = shortTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
// Plot: Entry Price
var posColor = color.new(color.white, 0)
plot(series = strategy.opentrades.entry_price(strategy.opentrades - 1), title = 'Position Entry Price', color = posColor, linewidth = 1, style = plot.style_linebr)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Quantity - Inputs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_useRiskManangement = input.bool (defval = true, title = "Use Risk Manangement?", tooltip = "", inline = "1", group = "Quantity")
i_riskPerTrade = input.float (defval = 3, title = "Risk Per Trade (%)", minval = 0, maxval = 100, step = 0.1, tooltip = "Use Risk Manangement by Quantity Control?", inline = "2", group = "Quantity")
// i_leverage = input.float (defval = 2, title = "Leverage", minval = 0, maxval = 100, step = 0.1, tooltip = "Leverage", inline = "3", group = "Quantity")
float qtyPercent = na
float entryQuantity = na
f_calQtyPerc() =>
if (i_useRiskManangement)
riskPerTrade = (i_riskPerTrade) / 100 // 1λ² κ±°λμ 3% μμ€
stopLossPrice = openLong ? f_getLongSLPrice (close) : openShort ? f_getShortSLPrice (close) : na
riskExpected = math.abs((close-stopLossPrice)/close) // μμ κ°λ 6% μ°¨μ΄
riskPerTrade / riskExpected // 0 ~ 1
else
1
f_calQty(qtyPerc) =>
math.min (math.max (0.000001, strategy.equity / close * qtyPerc), 1000000000)
// TP Execution
longTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) > 0 and (longTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) < strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and high >= longTPPrice)
shortTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) < 0 and (shortTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) > strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and low <= shortTPPrice)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Plot Label, Boxes, Results, Etc
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_showSimpleLabel = input.bool(false, "Show Simple Label for Entry?", group = "Strategy: Drawings", inline = "1", tooltip ="")
i_showLabels = input.bool(true, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "1", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
i_showDashboard = input.bool(true, "Show Dashboard", group = "Strategy: Drawings", inline = "2", tooltip = "Show Backtest Results. Backtest Dates, Win/Lose Rates, Etc.")
// Plot: Label for Long, Short Entry
var openLongColor = color.new(#2962FF, 0)
var openShortColor = color.new(#FF1744, 0)
var entryTextColor = color.new(color.white, 0)
if (openLong and i_showSimpleLabel)
label.new (x = bar_index, y = na, text = 'Open', yloc = yloc.belowbar, color = openLongColor, style = label.style_label_up, textcolor = entryTextColor)
entryBarIndex := bar_index
if (openShort and i_showSimpleLabel)
label.new (x = bar_index, y = na, text = 'Close', yloc = yloc.abovebar, color = openShortColor, style = label.style_label_down, textcolor = entryTextColor)
entryBarIndex := bar_index
float prevEntryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
float pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
float prevExitPrice = strategy.closedtrades.exit_price (strategy.closedtrades - 1)
f_enteringTradeLabel(x, y, qty, entryPrice, slPrice, tpPrice, rrRatio, direction) =>
if i_showLabels
labelStr = ("Trade Start"
+ "\nDirection: " + direction
+ "\nRisk Per Trade: " + str.tostring (i_useRiskManangement ? i_riskPerTrade : 100, "#.##") + "%"
+ "\nExpected Risk: " + str.tostring (math.abs((close-slPrice)/close) * 100, "#.##") + "%"
+ "\nEntry Position Qty: " + str.tostring(math.abs(qty * 100), "#.##") + "%"
+ "\nEntry Price: " + str.tostring(entryPrice, "#.##"))
+ "\nStop Loss Price: " + str.tostring(slPrice, "#.##")
+ "\nTake Profit Price: " + str.tostring(tpPrice, "#.##")
+ "\nRisk - Reward Ratio: " + str.tostring(rrRatio, "#.##")
label.new(x = x, y = y, text = labelStr, color = color.new(color.blue, 60) , textcolor = color.white, style = label.style_label_up)
f_exitingTradeLabel(x, y, entryPrice, exitPrice, direction) =>
if i_showLabels
labelStr = ("Trade Result"
+ "\nDirection: " + direction
+ "\nEntry Price: " + str.tostring(entryPrice, "#.##")
+ "\nExit Price: " + str.tostring(exitPrice,"#.##")
+ "\nGain %: " + str.tostring(direction == 'Long' ? -(entryPrice-exitPrice) / entryPrice * 100 : (entryPrice-exitPrice) / entryPrice * 100 ,"#.##") + "%")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + " " + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Orders
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
if (inTime)
if (openLong)
qtyPercent := f_calQtyPerc()
entryQuantity := f_calQty(qtyPercent)
strategy.entry(id = "Long", direction = strategy.long, qty = entryQuantity, comment = 'Long(' + syminfo.ticker + '): Started', alert_message = 'Long(' + syminfo.ticker + '): Started')
f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = longSLPrice, tpPrice = longTPPrice, rrRatio = i_RRratio, direction = "Long")
if (openShort)
qtyPercent := f_calQtyPerc()
entryQuantity := f_calQty(qtyPercent)
strategy.entry(id = "Short", direction = strategy.short, qty = entryQuantity, comment = 'Short(' + syminfo.ticker + '): Started', alert_message = 'Short(' + syminfo.ticker + '): Started')
f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = shortSLPrice, tpPrice = shortTPPrice, rrRatio = i_RRratio, direction = "Short")
if (closeLong)
strategy.close(id = 'Long', comment = 'Close Long', alert_message = 'Long: Closed at market price')
strategy.position_size > 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long') : na
if (closeShort)
strategy.close(id = 'Short', comment = 'Close Short', alert_message = 'Short: Closed at market price')
strategy.position_size < 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short') : na
if (inLong)
strategy.exit(id = 'Long TP / SL', from_entry = 'Long', qty_percent = i_tpQuantityPerc, limit = longTPPrice, stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Long SL', from_entry = 'Long', stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Stop Loss executed')
if (inShort)
strategy.exit(id = 'Short TP / SL', from_entry = 'Short', qty_percent = i_tpQuantityPerc, limit = shortTPPrice, stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Short SL', from_entry = 'Short', stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Stop Loss executed')
if strategy.position_size[1] > 0 and strategy.position_size == 0
f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long')
if strategy.position_size[1] < 0 and strategy.position_size == 0
f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short')
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Backtest Result Dashboard
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
if i_showDashboard
var bgcolor = color.new(color = color.black, transp = 100)
var greenColor = color.new(color = #02732A, transp = 0)
var redColor = color.new(color = #D92332, transp = 0)
var yellowColor = color.new(color = #F2E313, transp = 0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.top_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? greenColor : redColor, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? greenColor : redColor, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? redColor : _winRate < 75 ? greenColor : yellowColor, color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? greenColor : redColor, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white)
|
Trend #4 - ATR+EMA channel | https://www.tradingview.com/script/4KrLn3pk/ | zxcv55602 | https://www.tradingview.com/u/zxcv55602/ | 110 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© zxcv55602
//@version=4
strategy("Trend #4 - ATR+EMA channel", overlay = true,slippage=2,commission_value=0.05)
date1 = input(title="Start Date", type=input.time, defval=timestamp("2020-01-01T00:00:00"))
date2 = input(title="Stop Date", type=input.time, defval=timestamp("2030-01-01T00:00:00"))
stoploss=input(1000, minval=1, title="stoploss")
length = input(10, minval=1, title="Blue EMA length",step=1)
multy = input(1.8, step=0.1, title="Blue EMA multy")
atrlen = input(15, "ATR Period")
mult_atr = input(0.7, "ATR mult", step=0.1)
redema=input(20, "Red EMA length", step=1)
longsignal=input(true,"long",type=input.bool)
shortsignal=input(true,"short",type=input.bool)
Breakout=input(false,"Breakout mode",type=input.bool)
//------------------
upper_atr = ema(tr(true),atrlen) * mult_atr + close
lower_atr = close - ema(tr(true),atrlen) * mult_atr
plot(upper_atr, "+ATR", color=color.new(color.white,80),style=plot.style_stepline)
plot(lower_atr, "-ATR", color=color.new(color.white,80),style=plot.style_stepline)
//------------------
var op_upper_atr=0.0
var op_lower_atr=0.0
var op_close=0.0
//------------------
Keltma =ema(close, length)
range = high - low
rangema = ema(range, length)
upperk =Keltma + rangema * multy
lowerk = Keltma - rangema * multy
plot(upperk, color=color.blue, title="")
plot(lowerk, color=color.blue, title="")
//------------------
red_ema=ema(close,redema)
plot(red_ema, color=color.red, title="")
//------------------
if time >= date1 and time <= date2 and Breakout==false
if longsignal and strategy.position_size==0 and close>upperk and close>red_ema
op_close:=close
op_upper_atr:=upper_atr
strategy.entry("L",true,qty=(stoploss/(op_close-red_ema)),stop=red_ema)
strategy.exit("L",limit=op_upper_atr,comment="exit_L",stop=red_ema)
if shortsignal and strategy.position_size==0 and close<lowerk and close<red_ema
op_close:=close
op_lower_atr:=lower_atr
strategy.entry("S",false,qty=(stoploss/(red_ema-op_close)),stop=red_ema)
strategy.exit("S",limit=op_lower_atr,comment="exit_S",stop=red_ema)
if strategy.position_size>0
strategy.exit("L",limit=op_upper_atr,comment="exit_L",stop=red_ema)
if strategy.position_size<0
strategy.exit("S",limit=op_lower_atr,comment="exit_S",stop=red_ema)
//------------------
if time >= date1 and time <= date2 and Breakout
if longsignal and strategy.position_size==0 and close[0]>high[1] and close>red_ema and close>upperk
op_upper_atr:=upper_atr
op_lower_atr:=lower_atr
op_close:=close
strategy.entry("long",strategy.long,qty=stoploss/(op_close-red_ema),limit=op_upper_atr,stop=red_ema)
strategy.exit("long",comment="exit_L1",limit=op_upper_atr,stop=red_ema)
if shortsignal and strategy.position_size==0 and close[0]<low[1] and close<red_ema and close<lowerk
op_upper_atr:=upper_atr
op_lower_atr:=lower_atr
op_close:=close
strategy.entry("short",strategy.short,qty=stoploss/(red_ema-op_close),limit=op_lower_atr,stop=red_ema)
strategy.exit("short",comment="exit_S1",limit=op_lower_atr,stop=red_ema)
if strategy.position_size>0
strategy.exit("long",comment="exit_L",limit=op_upper_atr,stop=red_ema)
if strategy.position_size<0
strategy.exit("short",comment="exit_S",limit=op_lower_atr,stop=red_ema) |
TradeIQ - Crazy Scalping Trading Strategy [Kaspricci] | https://www.tradingview.com/script/R7OSA2ar/ | Kaspricci | https://www.tradingview.com/u/Kaspricci/ | 258 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Kaspricci
//@version=5
strategy("TradeIQ - Crazy Scalping Trading Strategy [Kaspricci]", overlay=true, initial_capital = 1000, currency = currency.USD)
headlineTMO = "TMO Settings"
tmoLength = input.int(7, "TMO Length", minval = 1, group = headlineTMO)
tmoSource = input.source(close, "TMO Source", group = headlineTMO)
// calculate values
osc = ta.mom(ta.sma(ta.sma(tmoSource, tmoLength), tmoLength), tmoLength)
// determine color of historgram
oscColor = osc > osc[1] and osc > 0 ? #00c42b : osc < osc[1] and osc > 0 ? #4ee567 : osc < osc[1] and osc < 0 ? #ff441f : osc > osc[1] and osc < 0 ? #c03920 : na
// plot histogram
//plot(osc, "OSC", oscColor, linewidth = 3, style = plot.style_histogram)
// conditon to find highs and lows
up = ta.highest(tmoSource, tmoLength)
dn = ta.lowest(tmoSource, tmoLength)
// define conditions to be used for finding divergence
phosc = ta.crossunder(ta.change(osc), 0)
plosc = ta.crossover (ta.change(osc), 0)
// test for divergence
bear = osc > 0 and phosc and ta.valuewhen(phosc,osc,0) < ta.valuewhen(phosc,osc,1) and ta.valuewhen(phosc,up,0) > ta.valuewhen(phosc,up,1) ? 1 : 0
bull = osc < 0 and plosc and ta.valuewhen(plosc,osc,0) > ta.valuewhen(plosc,osc,1) and ta.valuewhen(plosc,dn,0) < ta.valuewhen(plosc,dn,1) ? 1 : 0
// -------------------------------------------------------------------------------------------------------------
headlineAMA = "AMA Settings"
amaSource = input.source(defval = close, title = "AMA Source", group = headlineAMA)
amaLength = input.int(defval = 50, title = "AMA Length", minval = 2, group = headlineAMA)
amaMulti = input.float(defval = 2.0, title = "Factor", minval = 1)
amaShowCd = input(defval = true , title = "As Smoothed Candles")
amaShowEx = input(defval = true, title = "Show Alternating Extremities")
amaAlpha = input.float(1.0, "Lag", minval=0, step=.1, tooltip='Control the lag of the moving average (higher = more lag)', group= 'AMA Kernel Parameters')
amaBeta = input.float(0.5, "Overshoot", minval=0, step=.1, tooltip='Control the overshoot amplitude of the moving average (higher = overshoots with an higher amplitude)', group='AMA Kernel Parameters')
// -------------------------------------------------------------------------------------------------------------
headlineSL = "Stop Loss Settings"
slLength = input.int(defval = 10, title = "SL Period", minval = 1, group = headlineSL, tooltip = "Number of bars for swing high / low")
// -------------------------------------------------------------------------------------------------------------
var b = array.new_float(0)
var float x = na
if barstate.isfirst
for i = 0 to amaLength - 1
x := i / (amaLength - 1)
w = math.sin(2 * 3.14159 * math.pow(x, amaAlpha)) * (1 - math.pow(x, amaBeta))
array.push(b, w)
// local function to filter the source
filter(series float x) =>
sum = 0.
for i = 0 to amaLength - 1
sum := sum + x[i] * array.get(b,i)
sum / array.sum(b)
// apply filter function on source series
srcFiltered = filter(amaSource)
deviation = ta.sma(math.abs(amaSource - srcFiltered), amaLength) * amaMulti
upper = srcFiltered + deviation
lower = srcFiltered - deviation
//----
crossHigh = ta.cross(high, upper)
crossLow = ta.cross(low, lower)
var os = 0
os := crossHigh ? 1 : crossLow ? 0 : os[1]
ext = os * upper + (1 - os) * lower
//----
os_css = ta.rsi(srcFiltered, amaLength) / 100
extColor = os == 1 ? #30FF85 : #ff1100
plot(srcFiltered, "MA", amaShowCd ? na : color.black, 2, editable = false)
plot(amaShowEx ? ext : na, "Extremities", ta.change(os) ? na : extColor, 2, editable=false)
// handle smoothed candles
var float h = na
var float l = na
var float c = na
var float body = na
if amaShowCd
h := filter(high)
l := filter(low)
c := filter(amaSource)
body := math.abs(math.avg(c[1], c[2]) - c)
ohlc_os = ta.rsi(c, amaLength) / 100
plotcandle(math.avg(c[1], c[2]), h, l, c, "Smooth Candles", #434651, bordercolor = na, editable = false, display = amaShowCd ? display.all : display.none)
// -------------------------------------------------------------------------------------------------------------
plotshape(bull ? ext : na, "Bullish Circle", shape.circle, location.absolute, color = #00c42b, size=size.tiny)
plotshape(bear ? ext : na, "Bearish Circle", shape.circle, location.absolute, color = #ff441f, size=size.tiny)
plotshape(bull ? ext : na, "Bullish Label", shape.labeldown, location.absolute, color = #00c42b, text="Buy", textcolor=color.white, size=size.tiny)
plotshape(bear ? ext : na, "Bearish Label", shape.labelup, location.absolute, color = #ff441f, text="Sell", textcolor=color.white, size=size.tiny)
// -------------------------------------------------------------------------------------------------------------
candleSizeIncreasing = body[2] < body[1] and body[1] < body[0]
longEntryCond = os == 1 and bull
shortEntryCond = os == 0 and bear
longEntry = strategy.opentrades == 0 and candleSizeIncreasing and not candleSizeIncreasing[1] and ta.barssince(longEntryCond) < ta.barssince(os == 0) and ta.barssince(longEntryCond) < ta.barssince(bear)
shortEntry = strategy.opentrades == 0 and candleSizeIncreasing and not candleSizeIncreasing[1] and ta.barssince(shortEntryCond) < ta.barssince(os == 1) and ta.barssince(shortEntryCond) < ta.barssince(bull)
longExit = strategy.opentrades > 0 and strategy.position_size > 0 and (bear or os == 0)
shortExit = strategy.opentrades > 0 and strategy.position_size < 0 and (bull or os == 1)
recentSwingHigh = ta.highest(high, slLength) // highest high of last candles
recentSwingLow = ta.lowest(low, slLength) // lowest low of recent candles
bgcolor(longEntry ? color.rgb(76, 175, 79, 90) : na)
bgcolor(shortEntry ? color.rgb(255, 82, 82, 90) : na)
slLong = (close - recentSwingLow) / syminfo.mintick // stop loss in ticks
slShort = (recentSwingHigh - close) / syminfo.mintick // stop loss in ticks
newOrderID = str.tostring(strategy.closedtrades + strategy.opentrades + 1)
curOrderID = str.tostring(strategy.closedtrades + strategy.opentrades)
alertMessageForEntry = "Trade {0} - New {1} Entry at price: {2} with stop loss at: {3}"
if (longEntry)
alertMessage = str.format(alertMessageForEntry, newOrderID, "Long", close, recentSwingLow)
strategy.entry(newOrderID, strategy.long, alert_message = alertMessage)
strategy.exit("Stop Loss Long", newOrderID, loss = slLong, alert_message = "Stop Loss for Trade " + newOrderID)
if(longExit)
strategy.close(curOrderID, alert_message = "Close Trade " + curOrderID)
if (shortEntry)
alertMessage = str.format(alertMessageForEntry, newOrderID, "Short", close, recentSwingLow)
strategy.entry(newOrderID, strategy.short, alert_message = alertMessage)
strategy.exit("Stop Loss Short", newOrderID, loss = slShort, alert_message = "Stop Loss for Trade " + newOrderID)
if(shortExit)
strategy.close(curOrderID, alert_message = "Close Trade " + curOrderID) |
[Sniper] SuperTrend + SSL Hybrid + QQE MOD | https://www.tradingview.com/script/6w9Jchj6/ | DuDu95 | https://www.tradingview.com/u/DuDu95/ | 584 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© fpemehd
// Thanks to myncrypto, jason5480, kevinmck100
// @version=5
strategy(title = '[D] SuperTrend + SSL Hybrid + QQE MOD',
shorttitle = '[D] SSQ Strategy',
overlay = true,
pyramiding = 0,
currency = currency.USD,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_value = 0.1,
initial_capital = 100000,
max_bars_back = 500,
max_lines_count = 150,
max_labels_count = 300)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Time, Direction, Etc - Basic Settings Inputs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// 1. Time: Based on UTC +09:00
i_start = input.time (defval = timestamp("20 Jan 1990 00:00 +0900"), title = "Start Date", tooltip = "Choose Backtest Start Date", inline = "Start Date", group = "Time" )
i_end = input.time (defval = timestamp("20 Dec 2030 00:00 +0900"), title = "End Date", tooltip = "Choose Backtest End Date", inline = "End Date", group = "Time" )
inTime = time >= i_start and time <= i_end
// 2. Inputs for direction: Long? Short? Both?
i_longEnabled = input.bool (defval = true , title = "Long?", tooltip = "Enable Long Position Trade?", inline = "Long / Short", group = "Long / Short" )
i_shortEnabled = input.bool (defval = true , title = "Short?", tooltip = "Enable Short Position Trade?", inline = "Long / Short", group = "Long / Short" )
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Filter - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// 3. Use Filters? What Filters?
//// 3-1. ATR Filter
i_ATRFilterOn = input.bool (defval = false , title = "ATR Filter On?", tooltip = "ATR Filter On? Order will not be made unless filter condition is fulfilled", inline = "1", group = "Filters")
i_ATRFilterLen = input.int (defval = 14, title = "Length for ATR Filter", minval = 1 , maxval = 100 , step = 1 , tooltip = "", inline = "2", group = "Filters")
i_ATRSMALen = input.int (defval = 40, title = "SMA Length for ATR SMA", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ATR should be bigger than this", inline = "2", group = "Filters")
bool ATRFilter = ta.atr(i_ATRFilterLen) >= ta.sma(ta.atr(length = i_ATRFilterLen), i_ATRSMALen) ? true : false
//// 3-2. EMA Filter
i_EMAFilterOn = input.bool (defval = false , title = "EMA Filter On?", tooltip = "EMA Filter On? Order will not be made unless filter condition is fulfilled", inline = "3", group = "Filters")
i_EMALen = input.int (defval = 200, title = "EMA Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "EMA Length", inline = "4", group = "Filters")
bool longEMAFilter = close >= ta.ema(source = close, length = i_EMALen) ? true : false
bool shortEMAFilter = close <= ta.ema(source = close, length = i_EMALen) ? true : false
plot(i_EMAFilterOn ? ta.ema(source = close, length = i_EMALen) : na, title = "EMA Filter", color = color.new(color = color.orange , transp = 0), linewidth = 1)
//// 3-3. ADX Filter
////3-4. DMI Filter (Uses same ADX Length)
i_ADXFilterOn = input.bool (defval = false , title = "ADX Filter On?", tooltip = "ADX Filter On? Order will not be made unless filter condition is fulfilled", inline = "5", group = "Filters")
i_DMIFilterOn = input.bool (defval = false , title = "DMI Filter On?", tooltip = "DMI (Directional Moving Index) Filter On? Order will not be made unless filter condition is fulfilled", inline = "6", group = "Filters")
i_ADXLength = input.int (defval = 20, title = "ADX Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX Length", inline = "7", group = "Filters")
i_ADXThreshold = input.int (defval = 25, title = "ADX Threshold", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX should be bigger than threshold", inline = "8", group = "Filters")
//// 3-4. SuperTrend Filter
// i_superTrendFilterOn = input.bool (defval = false , title = "Super Trend Filter On?", tooltip = "Super Trend Filter On? Order will not be made unless filter condition is fulfilled", inline = "9", group = "Filters")
// i_superTrendATRLen = input.int (defval = 10, title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "10", group = "Filters")
// i_superTrendATRFactor = input.float (defval = 3, title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "11", group = "Filters")
// ADX and DI Thanks to @BeikabuOyaji
int len = i_ADXLength
float th = i_ADXThreshold
TR = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DMPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DMMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
SmoothedTR = 0.0
SmoothedTR := nz(SmoothedTR[1]) - nz(SmoothedTR[1]) / len + TR
SmoothedDMPlus = 0.0
SmoothedDMPlus := nz(SmoothedDMPlus[1]) - nz(SmoothedDMPlus[1]) / len + DMPlus
SmoothedDMMinus = 0.0
SmoothedDMMinus := nz(SmoothedDMMinus[1]) - nz(SmoothedDMMinus[1]) / len + DMMinus
DIPlus = SmoothedDMPlus / SmoothedTR * 100
DIMinus = SmoothedDMMinus / SmoothedTR * 100
DX = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX = ta.sma(source = DX, length = len)
// plot(DIPlus, color=color.new(color.green, 0), title='DI+')
// plot(DIMinus, color=color.new(color.red, 0), title='DI-')
// plot(ADX, color=color.new(color.navy, 0), title='ADX')
// hline(th, color=color.white)
bool ADXFilter = ADX > th ? true : false
bool longDMIFilter = DIPlus >= DIMinus ? true : false
bool shortDMIFilter = DIPlus <= DIMinus ? true : false
// Calculate Super Trend for Filter
// i_superTrendFilterOn = input.bool (defval = false , title = "Super Trend Filter On?", tooltip = "Super Trend Filter On? Order will not be made unless filter condition is fulfilled", inline = "9", group = "Filters")
// i_superTrendATRLen = input.int (defval = 10, title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "10", group = "Filters")
// i_superTrendATRFactor = input.float (defval = 3, title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "11", group = "Filters")
// [supertrend, direction] = ta.supertrend(factor = i_superTrendATRFactor, atrPeriod = i_superTrendATRLen)
// bodyMiddle = plot((open + close) / 2, display=display.none)
// upTrend = plot(i_superTrendFilterOn ? direction < 0 ? supertrend : na : na, "Up Trend", color = color.green, style=plot.style_linebr)
// downTrend = plot(i_superTrendFilterOn ? direction < 0 ? na : supertrend : na, "Down Trend", color = color.red, style=plot.style_linebr)
// fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
// fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)
// bool longSTFilter = direction <= 0
// bool shortSTFilter = direction >= 0
// Filter
bool longFilterFilled = (not i_ATRFilterOn or ATRFilter) and (not i_EMAFilterOn or longEMAFilter) and (not i_ADXFilterOn or ADXFilter) and (not i_DMIFilterOn or longDMIFilter) // and (not i_superTrendFilterOn or longSTFilter)
bool shortFilterFilled = (not i_ATRFilterOn or ATRFilter) and (not i_EMAFilterOn or shortEMAFilter) and (not i_ADXFilterOn or ADXFilter) and (not i_DMIFilterOn or shortDMIFilter) // and (not i_superTrendFilterOn or shortSTFilter)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Strategy Logic (Entry & Exit Condition) - Inputs, Indicators for Strategy
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//// Indicators
// Inputs for Strategy Indicators
//// 1. Super Trend
i_superTrendATRLen = input.int (defval = 10, title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "1", group = "1: SuperTrend")
i_superTrendATRFactor = input.float (defval = 3, title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "2", group = "1: SuperTrend")
[supertrend, direction] = ta.supertrend(factor = i_superTrendATRFactor, atrPeriod = i_superTrendATRLen)
//// 2. SSL Hybrid Baseline
i_useTrueRange = input.bool (defval = true, title = "use true range for Keltner Channel?", tooltip = "", inline = "1", group = "2: SSL Hybrid")
i_maType = input.string (defval ='EMA', title='Baseline Type', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'LSMA', 'WMA', 'VAMA', 'TMA', 'HMA', 'McGinley'], inline="2", group = "2: SSL Hybrid")
i_len = input.int (defval =30, title='Baseline Length', inline="2", group = "2: SSL Hybrid")
i_multy = input.float (defval = 0.2, title='Base Channel Multiplier', minval = 0, maxval = 100, step=0.05, inline="3", group = "2: SSL Hybrid")
i_volatility_lookback = input.int (defval =10, title='Volatility lookback length(for VAMA)', inline='4',group="2: SSL Hybrid")
tema(src, len) =>
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
ema3 = ta.ema(ema2, len)
3 * ema1 - 3 * ema2 + ema3
f_ma(type, src, len) =>
float result = 0
if type == 'TMA'
result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
result
if type == 'LSMA'
result := ta.linreg(src, len, 0)
result
if type == 'SMA' // Simple
result := ta.sma(src, len)
result
if type == 'EMA' // Exponential
result := ta.ema(src, len)
result
if type == 'DEMA' // Double Exponential
e = ta.ema(src, len)
result := 2 * e - ta.ema(e, len)
result
if type == 'TEMA' // Triple Exponential
e = ta.ema(src, len)
result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
result
if type == 'WMA' // Weighted
result := ta.wma(src, len)
result
if type == 'VAMA' // Volatility Adjusted
/// Copyright Β© 2019 to present, Joris Duyck (JD)
mid = ta.ema(src, len)
dev = src - mid
vol_up = ta.highest(dev, i_volatility_lookback)
vol_down = ta.lowest(dev, i_volatility_lookback)
result := mid + math.avg(vol_up, vol_down)
result
if type == 'HMA' // Hull
result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
result
if type == 'McGinley'
mg = 0.0
mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
result := mg
result
result
//// 2-1. SSL Hybrid Keltner Baseline Channel
BBMC = f_ma (i_maType, close, i_len) // BaseLone
Keltma = f_ma (i_maType, close, i_len)
range_1 = i_useTrueRange ? ta.tr : high - low
rangema = ta.ema(range_1, i_len)
upperk = Keltma + rangema * i_multy
lowerk = Keltma - rangema * i_multy
//// 3. QQE MOD, thanks to Mihkel100
RSI_Period = input.int (defval = 6, title = 'RSI Length', inline = "1", group = "3: QQE MOD")
SF = input.int (defval = 5, title = 'RSI Smoothing', inline = "2", group = "3: QQE MOD")
QQE = input.float (defval = 3, title = 'Fast QQE Factor', inline = "3", group = "3: QQE MOD")
ThreshHold = input.int (defval = 3, title = 'Thresh-hold', inline = "4", group = "3: QQE MOD")
src = input (defval = close, title='RSI Source')
Wilders_Period = RSI_Period * 2 - 1
Rsi = ta.rsi(src, RSI_Period)
RsiMa = ta.ema(Rsi, SF)
AtrRsi = math.abs(RsiMa[1] - RsiMa)
MaAtrRsi = ta.ema(AtrRsi, Wilders_Period)
dar = ta.ema(MaAtrRsi, Wilders_Period) * QQE
longband = 0.0
shortband = 0.0
trend = 0
DeltaFastAtrRsi = dar
RSIndex = RsiMa
newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi
longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband
shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband
cross_1 = ta.cross(longband[1], RSIndex)
trend := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)
FastAtrRsiTL = trend == 1 ? longband : shortband
////////////////////
length = input.int (defval = 50, minval = 1, title = 'Bollinger Length', group = "3: QQE MOD")
mult = input.float (defval = 0.35, minval = 0.01, maxval = 5, step = 0.1, title = 'BB Multiplier', group = "3: QQE MOD")
basis = ta.sma(FastAtrRsiTL - 50, length)
dev = mult * ta.stdev(FastAtrRsiTL - 50, length)
upper = basis + dev
lower = basis - dev
color_bar = RsiMa - 50 > upper ? #00c3ff : RsiMa - 50 < lower ? #ff0062 : color.gray
//
// Zero cross
QQEzlong = 0
QQEzlong := nz(QQEzlong[1])
QQEzshort = 0
QQEzshort := nz(QQEzshort[1])
QQEzlong := RSIndex >= 50 ? QQEzlong + 1 : 0
QQEzshort := RSIndex < 50 ? QQEzshort + 1 : 0
//
// Zero = hline(0, color=color.white, linestyle=hline.style_dotted, linewidth=1)
////////////////////////////////////////////////////////////////
RSI_Period2 = input.int (defval = 6, title = 'RSI 2 Length', group = "3: QQE MOD")
SF2 = input.int (defval = 5, title = 'RSI Smoothing', group = "3: QQE MOD")
QQE2 = input.float (defval = 1.61, title = 'Fast QQE2 Factor', group = "3: QQE MOD")
ThreshHold2 = input.int (defval = 3, title = 'Thresh-hold', group = "3: QQE MOD")
src2 = input (defval = close, title = 'RSI Source', group = "3: QQE MOD")
//
//
Wilders_Period2 = RSI_Period2 * 2 - 1
Rsi2 = ta.rsi(src2, RSI_Period2)
RsiMa2 = ta.ema(Rsi2, SF2)
AtrRsi2 = math.abs(RsiMa2[1] - RsiMa2)
MaAtrRsi2 = ta.ema(AtrRsi2, Wilders_Period2)
dar2 = ta.ema(MaAtrRsi2, Wilders_Period2) * QQE2
longband2 = 0.0
shortband2 = 0.0
trend2 = 0
DeltaFastAtrRsi2 = dar2
RSIndex2 = RsiMa2
newshortband2 = RSIndex2 + DeltaFastAtrRsi2
newlongband2 = RSIndex2 - DeltaFastAtrRsi2
longband2 := RSIndex2[1] > longband2[1] and RSIndex2 > longband2[1] ? math.max(longband2[1], newlongband2) : newlongband2
shortband2 := RSIndex2[1] < shortband2[1] and RSIndex2 < shortband2[1] ? math.min(shortband2[1], newshortband2) : newshortband2
cross_2 = ta.cross(longband2[1], RSIndex2)
trend2 := ta.cross(RSIndex2, shortband2[1]) ? 1 : cross_2 ? -1 : nz(trend2[1], 1)
FastAtrRsi2TL = trend2 == 1 ? longband2 : shortband2
//
// Zero cross
QQE2zlong = 0
QQE2zlong := nz(QQE2zlong[1])
QQE2zshort = 0
QQE2zshort := nz(QQE2zshort[1])
QQE2zlong := RSIndex2 >= 50 ? QQE2zlong + 1 : 0
QQE2zshort := RSIndex2 < 50 ? QQE2zshort + 1 : 0
//
hcolor2 = RsiMa2 - 50 > ThreshHold2 ? color.silver : RsiMa2 - 50 < 0 - ThreshHold2 ? color.silver : na
Greenbar1 = RsiMa2 - 50 > ThreshHold2
Greenbar2 = RsiMa - 50 > upper
Redbar1 = RsiMa2 - 50 < 0 - ThreshHold2
Redbar2 = RsiMa - 50 < lower
// Plot: Indicators
//// 1. Super Trend
bodyMiddle = plot((open + close) / 2, display=display.none)
upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrend = plot(direction < 0 ? na : supertrend, "Down Trend", color = color.red, style=plot.style_linebr)
fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)
//// 2. SSL Hybrid
var bullSSLColor = #00c3ff
var bearSSLColor = #ff0062
// color_bar = color.new(color = close > upperk ? bullSSLColor : close < lowerk ? bearSSLColor : color.gray, transp = 0)
// i_show_color_bar = input.bool(defval = true , title = "Color Bars")
// barcolor(i_show_color_bar ? color_bar : na)
plot(series = BBMC, title = 'MA Baseline', color = color_bar, linewidth = 1, style = plot.style_line)
up_channel = plot(upperk, color=color_bar, title='Baseline Upper Channel')
low_channel = plot(lowerk, color=color_bar, title='Basiline Lower Channel')
fill(up_channel, low_channel, color.new(color=color_bar, transp=90))
//// 3. QQE MOD: No Plotting because of overlay option
// plot(FastAtrRsi2TL - 50, title='QQE Line', color=color.new(color.white, 0), linewidth=2)
// plot(RsiMa2 - 50, color=hcolor2, title='Histo2', style=plot.style_columns, transp=50)
// plot(Greenbar1 and Greenbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Up', style=plot.style_columns, color=color.new(#00c3ff, 0))
// plot(Redbar1 and Redbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Down', style=plot.style_columns, color=color.new(#ff0062, 0))
////// Entry, Exit
// Long, Short Logic with Indicator
bool longSTCond = direction[1] >= 0 and direction <= 0
bool shortSTCond = direction[1] <= 0 and direction >= 0
bool longSSLCond = close > upperk
bool shortSSLCond = close < lowerk
bool longQQECond = Greenbar1 and Greenbar2 == 1
bool shortQQECond = Redbar1 and Redbar2 == 1
// Basic Cond + Long, Short Entry Condition
bool longCond = (i_longEnabled and inTime) and (longSTCond and longSSLCond and longQQECond)
bool shortCond = (i_shortEnabled and inTime) and (shortSTCond and shortSSLCond and shortQQECond)
// Basic Cond + Long, Short Exit Condition
bool closeLong = (i_longEnabled) and (shortSTCond)
bool closeShort = (i_shortEnabled) and (longSTCond)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Position Control
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Long, Short Entry Condition + Not entered Position Yet
bool openLong = longCond and not (strategy.opentrades.size(strategy.opentrades - 1) > 0) and longFilterFilled
bool openShort = shortCond and not (strategy.opentrades.size(strategy.opentrades - 1) < 0) and shortFilterFilled
bool enteringTrade = openLong or openShort
float entryBarIndex = bar_index
// Long, Short Entry Fulfilled or Already Entered
bool inLong = openLong or strategy.opentrades.size(strategy.opentrades - 1) > 0 and not closeLong
bool inShort = openShort or strategy.opentrades.size(strategy.opentrades - 1) < 0 and not closeShort
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Stop Loss - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//// Use SL? TSL?
i_useSLTP = input.bool (defval = true, title = "Enable SL & TP?", tooltip = "", inline = "1", group = "Stop Loss")
i_tslEnabled = input.bool (defval = false , title = "Enable Trailing SL?", tooltip = "Enable Stop Loss & Take Profit? \n\Enable Trailing SL?", inline = "1", group = "Stop Loss")
// i_breakEvenAfterTP = input.bool (defval = false, title = 'Enable Break Even After TP?', tooltip = 'When Take Profit price target is hit, move the Stop Loss to the entry price (or to a more strict price defined by the Stop Loss %/ATR Multiplier).', inline = '2', group = 'Stop Loss / Take Profit')
//// Sl Options
i_slType = input.string (defval = "ATR", title = "Stop Loss Type", options = ["Percent", "ATR", "Previous LL / HH"], tooltip = "Stop Loss based on %? ATR?", inline = "3", group = "Stop Loss")
i_slATRLen = input.int (defval = 14, title = "ATR Length", minval = 1 , maxval = 200 , step = 1, inline = "4", group = "Stop Loss")
i_slATRMult = input.float (defval = 3, title = "ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "", inline = "4", group = "Stop Loss")
i_slPercent = input.float (defval = 3, title = "Percent", tooltip = "", inline = "5", group = "Stop Loss")
i_slLookBack = input.int (defval = 30, title = "Lowest Price Before Entry", group = "Stop Loss", inline = "6", minval = 30, step = 1, tooltip = "Lookback to find the Lowest Price. \nStopLoss is determined by the Lowest price of the look back period. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")
// Functions for Stop Loss
float openAtr = ta.valuewhen(condition = enteringTrade, source = ta.atr(i_slATRLen), occurrence = 0)
float openLowest = ta.valuewhen(condition = openLong, source = ta.lowest(low, i_slLookBack), occurrence = 0)
float openHighest = ta.valuewhen(condition = openShort, source = ta.highest(high, i_slLookBack), occurrence = 0)
f_getLongSLPrice(source) =>
switch i_slType
"Percent" => source * (1 - (i_slPercent/100))
"ATR" => source - (i_slATRMult * openAtr)
"Previous LL / HH" => openLowest
=> na
f_getShortSLPrice(source) =>
switch i_slType
"Percent" => source * (1 + (i_slPercent/100))
"ATR" => source + (i_slATRMult * openAtr)
"Previous LL / HH" => openHighest
=> na
// Calculate Stop Loss
var float longSLPrice = na
var float shortSLPrice = na
bool longTPExecuted = false
bool shortTPExecuted = false
longSLPrice := if (inLong and i_useSLTP)
if (openLong)
f_getLongSLPrice (close)
else
// 1. Trailing Stop Loss
if i_tslEnabled
stopLossPrice = f_getLongSLPrice (high)
math.max(stopLossPrice, nz(longSLPrice[1]))
// 2. Normal StopLoss
else
nz(source = longSLPrice[1], replacement = 0)
else
na
shortSLPrice := if (inShort and i_useSLTP)
if (openShort)
f_getShortSLPrice (close)
else
// 1. Trailing Stop Loss
if i_tslEnabled
stopLossPrice = f_getShortSLPrice (low)
math.min(stopLossPrice, nz(shortSLPrice[1]))
// 2. Normal StopLoss
else
nz(source = shortSLPrice[1], replacement = 999999.9)
else
na
// Plot: Stop Loss of Long, Short Entry
var longSLPriceColor = color.new(color.maroon, 0)
plot(series = longSLPrice, title = 'Long Stop Loss', color = longSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortSLPriceColor = color.new(color.maroon, 0)
plot(series = shortSLPrice, title = 'Short Stop Loss', color = shortSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Take Profit - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_useTPExit = input.bool (defval = true, title = "Use Take Profit?", tooltip = "", inline = "1", group = "Take Profit")
i_RRratio = input.float (defval = 1.8, title = "R:R Ratio", minval = 0.1 , maxval = 200 , step = 0.1, tooltip = "R:R Ratio > Risk Reward Ratio? It will automatically set Take Profit % based on Stop Loss", inline = "2", group = "Take Profit")
i_tpQuantityPerc = input.float (defval = 50, title = 'Take Profit Quantity %', minval = 0.0, maxval = 100, step = 1.0, tooltip = '% of position closed when tp target is met.', inline="34", group = 'Take Profit')
var float longTPPrice = na
var float shortTPPrice = na
f_getLongTPPrice() =>
close + i_RRratio * math.abs (close - f_getLongSLPrice (close))
f_getShortTPPrice() =>
close - i_RRratio * math.abs(close - f_getShortSLPrice (close))
longTPPrice := if (inLong and i_useSLTP)
if (openLong)
f_getLongTPPrice ()
else
nz(source = longTPPrice[1], replacement = f_getLongTPPrice ())
else
na
shortTPPrice := if (inShort and i_useSLTP)
if (openShort)
f_getShortTPPrice ()
else
nz(source = shortTPPrice[1], replacement = f_getShortTPPrice ())
else
na
// Plot: Take Profit of Long, Short Entry
var longTPPriceColor = color.new(color.teal, 0)
plot(series = longTPPrice, title = 'Long Take Profit', color = longTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortTPPriceColor = color.new(color.teal, 0)
plot(series = shortTPPrice, title = 'Short Take Profit', color = shortTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
// Plot: Entry Price
var posColor = color.new(color.white, 0)
plot(series = strategy.opentrades.entry_price(strategy.opentrades - 1), title = 'Position Entry Price', color = posColor, linewidth = 1, style = plot.style_linebr)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Quantity - Inputs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_useRiskManangement = input.bool (defval = true, title = "Use Risk Manangement?", tooltip = "", inline = "1", group = "Quantity")
i_riskPerTrade = input.float (defval = 3, title = "Risk Per Trade (%)", minval = 0, maxval = 100, step = 0.1, tooltip = "Use Risk Manangement by Quantity Control?", inline = "2", group = "Quantity")
// i_leverage = input.float (defval = 2, title = "Leverage", minval = 0, maxval = 100, step = 0.1, tooltip = "Leverage", inline = "3", group = "Quantity")
float qtyPercent = na
float entryQuantity = na
f_calQtyPerc() =>
if (i_useRiskManangement)
riskPerTrade = (i_riskPerTrade) / 100 // 1λ² κ±°λμ 3% μμ€
stopLossPrice = openLong ? f_getLongSLPrice (close) : openShort ? f_getShortSLPrice (close) : na
riskExpected = math.abs((close-stopLossPrice)/close) // μμ κ°λ 6% μ°¨μ΄
riskPerTrade / riskExpected // 0 ~ 1
else
1
f_calQty(qtyPerc) =>
math.min (math.max (0.000001, strategy.equity / close * qtyPerc), 1000000000)
// TP Execution
longTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) > 0 and (longTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) < strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and high >= longTPPrice)
shortTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) < 0 and (shortTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) > strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and low <= shortTPPrice)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Plot Label, Boxes, Results, Etc
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_showSimpleLabel = input.bool(false, "Show Simple Label for Entry?", group = "Strategy: Drawings", inline = "1", tooltip ="")
i_showLabels = input.bool(true, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "1", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
i_showDashboard = input.bool(true, "Show Dashboard", group = "Strategy: Drawings", inline = "2", tooltip = "Show Backtest Results. Backtest Dates, Win/Lose Rates, Etc.")
// Plot: Label for Long, Short Entry
var openLongColor = color.new(#2962FF, 0)
var openShortColor = color.new(#FF1744, 0)
var entryTextColor = color.new(color.white, 0)
if (openLong and i_showSimpleLabel)
label.new (x = bar_index, y = na, text = 'Open', yloc = yloc.belowbar, color = openLongColor, style = label.style_label_up, textcolor = entryTextColor)
entryBarIndex := bar_index
if (openShort and i_showSimpleLabel)
label.new (x = bar_index, y = na, text = 'Close', yloc = yloc.abovebar, color = openShortColor, style = label.style_label_down, textcolor = entryTextColor)
entryBarIndex := bar_index
float prevEntryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
float pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
float prevExitPrice = strategy.closedtrades.exit_price (strategy.closedtrades - 1)
f_enteringTradeLabel(x, y, qty, entryPrice, slPrice, tpPrice, rrRatio, direction) =>
if i_showLabels
labelStr = ("Trade Start"
+ "\nDirection: " + direction
+ "\nRisk Per Trade: " + str.tostring (i_useRiskManangement ? i_riskPerTrade : 100, "#.##") + "%"
+ "\nExpected Risk: " + str.tostring (math.abs((close-slPrice)/close) * 100, "#.##") + "%"
+ "\nEntry Position Qty: " + str.tostring(math.abs(qty * 100), "#.##") + "%"
+ "\nEntry Price: " + str.tostring(entryPrice, "#.##"))
+ "\nStop Loss Price: " + str.tostring(slPrice, "#.##")
+ "\nTake Profit Price: " + str.tostring(tpPrice, "#.##")
+ "\nRisk - Reward Ratio: " + str.tostring(rrRatio, "#.##")
label.new(x = x, y = y, text = labelStr, color = color.new(color.blue, 60) , textcolor = color.white, style = label.style_label_up)
f_exitingTradeLabel(x, y, entryPrice, exitPrice, direction) =>
if i_showLabels
labelStr = ("Trade Result"
+ "\nDirection: " + direction
+ "\nEntry Price: " + str.tostring(entryPrice, "#.##")
+ "\nExit Price: " + str.tostring(exitPrice,"#.##")
+ "\nGain %: " + str.tostring(direction == 'Long' ? -(entryPrice-exitPrice) / entryPrice * 100 : (entryPrice-exitPrice) / entryPrice * 100 ,"#.##") + "%")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + " " + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Orders
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
if (inTime)
if (openLong)
qtyPercent := f_calQtyPerc()
entryQuantity := f_calQty(qtyPercent)
strategy.entry(id = "Long", direction = strategy.long, qty = entryQuantity, comment = 'Long(' + syminfo.ticker + '): Started', alert_message = 'Long(' + syminfo.ticker + '): Started')
f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = longSLPrice, tpPrice = longTPPrice, rrRatio = i_RRratio, direction = "Long")
if (openShort)
qtyPercent := f_calQtyPerc()
entryQuantity := f_calQty(qtyPercent)
strategy.entry(id = "Short", direction = strategy.short, qty = entryQuantity, comment = 'Short(' + syminfo.ticker + '): Started', alert_message = 'Short(' + syminfo.ticker + '): Started')
f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = shortSLPrice, tpPrice = shortTPPrice, rrRatio = i_RRratio, direction = "Short")
if (closeLong)
strategy.close(id = 'Long', comment = 'Close Long', alert_message = 'Long: Closed at market price')
strategy.position_size > 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long') : na
if (closeShort)
strategy.close(id = 'Short', comment = 'Close Short', alert_message = 'Short: Closed at market price')
strategy.position_size < 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short') : na
if (inLong)
strategy.exit(id = 'Long TP / SL', from_entry = 'Long', qty_percent = i_tpQuantityPerc, limit = longTPPrice, stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Long SL', from_entry = 'Long', stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Stop Loss executed')
if (inShort)
strategy.exit(id = 'Short TP / SL', from_entry = 'Short', qty_percent = i_tpQuantityPerc, limit = shortTPPrice, stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Short SL', from_entry = 'Short', stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Stop Loss executed')
if strategy.position_size[1] > 0 and strategy.position_size == 0
f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long')
if strategy.position_size[1] < 0 and strategy.position_size == 0
f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short')
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Backtest Result Dashboard
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
if i_showDashboard
var bgcolor = color.new(color = color.black, transp = 100)
var greenColor = color.new(color = #02732A, transp = 0)
var redColor = color.new(color = #D92332, transp = 0)
var yellowColor = color.new(color = #F2E313, transp = 0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.top_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? greenColor : redColor, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? greenColor : redColor, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? redColor : _winRate < 75 ? greenColor : yellowColor, color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? greenColor : redColor, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white)
|
[DuDu95] SSL 4C MACD Laugerre RSI Strategy | https://www.tradingview.com/script/BckFbevb/ | DuDu95 | https://www.tradingview.com/u/DuDu95/ | 113 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© DuDu95
// Thanks to myncrypto, jason5480, kevinmck100
// @version=5
strategy(title = '[DuDu95] SSL 4C MACD Laugerre RSI Strategy',
shorttitle = '[D] SMR Strategy',
overlay = true,
pyramiding = 0,
currency = currency.USD,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_value = 0.1,
initial_capital = 100000,
max_bars_back = 500,
max_lines_count = 150,
max_labels_count = 300)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Time, Direction, Etc - Basic Settings Inputs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// 1. Time: Based on UTC +09:00
i_start = input.time (defval = timestamp("20 Jan 1990 00:00 +0900"), title = "Start Date", tooltip = "Choose Backtest Start Date", inline = "Start Date", group = "Time" )
i_end = input.time (defval = timestamp("20 Dec 2030 00:00 +0900"), title = "End Date", tooltip = "Choose Backtest End Date", inline = "End Date", group = "Time" )
inTime = time >= i_start and time <= i_end
// 2. Inputs for direction: Long? Short? Both?
i_longEnabled = input.bool (defval = true , title = "Long?", tooltip = "Enable Long Position Trade?", inline = "Long / Short", group = "Long / Short" )
i_shortEnabled = input.bool (defval = true , title = "Short?", tooltip = "Enable Short Position Trade?", inline = "Long / Short", group = "Long / Short" )
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Filter - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// 3. Use Filters? What Filters?
i_ATRFilterOn = input.bool (defval = false , title = "ATR Filter On?", tooltip = "ATR Filter On? Order will not be made unless filter condition is fulfilled", inline = "1", group = "Filters")
i_ATRFilterLen = input.int (defval = 14 , title = "Length for ATR Filter", minval = 1 , maxval = 100 , step = 1 , tooltip = "", inline = "2", group = "Filters")
i_ATRSMALen = input.int (defval = 40 , title = "SMA Length for ATR SMA", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ATR should be bigger than this", inline = "2", group = "Filters")
bool i_ATRFilter = ta.atr(i_ATRFilterLen) >= ta.sma(ta.atr(length = i_ATRFilterLen), i_ATRSMALen) ? true : false
bool filterFulfilled = not i_ATRFilterOn or i_ATRFilter
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Strategy Logic (Entry & Exit Condition) - Inputs, Indicators for Strategy
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Inputs for Strategy Indicators
//// 1. SSL Hybrid Baseline
i_useTrueRange = input.bool (defval = true, title = "use true range for Keltner Channel?", tooltip = "", inline = "1", group = "1: SSL Hybrid")
i_maType = input.string (defval ='EMA', title='Baseline Type', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'LSMA', 'WMA', 'VAMA', 'TMA', 'HMA', 'McGinley'], inline="2", group = "1: SSL Hybrid")
i_len = input.int (defval =30, title='Baseline Length', inline="2", group = "1: SSL Hybrid")
i_multy = input.float (defval = 0.2, title='Base Channel Multiplier', minval = 0, maxval = 100, step=0.05, inline="3", group = "1: SSL Hybrid")
i_volatility_lookback = input.int (defval =10, title='Volatility lookback length(for VAMA)', inline='4',group="1: SSL Hybrid")
tema(src, len) =>
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
ema3 = ta.ema(ema2, len)
3 * ema1 - 3 * ema2 + ema3
f_ma(type, src, len) =>
float result = 0
if type == 'TMA'
result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
result
if type == 'LSMA'
result := ta.linreg(src, len, 0)
result
if type == 'SMA' // Simple
result := ta.sma(src, len)
result
if type == 'EMA' // Exponential
result := ta.ema(src, len)
result
if type == 'DEMA' // Double Exponential
e = ta.ema(src, len)
result := 2 * e - ta.ema(e, len)
result
if type == 'TEMA' // Triple Exponential
e = ta.ema(src, len)
result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
result
if type == 'WMA' // Weighted
result := ta.wma(src, len)
result
if type == 'VAMA' // Volatility Adjusted
/// Copyright Β© 2019 to present, Joris Duyck (JD)
mid = ta.ema(src, len)
dev = src - mid
vol_up = ta.highest(dev, i_volatility_lookback)
vol_down = ta.lowest(dev, i_volatility_lookback)
result := mid + math.avg(vol_up, vol_down)
result
if type == 'HMA' // Hull
result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
result
if type == 'McGinley'
mg = 0.0
mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
result := mg
result
result
//// 1-1. SSL Hybrid Keltner Baseline Channel
BBMC = f_ma (i_maType, close, i_len) // BaseLone
Keltma = f_ma (i_maType, close, i_len)
range_1 = i_useTrueRange ? ta.tr : high - low
rangema = ta.ema(range_1, i_len)
upperk = Keltma + rangema * i_multy
lowerk = Keltma - rangema * i_multy
//// 2. 4 Color MACD
i_fastMA = input.int (defval=12, title='MACD fast MA', minval=7, inline = '1' , group = '2: 4 Color MACD')
i_slowMA = input.int (defval=26, title='MACD slow MA', minval=7, inline = '1' , group = '2: 4 Color MACD')
i_signalLength = input.int (defval=9, title='MACD signal Length', minval=1, inline = '2' , group = '2: 4 Color MACD')
[currMacd, _, _] = ta.macd (source = close[0], fastlen = i_fastMA, slowlen = i_slowMA, siglen = 9)
[prevMacd, _, _] = ta.macd (source = close[1], fastlen = i_fastMA, slowlen = i_slowMA, siglen = 9)
signalLine = ta.sma (currMacd, i_signalLength)
//// 3. Laguerre RSI
i_src = input (defval=close, title='Laguerre RSI source', inline = '1' , group = '3: Laguerre RSI')
i_alpha = input.float (defval=0.2, title='Alpha', inline = '2', minval = 0, maxval = 1, step = 0.1, group = '3: Laguerre RSI')
i_overbought = input.int (defval=80, title='Overbought Level?', minval=50, maxval = 99, inline = '4' , group = '3: Laguerre RSI')
i_oversold = input.int (defval=20, title='Overbought Level?', minval=0, maxval = 50, inline = '4' , group = '3: Laguerre RSI')
// i_colorchange = input.bool (defval=false, title='Change Color?', inline = '3' , group = '3: Laguerre RSI')
float LaRSIResult = 0
gamma = 1 - i_alpha
L0 = 0.0
L0 := (1 - gamma) * i_src + gamma * nz(L0[1])
L1 = 0.0
L1 := -gamma * L0 + nz(L0[1]) + gamma * nz(L1[1])
L2 = 0.0
L2 := -gamma * L1 + nz(L1[1]) + gamma * nz(L2[1])
L3 = 0.0
L3 := -gamma * L2 + nz(L2[1]) + gamma * nz(L3[1])
cu = (L0 > L1 ? L0 - L1 : 0) + (L1 > L2 ? L1 - L2 : 0) + (L2 > L3 ? L2 - L3 : 0)
cd = (L0 < L1 ? L1 - L0 : 0) + (L1 < L2 ? L2 - L1 : 0) + (L2 < L3 ? L3 - L2 : 0)
temp = cu + cd == 0 ? -1 : cu + cd
LaRSI = temp == -1 ? 0 : cu / temp
LaRSIResult := LaRSI * 100
// Entry Condition for Long and Short
//// 1. Condition 1: SSL Hybrid
bool bullSSL = close > upperk
bool bearSSL = close < lowerk
//// 2. Condition 2: 4 Color MACD
bool bullSignalMACD = signalLine > 0
bool bearSignalMACD = signalLine < 0
bool bull4cMACD = currMacd > prevMacd and prevMacd > 0
bool bear4cMACD = currMacd < prevMacd and prevMacd < 0
//// 3. Condition 3
bool bullLaRSI = LaRSIResult < i_overbought
bool bearLaRSI = LaRSIResult > i_oversold
// Plot: Indicators
//// 1. SSL Hybrid
var bullSSLColor = #00c3ff
var bearSSLColor = #ff0062
color_bar = color.new(color = close > upperk ? bullSSLColor : close < lowerk ? bearSSLColor : color.gray, transp = 0)
plot(series = BBMC, title = 'MA Baseline', color = color_bar, linewidth = 1, style = plot.style_line)
i_show_color_bar = input.bool(defval = true , title = "Color Bars",inline = "2", group = "Strategy: Drawings")
barcolor(i_show_color_bar ? color_bar : na)
up_channel = plot(upperk, color=color_bar, title='Baseline Upper Channel')
low_channel = plot(lowerk, color=color_bar, title='Basiline Lower Channel')
fill(up_channel, low_channel, color.new(color=color_bar, transp=90))
//// 2. MACD Line
var bull4cMACDColor = color.lime
var bear4cMACDColor = color.orange
MACDbgColor = color.new (color = bull4cMACD and bullSignalMACD ? bull4cMACDColor : bear4cMACD and bearSignalMACD ? bear4cMACDColor : na, transp = not bull4cMACD and not bear4cMACD ? 100 : 80)
bgcolor(color = MACDbgColor, title = "MACD Condition")
// plotColor = currMacd > 0 ? currMacd > prevMacd ? color.lime : color.green : currMacd < prevMacd ? color.maroon : color.red
// plot(currMacd, style=plot.style_columns, color=color.new(plotColor,20), linewidth=3)
// plot(0, title='Zero line', linewidth=1, color=color.new(color.gray, 0))
// plot(signalLine, color=color.new(color.white, 0), title='Signal')
//// 3. Laguerre RSI
var overboughtColor = color.blue
var oversoldColor = color.aqua
LaRSIColor = color.new(color = LaRSIResult > i_overbought ? overboughtColor : LaRSIResult < i_oversold ? oversoldColor : na, transp = 90)
bgcolor (color = LaRSIColor, title = "LaRSI Condition")
// lineColor = i_colorchange ? LaRSI > LaRSI[1] ? color.green : color.red : color.teal
// plot(LaRSIResult, title='LaRSI', linewidth=2, color=color.new(color=lineColor,transp=0))
// plot(i_oversold, linewidth=1, color=color.new(color.maroon, 0))
// plot(i_overbought, linewidth=1, color=color.new(color.maroon, 0))
////// Entry, Exit
// Long, Short Logic with Indicator
// Basic Cond + Long, Short Entry Condition
bool longCond = (i_longEnabled and inTime) and (bullSSL and bullSignalMACD and bull4cMACD and bullLaRSI)
bool shortCond = (i_shortEnabled and inTime) and (bearSSL and bearSignalMACD and bear4cMACD and bearLaRSI)
// Basic Cond + Long, Short Exit Condition
bool closeLong = (i_longEnabled) and (bearSSL or bearSignalMACD)
bool closeShort = (i_shortEnabled) and (bullSSL or bullSignalMACD)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Position Control
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Long, Short Entry Condition + Not entered Position Yet
bool openLong = longCond and not (strategy.opentrades.size(strategy.opentrades - 1) > 0) and filterFulfilled
bool openShort = shortCond and not (strategy.opentrades.size(strategy.opentrades - 1) < 0) and filterFulfilled
bool enteringTrade = openLong or openShort
float entryBarIndex = bar_index
// Long, Short Entry Fulfilled or Already Entered
bool inLong = openLong or strategy.opentrades.size(strategy.opentrades - 1) > 0 and not closeLong
bool inShort = openShort or strategy.opentrades.size(strategy.opentrades - 1) < 0 and not closeShort
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Stop Loss - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//// Use SL? TSL?
i_useSLTP = input.bool (defval = true, title = "Enable SL & TP?", tooltip = "", inline = "1", group = "Stop Loss")
i_tslEnabled = input.bool (defval = false , title = "Enable Trailing SL?", tooltip = "Enable Stop Loss & Take Profit? \n\Enable Trailing SL?", inline = "1", group = "Stop Loss")
// i_breakEvenAfterTP = input.bool (defval = false, title = 'Enable Break Even After TP?', tooltip = 'When Take Profit price target is hit, move the Stop Loss to the entry price (or to a more strict price defined by the Stop Loss %/ATR Multiplier).', inline = '2', group = 'Stop Loss / Take Profit')
//// Sl Options
i_slType = input.string (defval = "ATR", title = "Stop Loss Type", options = ["Percent", "ATR", "Previous LL / HH"], tooltip = "Stop Loss based on %? ATR?", inline = "3", group = "Stop Loss")
i_slATRLen = input.int (defval = 14, title = "ATR Length", minval = 1 , maxval = 200 , step = 1, inline = "4", group = "Stop Loss")
i_slATRMult = input.float (defval = 3, title = "ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "", inline = "4", group = "Stop Loss")
i_slPercent = input.float (defval = 3, title = "Percent", tooltip = "", inline = "5", group = "Stop Loss")
i_slLookBack = input.int (defval = 30, title = "Lowest / Highest Price Before Entry", group = "Stop Loss", inline = "6", minval = 1, maxval=200, step = 1, tooltip = "Lookback to find the Lowest Price. \nStopLoss is determined by the Lowest price of the look back period. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")
// Functions for Stop Loss
float openAtr = ta.valuewhen(condition = enteringTrade, source = ta.atr(i_slATRLen), occurrence = 0)
float openLowest = ta.valuewhen(condition = openLong, source = ta.lowest(low, i_slLookBack), occurrence = 0)
float openHighest = ta.valuewhen(condition = openShort, source = ta.highest(high, i_slLookBack), occurrence = 0)
f_getLongSLPrice(source) =>
switch i_slType
"Percent" => source * (1 - (i_slPercent/100))
"ATR" => source - (i_slATRMult * openAtr)
"Previous LL / HH" => openLowest
=> na
f_getShortSLPrice(source) =>
switch i_slType
"Percent" => source * (1 + (i_slPercent/100))
"ATR" => source + (i_slATRMult * openAtr)
"Previous LL / HH" => openHighest
=> na
// Calculate Stop Loss
var float longSLPrice = na
var float shortSLPrice = na
bool longTPExecuted = false
bool shortTPExecuted = false
longSLPrice := if (inLong and i_useSLTP)
if (openLong)
f_getLongSLPrice (close)
else
// 1. Trailing Stop Loss
if i_tslEnabled
stopLossPrice = f_getLongSLPrice (high)
math.max(stopLossPrice, nz(longSLPrice[1]))
// 2. Normal StopLoss
else
nz(source = longSLPrice[1], replacement = 0)
else
na
shortSLPrice := if (inShort and i_useSLTP)
if (openShort)
f_getShortSLPrice (close)
else
// 1. Trailing Stop Loss
if i_tslEnabled
stopLossPrice = f_getShortSLPrice (low)
math.min(stopLossPrice, nz(shortSLPrice[1]))
// 2. Normal StopLoss
else
nz(source = shortSLPrice[1], replacement = 999999.9)
else
na
// Plot: Stop Loss of Long, Short Entry
var longSLPriceColor = color.new(color.maroon, 0)
plot(series = longSLPrice, title = 'Long Stop Loss', color = longSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortSLPriceColor = color.new(color.maroon, 0)
plot(series = shortSLPrice, title = 'Short Stop Loss', color = shortSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Take Profit - Inputs, Indicaotrs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_useTPExit = input.bool (defval = true, title = "Use Take Profit?", tooltip = "", inline = "1", group = "Take Profit")
i_RRratio = input.float (defval = 1.8, title = "R:R Ratio", minval = 0.1 , maxval = 200 , step = 0.1, tooltip = "R:R Ratio > Risk Reward Ratio? It will automatically set Take Profit % based on Stop Loss", inline = "2", group = "Take Profit")
i_tpQuantityPerc = input.float (defval = 50, title = 'Take Profit Quantity %', minval = 0.0, maxval = 100, step = 1.0, tooltip = '% of position closed when tp target is met.', inline="34", group = 'Take Profit')
var float longTPPrice = na
var float shortTPPrice = na
f_getLongTPPrice() =>
close + i_RRratio * math.abs (close - f_getLongSLPrice (close))
f_getShortTPPrice() =>
close - i_RRratio * math.abs(close - f_getShortSLPrice (close))
longTPPrice := if (inLong and i_useSLTP)
if (openLong)
f_getLongTPPrice ()
else
nz(source = longTPPrice[1], replacement = f_getLongTPPrice ())
else
na
shortTPPrice := if (inShort and i_useSLTP)
if (openShort)
f_getShortTPPrice ()
else
nz(source = shortTPPrice[1], replacement = f_getShortTPPrice ())
else
na
// Plot: Take Profit of Long, Short Entry
var longTPPriceColor = color.new(color.teal, 0)
plot(series = longTPPrice, title = 'Long Take Profit', color = longTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortTPPriceColor = color.new(color.teal, 0)
plot(series = shortTPPrice, title = 'Short Take Profit', color = shortTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
// Plot: Entry Price
var posColor = color.new(color.white, 0)
plot(series = strategy.opentrades.entry_price(strategy.opentrades - 1), title = 'Position Entry Price', color = posColor, linewidth = 1, style = plot.style_linebr)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Quantity - Inputs
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_useRiskManangement = input.bool (defval = true, title = "Use Risk Manangement?", tooltip = "", inline = "1", group = "Quantity")
i_riskPerTrade = input.float (defval = 3, title = "Risk Per Trade (%)", minval = 0, maxval = 100, step = 0.1, tooltip = "Use Risk Manangement by Quantity Control?", inline = "2", group = "Quantity")
// i_leverage = input.float (defval = 2, title = "Leverage", minval = 0, maxval = 100, step = 0.1, tooltip = "Leverage", inline = "3", group = "Quantity")
float qtyPercent = na
float entryQuantity = na
f_calQtyPerc() =>
if (i_useRiskManangement)
riskPerTrade = (i_riskPerTrade) / 100 // 1λ² κ±°λμ 3% μμ€
stopLossPrice = openLong ? f_getLongSLPrice (close) : openShort ? f_getShortSLPrice (close) : na
riskExpected = math.abs((close-stopLossPrice)/close) // μμ κ°λ 6% μ°¨μ΄
riskPerTrade / riskExpected // 0 ~ 1
else
1
f_calQty(qtyPerc) =>
math.min (math.max (0.000001, strategy.equity / close * qtyPerc), 1000000000)
// TP Execution
longTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) > 0 and (longTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) < strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and high >= longTPPrice)
shortTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) < 0 and (shortTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) > strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and low <= shortTPPrice)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Plot Label, Boxes, Results, Etc
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_showSimpleLabel = input.bool(false, "Show Simple Label for Entry?", group = "Strategy: Drawings", inline = "1", tooltip ="")
i_showLabels = input.bool(true, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "1", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
i_showDashboard = input.bool(true, "Show Dashboard", group = "Strategy: Drawings", inline = "2", tooltip = "Show Backtest Results. Backtest Dates, Win/Lose Rates, Etc.")
// Plot: Label for Long, Short Entry
var openLongColor = color.new(#2962FF, 0)
var openShortColor = color.new(#FF1744, 0)
var entryTextColor = color.new(color.white, 0)
if (openLong and i_showSimpleLabel)
label.new (x = bar_index, y = na, text = 'Open', yloc = yloc.belowbar, color = openLongColor, style = label.style_label_up, textcolor = entryTextColor)
entryBarIndex := bar_index
if (openShort and i_showSimpleLabel)
label.new (x = bar_index, y = na, text = 'Close', yloc = yloc.abovebar, color = openShortColor, style = label.style_label_down, textcolor = entryTextColor)
entryBarIndex := bar_index
float prevEntryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
float pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
float prevExitPrice = strategy.closedtrades.exit_price (strategy.closedtrades - 1)
f_enteringTradeLabel(x, y, qty, entryPrice, slPrice, tpPrice, rrRatio, direction) =>
if i_showLabels
labelStr = ("Trade Start"
+ "\nDirection: " + direction
+ "\nRisk Per Trade: " + str.tostring (i_useRiskManangement ? i_riskPerTrade : 100, "#.##") + "%"
+ "\nExpected Risk: " + str.tostring (math.abs((close-slPrice)/close) * 100, "#.##") + "%"
+ "\nEntry Position Qty: " + str.tostring(math.abs(qty * 100), "#.##") + "%"
+ "\nEntry Price: " + str.tostring(entryPrice, "#.##"))
+ "\nStop Loss Price: " + str.tostring(slPrice, "#.##")
+ "\nTake Profit Price: " + str.tostring(tpPrice, "#.##")
+ "\nRisk - Reward Ratio: " + str.tostring(rrRatio, "#.##")
label.new(x = x, y = y, text = labelStr, color = color.new(color.blue, 60) , textcolor = color.white, style = label.style_label_up)
f_exitingTradeLabel(x, y, entryPrice, exitPrice, direction) =>
if i_showLabels
labelStr = ("Trade Result"
+ "\nDirection: " + direction
+ "\nEntry Price: " + str.tostring(entryPrice, "#.##")
+ "\nExit Price: " + str.tostring(exitPrice,"#.##")
+ "\nGain %: " + str.tostring(direction == 'Long' ? -(entryPrice-exitPrice) / entryPrice * 100 : (entryPrice-exitPrice) / entryPrice * 100 ,"#.##") + "%")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + " " + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Orders
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
if (inTime)
if (openLong)
qtyPercent := f_calQtyPerc()
entryQuantity := f_calQty(qtyPercent)
strategy.entry(id = "Long", direction = strategy.long, qty = entryQuantity, comment = 'Long(' + syminfo.ticker + '): Started', alert_message = 'Long(' + syminfo.ticker + '): Started')
f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = longSLPrice, tpPrice = longTPPrice, rrRatio = i_RRratio, direction = "Long")
if (openShort)
qtyPercent := f_calQtyPerc()
entryQuantity := f_calQty(qtyPercent)
strategy.entry(id = "Short", direction = strategy.short, qty = entryQuantity, comment = 'Short(' + syminfo.ticker + '): Started', alert_message = 'Short(' + syminfo.ticker + '): Started')
f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = shortSLPrice, tpPrice = shortTPPrice, rrRatio = i_RRratio, direction = "Short")
if (closeLong)
strategy.close(id = 'Long', comment = 'Close Long', alert_message = 'Long: Closed at market price')
strategy.position_size > 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long') : na
if (closeShort)
strategy.close(id = 'Short', comment = 'Close Short', alert_message = 'Short: Closed at market price')
strategy.position_size < 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short') : na
if (inLong)
strategy.exit(id = 'Long TP / SL', from_entry = 'Long', qty_percent = i_tpQuantityPerc, limit = longTPPrice, stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Long SL', from_entry = 'Long', stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Stop Loss executed')
if (inShort)
strategy.exit(id = 'Short TP / SL', from_entry = 'Short', qty_percent = i_tpQuantityPerc, limit = shortTPPrice, stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Short SL', from_entry = 'Short', stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Stop Loss executed')
if strategy.position_size[1] > 0 and strategy.position_size == 0
f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long')
if strategy.position_size[1] < 0 and strategy.position_size == 0
f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short')
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Backtest Result Dashboard
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
if i_showDashboard
var bgcolor = color.new(color = color.black, transp = 100)
var greenColor = color.new(color = #02732A, transp = 0)
var redColor = color.new(color = #D92332, transp = 0)
var yellowColor = color.new(color = #F2E313, transp = 0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.top_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? greenColor : redColor, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? greenColor : redColor, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? redColor : _winRate < 75 ? greenColor : yellowColor, color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? greenColor : redColor, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white) |
Davin's 10/200MA Pullback on SPY Strategy v2.0 | https://www.tradingview.com/script/Gkib6KgL-Davin-s-10-200MA-Pullback-on-SPY-Strategy-v2-0/ | Gold_D_Roger | https://www.tradingview.com/u/Gold_D_Roger/ | 722 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Gold_D_Roger
//note: spreading 1 statement over multiple lines needs 1 apce + 1 tab | multi line function is 1 tab
//Recommended tickers: SPY (D), QQQ (D) and big indexes, AAPL (4H)
//@version=5
strategy("Davin's 10/200MA Pullback on SPY Strategy v2.0",
overlay=true,
initial_capital=10000,
default_qty_type=strategy.percent_of_equity,
default_qty_value=10, // 10% of equity on each trade
commission_type=strategy.commission.cash_per_contract,
commission_value=0.1) //Insert your broker's rate, IB is 0.005USD or tiered
//Best parameters
// SPY D
// Stop loss 0.15
// commission of 0.005 USD using Interactive brokers
// Exit on lower close
// Buy more when x% down --> 14%
// DO NOT include stop condition using MA crossover
// Get User Input
i_ma1 = input.int(title="MA Length 1", defval=200, step=10, group="Strategy Parameters", tooltip="Long-term MA 200")
i_ma2 = input.int(title="MA Length 2", defval=10, step=10, group="Strategy Parameters", tooltip="Short-term MA 10")
i_ma3 = input.int(title="MA Length 3", defval=50, step=1, group="Strategy Parameters", tooltip="MA for crossover signals`")
i_stopPercent = input.float(title="Stop Loss Percent", defval=0.15, step=0.01, group="Strategy Parameters", tooltip="Hard stop loss of 10%")
i_startTime = input.time(title="Start filter", defval=timestamp("01 Jan 2013 13:30 +0000"), group="Time filter", tooltip="Start date and time to begin")
i_endTime = input.time(title="End filter", defval=timestamp("01 Jan 2099 19:30 +0000"), group="Time filter", tooltip="End date and time to stop")
i_lowerClose = input.bool(title="Exit on lower close", defval=true, group="Strategy Parameters", tooltip="Wait for lower close after above 10SMA before exiting") // optimise exit strat, boolean type creates tickbox type inputs
i_contrarianBuyTheDip = input.bool(title="Buy whenever more than x% drawdown", defval=true, group="Strategy Parameters", tooltip="Buy the dip! Whenever x% or more drawdown on SPY")
i_contrarianTrigger = input.int(title="Trigger % drop to buy the dip", defval=14, step=1, group="Strategy Parameters", tooltip="% drop to trigger contrarian Buy the Dip!")
//14% to be best for SPY 1D
//20% best for AMZN 1D
i_stopByCrossover_MA2_3 = input.bool(title="Include stop condition using MA crossover", defval=false, group="Strategy Parameters", tooltip="Sell when crossover of MA2/1 happens")
// Get indicator values
ma1 = ta.sma(close,i_ma1) //param 1
ma2 = ta.sma(close,i_ma2) //param 2
ma3 = ta.sma(close,i_ma3) //param 3
ma_9 = ta.ema(close,9) //param 2
ma_20 = ta.ema(close,20) //param 3
// Check filter(s)
f_dateFilter = time >+ i_startTime and time <= i_endTime //make sure date entries are within acceptable range
// Highest price of the prev 52 days: https://www.tradingcode.net/tradingview/largest-maximum-value/#:~:text=()%20versus%20ta.-,highest(),max()%20and%20ta.
highest52 = ta.highest(high,52)
overall_change = ((highest52 - close[0]) / highest52) * 100
// Check buy/sell conditions
var float buyPrice = 0 //intialise buyPrice, this will change when we enter a trade ; float = decimal number data type 0.0
buyCondition = (close > ma1 and close < ma2 and strategy.position_size == 0 and f_dateFilter) or (strategy.position_size == 0 and i_contrarianBuyTheDip==true and overall_change > i_contrarianTrigger and f_dateFilter) // higher than 200sma, lower than short term ma (pullback) + avoid pyramiding positions
sellCondition = close > ma2 and strategy.position_size > 0 and (not i_lowerClose or close < low[1]) //check if we already in trade + close above 10MA;
// third condition: EITHER i_lowerClose not turned on OR closing price has to be < previous candle's LOW [1]
stopDistance = strategy.position_size > 0 ? ((buyPrice - close)/close) : na // check if in trade > calc % drop dist from entry, if not na
stopPrice = strategy.position_size > 0 ? (buyPrice - (buyPrice * i_stopPercent)) : na // calc SL price if in trade, if not, na
stopCondition = (strategy.position_size > 0 and stopDistance > i_stopPercent) or (strategy.position_size > 0 and (i_stopByCrossover_MA2_3==true and ma3 < ma1))
// Enter positions
if buyCondition
strategy.entry(id="Long", direction=strategy.long) //long only
if buyCondition[1] // if buyCondition is true prev candle
buyPrice := open // entry price = current bar opening price
// Exit position
if sellCondition or stopCondition
strategy.close(id="Long", comment = "Exit" + (stopCondition ? "Stop loss=true" : "")) // if condition? "Value for true" : "value for false"
buyPrice := na //reset buyPrice
// Plot
plot(buyPrice, color=color.lime, style=plot.style_linebr)
plot(stopPrice, color=color.red, style=plot.style_linebr, offset = -1)
plot(ma1, color=color.blue) //defval=200
plot(ma2, color=color.white) //defval=10
plot(ma3, color=color.yellow) // defval=50
|
[fpemehd] SSL Baseline Strategy | https://www.tradingview.com/script/r4SVQcwp/ | DuDu95 | https://www.tradingview.com/u/DuDu95/ | 73 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Thanks to @kevinmck100 for opensource strategy template and @Mihkel00 for SSL Hybrid
// @fpemehd
// @version=5
strategy(title = '[fpemehd] SSL Baseline Strategy',
shorttitle = '[f] SSL',
overlay = true,
pyramiding = 0,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_type = strategy.commission.percent,
commission_value = 0.1,
initial_capital = 100000,
max_lines_count = 150,
max_labels_count = 300)
// # ========================================================================= #
// # Inputs
// # ========================================================================= #
// 1. Time
i_start = input.time (defval = timestamp("20 Jan 1990 00:00 +0900"), title = "Start Date", tooltip = "Choose Backtest Start Date", inline = "Start Date", group = "Time" )
i_end = input.time (defval = timestamp("20 Dec 2030 00:00 +0900"), title = "End Date", tooltip = "Choose Backtest End Date", inline = "End Date", group = "Time" )
inDateRange = time >= i_start and time <= i_end
// 2. Inputs for direction: Long? Short? Both?
// i_longEnabled = input.bool(defval = true , title = "Long?", tooltip = "Enable Long Position Trade?", inline = "1", group = "Long / Short" )
// i_shortEnabled = input.bool(defval = true , title = "Short?", tooltip = "Enable Short Position Trade?", inline = "1", group = "Long / Short" )
// 3. Shared inputs for Long and Short
//// 3-1. Inputs for Stop Loss Type: ATR or Percent?
i_slType = input.string (defval = "ATR", title = "SL Type ", group = "Strategy: Stop Loss Conditions", options = ["Percent", "ATR", "Previous LL / HH"], tooltip = "Stop Loss based on %? ATR?", inline = "1")
i_slPercent = input.float (defval = 3, title = "SL % ", group = "Strategy: Stop Loss Conditions", inline = "2")
i_slAtrLength = input.int (14, "SL ATR Length ", group = "Strategy: Stop Loss Conditions", inline = "3", minval = 0, maxval = 10000)
i_slAtrMultiplier = input.float (4, "SL ATR Multiplier", group = "Strategy: Stop Loss Conditions", inline = "3", minval = 0, step = 0.1, tooltip = "Length of ATR used to calculate Stop Loss. \nSize of StopLoss is determined by multiplication of ATR value. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")
i_slLookBack = input.int(30, "Lowest Price Before Entry", group = "Strategy: Stop Loss Conditions", inline = "4", minval = 30, step = 1, tooltip = "Lookback to find the Lowest Price. \nStopLoss is determined by the Lowest price of the look back period. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")
//// 3-2. Inputs for Quantity & Risk Manangement: Take Profit
i_riskReward = input.float(2, "Risk : Reward Ratio ", group = "Strategy: Risk Management", inline = "1", minval = 0, step = 0.1, tooltip = "Previous high or low (long/short dependant) is used to determine TP level. 'Risk : Reward' ratio is then used to calculate SL based of previous high/low level.\n\nIn short, the higher the R:R ratio, the smaller the SL since TP target is fixed by previous high/low price data.")
i_accountRiskPercent = input.float(1, "Portfolio Risk %", group = "Strategy: Risk Management", inline = "1", minval = 0, step = 0.1, tooltip = "Percentage of portfolio you lose if trade hits SL.\n\nYou then stand to gain\n Portfolio Risk % * Risk : Reward\nif trade hits TP.")
// 4. Inputs for Drawings
i_showTpSlBoxes = input.bool(true, "Show TP / SL Boxes", group = "Strategy: Drawings", inline = "1", tooltip = "Show or hide TP and SL position boxes.\n\nNote: TradingView limits the maximum number of boxes that can be displayed to 500 so they may not appear for all price data under test.")
i_showLabels = input.bool(true, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "1", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
i_showDashboard = input.bool(true, "Show Dashboard", group = "Strategy: Drawings", inline = "1", tooltip = "Show Backtest Results")
i_show_color_bar = input.bool(true , "Color Bars", group = "Strategy: Drawings", inline = "1")
// 5. Inputs for Indicators
//// 5-1. Inputs for Indicator - 1: SSL Hybrid
i_useTrueRange = input.bool(defval = true , title = "use true range for Keltner Channel?", tooltip = "", inline = " ", group = "1: SSL Hybrid")
i_maType = input.string(defval='EMA', title='Baseline Type', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'LSMA', 'WMA', 'MF', 'VAMA', 'TMA', 'HMA', 'JMA', 'Kijun v2', 'EDSMA', 'McGinley'],group = "1: SSL Hybrid")
i_len = input.int(defval=30,title='Baseline Length', group = "1: SSL Hybrid")
i_multy = input.float(0.2, step=0.05, title='Base Channel Multiplier', group = "1: SSL Hybrid")
// Input for Baseline
i_kidiv = input.int(defval=1, maxval=4, minval=0, title='Kijun MOD Divider',inline="Kijun v2", group="1: SSL Hybrid")
i_jurik_phase = input.int(defval=3, title='Baseline Type = JMA -> Jurik Phase', inline='JMA',group="1: SSL Hybrid")
i_jurik_power = input.int(defval=1, title='Baseline Type = JMA -> Jurik Power', inline='JMA',group="1: SSL Hybrid")
i_volatility_lookback = input.int(defval=10, title='Baseline Type = VAMA -> Volatility lookback length', inline='VAMA',group="1: SSL Hybrid")
// MF
i_beta = input.float(0.8, minval=0, maxval=1, step=0.1, title='Baseline Type = MF (Modular Filter, General Filter) ->Beta', inline='MF',group="1: SSL Hybrid")
i_feedback = input.bool(defval=false, title='Baseline Type = MF (Modular Filter) -> Use Feedback?', inline='MF',group="1: SSL Hybrid")
i_z = input.float(0.5, title='Baseline Type = MF (Modular Filter) -> Feedback Weighting', step=0.1, minval=0, maxval=1, inline='MF',group="1: SSL Hybrid")
// EDSMA
i_ssfLength = input.int(title='EDSMA - Super Smoother Filter Length', minval=1, defval=20, inline='EDSMA',group="1: SSL Hybrid")
i_ssfPoles = input.int(title='EDSMA - Super Smoother Filter Poles', defval=2, options=[2, 3], inline='EDSMA',group="1: SSL Hybrid")
// # ========================================================================= #
// # Functions for Stop Loss & Take Profit & Plots
// # ========================================================================= #
percentAsPoints(pcnt) =>
math.round(pcnt / 100 * close / syminfo.mintick)
calcStopLossPrice(pointsOffset, isLong) =>
priceOffset = pointsOffset * syminfo.mintick
if isLong
close - priceOffset
else
close + priceOffset
calcProfitTrgtPrice(pointsOffset, isLong) =>
calcStopLossPrice(-pointsOffset, isLong)
printLabel(barIndex, msg) => label.new(barIndex, close, msg)
printTpSlHitBox(left, right, slHit, tpHit, entryPrice, slPrice, tpPrice) =>
if i_showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = slHit ? color.new(color.red, 60) : color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = tpHit ? color.new(color.green, 60) : color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTpSlNotHitBox(left, right, entryPrice, slPrice, tpPrice) =>
if i_showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTradeExitLabel(x, y, posSize, entryPrice, pnl) =>
if i_showLabels
labelStr = "Position Size: " + str.tostring(math.abs(posSize), "#.##") + "\nPNL: " + str.tostring(pnl, "#.##") + "\nCapital: " + str.tostring(strategy.equity, "#.##") + "\nEntry Price: " + str.tostring(entryPrice, "#.##") + "\nExit Price: " + str.tostring(close,"#.##")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + " " + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)
// # ========================================================================= #
// # Entry, Close Logic
// # ========================================================================= #
// 1. Calculate Indicators
//// 1-1. Calculate Indicators for SSL Hybrid Baseline
////// TEMA
tema(src, len) =>
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
ema3 = ta.ema(ema2, len)
3 * ema1 - 3 * ema2 + ema3
////// EDSMA
get2PoleSSF(src, length) =>
PI = 2 * math.asin(1)
arg = math.sqrt(2) * PI / length
a1 = math.exp(-arg)
b1 = 2 * a1 * math.cos(arg)
c2 = b1
c3 = -math.pow(a1, 2)
c1 = 1 - c2 - c3
ssf = 0.0
ssf := c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2])
ssf
get3PoleSSF(src, length) =>
PI = 2 * math.asin(1)
arg = PI / length
a1 = math.exp(-arg)
b1 = 2 * a1 * math.cos(1.738 * arg)
c1 = math.pow(a1, 2)
coef2 = b1 + c1
coef3 = -(c1 + b1 * c1)
coef4 = math.pow(c1, 2)
coef1 = 1 - coef2 - coef3 - coef4
ssf = 0.0
ssf := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 * nz(ssf[3])
ssf
ma(type, src, len) =>
float result = 0
if type == 'TMA'
result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
result
if type == 'MF'
ts = 0.
b = 0.
c = 0.
os = 0.
//----
alpha = 2 / (len + 1)
a = i_feedback ? i_z * src + (1 - i_z) * nz(ts[1], src) : src
//----
b := a > alpha * a + (1 - alpha) * nz(b[1], a) ? a : alpha * a + (1 - alpha) * nz(b[1], a)
c := a < alpha * a + (1 - alpha) * nz(c[1], a) ? a : alpha * a + (1 - alpha) * nz(c[1], a)
os := a == b ? 1 : a == c ? 0 : os[1]
//----
upper = i_beta * b + (1 - i_beta) * c
lower = i_beta * c + (1 - i_beta) * b
ts := os * upper + (1 - os) * lower
result := ts
result
if type == 'LSMA'
result := ta.linreg(src, len, 0)
result
if type == 'SMA' // Simple
result := ta.sma(src, len)
result
if type == 'EMA' // Exponential
result := ta.ema(src, len)
result
if type == 'DEMA' // Double Exponential
e = ta.ema(src, len)
result := 2 * e - ta.ema(e, len)
result
if type == 'TEMA' // Triple Exponential
e = ta.ema(src, len)
result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
result
if type == 'WMA' // Weighted
result := ta.wma(src, len)
result
if type == 'VAMA' // Volatility Adjusted
/// Copyright Β© 2019 to present, Joris Duyck (JD)
mid = ta.ema(src, len)
dev = src - mid
vol_up = ta.highest(dev, i_volatility_lookback)
vol_down = ta.lowest(dev, i_volatility_lookback)
result := mid + math.avg(vol_up, vol_down)
result
if type == 'HMA' // Hull
result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
result
if type == 'JMA' // Jurik
/// Copyright Β© 2018 Alex Orekhov (everget)
/// Copyright Β© 2017 Jurik Research and Consulting.
phaseRatio = i_jurik_phase < -100 ? 0.5 : i_jurik_phase > 100 ? 2.5 : i_jurik_phase / 100 + 1.5
beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alpha = math.pow(beta, i_jurik_power)
jma = 0.0
e0 = 0.0
e0 := (1 - alpha) * src + alpha * nz(e0[1])
e1 = 0.0
e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])
e2 = 0.0
e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * math.pow(1 - alpha, 2) + math.pow(alpha, 2) * nz(e2[1])
jma := e2 + nz(jma[1])
result := jma
result
if type == 'Kijun v2'
kijun = math.avg(ta.lowest(len), ta.highest(len)) //, (open + close)/2)
conversionLine = math.avg(ta.lowest(len / i_kidiv), ta.highest(len / i_kidiv))
delta = (kijun + conversionLine) / 2
result := delta
result
if type == 'McGinley'
mg = 0.0
mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
result := mg
result
if type == 'EDSMA'
zeros = src - nz(src[2])
avgZeros = (zeros + zeros[1]) / 2
// Ehlers Super Smoother Filter
ssf = i_ssfPoles == 2 ? get2PoleSSF(avgZeros, i_ssfLength) : get3PoleSSF(avgZeros, i_ssfLength)
// Rescale filter in terms of Standard Deviations
stdev = ta.stdev(ssf, len)
scaledFilter = stdev != 0 ? ssf / stdev : 0
alpha = 5 * math.abs(scaledFilter) / len
edsma = 0.0
edsma := alpha * src + (1 - alpha) * nz(edsma[1])
result := edsma
result
result
////// Keltner Baseline Channel (Baseline)
BBMC = ma(i_maType, close, i_len)
Keltma = ma(i_maType, close, i_len)
range_1 = i_useTrueRange ? ta.tr : high - low
rangema = ta.ema(range_1, i_len)
upperk = Keltma + rangema * i_multy
lowerk = Keltma - rangema * i_multy
// 2. Entry Condition for Long and Short
// Condition 1
bullSSL = close > upperk
bearSSL = close < lowerk
// Enter Position based on Condition 1
goLong = inDateRange and bullSSL
goShort = inDateRange and bearSSL
// # ========================================================================= #
// # Position Control Logic (Entry & Exit)
// # ========================================================================= #
// 1. Trade entry and exit variables
var tradeEntryBar = bar_index
var profitPoints = 0.
var lossPoints = 0.
var slPrice = 0.
var tpPrice = 0.
var inLong = false
var inShort = false
// 2. Entry decisions
openLong = (goLong and not inLong) // Long entry condition & not in long position
openShort = (goShort and not inShort) // Short entry condition & not in short position
flippingSides = (goLong and inShort) or (goShort and inLong) // (Long entry condition & in short position) and the opposite
enteringTrade = openLong or openShort // Entering Long or Short Condition
inTrade = inLong or inShort
// 3. Stop Loss & Take Profit Percent
lowestLow = ta.lowest(source = low, length = i_slLookBack)
highestHigh = ta.highest(source = high, length = i_slLookBack)
llhhSLPercent = openLong ? math.abs((close - lowestLow) / close) * 100 : openShort ? math.abs((highestHigh - close) / close) * 100 : na
atr = ta.atr(i_slAtrLength)
slAmount = atr * i_slAtrMultiplier
slPercent = i_slType == 'ATR' ? math.abs((1 - (close - slAmount) / close) * 100) : i_slType == 'Percent' ? i_slPercent : llhhSLPercent
tpPercent = slPercent * i_riskReward
// 4. Risk calculations & Quantity Management
riskAmt = strategy.equity * i_accountRiskPercent / 100
entryQty = math.abs(riskAmt / slPercent * 100) / close
// 5. Open Position
if openLong
if strategy.position_size < 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Long", strategy.long, qty = entryQty, alert_message = "Long Entry")
enteringTrade := true
inLong := true
inShort := false
if openShort
if strategy.position_size > 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Short", strategy.short, qty = entryQty, alert_message = "Short Entry")
enteringTrade := true
inShort := true
inLong := false
if enteringTrade
profitPoints := percentAsPoints(tpPercent)
lossPoints := percentAsPoints(slPercent)
slPrice := calcStopLossPrice(lossPoints, openLong)
tpPrice := calcProfitTrgtPrice(profitPoints, openLong)
tradeEntryBar := bar_index
// Can add more take profit Actions
strategy.exit("TP/SL", profit = profitPoints, loss = lossPoints, comment_profit = "TP Hit", comment_loss = "SL Hit", alert_profit = "TP Hit Alert", alert_loss = "SL Hit Alert")
// # ========================================================================= #
// # Plots (Bar Color, Plot, Label, Boxes)
// # ========================================================================= #
// 1. SSL Hybrid Baseline
longColor = #00c3ff
shortColor = #ff0062
color_bar = close > upperk ? longColor : close < lowerk ? shortColor : color.gray
p1 = plot(BBMC, color=color.new(color=color_bar, transp=0), linewidth=4, title='MA Baseline')
// 2. Bar color Based On SSL Hybrid Baseline
barcolor(i_show_color_bar ? color_bar : na)
up_channel = plot(upperk, color=color_bar, title='Baseline Upper Channel')
low_channel = plot(lowerk, color=color_bar, title='Basiline Lower Channel')
fill(up_channel, low_channel, color.new(color=color_bar, transp=90))
// 3. Stoploss Boxes
slHit = (inShort and high >= slPrice) or (inLong and low <= slPrice)
tpHit = (inLong and high >= tpPrice) or (inShort and low <= tpPrice)
exitTriggered = slHit or tpHit
entryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
posSize = strategy.closedtrades.size (strategy.closedtrades - 1)
if (inTrade and exitTriggered)
inShort := false
inLong := false
printTpSlHitBox(tradeEntryBar + 1, bar_index, slHit, tpHit, entryPrice, slPrice, tpPrice)
printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, entryPrice, pnl)
if barstate.islastconfirmedhistory and strategy.position_size != 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
// 4. Data Windows
plotchar(slPrice, "Stop Loss Price", "")
plotchar(tpPrice, "Take Profit Price", "")
// 5. Showing Labels
plotDebugLabels = false
if plotDebugLabels
if bar_index == tradeEntryBar
printLabel(bar_index, "Position size: " + str.tostring(entryQty * close, "#.##"))
// 6. Showing Dashboard
if i_showDashboard
var bgcolor = color.new(color.black,0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.bottom_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? color.green : color.red, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? color.green : color.red, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? color.red : _winRate < 75 ? #999900 : color.green, color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white) |
Strategy Myth-Busting #10 - InsideBar+EMA - [MYN] | https://www.tradingview.com/script/SvcAJM3O-Strategy-Myth-Busting-10-InsideBar-EMA-MYN/ | myncrypto | https://www.tradingview.com/u/myncrypto/ | 423 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© myn
//@version=5
strategy('Strategy Myth-Busting #10 - InsideBar+EMA - [MYN]', max_bars_back=5000, overlay=true, pyramiding=0, initial_capital=20000, currency='USD', default_qty_type=strategy.percent_of_equity, default_qty_value=100.0, commission_value=0.075, use_bar_magnifier = false)
/////////////////////////////////////
//* Put your strategy logic below *//
/////////////////////////////////////
//short if: inside bar and bearish & below 50 ema & price falls below low of inside bar. Opposite for long. on 4H TF
// Inside Bar
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
f_priorBarsSatisfied(_objectToEval, _numOfBarsToLookBack) =>
returnVal = false
for i = 0 to _numOfBarsToLookBack
if (_objectToEval[i] == true)
returnVal = true
i_numLookbackBars = input(2,title="Lookback for Inside Bar")
// This source code is subject to the terms of the GNU License 2.0 at https://www.gnu.org/licenses/old-licenses/gpl-2.0.en.html
// Β© cma
//@version=5
//indicator('Inside Bar Ind/Alert', overlay=true)
bullishBar = 1
bearishBar = -1
isInside() =>
previousBar = 1
bodyStatus = close >= open ? 1 : -1
isInsidePattern = high < high[previousBar] and low > low[previousBar]
isInsidePattern ? bodyStatus : 0
barcolor(isInside() == bullishBar ? color.green : na)
barcolor(isInside() == bearishBar ? color.red : na)
// When is bullish bar paint green
plotshape(isInside() == bullishBar, style=shape.triangleup, location=location.abovebar, color=color.new(color.green, 0))
// When is bearish bar paint red
plotshape(isInside() == bearishBar, style=shape.triangledown, location=location.belowbar, color=color.new(color.red, 0))
isInsideBarMade = isInside() == bullishBar or isInside() == bearishBar
alertcondition(isInsideBarMade, title='Inside Bar', message='Inside Bar came up!')
i_srcInsideBarLong = input.source(close, title = "_____ falls above HIGH of inside bar (Long condition)")
i_srcInsideBarShort = input.source(close, title = "_____ falls below LOW of inside bar (Short condition)")
//if: inside bar and falls below low of inside bar. I think.
insideBarLongEntry = f_priorBarsSatisfied(isInside() == bullishBar,i_numLookbackBars) and i_srcInsideBarLong > high[i_numLookbackBars] //isInside() == bullishBar
insideBarShortEntry = f_priorBarsSatisfied(isInside() == bearishBar,i_numLookbackBars) and i_srcInsideBarShort < low[i_numLookbackBars] //isInside() == bearishBar
// EMA
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_src = input.source(close, title = "EMA Source")
i_emaLength = input(50,title="EMA Length")
ema = ta.ema(i_src, i_emaLength)
emaPlot = plot(series=ema,color=color.blue, linewidth=2)
emaLongEntry = i_src > ema
emaShortEntry = i_src < ema
//////////////////////////////////////
//* Put your strategy rules below *//
/////////////////////////////////////
longCondition = insideBarLongEntry and emaLongEntry
shortCondition = insideBarShortEntry and emaShortEntry
//define as 0 if do not want to use
closeLongCondition = 0
closeShortCondition = 0
// ADX
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
adxEnabled = input.bool(defval = false , title = "Average Directional Index (ADX)", tooltip = "", group ="ADX" )
adxlen = input(14, title="ADX Smoothing", group="ADX")
adxdilen = input(14, title="DI Length", group="ADX")
adxabove = input(25, title="ADX Threshold", group="ADX")
adxdirmov(len) =>
adxup = ta.change(high)
adxdown = -ta.change(low)
adxplusDM = na(adxup) ? na : (adxup > adxdown and adxup > 0 ? adxup : 0)
adxminusDM = na(adxdown) ? na : (adxdown > adxup and adxdown > 0 ? adxdown : 0)
adxtruerange = ta.rma(ta.tr, len)
adxplus = fixnan(100 * ta.rma(adxplusDM, len) / adxtruerange)
adxminus = fixnan(100 * ta.rma(adxminusDM, len) / adxtruerange)
[adxplus, adxminus]
adx(adxdilen, adxlen) =>
[adxplus, adxminus] = adxdirmov(adxdilen)
adxsum = adxplus + adxminus
adx = 100 * ta.rma(math.abs(adxplus - adxminus) / (adxsum == 0 ? 1 : adxsum), adxlen)
adxsig = adxEnabled ? adx(adxdilen, adxlen) : na
isADXEnabledAndAboveThreshold = adxEnabled ? (adxsig > adxabove) : true
//Backtesting Time Period (Input.time not working as expected as of 03/30/2021. Giving odd start/end dates
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
useStartPeriodTime = input.bool(true, 'Start', group='Date Range', inline='Start Period')
startPeriodTime = input.time(timestamp('1 Jan 2019'), '', group='Date Range', inline='Start Period')
useEndPeriodTime = input.bool(true, 'End', group='Date Range', inline='End Period')
endPeriodTime = input.time(timestamp('31 Dec 2030'), '', group='Date Range', inline='End Period')
start = useStartPeriodTime ? startPeriodTime >= time : false
end = useEndPeriodTime ? endPeriodTime <= time : false
calcPeriod = not start and not end
// Trade Direction
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tradeDirection = input.string('Long and Short', title='Trade Direction', options=['Long and Short', 'Long Only', 'Short Only'], group='Trade Direction')
// Percent as Points
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
per(pcnt) =>
strategy.position_size != 0 ? math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)
// Take profit 1
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp1 = input.float(title='Take Profit 1 - Target %', defval=10.5, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 1')
q1 = input.int(title='% Of Position', defval=25, minval=0, group='Take Profit', inline='Take Profit 1')
// Take profit 2
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp2 = input.float(title='Take Profit 2 - Target %', defval=11, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 2')
q2 = input.int(title='% Of Position', defval=25, minval=0, group='Take Profit', inline='Take Profit 2')
// Take profit 3
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp3 = input.float(title='Take Profit 3 - Target %', defval=11.5, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 3')
q3 = input.int(title='% Of Position', defval=25, minval=0, group='Take Profit', inline='Take Profit 3')
// Take profit 4
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp4 = input.float(title='Take Profit 4 - Target %', defval=12, minval=0.0, step=0.5, group='Take Profit')
/// Stop Loss
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
stoplossPercent = input.float(title='Stop Loss (%)', defval=4, minval=0.01, group='Stop Loss') * 0.01
slLongClose = close < strategy.position_avg_price * (1 - stoplossPercent)
slShortClose = close > strategy.position_avg_price * (1 + stoplossPercent)
/// Leverage
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
leverage = input.float(1, 'Leverage', step=.5, group='Leverage')
contracts = math.min(math.max(.000001, strategy.equity / close * leverage), 1000000000)
/// Trade State Management
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
isInLongPosition = strategy.position_size > 0
isInShortPosition = strategy.position_size < 0
/// ProfitView Alert Syntax String Generation
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
alertSyntaxPrefix = input.string(defval='CRYPTANEX_99FTX_Strategy-Name-Here', title='Alert Syntax Prefix', group='ProfitView Alert Syntax')
alertSyntaxBase = alertSyntaxPrefix + '\n#' + str.tostring(open) + ',' + str.tostring(high) + ',' + str.tostring(low) + ',' + str.tostring(close) + ',' + str.tostring(volume) + ','
/// Trade Execution
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
longConditionCalc = (longCondition and isADXEnabledAndAboveThreshold)
shortConditionCalc = (shortCondition and isADXEnabledAndAboveThreshold)
if calcPeriod
if longConditionCalc and tradeDirection != 'Short Only' and isInLongPosition == false
strategy.entry('Long', strategy.long, qty=contracts)
alert(message=alertSyntaxBase + 'side:long', freq=alert.freq_once_per_bar_close)
if shortConditionCalc and tradeDirection != 'Long Only' and isInShortPosition == false
strategy.entry('Short', strategy.short, qty=contracts)
alert(message=alertSyntaxBase + 'side:short', freq=alert.freq_once_per_bar_close)
//Inspired from Multiple %% profit exits example by adolgo https://www.tradingview.com/script/kHhCik9f-Multiple-profit-exits-example/
strategy.exit('TP1', qty_percent=q1, profit=per(tp1))
strategy.exit('TP2', qty_percent=q2, profit=per(tp2))
strategy.exit('TP3', qty_percent=q3, profit=per(tp3))
strategy.exit('TP4', profit=per(tp4))
strategy.close('Long', qty_percent=100, comment='SL Long', when=slLongClose)
strategy.close('Short', qty_percent=100, comment='SL Short', when=slShortClose)
strategy.close_all(when=closeLongCondition or closeShortCondition, comment='Close Postion')
/// Dashboard
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Inspired by https://www.tradingview.com/script/uWqKX6A2/ - Thanks VertMT
showDashboard = input.bool(group="Dashboard", title="Show Dashboard", defval=true)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)
// Draw dashboard table
if showDashboard
var bgcolor = color.new(color.black,0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.bottom_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? color.green : color.red, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? color.green : color.red, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? color.red : _winRate < 75 ? #999900 : color.green, color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white) |
Crypto BTC Correlation Scalper Gaps Strategy | https://www.tradingview.com/script/2vgZW5T0-Crypto-BTC-Correlation-Scalper-Gaps-Strategy/ | exlux99 | https://www.tradingview.com/u/exlux99/ | 240 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© exlux99
//@version=5
strategy("Crypto BTC Correlation Scalper Gaps Strategy", overlay = true)
inverse=input.bool(false, title="Inverse Mode / Long = Short or Long = Long")
ex_symbol = input.symbol("CME:BTC1!")
ex_high = request.security(ex_symbol, timeframe.period,high)
ex_low = request.security(ex_symbol, timeframe.period,low)
ex_open = request.security(ex_symbol, timeframe.period,open)
ex_close = request.security(ex_symbol, timeframe.period,close)
apply_correlation = input.bool(true, title="Correlation Candles")
def_high = 0.0
def_low =0.0
def_open =0.0
def_close =0.0
def_high := apply_correlation? ex_high : high
def_low := apply_correlation? ex_low : low
def_open := apply_correlation? ex_open : open
def_close := apply_correlation? ex_close : close
daily_sma = request.security(ex_symbol, "D", ta.sma(request.security(ex_symbol, "D", close), input(1)))
//plot(daily_sma)
legnth_tp_sl = input(50, title="Length for Checking Highest High/Lowest Low Points")
minimalDeviationInput = nz(input.float(30.0, "Minimal Deviation (%)", minval=1, maxval=100) / 100 * ta.sma(def_high-def_low, 14))
// Detect gaps.
isGapDown = def_high < def_low[1] and def_low[1] - def_high >= minimalDeviationInput
isGapUp = def_low > def_high[1] and def_low - def_high[1] >= minimalDeviationInput
isGap = isGapDown or isGapUp
isGapClosed = false
lowest_low=ta.lowest(def_low, legnth_tp_sl)
highest_high=ta.highest(def_high, legnth_tp_sl)
long = isGapUp and def_close > daily_sma
short = isGapDown and def_close < daily_sma
var longOpened = false
var int timeOfBuyLong = na
var float lowest_low_var_tp = na
var float lowest_low_var_sl = na
var bool longEntry = na
longEntry := long and not longOpened
if longEntry
longOpened := true
timeOfBuyLong := time
lowest_low_var_tp := def_close * (1 + ((def_close / lowest_low) -1))
lowest_low_var_sl := lowest_low
longExitSignal = short or def_high > lowest_low_var_tp //or def_low < lowest_low_var_sl
longExit = longOpened[1] and longExitSignal
if longExit
longOpened := false
timeOfBuyLong := na
lowest_low_var_tp:=na
lowest_low_var_sl :=na
//-------------------------------------------------------------------------------
var shortOpened = false
var int timeOfBuyShort = na
var float highest_high_var_tp = na
var float highest_high_var_sl = na
var bool shortEntry = na
shortEntry := short and not shortOpened
if shortEntry
shortOpened := true
timeOfBuyShort := time
timeOfBuyShort
highest_high_var_tp := def_close * (1 - ((highest_high / def_close) - 1 ))
highest_high_var_sl := highest_high
shortExitSignal = long or def_low < highest_high_var_tp //or def_high > highest_high_var_sl
shortExit = shortOpened[1] and shortExitSignal
if shortExit
shortOpened := false
timeOfBuyShort := na
highest_high_var_tp := na
highest_high_var_sl := na
if(inverse)
strategy.entry("long",strategy.short,when=longEntry)
strategy.close("long",when=longExit)
strategy.entry("short",strategy.long,when=shortEntry)
strategy.close("short",when=shortExit)
if(not inverse)
strategy.entry("long",strategy.long,when=longEntry)
strategy.close("long",when=longExit)
strategy.entry("short",strategy.short,when=shortEntry)
strategy.close("short",when=shortExit)
|
hΓ tα»· phΓΊ 999 | https://www.tradingview.com/script/rkPNeSLb/ | hatnxkld | https://www.tradingview.com/u/hatnxkld/ | 11 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© hatnxkld
//@version=4
strategy("Chiến lược 3EMA giao cắt", overlay=true)
ngan=input(title="Ema ngαΊ―n", defval = 12)
plot(ngan, title="EMA ngαΊ―n", color=color.yellow)
tb=input(title="Ema trung bình", defval = 48)
plot(tb, title="EMA trung bình", color=color.blue)
dai=input(title="Ema dai", defval = 288)
plot(dai, title="EMA dai", color=color.red) |
EMA Slope AyE | https://www.tradingview.com/script/hHVN14jd/ | fajardoarelys | https://www.tradingview.com/u/fajardoarelys/ | 44 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© fajardoarelys
//@version=4
strategy("EMA Slope AyE", shorttitle = "SLOPE", overlay=false)
EMAPeriod = input(20, title = "EMA Period", type = input.integer)
SlopePeriod = input(1, title = "Slope Period", type = input.integer)
EMA = ema(close, EMAPeriod)
Slope = (EMA - EMA[SlopePeriod]) / SlopePeriod
plot(Slope, color = color.yellow, linewidth = 2)
zero = hline(0, "zero", color=#787B86) |
EMA Slope AyE | https://www.tradingview.com/script/R6Oma910/ | fajardoarelys | https://www.tradingview.com/u/fajardoarelys/ | 10 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© fajardoarelys
//@version=4
strategy("EMA Slope AyE", shorttitle="SLOPE", overlay=false)
EMAPeriod = input(50, title = "EMA Period", type = input.integer)
SlopePeriod = input(3, title = "Slope Period", type = input.integer)
EMA = ema(close, EMAPeriod)
Slope = (EMA - EMA[SlopePeriod]) / SlopePeriod
plot(Slope, color = color.yellow, linewidth = 2)
zero = hline(0, "zero", color=#787B86) |
EMA Cross Strategy | https://www.tradingview.com/script/Fr07EAEb-EMA-Cross-Strategy/ | wirunekaewjai | https://www.tradingview.com/u/wirunekaewjai/ | 37 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© wirunekaewjai
//@version=5
strategy("EMA Cross Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, initial_capital=1000, commission_value=0.05)
fastLength = input.int(12, "EMA Fast")
slowLength = input.int(26, "EMA Slow")
priceGap = input.float(100, "Gap (%)", minval=0.01, maxval=100, tooltip="Gap Between Price and Slow EMA")
slValue = input.float(5, "SL (%)", minval=0)
tpMode = input.string('%','TP Mode', options=['%','Ratio'])
tpLongValue = input.float(200, "TP Long", minval=0)
tpShortValue = input.float(50, "TP Short", minval=0)
////
yearStart = input.int(1980, "Year Start", minval=1700, maxval=3000)
////
fast = ta.ema(close, fastLength)
slow = ta.ema(close, slowLength)
eCrossOver = ta.crossover(fast, slow)
eCrossUnder = ta.crossunder(fast, slow)
eHigher = fast > slow
eLower = fast < slow
enableLong = input.bool(true, "Long")
enableShort = input.bool(true, "Short")
currentYear = year(time)
pGap = priceGap / 100
avgPrice = strategy.position_avg_price
sl = slValue / 100
slLong = avgPrice * (1 - sl)
slShort = avgPrice * (1 + sl)
tpL = tpLongValue / 100
tpS = tpShortValue / 100
tpLong = tpMode == '%' ? avgPrice * (1 + tpL) : avgPrice * (1 + (sl * tpLongValue))
tpShort = tpMode == '%' ? avgPrice * (1 - tpS) : avgPrice * (1 - (sl * tpShortValue))
if currentYear >= yearStart
if enableLong and eCrossOver
gap = (close / slow) - 1
if close > slow and gap < pGap
strategy.entry("Long", strategy.long)
if enableShort and eCrossUnder
gap = 1 - (close / slow)
if close < slow and gap < pGap
strategy.entry("Short", strategy.short)
if strategy.position_size > 0
if slValue > 0 and tpLongValue > 0
strategy.exit("Stop Long", "Long", stop=slLong, limit=tpLong, comment_profit="TP", comment_loss="SL")
else if slValue > 0
strategy.exit("SL Long", "Long", stop=slLong, comment_loss="SL")
else if tpLongValue > 0
strategy.exit("TP Long", "Long", limit=tpLong, comment_profit="TP")
if eCrossUnder
strategy.close("Long")
if strategy.position_size < 0
if slValue > 0 and tpShortValue > 0
strategy.exit("Stop Short", "Short", stop=slShort, limit=tpShort, comment_profit="TP", comment_loss="SL")
else if slValue > 0
strategy.exit("SL Short", "Short", stop=slShort, comment_loss="SL")
else if tpShortValue > 0
strategy.exit("TP Short", "Short", limit=tpShort, comment_profit="TP")
if eCrossOver
strategy.close("Short")
/////////////////
plot(fast, color=color.white)
plot(slow, color=color.yellow)
plot(series=(strategy.position_size > 0 and slValue > 0) ? slLong : na, color=color.red, style=plot.style_linebr, title="SL Long")
plot(series=(strategy.position_size < 0 and slValue > 0) ? slShort : na, color=color.red, style=plot.style_linebr, title="SL Short")
plot(series=(strategy.position_size > 0 and tpLongValue > 0) ? tpLong : na, color=color.teal, style=plot.style_linebr, title="TP Long")
plot(series=(strategy.position_size < 0 and tpShortValue > 0) ? tpShort : na, color=color.teal, style=plot.style_linebr, title="TP Short") |
Volatility Stop with Vwap Strategy | https://www.tradingview.com/script/1HLAXDrD-Volatility-Stop-with-Vwap-Strategy/ | exlux99 | https://www.tradingview.com/u/exlux99/ | 256 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© TradingView
// @ exlux99
//@version=5
// Volatility Stop MTF
// v3, 2022.05.29
// This code was written using the recommendations from the Pine Scriptβ’ User Manual's styleInput Guide:
// https://www.tradingview.com/pine-script-docs/en/v5/writing/Style_guide.html
strategy("Volatility Stop with Vwap Strategy", "VStop Vwap", true)
import PineCoders/Time/1 as pcTimeLib
string GRP1 = "βββββββββ Stop Calculations βββββββββ"
float srcInput = input.source(close, "Source", group = GRP1)
int lenInput = input.int(20, "Length", group = GRP1, minval = 2)
float atrInput = input.float(2.0, "ATR Factor", group = GRP1, minval = 0.25, step = 0.25)
vwap_weekly = request.security(syminfo.tickerid, 'W', ta.vwap)
// ββββββββββββββββββββ Functions {
// @function Calculates a value from the ATR, which is offset from price action to use as a stop loss or trend detection.
// @param source (series int/float) The source to calculate the stop value from.
// @param atrLength (simple int) The length over which to calcualte the RMA of the true range. (number of bars back).
// @param atrInput (series int/float) A multiplier to allow adjustment of the stop as a function of the ATR value. Example: 1 is 100% of the calculated ATR value.
// @param offset (series int) The first half of the offset calculations required to achieve repainting/non-repainting data when used in `request.security()`.
// @returns ([float, bool]) A tuple of the volatility stop value and the trend direction as a bool.
vStop(series float source, simple int atrLength, series float atrInput, series int offset = 0) =>
float src = nz(source, close)
var bool trendUp = true
var float max = src
var float min = src
var float stop = 0.0
float atrM = nz(ta.atr(atrLength) * atrInput, ta.tr)
max := math.max(max, src)
min := math.min(min, src)
stop := nz(trendUp ? math.max(stop, max - atrM) : math.min(stop, min + atrM), src)
trendUp := src - stop >= 0.0
if trendUp != nz(trendUp[1], true)
max := src
min := src
stop := trendUp ? max - atrM : min + atrM
[stop[offset], trendUp[offset]]
// βββββ Stop calcs
[stopChartTf, trendUpChartTf] = vStop(srcInput, lenInput, atrInput, 0)
float stop = stopChartTf
bool trendUp = trendUpChartTf
var bool inLimbo = false
// Get conditions for colors, plotting, and alerts.
bool trendReversal = trendUp != trendUp[1]
bool trendChangeToUp = trendUp and not trendUp[1]
bool trendChangeToDn = not trendUp and trendUp[1]
inLimbo := inLimbo and trendUp == trendUp[1]
plot(stop)
long = trendUp and close > stop and close > vwap_weekly
short = not trendUp and close < stop and close < vwap_weekly
distance_long = close + (close - stop )
distance_short = close - (stop - close)
var longOpened = false
var int timeOfBuyLong = na
var float tpLong_long = na
var float slLong_long = na
var bool longEntry = na
longEntry := long and not longOpened and not long[1]
if longEntry
longOpened := true
tpLong_long := distance_long
slLong_long := distance_short
tpLong_trigger = longOpened[1] and (ta.crossover(close, tpLong_long) or ta.crossover(high, tpLong_long)) //or high > lowest_low_var_tp
slLong_Trigger = longOpened[1] and (ta.crossunder(close, slLong_long) or ta.crossover(low, slLong_long)) //or low < lowest_low_var_sl
longExitSignal = tpLong_trigger or slLong_Trigger or short
longExit = longOpened[1] and longExitSignal
if longExit
longOpened := false
timeOfBuyLong := na
tpLong_long := na
slLong_long := na
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////
var shortOpened = false
var int timeOfBuyShort = na
var float tp_short = na
var float sl_short = na
var bool shortEntry = na
shortEntry := short and not shortOpened and not short[1]
if shortEntry
shortOpened := true
timeOfBuyShort := time
tp_short := distance_short
sl_short := distance_long
tpShort_trigger = shortOpened[1] and (ta.crossunder(close, tp_short) or ta.crossunder(low, tp_short)) //or low < highest_high_var_tp
slShort_Trigger = shortOpened[1] and (ta.crossover(close, sl_short) or ta.crossover(high, sl_short)) //or high > highest_high_var_sl
shortExitSignal = long or tpShort_trigger or slShort_Trigger
shortExit = shortOpened[1] and shortExitSignal
if shortExit
shortOpened := false
timeOfBuyShort := na
timeOfBuyShort
tp_short := na
sl_short := na
strategy.entry("long",strategy.long,when=longEntry)
strategy.close("long",when=longExit)
strategy.entry("short",strategy.short,when=shortEntry)
strategy.close('short',when=shortExit)
|
EMA12/26 buy spot only | https://www.tradingview.com/script/fOkd27us-EMA12-26-buy-spot-only/ | sasinp | https://www.tradingview.com/u/sasinp/ | 24 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© sasinp
//@version=5
strategy("EMA12/26 buy spot only", overlay=true)
longCondition = ta.crossover(ta.ema(close, 12), ta.ema(close, 26))
if (longCondition)
strategy.entry("buy", strategy.long)
if ta.crossunder(ta.ema(close, 12), ta.ema(close, 26))
strategy.close("buy")
|
Trend #2 - BB+EMA | https://www.tradingview.com/script/juVQWbsI/ | zxcv55602 | https://www.tradingview.com/u/zxcv55602/ | 97 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© zxcv55602
//@version=4
strategy(shorttitle="Trend #2 - BB+EMA v4", title="Bollinger Bands", overlay=true)
date1 = input(title="Start Date", type=input.time, defval=timestamp("2000-01-01T00:00:00"))
date2 = input(title="Stop Date", type=input.time, defval=timestamp("2030-01-01T00:00:00"))
length = input(100, minval=1,step=10)
mult = input(1.5,title="StdDev",step=0.1)
//------------------
basis = ema(close, length)
dev = mult * stdev(close, length)
upper = basis + dev
lower = basis - dev
//------------------
stopcon=input(title="stopcon/lot", type=input.bool, defval=true)
lot1=input(title="lot",defval=1)
stoploss=input(title="stoploss",defval=1000)
emacon=input(title="EMA", type=input.bool, defval=true)
ema_value=input(title="EMA value",defval=100, minval=2,step=1)
sarcon=input(title="SAR boost", type=input.bool, defval=true)
start = input(0.1, minval=0, maxval=10, title="Start",step=0.1)
increment = input(0.3, minval=0, maxval=10, title="Step Setting" ,step=0.1)
maximum = input(1, minval=1, maxval=10, title="Maximum Step",step=0.1)
plot(basis, "Basis", color=sarcon?na:color.new(#FF6D00,50))
p1 = plot(upper, "Upper", color=color.new(color.blue,30))
p2 = plot(lower, "Lower", color=color.new(color.blue,30))
ema1=ema(close,ema_value)
sarUp = sar(start*0.01, increment*0.01, maximum*0.1)
sarDown = sar(start*0.01, increment*0.01, maximum*0.1)
var ema2=0.0
if strategy.position_size>0
ema2:=ema1>sarUp?ema1:(close<sarUp?na:sarUp)
else
ema2:=ema1>sarDown?(close>sarDown?na:sarDown):ema1
plot(sarcon ? ema2 : na, title="EMA", color=color.red,style=plot.style_stepline)
plot(emacon?ema1:na, title="EMA", color=sarcon?na:color.blue)
if time >= date1 and time <= date2
if ema1<upper and close>upper
strategy.cancel("short")
lot_L=stoploss/(close-basis)
strategy.entry("long",strategy.long,qty=stopcon?lot_L:lot1,stop=emacon?sarcon?max(basis,ema1,sarUp):max(basis,ema1):basis)
if ema1>lower and close<lower
strategy.cancel("long")
lot_S=stoploss/(basis-close)
strategy.entry("short",strategy.short,qty=stopcon?lot_S:lot1,stop=emacon?sarcon?min(basis,ema1,sarDown):min(basis,ema1):basis)
if strategy.position_size>0
strategy.exit("long",from_entry="long",stop=emacon?sarcon?max(basis,ema1,sarUp):max(basis,ema1):basis,comment="close_L")
if strategy.position_size<0
strategy.exit("short",from_entry="short",stop=emacon?sarcon?min(basis,ema1,sarDown):min(basis,ema1):basis,comment="close_S") |
Tick Strategy | https://www.tradingview.com/script/J2VH9JLH-Tick-Strategy/ | Sharad_Gaikwad | https://www.tradingview.com/u/Sharad_Gaikwad/ | 103 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Sharad_Gaikwad
//@version=5
strategy("Tick Strategy", overlay = true, calc_on_every_tick = true)
g1 = '============= Strategy based on tick data ============='
_x = input.bool(title = '<Long on WIP Green candle and Short on WIP Red candle>', defval = 0, group = g1)
entry_on_ticks = input.int(title = 'No of successive ticks to enter the trade', defval = 10, group = g1)
ticks_from_beginnig = input.bool(title = 'Count successive ticks for trade only from start of candle', defval = false, group = g1)
exit_on_ticks = input.int(title = 'Exit if succussive ticks in opposite direction', defval = 10, group = g1)
exit_on_same_candle = input.bool(title = 'Apply exit criteria on entry candle', defval = true, group = g1)
box_color = input.color(title = 'Data box color', defval = color.new(color.black, 75), inline = 'b1', group = g1)
text_color = input.color(title = 'Data box text color', defval = color.new(color.yellow, 0), inline = 'b1', group = g1)
//===================================
tab = table.new(position=position.top_right, columns=7, rows=200,frame_color = color.yellow, frame_width = 1)
msg(int row, int col, string msg_str, clr=color.blue) =>
table.cell(table_id=tab, column=col, row=row, text=msg_str, text_color=clr)
t(val) => str.tostring(val)
//=================================
var tf_msec = timeframe.in_seconds(timeframe.period) * 1000
var data_box = box.new(na, na, na, na)
varip tick_no = int(0)
varip prev_tick_price = float(na)
varip prev_tick_volume = float(na)
varip no_of_up_ticks = int(na)
varip no_of_down_ticks = int(na)
varip succ_up_ticks = int(na)
varip succ_down_ticks = int(na)
varip up_tick = bool(na)
varip down_tick = bool(na)
varip up_tick_cnt = int(na)
varip down_tick_cnt = int(na)
varip up_tick_volume = float(na)
varip down_tick_volume = float(na)
var trade_candle_no= int(0)
var candle_cnt = int(na)
candle_cnt := timeframe.change('D') ? 0 : candle_cnt
if(barstate.isnew)
tick_no := 0
no_of_up_ticks := 0, no_of_down_ticks := 0
succ_up_ticks := 0, succ_down_ticks := 0
up_tick_cnt := 0, down_tick_cnt := 0
up_tick_volume := 0, down_tick_volume := 0
prev_tick_volume := 0
tick_no := tick_no + 1
candle_cnt := candle_cnt + 1
up_tick := close > prev_tick_price
down_tick := close < prev_tick_price
up_tick_volume := up_tick ? up_tick_volume + (volume - prev_tick_volume) : up_tick_volume
down_tick_volume := down_tick ? down_tick_volume + (volume - prev_tick_volume) : down_tick_volume
up_tick_volume_percent = math.round(up_tick_volume / (up_tick_volume + down_tick_volume) * 100, 2)
succ_up_ticks := up_tick ? succ_up_ticks + 1 : 0
succ_down_ticks := down_tick ? succ_down_ticks + 1 : 0
up_tick_cnt := up_tick ? up_tick_cnt + 1 : up_tick_cnt
down_tick_cnt := down_tick ? down_tick_cnt + 1 : down_tick_cnt
candle_progress = 100 - math.round(((time_close - timenow) / tf_msec) * 100, 0)
candle_color = close > open ? 'Green' : close < open ? 'Red' : 'None'
box_text =
' Candle no ==> ' + t(candle_cnt) + '\n'
+ ' Candle now ==> ' + t(candle_color) + '\n'
+ ' Tick count ==> ' + t(tick_no) + '\n'
+ ' Up tick count ==> ' + t(up_tick_cnt) + '\n'
+ ' Down tick count ==> ' + t(down_tick_cnt) + '\n'
+ ' Successive up ticks ==> ' + t(succ_up_ticks) + '\n'
+ 'Successive down ticks ==> ' + t(succ_down_ticks)+'\n'
+ ' Up tick volume ==> ' + t(math.round(up_tick_volume,2))+'\n'
+ ' Down tick volume ==> ' + t(math.round(down_tick_volume,2))+'\n'
+ ' Up tick volume % ==> ' + t(up_tick_volume_percent)+ ' %'+'\n'
+ ' Total volume ==> ' + t(math.round(up_tick_volume + down_tick_volume, 0))+'\n'
+ ' Candle completion ==> ' + t(candle_progress) +' %'
data_box := box.new(left = bar_index + 2, top = high+syminfo.mintick*100, right = bar_index + 20, bottom = low-syminfo.mintick*100, text = box_text,
text_size = size.normal, text_color = text_color, bgcolor = box_color, border_color = box_color, text_halign = text.align_left)
if(not na(data_box[1]))
box.delete(data_box[1])
//===== Sscenario 1
if(close > open and strategy.position_size == 0 and ((ticks_from_beginnig and tick_no == entry_on_ticks and succ_up_ticks == entry_on_ticks)
or (not ticks_from_beginnig and succ_up_ticks == entry_on_ticks)))
trade_candle_no := candle_cnt
strategy.entry(id = 'Long', direction = strategy.long, comment = 'LE@tick: '+ t(tick_no) +' Candle: '+t(candle_cnt))
if(close < open and strategy.position_size == 0 and ((ticks_from_beginnig and tick_no == entry_on_ticks and succ_down_ticks == entry_on_ticks)
or (not ticks_from_beginnig and succ_down_ticks == entry_on_ticks)))
trade_candle_no := candle_cnt
strategy.entry(id = 'Short', direction = strategy.short, comment = 'SE@tick: '+ t(tick_no) +' Candle: '+t(candle_cnt))
if((exit_on_same_candle and succ_down_ticks == exit_on_ticks)
or (not exit_on_same_candle and candle_cnt > trade_candle_no and succ_down_ticks == exit_on_ticks))
strategy.close(id = 'Long', comment = 'LX@tick: '+ t(tick_no) + ' Candle: '+t(candle_cnt))
if((exit_on_same_candle and succ_up_ticks == exit_on_ticks)
or (not exit_on_same_candle and candle_cnt > trade_candle_no and succ_up_ticks == exit_on_ticks))
strategy.close(id = 'Short', comment = 'SX@tick: '+ t(tick_no) + ' Candle: '+t(candle_cnt))
prev_tick_price := close
prev_tick_volume := volume
|
Strategy Myth-Busting #6 - PSAR+MA+SQZMOM+HVI - [MYN] | https://www.tradingview.com/script/wkb7JqzN-Strategy-Myth-Busting-6-PSAR-MA-SQZMOM-HVI-MYN/ | myncrypto | https://www.tradingview.com/u/myncrypto/ | 583 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© myn
//@version=5
strategy('Strategy Myth-Busting #6 - PSAR+MA+SQZMOM+HVI - [MYN]', max_bars_back=5000, overlay=true, pyramiding=0, initial_capital=20000, currency='USD', default_qty_type=strategy.percent_of_equity, default_qty_value=100.0, commission_value=0.075, use_bar_magnifier = false)
/////////////////////////////////////
//* Put your strategy logic below *//
/////////////////////////////////////
// dOg28adjYWY
//Trading Strategies Used
// Parabolic Sar
// 10 in 1 MA's
// Squeeze Momentum
// HawkEYE Volume Indicator
// Long Condition
// Parabolic Sar shift below price at last dot above and then previous bar needs to breach above that.
// Price action has to be below both MA's and 50MA needs to be above 200MA
// Squeeze Momentum needsd to be in green or close to going green
// HawkEYE Volume Indicator needs to be show a green bar on the histagram
// Short Condition
// Parabolic Sar shift above price at last dot below and then previous bar needs to breach below that.
// Price action needs to be above both MA's and 50MA needs to be below 200MA
// Squeeze Momentum needsd to be in red or close to going red
// HawkEYE Volume Indicator needs to be show a red bar on the histagram
// Parabolic SAR
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Functions
// Dynamic Max based on trendcode
int trendCodeAdaptive = switch timeframe.multiplier
1 => 1
3 => 1
5 => 1
10 => 2
15 => 3
30 => 5
45 => 5
60 => 7
120 => 9
180 => 9
240 => 13
300 => 14
360 => 15
=>
int(4)
bool overrideAdaptiveSar = input(false, title="Override Adaptive PSAR", group="Adaptive Parabolic Sar")
TrendCodeOverRide = input(5, title='Trend Code (If Overriding Adaptive PSAR)')
startPSAR = 0.02
increment = 0.02
maximum = overrideAdaptiveSar ? TrendCodeOverRide * 0.005 : trendCodeAdaptive * 0.005
psar = ta.sar(startPSAR, increment, maximum)
dir = psar < close ? 1 : -1
psarColor = dir == 1 ? #00c3ff : #ff0062
psarPlot = plot(psar, title='PSAR', style=plot.style_circles, linewidth=3, color=psarColor, transp=0)
var color longColor = color.green
var color shortColor = color.red
PSARLongEntry = dir == 1 and dir[1] == -1
PSARShortEntry = dir == -1 and dir[1] == 1
// Squeeze Momentum
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//@version=5
// @author LazyBear
// List of all my indicators: https://www.tradingview.com/v/4IneGo8h/
//
//indicator(shorttitle='SQZMOM_LB', title='Squeeze Momentum Indicator [LazyBear]', overlay=false)
lengthBB = input(20, title='BB Length', group="Squeeze Momentum")
mult = input(2.0, title='BB MultFactor')
lengthKC = input(20, title='KC Length')
multKC = input(1.5, title='KC MultFactor')
useTrueRange = input(true, title='Use TrueRange (KC)')
// Calculate BB
source = close
basis = ta.sma(source, lengthBB)
dev = multKC * ta.stdev(source, lengthBB)
upperBB = basis + dev
lowerBB = basis - dev
// Calculate KC
ma = ta.sma(source, lengthKC)
range_1 = useTrueRange ? ta.tr : high - low
rangema = ta.sma(range_1, lengthKC)
upperKC = ma + rangema * multKC
lowerKC = ma - rangema * multKC
sqzOn = lowerBB > lowerKC and upperBB < upperKC
sqzOff = lowerBB < lowerKC and upperBB > upperKC
noSqz = sqzOn == false and sqzOff == false
val = ta.linreg(source - math.avg(math.avg(ta.highest(high, lengthKC), ta.lowest(low, lengthKC)), ta.sma(close, lengthKC)), lengthKC, 0)
iff_1 = val > nz(val[1]) ? color.lime : color.green
iff_2 = val < nz(val[1]) ? color.red : color.maroon
bcolor = val > 0 ? iff_1 : iff_2
scolor = noSqz ? color.blue : sqzOn ? color.black : color.gray
//plot(val, color=bcolor, style=plot.style_histogram, linewidth=4)
//plot(0, color=scolor, style=plot.style_cross, linewidth=2)
SQZMOMLongEntry = val > 0
SQZMOMShortEntry = val < 0
// 10 in 1 Different Moving Averages
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Β© hiimannshu
//@version=5
// This indicator is just a simple indicator which plot any kind of multiple (atmost 10) moving everage (sma/ema/wma/rma/hma/vwma) on chart.
// Enjoy the new update
//indicator(title='10 in 1 Different Moving Averages ( SMA/EMA/WMA/RMA/HMA/VWMA )', shorttitle=' 10 in 1 MAs', overlay=true)
bool plot_ma_1 = input.bool(true, '', inline='MA 1',group= "Multi Timeframe Moving Averages")
string ma_1_type = input.string(defval='EMA', title='MA 1', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 1',group= "Multi Timeframe Moving Averages")
int ma_1_val = input.int(200, '', minval=1, inline='MA 1',group= "Multi Timeframe Moving Averages")
ma1_tf = input.timeframe(title='', defval='', inline='MA 1',group= "Multi Timeframe Moving Averages")
color ma_1_colour = input.color(color.green, '', inline='MA 1',group= "Multi Timeframe Moving Averages")
bool plot_ma_2 = input.bool(true, '', inline='MA 2',group= "Multi Timeframe Moving Averages")
string ma_2_type = input.string(defval='SMA', title='MA 2 ', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 2',group= "Multi Timeframe Moving Averages")
int ma_2_val = input.int(50, '', minval=1, inline='MA 2',group= "Multi Timeframe Moving Averages")
ma2_tf = input.timeframe(title='', defval='', inline='MA 2',group= "Multi Timeframe Moving Averages")
color ma_2_colour = input.color(color.yellow, '', inline='MA 2',group= "Multi Timeframe Moving Averages")
bool plot_ma_3 = input.bool(false, '', inline='MA 3',group= "Multi Timeframe Moving Averages")
string ma_3_type = input.string(defval='SMA', title='MA 3 ', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 3',group= "Multi Timeframe Moving Averages")
int ma_3_val = input.int(1, '', minval=1, inline='MA 3',group= "Multi Timeframe Moving Averages")
ma3_tf = input.timeframe(title='', defval='', inline='MA 3',group= "Multi Timeframe Moving Averages")
color ma_3_colour = input.color(color.black, '', inline='MA 3',group= "Multi Timeframe Moving Averages")
bool plot_ma_4 = input.bool(false, '', inline='MA 4',group= "Multi Timeframe Moving Averages")
string ma_4_type = input.string(defval='SMA', title='MA 4 ', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 4',group= "Multi Timeframe Moving Averages")
int ma_4_val = input.int(1, '', minval=1, inline='MA 4',group= "Multi Timeframe Moving Averages")
ma4_tf = input.timeframe(title='', defval='', inline='MA 4',group= "Multi Timeframe Moving Averages")
color ma_4_colour = input.color(color.black, '', inline='MA 4',group= "Multi Timeframe Moving Averages")
bool plot_ma_5 = input.bool(false, '', inline='MA 5',group= "Multi Timeframe Moving Averages")
string ma_5_type = input.string(defval='SMA', title='MA 5 ', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 5',group= "Multi Timeframe Moving Averages")
int ma_5_val = input.int(1, '', minval=1, inline='MA 5',group= "Multi Timeframe Moving Averages")
ma5_tf = input.timeframe(title='', defval='', inline='MA 5',group= "Multi Timeframe Moving Averages")
color ma_5_colour = input.color(color.black, '', inline='MA 5',group= "Multi Timeframe Moving Averages")
bool plot_ma_6 = input.bool(false, '', inline='MA 6',group= "Normal Moving Averages")
string ma_6_type = input.string(defval='SMA', title='MA 6 ', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 6',group= "Normal Moving Averages")
int ma_6_val = input.int(1, '', minval=1, inline='MA 6',group= "Normal Moving Averages")
ma_6_src = input.source(defval=close, title='', inline='MA 6',group= "Normal Moving Averages")
color ma_6_colour = input.color(color.black, '', inline='MA 6',group= "Normal Moving Averages")
bool plot_ma_7 = input.bool(false, '', inline='MA 7',group= "Normal Moving Averages")
string ma_7_type = input.string(defval='SMA', title='MA 7 ', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 7',group= "Normal Moving Averages")
int ma_7_val = input.int(1, '', minval=1, inline='MA 7',group= "Normal Moving Averages")
ma_7_src = input.source(defval=close, title='', inline='MA 7',group= "Normal Moving Averages")
color ma_7_colour = input.color(color.black, '', inline='MA 7',group= "Normal Moving Averages")
bool plot_ma_8 = input.bool(false, '', inline='MA 8',group= "Normal Moving Averages")
string ma_8_type = input.string(defval='SMA', title='MA 8', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 8',group= "Normal Moving Averages")
int ma_8_val = input.int(1, '', minval=1, inline='MA 8',group= "Normal Moving Averages")
ma_8_src = input.source(defval=close, title='', inline='MA 8',group= "Normal Moving Averages")
color ma_8_colour = input.color(color.black, '', inline='MA 8',group= "Normal Moving Averages")
bool plot_ma_9 = input.bool(false, '', inline='MA 9',group= "Normal Moving Averages")
string ma_9_type = input.string(defval='SMA', title='MA 9 ', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 9',group= "Normal Moving Averages")
int ma_9_val = input.int(1, '', minval=1, inline='MA 9',group= "Normal Moving Averages")
ma_9_src = input.source(defval=close, title='', inline='MA 9',group= "Normal Moving Averages")
color ma_9_colour = input.color(color.black, '', inline='MA 9',group= "Normal Moving Averages")
bool plot_ma_10 = input.bool(false, '', inline='MA 10',group= "Normal Moving Averages")
string ma_10_type = input.string(defval='SMA', title='MA 10', options=['RMA', 'SMA', 'EMA', 'WMA','HMA','VWMA'], inline='MA 10',group= "Normal Moving Averages")
int ma_10_val = input.int(1, '', minval=1, inline='MA 10',group= "Normal Moving Averages")
ma_10_src = input.source(defval=close, title='', inline='MA 10',group= "Normal Moving Averages")
color ma_10_colour = input.color(color.black, '', inline='MA 10',group= "Normal Moving Averages")
ma_function(source, length, type) =>
if type == 'RMA'
ta.rma(source, length)
else if type == 'SMA'
ta.sma(source, length)
else if type == 'EMA'
ta.ema(source, length)
else if type == 'WMA'
ta.wma(source, length)
else if type == 'HMA'
if(length<2)
ta.hma(source,2)
else
ta.hma(source, length)
else
ta.vwma(source, length)
ma_1 = plot_ma_1 ? request.security(syminfo.tickerid, ma1_tf, ma_function(close, ma_1_val, ma_1_type)):0
ma_2 = plot_ma_2 ?request.security(syminfo.tickerid, ma2_tf, ma_function(close, ma_2_val, ma_2_type)):0
ma_3 = plot_ma_3 ?request.security(syminfo.tickerid, ma3_tf, ma_function(close, ma_3_val, ma_3_type)):0
ma_4 = plot_ma_4 ? request.security(syminfo.tickerid, ma4_tf, ma_function(close, ma_4_val, ma_4_type)):0
ma_5 = plot_ma_5 ?request.security(syminfo.tickerid, ma5_tf, ma_function(close, ma_5_val, ma_5_type)):0
ma_6 = plot_ma_6 ?ma_function(ma_6_src, ma_6_val, ma_6_type):0
ma_7 = plot_ma_7 ?ma_function(ma_7_src, ma_7_val, ma_7_type):0
ma_8 = plot_ma_8 ?ma_function(ma_8_src, ma_8_val, ma_8_type):0
ma_9 = plot_ma_9 ?ma_function(ma_9_src, ma_9_val, ma_9_type):0
ma_10 = plot_ma_10 ?ma_function(ma_10_src, ma_10_val, ma_10_type):0
plot(plot_ma_1 ? ma_1 : na, 'MA 1', ma_1_colour)
plot(plot_ma_2 ? ma_2 : na, 'MA 2', ma_2_colour)
plot(plot_ma_3 ? ma_3 : na, 'MA 3', ma_3_colour)
plot(plot_ma_4 ? ma_4 : na, 'MA 4', ma_4_colour)
plot(plot_ma_5 ? ma_5 : na, 'MA 5', ma_5_colour)
plot(plot_ma_6 ? ma_6 : na, 'MA 6', ma_6_colour)
plot(plot_ma_7 ? ma_7 : na, 'MA 7', ma_7_colour)
plot(plot_ma_8 ? ma_8 : na, 'MA 8', ma_8_colour)
plot(plot_ma_9 ? ma_9 : na, 'MA 9', ma_9_colour)
plot(plot_ma_10 ? ma_10 : na, 'MA 10', ma_10_colour)
// Long entry - Price has to be below both MA's and 50MA needs to be above 200MA
MALongEntry = (close > ma_1 and close > ma_2) and (ma_2 > ma_1)
// Short Entry - Price has to be above both MA's and 50MA needs to be below 200MA
MAShortEntry = (close < ma_1 and close < ma_2) and (ma_2 < ma_1)
// HawkEYE Volume Indicator
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//@version=5
// @author LazyBear
// If you use this code, in its original or modified form, do drop me a note. Thx.
//
//indicator('HawkEye Volume Indicator [LazyBear]', shorttitle='HVI_LB')
lengthhvi = input(200, group="HawkEye Volume Indicator")
range_1HVI = high - low
rangeAvg = ta.sma(range_1HVI, lengthhvi)
volumeA = ta.sma(volume, lengthhvi)
divisor = input(1)
high1 = high[1]
low1 = low[1]
mid1 = hl2[1]
u1 = mid1 + (high1 - low1) / divisor
d1 = mid1 - (high1 - low1) / divisor
r_enabled1 = range_1HVI > rangeAvg and close < d1 and volume > volumeA
r_enabled2 = close < mid1
r_enabled = r_enabled1 or r_enabled2
g_enabled1 = close > mid1
g_enabled2 = range_1HVI > rangeAvg and close > u1 and volume > volumeA
g_enabled3 = high > high1 and range_1HVI < rangeAvg / 1.5 and volume < volumeA
g_enabled4 = low < low1 and range_1HVI < rangeAvg / 1.5 and volume > volumeA
g_enabled = g_enabled1 or g_enabled2 or g_enabled3 or g_enabled4
gr_enabled1 = range_1HVI > rangeAvg and close > d1 and close < u1 and volume > volumeA and volume < volumeA * 1.5 and volume > volume[1]
gr_enabled2 = range_1HVI < rangeAvg / 1.5 and volume < volumeA / 1.5
gr_enabled3 = close > d1 and close < u1
gr_enabled = gr_enabled1 or gr_enabled2 or gr_enabled3
v_color = gr_enabled ? color.gray : g_enabled ? color.green : r_enabled ? color.red : color.blue
//plot(volume, style=plot.style_histogram, color=v_color, linewidth=5)
HVILongEntry = g_enabled
HVIShortEntry = r_enabled
//////////////////////////////////////
//* Put your strategy rules below *//
/////////////////////////////////////
longCondition = PSARLongEntry and MALongEntry and HVILongEntry and SQZMOMLongEntry
shortCondition = PSARShortEntry and MAShortEntry and HVIShortEntry and SQZMOMShortEntry
//define as 0 if do not want to use
closeLongCondition = 0
closeShortCondition = 0
// ADX
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
adxEnabled = input.bool(defval = false , title = "Average Directional Index (ADX)", tooltip = "", group ="ADX" )
adxlen = input(14, title="ADX Smoothing", group="ADX")
adxdilen = input(14, title="DI Length", group="ADX")
adxabove = input(25, title="ADX Threshold", group="ADX")
adxdirmov(len) =>
adxup = ta.change(high)
adxdown = -ta.change(low)
adxplusDM = na(adxup) ? na : (adxup > adxdown and adxup > 0 ? adxup : 0)
adxminusDM = na(adxdown) ? na : (adxdown > adxup and adxdown > 0 ? adxdown : 0)
adxtruerange = ta.rma(ta.tr, len)
adxplus = fixnan(100 * ta.rma(adxplusDM, len) / adxtruerange)
adxminus = fixnan(100 * ta.rma(adxminusDM, len) / adxtruerange)
[adxplus, adxminus]
adx(adxdilen, adxlen) =>
[adxplus, adxminus] = adxdirmov(adxdilen)
adxsum = adxplus + adxminus
adx = 100 * ta.rma(math.abs(adxplus - adxminus) / (adxsum == 0 ? 1 : adxsum), adxlen)
adxsig = adxEnabled ? adx(adxdilen, adxlen) : na
isADXEnabledAndAboveThreshold = adxEnabled ? (adxsig > adxabove) : true
//Backtesting Time Period (Input.time not working as expected as of 03/30/2021. Giving odd start/end dates
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
useStartPeriodTime = input.bool(true, 'Start', group='Date Range', inline='Start Period')
startPeriodTime = input.time(timestamp('1 Jan 2019'), '', group='Date Range', inline='Start Period')
useEndPeriodTime = input.bool(true, 'End', group='Date Range', inline='End Period')
endPeriodTime = input.time(timestamp('31 Dec 2030'), '', group='Date Range', inline='End Period')
start = useStartPeriodTime ? startPeriodTime >= time : false
end = useEndPeriodTime ? endPeriodTime <= time : false
calcPeriod = not start and not end
// Trade Direction
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tradeDirection = input.string('Long and Short', title='Trade Direction', options=['Long and Short', 'Long Only', 'Short Only'], group='Trade Direction')
// Percent as Points
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
per(pcnt) =>
strategy.position_size != 0 ? math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)
// Take profit 1
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp1 = input.float(title='Take Profit 1 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 1')
q1 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 1')
// Take profit 2
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp2 = input.float(title='Take Profit 2 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 2')
q2 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 2')
// Take profit 3
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp3 = input.float(title='Take Profit 3 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 3')
q3 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 3')
// Take profit 4
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp4 = input.float(title='Take Profit 4 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit')
/// Stop Loss
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
stoplossPercent = input.float(title='Stop Loss (%)', defval=999, minval=0.01, group='Stop Loss') * 0.01
slLongClose = close < strategy.position_avg_price * (1 - stoplossPercent)
slShortClose = close > strategy.position_avg_price * (1 + stoplossPercent)
/// Leverage
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
leverage = input.float(1, 'Leverage', step=.5, group='Leverage')
contracts = math.min(math.max(.000001, strategy.equity / close * leverage), 1000000000)
/// Trade State Management
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
isInLongPosition = strategy.position_size > 0
isInShortPosition = strategy.position_size < 0
/// ProfitView Alert Syntax String Generation
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
alertSyntaxPrefix = input.string(defval='CRYPTANEX_99FTX_Strategy-Name-Here', title='Alert Syntax Prefix', group='ProfitView Alert Syntax')
alertSyntaxBase = alertSyntaxPrefix + '\n#' + str.tostring(open) + ',' + str.tostring(high) + ',' + str.tostring(low) + ',' + str.tostring(close) + ',' + str.tostring(volume) + ','
/// Trade Execution
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
longConditionCalc = (longCondition and isADXEnabledAndAboveThreshold)
shortConditionCalc = (shortCondition and isADXEnabledAndAboveThreshold)
if calcPeriod
if longConditionCalc and tradeDirection != 'Short Only' and isInLongPosition == false
strategy.entry('Long', strategy.long, qty=contracts)
alert(message=alertSyntaxBase + 'side:long', freq=alert.freq_once_per_bar_close)
if shortConditionCalc and tradeDirection != 'Long Only' and isInShortPosition == false
strategy.entry('Short', strategy.short, qty=contracts)
alert(message=alertSyntaxBase + 'side:short', freq=alert.freq_once_per_bar_close)
//Inspired from Multiple %% profit exits example by adolgo https://www.tradingview.com/script/kHhCik9f-Multiple-profit-exits-example/
strategy.exit('TP1', qty_percent=q1, profit=per(tp1))
strategy.exit('TP2', qty_percent=q2, profit=per(tp2))
strategy.exit('TP3', qty_percent=q3, profit=per(tp3))
strategy.exit('TP4', profit=per(tp4))
strategy.close('Long', qty_percent=100, comment='SL Long', when=slLongClose)
strategy.close('Short', qty_percent=100, comment='SL Short', when=slShortClose)
strategy.close_all(when=closeLongCondition or closeShortCondition, comment='Close Postion')
/// Dashboard
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Inspired by https://www.tradingview.com/script/uWqKX6A2/ - Thanks VertMT
showDashboard = input.bool(group="Dashboard", title="Show Dashboard", defval=true)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)
// Draw dashboard table
if showDashboard
var bgcolor = color.new(color.black,0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.bottom_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? color.green : color.red, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? color.green : color.red, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? color.red : _winRate < 75 ? #999900 : color.green, color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white) |
Fake Strategy | https://www.tradingview.com/script/ekQPU4LF-Fake-Strategy/ | UnknownUnicorn14312093 | https://www.tradingview.com/u/UnknownUnicorn14312093/ | 84 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© strategydebunker
//@version=5
strategy("Fake Strategy", overlay=true, initial_capital=1000, default_qty_value=100, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.1)
import PineCoders/Time/3 as t
resolution = t.secondsToTfString(timeframe.in_seconds(timeframe.period), 2)
[htfClose, htfHigh, htfLow] = request.security(syminfo.tickerid, resolution, [close, high, low], lookahead=barmerge.lookahead_on)
if(close!=htfClose and htfHigh > high and bar_index > last_bar_index-5000)
strategy.entry('Long', strategy.long)
strategy.exit("ExitLong", "Long", limit=htfHigh, stop=htfLow-ta.tr) |
MA Simple Strategy with SL & TP & ATR Filters | https://www.tradingview.com/script/BNMeQJfS/ | DuDu95 | https://www.tradingview.com/u/DuDu95/ | 134 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© fpemehd
// @version=5
// # ========================================================================= #
// # | STRATEGY |
// # ========================================================================= #
strategy(title = 'MA Simple Strategy with SL & TP & ATR Filters',
shorttitle = 'MA Strategy',
overlay = true,
pyramiding = 0,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_type = strategy.commission.percent,
commission_value = 0.1,
initial_capital = 100000,
max_lines_count = 150,
max_labels_count = 300)
// # ========================================================================= #
// # Inputs
// # ========================================================================= #
// 1. Time
i_start = input.time (defval = timestamp("20 Jan 1990 00:00 +0900"), title = "Start Date", tooltip = "Choose Backtest Start Date", inline = "Start Date", group = "Time" )
i_end = input.time (defval = timestamp("20 Dec 2030 00:00 +0900"), title = "End Date", tooltip = "Choose Backtest End Date", inline = "End Date", group = "Time" )
c_timeCond = time >= i_start and time <= i_end
// 2. Inputs for direction: Long? Short? Both?
i_longEnabled = input.bool(defval = true , title = "Long?", tooltip = "Enable Long Position Trade?", inline = "Long / Short", group = "Long / Short" )
i_shortEnabled = input.bool(defval = true , title = "Short?", tooltip = "Enable Short Position Trade?", inline = "Long / Short", group = "Long / Short" )
// 3. Use Filters? What Filters?
i_ATRFilterOn = input.bool(defval = true , title = "ATR Filter On?", tooltip = "ATR Filter On?", inline = "ATR Filter", group = "Filters")
i_ATRSMALen = input.int(defval = 40 , title = "SMA Length for ATR SMA", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ATR should be bigger than this", inline = "ATR Filter", group = "Filters")
// 3. Shared inputs for Long and Short
//// 3-1. Inputs for Stop Loss Type: normal? or trailing?
//// If trailing, always trailing or trailing after take profit order executed?
i_useSLTP = input.bool(defval = true, title = "Enable SL & TP?", tooltip = "", inline = "Enable SL & TP & SL Type", group = "Shared Inputs")
i_tslEnabled = input.bool(defval = false , title = "Enable Trailing SL?", tooltip = "Enable Stop Loss & Take Profit? \n\Enable Trailing SL?", inline = "Enable SL & TP & SL Type", group = "Shared Inputs")
// i_tslAfterTP = input.bool(defval = true , title = "Enable Trailing SL after TP?", tooltip = "Enable Trailing SL after TP?", inline = "Trailing SL Execution", group = "Shared Inputs")
i_slType = input.string(defval = "ATR", title = "Stop Loss Type", options = ["Percent", "ATR"], tooltip = "Stop Loss based on %? ATR?", inline = "Stop Loss Type", group = "Shared Inputs")
i_slATRLen = input.int(defval = 14, title = "ATR Length", minval = 1 , maxval = 200 , step = 1, inline = "Stop Loss ATR", group = "Shared Inputs")
i_tpType = input.string(defval = "R:R", title = "Take Profit Type", options = ["Percent", "ATR", "R:R"], tooltip = "Take Profit based on %? ATR? R-R ratio?", inline = "Take Profit Type", group = "Shared Inputs")
//// 3-2. Inputs for Quantity
i_tpQuantityPerc = input.float(defval = 50, title = 'Take Profit Quantity %', minval = 0.0, maxval = 100, step = 1.0, tooltip = '% of position when tp target is met.', group = 'Shared Inputs')
// 4. Inputs for Long Stop Loss & Long Take Profit
i_slPercentLong = input.float(defval = 3, title = "SL Percent", tooltip = "", inline = "Percent > Long Stop Loss / Take Profit Percent", group = "Long Stop Loss / Take Profit")
i_tpPercentLong = input.float(defval = 3, title = "TP Percent", tooltip = "Long Stop Loss && Take Profit Percent?", inline = "Percent > Long Stop Loss / Take Profit Percent", group = "Long Stop Loss / Take Profit")
i_slATRMultLong = input.float(defval = 3, title = "SL ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "", inline = "Long Stop Loss / Take Profit ATR", group = "Long Stop Loss / Take Profit")
i_tpATRMultLong = input.float(defval = 3, title = "TP ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "ATR > Long Stop Loss && Take Profit ATR Multiplier? \n\Stop Loss = i_slATRMultLong * ATR (i_slATRLen) \n\Take Profit = i_tpATRMultLong * ATR (i_tpATRLen)", inline = "Long Stop Loss / Take Profit ATR", group = "Long Stop Loss / Take Profit")
i_tpRRratioLong = input.float(defval = 1.8, title = "R:R Ratio", minval = 0.1 , maxval = 200 , step = 0.1, tooltip = "R:R Ratio > Risk Reward Ratio? It will automatically set Take Profit % based on Stop Loss", inline = "R:R Ratio", group = "Long Stop Loss / Take Profit")
// 5. Inputs for Short Stop Loss & Short Take Profit
i_slPercentShort = input.float(defval = 3, title = "SL Percent", tooltip = "", inline = "Percent > Short Stop Loss / Take Profit Percent", group = "Short Stop Loss / Take Profit")
i_tpPercentShort = input.float(defval = 3, title = "TP Percent", tooltip = "Short Stop Loss && Take Profit Percent?", inline = "Percent > Short Stop Loss / Take Profit Percent", group = "Short Stop Loss / Take Profit")
i_slATRMultShort = input.float(defval = 3, title = "SL ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "", inline = "ATR > Short Stop Loss / Take Profit ATR", group = "Short Stop Loss / Take Profit")
i_tpATRMultShort = input.float(defval = 3, title = "TP ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "ATR > Short Stop Loss && Take Profit ATR Multiplier? \n\Stop Loss = i_slATRMultShort * ATR (i_slATRLen) \n\Take Profit = i_tpATRMultShort * ATR (i_tpATRLen)", inline = "ATR > Short Stop Loss / Take Profit ATR", group = "Short Stop Loss / Take Profit")
i_tpRRratioShort = input.float(defval = 1.8, title = "R:R Ratio", minval = 0.1 , maxval = 200 , step = 0.1, tooltip = "R:R Ratio > Risk Reward Ratio? It will automatically set Take Profit % based on Stop Loss", inline = "R:R Ratio", group = "Short Stop Loss / Take Profit")
// 6. Inputs for logic
i_MAType = input.string(defval = "RMA", title = "MA Type", options = ["SMA", "EMA", "WMA", "HMA", "RMA", "VWMA", "SWMA", "ALMA", "VWAP"], tooltip = "Choose MA Type", inline = "MA Type", group = 'Strategy')
i_MA1Len = input.int(defval = 5, title = 'MA 1 Length', minval = 1, inline = 'MA Length', group = 'Strategy')
i_MA2Len = input.int(defval = 10, title = 'MA 2 Length', minval = 1, inline = 'MA Length', group = 'Strategy')
i_MA3Len = input.int(defval = 15, title = 'MA 3 Length', minval = 1, inline = 'MA Length', group = 'Strategy')
i_MA4Len = input.int(defval = 25, title = 'MA 4 Length', minval = 1, inline = 'MA Length', group = 'Strategy')
i_ALMAOffset = input.float(defval = 0.7 , title = "ALMA Offset Value", tooltip = "The Value of ALMA offset", inline = "ALMA Input", group = 'Strategy')
i_ALMASigma = input.float(defval = 7 , title = "ALMA Sigma Value", tooltip = "The Value of ALMA sigma", inline = "ALMA Input", group = 'Strategy')
// # ========================================================================= #
// # Entry, Close Logic
// # ========================================================================= #
bool i_ATRFilter = ta.atr(length = i_slATRLen) >= ta.sma(source = ta.atr(length = i_slATRLen), length = i_ATRSMALen) ? true : false
// calculate Technical Indicators for the Logic
getMAValue (source, length, almaOffset, almaSigma) =>
switch i_MAType
'SMA' => ta.sma(source = source, length = length)
'EMA' => ta.ema(source = source, length = length)
'WMA' => ta.wma(source = source, length = length)
'HMA' => ta.hma(source = source, length = length)
'RMA' => ta.rma(source = source, length = length)
'SWMA' => ta.swma(source = source)
'ALMA' => ta.alma(series = source, length = length, offset = almaOffset, sigma = almaSigma)
'VWMA' => ta.vwma(source = source, length = length)
'VWAP' => ta.vwap(source = source)
=> na
float c_MA1 = getMAValue(close, i_MA1Len, i_ALMAOffset, i_ALMASigma)
float c_MA2 = getMAValue(close, i_MA2Len, i_ALMAOffset, i_ALMASigma)
float c_MA3 = getMAValue(close, i_MA3Len, i_ALMAOffset, i_ALMASigma)
float c_MA4 = getMAValue(close, i_MA4Len, i_ALMAOffset, i_ALMASigma)
// Logic: μ λ°°μ΄ λ λ λ€μ΄κ°
var ma1Color = color.new(color.red, 0)
plot(series = c_MA1, title = 'SMA 1', color = ma1Color, linewidth = 1, style = plot.style_line)
var ma2Color = color.new(color.orange, 0)
plot(series = c_MA2, title = 'SMA 2', color = ma2Color, linewidth = 1, style = plot.style_line)
var ma3Color = color.new(color.yellow, 0)
plot(series = c_MA3, title = 'SMA 3', color = ma3Color, linewidth = 1, style = plot.style_line)
var ma4Color = color.new(color.green, 0)
plot(series = c_MA4, title = 'SMA 4', color = ma4Color, linewidth = 1, style = plot.style_line)
bool openLongCond = (c_MA1 >= c_MA2 and c_MA2 >= c_MA3 and c_MA3 >= c_MA4)
bool openShortCond = (c_MA1 <= c_MA2 and c_MA2 <= c_MA3 and c_MA3 <= c_MA4)
bool openLong = i_longEnabled and openLongCond and (not i_ATRFilterOn or i_ATRFilter)
bool openShort = i_shortEnabled and openShortCond and (not i_ATRFilterOn or i_ATRFilter)
openLongCondColor = openLongCond ? color.new(color = color.blue, transp = 80) : na
bgcolor(color = openLongCondColor)
ATRFilterColor = i_ATRFilter ? color.new(color = color.orange, transp = 80) : na
bgcolor(color = ATRFilterColor)
bool enterLong = openLong and not (strategy.opentrades.size(strategy.opentrades-1) > 0)
bool enterShort = openShort and not (strategy.opentrades.size(strategy.opentrades-1) < 0)
bool closeLong = i_longEnabled and (c_MA1[1] >= c_MA2[1] and c_MA2[1] >= c_MA3[1] and c_MA3[1] >= c_MA4[1]) and not (c_MA1 >= c_MA2 and c_MA2 >= c_MA3 and c_MA3 >= c_MA4)
bool closeShort = i_shortEnabled and (c_MA1[1] <= c_MA2[1] and c_MA2[1] <= c_MA3[1] and c_MA3[1] <= c_MA4[1]) and not (c_MA1 <= c_MA2 and c_MA2 <= c_MA3 and c_MA3 <= c_MA4)
// # ========================================================================= #
// # Position, Status Conrtol
// # ========================================================================= #
// longisActive: New Long || Already Long && not closeLong, short is the same
bool longIsActive = enterLong or strategy.opentrades.size(strategy.opentrades - 1) > 0 and not closeLong
bool shortIsActive = enterShort or strategy.opentrades.size(strategy.opentrades - 1) < 0 and not closeShort
// before longTPExecution: no trailing SL && after longTPExecution: trailing SL starts
// longTPExecution qunatity should be less than 100%
bool longTPExecuted = false
bool shortTPExecuted = false
// # ========================================================================= #
// # Long Stop Loss Logic
// # ========================================================================= #
float openAtr = ta.valuewhen(enterLong or enterShort, ta.atr(i_slATRLen), 0)
f_getLongSL (source) =>
switch i_slType
'Percent' => source * (1 - (i_slPercentLong/100))
'ATR' => source - i_slATRMultLong * openAtr
=> na
var float c_longSLPrice = na
c_longSLPrice := if (longIsActive)
if (enterLong)
f_getLongSL(close)
else
c_stopPrice = f_getLongSL(i_tslEnabled ? high : strategy.opentrades.entry_price(trade_num = strategy.opentrades - 1))
math.max(c_stopPrice, nz(c_longSLPrice[1]))
else
na
// # ========================================================================= #
// # Short Stop Loss Logic
// # ========================================================================= #
f_getShortSL (source) =>
switch i_slType
'Percent' => source * (1 + (i_slPercentShort)/100)
'ATR' => source + i_slATRMultShort * openAtr
=> na
var float c_shortSLPrice = na
c_shortSLPrice := if (shortIsActive)
if (enterShort)
f_getShortSL (close)
else
c_stopPrice = f_getShortSL(i_tslEnabled ? low : strategy.opentrades.entry_price(strategy.opentrades - 1))
math.min(c_stopPrice, nz(c_shortSLPrice[1], 999999.9))
else
na
// # ========================================================================= #
// # Long Take Profit Logic
// # ========================================================================= #
f_getLongTP () =>
switch i_tpType
'Percent' => close * (1 + (i_tpPercentLong/100))
'ATR' => close + i_tpATRMultLong * openAtr
'R:R' => close + i_tpRRratioLong * (close - f_getLongSL(close))
=> na
var float c_longTPPrice = na
c_longTPPrice := if (longIsActive and not longTPExecuted)
if (enterLong)
f_getLongTP()
else
nz(c_longTPPrice[1], f_getLongTP())
else
na
longTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) > 0 and (longTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) < strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and high >= c_longTPPrice)
// # ========================================================================= #
// # Short Take Profit Logic
// # ========================================================================= #
f_getShortTP () =>
switch i_tpType
'Percent' => close * (1 - (i_tpPercentShort/100))
'ATR' => close - i_tpATRMultShort * openAtr
'R:R' => close - i_tpRRratioShort * (close - f_getLongSL(close))
=> na
var float c_shortTPPrice = na
c_shortTPPrice := if (shortIsActive and not shortTPExecuted)
if (enterShort)
f_getShortTP()
else
nz(c_shortTPPrice[1], f_getShortTP())
else
na
shortTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) < 0 and (shortTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) > strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and low <= c_shortTPPrice)
// # ========================================================================= #
// # Make Orders
// # ========================================================================= #
if (c_timeCond)
if (enterLong)
strategy.entry(id = "Long Entry", direction = strategy.long , comment = 'Long(' + syminfo.ticker + '): Started', alert_message = 'Long(' + syminfo.ticker + '): Started')
if (enterShort)
strategy.entry(id = "Short Entry", direction = strategy.short , comment = 'Short(' + syminfo.ticker + '): Started', alert_message = 'Short(' + syminfo.ticker + '): Started')
if (closeLong)
strategy.close(id = 'Long Entry', comment = 'Close Long', alert_message = 'Long: Closed at market price')
if (closeShort)
strategy.close(id = 'Short Entry', comment = 'Close Short', alert_message = 'Short: Closed at market price')
if (longIsActive and i_useSLTP)
strategy.exit(id = 'Long Take Profit / Stop Loss', from_entry = 'Long Entry', qty_percent = i_tpQuantityPerc, limit = c_longTPPrice, stop = c_longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Long Stop Loss', from_entry = 'Long Entry', stop = c_longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Stop Loss executed')
if (shortIsActive and i_useSLTP)
strategy.exit(id = 'Short Take Profit / Stop Loss', from_entry = 'Short Entry', qty_percent = i_tpQuantityPerc, limit = c_shortTPPrice, stop = c_shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Short Stop Loss', from_entry = 'Short Entry', stop = c_shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Stop Loss executed')
// # ========================================================================= #
// # Plot
// # ========================================================================= #
var posColor = color.new(color.white, 0)
plot(series = strategy.opentrades.entry_price(strategy.opentrades - 1), title = 'Position', color = posColor, linewidth = 1, style = plot.style_linebr)
var stopLossColor = color.new(color.maroon, 0)
plot(series = c_longSLPrice, title = 'Long Stop Loss', color = stopLossColor, linewidth = 1, style = plot.style_linebr, offset = 1)
plot(series = c_shortSLPrice, title = 'Short Stop Loss', color = stopLossColor, linewidth = 1, style = plot.style_linebr, offset = 1)
longTPExecutedColor = longTPExecuted ? color.new(color = color.green, transp = 80) : na
//bgcolor(color = longTPExecutedColor)
shortTPExecutedColor = shortTPExecuted ? color.new(color = color.red, transp = 80) : na
//bgcolor(color = shortTPExecutedColor)
// isPositionOpenedColor = strategy.opentrades.size(strategy.opentrades-1) != 0 ? color.new(color = color.yellow, transp = 90) : na
// bgcolor(color = isPositionOpenedColor)
var takeProfitColor = color.new(color.teal, 0)
plot(series = c_longTPPrice, title = 'Long Take Profit', color = takeProfitColor, linewidth = 1, style = plot.style_linebr, offset = 1)
plot(series = c_shortTPPrice, title = 'Short Take Profit', color = takeProfitColor, linewidth = 1, style = plot.style_linebr, offset = 1) |
Suchit RSI CCI | https://www.tradingview.com/script/i4msrNrT-Suchit-RSI-CCI/ | SuchitRaju | https://www.tradingview.com/u/SuchitRaju/ | 23 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SuchitRaju
//@version=4
strategy("MA RSI CCI")
price_up = if(close > open and close > sma(hl2,14))
1
else
0
price_down = if(open > close and close < sma(hl2,14))
1
else
0
//
cci_indicator = cci(hl2, 14)
// plot(cci_indicator, color=color.blue)
rsi_slow = sma(rsi(close, 14), 50)
// plot(rsi_slow, color=color.red)
rsi_fast = rsi(close, 14)
// plot(rsi_fast, color=color.green)
isCrossover = if(rsi_fast > rsi_slow and cci_indicator > 0)
1
else
0
// plotshape(isCrossover, style = shape.arrowup, color = color.green, size = size.huge)
isCrossunder = if(rsi_fast < rsi_slow and cci_indicator < 0)
1
else
0
// plotshape(isCrossunder, style = shape.arrowup, color = color.red, size = size.huge)
// start = timestamp("GMT-5", 2016,9,1,0,0)
// end = timestamp("GMT-5", 2017,9,1,0,0)
// strategy.entry("Long", strategy.long, 1, when = isCrossover and price_up)
// strategy.entry("Short", strategy.short, 1, when = isCrossunder and price_down)
// strategy.close("Long", when = isCrossunder and price_down)
// strategy.close("Short", when = isCrossover and price_up)
strategy.entry("Long", strategy.long, 1, when = isCrossover)
strategy.entry("Short", strategy.short, 1, when = isCrossunder)
strategy.close("Long", when = isCrossunder)
strategy.close("Short", when = isCrossover) |
Morning Scalp Strategy | https://www.tradingview.com/script/eYsUViQA-Morning-Scalp-Strategy/ | Trading_Bites | https://www.tradingview.com/u/Trading_Bites/ | 206 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Trading_Bites
//@version=5
strategy('Morning Scalp', overlay=false, pyramiding=2, initial_capital=3000, default_qty_value=0, commission_value=0.02, max_labels_count=500)
// Initial Inputs
StartDate = timestamp('15Aug 2022 14:00 +0000')
EndDate = timestamp('15Aug 2022 20:00 +0000')
testPeriodStart = input.time(StartDate, 'Start of trading')
testPeriodEnd = input.time(EndDate, 'End of trading')
QuantityOnLong = input.int(title="Quantity", defval=100, minval=1)
QuantityOnClose = QuantityOnLong
//////////////////////////////////////////////////////////////////////
//-- Time In Range
timeinrange(res, sess) =>
not na(time(res, sess))
//Market Open//
marketopen = '0930-1600'
MarketOpen = timeinrange(timeframe.period, marketopen)
//////////////////////////////////////////////////////////////////////
//Market Hour//
morning = '1000-1210'
Morning = timeinrange(timeframe.period, morning)
//////////////////////////////////////////////////////////////////////////
//STOCK MOMENTUM INDEX//
a = input(5, 'Percent K Length')
b = input(3, 'Percent D Length')
ovrsld = input.float(40, 'Over Bought')
ovrbgt = input(-40, 'Over Sold')
//lateleave = input(14, "Number of candles", type=input.integer)
// Range Calculation
ll = ta.lowest(low, a)
hh = ta.highest(high, a)
diff = hh - ll
rdiff = close - (hh + ll) / 2
// Nested Moving Average for smoother curves
avgrel = ta.ema(ta.ema(rdiff, b), b)
avgdiff = ta.ema(ta.ema(diff, b), b)
// SMI calculations
SMI = avgdiff != 0 ? avgrel / (avgdiff / 2) * 100 : 0
SMIsignal = ta.ema(SMI, b)
CrossoverIndex = ta.crossover(SMI, SMIsignal)
CrossunderIndex = ta.crossunder(SMI, SMIsignal)
plot1 = plot(SMI, color=color.new(color.aqua, 0), title='Stochastic Momentum Index', linewidth=1, style=plot.style_line)
plot2 = plot(SMIsignal, color=color.new(color.red, 0), title='SMI Signal Line', linewidth=1, style=plot.style_line)
hline = plot(ovrsld, color=color.new(color.red, 0), title='Over Bought')
lline = plot(ovrbgt, color=color.new(color.green, 0), title='Over Sold')
plot(CrossoverIndex ? close : na, color=color.new(color.aqua, 0), style=plot.style_cross, linewidth=2, title='RSICrossover')
mycol1 = SMIsignal > -ovrbgt ? color.red : na
mycol2 = SMIsignal < -ovrsld ? color.green : na
fill(plot1, hline, color=color.new(mycol1, 80))
fill(plot2, lline, color=color.new(mycol2, 80))
//////////////////////////////////////////////////////////////////////
// Input EMA9 and EMA21
EMA50Len = input( 50 )
EMA50 = ta.ema(close, EMA50Len)
//////////////////////////////////////////////////////////////////////////
// -------- VWAP ----------//
vwapLine = ta.vwap(close)
////////////////////////////////////////////////////////////////////////
//PROFIT TARGET//
longProfitPer = input(10.0, title='Take Profit %') / 100
TargetPrice = strategy.position_avg_price * (1 + longProfitPer)
//plot (strategy.position_size > 0 ? TargetPrice : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Price Target")
//BUY STRATEGY CONDITION//
condentry = ta.crossover(SMI, SMIsignal) and SMI < 0
profittarget = TargetPrice
stoploss = close < EMA50
///////////////////////////STRATEGY BUILD//////////////////////////////////////
if MarketOpen
if close > EMA50
if (condentry) and time > testPeriodStart and time < testPeriodEnd and Morning
strategy.entry('Long', strategy.long, qty = QuantityOnLong)
if profittarget and strategy.position_size > 0
strategy.exit(id="Long", limit=TargetPrice)
if stoploss
strategy.close('Long', qty = QuantityOnClose)
|
EMA 5,15,35,89,200 BY NUT | https://www.tradingview.com/script/O4vhK1BK/ | samatchanut | https://www.tradingview.com/u/samatchanut/ | 45 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© samatchanut
//@version=4
strategy("EMA 5,15,35,89,200 BY NUT",overlay =1)
a = input(title="EMA_a length", type=input.integer, defval=5, minval=-3, maxval=200)
b = input(title="EMA_b length", type=input.integer, defval=15, minval=-3, maxval=200)
c = input(title="EMA_c length", type=input.integer, defval=35, minval=-3, maxval=200)
d = input(title="EMA_d length", type=input.integer, defval=89, minval=-3, maxval=200)
e = input(title="EMA_e length", type=input.integer, defval=200, minval=-3, maxval=200)
maf5=ema(close,a)
mas15=ema(close,b)
mas35=ema(close,c)
maa89=ema(close,d)
mab200=ema(close,e)
plot(maf5,color=color.white)
plot(mas15,color=color.red)
plot(mas35,color=color.green)
plot(maa89,color=color.blue)
plot(mab200,color=color.orange) |
Faytterro Estimator Strategy | https://www.tradingview.com/script/qgtXBmhG/ | faytterro | https://www.tradingview.com/u/faytterro/ | 296 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© faytterro
//@version=5
strategy("Faytterro Estimator Strategy v2", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100)
src=input(hlc3,title="source")
len=input.int(10,title="faytterro estimator lenght", maxval=500)
len2=100
len3=input.float(650,title="minumum enrty-close gap (different direction)")
len4=input.float(650,title="minumum entry-entry gap (same direction)")
cr(x, y) =>
z = 0.0
weight = 0.0
for i = 0 to y-1
z:=z + x[i]*((y-1)/2+1-math.abs(i-(y-1)/2))
z/(((y+1)/2)*(y+1)/2)
cr= cr(src,2*len-1)
dizi = array.new_float(500)
var line=array.new_line()
for i=0 to len*2
array.set(dizi,i,(i*(i-1)*(cr-2*cr[1]+cr[2])/2+i*(cr[1]-cr[2])+cr[2]))
buy = array.get(dizi,len+1+5)>array.get(dizi,len+1+4) and array.get(dizi,len+1+5)<cr[len]
sell = array.get(dizi,len+1+5)<array.get(dizi,len+1+4) and array.get(dizi,len+1+5)>cr[len]
bb=buy? hlc3 : na
ss=sell? hlc3 : na
sbuy= buy and close<(close[ta.barssince(buy or sell)])[1]-len4 and close<ta.highest(fixnan(ss),len2)-len3*3
ssell= sell and close>(close[ta.barssince(buy or sell)])[1]+len4 and close>ta.lowest(fixnan(bb),len2)+len3*3
buy:= buy and close<(close[ta.barssince(buy or sell)])[1]-len4 and close<ta.highest(fixnan(ss),len2)-len3 //and close>ta.highest(fixnan(ss),len2)-len3*3
sell:= sell and close>(close[ta.barssince(buy or sell)])[1]+len4 and close>ta.lowest(fixnan(bb),len2)+len3 //and close<ta.lowest(fixnan(bb),len2)+len3*3
alertcondition(buy or sell)
sl = input.float(5, title = "trailing stop loss", step = 0.1)
//if (sbuy)
// strategy.entry("strong long", strategy.long,width)
// strategy.exit("close long","strong long", stop = close*(100-sb)/100 )
//if (ssell)
// strategy.entry("strong sell", strategy.short,width)
if (buy)
strategy.entry("long", strategy.long)
strategy.exit("close long","long", trail_price = close, trail_offset = close*sl)
if (sell)
strategy.entry("short", strategy.short)
strategy.exit("close short","short", trail_price = close, trail_offset = close*sl) |
Super Scalp 007 | https://www.tradingview.com/script/znwUmFrj-Super-Scalp-007/ | MA_Seifi | https://www.tradingview.com/u/MA_Seifi/ | 313 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© MA_Seifi
//@version=4
strategy("Super Scalp 007", overlay=false, initial_capital = 200, default_qty_value = 100, default_qty_type = strategy.percent_of_equity)
// Indicator
len=20
p=close
sma=sma(p,len)
avg=atr(len)
fibratio1=input(defval=1.618,title="Fibonacci Ratio 1")
fibratio2=input(defval=2.618,title="Fibonacci Ratio 2")
fibratio3=input(defval=4.236,title="Fibonacci Ratio 3")
r1=avg*fibratio1
r2=avg*fibratio2
r3=avg*fibratio3
top3=sma+r3
top2=sma+r2
top1=sma+r1
bott1=sma-r1
bott2=sma-r2
bott3=sma-r3
// t3=plot(top3,transp=0,title="Upper 3",color=teal)
// t2=plot(top2,transp=20,title="Upper 2",color=teal)
// t1=plot(top1,transp=40,title="Upper 1",color=teal)
// b1=plot(bott1,transp=40,title="Lower 1",color=teal)
// b2=plot(bott2,transp=20,title="Lower 2",color=teal)
// b3=plot(bott3,transp=0,title="Lower 3",color=teal)
// plot(sma,style=cross,title="SMA",color=teal)
// fill(t3,b3,color=navy,transp=85)
// Conditions
k = 0.005
longCondition = cross(low, bott2)
shortCondition = cross(high, top2)
stop_l = bott3 * (1 - k * 0.5)
stop_s = top3 * (1 + k)
limit_l = top2 * (1 - k)
limit_s = bott2
plot(limit_l, color=color.green)
plot(stop_l, color=color.red)
strategy.entry("long", strategy.long, when = longCondition)
strategy.exit('long', limit = limit_l, stop=stop_l)
// strategy.entry("short", strategy.short, when = shortCondition)
// strategy.exit('short', limit = limit_s, stop=stop_s)
// shortCondition = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28))
// if (shortCondition)
// strategy.entry("My Short Entry Id", strategy.short)
|
tw.tha_V2 EMA | https://www.tradingview.com/script/WIjvvLuT/ | MCDELL | https://www.tradingview.com/u/MCDELL/ | 5 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© MCDELL
//@version=5
strategy(" tw.tha_",overlay=1)
lot= input.float(0, "Lot", minval=0, maxval=999, step=0.5)
a = input.int(8, "EMA 1", minval=1, maxval=9999999, step=1)
b = input.int(13, "EMA 2", minval=1, maxval=9999999, step=1)
e = input.int(55, "EMA 5", minval=1, maxval=9999999, step=1)
f = input.int(89, "EMA 6", minval=1, maxval=9999999, step=1)
h = input.int(233, "EMA 8", minval=1, maxval=9999999, step=1)
i = input.int(377, "EMA 9", minval=1, maxval=9999999, step=1)
k = input.int(987, "EMA 11", minval=1, maxval=9999999, step=1)
l = input.int(1597, "EMA 12", minval=1, maxval=9999999, step=1)
maa=ta.ema(close,a)
mab=ta.ema(close,b)
mae=ta.ema(close,e)
maf=ta.ema(close,f)
mah=ta.ema(close,h)
mai=ta.ema(close,i)
mak=ta.ema(close,k)
mal=ta.ema(close,l)
plot(maa,color=color.green)
plot(mab,color=color.blue)
plot(mae,color=color.yellow)
plot(maf,color=color.orange)
plot(mah,color=color.red)
plot(mai,color=color.purple)
plot(mak,color=color.silver)
plot(mal,color=color.white) |
eswaran ab | https://www.tradingview.com/script/gULPpVBa-eswaran-ab/ | ESWARMONK2515 | https://www.tradingview.com/u/ESWARMONK2515/ | 16 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0
//Break out trading system works best in a weekly chart and daily chart of Nifty and BankNifty
//@version=4
strategy("Eswar New",shorttitle = "ESW",default_qty_type = strategy.percent_of_equity,default_qty_value = 100, overlay=true)
length = input(20, minval=1)
exit = input(1, minval=1, maxval=2,title = "Exit Option") // Use Option 1 to exit using lower band; Use Option 2 to exit using basis line
lower = lowest(length)
upper = highest(length)
basis = avg(upper, lower)
l = plot(lower, color=color.blue)
u = plot(upper, color=color.blue)
plot(basis, color=color.orange)
fill(u, l, color=color.blue)
longCondition = crossover(close,upper[1])
if (longCondition)
strategy.entry("Long", strategy.long)
if(exit==1)
if (crossunder(close,lower[1]))
strategy.close("Long")
if(exit==2)
if (crossunder(close,basis[1]))
strategy.close("Long")
|
tw.tha_V1 EMA | https://www.tradingview.com/script/ANBnINQf/ | MCDELL | https://www.tradingview.com/u/MCDELL/ | 9 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© MCDELL
//@version=5
strategy(" tw.tha_",overlay=1)
a = input.int(8, "EMA 1", minval=1, maxval=9999999, step=1)
b = input.int(13, "EMA 2", minval=1, maxval=9999999, step=1)
c = input.int(21, "EMA 3", minval=1, maxval=9999999, step=1)
d = input.int(34, "EMA 4", minval=1, maxval=9999999, step=1)
e = input.int(55, "EMA 5", minval=1, maxval=9999999, step=1)
f = input.int(89, "EMA 6", minval=1, maxval=9999999, step=1)
g = input.int(144, "EMA 7", minval=1, maxval=9999999, step=1)
h = input.int(233, "EMA 8", minval=1, maxval=9999999, step=1)
i = input.int(377, "EMA 9", minval=1, maxval=9999999, step=1)
j = input.int(610, "EMA 10", minval=1, maxval=9999999, step=1)
k = input.int(987, "EMA 11", minval=1, maxval=9999999, step=1)
l = input.int(1597, "EMA 12", minval=1, maxval=9999999, step=1)
m = input.int(2584, "EMA 13", minval=1, maxval=9999999, step=1)
n = input.int(4181, "EMA 14", minval=1, maxval=9999999, step=1)
maa=ta.ema(close,a)
mab=ta.ema(close,b)
mac=ta.ema(close,d)
mad=ta.ema(close,d)
mae=ta.ema(close,e)
maf=ta.ema(close,f)
mag=ta.ema(close,g)
mah=ta.ema(close,h)
mai=ta.ema(close,i)
maj=ta.ema(close,j)
mak=ta.ema(close,k)
mal=ta.ema(close,l)
mam=ta.ema(close,m)
man=ta.ema(close,n)
plot(maa,color=color.green)
plot(mab,color=color.green)
plot(mac,color=color.green)
plot(mad,color=color.green)
plot(mae,color=color.green)
plot(maf,color=color.green)
plot(mag,color=color.blue)
plot(mah,color=color.blue)
plot(mai,color=color.blue)
plot(maj,color=color.blue)
plot(mak,color=color.blue)
plot(mal,color=color.yellow)
plot(mam,color=color.yellow)
plot(man,color=color.yellow)
|
Ultra Moving Average Rating Trend Strategy | https://www.tradingview.com/script/A2j2KYK4-Ultra-Moving-Average-Rating-Trend-Strategy/ | exlux99 | https://www.tradingview.com/u/exlux99/ | 104 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© exlux99
//@version=5
strategy(title='Ultra Moving Average Rating Trend Strategy', overlay=true) //, pyramiding=1,initial_capital = 1000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.03)
// //
//==========DEMA
getDEMA(src, len) =>
dema = 2 * ta.ema(src, len) - ta.ema(ta.ema(src, len), len)
dema
//==========HMA
getHULLMA(src, len) =>
hullma = ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
hullma
//==========KAMA
getKAMA(src, len, k1, k2) =>
change = math.abs(ta.change(src, len))
volatility = math.sum(math.abs(ta.change(src)), len)
efficiency_ratio = volatility != 0 ? change / volatility : 0
kama = 0.0
fast = 2 / (k1 + 1)
slow = 2 / (k2 + 1)
smooth_const = math.pow(efficiency_ratio * (fast - slow) + slow, 2)
kama := nz(kama[1]) + smooth_const * (src - nz(kama[1]))
kama
//==========TEMA
getTEMA(src, len) =>
e = ta.ema(src, len)
tema = 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
tema
//==========ZLEMA
getZLEMA(src, len) =>
zlemalag_1 = (len - 1) / 2
zlemadata_1 = src + src - src[zlemalag_1]
zlema = ta.ema(zlemadata_1, len)
zlema
//==========FRAMA
getFRAMA(src, len) =>
Price = src
N = len
if N % 2 != 0
N += 1
N
N1 = 0.0
N2 = 0.0
N3 = 0.0
HH = 0.0
LL = 0.0
Dimen = 0.0
alpha = 0.0
Filt = 0.0
N3 := (ta.highest(N) - ta.lowest(N)) / N
HH := ta.highest(N / 2 - 1)
LL := ta.lowest(N / 2 - 1)
N1 := (HH - LL) / (N / 2)
HH := high[N / 2]
LL := low[N / 2]
for i = N / 2 to N - 1 by 1
if high[i] > HH
HH := high[i]
HH
if low[i] < LL
LL := low[i]
LL
N2 := (HH - LL) / (N / 2)
if N1 > 0 and N2 > 0 and N3 > 0
Dimen := (math.log(N1 + N2) - math.log(N3)) / math.log(2)
Dimen
alpha := math.exp(-4.6 * (Dimen - 1))
if alpha < .01
alpha := .01
alpha
if alpha > 1
alpha := 1
alpha
Filt := alpha * Price + (1 - alpha) * nz(Filt[1], 1)
if bar_index < N + 1
Filt := Price
Filt
Filt
//==========VIDYA
getVIDYA(src, len) =>
mom = ta.change(src)
upSum = math.sum(math.max(mom, 0), len)
downSum = math.sum(-math.min(mom, 0), len)
out = (upSum - downSum) / (upSum + downSum)
cmo = math.abs(out)
alpha = 2 / (len + 1)
vidya = 0.0
vidya := src * alpha * cmo + nz(vidya[1]) * (1 - alpha * cmo)
vidya
//==========JMA
getJMA(src, len, power, phase) =>
phase_ratio = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5
beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alpha = math.pow(beta, power)
MA1 = 0.0
Det0 = 0.0
MA2 = 0.0
Det1 = 0.0
JMA = 0.0
MA1 := (1 - alpha) * src + alpha * nz(MA1[1])
Det0 := (src - MA1) * (1 - beta) + beta * nz(Det0[1])
MA2 := MA1 + phase_ratio * Det0
Det1 := (MA2 - nz(JMA[1])) * math.pow(1 - alpha, 2) + math.pow(alpha, 2) * nz(Det1[1])
JMA := nz(JMA[1]) + Det1
JMA
//==========T3
getT3(src, len, vFactor) =>
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
ema3 = ta.ema(ema2, len)
ema4 = ta.ema(ema3, len)
ema5 = ta.ema(ema4, len)
ema6 = ta.ema(ema5, len)
c1 = -1 * math.pow(vFactor, 3)
c2 = 3 * math.pow(vFactor, 2) + 3 * math.pow(vFactor, 3)
c3 = -6 * math.pow(vFactor, 2) - 3 * vFactor - 3 * math.pow(vFactor, 3)
c4 = 1 + 3 * vFactor + math.pow(vFactor, 3) + 3 * math.pow(vFactor, 2)
T3 = c1 * ema6 + c2 * ema5 + c3 * ema4 + c4 * ema3
T3
//==========TRIMA
getTRIMA(src, len) =>
N = len + 1
Nm = math.round(N / 2)
TRIMA = ta.sma(ta.sma(src, Nm), Nm)
TRIMA
//-------------- FUNCTIONS
dirmov(len) =>
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : up > down and up > 0 ? up : 0
minusDM = na(down) ? na : down > up and down > 0 ? down : 0
truerange = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / truerange)
minus = fixnan(100 * ta.rma(minusDM, len) / truerange)
[plus, minus]
adx(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
adx
src = close
res = input.timeframe("", title="Indicator Timeframe")
// Ichimoku Cloud
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))
ichimoku_cloud() =>
conversionLine = donchian(9)
baseLine = donchian(26)
leadLine1 = math.avg(conversionLine, baseLine)
leadLine2 = donchian(52)
[conversionLine, baseLine, leadLine1, leadLine2]
calcRatingMA(ma, src) => na(ma) or na(src) ? na : (ma == src ? 0 : ( ma < src ? 1 : -1 ))
calcRating(buy, sell) => buy ? 1 : ( sell ? -1 : 0 )
calcRatingAll() =>
//============== MA =================
SMA10 = ta.sma(close, 10)
SMA20 = ta.sma(close, 20)
SMA30 = ta.sma(close, 30)
SMA50 = ta.sma(close, 50)
SMA100 = ta.sma(close, 100)
SMA200 = ta.sma(close, 200)
EMA10 = ta.ema(close, 10)
EMA20 = ta.ema(close, 20)
EMA30 = ta.ema(close, 30)
EMA50 = ta.ema(close, 50)
EMA100 = ta.ema(close, 100)
EMA200 = ta.ema(close, 200)
ALMA10 = ta.alma(close, 10, 0.85, 6)
ALMA20 = ta.alma(close, 20, 0.85, 6)
ALMA50 = ta.alma(close, 50, 0.85, 6)
ALMA100 = ta.alma(close, 100, 0.85, 6)
ALMA200 = ta.alma(close, 200, 0.85, 6)
SMMA10 = ta.rma(close, 10)
SMMA20 = ta.rma(close, 20)
SMMA50 = ta.rma(close, 50)
SMMA100 = ta.rma(close, 100)
SMMA200 = ta.rma(close, 200)
LSMA10 = ta.linreg(close, 10, 0)
LSMA20 = ta.linreg(close, 20, 0)
LSMA50 = ta.linreg(close, 50, 0)
LSMA100 = ta.linreg(close, 100, 0)
LSMA200 = ta.linreg(close, 200, 0)
VWMA10 = ta.vwma(close, 10)
VWMA20 = ta.vwma(close, 20)
VWMA50 = ta.vwma(close, 50)
VWMA100 = ta.vwma(close, 100)
VWMA200 = ta.vwma(close, 200)
DEMA10 = getDEMA(close, 10)
DEMA20 = getDEMA(close, 20)
DEMA50 = getDEMA(close, 50)
DEMA100 =getDEMA(close, 100)
DEMA200 = getDEMA(close, 200)
HMA10 = ta.hma(close, 10)
HMA20 = ta.hma(close, 20)
HMA50 = ta.hma(close, 50)
HMA100 = ta.hma(close, 100)
HMA200 = ta.hma(close, 200)
KAMA10 = getKAMA(close, 10, 2, 30)
KAMA20 = getKAMA(close, 20, 2, 30)
KAMA50 = getKAMA(close, 50, 2, 30)
KAMA100 = getKAMA(close, 100, 2, 30)
KAMA200 = getKAMA(close, 200 , 2, 30)
FRAMA10 = getFRAMA(close, 10)
FRAMA20 = getFRAMA(close, 20)
FRAMA50 = getFRAMA(close, 50)
FRAMA100 =getFRAMA(close, 100)
FRAMA200 = getFRAMA(close, 200)
VIDMA10 = getVIDYA(close, 10)
VIDMA20 = getVIDYA(close, 20)
VIDMA50 = getVIDYA(close, 50)
VIDMA100 =getVIDYA(close, 100)
VIDMA200 = getVIDYA(close, 200)
JMA10 = getJMA(close, 10, 2, 50)
JMA20 = getJMA(close, 20, 2, 50)
JMA50 = getJMA(close, 50, 2, 50)
JMA100 =getJMA(close, 100, 2, 50)
JMA200 = getJMA(close, 200, 2, 50)
TEMA10 = getTEMA(close, 10)
TEMA20 = getTEMA(close, 20)
TEMA50 = getTEMA(close, 50)
TEMA100 =getTEMA(close, 100)
TEMA200 = getTEMA(close, 200)
ZLEMA10 = getZLEMA(close, 10)
ZLEMA20 = getZLEMA(close, 20)
ZLEMA50 = getZLEMA(close, 50)
ZLEMA100 =getZLEMA(close, 100)
ZLEMA200 = getZLEMA(close, 200)
TRIMA10 = getTRIMA(close, 10)
TRIMA20 = getTRIMA(close, 20)
TRIMA50 = getTRIMA(close, 50)
TRIMA100 =getTRIMA(close, 100)
TRIMA200 = getTRIMA(close, 200)
T3MA10 = getT3(close, 10, 0.7)
T3MA20 = getT3(close, 20, 0.7)
T3MA50 = getT3(close, 50, 0.7)
T3MA100 =getT3(close, 100, 0.7)
T3MA200 = getT3(close, 200, 0.7)
[IC_CLine, IC_BLine, IC_Lead1, IC_Lead2] = ichimoku_cloud()
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
PriceAvg = ta.ema(close, 50)
DownTrend = close < PriceAvg
UpTrend = close > PriceAvg
// calculate trading recommendation based on SMA/EMA
float ratingMA = 0
float ratingMAC = 0
float ratingSMA10 = na
if not na(SMA10)
ratingSMA10 := calcRatingMA(SMA10, close)
ratingMA := ratingMA + ratingSMA10
ratingMAC := ratingMAC + 1
float ratingSMA20 = na
if not na(SMA20)
ratingSMA20 := calcRatingMA(SMA20, close)
ratingMA := ratingMA + ratingSMA20
ratingMAC := ratingMAC + 1
float ratingSMA30 = na
if not na(SMA30)
ratingSMA30 := calcRatingMA(SMA30, close)
ratingMA := ratingMA + ratingSMA30
ratingMAC := ratingMAC + 1
float ratingSMA50 = na
if not na(SMA50)
ratingSMA50 := calcRatingMA(SMA50, close)
ratingMA := ratingMA + ratingSMA50
ratingMAC := ratingMAC + 1
float ratingSMA100 = na
if not na(SMA100)
ratingSMA100 := calcRatingMA(SMA100, close)
ratingMA := ratingMA + ratingSMA100
ratingMAC := ratingMAC + 1
float ratingSMA200 = na
if not na(SMA200)
ratingSMA200 := calcRatingMA(SMA200, close)
ratingMA := ratingMA + ratingSMA200
ratingMAC := ratingMAC + 1
float ratingEMA10 = na
if not na(EMA10)
ratingEMA10 := calcRatingMA(EMA10, close)
ratingMA := ratingMA + ratingEMA10
ratingMAC := ratingMAC + 1
float ratingEMA20 = na
if not na(EMA20)
ratingEMA20 := calcRatingMA(EMA20, close)
ratingMA := ratingMA + ratingEMA20
ratingMAC := ratingMAC + 1
float ratingEMA30 = na
if not na(EMA30)
ratingEMA30 := calcRatingMA(EMA30, close)
ratingMA := ratingMA + ratingEMA30
ratingMAC := ratingMAC + 1
float ratingEMA50 = na
if not na(EMA50)
ratingEMA50 := calcRatingMA(EMA50, close)
ratingMA := ratingMA + ratingEMA50
ratingMAC := ratingMAC + 1
float ratingEMA100 = na
if not na(EMA100)
ratingEMA100 := calcRatingMA(EMA100, close)
ratingMA := ratingMA + ratingEMA100
ratingMAC := ratingMAC + 1
float ratingEMA200 = na
if not na(EMA200)
ratingEMA200 := calcRatingMA(EMA200, close)
ratingMA := ratingMA + ratingEMA200
ratingMAC := ratingMAC + 1
///////////////////////////
float ratingALMA10 = na
if not na(ALMA10)
ratingALMA10 := calcRatingMA(ALMA10, close)
ratingMA := ratingMA + ratingALMA10
ratingMAC := ratingMAC + 1
float ratingALMA20 = na
if not na(ALMA20)
ratingALMA20 := calcRatingMA(ALMA20, close)
ratingMA := ratingMA + ratingALMA20
ratingMAC := ratingMAC + 1
float ratingALMA50 = na
if not na(ALMA50)
ratingALMA50 := calcRatingMA(ALMA50, close)
ratingMA := ratingMA + ratingALMA50
ratingMAC := ratingMAC + 1
float ratingALMA100 = na
if not na(ALMA100)
ratingALMA100 := calcRatingMA(ALMA100, close)
ratingMA := ratingMA + ratingALMA100
ratingMAC := ratingMAC + 1
float ratingALMA200 = na
if not na(ALMA200)
ratingALMA200 := calcRatingMA(ALMA200, close)
ratingMA := ratingMA + ratingALMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingSMMA10 = na
if not na(SMMA10)
ratingSMMA10 := calcRatingMA(SMMA10, close)
ratingMA := ratingMA + ratingSMMA10
ratingMAC := ratingMAC + 1
float ratingSMMA20 = na
if not na(SMMA20)
ratingSMMA20 := calcRatingMA(SMMA20, close)
ratingMA := ratingMA + ratingSMMA20
ratingMAC := ratingMAC + 1
float ratingSMMA50 = na
if not na(SMMA50)
ratingSMMA50 := calcRatingMA(SMMA50, close)
ratingMA := ratingMA + ratingSMMA50
ratingMAC := ratingMAC + 1
float ratingSMMA100 = na
if not na(SMMA100)
ratingSMMA100 := calcRatingMA(SMMA100, close)
ratingMA := ratingMA + ratingSMMA100
ratingMAC := ratingMAC + 1
float ratingSMMA200 = na
if not na(SMMA200)
ratingSMMA200 := calcRatingMA(SMMA200, close)
ratingMA := ratingMA + ratingSMMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingLSMA10 = na
if not na(LSMA10)
ratingLSMA10 := calcRatingMA(LSMA10, close)
ratingMA := ratingMA + ratingLSMA10
ratingMAC := ratingMAC + 1
float ratingLSMA20 = na
if not na(LSMA20)
ratingLSMA20 := calcRatingMA(LSMA20, close)
ratingMA := ratingMA + ratingLSMA20
ratingMAC := ratingMAC + 1
float ratingLSMA50 = na
if not na(LSMA50)
ratingLSMA50 := calcRatingMA(LSMA50, close)
ratingMA := ratingMA + ratingLSMA50
ratingMAC := ratingMAC + 1
float ratingLSMA100 = na
if not na(LSMA100)
ratingLSMA100 := calcRatingMA(LSMA100, close)
ratingMA := ratingMA + ratingLSMA100
ratingMAC := ratingMAC + 1
float ratingLSMA200 = na
if not na(LSMA200)
ratingLSMA200 := calcRatingMA(LSMA200, close)
ratingMA := ratingMA + ratingLSMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingVWMA10 = na
if not na(VWMA10)
ratingVWMA10 := calcRatingMA(VWMA10, close)
ratingMA := ratingMA + ratingVWMA10
ratingMAC := ratingMAC + 1
float ratingVWMA20 = na
if not na(VWMA20)
ratingVWMA20 := calcRatingMA(VWMA20, close)
ratingMA := ratingMA + ratingVWMA20
ratingMAC := ratingMAC + 1
float ratingVWMA50 = na
if not na(VWMA50)
ratingVWMA50 := calcRatingMA(VWMA50, close)
ratingMA := ratingMA + ratingVWMA50
ratingMAC := ratingMAC + 1
float ratingVWMA100 = na
if not na(VWMA100)
ratingVWMA100 := calcRatingMA(VWMA100, close)
ratingMA := ratingMA + ratingVWMA100
ratingMAC := ratingMAC + 1
float ratingVWMA200 = na
if not na(VWMA200)
ratingVWMA200 := calcRatingMA(VWMA200, close)
ratingMA := ratingMA + ratingVWMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingDEMA10 = na
if not na(DEMA10)
ratingDEMA10 := calcRatingMA(DEMA10, close)
ratingMA := ratingMA + ratingDEMA10
ratingMAC := ratingMAC + 1
float ratingDEMA20 = na
if not na(DEMA20)
ratingDEMA20 := calcRatingMA(DEMA20, close)
ratingMA := ratingMA + ratingDEMA20
ratingMAC := ratingMAC + 1
float ratingDEMA50 = na
if not na(DEMA50)
ratingDEMA50 := calcRatingMA(DEMA50, close)
ratingMA := ratingMA + ratingDEMA50
ratingMAC := ratingMAC + 1
float ratingDEMA100 = na
if not na(DEMA100)
ratingDEMA100 := calcRatingMA(DEMA100, close)
ratingMA := ratingMA + ratingDEMA100
ratingMAC := ratingMAC + 1
float ratingDEMA200 = na
if not na(DEMA200)
ratingDEMA200 := calcRatingMA(DEMA200, close)
ratingMA := ratingMA + ratingDEMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
float ratingHMA10 = na
if not na(HMA10)
ratingHMA10 := calcRatingMA(HMA10, close)
ratingMA := ratingMA + ratingHMA10
ratingMAC := ratingMAC + 1
float ratingHMA20 = na
if not na(HMA20)
ratingHMA20 := calcRatingMA(HMA20, close)
ratingMA := ratingMA + ratingHMA20
ratingMAC := ratingMAC + 1
float ratingHMA50 = na
if not na(HMA50)
ratingHMA50 := calcRatingMA(HMA50, close)
ratingMA := ratingMA + ratingHMA50
ratingMAC := ratingMAC + 1
float ratingHMA100 = na
if not na(HMA100)
ratingHMA100 := calcRatingMA(HMA100, close)
ratingMA := ratingMA + ratingHMA100
ratingMAC := ratingMAC + 1
float ratingHMA200 = na
if not na(HMA200)
ratingHMA200 := calcRatingMA(HMA200, close)
ratingMA := ratingMA + ratingHMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingKAMA10 = na
if not na(KAMA10)
ratingKAMA10 := calcRatingMA(KAMA10, close)
ratingMA := ratingMA + ratingKAMA10
ratingMAC := ratingMAC + 1
float ratingKAMA20 = na
if not na(KAMA20)
ratingKAMA20 := calcRatingMA(KAMA20, close)
ratingMA := ratingMA + ratingKAMA20
ratingMAC := ratingMAC + 1
float ratingKAMA50 = na
if not na(KAMA50)
ratingKAMA50 := calcRatingMA(KAMA50, close)
ratingMA := ratingMA + ratingKAMA50
ratingMAC := ratingMAC + 1
float ratingKAMA100 = na
if not na(KAMA100)
ratingKAMA100 := calcRatingMA(KAMA100, close)
ratingMA := ratingMA + ratingKAMA100
ratingMAC := ratingMAC + 1
float ratingKAMA200 = na
if not na(KAMA200)
ratingKAMA200 := calcRatingMA(KAMA200, close)
ratingMA := ratingMA + ratingKAMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingFRAMA10 = na
if not na(FRAMA10)
ratingFRAMA10 := calcRatingMA(FRAMA10, close)
ratingMA := ratingMA + ratingFRAMA10
ratingMAC := ratingMAC + 1
float ratingFRAMA20 = na
if not na(FRAMA20)
ratingFRAMA20 := calcRatingMA(FRAMA20, close)
ratingMA := ratingMA + ratingFRAMA20
ratingMAC := ratingMAC + 1
float ratingFRAMA50 = na
if not na(FRAMA50)
ratingFRAMA50 := calcRatingMA(FRAMA50, close)
ratingMA := ratingMA + ratingFRAMA50
ratingMAC := ratingMAC + 1
float ratingFRAMA100 = na
if not na(FRAMA100)
ratingFRAMA100 := calcRatingMA(FRAMA100, close)
ratingMA := ratingMA + ratingFRAMA100
ratingMAC := ratingMAC + 1
float ratingFRAMA200 = na
if not na(FRAMA200)
ratingFRAMA200 := calcRatingMA(FRAMA200, close)
ratingMA := ratingMA + ratingFRAMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingVIDMA10 = na
if not na(VIDMA10)
ratingVIDMA10 := calcRatingMA(VIDMA10, close)
ratingMA := ratingMA + ratingVIDMA10
ratingMAC := ratingMAC + 1
float ratingVIDMA20 = na
if not na(VIDMA20)
ratingVIDMA20 := calcRatingMA(VIDMA20, close)
ratingMA := ratingMA + ratingVIDMA20
ratingMAC := ratingMAC + 1
float ratingVIDMA50 = na
if not na(VIDMA50)
ratingVIDMA50 := calcRatingMA(VIDMA50, close)
ratingMA := ratingMA + ratingVIDMA50
ratingMAC := ratingMAC + 1
float ratingVIDMA100 = na
if not na(VIDMA100)
ratingVIDMA100 := calcRatingMA(VIDMA100, close)
ratingMA := ratingMA + ratingVIDMA100
ratingMAC := ratingMAC + 1
float ratingVIDMA200 = na
if not na(VIDMA200)
ratingVIDMA200 := calcRatingMA(VIDMA200, close)
ratingMA := ratingMA + ratingVIDMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
float ratingJMA10 = na
if not na(JMA10)
ratingJMA10 := calcRatingMA(JMA10, close)
ratingMA := ratingMA + ratingJMA10
ratingMAC := ratingMAC + 1
float ratingJMA20 = na
if not na(JMA20)
ratingJMA20 := calcRatingMA(JMA20, close)
ratingMA := ratingMA + ratingJMA20
ratingMAC := ratingMAC + 1
float ratingJMA50 = na
if not na(JMA50)
ratingJMA50 := calcRatingMA(JMA50, close)
ratingMA := ratingMA + ratingJMA50
ratingMAC := ratingMAC + 1
float ratingJMA100 = na
if not na(JMA100)
ratingJMA100 := calcRatingMA(JMA100, close)
ratingMA := ratingMA + ratingJMA100
ratingMAC := ratingMAC + 1
float ratingJMA200 = na
if not na(JMA200)
ratingJMA200 := calcRatingMA(JMA200, close)
ratingMA := ratingMA + ratingJMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingTEMA10 = na
if not na(TEMA10)
ratingTEMA10 := calcRatingMA(TEMA10, close)
ratingMA := ratingMA + ratingTEMA10
ratingMAC := ratingMAC + 1
float ratingTEMA20 = na
if not na(TEMA20)
ratingTEMA20 := calcRatingMA(TEMA20, close)
ratingMA := ratingMA + ratingTEMA20
ratingMAC := ratingMAC + 1
float ratingTEMA50 = na
if not na(TEMA50)
ratingTEMA50 := calcRatingMA(TEMA50, close)
ratingMA := ratingMA + ratingTEMA50
ratingMAC := ratingMAC + 1
float ratingTEMA100 = na
if not na(TEMA100)
ratingTEMA100 := calcRatingMA(TEMA100, close)
ratingMA := ratingMA + ratingTEMA100
ratingMAC := ratingMAC + 1
float ratingTEMA200 = na
if not na(TEMA200)
ratingTEMA200 := calcRatingMA(TEMA200, close)
ratingMA := ratingMA + ratingTEMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
float ratingZLEMA10 = na
if not na(ZLEMA10)
ratingZLEMA10 := calcRatingMA(ZLEMA10, close)
ratingMA := ratingMA + ratingZLEMA10
ratingMAC := ratingMAC + 1
float ratingZLEMA20 = na
if not na(ZLEMA20)
ratingZLEMA20 := calcRatingMA(ZLEMA20, close)
ratingMA := ratingMA + ratingZLEMA20
ratingMAC := ratingMAC + 1
float ratingZLEMA50 = na
if not na(ZLEMA50)
ratingZLEMA50 := calcRatingMA(ZLEMA50, close)
ratingMA := ratingMA + ratingZLEMA50
ratingMAC := ratingMAC + 1
float ratingZLEMA100 = na
if not na(ZLEMA100)
ratingZLEMA100 := calcRatingMA(ZLEMA100, close)
ratingMA := ratingMA + ratingZLEMA100
ratingMAC := ratingMAC + 1
float ratingZLEMA200 = na
if not na(ZLEMA200)
ratingZLEMA200 := calcRatingMA(ZLEMA200, close)
ratingMA := ratingMA + ratingZLEMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
///////////////////////////
float ratingTRIMA10 = na
if not na(TRIMA10)
ratingTRIMA10 := calcRatingMA(TRIMA10, close)
ratingMA := ratingMA + ratingTRIMA10
ratingMAC := ratingMAC + 1
float ratingTRIMA20 = na
if not na(TRIMA20)
ratingTRIMA20 := calcRatingMA(TRIMA20, close)
ratingMA := ratingMA + ratingTRIMA20
ratingMAC := ratingMAC + 1
float ratingTRIMA50 = na
if not na(TRIMA50)
ratingTRIMA50 := calcRatingMA(TRIMA50, close)
ratingMA := ratingMA + ratingTRIMA50
ratingMAC := ratingMAC + 1
float ratingTRIMA100 = na
if not na(TRIMA100)
ratingTRIMA100 := calcRatingMA(TRIMA100, close)
ratingMA := ratingMA + ratingTRIMA100
ratingMAC := ratingMAC + 1
float ratingTRIMA200 = na
if not na(TRIMA200)
ratingTRIMA200 := calcRatingMA(TRIMA200, close)
ratingMA := ratingMA + ratingTRIMA200
ratingMAC := ratingMAC + 1
/////////////////////////
///////////////////////////
float ratingT3MA10 = na
if not na(T3MA10)
ratingT3MA10 := calcRatingMA(T3MA10, close)
ratingMA := ratingMA + ratingT3MA10
ratingMAC := ratingMAC + 1
float ratingT3MA20 = na
if not na(T3MA20)
ratingT3MA20 := calcRatingMA(T3MA20, close)
ratingMA := ratingMA + ratingT3MA20
ratingMAC := ratingMAC + 1
float ratingT3MA50 = na
if not na(T3MA50)
ratingT3MA50 := calcRatingMA(T3MA50, close)
ratingMA := ratingMA + ratingT3MA50
ratingMAC := ratingMAC + 1
float ratingT3MA100 = na
if not na(T3MA100)
ratingT3MA100 := calcRatingMA(T3MA100, close)
ratingMA := ratingMA + ratingT3MA100
ratingMAC := ratingMAC + 1
float ratingT3MA200 = na
if not na(T3MA200)
ratingT3MA200 := calcRatingMA(T3MA200, close)
ratingMA := ratingMA + ratingT3MA200
ratingMAC := ratingMAC + 1
//////////////////////////////////////////
float ratingIC = na
if not (na(IC_Lead1) or na(IC_Lead2) or na(close) or na(close[1]) or na(IC_BLine) or na(IC_CLine))
ratingIC := calcRating(
IC_Lead1 > IC_Lead2 and close > IC_Lead1 and close < IC_BLine and close[1] < IC_CLine and close > IC_CLine,
IC_Lead2 > IC_Lead1 and close < IC_Lead2 and close > IC_BLine and close[1] > IC_CLine and close < IC_CLine)
if not na(ratingIC)
ratingMA := ratingMA + ratingIC
ratingMAC := ratingMAC + 1
ratingMA := ratingMAC > 0 ? ratingMA / ratingMAC : na
float ratingTotal = 0
float ratingTotalC = 0
if not na(ratingMA)
ratingTotal := ratingTotal + ratingMA
ratingTotalC := ratingTotalC + 1
ratingTotal := ratingTotalC > 0 ? ratingTotal / ratingTotalC : na
[ratingTotal, ratingMA]
getSignal2(ratingTotal, ratingMA) =>
float _res = ratingTotal
_res := ratingMA
[ratingTotal, ratingMA] = request.security(syminfo.tickerid, res, calcRatingAll())
tradeSignal = getSignal2(ratingTotal, ratingMA)
rating_entry = input.float(0.95, title='Rating for long', group="Entry Rating %", step=0.05)
rating_exit = input.float(0.75, title='Rating for short', group="Entry Rating %", step=0.05) * -1
long = tradeSignal >= rating_entry
short = tradeSignal <= rating_exit
strategy.entry("long",strategy.long,when=long)
strategy.entry('short',strategy.short,when=short) |
BTC Profitable Wallets Strategy | https://www.tradingview.com/script/44FEvYZj-BTC-Profitable-Wallets-Strategy/ | Powerscooter | https://www.tradingview.com/u/Powerscooter/ | 158 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Powerscooter
// Since IntoTheBlock only provides daily onchain data, this chart might look chunky on lower timeframes, even with smoothing.
//@version=5
strategy("BTC % profitable wallets", overlay=false, default_qty_type = strategy.cash, default_qty_value = 100, initial_capital = 100, pyramiding=100)
Source = input.string(title="Blockchain", defval="BTC", options=["BTC", "ETH", "DOGE", "ADA", "MATIC", "SHIB", "UNI", "OKB", "LEO", "LINK", "LTC", "FTT", "CRO", "ALGO",
"QNT", "BCH", "SAND", "MANA", "FXS", "AAVE", "CHZ", "HT", "LDO", "KCS", "AXS", "MKR", "ZEC", "GRT", "FTM", "SNX", "NEXO", "CRV", "BIT", "DASH", "BAT", "ENS"], group="Inputs")
Threshold = input.int(50, "% Threshold", minval = 0, maxval = 100)
smoothing = input.string(title="Smoothing", defval="SMA", options=["SMA", "RMA", "EMA", "WMA"], group="Smoothing Settings")
ma_function(source, length) =>
switch smoothing
"RMA" => ta.rma(source, length)
"SMA" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
=> ta.wma(source, length)
SmoothLength = input(1, 'MA Length', group="Smoothing Settings")
Ticker = "INTOTHEBLOCK:" + Source + "_INOUTMONEYINPERCENTAGE"
Wallets = request.security(Ticker, "D", close)
ProfitWallets = plot(100*ma_function(Wallets, SmoothLength), "Profitable wallets", color=color.white, transp = 50)
TresholdLine = plot(Threshold, transp=100, editable=false, display=display.none) //We need this invisible line for the fill command, as it doesn't accept variables of type int.
fill(ProfitWallets, TresholdLine, Wallets > (Threshold/100) ? color.new(color.green, 90) : color.new(color.red, 90))
if ta.crossover(Wallets, (Threshold/100))
strategy.entry("Long", strategy.long) |
Coral Trend Pullback Strategy (TradeIQ) | https://www.tradingview.com/script/kc6Itas8-Coral-Trend-Pullback-Strategy-TradeIQ/ | kevinmck100 | https://www.tradingview.com/u/kevinmck100/ | 459 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© kevinmck100
// @description
//
// Strategy is taken from the TradeIQ YouTube video called "I Finally Found 80% Win Rate Trading Strategy For Crypto"
// Check out the full video for further details/clarification on strategy entry/exit conditions.
//
// It incorporates the following features:
//
// - Risk management: Configurable X% loss per stop loss
// Configurable R:R ratio
//
// - Trade entry: Conditions outlines below
//
// - Trade exit: Conditions outlined below
//
// - Backtesting: Configurable backtesting range by date
//
// - Trade drawings: TP/SL boxes drawn for all trades (can be turned on and off)
// Trade exit information labels (can be turned on and off)
// NOTE: Trade drawings will only be applicable when using overlay strategies
//
// - Debugging: Includes section with useful debugging techniques
//
// Strategy conditions:
//
// - Trade entry: LONG: C1: Coral Trend is bullish
// C2: At least 1 candle where low is above Coral Trend since last cross above Coral Trend
// C3: Pullback happens and price closes below Coral Trend
// C4: Coral Trend colour remains bullish for duration of pullback
// C5: After valid pullback, price then closes above Coral Trend
// C6: Optional confirmation indicators (choose either C6.1 or C6.2 or NONE):
// C6.1: ADX and DI (Single indicator)
// C6.1.1: Green line is above red line
// C6.1.2: Blue line > 20
// C6.1.3: Blue trending up over last 1 candle
// C6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator (Two indicators combined)
// C6.2.1: Absolute Strengeh Histogram colour is blue
// C6.2.2: HawkEye Volume Indicator colour is green
// SHORT: C1: Coral Trend is bearish
// C2: At least 1 candle where high is below Coral Trend since last cross below Coral Trend
// C3: Pullback happens and price closes above Coral Trend
// C4: Coral Trend colour remains bearish for duration of pullback
// C5: After valid pullback, price then closes below Coral Trend
// C6: Optional confirmation indicators (choose either C6.1 or C6.2 or NONE):
// C6.1: ADX and DI (Single indicator)
// C6.1.1: Red line is above green line
// C6.1.2: Blue line > 20
// C6.1.3: Blue trending up over last 1 candle
// C6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator (Two indicators combined)
// C6.2.1: Absolute Strengeh Histogram colour is red
// C6.2.2: HawkEye Volume Indicator colour is red
// NOTE: All the optional confirmation indicators cannot be overlayed with Coral Trend so feel free to add each separately to the chart for visual purposes
//
//
// - Trade exit: Stop Loss: Calculated by recent swing low over previous X candles (configurable with "Local High/Low Lookback")
// Take Profit: Calculated from R:R multiplier * Stop Loss size
//
// @credits
//
// Coral Trend Indicator [LazyBear] by @LazyBear
// Absolute Strength Histogram | jh by @jiehonglim
// Indicator: HawkEye Volume Indicator by @LazyBear
// ADX and DI by @BeikabuOyaji
//@version=5
INITIAL_CAPITAL = 1000
DEFAULT_COMMISSION = 0.02
MAX_DRAWINGS = 500
IS_OVERLAY = true
strategy("Coral Trend Pullback Strategy (TradeIQ)", "Coral Trend Pullback", overlay = IS_OVERLAY, initial_capital = INITIAL_CAPITAL, currency = currency.NONE, max_labels_count = MAX_DRAWINGS, max_boxes_count = MAX_DRAWINGS, max_lines_count = MAX_DRAWINGS, default_qty_type = strategy.cash, commission_type = strategy.commission.percent, commission_value = DEFAULT_COMMISSION)
// =============================================================================
// INPUTS
// =============================================================================
// ---------------
// Risk Management
// ---------------
riskReward = input.float(1.5, "Risk : Rewardββββββββ1 :", group = "Strategy: Risk Management", inline = "RM1", minval = 0, step = 0.1, tooltip = "Previous high or low (long/short dependant) is used to determine TP level. 'Risk : Reward' ratio is then used to calculate SL based of previous high/low level.\n\nIn short, the higher the R:R ratio, the smaller the SL since TP target is fixed by previous high/low price data.")
accountRiskPercent = input.float(1, "Portfolio Risk %ββββββββ", group = "Strategy: Risk Management", inline = "RM2", minval = 0, step = 0.1, tooltip = "Percentage of portfolio you lose if trade hits SL.\n\nYou then stand to gain\n Portfolio Risk % * Risk : Reward\nif trade hits TP.")
localHlLookback = input.int (5, "Local High/Low Lookback β ββ", group = "Strategy: Stop Loss Settings", inline = "SL1", minval = 1, tooltip = "This strategy calculates the Stop Loss value from the recent local high/low. This lookback period determines the number of candles to include for the local high/low.")
// ----------
// Date Range
// ----------
startYear = input.int (2010, "Start Dateββ", group = "Strategy: Date Range", inline = "DR1", minval = 1900, maxval = 2100)
startMonth = input.int (1, "", group = "Strategy: Date Range", inline = "DR1", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
startDate = input.int (1, "", group = "Strategy: Date Range", inline = "DR1", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
endYear = input.int (2100, "End Date β β", group = "Strategy: Date Range", inline = "DR2", minval = 1900, maxval = 2100)
endMonth = input.int (1, "", group = "Strategy: Date Range", inline = "DR2", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
endDate = input.int (1, "", group = "Strategy: Date Range", inline = "DR2", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
// ----------------
// Drawing Settings
// ----------------
showTpSlBoxes = input.bool(true, "Show TP / SL Boxes", group = "Strategy: Drawings", inline = "D1", tooltip = "Show or hide TP and SL position boxes.\n\nNote: TradingView limits the maximum number of boxes that can be displayed to 500 so they may not appear for all price data under test.")
showLabels = input.bool(false, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "D2", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
// ------------------
// Indicator Settings
// ------------------
// Coral Trend
ctSm = input.int (25, "Smoothing Periodβββββββ", group = "Leading Indicator: Coral Trand Settings", inline = "CT1")
ctCd = input.float(0.4, "Constant Dββββββββββ", group = "Leading Indicator: Coral Trand Settings", inline = "CT2", step = 0.1)
// Confirmation indicator inputs
confirmationInd = input.string("ADX and DI", "Entry Confirmation Method β β", group = "Confirmation Indicator: Indicator Selection", inline = "IS1", options=["None", "ADX and DI", "Absolute Strength Histogram + HawkEye Volume"], tooltip = "Select one of the possible confirmation indicator(s) which can be used to confirm entry signals from the main Coral Trend indicator conditions. See strategy conditions to understand the logic behind each confirmation indicator")
// ADX and DI
adxLen = input.int(14, "ADX Length β ββββββββ", group = "Confirmation Indicator: ADX and DI Settings", inline = "AD1")
midLine = input.int(20, "Mid Line βββββββββββ", group = "Confirmation Indicator: ADX and DI Settings", inline = "AD2", tooltip = "Mid line on standard ADX and DI indicator. In this strategy the DI must be above this line for entry confirmation.")
// Absolute Strength Histogram
ashLength = input.int(9, "Period of Evaluation β ββββ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH1")
ashSmooth = input.int(6, "Period of Smoothing βββββ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH2")
ashSrc = input.source(close, "Source β ββββββββββ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH3")
ashMode = input.string("RSI", "Indicator Methodβββββββ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH4", options=["RSI", "STOCHASTIC", "ADX"])
sahMaType = input.string("SMA", "MA βββββββββββββ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH5", options=["ALMA", "EMA", "WMA", "SMA", "SMMA", "HMA"])
ashAlmaOffset = input.float(0.85, "* Arnaud Legoux (ALMA) Offset", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH6", minval=0, step=0.01)
ashAlmaSigma = input.int(6, "* Arnaud Legoux (ALMA) Sigma", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH7", minval=0)
// HawkEye Volume Indicator
hevLength = input.int(200, "Length β ββββββββββ", group = "Confirmation Indicator: HawkEye Volume Settings", inline = "HV1")
hevDivisor = input.float(1.6, "Divisor β ββββββββββ", group = "Confirmation Indicator: HawkEye Volume Settings", inline = "HV2", step=0.1)
// =============================================================================
// INDICATORS
// =============================================================================
// -----------
// Coral Trend
// -----------
src = close
di = (ctSm - 1.0) / 2.0 + 1.0
c1 = 2 / (di + 1.0)
c2 = 1 - c1
c3 = 3.0 * (ctCd * ctCd + ctCd * ctCd * ctCd)
c4 = -3.0 * (2.0 * ctCd * ctCd + ctCd + ctCd * ctCd * ctCd)
c5 = 3.0 * ctCd + 1.0 + ctCd * ctCd * ctCd + 3.0 * ctCd * ctCd
var float i1 = na
var float i2 = na
var float i3 = na
var float i4 = na
var float i5 = na
var float i6 = na
i1 := c1 * src + c2 * nz(i1[1])
i2 := c1 * i1 + c2 * nz(i2[1])
i3 := c1 * i2 + c2 * nz(i3[1])
i4 := c1 * i3 + c2 * nz(i4[1])
i5 := c1 * i4 + c2 * nz(i5[1])
i6 := c1 * i5 + c2 * nz(i6[1])
bfr = -ctCd * ctCd * ctCd * i6 + c3 * i5 + c4 * i4 + c5 * i3
bfrC = bfr > nz(bfr[1]) ? color.new(color.green, 50) : bfr < nz(bfr[1]) ? color.new(color.red, 50) : color.new(color.blue, 50)
plot(bfr, "Trend", linewidth = 3, style = plot.style_stepline, color = bfrC)
// ----------
// ADX and DI
// ----------
TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange = 0.0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - nz(SmoothedTrueRange[1]) / adxLen + TrueRange
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - nz(SmoothedDirectionalMovementPlus[1]) / adxLen + DirectionalMovementPlus
SmoothedDirectionalMovementMinus = 0.0
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - nz(SmoothedDirectionalMovementMinus[1]) / adxLen + DirectionalMovementMinus
DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX = ta.sma(DX, adxLen)
// ---------------------------
// Absolute Strength Histogram
// ---------------------------
ashMa(ashType, ashSrc, ashLen) =>
float result = 0
if ashType == 'SMA' // Simple
result := ta.sma(ashSrc, ashLen)
result
if ashType == 'EMA' // Exponential
result := ta.ema(ashSrc, ashLen)
result
if ashType == 'WMA' // Weighted
result := ta.wma(ashSrc, ashLen)
result
if ashType == 'SMMA' // Smoothed
ashWma = ta.wma(ashSrc, ashLen)
ashSma = ta.sma(ashSrc, ashLen)
result := na(ashWma[1]) ? ashSma : (ashWma[1] * (ashLen - 1) + ashSrc) / ashLen
result
if ashType == 'HMA' // Hull
result := ta.wma(2 * ta.wma(ashSrc, ashLen / 2) - ta.wma(ashSrc, ashLen), math.round(math.sqrt(ashLen)))
result
if ashType == 'ALMA' // Arnaud Legoux
result := ta.alma(ashSrc, ashLen, ashAlmaOffset, ashAlmaSigma)
result
result
Price = ashSrc
Price1 = ashMa('SMA', Price, 1)
Price2 = ashMa('SMA', Price[1], 1)
//RSI
Bulls0 = 0.5 * (math.abs(Price1 - Price2) + Price1 - Price2)
Bears0 = 0.5 * (math.abs(Price1 - Price2) - (Price1 - Price2))
//STOCHASTIC
Bulls1 = Price1 - ta.lowest(Price1, ashLength)
Bears1 = ta.highest(Price1, ashLength) - Price1
//ADX
Bulls2 = 0.5 * (math.abs(high - high[1]) + high - high[1])
Bears2 = 0.5 * (math.abs(low[1] - low) + low[1] - low)
Bulls = ashMode == 'RSI' ? Bulls0 : ashMode == 'STOCHASTIC' ? Bulls1 : Bulls2
Bears = ashMode == 'RSI' ? Bears0 : ashMode == 'STOCHASTIC' ? Bears1 : Bears2
AvgBulls = ashMa(sahMaType, Bulls, ashLength)
AvgBears = ashMa(sahMaType, Bears, ashLength)
SmthBulls = ashMa(sahMaType, AvgBulls, ashSmooth)
SmthBears = ashMa(sahMaType, AvgBears, ashSmooth)
isTrendBullish = SmthBulls > SmthBears ? true : false
// ------------------------
// HawkEye Volume Indicator
// ------------------------
hevRange1 = high - low
hevRangeAvg = ta.sma(hevRange1, hevLength)
hevVolumeA = ta.sma(volume, hevLength)
hevHigh1 = high[1]
hevLow1 = low[1]
hevMid1 = hl2[1]
hevU1 = hevMid1 + (hevHigh1 - hevLow1) / hevDivisor
hevD1 = hevMid1 - (hevHigh1 - hevLow1) / hevDivisor
rEnabled1 = hevRange1 > hevRangeAvg and close < hevD1 and volume > hevVolumeA
rEnabled2 = close < hevMid1
rEnabled = rEnabled1 or rEnabled2
gEnabled1 = close > hevMid1
gEnabled2 = hevRange1 > hevRangeAvg and close > hevU1 and volume > hevVolumeA
gEnabled3 = high > hevHigh1 and hevRange1 < hevRangeAvg / 1.5 and volume < hevVolumeA
gEnabled4 = low < hevLow1 and hevRange1 < hevRangeAvg / 1.5 and volume > hevVolumeA
gEnabled = gEnabled1 or gEnabled2 or gEnabled3 or gEnabled4
grEnabled1 = hevRange1 > hevRangeAvg and close > hevD1 and close < hevU1 and volume > hevVolumeA and volume < hevVolumeA * 1.5 and volume > volume[1]
grEnabled2 = hevRange1 < hevRangeAvg / 1.5 and volume < hevVolumeA / 1.5
grEnabled3 = close > hevD1 and close < hevU1
grEnabled = grEnabled1 or grEnabled2 or grEnabled3
// =============================================================================
// STRATEGY LOGIC
// =============================================================================
// ---------
// FUNCTIONS
// ---------
percentAsPoints(pcnt) =>
math.round(pcnt / 100 * close / syminfo.mintick)
calcStopLossPrice(pointsOffset, isLong) =>
priceOffset = pointsOffset * syminfo.mintick
if isLong
close - priceOffset
else
close + priceOffset
calcProfitTrgtPrice(pointsOffset, isLong) =>
calcStopLossPrice(-pointsOffset, isLong)
printLabel(barIndex, msg) => label.new(barIndex, close, msg)
printTpSlHitBox(left, right, slHit, tpHit, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = slHit ? color.new(color.red, 60) : color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = tpHit ? color.new(color.green, 60) : color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTpSlNotHitBox(left, right, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTradeExitLabel(x, y, posSize, entryPrice, pnl) =>
if showLabels
labelStr = "Position Size: " + str.tostring(math.abs(posSize), "#.##") + "\nPNL: " + str.tostring(pnl, "#.##") + "\nCapital: " + str.tostring(strategy.equity, "#.##") + "\nEntry Price: " + str.tostring(entryPrice, "#.##")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
printVerticalLine(col) => line.new(bar_index, close, bar_index, close * 1.01, extend = extend.both, color = col)
// ----------
// CONDITIONS
// ----------
inDateRange = time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0) and time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)
// Condition 1: Coral Trend color matches trend direction (long=green, short=red)
isCoralBullish = bfr > nz(bfr[1])
isCoralBearish = bfr < nz(bfr[1])
// Condition 2: At least 1 candle completely above/below (long/short) Coral Trend since last cross above/below (long/short) Coral Trend (could potentially try also with only close above)
sincePrePullbackBullBreakout= ta.barssince(ta.crossover(close, bfr))
sincePrePullbackBearBreakout= ta.barssince(ta.crossunder(close, bfr))
prePullbackBullBreakout = ta.barssince(low > bfr and high > bfr) < sincePrePullbackBullBreakout[1]
prePullbackBearBreakout = ta.barssince(low < bfr and high < bfr) < sincePrePullbackBearBreakout[1]
// Condition 3: Pullback closes below/above (long/short) Coral Trend
barssinceBullPullbackStart = ta.barssince(ta.crossunder(close, bfr))
barssinceBearPullbackStart = ta.barssince(ta.crossover(close, bfr))
barssincePullbackStart = isCoralBullish ? barssinceBullPullbackStart : isCoralBearish ? barssinceBearPullbackStart : na
// Condition 4: Coral Trend colour matched trend direction for duration of pullback
sinceBullish = ta.barssince(ta.crossover(bfr, nz(bfr[1])))
sinceBearish = ta.barssince(ta.crossunder(bfr, nz(bfr[1])))
barssinceCoralflip = isCoralBullish ? sinceBullish : isCoralBearish ? sinceBearish : na
isPullbackValid = barssincePullbackStart < barssinceCoralflip
// Condition 5: After valid pullback, price then closes above/below (long/short) Coral Trend
entryBreakout = (isCoralBullish and ta.crossover(close, bfr)) or (isCoralBearish and ta.crossunder(close, bfr))
// Condition 6: Confirmation indicators (6.1 or 6.2, optional depending on settings) confirms trade entry
// 6.1: ADX and DI
// 6.1.1: Green and red match trend (long=(green > red), short=(red > green))
// 6.1.2: Blue > 20
// 6.1.3: Blue trending up over last 1 candle
// 6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator
// 6.2.1: Absolute Strengeh Histogram colour matches trend (long=blue, short=red)
// 6.2.2: HawkEye Volume Indicator colour matches trend (long=green, short=red)
var longTradeConfirmed = false
var shortTradeConfirmed = false
if confirmationInd == "ADX and DI"
isAdxUp = ADX > ADX [1]
isAdxValid = ADX > midLine and isAdxUp
longTradeConfirmed := DIPlus > DIMinus and isAdxValid
shortTradeConfirmed:= DIMinus > DIPlus and isAdxValid
else if confirmationInd == "Absolute Strength Histogram + HawkEye Volume"
isAshBullish = SmthBulls > SmthBears ? true : false
isHevBullish = not grEnabled and gEnabled ? true : false
isHevBearish = not grEnabled and rEnabled ? true : false
longTradeConfirmed := isAshBullish and isHevBullish
shortTradeConfirmed:= not isAshBullish and isHevBearish
else if confirmationInd == "None"
longTradeConfirmed := true
shortTradeConfirmed:= true
// Combine all entry conditions
goLong = inDateRange and isCoralBullish and prePullbackBullBreakout and isPullbackValid and entryBreakout and longTradeConfirmed
goShort = inDateRange and isCoralBearish and prePullbackBearBreakout and isPullbackValid and entryBreakout and shortTradeConfirmed
// Trade entry and exit variables
var tradeEntryBar = bar_index
var profitPoints = 0.
var lossPoints = 0.
var slPrice = 0.
var tpPrice = 0.
var inLong = false
var inShort = false
var entryPrice = 0.
// Entry decisions
openLong = (goLong and not inLong)
openShort = (goShort and not inShort)
flippingSides = (goLong and inShort) or (goShort and inLong)
enteringTrade = openLong or openShort
inTrade = inLong or inShort
// Exit calculations
entryPrice := close
longSlPrice = ta.lowest(localHlLookback)
shortSlPrice = ta.highest(localHlLookback)
slAmount = isCoralBullish ? entryPrice - longSlPrice : shortSlPrice - entryPrice
slPercent = math.abs((1 - (entryPrice - slAmount) / entryPrice) * 100)
tpPercent = slPercent * riskReward
// Risk calculations
riskAmt = strategy.equity * accountRiskPercent / 100
entryQty = math.abs(riskAmt / slPercent * 100) / close
if openLong
if strategy.position_size < 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Long", strategy.long, qty = entryQty, alert_message = "Long Entry")
enteringTrade := true
inLong := true
inShort := false
if openShort
if strategy.position_size > 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Short", strategy.short, qty = entryQty, alert_message = "Short Entry")
enteringTrade := true
inShort := true
inLong := false
if enteringTrade
profitPoints := percentAsPoints(tpPercent)
lossPoints := percentAsPoints(slPercent)
slPrice := calcStopLossPrice(lossPoints, openLong)
tpPrice := calcProfitTrgtPrice(profitPoints, openLong)
tradeEntryBar := bar_index
strategy.exit("TP/SL", profit = profitPoints, loss = lossPoints, comment_profit = "TP Hit", comment_loss = "SL Hit", alert_profit = "TP Hit Alert", alert_loss = "SL Hit Alert")
// =============================================================================
// DRAWINGS
// =============================================================================
// -----------
// TP/SL Boxes
// -----------
slHit = (inShort and high >= slPrice) or (inLong and low <= slPrice)
tpHit = (inLong and high >= tpPrice) or (inShort and low <= tpPrice)
exitTriggered = slHit or tpHit
ctEntryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
posSize = strategy.closedtrades.size (strategy.closedtrades - 1)
// Print boxes for trades closed at profit or loss
if (inTrade and exitTriggered)
inShort := false
inLong := false
printTpSlHitBox(tradeEntryBar, bar_index, slHit, tpHit, ctEntryPrice, slPrice, tpPrice)
printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, ctEntryPrice, pnl)
// Print TP/SL box for current open trade
if barstate.islastconfirmedhistory and strategy.position_size != 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
// // =============================================================================
// // DEBUGGING
// // =============================================================================
// Data window plots
plotchar(prePullbackBullBreakout, "prePullbackBullBreakout", "")
plotchar(prePullbackBearBreakout, "prePullbackBearBreakout", "")
plotchar(barssincePullbackStart, "barssincePullbackStart", "")
plotchar(isCoralBullish, "isCoralBullish", "")
plotchar(isCoralBearish, "isCoralBearish", "")
plotchar(barssinceCoralflip, "barssinceCoralflip", "")
plotchar(isPullbackValid, "isPullbackValid", "")
plotchar(entryBreakout, "entryBreakout", "")
plotchar(slHit, "slHit", "")
plotchar(tpHit, "tpHit", "")
plotchar(slPrice, "slPrice", "")
// Label plots
// plotDebugLabels = false
// if plotDebugLabels
// if bar_index == tradeEntryBar
// printLabel(bar_index, "Position size: " + str.tostring(entryQty * close, "#.##"))
|
supertrend advance | https://www.tradingview.com/script/Ld0TePxg-supertrend-advance/ | Aakashparikh787 | https://www.tradingview.com/u/Aakashparikh787/ | 277 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// AAKASHPARIKH787
//@version=4
////////
strategy("supertrend advance", "supertrend Advance", overlay=true, max_labels_count=51, max_lines_count=50)
SYNTAX_Output = input("{{strategy.order.alert_message}}", title= "OutPut_Syntax")
syntax_broker = input("Fyers", title= "Broker", options=["Fyers", "Zerodha"])
tooltip_1_algo = "In Algo Syntax Type '{0}' in place of Quantity\n&& remove '{' & '}' the Bracket from the Syntax"
group_buy_syntax_2= "π©π©π©π© Algo-Syntax-2 π©π©π©π©"
Want_PaperTrading = input(true, title= "Want Custom Syntax", group=group_buy_syntax_2, tooltip=tooltip_1_algo )
ZX_buy_s_entry_msg_i = input("", title= "Buy Entry Syntax", group=group_buy_syntax_2, tooltip=tooltip_1_algo)
ZX_sell_s_entry_msg_i = input("", title= "Sell Entry Syntax", group=group_buy_syntax_2, tooltip=tooltip_1_algo)
ZX_buy_s_exit_msg = input("", title= "Buy Exit Syntax", group=group_buy_syntax_2, tooltip=tooltip_1_algo)
ZX_sell_s_exit_msg = input("", title= "Sell Exit Syntax", group=group_buy_syntax_2, tooltip=tooltip_1_algo)
group_algo_syntax = "π₯ π₯ π₯Options Algo-Syntax π₯ π₯ π₯"
tt = input("BUY", "CALL & PUT", options=["BUY", "SELL"], group=group_algo_syntax)
ts = input("BANKNIFTY21MAY", "CALL Symbol", input.string, group=group_algo_syntax)
ts_1 = input("BANKNIFTY21MAY", "PUT Symbol", input.string, group=group_algo_syntax)
nearby = input("100", "Both side Nearby", input.string, group=group_algo_syntax)
cal = input("+0", "CALL Side Calculation", input.string, group=group_algo_syntax)
cal_1 = input("+0", "PUT Side Calculation", input.string, group=group_algo_syntax)
product = input("INTRADAY", "Product", options=["INTRADAY","NRML"], group=group_algo_syntax)
DL_Time = input(3000, "Delay Time", group=group_algo_syntax)
functions_algo_syntax(qty_ALGOX, result)=>
qty = tostring(qty_ALGOX)
Buy_Call_f = '[{"AS":"' + ts + '","P":"' + product +'","AT":"FYERSV2"},{"TT":"' + "BUY" + '","TS":"' + ts +'{' +tostring(close) +'}CE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ nearby +'","CAL":"'+ cal +'","AT":"FYERSV2"' + ',"DL":"'+ tostring(DL_Time) +'"}]'
Buy_Call_z = '[{"AS":"' + ts + '","P":"' + product +'","E":"NFO","AT":"ZERODHA"},' + '{"TT":"' + "BUY" + '","E":"NFO","TS":"' + ts +'{' +tostring(close) +'}CE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ nearby +'","CAL":"'+ cal +'","AT":"ZERODHA"' + ',"DL":"'+ tostring(DL_Time) +'"}]'
Buy_Call = syntax_broker== "Fyers" ? Buy_Call_f : Buy_Call_z
Buy_Put_f = '[{"AS":"' + ts_1+'","P":"' + product +'","AT":"FYERSV2"},{"TT":"' + "BUY" + '","TS":"' + ts_1 +'{' +tostring(close) +'}PE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ nearby +'","CAL":"'+ cal_1 +'","AT":"FYERSV2"' + ',"DL":"'+ tostring(DL_Time) +'"}]'
Buy_Put_z = '[{"AS":"' + ts_1+'","P":"' + product +'","E":"NFO","AT":"ZERODHA"},' + '{"TT":"' + "BUY" + '","E":"NFO","TS":"' + ts_1 +'{' +tostring(close) +'}PE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ nearby +'","CAL":"'+ cal_1 +'","AT":"ZERODHA"' + ',"DL":"'+ tostring(DL_Time) +'"}]'
Buy_Put = syntax_broker== "Fyers" ? Buy_Put_f : Buy_Put_z
Sell_Call_f = '[{"AS":"' + ts + '","P":"' + product +'","AT":"FYERSV2"},{"TT":"' + "SELL" + '","TS":"' + ts +'{' +tostring(close) +'}PE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ nearby +'","CAL":"'+ cal +'","AT":"FYERSV2"' + ',"DL":"'+ tostring(DL_Time) +'"}]'
Sell_Call_z = '[{"AS":"' + ts + '","P":"' + product +'","E":"NFO","AT":"ZERODHA"},' + '{"TT":"' + "SELL" + '","E":"NFO","TS":"' + ts +'{' +tostring(close) +'}PE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ nearby +'","CAL":"'+ cal +'","AT":"ZERODHA"' + ',"DL":"'+ tostring(DL_Time) +'"}]'
Sell_Call = syntax_broker== "Fyers" ? Sell_Call_f : Sell_Call_z
Sell_Put_f = '[{"AS":"' + ts_1+'","P":"' + product +'","E":"NFO","AT":"ZERODHA"},' + '{"TT":"' + "SELL" + '","E":"NFO","TS":"' + ts_1 +'{' +tostring(close) +'}CE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ nearby +'","CAL":"'+ cal_1 +'","AT":"ZERODHA"' + ',"DL":"'+ tostring(DL_Time) +'"}]'
Sell_Put_z = '[{"AS":"' + ts_1+'","P":"' + product +'","E":"NFO","AT":"ZERODHA"},' + '{"TT":"' + "SELL" + '","E":"NFO","TS":"' + ts_1 +'{' +tostring(close) +'}CE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ nearby +'","CAL":"'+ cal_1 +'","AT":"ZERODHA"' + ',"DL":"'+ tostring(DL_Time) +'"}]'
Sell_Put = syntax_broker== "Fyers" ? Sell_Put_f : Sell_Put_z
Exit_Call_f = '[{"AS":"' + ts +'","P":"' + product + '","AT":"FYERSV2"}]'
Exit_Call_z = '[{"AS":"' + ts + '","P":"' + product +'","E":"NFO","AT":"ZERODHA"}]'
Exit_Call = syntax_broker== "Fyers" ? Exit_Call_f : Exit_Call_z
Exit_Put_f = '[{"AS":"' + ts_1+'","P":"' + product + '","AT":"FYERSV2"}]'
Exit_Put_z = '[{"AS":"' + ts_1+'","P":"' + product +'","E":"NFO","AT":"ZERODHA"}]'
Exit_Put = syntax_broker== "Fyers" ? Exit_Put_f : Exit_Put_z
Buy_Entry_msg = tt=="BUY" ? Buy_Call : Sell_Call
Sell_Entry_msg = tt=="BUY" ? Buy_Put : Sell_Put
buy_s_entry_msg_i = str.format(ZX_buy_s_entry_msg_i , qty, tostring(close) )
sell_s_entry_msg_i = str.format(ZX_sell_s_entry_msg_i , qty, tostring(close) )
buy_s_exit_msg = str.format(ZX_buy_s_exit_msg , qty, tostring(close) )
sell_s_exit_msg = str.format(ZX_sell_s_exit_msg , qty, tostring(close) )
Buy_Entry_msg := Want_PaperTrading ? buy_s_entry_msg_i : Buy_Entry_msg
Sell_Entry_msg := Want_PaperTrading ? sell_s_entry_msg_i : Sell_Entry_msg
Exit_Call := Want_PaperTrading ? buy_s_exit_msg : Exit_Call
Exit_Put := Want_PaperTrading ? sell_s_exit_msg : Exit_Put
return_ = result==1 ? Buy_Entry_msg
: result==2 ? Sell_Entry_msg
: result==3 ? Exit_Call
: result==4 ? Exit_Put : "Error"
return_
group_indicator_1 = "π₯ π₯ π₯ π₯ Indicator Settings π₯ π₯ π₯ π₯ "
Periods_spt = input(title="ATR Period", type=input.integer, defval=10, group=group_indicator_1)
src_spt = input(title="Source", defval=hl2, group=group_indicator_1)
Multiplier_spt = input(title="ATR Multiplier", type=input.float, step=0.1, defval=3.0, group=group_indicator_1)
changeATR_spt = input(title="Change ATR Calculation Method ?", type=input.bool, defval=true, group=group_indicator_1)
showsignals_spt = input(title="Show Buy/Sell Signals ?", type=input.bool, defval=true, group=group_indicator_1)
highlighting_spt = input(title="Highlighter On/Off ?", type=input.bool, defval=true, group=group_indicator_1)
candle_type_ssl = input(defval="HeikenAshi", title="Candle_Type_Filter", options = ["HeikenAshi", "CandleStick", "Same as Chart"], group=group_indicator_1)
f_spt()=>
atr2_spt = sma(tr, Periods_spt)
atr_spt = changeATR_spt ? atr(Periods_spt) : atr2_spt
up_spt = src_spt - (Multiplier_spt*atr_spt)
up1_spt = nz(up_spt[1],up_spt)
up_spt := close[1] > up1_spt ? max(up_spt,up1_spt) : up_spt
dn_spt = src_spt+(Multiplier_spt*atr_spt)
dn1_spt = nz(dn_spt[1], dn_spt)
dn_spt := close[1] < dn1_spt ? min(dn_spt, dn1_spt) : dn_spt
trend_spt = 1
trend_spt := nz(trend_spt[1], trend_spt)
trend_spt := trend_spt == -1 and close > dn1_spt ? 1 : trend_spt == 1 and close < up1_spt ? -1 : trend_spt
[trend_spt, up_spt, dn_spt]
[trend_spt_1, up_spt_1, dn_spt_1] = f_spt()
[trend_spt_2, up_spt_2, dn_spt_2] = security(heikinashi(tickerid(syminfo.prefix,syminfo.ticker)), timeframe.period, f_spt())
[trend_spt_3, up_spt_3, dn_spt_3] = security(syminfo.tickerid, timeframe.period, f_spt())
trend_spt = candle_type_ssl=="HeikenAshi" ? trend_spt_2 : candle_type_ssl=="CandleStick" ? trend_spt_2 : trend_spt_1
up_spt = candle_type_ssl=="HeikenAshi" ? up_spt_2 : candle_type_ssl=="CandleStick" ? up_spt_2 : up_spt_1
dn_spt = candle_type_ssl=="HeikenAshi" ? dn_spt_2 : candle_type_ssl=="CandleStick" ? dn_spt_2 : dn_spt_1
buySignal_spt = trend_spt == 1 and trend_spt[1] == -1
sellSignal_spt = trend_spt == -1 and trend_spt[1] == 1
plotshape(buySignal_spt ? up_spt : na, title="UpTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.green )
plotshape(sellSignal_spt ? dn_spt : na, title="DownTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.red )
plotshape(buySignal_spt and showsignals_spt ? up_spt : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white)
plotshape(sellSignal_spt and showsignals_spt ? dn_spt : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white)
longFillColor_spt = highlighting_spt ? (trend_spt == 1 ? color.green : color.white) : color.white
shortFillColor_spt = highlighting_spt ? (trend_spt == -1 ? color.red : color.white) : color.white
mPlot_spt = plot(ohlc4, title="", style=plot.style_circles, linewidth=0)
upPlot_spt = plot(trend_spt == 1 ? up_spt : na, title="Up Trend", style=plot.style_linebr, linewidth=2, color=color.green)
dnPlot_spt = plot(trend_spt == 1 ? na : dn_spt, title="Down Trend", style=plot.style_linebr, linewidth=2, color=color.red)
fill(mPlot_spt, upPlot_spt, title="UpTrend Highligter", color=longFillColor_spt)
fill(mPlot_spt, dnPlot_spt, title="DownTrend Highligter", color=shortFillColor_spt)
want_intraday = input(defval=false, type=input.bool, title="Want_Intraday", group=" βββββ£ Entry Time ββ ββββ")
start_hours = input(defval=9 , type=input.integer, title="Hours", minval=0, maxval=23, inline="Entry_Time", group=" βββββ£ Entry Time ββ ββββ")
start_minutes = input(defval=0 , type=input.integer, title="Minutes", minval=0, maxval=59, inline="Entry_Time", group=" βββββ£ Entry Time ββ ββββ")
draw_entry_area = input(defval=false, type=input.bool, title="Highlight", inline="Entry_Time", group=" βββββ£ Entry Time ββ ββββ")
time_entry() => want_intraday ? ((hour > start_hours ) ? true : (hour < start_hours ) ? false : (hour == start_hours ) ? minute >= start_minutes : false) : true
bgcolor(time_entry() and draw_entry_area ? color.red : na, title="Entry_Time Area")
end_hours = input(defval=14, type=input.integer, title="Hours", minval=0, maxval=23, inline="Exit_Time", group=" βββββ£ Exit Time ββ ββββ")
end_minutes = input(defval=55, type=input.integer, title="Minutes", minval=0, maxval=59, inline="Exit_Time", group=" βββββ£ Exit Time ββ ββββ")
draw_exit_area = input(defval=false, type=input.bool, title="Highlight", inline="Exit_Time", group=" βββββ£ Exit Time ββ ββββ")
time_exit() => want_intraday ? ((hour > end_hours ) ? true : (hour < end_hours ) ? false : (hour == end_hours ) ? minute >= end_minutes : false) : false
bgcolor(time_exit() and draw_exit_area ? color.red : na, title="Exit_Time Area")
group_date = "π₯ π₯ π₯ π₯ Date- Filter π₯ π₯ π₯ π₯ "
fromDay = input(defval = 1, inline="xx_x", title = "From Day", minval = 1, maxval = 31, group=group_date)
fromMonth = input(defval = 1, inline="xx_x", title = " Month", minval = 1, maxval = 12, group=group_date)
fromYear = input(defval = 2015, inline="xx_x", title = " Year", minval = 1970, group=group_date)
toDay = input(defval = 1, inline="xx_y", title = "To Day", minval = 1, maxval = 31, group=group_date)
toMonth = input(defval = 1, inline="xx_y", title = " Month", minval = 1, maxval = 12, group=group_date)
toYear = input(defval = 2023, inline="xx_y", title = " Year", minval = 1970 , group=group_date)
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond() => time >= startDate and time <= finishDate
group_strategy_qty_1 = "======== Quantity-Settings β========"
want_qty_feature = input(defval=true, title="Want_Quantity Feature", group=group_strategy_qty_1)
want_qty_feature_refresh = input(defval=true, title="Want_Quantity Feature Refresh Daily", group=group_strategy_qty_1)
qty_1_x_max = input(defval=100.0, title="Max_Qty", group=group_strategy_qty_1)
qty_1_x = input(defval=25.0, title="Entry Quanity", group=group_strategy_qty_1)
f_martangle_qty_1()=>
var qty_1 = 0.0
var loss_trade = false
if dayofmonth!=dayofmonth[1] and want_qty_feature_refresh
loss_trade := false
qty_1 := qty_1_x
if change(strategy.losstrades) and (strategy.losstrades+strategy.wintrades)>1
loss_trade := true
if change(strategy.wintrades) and (strategy.losstrades+strategy.wintrades)>1
loss_trade := false
if loss_trade and change(strategy.losstrades) and qty_1_x_max > qty_1
qty_1 := qty_1 * 2
if loss_trade==false //and strategy.position_size==0
qty_1 := qty_1_x
if want_qty_feature==false
qty_1 := qty_1_x
qty_1
buy_time = buySignal_spt and strategy.position_size<=0 and time_cond() and time_entry() and time_exit()==false
sell_time = sellSignal_spt and strategy.position_size>=0 and time_cond() and time_entry() and time_exit()==false
exit_alert_msg_1 = functions_algo_syntax(f_martangle_qty_1(), 3 )
exit_alert_msg_2 = functions_algo_syntax(f_martangle_qty_1(), 4 )
if strategy.position_size > 0
strategy.close( 'Buy', when=time_exit() and want_intraday, alert_message=exit_alert_msg_1, comment="EoD_Exit")
if strategy.position_size < 0
strategy.close( 'Sell', when=time_exit() and want_intraday, alert_message=exit_alert_msg_2, comment="EoD_Exit")
strategy.close("Buy", when= sell_time, comment="Buy_Exit", alert_message=functions_algo_syntax(f_martangle_qty_1(), 3 ))
strategy.close("Sell", when= buy_time, comment="Sell_Exit", alert_message=functions_algo_syntax(f_martangle_qty_1(), 4 ))
group_strategy_tp_sl_1 = "======== TP-SL-Main & Reverse β========"
tp_sl_type = input(defval="Percent",title="TP-SL Type", options=["Points","Percent"], group=group_strategy_tp_sl_1)
target_points_1_00 = input(defval=20, title="Target ", type=input.float, minval=0 , group=group_strategy_tp_sl_1)
sl_points_1_00 = input(defval=30, title="Stop-Loss ", type=input.float, minval=0 , group=group_strategy_tp_sl_1 )
want_spt_tp = input(defval=true, title="Want Supertrend TP ", type=input.bool, inline="aabjbdkjbsk", group=group_strategy_tp_sl_1 )
spt_tp_factor = input(defval=1, title="X-times ", type=input.float, inline="aabjbdkjbsk", group=group_strategy_tp_sl_1 )
SPT_value = buySignal_spt ? up_spt : sellSignal_spt ? dn_spt : na
spt_sl_x = round( ( abs(close - SPT_value) *spt_tp_factor ) /syminfo.mintick )
spt_sl = 0
spt_sl := buy_time or sell_time ? spt_sl_x : spt_sl[1]
target_points_1_01 = round( ( close* (target_points_1_00*0.01) )/syminfo.mintick)
target_points_1_02 = round(target_points_1_00/syminfo.mintick)
target_points_1 = tp_sl_type=="Points" ? target_points_1_02 : target_points_1_01
target_points_1 := want_spt_tp ? min(target_points_1, spt_sl ) : target_points_1
sl_points_1_01 = round( ( close* (sl_points_1_00*0.01) )/syminfo.mintick)
sl_points_1_02 = round(sl_points_1_00/syminfo.mintick)
sl_points_1 = tp_sl_type=="Points" ? sl_points_1_02 : sl_points_1_01
group_strategy_1 = "π§ π§ π§ Strategy - Settings π§ π§ π§ "
group_strategy_2 = "π§ π§ π§ SL-Trailing- Settings π§ π§ π§ "
want_buy = input(title="Want_Buy_Side", defval=true, type=input.bool, group=group_strategy_1)
want_sell = input(title="Want_Sell_Side", defval=true, type=input.bool, group=group_strategy_1)
strategy.entry("Buy", true, when= buy_time and want_buy , qty = f_martangle_qty_1() , alert_message=functions_algo_syntax(f_martangle_qty_1(), 1 ))
strategy.entry("Sell", false, when= sell_time and want_sell, qty = f_martangle_qty_1() , alert_message=functions_algo_syntax(f_martangle_qty_1(), 2 ))
strategy.exit('Buy_Exit' , 'Buy', loss=sl_points_1, profit=target_points_1 , alert_message=functions_algo_syntax(f_martangle_qty_1(), 3 ) )
strategy.exit('Sell_Exit', 'Sell', loss=sl_points_1, profit=target_points_1 , alert_message=functions_algo_syntax(f_martangle_qty_1(), 4 ) )
|
CROSS_ALGO SYSTEM | https://www.tradingview.com/script/uM3SMvsM-CROSS-ALGO-SYSTEM/ | himanshumahalle | https://www.tradingview.com/u/himanshumahalle/ | 17 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© himanshumahalle
//@version=4
strategy("CROSS_ALGO SYSTEM")
// INPUT CONTROLS
lengthSEMA= input(title="LSEMA", type = input.integer, defval=13,minval=1,maxval=100,step=1)
lengthLEMA= input(title="LLEMA", type = input.integer, defval=50,minval=1,maxval=100,step=1)
//INDICATOR
SEMA= ema(close,lengthSEMA)
LEMA= ema(close,lengthLEMA)
// BUY AND SELL
buy = crossover(SEMA,LEMA)
sell = crossunder(SEMA,LEMA)
//EXITS
buyexit = crossunder(SEMA,LEMA)
sellexit = crossover(SEMA,LEMA)
//EXECUTION
strategy.entry("long",strategy.long,when=buy,comment = "Buy")
strategy.entry("short",strategy.short,when=sell,comment = "Sell")
strategy.close("long",when= buyexit , comment= "Sell")
strategy.close("short",when= sellexit , comment= "Buy")
|
Balance of Power Heikin Ashi Investing Strategy | https://www.tradingview.com/script/pRel4d46-Balance-of-Power-Heikin-Ashi-Investing-Strategy/ | exlux99 | https://www.tradingview.com/u/exlux99/ | 79 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© exlux99
//@version=5
strategy(title="Balance of Power Heikin Ashi Swing Strategy")
x_close = request.security(ticker.heikinashi("SPY"), "M", close)
x_open = request.security(ticker.heikinashi("SPY"), "M", open)
x_high =request.security(ticker.heikinashi("SPY"), "M", high)
x_low = request.security(ticker.heikinashi("SPY"), "M", low)
gog = (x_close - x_open) / (x_high - x_low)
out = ta.ema(gog,input.int(252))
plot(out, color = color.white)
hline(0)
length = input(75)
p = input.int(99, 'Percentage', minval=0, maxval=100)
p2 = input.int(1, 'Percentage', minval=0, maxval=100)
pnr = ta.percentile_nearest_rank(out, length, p)
pnr2 = ta.percentile_nearest_rank(out, length, p2)
long = pnr > pnr[1] and ( out > 0 or (out >-0.35 and out[1] <-0.35))
short = (out < 0 and ( pnr < pnr[1] and pnr2 < pnr2[1])) or ( out < 0.6 and out[1] > 0.6)
strategy.entry("long",strategy.long,when=long)
strategy.entry("short",strategy.short,when=short)
|
Trend Breakout high/low #1 | https://www.tradingview.com/script/vwpomlLR/ | zxcv55602 | https://www.tradingview.com/u/zxcv55602/ | 94 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© zxcv55602
//@version=4
strategy("Trend #1 - ATR+Breakout high/low", overlay = true,slippage=0,commission_value=0,initial_capital=100000)
date1 = input(title="Start Date", type=input.time, defval=timestamp("2020-01-01T00:00:00"))
date2 = input(title="Stop Date", type=input.time, defval=timestamp("2030-01-01T00:00:00"))
t1= input(title ="Trading period",type=input.session,defval="3D",options=["1M","3W","2W","1W","5D","4D","3D","2D","1D","720","480","360","240","180","120","60","30","15","10","5","3","1"] )
stop_loss=input(1000,"Stop loss", minval=0,step =1)
Trange=input(100,"Trading range", step =1)
range=input(100,"Stop range", step =1)
atrlen = input(1, "ATR Period")
mult_atr = input(1, "ATR mult", step=0.1)
smalong=input(title="SMA switch", type=input.bool, defval=false)
smainput=input(300,"SMA switch", minval=2,step =1)
longsignal=input(title="Long", type=input.bool, defval=true)
shortsignal=input(title="Short", type=input.bool, defval=true)
fixedmode=input(title="Fixed mode", type=input.bool, defval=false)
fixed=input(1,"Fixed mode",step =0.1)
//-----------
var float Y_Low = na
var float Y_High = na
if change(time(t1),length=1)!= 0
Y_High:=high
Y_Low:= low
else
Y_High:=high>nz(Y_High)?high:Y_High
Y_Low:=low<nz(Y_Low)?low:Y_Low
con1= change(time(t1),length = 1 ) != 0?1:0
//plot(Y_High[0],"LOW",color.yellow,linewidth = 2)
//plot(Y_Low[0],"LOW",color.white,linewidth = 2)
//-----------
var upper=0.0
var lower=0.0
var con_op=0.0
var central_line=0.0
if con1==1
upper:=Y_High[1]-(((Y_High[1]-Y_Low[1])/100)*(100-Trange)/2)
lower:=Y_Low[1]+(((Y_High[1]-Y_Low[1])/100)*(100-Trange)/2)
con_op:=0
central_line:=(Y_High[1]+Y_Low[1])/2
//-----------
//plotarrow(con1==1?con1:na,colorup=color.white,colordown=color.white)
//-----------
var sma1=0.0
sma=sma(close[0],smainput)
sma1:=security(syminfo.tickerid,t1,sma)
if smalong==false
sma1:=sma(close[0],smainput)
plot(sma1,color=color.new(color.blue,0),linewidth=1)
//------------------
upper_atr = ema(tr(true),atrlen) * mult_atr + close
lower_atr = close - ema(tr(true),atrlen) * mult_atr
plot(upper_atr, color=color.new(color.white,80),style=plot.style_stepline)
plot(lower_atr, color=color.new(color.white,80),style=plot.style_stepline)
//------------------
plot(upper,"HIGH",color.green,linewidth = 1,style=plot.style_stepline)
plot(lower,"LOW",color.red,linewidth = 1,style=plot.style_stepline)
plot(upper-(((upper-lower)/100)*range),color=color.new(color.green,50), linewidth=1)
plot(lower+(((upper-lower)/100)*range),color=color.new(color.red,50), linewidth=1)
//-----------
var OP_L_stop=0.0
var OP_S_stop=0.0
//-----------
if time >= date1 and time <= date2 and con_op==0
if longsignal
if strategy.position_size==0 and upper>sma1 and close>upper
OP_L_stop:=upper-(((upper-lower)/100)*range)
con_op:=1
strategy.entry("OP_L",strategy.long,when=close>upper,qty=fixedmode==true?fixed:(stop_loss/(close-OP_L_stop)),limit=upper_atr)
strategy.exit("OP_L",stop=OP_L_stop,comment="sell_L",limit=upper_atr)
if strategy.position_size>0
strategy.exit("OP_L",stop=OP_L_stop,comment="stop_L",limit=upper_atr)
if shortsignal
if strategy.position_size==0 and lower<sma1 and close<lower
OP_S_stop:=lower+(((upper-lower)/100)*range)
con_op:=1
strategy.entry("OP_S",strategy.short,when=close<lower,qty=fixedmode==true?fixed:(stop_loss/(OP_S_stop-close)),limit=lower_atr)
strategy.exit("OP_S",stop=OP_S_stop,comment="sell_S",limit=lower_atr)
if strategy.position_size<0
strategy.exit("OP_S",stop=OP_S_stop,comment="stop_S",limit=lower_atr) |
BTC Hashrate ribbons | https://www.tradingview.com/script/w6QJPRr3-BTC-Hashrate-ribbons/ | Powerscooter | https://www.tradingview.com/u/Powerscooter/ | 110 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Powerscooter
// Since IntoTheBlock only provides daily hashrate data, this chart might look chunky on lower timeframes, even with smoothing.
//@version=5
strategy("BTC Hashrate ribbons", overlay = true, scale=scale.none, default_qty_type = strategy.cash, default_qty_value = 100, initial_capital = 100)
enableDirection = input(0, title="Both(0), Long(1), Short(-1)", group="Direction")
smoothingS = input.string(title="Smoothing short MA", defval="SMA", options=["SMA", "RMA", "EMA", "WMA"], group="Hashrate Settings")
SmoothLengthS = input(30, 'Short MA length', group="Hashrate Settings")
smoothingL = input.string(title="Smoothing long MA", defval="SMA", options=["SMA", "RMA", "EMA", "WMA"], group="Hashrate Settings")
SmoothLengthL = input(60, 'Long MA length', group="Hashrate Settings")
ma_functionS(source, length) =>
switch smoothingS
"RMA" => ta.rma(source, length)
"SMA" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
=> ta.wma(source, length)
ma_functionL(source, length) =>
switch smoothingL
"RMA" => ta.rma(source, length)
"SMA" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
=> ta.wma(source, length)
Source = input.string(title="Data Source", defval="Quandl", options=["Quandl", "Glassnode", "IntoTheBlock"], group="Source Settings")
SourceE = switch Source
"Quandl" => "QUANDL:BCHAIN/HRATE"
"Glassnode" => "GLASSNODE:BTC_HASHRATE"
"IntoTheBlock" => "INTOTHEBLOCK:BTC_HASHRATE"
HashRate = request.security(SourceE, "D", close)
SignalLine = ma_functionS(HashRate, SmoothLengthS)
LongLine = ma_functionL(HashRate, SmoothLengthL)
plot(ma_functionS(HashRate, SmoothLengthS), "Short MA", color=color.yellow)
plot(ma_functionL(HashRate, SmoothLengthL), "Long MA", color=color.blue)
LongCondition = ta.crossover(SignalLine, LongLine)
ShortCondition = ta.crossunder(SignalLine, LongLine)
//Long Entry Condition
if LongCondition and (enableDirection == 1 or enableDirection == 0)
strategy.entry("Long", strategy.long)
if LongCondition and (enableDirection == -1)
strategy.close("Short")
//Short Entry condition
if ShortCondition and (enableDirection == -1 or enableDirection == 0)
strategy.entry("Short", strategy.short)
if ShortCondition and (enableDirection == 1)
strategy.close("Long") |
Risk Management Strategy Template | https://www.tradingview.com/script/yWj2AnpX-Risk-Management-Strategy-Template/ | kevinmck100 | https://www.tradingview.com/u/kevinmck100/ | 490 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© kevinmck100
// @description
// This strategy is intended to be used as a base template for building new strategies.
//
// It incorporates the following features:
//
// - Risk management: Configurable X% loss per stop loss
// Configurable R:R ratio
//
// - Trade entry: Calculated position size based on risk tolerance
//
// - Trade exit: Stop Loss currently configurable ATR multiplier but can be replaced based on strategy
// Take Profit calculated from Stop Loss using R:R ratio
//
// - Backtesting: Configurable backtesting range by date
//
// - Trade drawings: TP/SL boxes drawn for all trades. Can be turned on and off
// Trade exit information labels. Can be turned on and off
// NOTE: Trade drawings will only be applicable when using overlay strategies
//
// - Debugging: Includes section with useful debugging techniques
//
// Strategy conditions:
//
// - Trade entry: LONG: C1: Price is above EMA line
// C2: RSI is crossing out of oversold area
// SHORT: C1: Price is below EMA line
// C2: RSI is crossing out of overbought area
//
// - Trade exit: Stop Loss: Stop Loss ATR multiplier is hit
// Take Profit: R:R multiplier * Stop Loss is hit
//
// The idea is to use RSI to catch pullbacks within the main trend. Note that
// this strategy is intended to be a simple base strategy for building upon.
// It was not designed to be traded in its current form.
//@version=5
INITIAL_CAPITAL = 1000
DEFAULT_COMMISSION = 0.02
MAX_DRAWINGS = 500
IS_OVERLAY = true
strategy("Risk Management Strategy Template", "Strategy Template", overlay = IS_OVERLAY, initial_capital = INITIAL_CAPITAL, currency = currency.NONE, max_labels_count = MAX_DRAWINGS, max_boxes_count = MAX_DRAWINGS, max_lines_count = MAX_DRAWINGS, default_qty_type = strategy.cash, commission_type = strategy.commission.percent, commission_value = DEFAULT_COMMISSION)
// =============================================================================
// INPUTS
// =============================================================================
// ------------------------ Replacable section - Start -------------------------
// ------------------
// Indicator Settings
// ------------------
emaLength = input.int (200, "EMA Lengthββββββββββ", group = "Indicators: Settings", inline = "IS1", minval = 1, tooltip = "EMA line to identify trend direction. Above EMA trend line is bullish. Below EMA trend line is bearish")
rsiLength = input.int (10, "RSI Lengthβ β ββββββββ", group = "Indicators: Settings", inline = "IS2", minval = 1)
// ----------------------
// Trade Entry Conditions
// ----------------------
rsiOverbought = input.int (60, "RSI Overboughtββββββββ", group = "Strategy: Conditions", inline = "SC1", minval = 50, maxval = 100, tooltip = "RSI overbought level used to identify pullbacks within the main trend. RSI crossing BELOW this level triggers a SHORT when in a DOWN trend")
rsiOversold = input.int (40, "RSI Oversoldβ ββββββββ", group = "Strategy: Conditions", inline = "SC2", minval = 0, maxval = 50, tooltip = "RSI overbought level used to identify pullbacks within the main trend. RSI crossing ABOVE this level triggers a LONG when in an UP trend")
// ---------------------
// Trade Exit Conditions
// ---------------------
atrLength = input.int (14, "Stop Loss ATR Length βββββ", group = "Strategy: Exit Conditions", inline = "EC1", minval = 0, tooltip = "Length of ATR used to calculate Stop Loss.")
slAtrMultiplier = input.float(4, "Stop Loss ATR Multiplier ββββ", group = "Strategy: Exit Conditions", inline = "EC2", minval = 0, step = 0.1, tooltip = "Size of StopLoss is determined by multiplication of ATR value. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")
// ------------------------- Replacable section - End --------------------------
// ---------------
// Risk Management
// ---------------
riskReward = input.float(2, "Risk : Rewardββββββββ1 :", group = "Strategy: Risk Management", inline = "RM1", minval = 0, step = 0.1, tooltip = "Previous high or low (long/short dependant) is used to determine TP level. 'Risk : Reward' ratio is then used to calculate SL based of previous high/low level.\n\nIn short, the higher the R:R ratio, the smaller the SL since TP target is fixed by previous high/low price data.")
accountRiskPercent = input.float(1, "Portfolio Risk % ββββββββ", group = "Strategy: Risk Management", inline = "RM1", minval = 0, step = 0.1, tooltip = "Percentage of portfolio you lose if trade hits SL.\n\nYou then stand to gain\n Portfolio Risk % * Risk : Reward\nif trade hits TP.")
// ----------
// Date Range
// ----------
startYear = input.int (2022, "Start Date β ββββ", group = 'Strategy: Date Range', inline = 'DR1', minval = 1900, maxval = 2100)
startMonth = input.int (1, "", group = 'Strategy: Date Range', inline = 'DR1', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
startDate = input.int (1, "", group = 'Strategy: Date Range', inline = 'DR1', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
endYear = input.int (2100, "End Dateββββββ", group = 'Strategy: Date Range', inline = 'DR2', minval = 1900, maxval = 2100)
endMonth = input.int (1, "", group = 'Strategy: Date Range', inline = 'DR2', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
endDate = input.int (1, "", group = 'Strategy: Date Range', inline = 'DR2', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
// ----------------
// Drawing Settings
// ----------------
showTpSlBoxes = input.bool(true, "Show TP / SL Boxes", group = "Strategy: Drawings", inline = "D1", tooltip = "Show or hide TP and SL position boxes.\n\nNote: TradingView limits the maximum number of boxes that can be displayed to 500 so they may not appear for all price data under test.")
showLabels = input.bool(false, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "D2", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
// =============================================================================
// INDICATORS
// =============================================================================
// ------------------------ Replacable section - Start -------------------------
// ---
// EMA
// ---
ema = ta.ema(close, emaLength)
plot(ema, "EMA Trend Line", color.white)
// ---
// RSI
// ---
rsi = ta.rsi(close, rsiLength)
// ------------------------- Replacable section - End --------------------------
// =============================================================================
// STRATEGY LOGIC
// =============================================================================
// ---------
// FUNCTIONS
// ---------
percentAsPoints(pcnt) =>
math.round(pcnt / 100 * close / syminfo.mintick)
calcStopLossPrice(pointsOffset, isLong) =>
priceOffset = pointsOffset * syminfo.mintick
if isLong
close - priceOffset
else
close + priceOffset
calcProfitTrgtPrice(pointsOffset, isLong) =>
calcStopLossPrice(-pointsOffset, isLong)
printLabel(barIndex, msg) => label.new(barIndex, close, msg)
printTpSlHitBox(left, right, slHit, tpHit, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = slHit ? color.new(color.red, 60) : color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = tpHit ? color.new(color.green, 60) : color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTpSlNotHitBox(left, right, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTradeExitLabel(x, y, posSize, entryPrice, pnl) =>
if showLabels
labelStr = "Position Size: " + str.tostring(math.abs(posSize), "#.##") + "\nPNL: " + str.tostring(pnl, "#.##") + "\nCapital: " + str.tostring(strategy.equity, "#.##") + "\nEntry Price: " + str.tostring(entryPrice, "#.##")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
// ----------
// CONDITIONS
// ----------
inDateRange = time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0) and time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)
// ------------------------ Replacable section - Start -------------------------
// Condition 1: Price above EMA indicates bullish trend, price below EMA indicates bearish trend
bullEma = close > ema
bearEma = close < ema
// Condition 2: RSI crossing back from overbought/oversold indicates pullback within trend
bullRsi = ta.crossover (rsi, rsiOversold)
bearRsi = ta.crossunder (rsi, rsiOverbought)
// Combine all entry conditions
goLong = inDateRange and bullEma and bullRsi
goShort = inDateRange and bearEma and bearRsi
// ------------------------- Replacable section - End --------------------------
// Trade entry and exit variables
var tradeEntryBar = bar_index
var profitPoints = 0.
var lossPoints = 0.
var slPrice = 0.
var tpPrice = 0.
var inLong = false
var inShort = false
// Entry decisions
openLong = (goLong and not inLong)
openShort = (goShort and not inShort)
flippingSides = (goLong and inShort) or (goShort and inLong)
enteringTrade = openLong or openShort
inTrade = inLong or inShort
// ------------------------ Replacable section - Start -------------------------
// Exit calculations
atr = ta.atr(atrLength)
slAmount = atr * slAtrMultiplier
slPercent = math.abs((1 - (close - slAmount) / close) * 100)
tpPercent = slPercent * riskReward
// ------------------------- Replacable section - End --------------------------
// Risk calculations
riskAmt = strategy.equity * accountRiskPercent / 100
entryQty = math.abs(riskAmt / slPercent * 100) / close
if openLong
if strategy.position_size < 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Long", strategy.long, qty = entryQty, alert_message = "Long Entry")
enteringTrade := true
inLong := true
inShort := false
if openShort
if strategy.position_size > 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Short", strategy.short, qty = entryQty, alert_message = "Short Entry")
enteringTrade := true
inShort := true
inLong := false
if enteringTrade
profitPoints := percentAsPoints(tpPercent)
lossPoints := percentAsPoints(slPercent)
slPrice := calcStopLossPrice(lossPoints, openLong)
tpPrice := calcProfitTrgtPrice(profitPoints, openLong)
tradeEntryBar := bar_index
strategy.exit("TP/SL", profit = profitPoints, loss = lossPoints, comment_profit = "TP Hit", comment_loss = "SL Hit", alert_profit = "TP Hit Alert", alert_loss = "SL Hit Alert")
// =============================================================================
// DRAWINGS
// =============================================================================
// -----------
// TP/SL Boxes
// -----------
slHit = (inShort and high >= slPrice) or (inLong and low <= slPrice)
tpHit = (inLong and high >= tpPrice) or (inShort and low <= tpPrice)
exitTriggered = slHit or tpHit
entryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
posSize = strategy.closedtrades.size (strategy.closedtrades - 1)
// Print boxes for trades closed at profit or loss
if (inTrade and exitTriggered)
inShort := false
inLong := false
printTpSlHitBox(tradeEntryBar + 1, bar_index, slHit, tpHit, entryPrice, slPrice, tpPrice)
printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, entryPrice, pnl)
// Print TP/SL box for current open trade
if barstate.islastconfirmedhistory and strategy.position_size != 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
// =============================================================================
// DEBUGGING
// =============================================================================
// Data window plots
plotchar(slPrice, "Stop Loss Price", "")
plotchar(tpPrice, "Take Profit Price", "")
// Label plots
plotDebugLabels = false
if plotDebugLabels
if bar_index == tradeEntryBar
printLabel(bar_index, "Position size: " + str.tostring(entryQty * close, "#.##"))
|
Accumulation Stage Identifier and Strategy around for Trading | https://www.tradingview.com/script/YcQgB5IA-Accumulation-Stage-Identifier-and-Strategy-around-for-Trading/ | stocktechbot | https://www.tradingview.com/u/stocktechbot/ | 77 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© stocktechbot
//@version=5
strategy("Accumulate", overlay = true)
lookback = input(defval = 21, title = 'Lookback')
offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)
//SMA Tredline
out = ta.sma(close, 200)
outf = ta.sma(close, 50)
outn = ta.sma(close, 90)
outt = ta.sma(close, 21)
//sma plot
plot(out, color=color.blue, title="MA200", offset=offset)
plot(outf, color=color.maroon, title="MA50", offset=offset)
plot(outn, color=color.orange, title="MA90", offset=offset)
plot(outt, color=color.olive, title="MA21", offset=offset)
//MarketCap Calculation
//MarketCap = 0.0
//TSO = request.financial(syminfo.tickerid, "TOTAL_SHARES_OUTSTANDING", "FQ", ignore_invalid_symbol = true)
//if str.tostring(TSO) != 'na'
// if ta.barssince(TSO != TSO[1] and TSO > TSO[1])==0
// MarketCap := TSO * close
//
// if barstate.islast and MarketCap == 0
// runtime.error("No MarketCap is provided by the data vendor.")
//
//momlen = 100
//msrc = MarketCap
//mom = msrc - msrc[momlen]
//plotmom = if (mom > mom[1])
// true
//else
// false
//OBV with sma on macd
obv = ta.cum(math.sign(ta.change(close)) * volume)
smoothingLength = 5
smoothingLine = ta.sma(obv,5)
[macdLine, signalLine, histLine] = ta.macd(ta.pvt, 12, 26, 9)
sellvolhigh = macdLine < signalLine
buyvolhigh = macdLine > signalLine
//Buy Signal
mafentry =ta.sma(close, 50) > ta.sma(close, 90)
//matentry = ta.sma(close, 21) > ta.sma(close, 50)
matwohun = close > ta.sma(close, 200)
higheshigh = ta.rising(high, 2)
higheslow = ta.rising(low, 2 )
twohunraise = ta.rising(out, 2)
//highvol = ta.crossover(volume, ta.sma(volume, lookback))
highvol = ta.rising(volume,2)
fourlow = ta.lowest(close, lookback)
fourhig = ta.highest(close, lookback)
change = (((fourhig - fourlow) / fourlow) * 100) <= 30
green = close > open
allup = false
lineabove = ta.cross(close, ta.sma(close, input(defval = 21, title = 'Entry Line')))
if matwohun and mafentry and higheshigh and twohunraise and buyvolhigh
//if higheshigh and higheslow and highvol
allup := true
plotshape(allup, style=shape.arrowup,location=location.belowbar, color=color.green, title = "Buy Signal")
barsSinceLastEntry() =>
strategy.opentrades > 0 ? bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades - 1) : na
//Sell Signal
mafexit =ta.sma(close, 50) < ta.sma(close, 90)
matexit = ta.sma(close, 21) < ta.sma(close, 50)
matwohund = close < ta.sma(close, 200)
linebreak = ta.sma(close, input(defval = 21, title = 'Exit Line')) > close
lowesthigh = ta.falling(high, 3)
lowestlow = ta.falling(low, 2 )
twohunfall = ta.falling(out, 3)
twentyfall = ta.falling(outt, 2)
highvole = ta.crossover(volume, ta.sma(volume, 5))
//fourlow = ta.lowest(close, lookback)
//fourhig = ta.highest(close, lookback)
changed = (((fourhig - close) / close) * 100) >= 10
red = close < open
atr = ta.atr(14)
//atrsmalen = int(bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades - 1) )
atrsmalen = barsSinceLastEntry()
atrsma = false
atrlen = 5
if str.tostring(atrsmalen) != 'NaN' and atrsmalen > 0
atrlen := atrsmalen
atrsma := atr > ta.sma(atr,50)
alldwn = false
if sellvolhigh and lowestlow and (close < close[1] and close < open)
//if higheshigh and higheslow and highvol
alldwn := true
plotshape(alldwn, style=shape.arrowdown,location=location.abovebar, color=color.red, title = "Sell Signal")
longCondition = ta.crossover(ta.sma(close, 14), ta.sma(close, 28))
if (allup)
strategy.entry("My Long Entry Id", strategy.long)
shortCondition = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28))
if (alldwn)
strategy.entry("My Short Entry Id", strategy.short)
|
Pro Trading Art Open Range Breakout Strategy | https://www.tradingview.com/script/wkwvEkmS-Pro-Trading-Art-Open-Range-Breakout-Strategy/ | protradingart | https://www.tradingview.com/u/protradingart/ | 625 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© protradingart
//@version=5
strategy('Pro Trading Art Open Range Breakout Strategy', 'PTA - Open Range Breakout Strategy', overlay=true)
//#region ///////////// User INput Section ////////////////////////////
openRange = input.float(0.4, "Open Range %", step=0.1, group="=============== Indicator Settings ===============")
///////////////////////////////////// Start, Stop & Close Time Input Section /////////////////////////////////////////////////
startH = input.int(9, "Start Hour", inline='start', group="========= Start Trade AT =========")
startM = input.int(15, "Start Minute", inline='start', group="========= Start Trade AT =========")
stopNewTrade = input.int(14, "Stop Hour", inline='start', group="========= Stop New Trade At =========")
endH = input.int(15, "End Hour", inline='end', group="========= Close All Trade At =========")
endM = input.int(0, "End Minute", inline='end', group="========= Close All Trade At =========")
isCloseAll = input.bool(true, "Close All Trade", group="========= Close All Trade At =========")
isHighV = input.bool(true, "Show High", inline="range", group="========= Plot Range =========")
isLowV = input.bool(true, "Show Low", inline="range", group="========= Plot Range =========")
buffer = input.float(0.0, "Buffer", group="========= Strategy Settings =========")
tradeGap = input.float(100, "Trade Gap", group="========= Strategy Settings =========")
gapBook = input.float(50, "Min Profit Point After Trade Gap", group="========= Strategy Settings =========")
//#endregion
///////////////////////////////////// Configure isStart & isEnd /////////////////////////////////////////////////
isStart = hour == startH and minute == startM
isEnd = hour == endH and minute == endM
var High = 0.0
var Low = 0.0
if isStart
Low := low - buffer
High := high + buffer
plot(isHighV ? High : na, color=color.lime)
plot(isLowV ? Low : na, color=color.red)
validOpen = math.abs((High - Low)/Low*100) >= openRange
//#region ////////////////////// Session ///////////////////////////////////
var start = false
if isStart
start := true
if isEnd
start := false
var longCondition = false
var shortCondition = false
var isLongTrade = false
var isShortTrade = false
if strategy.position_size > 0
isLongTrade := true
if strategy.position_size < 0
isShortTrade := true
if close > High and start
longCondition := true
if close < Low and start
shortCondition := true
if isLongTrade
longCondition := false
if isShortTrade
shortCondition := false
if isEnd
isLongTrade := false
isShortTrade := false
longCondition := false
shortCondition := false
//#endregion
//////////////////////////////////////////////////////////////////////////////////////////////////////////////
//Message alert inputs
alertGroup = "========= Alert Message Settings ========="
longMsg = input.string("Long", "Long MSG", group = alertGroup)
shortMsg = input.string("Short", "Short SMG", group = alertGroup)
longExitMsg = input.string("Long Exit", "Long Exit SMG", group = alertGroup)
shortExitMsg = input.string("Short Exit", "Short Exit MSG", group = alertGroup)
//#region ////////////////////////////////////////// Execute Trade Section ////////////////////////////////////////////////////////
tradeMode = input.string("Percent", "Trade Mode", options=["Point", "Percent"], group="========= Strategy Settings =========")
sl = input.float(1, "Stop Loss Point Or Percent", group="========= Strategy Settings =========")
target = input.float(2, "Target Point Or Percent", group="========= Strategy Settings =========")
entry_price = strategy.opentrades.entry_price(strategy.opentrades - 1)
longSL = 0.0
shortSL = 0.0
longTarget = 0.0
shortTarget = 0.0
if tradeMode == "Percent"
longSL := entry_price - entry_price * sl/100
shortSL := entry_price + entry_price * sl/100
longTarget := entry_price + entry_price * target/100
shortTarget := entry_price - entry_price * target/100
if tradeMode == "Point"
longSL := entry_price - sl
shortSL := entry_price + sl
longTarget := entry_price + target
shortTarget := entry_price - target
if strategy.position_size > 0 and close[1] > (entry_price + tradeGap)
longSL := entry_price + gapBook
if strategy.position_size < 0 and close[1] < (entry_price - tradeGap)
shortSL := entry_price - gapBook
if longCondition and validOpen
strategy.entry("Long", strategy.long, alert_message=longMsg)
if shortCondition and validOpen
strategy.entry("Short", strategy.short, alert_message=shortMsg)
if strategy.position_size > 0
strategy.exit("Long Exit", "Long", stop=longSL, limit= longTarget, comment_loss="Long SL", comment_profit="Long Profit", alert_message=longExitMsg)
if strategy.position_size < 0
strategy.exit("Short Exit", "Short", stop=shortSL, limit= shortTarget, comment_loss="Short SL", comment_profit="Short Profit", alert_message=shortExitMsg)
if isEnd and isCloseAll
strategy.close_all(comment="Closing Bell")
//#endregion
//#region ////////////////////////////////////////// Alert Section ////////////////////////////////////////////////////////
if longCondition and validOpen
alert(longMsg, alert.freq_once_per_bar_close)
if shortCondition and validOpen
alert(shortMsg, alert.freq_once_per_bar_close)
//#endregion
|
SSL + Wave Trend Strategy | https://www.tradingview.com/script/J0urw1QI-SSL-Wave-Trend-Strategy/ | kevinmck100 | https://www.tradingview.com/u/kevinmck100/ | 423 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© kevinmck100
// @credits
// - Wave Trend: Indicator: WaveTrend Oscillator [WT] by @LazyBear
// - SSL Channel: SSL channel by @ErwinBeckers
// - SSL Hybrid: SSL Hybrid by @Mihkel00
// - Keltner Channels: Keltner Channels Bands by @ceyhun
// - Candle Height: Candle Height in Percentage - Columns by @FreeReveller
// - NNFX ATR: NNFX ATR by @sueun123
//
// Strategy: Based on the YouTube video "This Unique Strategy Made 47% Profit in 2.5 Months [SSL + Wave Trend Strategy Tested 100 Times]" by TradeSmart.
// @description
//
// Strategy incorporates the following features:
//
// - Risk management: Configurable X% loss per stop loss
// Configurable R:R ratio
//
// - Trade entry: Based on strategy conditions below
//
// - Trade exit: Based on strategy conditions below
//
// - Backtesting: Configurable backtesting range by date
//
// - Chart drawings: Each entry condition indicator can be turned on and off
// TP/SL boxes drawn for all trades. Can be turned on and off
// Trade exit information labels. Can be turned on and off
// NOTE: Trade drawings will only be applicable when using overlay strategies
//
// - Alerting: Alerts on LONG and SHORT trade entries
//
// - Debugging: Includes section with useful debugging techniques
//
// Strategy conditions:
//
// - Trade entry: LONG: C1: SSL Hybrid baseline is BLUE
// C2: SSL Channel crosses up (green on top)
// C3: Wave Trend crosses up (represented by pink candle body)
// C4: Entry candle height is not greater than configured threshold
// C5: Entry candle is inside Keltner Channel (wicks or body depending on configuration)
// C6: Take Profit target does not touch EMA (represents resistance)
//
// SHORT: C1: SSL Hybrid baseline is RED
// C2: SSL Channel crosses down (red on top)
// C3: Wave Trend crosses down (represented by orange candle body)
// C4: Entry candle height is not greater than configured threshold
// C5: Entry candle is inside Keltner Channel (wicks or body depending on configuration)
// C6: Take Profit target does not touch EMA (represents support)
//
// - Trade exit: Stop Loss: Size configurable with NNFX ATR multiplier
// Take Profit: Calculated from Stop Loss using R:R ratio
//@version=5
INITIAL_CAPITAL = 1000
DEFAULT_COMMISSION = 0.02
MAX_DRAWINGS = 500
IS_OVERLAY = true
strategy("SSL + Wave Trend Strategy", overlay = IS_OVERLAY, initial_capital = INITIAL_CAPITAL, currency = currency.NONE, max_labels_count = MAX_DRAWINGS, max_boxes_count = MAX_DRAWINGS, max_lines_count = MAX_DRAWINGS, default_qty_type = strategy.cash, commission_type = strategy.commission.percent, commission_value = DEFAULT_COMMISSION)
// =============================================================================
// INPUTS
// =============================================================================
// ----------------------
// Trade Entry Conditions
// ----------------------
useSslHybrid = input.bool (true, "Use SSL Hybrid Condition", group = "Strategy: Entry Conditions", inline = "SC1")
useKeltnerCh = input.bool (true, "Use Keltner Channel Conditionβββ", group = "Strategy: Entry Conditions", inline = "SC2")
keltnerChWicks = input.bool (true, "Keltner Channel Include Wicks", group = "Strategy: Entry Conditions", inline = "SC2")
useEma = input.bool (true, "Target not touch EMA Condition", group = "Strategy: Entry Conditions", inline = "SC3")
useCandleHeight = input.bool (true, "Use Candle Height Condition", group = "Strategy: Entry Conditions", inline = "SC4")
candleHeight = input.float (1.0, "Candle Height Threshold ββββ", group = "Strategy: Entry Conditions", inline = "SC5", minval = 0, step = 0.1, tooltip = "Percentage difference between high and low of a candle. Expressed as a decimal. Lowering this value will filter out trades on volatile candles.")
// ---------------------
// Trade Exit Conditions
// ---------------------
slAtrMultiplier = input.float (1.7, "Stop Loss ATR Multiplier ββββ", group = "Strategy: Exit Conditions", inline = "EC1", minval = 0, step = 0.1, tooltip = "Size of StopLoss is determined by multiplication of ATR value. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")
// ---------------
// Risk Management
// ---------------
riskReward = input.float (2.5, "Risk : Rewardββββββββ1 :", group = "Strategy: Risk Management", inline = "RM1", minval = 0, step = 0.1, tooltip = "Used to determine Take Profit level. Take Profit will be Stop Loss multiplied by this value.")
accountRiskPercent = input.float (1, "Portfolio Risk % ββββββββ", group = "Strategy: Risk Management", inline = "RM2", minval = 0, step = 0.1, tooltip = "Percentage of portfolio you lose if trade hits SL.\n\nYou then stand to gain\n Portfolio Risk % * Risk : Reward\nif trade hits TP.")
// ----------
// Date Range
// ----------
startYear = input.int (2022, "Start Date β ββββ", group = "Strategy: Date Range", inline = "DR1", minval = 1900, maxval = 2100)
startMonth = input.int (1, "", group = "Strategy: Date Range", inline = "DR1", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
startDate = input.int (1, "", group = "Strategy: Date Range", inline = "DR1", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
endYear = input.int (2100, "End Dateββββββ", group = "Strategy: Date Range", inline = "DR2", minval = 1900, maxval = 2100)
endMonth = input.int (1, "", group = "Strategy: Date Range", inline = "DR2", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
endDate = input.int (1, "", group = "Strategy: Date Range", inline = "DR2", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
// ----------------
// Display Settings
// ----------------
showTpSlBoxes = input.bool (true, "Show TP / SL Boxes", group = "Strategy: Drawings", inline = "D1", tooltip = "Show or hide TP and SL position boxes.\n\nNote: TradingView limits the maximum number of boxes that can be displayed to 500 so they may not appear for all price data under test.")
showLabels = input.bool (false, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "D2", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
// ------------------
// Indicator Settings
// ------------------
// Indicator display options
showSslHybrid = input.bool (true, "Show SSL Hybrid", group = "Indicators: Drawings", inline = "ID1")
showSslChannel = input.bool (true, "Show SSL Channel", group = "Indicators: Drawings", inline = "ID2")
showEma = input.bool (true, "Show EMA", group = "Indicators: Drawings", inline = "ID3")
showKeltner = input.bool (true, "Show Keltner Channel", group = "Indicators: Drawings", inline = "ID4")
showWaveTrend = input.bool (true, "Show Wave Trend Flip Candles", group = "Indicators: Drawings", inline = "ID5")
showAtrSl = input.bool (true, "Show ATR Stop Loss Bands", group = "Indicators: Drawings", inline = "ID6")
// Wave Trend Settings
n1 = input.int (10, "Channel Length ββββββββ", group = "Indicators: Wave Trend", inline = "WT1")
n2 = input.int (21, "Average Length ββββββββ", group = "Indicators: Wave Trend", inline = "WT2")
obLevel1 = input.int (60, "Over Bought Level 1 ββββββ", group = "Indicators: Wave Trend", inline = "WT3")
obLevel2 = input.int (53, "Over Bought Level 2 ββββββ", group = "Indicators: Wave Trend", inline = "WT4")
osLevel1 = input.int (-60, "Over Sold Level 1 β ββββββ", group = "Indicators: Wave Trend", inline = "WT5")
osLevel2 = input.int (-53, "Over Sold Level 2 β ββββββ", group = "Indicators: Wave Trend", inline = "WT6")
// SSL Channel Settings
sslChLen = input.int (10, "Periodβββββββββββββ", group = "Indicators: SSL Channel", inline = "SC1")
// SSL Hybrid Settings
// Show/hide Inputs
show_color_bar = input.bool (false, "Show Color Bars", group = "Indicators: SSL Hybrid", inline = "SH2")
// Baseline Inputs
maType = input.string ("HMA", "Baseline Typeβββββββββββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH3", options=["SMA", "EMA", "DEMA", "TEMA", "LSMA", "WMA", "MF", "VAMA", "TMA", "HMA", "JMA", "Kijun v2", "EDSMA", "McGinley"])
len = input.int (60, "Baseline Lengthββββββββββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH4")
src = input.source (close, "Source βββββββββββββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH5")
kidiv = input.int (1, "Kijun MOD Dividerβββββββββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH6", maxval=4)
jurik_phase = input.int (3, "* Jurik (JMA) Only - Phaseβββββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH7")
jurik_power = input.int (1, "* Jurik (JMA) Only - Powerβββββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH8")
volatility_lookback = input.int (10, "* Volatility Adjusted (VAMA) Only - Volatility lookback length", group = "Indicators: SSL Hybrid", inline = "SH9")
//Modular Filter Inputs
beta = input.float (0.8, "Modular Filter, General Filter Only - Betaβββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH10", minval=0, maxval=1, step=0.1)
feedback = input.bool (false, "Modular Filter Only - Feedback", group = "Indicators: SSL Hybrid", inline = "SH11")
z = input.float (0.5, "Modular Filter Only - Feedback Weightingβββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH12", step=0.1, minval=0, maxval=1)
//EDSMA Inputs
ssfLength = input.int (20, "EDSMA - Super Smoother Filter Lengthβββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH13", minval=1)
ssfPoles = input.int (2, "EDSMA - Super Smoother Filter Polesβββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH14", options=[2, 3])
///Keltner Baseline Channel Inputs
useTrueRange = input.bool (true, "Use True Range?", group = "Indicators: SSL Hybrid", inline = "SH15")
multy = input.float (0.2, "Base Channel Multiplierβββββββββββββββββββ", group = "Indicators: SSL Hybrid", inline = "SH16", step=0.05)
// EMA Settings
emaLength = input.int (200, "EMA Lengthββββββββββ", group = "Indicators: EMA", inline = "E1", minval = 1)
// Keltner Channel Settings
kcLength = input.int (20, "Length β βββββββββββ", group = "Indicators: Keltner Channel", inline = "KC1", minval=1)
kcMult = input.float (1.5, "Multiplier β ββββββββββ", group = "Indicators: Keltner Channel", inline = "KC2")
kcSrc = input.source (close, "Source β βββββββββββ", group = "Indicators: Keltner Channel", inline = "KC3")
alen = input.int (10, "ATR Length β βββββββββ", group = "Indicators: Keltner Channel", inline = "KC4", minval=1)
// Candle Height in Percentage Settings
chPeriod = input.int (20, "Periodβββββββββββββ", group = "Indicators: Candle Height", inline = "CH1")
// NNFX ATR Settings
nnfxAtrLength = input.int (14, "Length β βββββββββββ", group = "Indicators: NNFX ATR (Stop Loss Settings)", inline = "ATR1", minval = 1)
nnfxSmoothing = input.string ("RMA", "Smoothing β βββββββββ", group = "Indicators: NNFX ATR (Stop Loss Settings)", inline = "ATR3", options = ["RMA", "SMA", "EMA", "WMA"])
// =============================================================================
// INDICATORS
// =============================================================================
// ----------
// Wave Trend
// ----------
ap = hlc3
esa = ta.ema(ap, n1)
d = ta.ema(math.abs(ap - esa), n1)
ci = (ap - esa) / (0.015 * d)
tci = ta.ema(ci, n2)
wt1 = tci
wt2 = ta.sma(wt1, 4)
// Show Wave Trend crosses on chart as colour changes (pink bullish, orange bearish)
wtBreakUp = ta.crossover (wt1, wt2)
wtBreakDown = ta.crossunder (wt1, wt2)
barColour = showWaveTrend ? wtBreakUp ? color.fuchsia : wtBreakDown ? color.orange : na : na
barcolor(color = barColour)
// -----------
// SSL Channel
// -----------
smaHigh = ta.sma(high, sslChLen)
smaLow = ta.sma(low, sslChLen)
var int sslChHlv = na
sslChHlv := close > smaHigh ? 1 : close < smaLow ? -1 : sslChHlv[1]
sslChDown = sslChHlv < 0 ? smaHigh : smaLow
sslChUp = sslChHlv < 0 ? smaLow : smaHigh
plot(showSslChannel ? sslChDown : na, "SSL Channel Down", linewidth=1, color=color.new(color.red, 30))
plot(showSslChannel ? sslChUp : na, "SSL Channel Up", linewidth=1, color=color.new(color.lime, 30))
// ----------
// SSL Hybrid
// ----------
//EDSMA
get2PoleSSF(src, length) =>
PI = 2 * math.asin(1)
arg = math.sqrt(2) * PI / length
a1 = math.exp(-arg)
b1 = 2 * a1 * math.cos(arg)
c2 = b1
c3 = -math.pow(a1, 2)
c1 = 1 - c2 - c3
ssf = 0.0
ssf:= c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2])
ssf
get3PoleSSF(src, length) =>
PI = 2 * math.asin(1)
arg = PI / length
a1 = math.exp(-arg)
b1 = 2 * a1 * math.cos(1.738 * arg)
c1 = math.pow(a1, 2)
coef2 = b1 + c1
coef3 = -(c1 + b1 * c1)
coef4 = math.pow(c1, 2)
coef1 = 1 - coef2 - coef3 - coef4
ssf = 0.0
ssf := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 * nz(ssf[3])
ssf
ma(type, src, len) =>
float result = 0
if type == "TMA"
result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
result
if type == "MF"
ts = 0.
b = 0.
c = 0.
os = 0.
//----
alpha = 2 / (len + 1)
a = feedback ? z * src + (1 - z) * nz(ts[1], src) : src
//----
b := a > alpha * a + (1 - alpha) * nz(b[1], a) ? a : alpha * a + (1 - alpha) * nz(b[1], a)
c := a < alpha * a + (1 - alpha) * nz(c[1], a) ? a : alpha * a + (1 - alpha) * nz(c[1], a)
os := a == b ? 1 : a == c ? 0 : os[1]
//----
upper = beta * b + (1 - beta) * c
lower = beta * c + (1 - beta) * b
ts := os * upper + (1 - os) * lower
result := ts
result
if type == "LSMA"
result := ta.linreg(src, len, 0)
result
if type == "SMA" // Simple
result := ta.sma(src, len)
result
if type == "EMA" // Exponential
result := ta.ema(src, len)
result
if type == "DEMA" // Double Exponential
e = ta.ema(src, len)
result := 2 * e - ta.ema(e, len)
result
if type == "TEMA" // Triple Exponential
e = ta.ema(src, len)
result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
result
if type == "WMA" // Weighted
result := ta.wma(src, len)
result
if type == "VAMA" // Volatility Adjusted
/// Copyright Β© 2019 to present, Joris Duyck (JD)
mid = ta.ema(src, len)
dev = src - mid
vol_up = ta.highest(dev, volatility_lookback)
vol_down= ta.lowest(dev, volatility_lookback)
result := mid + math.avg(vol_up, vol_down)
result
if type == "HMA" // Hull
result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
result
if type == "JMA" // Jurik
/// Copyright Β© 2018 Alex Orekhov (everget)
/// Copyright Β© 2017 Jurik Research and Consulting.
phaseRatio = jurik_phase < -100 ? 0.5 : jurik_phase > 100 ? 2.5 : jurik_phase / 100 + 1.5
beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alpha = math.pow(beta, jurik_power)
jma = 0.0
e0 = 0.0
e0 := (1 - alpha) * src + alpha * nz(e0[1])
e1 = 0.0
e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])
e2 = 0.0
e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * math.pow(1 - alpha, 2) + math.pow(alpha, 2) * nz(e2[1])
jma := e2 + nz(jma[1])
result := jma
result
if type == "Kijun v2"
kijun = math.avg(ta.lowest(len), ta.highest(len)) //, (open + close)/2)
conversionLine = math.avg(ta.lowest(len / kidiv), ta.highest(len / kidiv))
delta = (kijun + conversionLine) / 2
result := delta
result
if type == "McGinley"
mg = 0.0
mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
result := mg
result
if type == "EDSMA"
zeros = src - nz(src[2])
avgZeros = (zeros + zeros[1]) / 2
// Ehlers Super Smoother Filter
ssf = ssfPoles == 2 ? get2PoleSSF(avgZeros, ssfLength) : get3PoleSSF(avgZeros, ssfLength)
// Rescale filter in terms of Standard Deviations
stdev = ta.stdev(ssf, len)
scaledFilter= stdev != 0 ? ssf / stdev : 0
alpha = 5 * math.abs(scaledFilter) / len
edsma = 0.0
edsma := alpha * src + (1 - alpha) * nz(edsma[1])
result := edsma
result
result
///Keltner Baseline Channel
BBMC = ma(maType, close, len)
Keltma = ma(maType, src, len)
range_1 = useTrueRange ? ta.tr : high - low
rangema = ta.ema(range_1, len)
upperk = Keltma + rangema * multy
lowerk = Keltma - rangema * multy
//COLORS
color_bar = close > upperk ? #00c3ff : close < lowerk ? #ff0062 : color.gray
//PLOTS
p1 = plot(showSslHybrid ? BBMC : na, color=color.new(color_bar, 0), linewidth=4, title="MA Baseline")
barcolor(show_color_bar ? color_bar : na)
// ---
// EMA
// ---
ema = ta.ema(close, emaLength)
plot(showEma ? ema : na, "EMA Trend Line", color.white)
// ----------------
// Keltner Channels
// ----------------
kcMa = ta.ema(kcSrc, kcLength)
KTop2 = kcMa + kcMult * ta.atr(alen)
KBot2 = kcMa - kcMult * ta.atr(alen)
upperPlot = plot(showKeltner ? KTop2 : na, color=color.new(color.blue, 0), title="Upper", style = plot.style_stepline)
lowerPlot = plot(showKeltner ? KBot2 : na, color=color.new(color.blue, 0), title="Lower", style = plot.style_stepline)
// ---------------------------
// Candle Height in Percentage
// ---------------------------
percentHL = (high - low) / low * 100
percentRed = open > close ? (open - close) / close * 100 : 0
percentGreen= open < close ? (close - open) / open * 100 : 0
// --------
// NNFX ATR
// --------
function(source, length) =>
if nnfxSmoothing == "RMA"
ta.rma(source, nnfxAtrLength)
else
if nnfxSmoothing == "SMA"
ta.sma(source, nnfxAtrLength)
else
if nnfxSmoothing == "EMA"
ta.ema(source, nnfxAtrLength)
else
ta.wma(source, nnfxAtrLength)
formula(number, decimals) =>
factor = math.pow(10, decimals)
int(number * factor) / factor
nnfxAtr = formula(function(ta.tr(true), nnfxAtrLength), 5) * slAtrMultiplier
//Sell
longSlAtr = nnfxAtrLength ? close - nnfxAtr : close + nnfxAtr
shortSlAtr = nnfxAtrLength ? close + nnfxAtr : close - nnfxAtr
plot(showAtrSl ? longSlAtr : na, "Long SL", color = color.new(color.red, 35), linewidth = 1, trackprice = true, editable = true, style = plot.style_stepline)
plot(showAtrSl ? shortSlAtr : na, "Short SL", color = color.new(color.red, 35), linewidth = 1, trackprice = true, editable = true, style = plot.style_stepline)
// =============================================================================
// FUNCTIONS
// =============================================================================
percentAsPoints(pcnt) =>
math.round(pcnt / 100 * close / syminfo.mintick)
calcStopLossPrice(pointsOffset, isLong) =>
priceOffset = pointsOffset * syminfo.mintick
if isLong
close - priceOffset
else
close + priceOffset
calcProfitTrgtPrice(pointsOffset, isLong) =>
calcStopLossPrice(-pointsOffset, isLong)
printLabel(barIndex, msg) => label.new(barIndex, close, msg)
printTpSlHitBox(left, right, slHit, tpHit, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = slHit ? color.new(color.red, 60) : color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = tpHit ? color.new(color.green, 60) : color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTpSlNotHitBox(left, right, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTradeExitLabel(x, y, posSize, entryPrice, pnl) =>
if showLabels
labelStr = "Position Size: " + str.tostring(math.abs(posSize), "#.##") + "\nPNL: " + str.tostring(pnl, "#.##") + "\nCapital: " + str.tostring(strategy.equity, "#.##") + "\nEntry Price: " + str.tostring(entryPrice, "#.##")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
// =============================================================================
// STRATEGY LOGIC
// =============================================================================
// See strategy description at top for details on trade entry/exit logis
// ----------
// CONDITIONS
// ----------
// Trade entry and exit variables
var tradeEntryBar = bar_index
var profitPoints = 0.
var lossPoints = 0.
var slPrice = 0.
var tpPrice = 0.
var inLong = false
var inShort = false
// Exit calculations
slAmount = nnfxAtr
slPercent = math.abs((1 - (close - slAmount) / close) * 100)
tpPercent = slPercent * riskReward
tpPoints = percentAsPoints(tpPercent)
tpTarget = calcProfitTrgtPrice(tpPoints, wtBreakUp)
inDateRange = time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0) and time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)
// Condition 1: SSL Hybrid blue for long or red for short
bullSslHybrid = useSslHybrid ? close > upperk : true
bearSslHybrid = useSslHybrid ? close < lowerk : true
// Condition 2: SSL Channel crosses up for long or down for short
bullSslChannel = ta.crossover(sslChUp, sslChDown)
bearSslChannel = ta.crossover(sslChDown, sslChUp)
// Condition 3: Wave Trend crosses up for long or down for short
bullWaveTrend = wtBreakUp
bearWaveTrend = wtBreakDown
// Condition 4: Entry candle heignt <= 0.6 on Candle Height in Percentage
candleHeightValid = useCandleHeight ? percentGreen <= candleHeight and percentRed <= candleHeight : true
// Condition 5: Entry candle is inside Keltner Channel
withinCh = keltnerChWicks ? high < KTop2 and low > KBot2 : open < KTop2 and close < KTop2 and open > KBot2 and close > KBot2
insideKeltnerCh = useKeltnerCh ? withinCh : true
// Condition 6: TP target does not touch 200 EMA
bullTpValid = useEma ? not (close < ema and tpTarget > ema) : true
bearTpValid = useEma ? not (close > ema and tpTarget < ema) : true
// Combine all entry conditions
goLong = inDateRange and bullSslHybrid and bullSslChannel and bullWaveTrend and candleHeightValid and insideKeltnerCh and bullTpValid
goShort = inDateRange and bearSslHybrid and bearSslChannel and bearWaveTrend and candleHeightValid and insideKeltnerCh and bearTpValid
// Entry decisions
openLong = (goLong and not inLong)
openShort = (goShort and not inShort)
flippingSides = (goLong and inShort) or (goShort and inLong)
enteringTrade = openLong or openShort
inTrade = inLong or inShort
// Risk calculations
riskAmt = strategy.equity * accountRiskPercent / 100
entryQty = math.abs(riskAmt / slPercent * 100) / close
if openLong
if strategy.position_size < 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Long", strategy.long, qty = entryQty, alert_message = "Long Entry")
enteringTrade := true
inLong := true
inShort := false
alert(message="BUY Trade Entry Alert", freq=alert.freq_once_per_bar_close)
if openShort
if strategy.position_size > 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Short", strategy.short, qty = entryQty, alert_message = "Short Entry")
enteringTrade := true
inShort := true
inLong := false
alert(message="SELL Trade Entry Alert", freq=alert.freq_once_per_bar_close)
if enteringTrade
profitPoints := percentAsPoints(tpPercent)
lossPoints := percentAsPoints(slPercent)
slPrice := calcStopLossPrice(lossPoints, openLong)
tpPrice := calcProfitTrgtPrice(profitPoints, openLong)
tradeEntryBar := bar_index
strategy.exit("TP/SL", profit = profitPoints, loss = lossPoints, comment_profit = "TP Hit", comment_loss = "SL Hit", alert_profit = "TP Hit Alert", alert_loss = "SL Hit Alert")
// =============================================================================
// DRAWINGS
// =============================================================================
// -----------
// TP/SL Boxes
// -----------
slHit = (inShort and high >= slPrice) or (inLong and low <= slPrice)
tpHit = (inLong and high >= tpPrice) or (inShort and low <= tpPrice)
exitTriggered = slHit or tpHit
entryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
posSize = strategy.closedtrades.size (strategy.closedtrades - 1)
// Print boxes for trades closed at profit or loss
if (inTrade and exitTriggered)
inShort := false
inLong := false
printTpSlHitBox(tradeEntryBar + 1, bar_index, slHit, tpHit, entryPrice, slPrice, tpPrice)
printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, entryPrice, pnl)
// Print TP/SL box for current open trade
if barstate.islastconfirmedhistory and strategy.position_size != 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
// =============================================================================
// DEBUGGING
// =============================================================================
// Data window plots
plotchar(goLong, "Enter Long", "")
plotchar(goShort, "Enter Short", "")
|
Forex Midpoint Stratejisi For Nasdaq | https://www.tradingview.com/script/ZnRFkWvB/ | trademasterf | https://www.tradingview.com/u/trademasterf/ | 60 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© MGULHANN
//@version=5
strategy('Forex Midpoint Stratejisi For Nasdaq ', overlay=true)
BPeriod = input(131, 'BaΕlangΔ±Γ§ Period')
kaydirma = input(14, 'KaydΔ±rma Seviyesi')
yuzdeseviyesi = input.float(0.0006, 'YΓΌzde Seviyesi', step=0.0001)
len = input.int(44, minval=1, title="Length")
src = input(close, title="Source")
out = ta.sma(src, len)
ma(source, length, type) =>
switch type
"SMA" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
"SMMA (RMA)" => ta.rma(source, length)
"WMA" => ta.wma(source, length)
"VWMA" => ta.vwma(source, length)
typeMA = input.string(title = "Method", defval = "EMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Smoothing")
smoothingLength = input.int(title = "Length", defval = 53, minval = 1, maxval = 100, group="Smoothing")
smoothingLine = ma(out, smoothingLength, typeMA)
//plot(smoothingLine, title="Smoothing Line", color=color.red, linewidth = 2)
//zararDurdurmaYuzde = input.float(0.2, title='Zarar Durdurma %', step=0.01) / 100
//karAlmaYuzde = input.float(0.5, title='Kar Alma %', step=0.01) / 100
//MIDPOINT HESAPLA
midpoint1 = ta.highest(high, BPeriod) + ta.lowest(low, BPeriod)
midpoint2 = midpoint1 / 2
midyuzdeseviyesi = midpoint2 * yuzdeseviyesi
midtopdeger = midyuzdeseviyesi + midpoint2
//GΔ°RΔ°Ε KOΕULLARI
buycross = ta.crossover(smoothingLine, midtopdeger[kaydirma]) //? aort > ta.sma(close,50) : na
sellcross = ta.crossover(midtopdeger[kaydirma], smoothingLine) // ? aort < ta.sma(close,50) : na
//LONG GΔ°RΔ°Ε
if (buycross)
strategy.entry("BUY", strategy.long)
//longKarAl = strategy.position_avg_price * (1 + karAlmaYuzde)
//longZararDurdur = strategy.position_avg_price * (1 - zararDurdurmaYuzde)
//strategy.exit("Long Exit","Long", stop=longZararDurdur)
//SHORT GΔ°RΔ°Ε
if (sellcross)
strategy.entry("SELL", strategy.short)
//shortKarAl = strategy.position_avg_price * (1 - karAlmaYuzde)
//shortZararDurdur = strategy.position_avg_price * (1 + zararDurdurmaYuzde)
//strategy.exit("Short Exit","Short", stop=shortZararDurdur)
//plot(midtopdeger, offset=kaydirma, linewidth=2, color=color.blue)
|
Simple and Profitable Scalping Strategy (ForexSignals TV) | https://www.tradingview.com/script/x4za4NFZ-Simple-and-Profitable-Scalping-Strategy-ForexSignals-TV/ | kevinmck100 | https://www.tradingview.com/u/kevinmck100/ | 530 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© kevinmck100
// @description
//
// Strategy called SIMPLE and PROFITABLE Forex Scalping Strategy taken from YouTube channel ForexSignals TV.
// See video for a detailed explaination of the whole strategy.
//
// It works on the basis of waiting for pullbacks into the EMAs while trading in the direction of the higher timeframe trend
//
// Strategy incorporates the following features:
//
// - Risk management: Configurable X% loss per stop loss
// Configurable R:R ratio
//
// - Trade entry: Calculated position size based on risk tolerance
// Entry price is a stop order set just above the recent swing high/low (long/short)
//
// - Trade exit: Stop Loss is set just below trigger candle's low/high (long/short)
// Take Profit calculated from Stop Loss using R:R ratio
//
// - Backtesting: Configurable backtesting range by date
//
// - Trade drawings: TP/SL boxes drawn for all trades. Can be turned on and off
// Trade exit information labels. Can be turned on and off
// NOTE: Trade drawings will only be applicable when using overlay strategies
//
// - Debugging: Includes section with useful debugging techniques
//
// Strategy conditions:
//
// - Trade entry: LONG: C1: On higher timeframe trend EMAs, Fast EMA must be above Slow EMA
// C2: On higher timeframe trend EMAs, price must be above Fast EMA
// C3: On current timeframe entry EMAs, Fast EMA must be above Medium EMA and Medium EMA must be above Slow EMA
// C4: On current timeframe entry EMAs, all 3 EMA lines must have fanned out in upward direction for previous X candles
// C5: On current timeframe entry EMAs, previous candle must have closed above and not touched any EMA lines
// C6: On current timeframe entry EMAs, current candle must have pulled back to touch the EMA line(s)
// C7: Price must break through the high of the last X candles to trigger entry
//
// SHORT: C1: On higher timeframe trend EMAs, Fast EMA must be below Slow EMA
// C2: On higher timeframe trend EMAs, price must be below Fast EMA
// C3: On current timeframe entry EMAs, Fast EMA must be below Medium EMA and Medium EMA must be below Slow EMA
// C4: On current timeframe entry EMAs, all 3 EMA lines must have fanned out in downward direction for previous X candles
// C5: On current timeframe entry EMAs, previous candle must have closed above and not touched any EMA lines
// C6: On current timeframe entry EMAs, current candle must have pulled back to touch the EMA line(s)
// C7: Price must break through the low of the last X candles to trigger entry
//
// - Trade exit: Trade Invalidation: Price closes below/above (long/short) the current timeframe Slow EMA
// Stop Loss: Placed just below trigger candle low/high (long/short)
// Take Profit: R:R multiplier * Stop Loss is hit
// NOTE: The original strategy uses 2 TP levels. I may add this in future but would like to see some better results from a single TP before I go to the effort to add this
//@version=5
INITIAL_CAPITAL = 1000
DEFAULT_COMMISSION = 0.02
MAX_DRAWINGS = 500
IS_OVERLAY = true
strategy("Simple and Profitable Scalping Strategy (ForexSignals TV)", "Scalping Strategy", overlay = IS_OVERLAY, initial_capital = INITIAL_CAPITAL, currency = currency.NONE, max_labels_count = MAX_DRAWINGS, max_boxes_count = MAX_DRAWINGS, max_lines_count = MAX_DRAWINGS, default_qty_type = strategy.cash, commission_type = strategy.commission.percent, commission_value = DEFAULT_COMMISSION)
// =============================================================================
// INPUTS
// =============================================================================
trendFilterTf = input.timeframe ("60", "Trend Timeframeββββββββ", group = "Strategy: Higher Timeframe Trend Filter", inline = "TF1", tooltip = "Higher timeframe to use for finding main trand direction")
trendFastEmaLen = input.int (8, "Fast EMA Lengthββββββββ", group = "Strategy: Higher Timeframe Trend Filter", inline = "TF2", minval = 1, tooltip = "Length of Fast EMA of higher timeframe")
trendSlowEmaLen = input.int (21, "Slow EMA Length β β βββββ", group = "Strategy: Higher Timeframe Trend Filter", inline = "TF3", minval = 1, tooltip = "Length of Slow EMA of higher timeframe")
// ----------------------
// Trade Entry Conditions
// ----------------------
entryFastEmaLen = input.int (8, "Fast EMA Length β β βββββ", group = "Strategy: Trade Entry Conditions", inline = "TE1", minval = 1, tooltip = "Fast EMA used to find entry candles when price pulls back into this line")
entryMedEmaLen = input.int (13, "Medium EMA Lengthββββββ", group = "Strategy: Trade Entry Conditions", inline = "TE2", minval = 1, tooltip = "Medium EMA used to filter out entries when lines are not fanned out or not trending in the desired direction")
entrySlowEmaLen = input.int (21, "Slow EMA Length β ββββββ", group = "Strategy: Trade Entry Conditions", inline = "TE3", minval = 1, tooltip = "Slow EMA used to filter out entries when lines are not fanned out or not trending in the desired direction.\n\nAlso used to cancel open orders which close below this EMA before entry has been triggered")
fanoutAtrMult = input.float (0.5, "EMA Fanout ATR Multiplier βββ", group = "Strategy: Trade Entry Conditions", inline = "TE4", step = 0.1, tooltip = "ATR multiplier to determine how but the fanout gap must be between the Fast EMA and Slow EMA over the specified number of candles")
fanoutLookback = input.int (3, "EMA Fanout Lookback βββββ", group = "Strategy: Trade Entry Conditions", inline = "TE5", minval = 1, tooltip = "Number of candles over which the entry EMA lines must be fanned out by the specified amount")
priceBufferAtrMult = input.float (0.5, "Price Buffer ATR Multiplier βββ", group = "Strategy: Trade Entry Conditions", inline = "TE6", step = 0.1, tooltip = "ATR multiplier to determine how big of a butter should be set above/below trade entry and stop loss")
localHighLookback = input.int (5, "Entry Price High/Low Lookbackβ", group = "Strategy: Trade Entry Conditions", inline = "TE7", minval = 1, tooltip = "Number of candles to lookback on to find the local high/low which is used to establish the stop order entry price")
// ---------------
// Risk Management
// ---------------
riskReward = input.float(2, "Risk : Rewardββββββββ1 :", group = "Strategy: Risk Management", inline = "RM1", minval = 0, step = 0.1, tooltip = "Previous high or low (long/short dependant) is used to determine TP level. 'Risk : Reward' ratio is then used to calculate SL based of previous high/low level.\n\nIn short, the higher the R:R ratio, the smaller the SL since TP target is fixed by previous high/low price data.")
accountRiskPercent = input.float(1, "Portfolio Risk % ββββββββ", group = "Strategy: Risk Management", inline = "RM2", minval = 0, step = 0.1, tooltip = "Percentage of portfolio you lose if trade hits SL.\n\nYou then stand to gain\n Portfolio Risk % * Risk : Reward\nif trade hits TP.")
// ----------
// Date Range
// ----------
startYear = input.int (2022, "Start Date β ββββ", group = 'Strategy: Date Range', inline = 'DR1', minval = 1900, maxval = 2100)
startMonth = input.int (1, "", group = 'Strategy: Date Range', inline = 'DR1', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
startDate = input.int (1, "", group = 'Strategy: Date Range', inline = 'DR1', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
endYear = input.int (2100, "End Dateββββββ", group = 'Strategy: Date Range', inline = 'DR2', minval = 1900, maxval = 2100)
endMonth = input.int (1, "", group = 'Strategy: Date Range', inline = 'DR2', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
endDate = input.int (1, "", group = 'Strategy: Date Range', inline = 'DR2', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
// ----------------
// Drawing Settings
// ----------------
showTpSlBoxes = input.bool(true, "Show TP / SL Boxes", group = "Strategy: Drawings", inline = "D1", tooltip = "Show or hide TP and SL position boxes.\n\nNote: TradingView limits the maximum number of boxes that can be displayed to 500 so they may not appear for all price data under test.")
showLabels = input.bool(false, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "D2", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
// =============================================================================
// INDICATORS
// =============================================================================
// --------------------------
// Trend Higher Timeframe EMA
// --------------------------
var float currTrendFastEma = na
var float currTrendSlowEma = na
var color emaFillColor = na
trendFastEma = ta.ema(close, trendFastEmaLen)
trendSlowEma = ta.ema(close, trendSlowEmaLen)
fastSec = request.security(syminfo.tickerid, trendFilterTf, trendFastEma, barmerge.gaps_off, barmerge.lookahead_off)
slowSec = request.security(syminfo.tickerid, trendFilterTf, trendSlowEma, barmerge.gaps_off, barmerge.lookahead_off)
currTrendFastEma := na(fastSec) ? currTrendFastEma[1] : fastSec
currTrendSlowEma := na(slowSec) ? currTrendSlowEma[1] : slowSec
fastEmaPlot = plot(fastSec, color=color.green)
slowEmaPlot = plot(slowSec, color=color.red)
emaFillColor := fastSec > slowSec ? color.new(color.green, 80) : fastSec < slowSec ? color.new(color.red, 80) : emaFillColor[1]
fill(fastEmaPlot, slowEmaPlot, color = emaFillColor, fillgaps = true)
// ---------------
// Trade Entry EMA
// ---------------
entryFastEma = ta.ema(close, entryFastEmaLen)
entryMedEma = ta.ema(close, entryMedEmaLen)
entrySlowEma = ta.ema(close, entrySlowEmaLen)
plot(entryFastEma, color = color.orange)
plot(entryMedEma, color = color.yellow)
plot(entrySlowEma, color = color.purple)
// =============================================================================
// STRATEGY LOGIC
// =============================================================================
// ---------
// FUNCTIONS
// ---------
printLabel(barIndex, msg) => label.new(barIndex, close, msg)
percentAsPoints(pcnt) =>
math.round(pcnt / 100 * close / syminfo.mintick)
calcStopLossPrice(pointsOffset, entryPrice, isLong) =>
priceOffset = pointsOffset * syminfo.mintick
if isLong
entryPrice - priceOffset
else
entryPrice + priceOffset
calcProfitTrgtPrice(pointsOffset, entryPrice, isLong) => calcStopLossPrice(-pointsOffset, entryPrice, isLong)
printTpSlHitBox(left, right, slHit, tpHit, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = slHit ? color.new(color.red, 60) : color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = tpHit ? color.new(color.green, 60) : color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTpSlNotHitBox(left, right, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = color.new(color.orange, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = color.new(color.orange, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTradeExitLabel(x, y, posSize, entryPrice, pnl) =>
if showLabels
labelStr = pnl != 0 ? "Position Size: " + str.tostring(math.abs(posSize), "#.##") + "\nPNL: " + str.tostring(pnl, "#.##") + "\nCapital: " + str.tostring(strategy.equity, "#.##") + "\nEntry Price: " + str.tostring(entryPrice, "#.##") : "Trade Cancelled"
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : pnl < 0 ? color.new(color.red, 60) : color.new(color.orange, 60), textcolor = color.white, style = label.style_label_down)
printVerticalLine(col) => line.new(bar_index, close, bar_index, close * 1.01, extend = extend.both, color = col)
// ----------
// CONDITIONS
// ----------
inDateRange = time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0) and time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)
// Condition 1: Higher timeframe trend EMAs must be in correct order
bullTrendDir = currTrendFastEma > currTrendSlowEma
bearTrendDir = currTrendFastEma < currTrendSlowEma
// Condition 2: Price must be outside the EMA trend band
bullTrendPrice = close > currTrendFastEma
bearTrendPrice = close < currTrendFastEma
// Condition 3: EMA lines must be in correct order
bullEmaOrder = entryFastEma > entryMedEma and entryMedEma > entrySlowEma
bearEmaOrder = entryFastEma < entryMedEma and entryMedEma < entrySlowEma
// Condition 4: EMA lines must fanned out for previous X candles
fanOutGap = ta.atr(14) * fanoutAtrMult
var bullFanOutGap = false
var bearFanOutGap = false
bullFanOutGap := false
bearFanOutGap := false
for lookback = 0 to fanoutLookback - 1
bullFanOutGap := (entryFastEma[lookback] - fanOutGap) > entrySlowEma[lookback]
if bullFanOutGap == false
break
for lookback = 0 to fanoutLookback - 1
bearFanOutGap := (entryFastEma[lookback] + fanOutGap) < entrySlowEma[lookback]
if bearFanOutGap == false
break
// This will ensure a given fannout gap exists between EACH EMA line, rather than just checking between Fast and Slow
// Leaving it here in case I decide to go back to it, or make it configurable between the two
// for lookback = 0 to 3 - 1
// bullFanOutGap := (entryFastEma[lookback] - fanOutGap) > entryMedEma[lookback] and (entryMedEma[lookback] - fanOutGap) > entrySlowEma[lookback]
// if bullFanOutGap == false
// break
// for lookback = 0 to 3 - 1
// bearFanOutGap := (entryFastEma[lookback] + fanOutGap) < entryMedEma[lookback] and (entryMedEma[lookback] + fanOutGap) < entrySlowEma[lookback]
// if bearFanOutGap == false
// break
// Condition 5: Previous candle must not have touched any entry EMA lines
bullBreakout = low[1] > entryFastEma[1]
bearBreakout = high[1] < entryFastEma[1]
// Condition 6: Current candle must have touched the Fast EMA
bullPullback = low < entryFastEma
bearPullback = high > entryFastEma
// Combine all entry conditions
goLong = inDateRange and bullTrendDir and bullTrendPrice and bullEmaOrder and bullFanOutGap and bullBreakout and bullPullback
goShort = inDateRange and bearTrendDir and bearTrendPrice and bearEmaOrder and bearFanOutGap and bearBreakout and bearPullback
// Trade entry and exit variables
var tradeEntryBar = bar_index
var profitPoints = 0.
var lossPoints = 0.
var slPrice = 0.
var slAmount = 0.
var slPercent = 0.
var tpPrice = 0.
var tpPercent = 0.
var inLong = false
var inShort = false
var float entryPrice= na
var tradeCancelled = false
var tradeActive = false
// Entry decisions
openLong = (goLong and not inLong)
openShort = (goShort and not inShort)
flippingSides = (goLong and inShort) or (goShort and inLong)
enteringTrade = openLong or openShort
inTrade = inLong or inShort
// Exit calculations
// Condition 7: Price which must be broken to enter trade
priceBuffer = ta.atr(14) * priceBufferAtrMult
localHigh = ta.highest(high, localHighLookback)
localLow = ta.lowest(low, localHighLookback)
if enteringTrade
entryPrice := goLong ? localHigh + priceBuffer : goShort ? localLow - priceBuffer : na
slPrice := openLong ? low - priceBuffer : openShort ? high + priceBuffer : na
slAmount := math.abs(entryPrice - slPrice)
slPercent := math.abs((1 - (entryPrice - slAmount) / entryPrice) * 100)
tpPercent := slPercent * riskReward
// Risk calculations
riskAmt = strategy.equity * accountRiskPercent / 100
entryQty = math.abs(riskAmt / slPercent * 100) / close
if openLong
if strategy.position_size < 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Long", strategy.long, stop = entryPrice, qty = entryQty, alert_message = "Long Entry")
enteringTrade := true
inLong := true
inShort := false
printVerticalLine(color.new(color.green, 60))
if openShort
if strategy.position_size > 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Short", strategy.short, stop = entryPrice, qty = entryQty, alert_message = "Short Entry")
enteringTrade := true
inShort := true
inLong := false
printVerticalLine(color.new(color.red, 60))
// Check if trade is active or not
longActive = strategy.position_size[1] > 0
shortActive = strategy.position_size[1] < 0
activeTrade = longActive or shortActive
// If price closes beyond the Slow EMA, then cancel any pending orders
if not activeTrade and ((inLong and close < entrySlowEma) or (inShort and close > entrySlowEma))
printVerticalLine(color.new(color.silver, 60))
inLong := false
inShort := false
strategy.cancel_all()
tradeCancelled := true
if enteringTrade
profitPoints := percentAsPoints(tpPercent)
lossPoints := percentAsPoints(slPercent)
tpPrice := calcProfitTrgtPrice(profitPoints, entryPrice, openLong)
tradeEntryBar := bar_index
strategy.exit("TP/SL", profit = profitPoints, loss = lossPoints, comment_profit = "TP Hit", comment_loss = "SL Hit", alert_profit = "TP Hit Alert", alert_loss = "SL Hit Alert")
// =============================================================================
// DRAWINGS
// =============================================================================
// -----------
// TP/SL Boxes
// -----------
exitedOnCurrentBar = strategy.closedtrades.entry_bar_index(strategy.closedtrades - 1) == bar_index
slHit = ((shortActive or exitedOnCurrentBar) and high >= slPrice) or ((longActive or exitedOnCurrentBar) and low <= slPrice)
tpHit = ((longActive or exitedOnCurrentBar) and high >= tpPrice) or ((shortActive or exitedOnCurrentBar) and low <= tpPrice)
exitTriggered = slHit or tpHit
pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
posSize = strategy.closedtrades.size (strategy.closedtrades - 1)
// Print boxes for trades closed at profit or loss
if (inTrade and exitTriggered and not tradeCancelled or exitedOnCurrentBar)
inShort := false
inLong := false
printTpSlHitBox(tradeEntryBar, bar_index, slHit, tpHit, entryPrice, slPrice, tpPrice)
printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, entryPrice, pnl)
// Print TP/SL box for current open trade
else if barstate.islastconfirmedhistory and strategy.position_size != 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
// Trade cancelled before entry
else if tradeCancelled
tradeCancelled := false
printTpSlNotHitBox(tradeEntryBar, bar_index, entryPrice, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
// =============================================================================
// DEBUGGING
// =============================================================================
// Data window plots
// Leaving all debugging plots in for now as they may be useful during future development/improvements for this strategy
plotchar(currTrendFastEma, "currTrendFastEma", "")
plotchar(currTrendSlowEma, "currTrendSlowEma", "")
plotchar(fanOutGap, "fanGap", "")
plotchar(bullTrendDir, "bullTrendDir", "")
plotchar(bullTrendPrice, "bullTrendPrice", "")
plotchar(bullEmaOrder, "bullEmaOrder", "")
plotchar(bullFanOutGap, "bullFanOutGap", "")
plotchar(bullBreakout, "bullBreakout", "")
plotchar(bullPullback, "bullPullback", "")
plotchar(goLong, "goLong", "")
plotchar(inLong, "inLong", "")
plotchar(bearTrendDir, "bearTrendDir", "")
plotchar(bearTrendPrice, "bearTrendPrice", "")
plotchar(bearEmaOrder, "bearEmaOrder", "")
plotchar(bearFanOutGap, "bearFanOutGap", "")
plotchar(bearBreakout, "bearBreakout", "")
plotchar(bearPullback, "bearPullback", "")
plotchar(goShort, "goShort", "")
plotchar(inShort, "inShort", "")
plotchar(openLong, "openLong", "")
plotchar(openShort, "openShort", "")
plotchar(enteringTrade, "enteringTrade", "")
plotchar(entryPrice, "entryPrice", "")
plotchar(slPrice, "slPrice", "")
plotchar(tpPrice, "tpPrice", "")
plotchar(tpPercent, "tpPercent", "")
plotchar(slPercent, "slPercent", "")
plotchar(longActive, "longActive", "")
plotchar(shortActive, "shortActive", "")
plotchar(exitedOnCurrentBar, "exitedOnCurrentBar", "")
plotchar(strategy.position_size, "position_size After", "")
plotchar(slHit, "slHit", "")
plotchar(tpHit, "tpHit", "")
// Label plots
// plotDebugLabels = false
// if plotDebugLabels
// if bar_index == tradeEntryBar
// printLabel(bar_index, "Position size: " + str.tostring(entryQty * close, "#.##"))
|
AlphaTrend Strategy with Trailing SL % | https://www.tradingview.com/script/bw7NiZTJ-AlphaTrend-Strategy-with-Trailing-SL/ | rohanarora1313 | https://www.tradingview.com/u/rohanarora1313/ | 158 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// author Β© KivancOzbilgic
// developer Β© KivancOzbilgic
//@version=5
strategy("AlphaTrend Strategy", shorttitle='ATst', overlay=true, format=format.price, precision=2, margin_long=100, margin_short=100)
coeff = input.float(1, 'Multiplier', step=0.1)
AP = input(14, 'Common Period')
ATR = ta.sma(ta.tr, AP)
src = input(close)
showsignalsk = input(title='Show Signals?', defval=false)
novolumedata = input(title='Change calculation (no volume data)?', defval=false)
upT = low - ATR * coeff
downT = high + ATR * coeff
AlphaTrend = 0.0
AlphaTrend := (novolumedata ? ta.rsi(src, AP) >= 50 : ta.mfi(hlc3, AP) >= 50) ? upT < nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : upT : downT > nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : downT
color1 = AlphaTrend > AlphaTrend[1] ? #00E60F : AlphaTrend < AlphaTrend[1] ? #80000B : AlphaTrend[1] > AlphaTrend[3] ? #00E60F : #80000B
k1 = plot(AlphaTrend, color=color.new(#0022FC, 0), linewidth=3)
k2 = plot(AlphaTrend[2], color=color.new(#FC0400, 0), linewidth=3)
fill(k1, k2, color=color1)
buySignalk = ta.crossover(AlphaTrend, AlphaTrend[2])
sellSignalk = ta.crossunder(AlphaTrend, AlphaTrend[2])
K1 = ta.barssince(buySignalk)
K2 = ta.barssince(sellSignalk)
O1 = ta.barssince(buySignalk[1])
O2 = ta.barssince(sellSignalk[1])
plotshape(buySignalk and showsignalsk and O1 > K2 ? AlphaTrend[2] * 0.9999 : na, title='BUY', text='BUY', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(#0022FC, 0), textcolor=color.new(color.white, 0))
plotshape(sellSignalk and showsignalsk and O2 > K1 ? AlphaTrend[2] * 1.0001 : na, title='SELL', text='SELL', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.maroon, 0), textcolor=color.new(color.white, 0))
// //ENTER SOME SETUP TRADES FOR TSL EXAMPLE
// longCondition = ta.crossover(ta.sma(close, 10), ta.sma(close, 20))
// if longCondition
// strategy.entry('My Long Entry Id', strategy.long)
// shortCondition = ta.crossunder(ta.sma(close, 10), ta.sma(close, 20))
// if shortCondition
// strategy.entry('My Short Entry Id', strategy.short)
longCondition = buySignalk
if (longCondition)
strategy.entry("Long", strategy.long)
shortCondition = sellSignalk
if (shortCondition)
strategy.entry("Short", strategy.short)
enableTrailing = input.bool(title='Enable Trailing Stop (%)',defval = true)
//TRAILING STOP CODE
trailStop = input.float(title='Trailing (%)', minval=0.0, step=0.1, defval=10) * 0.01
longStopPrice = 0.0
shortStopPrice = 0.0
longStopPrice := if strategy.position_size > 0
stopValue = close * (1 - trailStop)
math.max(stopValue, longStopPrice[1])
else
0
shortStopPrice := if strategy.position_size < 0
stopValue = close * (1 + trailStop)
math.min(stopValue, shortStopPrice[1])
else
999999
//PLOT TSL LINES
plot(series=strategy.position_size > 0 ? longStopPrice : na, color=color.new(color.red, 0), style=plot.style_linebr, linewidth=1, title='Long Trail Stop', offset=1, title='Long Trail Stop')
plot(series=strategy.position_size < 0 ? shortStopPrice : na, color=color.new(color.red, 0), style=plot.style_linebr, linewidth=1, title='Short Trail Stop', offset=1, title='Short Trail Stop')
if enableTrailing
//EXIT TRADE @ TSL
if strategy.position_size > 0
strategy.exit(id='Close Long', stop=longStopPrice)
if strategy.position_size < 0
strategy.exit(id='Close Short', stop=shortStopPrice)
|
Impulse Strategy Signals V2 | https://www.tradingview.com/script/C71eOyjd-Impulse-Strategy-Signals-V2/ | danieljordi | https://www.tradingview.com/u/danieljordi/ | 55 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Hiubris_Indicators
//@version=5
strategy(title = "Impulse Strategy Signals (SMMA Cross)", overlay = true, default_qty_value = 100, initial_capital=100000,default_qty_type=strategy.percent_of_equity, pyramiding=0, process_orders_on_close=true)
ma_len1 = input(21, title="SMMA Length 1 ", group='SMMA')
ma_len2 = input(50, title="SMMA Length 2 ", group='SMMA')
ma_len3 = input(200, title="SMMA Length 3 ", group='SMMA')
smma(src, len) =>
smma = 0.0
smma := na(smma[1]) ? ta.sma(src, len) : (smma[1] * (len - 1) + src) / len
smma
ma1 = smma(close, ma_len1)
ma2 = smma(close, ma_len2)
ma3 = smma(close, ma_len3)
plot(ma1, title='MA1', color=color.green)
plot(ma2, title='MA2', color=color.orange)
plot(ma3, title='MA3', color=color.white)
rsi_src = input(close, title="RSI Source", group='RSI')
rsi_len = input(14, title='RSI Length', group='RSI')
rsi = ta.rsi(rsi_src, rsi_len)
rsi_long = input.float(50.0, title="LONG: RSI Entry Threshold", group='RSI')
rsi_short= input.float(50.0, title="SHORT: RSI Entry Threshold", group='RSI')
// Trading Session 1
session1 = input.session("0700-1600", title="Trading Session 1")+":1234567"
t1 = time(timeframe.period, session1)
trading_session_filter1 = na(t1) ? 0 : 1
// Trading Session 2
session2 = input.session("1200-2100", title="Trading Session 2")+":1234567"
t2 = time(timeframe.period, session2)
trading_session_filter2 = na(t2) ? 0 : 1
bgcolor(trading_session_filter1? color.new(color.blue, 90):na, title="Trading Session 1")
bgcolor(trading_session_filter2? color.new(color.blue, 90):na, title="Trading Session 2")
trading_session_cond = (trading_session_filter1 or trading_session_filter2) and not (trading_session_filter1 and trading_session_filter2)
long0 = rsi>rsi_long and close>ma1 and close>ma2 and close>ma3 and ((ta.crossover (ma1, ma2) or ta.crossover (close, ma3)))
short0= rsi<rsi_short and close<ma1 and close<ma2 and close<ma3 and ((ta.crossunder(ma1, ma2) or ta.crossunder(close, ma3)))
long = long0 and not long0 [1] and trading_session_cond
short= short0 and not short0[1] and trading_session_cond
// Position Management Tools
pos = 0.0
pos:= long? 1 : short? -1 : pos[1]
longCond = long and (pos[1]!= 1 or na(pos[1]))
shortCond = short and (pos[1]!=-1 or na(pos[1]))
// EXIT FUNCTIONS //
strat_grp = "strategy settings"
atrlen = input(14, title="ATR Length", group=strat_grp)
atr = ta.atr(atrlen)
i_sl_sw = input.string("ATR", title="", inline="i_sl ", options=["%", "ATR"], group=strat_grp)
i_tsl_sw = input.string("ATR", title="", inline="i_tsl", options=["ATR", "%"], group=strat_grp)
i_sl = input.float(2.0, title="β Stop Loss β", minval=0, inline="i_sl ", group=strat_grp,step=0.1)
i_tsl = input.float(0.0, title="β Trailing SL", minval=0, inline="i_tsl", group=strat_grp,step=0.1)
i_tp1_sw = input.string("%", title="", inline="i_tp1 ", options=["%", "ATR", "R:R"], group=strat_grp)
i_tp2_sw = input.string("%", title="", inline="i_tp2 ", options=["%", "ATR", "R:R"], group=strat_grp)
i_tp3_sw = input.string("%", title="", inline="i_tp3 ", options=["%", "ATR", "R:R"], group=strat_grp)
i_tp4_sw = input.string("%", title="", inline="i_tp4 ", options=["%", "ATR", "R:R"], group=strat_grp)
i_tp1 = input.float(1.0, title="TP 1", minval=0, step=0.1, inline="i_tp1 ", group=strat_grp)
i_tp2 = input.float(2.0, title="TP 2", minval=0, step=0.1, inline="i_tp2 ", group=strat_grp)
i_tp3 = input.float(3.0, title="TP 3", minval=0, step=0.1, inline="i_tp3 ", group=strat_grp)
i_tp4 = input.float(4.0, title="TP 4", minval=0, step=0.1, inline="i_tp4 ", group=strat_grp)
perc_tp1_0 = input(10.0 , title="QTY%", inline="i_tp1 ", group=strat_grp)
perc_tp2_0 = input(10.0 , title="QTY%", inline="i_tp2 ", group=strat_grp)
perc_tp3_0 = input(30.0 , title="QTY%", inline="i_tp3 ", group=strat_grp)
perc_tp4_0 = input(100.0, title="QTY%", inline="i_tp4 ", group=strat_grp)
perc_tp1 = perc_tp1_0
perc_tp2 = perc_tp1_0+perc_tp2_0==100? 100 : perc_tp2_0
perc_tp3 = perc_tp1_0+perc_tp2_0+perc_tp3_0==100? 100 : perc_tp3_0
perc_tp4 = perc_tp1_0+perc_tp2_0+perc_tp3_0+perc_tp4_0==100? 100 : perc_tp4_0
sl = i_sl >0? (i_sl_sw =="%"? i_sl /100 : i_sl ) : 99999
tsl = i_tsl>0? (i_tsl_sw=="%"? i_tsl/100 : i_tsl) : 99999
tp1 = i_tp1 >0? (i_tp1_sw =="%"? i_tp1 /100 : i_tp1 ) : 99999
tp2 = i_tp2 >0? (i_tp2_sw =="%"? i_tp2 /100 : i_tp2 ) : 99999
tp3 = i_tp3 >0? (i_tp3_sw =="%"? i_tp3 /100 : i_tp3 ) : 99999
tp4 = i_tp4 >0? (i_tp4_sw =="%"? i_tp4 /100 : i_tp4 ) : 99999
long_entry = ta.valuewhen(longCond , close, 0)
short_entry = ta.valuewhen(shortCond, close, 0)
// Trailing Stop Loss
trail_long = 0.0, trail_short = 0.0
trail_long := longCond? high : high>trail_long[1]? high : pos<1 ? 0 : trail_long[1]
trail_short := shortCond? low : low<trail_short[1]? low : pos>-1 ? 99999 : trail_short[1]
trail_long_final_atr = trail_long - atr*tsl
trail_short_final_atr = trail_short + atr*tsl
trail_long_final_perc = trail_long * (1-tsl)
trail_short_final_perc = trail_short * (1+tsl)
trail_long_final = i_tsl_sw=="ATR"? trail_long_final_atr : trail_long_final_perc
trail_short_final = i_tsl_sw=="ATR"? trail_short_final_atr : trail_short_final_perc
// Stop Loss Functions
sl_long_perc = long_entry * (1 - sl)
sl_short_perc = short_entry * (1 + sl)
sl_long_atr = ta.valuewhen(longCond , close -atr * sl, 0)
sl_short_atr = ta.valuewhen(shortCond, close +atr * sl, 0)
sl_long0 = i_sl_sw =="%"? sl_long_perc : i_sl_sw =="ATR"? sl_long_atr : 0
sl_short0 = i_sl_sw =="%"? sl_short_perc : i_sl_sw =="ATR"? sl_short_atr : 99999
sl_long = math.max(sl_long0 , trail_long_final )
sl_short = math.min(sl_short0, trail_short_final)
perc_tp_long1 = long_entry * (1 + tp1 ), atr_tp_long1 = ta.valuewhen(longCond , close + atr * tp1 , 0), rr_tp_long1 = ta.valuewhen(longCond , close+math.abs(close-sl_long )* tp1 , 0)
perc_tp_long2 = long_entry * (1 + tp2 ), atr_tp_long2 = ta.valuewhen(longCond , close + atr * tp2 , 0), rr_tp_long2 = ta.valuewhen(longCond , close+math.abs(close-sl_long )* tp2 , 0)
perc_tp_long3 = long_entry * (1 + tp3 ), atr_tp_long3 = ta.valuewhen(longCond , close + atr * tp3 , 0), rr_tp_long3 = ta.valuewhen(longCond , close+math.abs(close-sl_long )* tp3 , 0)
perc_tp_long4 = long_entry * (1 + tp4 ), atr_tp_long4 = ta.valuewhen(longCond , close + atr * tp4 , 0), rr_tp_long4 = ta.valuewhen(longCond , close+math.abs(close-sl_long )* tp4 , 0)
perc_tp_short1 = short_entry * (1 - tp1 ), atr_tp_short1 = ta.valuewhen(shortCond , close - atr * tp1 , 0), rr_tp_short1 = ta.valuewhen(shortCond, close-math.abs(close-sl_short)*tp1 , 0)
perc_tp_short2 = short_entry * (1 - tp2 ), atr_tp_short2 = ta.valuewhen(shortCond , close - atr * tp2 , 0), rr_tp_short2 = ta.valuewhen(shortCond, close-math.abs(close-sl_short)*tp2 , 0)
perc_tp_short3 = short_entry * (1 - tp3 ), atr_tp_short3 = ta.valuewhen(shortCond , close - atr * tp3 , 0), rr_tp_short3 = ta.valuewhen(shortCond, close-math.abs(close-sl_short)*tp3 , 0)
perc_tp_short4 = short_entry * (1 - tp4 ), atr_tp_short4 = ta.valuewhen(shortCond , close - atr * tp4 , 0), rr_tp_short4 = ta.valuewhen(shortCond, close-math.abs(close-sl_short)*tp4 , 0)
tp_long1 = i_tp1_sw =="%"? perc_tp_long1 : i_tp1_sw =="ATR"? atr_tp_long1 : rr_tp_long1
tp_long2 = i_tp2_sw =="%"? perc_tp_long2 : i_tp2_sw =="ATR"? atr_tp_long2 : rr_tp_long2
tp_long3 = i_tp3_sw =="%"? perc_tp_long3 : i_tp3_sw =="ATR"? atr_tp_long3 : rr_tp_long3
tp_long4 = i_tp4_sw =="%"? perc_tp_long4 : i_tp4_sw =="ATR"? atr_tp_long4 : rr_tp_long4
tp_short1 = i_tp1_sw =="%"? perc_tp_short1 : i_tp1_sw =="ATR"? atr_tp_short1 : rr_tp_short1
tp_short2 = i_tp2_sw =="%"? perc_tp_short2 : i_tp2_sw =="ATR"? atr_tp_short2 : rr_tp_short2
tp_short3 = i_tp3_sw =="%"? perc_tp_short3 : i_tp3_sw =="ATR"? atr_tp_short3 : rr_tp_short3
tp_short4 = i_tp4_sw =="%"? perc_tp_short4 : i_tp4_sw =="ATR"? atr_tp_short4 : rr_tp_short4
// Take Profits %
sum_tp4 = perc_tp1 + perc_tp2 + perc_tp3 + perc_tp4
sum_tp3 = perc_tp1 + perc_tp2 + perc_tp3
sum_tp2 = perc_tp1 + perc_tp2
sum_tp1 = perc_tp1
last_tp_long = i_tp4>0 and sum_tp4>=100? tp_long4 :
i_tp3>0 and sum_tp3>=100? tp_long3 :
i_tp2>0 and sum_tp2>=100? tp_long2 :
i_tp1>0 and sum_tp1>=100? tp_long1 : na
last_tp_short = i_tp4>0 and sum_tp4>=100? tp_short4 :
i_tp3>0 and sum_tp3>=100? tp_short3 :
i_tp2>0 and sum_tp2>=100? tp_short2 :
i_tp1>0 and sum_tp1>=100? tp_short1 : na
// Position Adjustment
long_sl = low <sl_long[1] and pos[1]==1
short_sl = high>sl_short[1] and pos[1]==-1
final_long_tp = high>last_tp_long [1] and pos[1]==1
final_short_tp = low <last_tp_short[1] and pos[1]==-1
if ((long_sl or final_long_tp) and not shortCond) or ((short_sl or final_short_tp) and not longCond)
pos:=0
// Strategy Backtest Limiting Algorithm
i_startTime = input.time(defval = timestamp("01 Sep 2002 13:30 +0000"), title = "Backtesting Start Time")
i_endTime = input.time(defval = timestamp("30 Sep 2099 19:30 +0000"), title = "Backtesting End Time" )
timeCond = (time > i_startTime) and (time < i_endTime)
equity = strategy.initial_capital + strategy.netprofit
if equity>0 and timeCond
if longCond
strategy.entry("long" , strategy.long )
if shortCond
strategy.entry("short", strategy.short)
strategy.exit("SL/TP1 ", from_entry = "long" , stop=sl_long , limit=tp_long1 , qty_percent=perc_tp1 , when=perc_tp1 >0)
strategy.exit("SL/TP2 ", from_entry = "long" , stop=sl_long , limit=tp_long2 , qty_percent=perc_tp2 , when=perc_tp2 >0)
strategy.exit("SL/TP3 ", from_entry = "long" , stop=sl_long , limit=tp_long3 , qty_percent=perc_tp3 , when=perc_tp3 >0)
strategy.exit("SL/TP4 ", from_entry = "long" , stop=sl_long , limit=tp_long4 , qty_percent=perc_tp4 , when=perc_tp4 >0)
strategy.exit("SL/TP1 ", from_entry = "short" , stop=sl_short, limit=tp_short1 , qty_percent=perc_tp1 , when=perc_tp1 >0)
strategy.exit("SL/TP2 ", from_entry = "short" , stop=sl_short, limit=tp_short2 , qty_percent=perc_tp2 , when=perc_tp2 >0)
strategy.exit("SL/TP3 ", from_entry = "short" , stop=sl_short, limit=tp_short3 , qty_percent=perc_tp3 , when=perc_tp3 >0)
strategy.exit("SL/TP4 ", from_entry = "short" , stop=sl_short, limit=tp_short4 , qty_percent=perc_tp4 , when=perc_tp4 >0)
show_sltp = input(true, title="Show SL/TP Lines on Chart")
plot(show_sltp and pos== 1? tp_long1 : na, color=color.green, style=plot.style_linebr, title="TP Long 1")
plot(show_sltp and pos== 1? tp_long2 : na, color=color.green, style=plot.style_linebr, title="TP Long 2")
plot(show_sltp and pos== 1? tp_long3 : na, color=color.green, style=plot.style_linebr, title="TP Long 3")
plot(show_sltp and pos== 1? tp_long4 : na, color=color.green, style=plot.style_linebr, title="TP Long 4")
plot(show_sltp and pos==-1? tp_short1 : na, color=color.green, style=plot.style_linebr, title="TP Short 1")
plot(show_sltp and pos==-1? tp_short2 : na, color=color.green, style=plot.style_linebr, title="TP Short 2")
plot(show_sltp and pos==-1? tp_short3 : na, color=color.green, style=plot.style_linebr, title="TP Short 3")
plot(show_sltp and pos==-1? tp_short4 : na, color=color.green, style=plot.style_linebr, title="TP Short 4")
plot(show_sltp and pos== 1? sl_long : na, color=color.red , style=plot.style_linebr, title="SL Long ")
plot(show_sltp and pos==-1? sl_short : na, color=color.red , style=plot.style_linebr, title="SL Short")
plotshape(longCond, textcolor=#ffffff, color=color.lime, style=shape.labelup , title="Buy" , text="Buy" , location=location.belowbar, offset=0, size=size.small)
plotshape(shortCond, textcolor=#ffffff, color=color.red , style=shape.labeldown, title="Sell", text="Sell", location=location.abovebar, offset=0, size=size.small)
longCond_txt = input("", title='Alert Msg: LONG Entry', group='Alert Message', inline='longCond_txt ')
shortCond_txt = input("", title='Alert Msg: SHORT Entry', group='Alert Message', inline='shortCond_txt ')
long_sltp_txt = input("", title='Alert Msg: LONG SL/TP', group='Alert Message', inline='long_sltp_txt ')
short_sltp_txt = input("", title='Alert Msg: SHORT SL/TP', group='Alert Message', inline='short_sltp_txt ')
if longCond
alert(longCond_txt, alert.freq_once_per_bar_close)
if shortCond
alert(shortCond_txt, alert.freq_once_per_bar_close)
if long_sl or final_long_tp
alert(long_sltp_txt, alert.freq_once_per_bar_close)
if short_sl or final_short_tp
alert(short_sltp_txt, alert.freq_once_per_bar_close) |
ninja strategy | https://www.tradingview.com/script/MnxRo3rZ-ninja-strategy/ | kuroisirokisi | https://www.tradingview.com/u/kuroisirokisi/ | 44 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© kuroisirokisi
//@version=5
strategy("ninja strategy")
if (low[1] > low[2] and low[2] > low[3] and close <= low[1])
strategy.entry("BarUp", strategy.long, 1000000, stop=low[1]+(high[1]-low[1])*2/3)
if (high[1] < high[2] and high[2] < high[3] and close >= high[1])
strategy.entry("BarDown", strategy.short, 1000000, stop=high[1]-(high[1]-low[1])*2/3)
if (timenow >= time_close)
strategy.close("BarUp")
strategy.close("BarDown")
|
PowerX by jwitt98 | https://www.tradingview.com/script/eKdY8CoC-PowerX-by-jwitt98/ | jwitt98 | https://www.tradingview.com/u/jwitt98/ | 47 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© jwitt98
//The PowerX strategy - based on the rules outlined in the book "The PowerX Strategy: How to Trade Stocks and Options in Only 15 Minutes a Day" by Markus Heitkoetter
//@version=5
strategy("PowerX", overlay=true, initial_capital=10000)
longEntry = "Enter long"
shortEntry = "Enter short"
longExit = "Exit long"
shortExit = "Exit short"
//*********************************Begin inputs*********************************
//get time range inputs and set time range bool
timeRangeGroup = "Select the trading range"
startDate = input.time(timestamp("1 Jan 2021 00:00 +0000"), "Start date", "Select the start date for the trading range", "", timeRangeGroup)
endDate = input.time(timestamp("1 Jan 2050 00:00 +0000"), "End date", "Select the end date for the trading range", "", timeRangeGroup)
isInTimeRange = time >= startDate and time <= endDate
//get long/short inputs
positionsAllowedGroup = "Select the direction(s) of trades to allow"
isLongsAllowed = input.bool(true, "Allow long positions", "Check the box if you want to allow long positions", "", positionsAllowedGroup)
isShortsAllowed = input.bool(true, "Allow short positions", "Check the box if you want to allow short positions", "", positionsAllowedGroup)
//get the stop loss and profit target multiples. Per the PowerX rules the ratio shoud be 1:2. 1.5 and 3 are defaults
adrMultuplesGroup="Select the multipliers for the stop loss and profit targets"
stopLossMultiple = input.float(1.5, "Stop loss multiple", 0.1, 10, 0.1, "The ADR is multiplied by the stop loss multiple to calculate the stop loss", group=adrMultuplesGroup)
profitTargetMultiple=input.float(3.0, "Profit target multiple", 0.1, 10, 0.1, "The ADR is multiplied by the profit target multiple to calculate the profit target", group=adrMultuplesGroup)
//get the option to use the money management stategy or not. This is a fixed ratio type management system
moneyManagementGroup="Money management"
isUsingMoneyManagement=input.bool(false, "Use money management", "Check the box if you want to use a fixed ratio type money management system, such as the type described in PowerX", group=moneyManagementGroup)
initial_riskPercent=input.float(2.0, "Percent risk per trade", .1, 100, .1, "The percentage of capital you want to risk when starting out. This will increase or decrease base on the money management rules. Only applicable if money managent is used", group=moneyManagementGroup)/100
isRiskDowsideLimited=input.bool(false, "Keep risk at or above the set point", "Check the box if you don't want the risk to fall below the set \"risk per trade\" percentage, for example, when your equity is underwater. Only applicable if money management is used", "", moneyManagementGroup)
initial_riskPerTrade=initial_riskPercent * strategy.initial_capital
riskFactor = 0.0
currentProfit = 0.0
currentRisk = 0.0
//*********************************End inputs*********************************
//*********************************Begin money management*********************************
if(isUsingMoneyManagement)
currentProfit := strategy.equity - strategy.initial_capital
if(currentProfit < 0)
currentProfit:=math.abs(currentProfit)
riskFactor := 0.5*(math.pow(1+8*currentProfit/(2*initial_riskPerTrade), 0.5)+1)
currentRisk := 1/riskFactor * initial_riskPercent * strategy.initial_capital
if(isRiskDowsideLimited)
currentRisk := initial_riskPerTrade
else
riskFactor := 0.5*(math.pow(1+8*currentProfit/(2*initial_riskPerTrade), 0.5)+1)
currentRisk := riskFactor * initial_riskPercent * strategy.initial_capital
plot(strategy.equity, "Strategy equity", display=display.data_window)
plot(currentRisk, "Current risk", display=display.data_window)
plot(riskFactor, "Risk Factor", display=display.data_window)
//*********************************End money management*********************************
//*********************************Begin indicators*********************************
//4 indicators are used in this strategy, RSI(7), Stochastics(14, 3, 3), MACD(12, 26, 9), and ADR(7)
rsiVal = ta.rsi(close, 7)//this checks out
plot(rsiVal, "RSI(7)", color.lime, display=display.data_window)
stochKVal = ta.sma(ta.sma(ta.stoch(close, high, low, 14),3),3)//this formula checks out
plot(stochKVal, "Stoch %K", color.lime, display=display.data_window)
[macdLine, signalLine, histLine] = ta.macd(close, 12, 26, 9)
plot(histLine, "MACD Hist", color.lime, display=display.data_window)
adr = ta.sma(high, 7) - ta.sma(low, 7)
plot(adr, "Average daily range", color.orange, display=display.data_window)
//*********************************End indicators*********************************
//*********************************Define the bar colors*********************************
greenBar = rsiVal > 50 and stochKVal > 50 and histLine > 0
redBar = rsiVal < 50 and stochKVal < 50 and histLine < 0
blackBar = not greenBar and not redBar
color currentBarColor = switch
greenBar => color.green
redBar => color.red
blackBar => color.gray //because black is too hard to see in dark mmode
=> color.yellow
barcolor(currentBarColor)
//*********************************End defining the bar colors*********************************
//*********************************Define the entry, stop loss and profit target*********************************
longStopLimit = high + .01
longProfitTarget = high + (profitTargetMultiple * adr)
longStopLoss = high - (stopLossMultiple * adr)
shortStopLimit = low - .01
shortProfitTarget = low - (profitTargetMultiple * adr)
shortStopLoss = low + (stopLossMultiple * adr)
qtyToTrade= math.floor(currentRisk / (stopLossMultiple * adr))//only if using money management
if(qtyToTrade * high > strategy.equity)
qtyToTrade := math.floor(strategy.equity / high)
//*********************************End defining stop loss and profit targets*********************************
//*********************************Execute trades, set rules, stop loss and profit targets*********************************
if (greenBar and not greenBar[1] and isInTimeRange and isLongsAllowed)
if(isUsingMoneyManagement)
strategy.order(longEntry, strategy.long, qtyToTrade, limit=longStopLimit, stop=longStopLimit)
//strategy.order(longEntry, strategy.long, qtyToTrade, stop=longStopLimit)
else
strategy.order(longEntry, strategy.long, limit=longStopLimit,stop=longStopLimit)
//strategy.order(longEntry, strategy.long, stop=longStopLimit)
strategy.exit("Long limit/stop", from_entry=longEntry, limit=longProfitTarget, stop=longStopLoss)
if(blackBar or redBar)
strategy.cancel(longEntry)
strategy.close(longEntry, longExit)
if (redBar and not redBar[1] and isInTimeRange and isShortsAllowed)
if(isUsingMoneyManagement)
strategy.order(shortEntry, strategy.short, qtyToTrade, limit=shortStopLimit, stop=shortStopLimit)
//strategy.order(shortEntry, strategy.short, qtyToTrade, stop=shortStopLimit)
else
strategy.order(shortEntry, strategy.short, limit=shortStopLimit, stop=shortStopLimit)
//strategy.order(shortEntry, strategy.short, stop=shortStopLimit)
strategy.exit("Short limit/stop", from_entry=shortEntry, limit=shortProfitTarget, stop=shortStopLoss)
if(blackBar or greenBar)
strategy.cancel(shortEntry)
strategy.close(shortEntry, shortExit)
//*********************************End execute trades, set rules, stop loss and profit targets*********************************
|
BTC Good Signal | https://www.tradingview.com/script/lDHreXR2-BTC-Good-Signal/ | Majaztrades | https://www.tradingview.com/u/Majaztrades/ | 35 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Wunderbit Trading
//@version=4
strategy("Automated Bitcoin (BTC) Investment Strategy", overlay=true, initial_capital=5000,pyramiding = 0, currency="USD", default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent,commission_value=0.1)
//////////// Functions
Atr(p) =>
atr = 0.
Tr = max(high - low, max(abs(high - close[1]), abs(low - close[1])))
atr := nz(atr[1] + (Tr - atr[1])/p,Tr)
//TEMA
TEMA(series, length) =>
if (length > 0)
ema1 = ema(series, length)
ema2 = ema(ema1, length)
ema3 = ema(ema2, length)
(3 * ema1) - (3 * ema2) + ema3
else
na
tradeType = input("LONG", title="What trades should be taken : ", options=["LONG", "SHORT", "BOTH", "NONE"])
///////////////////////////////////////////////////
/// INDICATORS
source=close
/// TREND
trend_type1 = input("TEMA", title ="First Trend Line : ", options=["LSMA", "TEMA","EMA","SMA"])
trend_type2 = input("LSMA", title ="First Trend Line : ", options=["LSMA", "TEMA","EMA","SMA"])
trend_type1_length=input(25, "Length of the First Trend Line")
trend_type2_length=input(100, "Length of the Second Trend Line")
leadLine1 = if trend_type1=="LSMA"
linreg(close, trend_type1_length, 0)
else if trend_type1=="TEMA"
TEMA(close,trend_type1_length)
else if trend_type1 =="EMA"
ema(close,trend_type1_length)
else
sma(close,trend_type1_length)
leadLine2 = if trend_type2=="LSMA"
linreg(close, trend_type2_length, 0)
else if trend_type2=="TEMA"
TEMA(close,trend_type2_length)
else if trend_type2 =="EMA"
ema(close,trend_type2_length)
else
sma(close,trend_type2_length)
p3 = plot(leadLine1, color= #53b987, title="EMA", transp = 50, linewidth = 1)
p4 = plot(leadLine2, color= #eb4d5c, title="SMA", transp = 50, linewidth = 1)
fill(p3, p4, transp = 60, color = leadLine1 > leadLine2 ? #53b987 : #eb4d5c)
//Upward Trend
UT=crossover(leadLine1,leadLine2)
DT=crossunder(leadLine1,leadLine2)
// TP/ SL/ FOR LONG
// TAKE PROFIT AND STOP LOSS
long_tp1_inp = input(15, title='Long Take Profit 1 %', step=0.1)/100
long_tp1_qty = input(20, title="Long Take Profit 1 Qty", step=1)
long_tp2_inp = input(30, title='Long Take Profit 2%', step=0.1)/100
long_tp2_qty = input(20, title="Long Take Profit 2 Qty", step=1)
long_take_level_1 = strategy.position_avg_price * (1 + long_tp1_inp)
long_take_level_2 = strategy.position_avg_price * (1 + long_tp2_inp)
long_sl_input = input(5, title='stop loss in %', step=0.1)/100
long_sl_input_level = strategy.position_avg_price * (1 - long_sl_input)
// Stop Loss
multiplier = input(3.5, "SL Mutiplier", minval=1, step=0.1)
ATR_period=input(8,"ATR period", minval=1, step=1)
// Strategy
//LONG STRATEGY CONDITION
SC = input(close, "Source", input.source)
SL1 = multiplier * Atr(ATR_period) // Stop Loss
Trail1 = 0.0
Trail1 := iff(SC < nz(Trail1[1], 0) and SC[1] < nz(Trail1[1], 0), min(nz(Trail1[1], 0), SC + SL1), iff(SC > nz(Trail1[1], 0), SC - SL1, SC + SL1))
Trail1_high=highest(Trail1,50)
// iff(SC > nz(Trail1[1], 0) and SC[1] > nz(Trail1[1], 0), max(nz(Trail1[1], 0), SC - SL1),
entry_long=crossover(leadLine1,leadLine2) and Trail1_high < close
exit_long = close < Trail1_high or crossover(leadLine2,leadLine1) or close < long_sl_input_level
///// BACKTEST PERIOD ///////
testStartYear = input(2016, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0)
testStopYear = input(9999, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(31, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
if testPeriod()
if tradeType=="LONG" or tradeType=="BOTH"
if strategy.position_size == 0 or strategy.position_size > 0
strategy.entry("long", strategy.long, comment="BUY", when=entry_long)
strategy.exit("TP1", "long", qty_percent=long_tp1_qty, limit=long_take_level_1)
strategy.exit("TP2", "long", qty_percent=long_tp2_qty, limit=long_take_level_2)
strategy.close("long", when=exit_long, comment="SL" )
// LONG POSITION
plot(strategy.position_size > 0 ? long_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st Long Take Profit")
plot(strategy.position_size > 0 ? long_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd Long Take Profit")
plot(strategy.position_size > 0 ? Trail1_high : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Stop Loss") |
SL1 Pips after TP2 (MA) | https://www.tradingview.com/script/r4aGtj4A-SL1-Pips-after-TP2-MA/ | gpadihar | https://www.tradingview.com/u/gpadihar/ | 12 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© gpadihar
//@version=4
strategy("SL1 Pips after TP2 (MA)", commission_type=strategy.commission.cash_per_order, overlay=true, default_qty_value=10, initial_capital=100000)
// Strategy
Buy = input(true)
Sell = input(true)
// Date Range
start_year = input(title='Start year' ,defval=2022)
start_month = input(title='Start month' ,defval=1)
start_day = input(title='Start day' ,defval=1)
start_hour = input(title='Start hour' ,defval=0)
start_minute = input(title='Start minute' ,defval=0)
end_time = input(title='set end time?',defval=false)
end_year = input(title='end year' ,defval=2019)
end_month = input(title='end month' ,defval=12)
end_day = input(title='end day' ,defval=31)
end_hour = input(title='end hour' ,defval=23)
end_minute = input(title='end minute' ,defval=59)
// MA
ema_period = input(title='EMA period',defval=15)
wma_period = input(title='WMA period',defval=45)
ema = ema(close,ema_period)
wma = wma(close,wma_period)
// Entry Condition
buy =
crossover(ema,wma) and
nz(strategy.position_size) >= 0 and Buy and
time > timestamp(start_year, start_month, start_day, start_hour, start_minute) and
(end_time?(time < timestamp(end_year, end_month, end_day, end_hour, end_minute)):true)
sell =
crossunder(ema,wma) and
nz(strategy.position_size) >= 0 and Sell and
time > timestamp(start_year, start_month, start_day, start_hour, start_minute) and
(end_time?(time < timestamp(end_year, end_month, end_day, end_hour, end_minute)):true)
// Pips
pip = input(20)*10*syminfo.mintick
// Trading parameters //
var bool LS = na
var bool SS = na
var float EP = na
var float TVL = na
var float TVS = na
var float TSL = na
var float TSS = na
var float TP1 = na
var float TP2 = na
var float SL1 = na
var float SL2 = na
if buy or sell and strategy.position_size == 0
EP := close
SL1 := EP - pip * 1 * (sell?-1:1)
SL2 := EP - pip * (sell?-1:1)
TP1 := EP + pip * 2 * (sell?-2:1)
TP2 := EP + pip * 3 * (sell?-2:1)
// current trade direction
LS := buy or strategy.position_size > 0
SS := sell or strategy.position_size < 0
// adjust trade parameters and trailing stop calculations
TVL := max(TP1,open) - pip[1]
TVS := min(TP1,open) + pip[1]
TSL := open[1] > TSL[1] ? max(TVL,TSL[1]):TVL
TSS := open[1] < TSS[1] ? min(TVS,TSS[1]):TVS
if LS and high > TP1
if open <= TP1
SL2:=min(EP,TSL)
if SS and low < TP1
if open >= TP1
SL2:=max(EP,TSS)
// Closing conditions
close_long = LS and open < SL2
close_short = SS and open > SL2
// Buy
strategy.entry("buy" , strategy.long, when=buy and not SS)
strategy.exit ("exit1", from_entry="buy", stop=SL1, limit=TP1, qty_percent=100)
strategy.exit ("exit2", from_entry="buy", stop=SL2, limit=TP2)
// Sell
strategy.entry("sell" , strategy.short, when=sell and not LS)
strategy.exit ("exit3", from_entry="sell", stop=SL1, limit=TP1, qty_percent=100)
strategy.exit ("exit4", from_entry="sell", stop=SL2, limit=TP2)
// Plots
a=plot(strategy.position_size > 0 ? SL1 : na, color=#dc143c, style=plot.style_linebr)
b=plot(strategy.position_size < 0 ? SL1 : na, color=#dc143c, style=plot.style_linebr)
c=plot(strategy.position_size > 0 ? TP1 : na, color=#00ced1, style=plot.style_linebr)
d=plot(strategy.position_size < 0 ? TP1 : na, color=#00ced1, style=plot.style_linebr)
e=plot(strategy.position_size > 0 ? TP2 : na, color=#00ced1, style=plot.style_linebr)
f=plot(strategy.position_size < 0 ? TP2 : na, color=#00ced1, style=plot.style_linebr)
g=plot(strategy.position_size >= 0 ? na : EP, color=#ffffff, style=plot.style_linebr)
h=plot(strategy.position_size <= 0 ? na : EP, color=#ffffff, style=plot.style_linebr)
plot(ema,title="ema",color=#fff176)
plot(wma,title="wma",color=#00ced1)
|
DCA After Downtrend v2 (by BHD_Trade_Bot) | https://www.tradingview.com/script/XB3FuiXT-DCA-After-Downtrend-v2-by-BHD-Trade-Bot/ | BHD_Trade_Bot | https://www.tradingview.com/u/BHD_Trade_Bot/ | 169 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© BHD_Trade_Bot
// @version=5
strategy(
shorttitle = 'DCA After Downtrend v2',
title = 'DCA After Downtrend v2 (by BHD_Trade_Bot)',
overlay = true,
calc_on_every_tick = false,
calc_on_order_fills = false,
use_bar_magnifier = false,
pyramiding = 1000,
initial_capital = 0,
default_qty_type = strategy.cash,
default_qty_value = 1000,
commission_type = strategy.commission.percent,
commission_value = 1.1)
// Backtest Time Period
start_year = input(title='Start year' ,defval=2017)
start_month = input(title='Start month' ,defval=1)
start_day = input(title='Start day' ,defval=1)
start_time = timestamp(start_year, start_month, start_day, 00, 00)
end_year = input(title='end year' ,defval=2050)
end_month = input(title='end month' ,defval=1)
end_day = input(title='end day' ,defval=1)
end_time = timestamp(end_year, end_month, end_day, 23, 59)
window() => time >= start_time and time <= end_time ? true : false
h1_last_bar = (math.min(end_time, timenow) - time)/1000/60/60 < 2
// EMA
ema50 = ta.ema(close, 50)
ema200 = ta.ema(close, 200)
// EMA_CD
emacd = ema50 - ema200
emacd_signal = ta.ema(emacd, 20)
hist = emacd - emacd_signal
// BHD Unit
bhd_unit = ta.rma(high - low, 200) * 2
bhd_upper = ema200 + bhd_unit
bhd_upper2 = ema200 + bhd_unit * 2
bhd_upper3 = ema200 + bhd_unit * 3
bhd_upper4 = ema200 + bhd_unit * 4
bhd_upper5 = ema200 + bhd_unit * 5
bhd_lower = ema200 - bhd_unit
bhd_lower2 = ema200 - bhd_unit * 2
bhd_lower3 = ema200 - bhd_unit * 3
bhd_lower4 = ema200 - bhd_unit * 4
bhd_lower5 = ema200 - bhd_unit * 5
// Count n candles after x long entries
var int nPastCandles = 0
var int entryNumber = 0
if window()
nPastCandles := nPastCandles + 1
// ENTRY CONDITIONS
// 24 * 30 per month
entry_condition1 = nPastCandles > entryNumber * 24 * 30
// End of downtrend
entry_condition2 = emacd < 0 and hist < 0 and hist > hist[2]
ENTRY_CONDITIONS = entry_condition1 and entry_condition2
if ENTRY_CONDITIONS
entryNumber := entryNumber + 1
entryId = 'Long ' + str.tostring(entryNumber)
strategy.entry(entryId, strategy.long)
// CLOSE CONDITIONS
// Last bar
CLOSE_CONDITIONS = barstate.islast or h1_last_bar
if CLOSE_CONDITIONS
strategy.close_all()
// Draw
colorRange(src) =>
if src > bhd_upper5
color.rgb(255,0,0)
else if src > bhd_upper4
color.rgb(255,150,0)
else if src > bhd_upper3
color.rgb(255,200,0)
else if src > bhd_upper2
color.rgb(100,255,0)
else if src > bhd_upper
color.rgb(0,255,100)
else if src > ema200
color.rgb(0,255,150)
else if src > bhd_lower
color.rgb(0,200,255)
else if src > bhd_lower2
color.rgb(0,150,255)
else if src > bhd_lower3
color.rgb(0,100,255)
else if src > bhd_lower4
color.rgb(0,50,255)
else
color.rgb(0,0,255)
bhd_upper_line = plot(bhd_upper, color=color.new(color.teal, 90))
bhd_upper_line2 = plot(bhd_upper2, color=color.new(color.teal, 90))
bhd_upper_line3 = plot(bhd_upper3, color=color.new(color.teal, 90))
bhd_upper_line4 = plot(bhd_upper4, color=color.new(color.teal, 90))
bhd_upper_line5 = plot(bhd_upper5, color=color.new(color.teal, 90))
bhd_lower_line = plot(bhd_lower, color=color.new(color.teal, 90))
bhd_lower_line2 = plot(bhd_lower2, color=color.new(color.teal, 90))
bhd_lower_line3 = plot(bhd_lower3, color=color.new(color.teal, 90))
bhd_lower_line4 = plot(bhd_lower4, color=color.new(color.teal, 90))
bhd_lower_line5 = plot(bhd_lower5, color=color.new(color.teal, 90))
// fill(bhd_upper_line5, bhd_lower_line5, color=color.new(color.teal, 95))
plot(ema50, color=color.orange, linewidth=3)
plot(ema200, color=color.teal, linewidth=3)
plot(close, color=color.teal, linewidth=1)
plot(close, color=colorRange(close), linewidth=3, style=plot.style_circles)
|
J2S Backtest: Steven Primo`s Big Trend Strategy | https://www.tradingview.com/script/6VISeroA-J2S-Backtest-Steven-Primo-s-Big-Trend-Strategy/ | julianossilva | https://www.tradingview.com/u/julianossilva/ | 209 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© julianossilva
//@version=5
strategy(title="J2S Backtest: Steven Primo`s Big Trend Strategy", shorttitle="J2S Backtest: Steven Primo`s Big Trend Strategy", overlay=true, initial_capital=1000, default_qty_value=10, default_qty_type=strategy.percent_of_equity, pyramiding=0)
// Variables to control open orders
var myLongOrders = array.new_int(0)
var myShortOrders = array.new_int(0)
// Initial Backtest Date Range
useStartDate = timestamp("01 Jan 2020 21:00:00")
useEndDate = timestamp("01 Jan 2023 21:00:00")
// User Inputs
SIGNAL_CONFIG = "BACKTEST: STEVEN PRIMO'S BIG TREND STRATEGY"
longEntryInput = input.bool(defval=true, group=SIGNAL_CONFIG, title="Long entry")
shortEntryInput = input.bool(defval=true, group=SIGNAL_CONFIG, title="Short entry")
METHOD_CONFIG = "BACKTEST: METHOD"
maturityIndexInput = input.int(defval=5, group=METHOD_CONFIG, title="Bar indicating trend maturity", tooltip="Entries are made from the bar that indicates the trend maturity.", minval=1)
barsLimitForEntryInput = input.int(defval=5, group=METHOD_CONFIG, title="Bar limit for trading entry", tooltip="Given a signal, entry must be reached within how many bars?", minval=1)
barLimitForCloseInput = input.int(defval=30, group=METHOD_CONFIG, title="Bar limit for trading close", tooltip="Once a position is opened, close when it reaches the number of bars in trading.", minval=1)
profitOverRiskInput = input.float(defval=15, group=METHOD_CONFIG, title="Profit over risk", tooltip="Multiplication factor based on the risk assumed in trading.", minval=1, step=0.5)
BB_CONFIG = "BACKTEST: BOLLINGER BANDS"
smaLengthInput = input.int(defval=20, group=BB_CONFIG, inline="01", title="Length", minval=1)
smaColorInput = input.color(defval=color.orange, group=BB_CONFIG, inline="01", title="")
sourceInput = input.source(defval=close, group=BB_CONFIG, inline="02", title="Source")
bbFactorInput = input.float(defval=0.382, group=BB_CONFIG, inline="03", title="Factor", minval=0.001, maxval=50, step=0.05)
bbColorInput = input.color(defval=color.blue, group=BB_CONFIG, inline="03", title="")
offsetInput = input.int(defval=1, group=BB_CONFIG, inline="04", title="Offset")
PERIOD_CONFIG = "BACKTEST: TIME PERIOD"
useDateFilterInput = input.bool(defval=true, group=PERIOD_CONFIG, title="Filter date range of backtest")
backtestStartDateInput = input.time(defval=useStartDate, group=PERIOD_CONFIG, title="Start date")
backtestEndDateInput = input.time(defval=useEndDate, group=PERIOD_CONFIG, title="End date")
// Colors
bbBackgroundColor = color.rgb(33, 150, 243, 90)
candleColorDown = color.rgb(239, 83, 80, 80)
candleColorUp = color.rgb(38, 166, 154, 70)
insideBarColorDown = color.rgb(239, 83, 80, 40)
insideBarColorUp = color.rgb(38, 166, 154, 20)
downTrendColor = color.rgb(239, 83, 80, 80)
sidewaysTrendColor = color.rgb(252, 232, 131, 80)
upTrendColor = color.rgb(38, 166, 154, 80)
buySignalColor = color.lime
sellSignalColor = color.orange
// Candles
isCandleUp() => close > open
isCandleDown() => close <= open
barcolor(isCandleUp() ? candleColorUp : isCandleDown() ? candleColorDown : na)
// Bollinger Bands and Simple Moving Average
sma = ta.sma(sourceInput, smaLengthInput)
bbWidth = ta.stdev(sourceInput, smaLengthInput) * bbFactorInput
bbHigh = sma + bbWidth
bbLow = sma - bbWidth
plot(sma, title="SMA", color=smaColorInput, offset=offsetInput)
bbUpper = plot(bbHigh, title="BB High", color=bbColorInput, offset=offsetInput)
bbLower = plot(bbLow, title="BB Low", color=bbColorInput, offset=offsetInput)
fill(bbUpper, bbLower, title="BB Background", color=bbBackgroundColor)
// Backtest Time Period
inTradeWindow = not useDateFilterInput or (time >= backtestStartDateInput and time < backtestEndDateInput)
isInTradeWindow() => inTradeWindow
isBacktestDateRangeOver() => not inTradeWindow and inTradeWindow[1]
// Rule that indicates maturity of trend to buy
isPrimoBuy() =>
result = true
barIndex = 0
while result and barIndex < maturityIndexInput
result := close[barIndex] >= bbHigh[barIndex]
barIndex += 1
result := result and close[maturityIndexInput] < bbHigh[maturityIndexInput]
// Rule that indicates maturity of trend to sell
isPrimoSell() =>
result = true
barIndex = 0
while result and barIndex < maturityIndexInput
result := close[barIndex] <= bbLow[barIndex]
barIndex += 1
result := result and close[maturityIndexInput] > bbLow[maturityIndexInput]
// Entry signals
longEntryHasBeenMet() => longEntryInput and isInTradeWindow() and isPrimoBuy()
shortEntryHasBeenMet() => shortEntryInput and isInTradeWindow() and isPrimoSell()
// Scheduling LONG entry
if longEntryHasBeenMet()
array.push(myLongOrders, bar_index)
longEntryID = "Long Entry:\n" + str.tostring(bar_index)
longExitID = "Long Exit:\n" + str.tostring(bar_index)
longEntryTrigger = high + 1 * syminfo.mintick
stopLossInLong = low[maturityIndexInput - 1] - 1 * syminfo.mintick
takeProfitInLong = high + (high - low) * profitOverRiskInput
strategy.order(longEntryID, strategy.long, stop=longEntryTrigger)
strategy.exit(longExitID, longEntryID, stop=stopLossInLong, limit=takeProfitInLong)
// In pine script, any order scheduled but not yet filled can be canceled.
// Once a order is filled, the trade is only finished with use of close or exit functions.
// As scheduled orders are not stored in the strategy.opentrades array, manual control is required.
int myLongOrderIndex = 0
while myLongOrderIndex < array.size(myLongOrders) and array.size(myLongOrders) > 0
myLongOrder = array.get(myLongOrders, myLongOrderIndex)
if bar_index - myLongOrder == barsLimitForEntryInput
longEntryID = "Long Entry:\n" + str.tostring(myLongOrder)
strategy.cancel(longEntryID)
array.remove(myLongOrders, myLongOrderIndex)
continue
myLongOrderIndex += 1
// Scheduling SHORT entry
if shortEntryHasBeenMet()
array.push(myShortOrders, bar_index)
shortEntryID = "Short Entry:\n" + str.tostring(bar_index)
shortExitID = "Short Exit:\n" + str.tostring(bar_index)
shortEntryTrigger = low - 1 * syminfo.mintick
stopLossInShort = high[maturityIndexInput - 1] + 1 * syminfo.mintick
takeProfitInShort = low - (high - low) * profitOverRiskInput
strategy.order(shortEntryID, strategy.short, stop=shortEntryTrigger)
strategy.exit(shortExitID, shortEntryID, stop=stopLossInShort, limit=takeProfitInShort)
// In pine script, any order scheduled but not yet filled can be canceled.
// Once a order is filled, the trade is only finished with use of close or exit functions.
// As scheduled orders are not stored in the strategy.opentrades array, manual control is required.
int myShortOrderIndex = 0
while myShortOrderIndex < array.size(myShortOrders) and array.size(myShortOrders) > 0
myShortOrder = array.get(myShortOrders, myShortOrderIndex)
if bar_index - myShortOrder == barsLimitForEntryInput
shortEntryID = "Short Entry:\n" + str.tostring(myShortOrder)
strategy.cancel(shortEntryID)
array.remove(myShortOrders, myShortOrderIndex)
continue
myShortOrderIndex += 1
// Trading must be stopped when candlestick limit reached in a trading
for tradeNumber = 0 to strategy.opentrades - 1
tradeEntryID = strategy.opentrades.entry_id(tradeNumber)
splitPosition = str.pos(tradeEntryID, ":")
entryBar = str.tonumber(str.substring(tradeEntryID, splitPosition + 1))
if bar_index - entryBar == barLimitForCloseInput
closeID = "Close Position:\n" + str.tostring(entryBar)
strategy.close(id=tradeEntryID, comment=closeID, immediately=true)
// Close all positions at the end of the backtest period
if isBacktestDateRangeOver()
strategy.cancel_all()
strategy.close_all(comment="Date Range Exit")
// Display Signals
plotshape(series=longEntryHasBeenMet(), title="Primo Buy", style=shape.triangleup, location=location.abovebar, color=buySignalColor, text="Buy", textcolor=buySignalColor)
plotshape(series=shortEntryHasBeenMet(), title="Primo Sell", style=shape.triangledown, location=location.belowbar, color=sellSignalColor, text="Sell", textcolor=sellSignalColor) |
DCA 220824 | https://www.tradingview.com/script/YiFrIUW5-DCA-220824/ | Tano5himo | https://www.tradingview.com/u/Tano5himo/ | 26 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© tanoshimooo
//@version=5
strategy ("DCA", initial_capital=44700, overlay=true)
// To start script at a given date
tz = 0 //timezone
timeadj = time + tz * 60 * 60 * 1000 //adjust the time (unix)
t1 = timeadj >= timestamp(2003, 03, 01, 0, 0) ? 1 : 0 //get the starting time
// Variables
var float lastRef = na
if barstate.isfirst
lastRef := close
var float cash = strategy.initial_capital // available money
var float sell_contracts = na
var bool first_trade_done = false
// Parameters
var float sell_min = 200 //200 sell more than sell_min or sell all
var float buy_dollars = 200
var int bi = 90
// LONGS
// if bar_index < bi
strategy.order("Long", strategy.long, int(buy_dollars/close))
cash := cash - int(buy_dollars/close)*close
// label.new(bar_index, na, na, xloc.bar_index, yloc.abovebar, color.blue, label.style_triangleup, color.blue, size.tiny)
//plot(cash)
// SHORTS
// if longExit
// if (strategy.position_size*sf*close > sell_min) and (strategy.position_size*sf >= 1)
// strategy.order ("Long", strategy.short, strategy.position_size*sf)
// cash := cash + strategy.position_size*sf*close
// else
// strategy.order ("Long", strategy.short, strategy.position_size)
// cash := cash + strategy.position_size*close
// lastRef := close
// label.new(bar_index, na, na, xloc.bar_index, yloc.belowbar, color.red, label.style_triangledown, color.red, size.tiny)
if bar_index == last_bar_index - 2 // bi
strategy.order ("Long", strategy.short, strategy.position_size) |
scalping with market facilitation | https://www.tradingview.com/script/1gV1bg3k-scalping-with-market-facilitation/ | trent777brown | https://www.tradingview.com/u/trent777brown/ | 125 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© trent777brown
//@version=5
strategy("scalping with market facilitation", overlay=true, margin_long=100, margin_short=100)
MFI0 = (high - low) / volume
MFI1 = (high[1] - low[1]) / volume[1]
MFIplus = MFI0 > MFI1
MFIminus = MFI0 < MFI1
//Current Trend-(Changed mean to trend)-revised
trendplus = hl2 > high[1]
trendzero = hl2 < high[1] and hl2 > low[1] //addition of script
trendminus = hl2 < low[1] //changed high to low
//Volume +/-
volplus = volume > volume[1]
volminus = volume < volume[1]
//Period Control by Buyers or Sellers is determined with reference to Price action of the period
//divided into 3 sectors, sector 1 is the Top third, Sector 2 is the middle third,
//and sector 3 is the Bottom third of the period. Control classifications are: Extremes(11, 33), Neutral(22),
//Climbers(31,21,32) Open lower than Close, and Drifters(13,23,12)Close lower than Open
//value0 = low
//value1 = ((high - low)/3)
//value2 = ((high - low)/3)*2
//value3 = high
//o1 = (open >= (((high - low)/3) * 2) + low)
//c1 = (close >= (((high - low)/3) * 2) + low)
//o2 = (open <= o1)
//c2 = (close <= c1)
//o3 = (open <= ((high - low)/3) + low)
//c3 = (close <= ((high - low)/3) + low)
//sector2 = if((high - low)/3) + low and sector2 <= (((high - low)/3)*2) + low
//sector3 = if((high - low)/3) + low and >= low
//Extremes-Full Control of Period by Buyers or Sellers
//pg79 notes an 85% chance that the current trend will change in the next 1 to 5 bars
b11 = open >= (high - low) / 3 * 2 + low and close >= (high - low) / 3 * 2 + low //Extreme Buyer Control:Chartruse
b33 = open <= (high - low) / 3 + low and close <= (high - low) / 3 + low //Extreme Seller Control:Crimson
//Neutral pg80
b22 = open >= (high - low) / 3 + low and open <= (high - low) / 3 * 2 and close >= (high - low) / 3 + low and open <= (high - low) / 3 * 2 //Bracketed Price Control
//Climber-Open lower than Close pg81
b31 = open <= (high - low) / 3 + low and close >= (high - low) / 3 * 2 + low //Strong Buyer Control:Dark Green
b21 = open >= (high - low) / 3 + low and open <= (high - low) / 3 * 2 and close >= (high - low) / 3 * 2 + low //Moderate Buyer Control:Green
b32 = open <= (high - low) / 3 + low and close >= (high - low) / 3 + low and open <= (high - low) / 3 * 2 //Weak Buyer Control:Light Green
//Drifter-Close lower than Open pg81
b13 = open >= (high - low) / 3 * 2 + low and close <= (high - low) / 3 + low //Strong Seller Control:Dark Red
b23 = open >= (high - low) / 3 + low and open <= (high - low) / 3 * 2 and close <= (high - low) / 3 + low //Moderate Seller Control:Red
b12 = open >= (high - low) / 3 * 2 + low and close >= (high - low) / 3 + low and open <= (high - low) / 3 * 2 //Weak Seller Control:Light Red/Pink
//
psar= ta.sar(.09, .2, .2)
ema8= ta.ema(hlc3, 8)
ema13h= ta.ema(high, 13)
ema13l= ta.ema(low, 13)
ema13= ta.ema(close, 13)
ema55= ta.ema(close, 100)
[dip, dim, adx]= ta.dmi(8, 8)
adxema=ta.wma(adx, 135 )
[macdl, sigl, histl]= ta.macd(close, 8, 13, 5)
obv= ta.obv
obvema= ta.ema(obv, 8)
obvema55= ta.ema(obv, 55)
mfigreen= MFIplus and volplus
adx_x_over= ta.crossover(adx, adxema) and adx >= 25
barssincemfi= ta.barssince(mfigreen)
ema5= ta.ema(close,5)
ema35=ta.ema(open,35)
wma377= ta.wma(close,377)
wma144= ta.wma(close,144)
upt= ema5 > ema35 and ema35 > wma144 //wma377 < wma144 and hl2 > wma144 and hl2 > wma377
dwnt= ema5 < ema35 and ema35 < wma144 //wma144 < wma377 and hl2 < wma144 and wma377 > hl2
longtrig2= adxema > 35 and adx < 35 and barssincemfi <= 10 //and adxema > adxema[1]
shorttrig2= adxema > 35 and adx < 35 and barssincemfi <= 10 //and adxema > adxema[1]
long= macdl > sigl and obv > obvema55 and ema8 > ema55 and psar < low //and trendminus //and ema13l > ema55//and open > hull200 and close > hull200
short= macdl < sigl and obv < obvema55 and ema8 < ema55 and psar > high //and trendplus //and ema13h < ema55//open < hull200 and close < hull200
//plot(hull200, color=color.red, linewidth=3)
plot(ema13h, color=color.gray, linewidth=3)
plot(ema13l, color=color.gray, linewidth=3)
plot(ema13, color=color.blue, linewidth=3)
//
plot(ema55, color=color.white, linewidth=3)
plot(psar, color=color.white, style=plot.style_circles)
plotshape(mfigreen, color=color.yellow, style=shape.flag, location=location.belowbar, size= size.tiny)
longCondition = upt
if (longCondition)
strategy.entry("My Long Entry Id", strategy.long, 100000, when= longtrig2)
strategy.exit("exit long", "My Long Entry Id", profit= 100, loss= 75)
shortCondition = dwnt
if (shortCondition)
strategy.entry("My Short Entry Id", strategy.short, 100000, when= shorttrig2)
strategy.exit("exit short", "My Short Entry Id", profit= 100, loss= 75)
|
Trend Identifier Strategy | https://www.tradingview.com/script/JbYbhKJh-Trend-Identifier-Strategy/ | spacekadet17 | https://www.tradingview.com/u/spacekadet17/ | 107 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© spacekadet17
//
//@version=5
strategy(title="Trend Identifier Strategy", shorttitle="Trend Identifier Strategy", format=format.price, precision=4, overlay = false, initial_capital = 1000, pyramiding = 10, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type = strategy.commission.percent, commission_value = 0.03)
//start-end time
startyear = input.int(2020,"start year")
startmonth = input.int(1,"start month")
startday = input.int(1,"start day")
endyear = input.int(2025,"end year")
endmonth = input.int(1,"end month")
endday = input.int(1,"end day")
timeEnd = time <= timestamp(syminfo.timezone,endyear,endmonth,endday,0,0)
timeStart = time >= timestamp(syminfo.timezone,startyear,startmonth,startday,0,0)
choosetime = input(false,"Choose Time Interval")
condTime = (choosetime ? (timeStart and timeEnd) : true)
// time frame?
tfc = 1
if timeframe.isdaily
tfc := 24
// indicators: price normalized alma, and its 1st and 2nd derivatives
ema = ta.alma(close,140,1.1,6)
dema = (ema-ema[1])/ema
stodema = ta.ema(ta.ema(ta.stoch(dema,dema,dema,100),3),3)
d2ema = ta.ema(dema-dema[1],5)
stod2ema = ta.ema(ta.ema(ta.stoch(d2ema,d2ema,d2ema,100),3),3)
ind = (close-ta.ema(close,120*24/tfc))/close
heat = ta.ema(ta.stoch(ind,ind,ind,120*24/tfc),3)
index = ta.ema(heat,7*24/tfc)
//plot graph
green = color.rgb(20,255,100)
yellow = color.yellow
red = color.red
blue = color.rgb(20,120,255)
tcolor = (dema>0) and (d2ema>0)? green : (dema>0) and (d2ema<0) ? yellow : (dema < 0) and (d2ema<0) ? red : (dema < 0) and (d2ema>0) ? blue : color.black
demaema = ta.ema(dema,21)
plot(demaema, color = tcolor)
//strategy buy-sell conditions
cond1a = strategy.position_size <= 0
cond1b = strategy.position_size > 0
if (condTime and cond1a and ( ( ((tcolor[1] == red and demaema<0.02) or (tcolor[1] == blue and demaema < 0.02) or (tcolor[1] == yellow and demaema>-0.02) ) and tcolor == green) or (tcolor[1] == red and tcolor == blue and demaema < -0.01) ) and index<85 and ind<0.4)
strategy.entry("buy",strategy.long, (strategy.equity-strategy.position_size*close)/1/close)
if (condTime and cond1b and ( (((tcolor[1] == yellow and demaema > -0.02) or (tcolor[1] == blue and demaema < 0.02) or (tcolor[1] == green and demaema < 0.02)) and tcolor == red) or (tcolor[1] == green and tcolor == yellow and demaema > 0.015) ) and index>15 and ind>-0.1)
strategy.order("sell",strategy.short, strategy.position_size)
|
[Strategy Alert Webhook Demo] Buy One Sell One | https://www.tradingview.com/script/TCsd7tB4-Strategy-Alert-Webhook-Demo-Buy-One-Sell-One/ | Crypto-Arsenal | https://www.tradingview.com/u/Crypto-Arsenal/ | 60 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Crypto-Arsenal
//@version=5
strategy("Buy One Sell One", overlay = false, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
CONNECTOR_NAME = 'YOUR_CONNECTOR_NAME'
CONNECTOR_TOKEN = 'YOUR_CONNECTOR_TOKEN'
percent = str.tostring(10)
cls = str.tostring(close)
tp = str.tostring(strategy.position_avg_price * (1 + 0.1))
sl = str.tostring(strategy.position_avg_price * (1 - 0.1))
if(bar_index % 2 == 0)
// DEMO FOR SENDING MESSAGE WITH alert_message()
// NEED TO ADD {{{strategy.order.alert_message}} to Message field at Create Alert box
// Add "limit" to open a LIMIT order instead of default MARKET
alert_message = '{"action":"openLong","percent":"' + percent + '","profit":"' + tp + '","loss":"' + sl + '","connectorName":"' + CONNECTOR_NAME + '","connectorToken":"' + CONNECTOR_TOKEN + '","log":"Open Long at price:' + cls + '"}'
strategy.entry('Enter Long', strategy.long, alert_message = alert_message)
else
// DEMO FOR SENDING MESSAGE WITH alert()
strategy.entry('Enter Short', strategy.short)
// Add "limit" to open a LIMIT order instead of default MARKET
alert_message = '{"action":"closeLong","percent":"' + percent + '","profit":"' + sl + '","loss":"' + tp + '","connectorName":"' + CONNECTOR_NAME + '","connectorToken":"' + CONNECTOR_TOKEN + '","log":"Close long at price:' + cls + '"}'
alert(alert_message, alert.freq_once_per_bar)
|
V Bottom & V Top Pattern [Misu] | https://www.tradingview.com/script/6qmzhNzi-V-Bottom-V-Top-Pattern-Misu/ | Fontiramisu | https://www.tradingview.com/u/Fontiramisu/ | 1,449 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Author : @Fontiramisu
// @version=5
strategy("V Bottom/Top Pattern [Misu]", shorttitle="V pattern [Misu]", overlay=true, initial_capital=50000, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
// import Fontiramisu/fontLib/80 as fontilab
import Fontiramisu/fontilab/8 as fontilab
// -------- Find dev pivots ---------- [
// -- Var user input --
var devTooltip = "Deviation is a multiplier that affects how much the price should deviate from the previous pivot in order for the bar to become a new pivot."
var depthTooltip = "The minimum number of bars that will be taken into account when analyzing pivots."
thresholdMultiplier = input.float(title="Deviation", defval=3.1, step=0.1, minval=0, tooltip=devTooltip, group="Pivot")
depth = input.int(title="Depth", defval=8, minval=1, tooltip=depthTooltip, group="Pivot")
// Prepare pivot variables
var line lineLast = na
var int iLast = 0 // Index last
var int iPrev = 0 // Index previous
var float pLast = 0 // Price last
var float pLastHigh = 0 // Price last
var float pLastLow = 0 // Price last
var isHighLast = false // If false then the last pivot was a pivot low
isPivotUpdate = false
// Get pivot information from dev pivot finding function
[dupLineLast, dupIsHighLast, dupIPrev, dupILast, dupPLast, dupPLastHigh, dupPLastLow] =
fontilab.getDeviationPivots(thresholdMultiplier, depth, lineLast, isHighLast, iLast, pLast, true, close, high, low)
if not na(dupIsHighLast)
lineLast := dupLineLast
isHighLast := dupIsHighLast
iPrev := dupIPrev
iLast := dupILast
pLast := dupPLast
pLastHigh := dupPLastHigh
pLastLow := dupPLastLow
isPivotUpdate := true
// Plot.
// Get last Pivots.
var highP = 0.0
var lowP = 0.0
var midP = 0.0
highP := isHighLast ? pLast : highP
lowP := not isHighLast ? pLast : lowP
midP := (highP + lowP)/2
// ] -------- Input Vars --------------- [.
breakoutTypeConf = input.string("Mid Pivot", title="Confirmation Type", options=["At First Break", "Mid Pivot", "Opposit Pivot", "No Confirmation"], group="Signal Type Confirmation")
lenghtSizeAvgBody = input.int(9, title="Lenght Avg Body", group="Breakouts Settings")
firstBreakoutFactor = input.float(0.2, step=0.1, title="First Breakout Factor", tooltip="Factor used to validate the first breakout of the V pattern", group="Breakouts Settings")
confBreakoutFactor = input.float(1.2, step=0.1, title="Confirmation Breakout Factor", tooltip="Factor used to validate the confirmation breakout of the V pattern", group="Breakouts Settings")
maxNbBarsValidV = input.int(11, title="Max Bars Confirmation", group="Timing Confirmation")
// ] -------- Logical Vars ------------- [
var _isVbottomPot = false
var _isVtopPot = false
_isVbottom = false
_isVtop = false
lastLow = 0.0
indexLow = 0
lastHigh = 0.0
indexHigh = 0
// Confirm V pattern vars.
var lHighVtopPot = 0.0
var lLowVbotPot = 0.0
var nbBarLVtopPot = 0
var nbBarLVbotPot = 0
var breakLevelVbotPot = 0.0
var breakLevelVtopPot = 0.0
// ] -------- Util Functions ----------- [
// Cond Vars.
_bodyHi = math.max(close, open)
_bodyLo = math.min(close, open)
_body = _bodyHi - _bodyLo
_bodyAvg = ta.ema(_body, lenghtSizeAvgBody)
_longBody = _body > _bodyAvg
_upperWick = high - _bodyHi
_greenBody = open < close
_redBody = open > close
// COND: Potential V pattern.
_breakAboveLowP = ta.crossover(close, lowP) and _body > _bodyAvg * firstBreakoutFactor
_breakUnderHighP = ta.crossunder(close, highP) and _body > _bodyAvg * firstBreakoutFactor
// Crossing Vars.
breakLevelVbotPot := ta.crossunder(close, lowP) ? lowP : breakLevelVbotPot
breakLevelVtopPot := ta.crossover(close, highP) ? highP : breakLevelVtopPot
// @function to get last high/low (handle multiple rsiOver in a row)
getIndexHighLowFromNbCandles(bool isLong, int nbCandles) =>
highLow = isLong ? low : high
indexHighLows = 0
// indexHighLow = 0
for counter = 1 to nbCandles + 10
if isLong
if low[counter] < highLow
highLow := low[counter]
indexHighLows := counter
else
if high[counter] > highLow
highLow := high[counter]
indexHighLows := counter
indexHighLows
isWickCrossPattern (src, isCrossUp) =>
isCross = false
if isCrossUp
isCross := _bodyHi < src and src < high
else
isCross := low < src and src < _bodyLo
isCross
getBreakoutTypeConf(type, isVtop) =>
switch type
"No Confirmation" => isVtop ? highP : lowP
"Opposit Pivot" => isVtop ? lowP : highP
"Mid Pivot" => midP
"At First Break" => isVtop ? breakLevelVtopPot : breakLevelVbotPot
isPivotChanged (oldMidP) =>
midP != oldMidP
// ] -------- Logical Script ----------- [
// -----
// Calculate.
lastLowDup = fontilab.getHighLowFromNbCandles(true, 10)
indexLowDup = getIndexHighLowFromNbCandles(true, 10)
lastHighDup = fontilab.getHighLowFromNbCandles(false, 10)
indexHighDup = getIndexHighLowFromNbCandles(false, 10)
if _breakAboveLowP
lastLow := lastLowDup
indexLow := indexLowDup
_isVbottomPot := true
lLowVbotPot := lastLow
else if _breakUnderHighP
lastHigh := lastHighDup
indexHigh := indexHighDup
_isVtopPot := true
lHighVtopPot := lastHigh
// Confirm potential V bot pattern.
isBreakBarAvg = breakoutTypeConf != "No Confirmation" ? _body > _bodyAvg * confBreakoutFactor : true
vBotConfSrc = getBreakoutTypeConf(breakoutTypeConf, false)
_isVbottom := _isVbottomPot and ta.crossover(close, vBotConfSrc) and isBreakBarAvg
if _isVbottomPot
// Cond V pot invalidated or finished.
if not _isVbottom and low >= lLowVbotPot and nbBarLVbotPot <= maxNbBarsValidV
nbBarLVbotPot := nbBarLVbotPot + 1
else
_isVbottomPot := false
nbBarLVbotPot := 0
// Confirm potential V top pattern.
vTopConfSrc = getBreakoutTypeConf(breakoutTypeConf, true)
_isVtop := _isVtopPot and ta.crossunder(close, vTopConfSrc) and isBreakBarAvg
if _isVtopPot
// Cond V pot invalidated or finished.
if not _isVtop and high <= lHighVtopPot and nbBarLVtopPot <= maxNbBarsValidV
nbBarLVtopPot := nbBarLVtopPot + 1
else // reinit for next V patter.
_isVtopPot := false
nbBarLVtopPot := 0
// -----
// BUY / SELL COND.
buyCond = _isVbottom
sellCond = _isVtop
// ] -------- Strategy Part ------------ [
// if buyCond
// strategy.entry("L", strategy.long, alert_message="Buy Signal")
// if sellCond
// strategy.entry("S", strategy.short, alert_message="Sell Signal")
// ] -------- Plot Part & Alerts ------- [
midPPlot = plot(midP, title='Mid Pivot', linewidth=1, color=color.yellow, display=display.none)
highPlot = plot(highP, title='High Pivot', linewidth=1, color=color.red, display=display.none)
lowPlot = plot(lowP, title='Low Pivot', linewidth=1, color=color.green, display=display.none)
distLabel = ta.atr(30) * 0.2
if buyCond
label.new(x = bar_index, y = low - distLabel, xloc = xloc.bar_index, text = "V", style = label.style_label_up, color = color.green, size = size.small, textcolor = color.white, textalign = text.align_center)
else if sellCond
label.new(x = bar_index, y = high + distLabel, xloc = xloc.bar_index, text = "V", style = label.style_label_down, color = color.red, size = size.small, textcolor = color.white, textalign = text.align_center)
if _breakAboveLowP
label.new(x = bar_index - indexLowDup, y = low[indexLowDup] - distLabel, xloc = xloc.bar_index, text = "Vp", style = label.style_label_up, color = color.new(color.green, 70), size = size.small, textcolor = color.white, textalign = text.align_center)
else if _breakUnderHighP
label.new(x = bar_index - indexHighDup, y = high[indexHighDup] + distLabel, xloc = xloc.bar_index, text = "Vp", style = label.style_label_down, color = color.new(color.red, 70), size = size.small, textcolor = color.white, textalign = text.align_center)
|
Monthly Returns of a Strategy in a Chart | https://www.tradingview.com/script/JGhLPNVi-Monthly-Returns-of-a-Strategy-in-a-Chart/ | QuantNomad | https://www.tradingview.com/u/QuantNomad/ | 264 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© QuantNomad
//@version=5
strategy("Monthly Returns in a Chart", overlay = true,
default_qty_type = strategy.percent_of_equity, default_qty_value = 25,
calc_on_every_tick = true, commission_type = strategy.commission.percent,
commission_value = 0.1)
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// | INPUTS |
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
leftBars = input.int(2, title = "Left Bars" )
rightBars = input.int(1, title = "Right Bars")
prec = input.int(2, title = "Precision" )
// Plot Location
inPlotPos = input.string(title="Plot Location", defval= "Bottom Center",
options =["Top Right" , "Middle Right" , "Bottom Right" ,
"Top Center", "Middle Center", "Bottom Center",
"Top Left" , "Middle Left" , "Bottom Left" ], group= "Plot Setting")
// Bar Size
barHigh = input.float(0.3, "Bar Height", minval = 0.2, step= 0.01, group = "Plot Setting")
barWdth = input.float(1.15, "Bar Width" , minval = 1, step= 0.01, group = "Plot Setting")
// Plot Color
pltCol = input.color(#696969, title="Backgroundβ", group = "Plot Setting", inline = "1")
borCol = input.color(color.silver, title="Borderβββ", group = "Plot Setting", inline = "2")
txtCol = input.color(color.white, title="Textββββ", group = "Plot Setting", inline = "3")
// Bar Color
posCol = input.color(color.green, title="βUP β", group = "Plot Setting", inline = "1")
negCol = input.color(color.red, title="βDOWN", group = "Plot Setting", inline = "2")
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// | CALCULATION |
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// +++++++++++++++++++++++++++++++++++ STRATEGY
// Pivot Points
swh = ta.pivothigh(leftBars, rightBars)
swl = ta.pivotlow(leftBars, rightBars)
hprice = 0.0
hprice := not na(swh) ? swh : hprice[1]
lprice = 0.0
lprice := not na(swl) ? swl : lprice[1]
le = false
le := not na(swh) ? true : (le[1] and high > hprice ? false : le[1])
se = false
se := not na(swl) ? true : (se[1] and low < lprice ? false : se[1])
if (le)
strategy.entry("PivRevLE", strategy.long, comment="PivRevLE", stop=hprice + syminfo.mintick)
if (se)
strategy.entry("PivRevSE", strategy.short, comment="PivRevSE", stop=lprice - syminfo.mintick)
plot(hprice, color = color.green, linewidth = 2)
plot(lprice, color = color.red, linewidth = 2)
// +++++++++++++++++++++++++++++++++++ OUTPUT ARRAY
new_month = month(time) != month(time[1])
bar_pnl = strategy.equity / strategy.equity[1] - 1
cur_month_pnl = 0.0
// Current Monthly P&L
cur_month_pnl := new_month ? 0.0 :
(1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1
// Arrays to store Yearly and Monthly P&Ls
var month_pnl = array.new_float(0)
var month_time = array.new_int(0)
last_computed = false
if (not na(cur_month_pnl[1]) and (new_month or barstate.islast))
if (last_computed[1])
array.pop(month_pnl)
array.pop(month_time)
array.push(month_pnl , 100 * cur_month_pnl[1])
array.push(month_time, time[1])
last_computed := barstate.islast ? true : nz(last_computed[1])
if array.size(month_pnl) > 71
array.shift(month_pnl)
array.shift(month_time)
// Find the Maximum Number for Plot Scale
scalCoef = 32/math.max(math.abs(array.min(month_pnl)), math.abs(array.max(month_pnl)))
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// | TABLE |
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// Get months Name
monNme(m) =>
mnth = array.from("JAN", "FEB", "MAR", "APR", "MAY", "JUN", "JUL", "AUG",
"SEP", "OCT", "NOV", "DEC")
array.get(mnth, m-1)
// Get Table Position
pltPos(p) =>
switch p
"Top Right" => position.top_right
"Middle Right" => position.middle_right
"Bottom Right" => position.bottom_right
"Top Center" => position.top_center
"Middle Center" => position.middle_center
"Bottom Center" => position.bottom_center
"Top Left" => position.top_left
"Middle Left" => position.middle_left
=> position.bottom_left
// Find Number of Columns
numCol = array.size(month_pnl) * 2 + 2 < 10 ? 10 : array.size(month_pnl) * 2 + 2
// Set Up Plot Table
var plt = table.new(position.bottom_left, 1 , 1)
plt := table.new(pltPos(inPlotPos), numCol, 69, bgcolor = color.new(pltCol, 50),
frame_width = 1, frame_color = borCol,
border_width = 0, border_color = color.new(txtCol, 100))
// Plot Cell
pltCell (x, y, w, h, col, tt) =>
table.cell(plt, x, y, width = w, height = h, bgcolor = col)
table.cell_set_tooltip(plt, x, y, tt)
// Plot Columns
pltCol (x, y, k, col, tt) =>
pltCell(x, y > 0 ? 33 - k : y < 0 ? 35 - k : 33, barWdth, barHigh,
color.new(col, 0), tt)
pltCell(x, y > 0 ? 35 + k : y < 0 ? 33 + k : 33, barWdth, barHigh,
color.new(col, 100), tt)
// Label Y-Axis Increments
yInc(y, val) =>
table.cell(plt, 0, y-2, text = str.tostring(val, "#.#"),
text_halign = text.align_center, text_valign = text.align_center,
text_color = txtCol, text_size = size.small, width = 1.5, height = 0.2)
table.merge_cells(plt, 0, y-2, 0, y+2)
// Plot Title
pltTtl(x, xf, txt, txtCol) =>
table.cell(plt, x, 0, width = barWdth, height = 2,
bgcolor = color.new(color.black, 100),
text_halign = text.align_center, text_valign = text.align_top,
text = txt, text_color = txtCol, text_size = size.small)
table.merge_cells(plt, x, 0, xf, 0)
if barstate.islast
if array.size(month_pnl) > 0
// Reset Table.
for i = 0 to numCol - 1
for j = 0 to 68
pltCell(i, j, 0.001, 0.001, color.new(txtCol, 100), "")
w = 0
for i = 1 to array.size(month_pnl) * 2 + 1
if i%2 == 0
barCol = array.get(month_pnl, w) > 0 ? posCol :
array.get(month_pnl, w) < 0 ? negCol : borCol
//Plot Columns
if scalCoef * array.get(month_pnl, w) == 0
pltCol(i, array.get(month_pnl, w), 0, barCol, "")
else
for k = 0 to math.round(scalCoef * array.get(month_pnl, w))
pltCol(i, array.get(month_pnl, w), k, barCol,
str.tostring(math.round(array.get(month_pnl, w), prec))
+ "\n" + monNme(month(array.get(month_time, w))) + "-" +
str.tostring(year(array.get(month_time, w))))
// X-Axis Increments
table.cell(plt, i, 68, width = barWdth, text_color = txtCol,
text = monNme(month(array.get(month_time, w))) + "\n" +
str.tostring(year(array.get(month_time, w)) - 2000),
text_size = size.tiny)
table.merge_cells(plt, i, 68, i+1, 68)
w := w + 1
else
for j = 0 to 68
pltCell(i, j, 0.05, 0.001, color.new(pltCol, 94), "")
if i >= 2 and i <= array.size(month_pnl) * 2
pltCell(i, 34, 0.05, 0.005, borCol, "")
// Y-Axis Increments
table.cell(plt, 0, 1, width = barWdth, height = 1)
yInc( 2, math.ceil( 32/scalCoef))
yInc(18, math.round(16/scalCoef))
yInc(34, 0/scalCoef)
yInc(49, math.round(-16/scalCoef))
yInc(66, math.floor(-32/scalCoef))
// Title
pltTtl( 1, 8, "Monthly P&L", txtCol)
|
Ichimoku Cloud with ADX (By Coinrule) | https://www.tradingview.com/script/je5bIJeR-Ichimoku-Cloud-with-ADX-By-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 145 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Coinrule
//@version=5
strategy('Ichimoku Cloud with ADX (By Coinrule)',
overlay=true,
initial_capital=1000,
process_orders_on_close=true,
default_qty_type=strategy.percent_of_equity,
default_qty_value=30,
commission_type=strategy.commission.percent,
commission_value=0.1)
showDate = input(defval=true, title='Show Date Range')
timePeriod = time >= timestamp(syminfo.timezone, 2022, 1, 1, 0, 0)
// Stop Loss and Take Profit for Shorting
Stop_loss = input(1) / 100
Take_profit = input(5) / 100
longStopPrice = strategy.position_avg_price * (1 - Stop_loss)
longTakeProfit = strategy.position_avg_price * (1 + Take_profit)
// Inputs
ts_bars = input.int(9, minval=1, title='Tenkan-Sen Bars')
ks_bars = input.int(26, minval=1, title='Kijun-Sen Bars')
ssb_bars = input.int(52, minval=1, title='Senkou-Span B Bars')
cs_offset = input.int(26, minval=1, title='Chikou-Span Offset')
ss_offset = input.int(26, minval=1, title='Senkou-Span Offset')
long_entry = input(true, title='Long Entry')
short_entry = input(true, title='Short Entry')
middle(len) => math.avg(ta.lowest(len), ta.highest(len))
// Ichimoku Components
tenkan = middle(ts_bars)
kijun = middle(ks_bars)
senkouA = math.avg(tenkan, kijun)
senkouB = middle(ssb_bars)
// Plot Ichimoku Kinko Hyo
plot(tenkan, color=color.new(#0496ff, 0), title='Tenkan-Sen')
plot(kijun, color=color.new(#991515, 0), title='Kijun-Sen')
plot(close, offset=-cs_offset + 1, color=color.new(#459915, 0), title='Chikou-Span')
sa = plot(senkouA, offset=ss_offset - 1, color=color.new(color.green, 0), title='Senkou-Span A')
sb = plot(senkouB, offset=ss_offset - 1, color=color.new(color.red, 0), title='Senkou-Span B')
fill(sa, sb, color=senkouA > senkouB ? color.green : color.red, title='Cloud color', transp=90)
ss_high = math.max(senkouA[ss_offset - 1], senkouB[ss_offset - 1])
ss_low = math.min(senkouA[ss_offset - 1], senkouB[ss_offset - 1])
// ADX
[pos_dm, neg_dm, avg_dm] = ta.dmi(14, 14)
// Entry/Exit Signals
tk_cross_bull = tenkan > kijun
tk_cross_bear = tenkan < kijun
cs_cross_bull = ta.mom(close, cs_offset - 1) > 0
cs_cross_bear = ta.mom(close, cs_offset - 1) < 0
price_above_kumo = close > ss_high
price_below_kumo = close < ss_low
bullish = tk_cross_bull and cs_cross_bull and price_above_kumo and avg_dm < 45 and pos_dm > neg_dm
bearish = tk_cross_bear and cs_cross_bear and price_below_kumo and avg_dm > 45 and pos_dm < neg_dm
strategy.entry('Long', strategy.long, when=bullish and long_entry and timePeriod)
strategy.close('Long', when=bearish and not short_entry)
strategy.entry('Short', strategy.short, when=bearish and short_entry and timePeriod)
strategy.close('Short', when=bullish and not long_entry)
|
Ichimoku Cloud and Bollinger Bands (by Coinrule) | https://www.tradingview.com/script/gV8mo1Vj-Ichimoku-Cloud-and-Bollinger-Bands-by-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 145 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Coinrule
//@version=5
strategy("Ichimoku Cloud and Bollinger Bands",
overlay=true,
initial_capital=1000,
process_orders_on_close=true,
default_qty_type=strategy.percent_of_equity,
default_qty_value=30,
commission_type=strategy.commission.percent,
commission_value=0.1)
showDate = input(defval=true, title='Show Date Range')
timePeriod = time >= timestamp(syminfo.timezone, 2022, 1, 1, 0, 0)
notInTrade = strategy.position_size <= 0
//Ichimoku Cloud
//Inputs
ts_bars = input.int(9, minval=1, title="Tenkan-Sen Bars")
ks_bars = input.int(26, minval=1, title="Kijun-Sen Bars")
ssb_bars = input.int(52, minval=1, title="Senkou-Span B Bars")
cs_offset = input.int(26, minval=1, title="Chikou-Span Offset")
ss_offset = input.int(26, minval=1, title="Senkou-Span Offset")
long_entry = input(true, title="Long Entry")
short_entry = input(true, title="Short Entry")
middle(len) => math.avg(ta.lowest(len), ta.highest(len))
// Components of Ichimoku Cloud
tenkan = middle(ts_bars)
kijun = middle(ks_bars)
senkouA = math.avg(tenkan, kijun)
senkouB = middle(ssb_bars)
// Plot Ichimoku Cloud
plot(tenkan, color=#0496ff, title="Tenkan-Sen")
plot(kijun, color=#991515, title="Kijun-Sen")
plot(close, offset=-cs_offset+1, color=#459915, title="Chikou-Span")
sa=plot(senkouA, offset=ss_offset-1, color=color.green, title="Senkou-Span A")
sb=plot(senkouB, offset=ss_offset-1, color=color.red, title="Senkou-Span B")
fill(sa, sb, color = senkouA > senkouB ? color.green : color.red, title="Cloud color")
ss_high = math.max(senkouA[ss_offset-1], senkouB[ss_offset-1])
ss_low = math.min(senkouA[ss_offset-1], senkouB[ss_offset-1])
// Entry/Exit Conditions
tk_cross_bull = tenkan > kijun
tk_cross_bear = tenkan < kijun
cs_cross_bull = ta.mom(close, cs_offset-1) > 0
cs_cross_bear = ta.mom(close, cs_offset-1) < 0
price_above_kumo = close > ss_high
price_below_kumo = close < ss_low
//Bollinger Bands Indicator
length = input.int(20, minval=1)
src = input(close, title="Source")
mult = input.float(2.0, minval=0.001, maxval=50, title="StdDev")
basis = ta.sma(src, length)
dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev
offset = input.int(0, "Offset", minval = -500, maxval = 500)
plot(basis, "Basis", color=#FF6D00, offset = offset)
p1 = plot(upper, "Upper", color=#2962FF, offset = offset)
p2 = plot(lower, "Lower", color=#2962FF, offset = offset)
fill(p1, p2, title = "Background", color=color.rgb(33, 150, 243, 95))
bullish = tk_cross_bull and cs_cross_bull and price_above_kumo and ta.crossover(lower, close)
bearish = tk_cross_bear and cs_cross_bear and price_below_kumo and ta.crossover(close, lower)
strategy.entry('Long', strategy.long, when=bullish and long_entry and timePeriod)
strategy.close('Long', when=bearish and not short_entry)
strategy.entry('Short', strategy.short, when=bearish and short_entry and timePeriod)
strategy.close('Short', when=bullish and not long_entry)
//Works well on BTC 30m/1h (11.29%), ETH 2h (29.05%), MATIC 2h/30m (37.12%), AVAX 1h/2h (49.2%), SOL 45m (45.43%)
|
PlanB Quant Investing 101 v2 | https://www.tradingview.com/script/Tz02ikOo-PlanB-Quant-Investing-101-v2/ | fillippone | https://www.tradingview.com/u/fillippone/ | 590 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© fillippone
//@version=4
strategy("PlanB Quant Investing 101", shorttitle="PlanB RSI Strategy", overlay=true,calc_on_every_tick=false,pyramiding=0, default_qty_type=strategy.cash,default_qty_value=1000, currency=currency.USD, initial_capital=1000,commission_type=strategy.commission.percent, commission_value=0.0)
r=rsi(close,14)
//SELL CONDITION
//RSI was above 90% last six months AND drops below 65%
//RSI above 90% last six month
selllevel = input(90)
maxrsi = highest(rsi(close,14),6)[1]
rsisell = maxrsi > selllevel
//RSIdrops below 65%
drop = input(65)
rsidrop= r < drop
//sellsignal
sellsignal = rsisell and rsidrop
//BUY CONDITION
//IF (RSI was below 50% last six months AND jumps +2% from the low) THEN buy, ELSE hold.
//RSI was below 50% last six months
buylevel = input(50)
minrsi = lowest(rsi(close,14),6)[1]
rsibuy = minrsi < buylevel
//IF (RSI jumps +2% from the low) THEN buy, ELSE hold.
rsibounce= r > (minrsi + 2)
//buysignal=buyrsi AND rsidrop
//buysignal
buysignal = rsibuy and rsibounce
//Strategy
strategy.entry("Buy Signal",strategy.long, when = buysignal)
strategy.entry("Sell Signal",strategy.short, when = sellsignal)
|
MAConverging + QQE Threshold | https://www.tradingview.com/script/ZxEf7uJX-MAConverging-QQE-Threshold/ | Trade_Domination | https://www.tradingview.com/u/Trade_Domination/ | 62 | strategy | 5 | CC-BY-NC-SA-4.0 | // This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// Β© Salman4sgd
//@version=5
strategy("MAConverging + QQE Threshold Strategy", overlay = true)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
length = input(100)
incr = input(10, "Increment")
fast = input(10)
src = input(close)
//-----------------------------------------------------------------------------}
//Calculations
//-----------------------------------------------------------------------------{
var ma = 0.
var fma = 0.
var alpha = 0.
var k = 1 / incr
upper = ta.highest(length)
lower = ta.lowest(length)
init_ma = ta.sma(src, length)
cross = ta.cross(src,ma)
alpha := cross ? 2 / (length + 1)
: src > ma and upper > upper[1] ? alpha + k
: src < ma and lower < lower[1] ? alpha + k
: alpha
ma := nz(ma[1] + alpha[1] * (src - ma[1]), init_ma)
fma := nz(cross ? math.avg(src, fma[1])
: src > ma ? math.max(src, fma[1]) + (src - fma[1]) / fast
: math.min(src, fma[1]) + (src - fma[1]) / fast,src)
//-----------------------------------------------------------------------------}
//Plots
//-----------------------------------------------------------------------------{
css = fma > ma ? color.teal : color.red
plot0 = plot(fma, "Fast MA"
, color = #ff5d00
, transp = 100)
plot1 = plot(ma, "Converging MA"
, color = css)
fill(plot0, plot1, css
, "Fill"
, transp = 80)
//-----------------------------------------------------------------------------}
RSI_Period = input(14, title='RSI Length')
SF = input(5, title='RSI Smoothing')
QQE = input(4.238, title='Fast QQE Factor')
ThreshHold = input(10, title='Thresh-hold')
//
sQQEx = input(false, title='Show Smooth RSI, QQE Signal crosses')
sQQEz = input(false, title='Show Smooth RSI Zero crosses')
sQQEc = input(false, title='Show Smooth RSI Thresh Hold Channel Exits')
ma_type = input.string(title='MA Type', defval='EMA', options=['ALMA', 'EMA', 'DEMA', 'TEMA', 'WMA', 'VWMA', 'SMA', 'SMMA', 'HMA', 'LSMA', 'PEMA'])
lsma_offset = input.int(defval=0, title='* Least Squares (LSMA) Only - Offset Value', minval=0)
alma_offset = input.float(defval=0.85, title='* Arnaud Legoux (ALMA) Only - Offset Value', minval=0, step=0.01)
alma_sigma = input.int(defval=6, title='* Arnaud Legoux (ALMA) Only - Sigma Value', minval=0)
inpDrawBars = input(true, title='color bars?')
ma(type, src, len) =>
float result = 0
if type == 'SMA' // Simple
result := ta.sma(src, len)
result
if type == 'EMA' // Exponential
result := ta.ema(src, len)
result
if type == 'DEMA' // Double Exponential
e = ta.ema(src, len)
result := 2 * e - ta.ema(e, len)
result
if type == 'TEMA' // Triple Exponential
e = ta.ema(src, len)
result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
result
if type == 'WMA' // Weighted
result := ta.wma(src, len)
result
if type == 'VWMA' // Volume Weighted
result := ta.vwma(src, len)
result
if type == 'SMMA' // Smoothed
w = ta.wma(src, len)
result := na(w[1]) ? ta.sma(src, len) : (w[1] * (len - 1) + src) / len
result
if type == 'HMA' // Hull
result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
result
if type == 'LSMA' // Least Squares
result := ta.linreg(src, len, lsma_offset)
result
if type == 'ALMA' // Arnaud Legoux
result := ta.alma(src, len, alma_offset, alma_sigma)
result
if type == 'PEMA'
// Copyright (c) 2010-present, Bruno Pio
// Copyright (c) 2019-present, Alex Orekhov (everget)
// Pentuple Exponential Moving Average script may be freely distributed under the MIT license.
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
ema3 = ta.ema(ema2, len)
ema4 = ta.ema(ema3, len)
ema5 = ta.ema(ema4, len)
ema6 = ta.ema(ema5, len)
ema7 = ta.ema(ema6, len)
ema8 = ta.ema(ema7, len)
pema = 8 * ema1 - 28 * ema2 + 56 * ema3 - 70 * ema4 + 56 * ema5 - 28 * ema6 + 8 * ema7 - ema8
result := pema
result
result
src := input(close, title='RSI Source')
//
//
Wilders_Period = RSI_Period * 2 - 1
Rsi = ta.rsi(src, RSI_Period)
RsiMa = ma(ma_type, Rsi, SF)
AtrRsi = math.abs(RsiMa[1] - RsiMa)
MaAtrRsi = ma(ma_type, AtrRsi, Wilders_Period)
dar = ma(ma_type, MaAtrRsi, Wilders_Period) * QQE
longband = 0.0
shortband = 0.0
trend = 0
DeltaFastAtrRsi = dar
RSIndex = RsiMa
newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi
longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband
shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband
cross_1 = ta.cross(longband[1], RSIndex)
trend := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)
FastAtrRsiTL = trend == 1 ? longband : shortband
//
// Find all the QQE Crosses
QQExlong = 0
QQExlong := nz(QQExlong[1])
QQExshort = 0
QQExshort := nz(QQExshort[1])
QQExlong := sQQEx and FastAtrRsiTL < RSIndex ? QQExlong + 1 : 0
QQExshort := sQQEx and FastAtrRsiTL > RSIndex ? QQExshort + 1 : 0
// Zero cross
QQEzlong = 0
QQEzlong := nz(QQEzlong[1])
QQEzshort = 0
QQEzshort := nz(QQEzshort[1])
QQEzlong := sQQEz and RSIndex >= 50 ? QQEzlong + 1 : 0
QQEzshort := sQQEz and RSIndex < 50 ? QQEzshort + 1 : 0
//
// Thresh Hold channel Crosses give the BUY/SELL alerts.
QQEclong = 0
QQEclong := nz(QQEclong[1])
QQEcshort = 0
QQEcshort := nz(QQEcshort[1])
QQEclong := sQQEc and RSIndex > 50 + ThreshHold ? QQEclong + 1 : 0
QQEcshort := sQQEc and RSIndex < 50 - ThreshHold ? QQEcshort + 1 : 0
// // QQE exit from Thresh Hold Channel
// plotshape(sQQEc and QQEclong == 1 ? RsiMa - 50 : na, title='QQE XC Over Channel', style=shape.diamond, location=location.absolute, color=color.new(color.olive, 0), size=size.small, offset=0)
// plotshape(sQQEc and QQEcshort == 1 ? RsiMa - 50 : na, title='QQE XC Under Channel', style=shape.diamond, location=location.absolute, color=color.new(color.red, 0), size=size.small, offset=0)
// // QQE crosses
// plotshape(sQQEx and QQExlong == 1 ? FastAtrRsiTL[1] - 50 : na, title='QQE XQ Cross Over', style=shape.circle, location=location.absolute, color=color.new(color.lime, 0), size=size.small, offset=-1)
// plotshape(sQQEx and QQExshort == 1 ? FastAtrRsiTL[1] - 50 : na, title='QQE XQ Cross Under', style=shape.circle, location=location.absolute, color=color.new(color.blue, 0), size=size.small, offset=-1)
// // Signal crosses zero line
// plotshape(sQQEz and QQEzlong == 1 ? RsiMa - 50 : na, title='QQE XZ Zero Cross Over', style=shape.square, location=location.absolute, color=color.new(color.aqua, 0), size=size.small, offset=0)
// plotshape(sQQEz and QQEzshort == 1 ? RsiMa - 50 : na, title='QQE XZ Zero Cross Under', style=shape.square, location=location.absolute, color=color.new(color.fuchsia, 0), size=size.small, offset=0)
// hcolor = RsiMa - 50 > ThreshHold ? color.green : RsiMa - 50 < 0 - ThreshHold ? color.red : color.orange
// plot(FastAtrRsiTL - 50, color=color.new(color.blue, 0), linewidth=2)
// p1 = plot(RsiMa - 50, color=color.new(color.orange, 0), linewidth=2)
// plot(RsiMa - 50, color=hcolor, style=plot.style_columns, transp=50)
// hZero = hline(0, color=color.black, linestyle=hline.style_dashed, linewidth=1)
// hUpper = hline(ThreshHold, color=color.green, linestyle=hline.style_dashed, linewidth=2)
// hLower = hline(0 - ThreshHold, color=color.red, linestyle=hline.style_dashed, linewidth=2)
// fill(hUpper, hLower, color=color.new(color.gray, 80))
//EOF
length := input.int(title='ATR Length', defval=14, minval=1)
smoothing = input.string(title='ATR Smoothing', defval='RMA', options=['RMA', 'SMA', 'EMA', 'WMA'])
m = input(0.3, 'ATR Multiplier')
src1 = input(high)
src2 = input(low)
pline = input(true, 'Show Price Lines')
col1 = input(color.blue, 'ATR Text Color')
col2 = input.color(color.teal, 'Low Text Color', inline='1')
col3 = input.color(color.red, 'High Text Color', inline='2')
collong = input.color(color.teal, 'Low Line Color', inline='1')
colshort = input.color(color.red, 'High Line Color', inline='2')
ma_function(source, length) =>
if smoothing == 'RMA'
ta.rma(source, length)
else
if smoothing == 'SMA'
ta.sma(source, length)
else
if smoothing == 'EMA'
ta.ema(source, length)
else
ta.wma(source, length)
a = ma_function(ta.tr(true), length) * m
s_sl = ma_function(ta.tr(true), length) * m + src1
l_sl = src2 - ma_function(ta.tr(true), length) * m
p1 = plot(s_sl, title='ATR Short Stop Loss', color=colshort, trackprice=pline ? true : false, transp=20)
p2 = plot(l_sl, title='ATR Long Stop Loss', color=collong, trackprice=pline ? true : false, transp=20)
bgc = RsiMa - 50 > ThreshHold ? color.green : Rsi - 50 < 0 - ThreshHold ? color.red : color.orange
barcolor(inpDrawBars ? bgc : na)
prebuy = RsiMa - 50 > ThreshHold
buy=prebuy and not(prebuy[1]) and fma > ma
var long_tp=0.0
var long_sl=0.0
var short_tp=0.0
var short_sl=0.0
if prebuy
strategy.close("Short")
if buy and strategy.position_size<=0
strategy.entry("Long", strategy.long)
long_sl:=l_sl
long_tp:=close+(close-long_sl)*2
//if strategy.position_size>0
strategy.exit("L_SL","Long",stop=long_sl)
//strategy.exit("L_SL","Long",stop=long_sl)
// if low<long_sl[1]
// strategy.close("Long")
presell=RsiMa - 50 < 0 - ThreshHold // RsiMa - 50 < 0 - ThreshHold
sell= presell and not(presell[1]) and fma < ma
//plotshape(presell)
if presell
strategy.close("Long")
if sell and strategy.position_size>=0
strategy.entry("Short", strategy.short)
short_sl:=s_sl
short_tp:=close-(short_sl-close)*2
//if strategy.position_size<0
strategy.exit("S_SL","Short",stop=short_sl)
//strategy.exit("S_SL","Short",stop=short_sl)
|
MCL-YG Pair Trading Strategy | https://www.tradingview.com/script/AkJn32dK-MCL-YG-Pair-Trading-Strategy/ | shark792 | https://www.tradingview.com/u/shark792/ | 16 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© shark792
//@version=5
// 1. Define strategy settings
strategy(title="MCL-YG Pair Trading Strategy", overlay=true,
pyramiding=0, initial_capital=10000,
commission_type=strategy.commission.cash_per_order,
commission_value=4, slippage=2)
smaLength = input.int(title="SMA Length", defval=20)
stdLength = input.int(title="StdDev Length", defval=20)
ubOffset = input.float(title="Upper Band Offset", defval=1, step=0.5)
lbOffset = input.float(title="Lower Band Offset", defval=1, step=0.5)
usePosSize = input.bool(title="Use Position Sizing?", defval=true)
riskPerc = input.float(title="Risk %", defval=0.5, step=0.25)
// 2. Calculate strategy values
smaValue = ta.sma(close, smaLength)
stdDev = ta.stdev(close, stdLength)
upperBand = smaValue + (stdDev * ubOffset)
lowerBand = smaValue - (stdDev * lbOffset)
riskEquity = (riskPerc / 100) * strategy.equity
atrCurrency = (ta.atr(20) * syminfo.pointvalue)
posSize = usePosSize ? math.floor(riskEquity / atrCurrency) : 1
// 3. Output strategy data
plot(series=smaValue, title="SMA", color=color.teal)
plot(series=upperBand, title="UB", color=color.green,
linewidth=2)
plot(series=lowerBand, title="LB", color=color.red,
linewidth=2)
// 4. Determine long trading conditions
enterLong = ta.crossover(close, upperBand)
exitLong = ta.crossunder(close, smaValue)
// 5. Code short trading conditions
enterShort = ta.crossunder(close, lowerBand)
exitShort = ta.crossover(close, smaValue)
// 6. Submit entry orders
if enterLong
strategy.entry(id="EL", direction=strategy.long, qty=posSize)
if enterShort
strategy.entry(id="ES", direction=strategy.short, qty=posSize)
// 7. Submit exit orders
strategy.close(id="EL", when=exitLong)
strategy.close(id="ES", when=exitShort)
|
Ichimoku Cloud with MACD (By Coinrule) | https://www.tradingview.com/script/DtsAIRvK-Ichimoku-Cloud-with-MACD-By-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 182 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Coinrule
//@version=5
strategy('Ichimoku Cloud with MACD (By Coinrule)',
overlay=true,
initial_capital=1000,
process_orders_on_close=true,
default_qty_type=strategy.percent_of_equity,
default_qty_value=30,
commission_type=strategy.commission.percent,
commission_value=0.1)
showDate = input(defval=true, title='Show Date Range')
timePeriod = time >= timestamp(syminfo.timezone, 2022, 6, 1, 0, 0)
// Inputs
ts_bars = input.int(9, minval=1, title='Tenkan-Sen Bars')
ks_bars = input.int(26, minval=1, title='Kijun-Sen Bars')
ssb_bars = input.int(52, minval=1, title='Senkou-Span B Bars')
cs_offset = input.int(26, minval=1, title='Chikou-Span Offset')
ss_offset = input.int(26, minval=1, title='Senkou-Span Offset')
long_entry = input(true, title='Long Entry')
short_entry = input(true, title='Short Entry')
middle(len) => math.avg(ta.lowest(len), ta.highest(len))
// Ichimoku Components
tenkan = middle(ts_bars)
kijun = middle(ks_bars)
senkouA = math.avg(tenkan, kijun)
senkouB = middle(ssb_bars)
// Plot Ichimoku Kinko Hyo
plot(tenkan, color=color.new(#0496ff, 0), title='Tenkan-Sen')
plot(kijun, color=color.new(#991515, 0), title='Kijun-Sen')
plot(close, offset=-cs_offset + 1, color=color.new(#459915, 0), title='Chikou-Span')
sa = plot(senkouA, offset=ss_offset - 1, color=color.new(color.green, 0), title='Senkou-Span A')
sb = plot(senkouB, offset=ss_offset - 1, color=color.new(color.red, 0), title='Senkou-Span B')
fill(sa, sb, color=senkouA > senkouB ? color.green : color.red, title='Cloud color', transp=90)
ss_high = math.max(senkouA[ss_offset - 1], senkouB[ss_offset - 1])
ss_low = math.min(senkouA[ss_offset - 1], senkouB[ss_offset - 1])
// MACD
[macd, macd_signal, macd_histogram] = ta.macd(close, 12, 26, 9)
// Entry/Exit Signals
tk_cross_bull = tenkan > kijun
tk_cross_bear = tenkan < kijun
cs_cross_bull = ta.mom(close, cs_offset - 1) > 0
cs_cross_bear = ta.mom(close, cs_offset - 1) < 0
price_above_kumo = close > ss_high
price_below_kumo = close < ss_low
bullish = tk_cross_bull and cs_cross_bull and price_above_kumo and ta.crossover(macd, macd_signal)
bearish = tk_cross_bear and cs_cross_bear and price_below_kumo and ta.crossunder(macd, macd_signal)
strategy.entry('Long', strategy.long, when=bullish and long_entry and timePeriod)
strategy.close('Long', when=bearish and not short_entry)
strategy.entry('Short', strategy.short, when=bearish and short_entry and timePeriod)
strategy.close('Short', when=bullish and not long_entry)
|
Mou Value Areas | https://www.tradingview.com/script/pEsjPihO-Mou-Value-Areas/ | moumoose | https://www.tradingview.com/u/moumoose/ | 34 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© moumoose
//@version=4
strategy(title="Mou Value Areas", shorttitle="Mou Value Areas", overlay = true)
MA1 = input(21, "Moving Average1 Lenght")
MA2 = input(50, "Moving Average2 Lenght")
MA3 = input(75, "Moving Average3 Lenght")
HL = input(5, "Length", step = 1)
MyMA1 = ema(close, MA1)
MyMA2 = ema(close, MA2)
MyMA3 = ema(close, MA3)
plot(MyMA1, title= "EMA1", color=color.blue, linewidth = 2)
plot(MyMA2, title="EMA2", color=color.yellow, linewidth = 1)
plot(MyMA3, title="EMA3", color=color.red, linewidth = 1)
UP = MyMA1[HL] - MyMA2[HL] <= MyMA1 - MyMA2
DOWN = MyMA1[HL] - MyMA2[HL] >= MyMA1 - MyMA2
bgcolor(UP ? color.new(color.red, 85) : na)
bgcolor(DOWN ? color.new(color.green, 85) : na)
//BULL = close - open > close[1] - open[1] and close > high[1] and DOWN
//BEAR = open -close > open[1] - close [1] and close < low[1] and UP
//plotshape(BULL, style=shape.arrowup, size = size.large, color = color.green )
//plotshape(BEAR, style=shape.arrowdown, size = size.large, color = color.red)
|
VIP | https://www.tradingview.com/script/4OYdIrWk-VIP/ | imaya_dewmini | https://www.tradingview.com/u/imaya_dewmini/ | 306 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Darshana_Alwis
//@version=5
strategy("VIP", overlay=true, initial_capital=1000,currency=currency.USD,default_qty_type=strategy.percent_of_equity,default_qty_value=100,pyramiding=0)
//SSS = Sultan+Saud Strategy
//The original idea of the code belonges to saudALThaidy
//The strategy code is basically made out of two other indicators, edited and combined by me.
// 1- NSDT HAMA Candles => https://www.tradingview.com/script/k7nrF2oI-NSDT-HAMA-Candles/
// 2- SSL Channel => https://www.tradingview.com/script/6y9SkpnV-SSL-Channel/
//MA INFO
WickColor = input.color(color.rgb(80, 80, 80, 100), title='Wick Color', tooltip='Suggest Full Transparency.')
LengthMA = input.int(100, minval=1, title='MA Line Length', inline='MA Info')
TakeProfit = input.float(1, minval=0, title='Take Profit Percentage', step=1)
UseStopLose = input.bool(false, title='Use Stop Percentage')
StopLose = input.float(1, minval=0, title='StopLose Percentage', step=1)
MASource = close
ma(source, length, type) =>
type == "SMA" ? ta.sma(source, length) :
type == "EMA" ? ta.ema(source, length) :
type == "SMMA (RMA)" ? ta.rma(source, length) :
type == "WMA" ? ta.wma(source, length) :
type == "VWMA" ? ta.vwma(source, length) :
na
ma1_color = color.rgb(230, 172, 0)
ma1 = ma(high, 200, "SMA")
ma2_color = color.red
ma2 = ma(low, 200, "SMA")
Hlv1 = float(na)
Hlv1 := close > ma1 ? 1 : close < ma2 ? -1 : Hlv1[1]
sslUp1 = Hlv1 < 0 ? ma2 : ma1
sslDown1 = Hlv1 < 0 ? ma1 : ma2
Color1 = Hlv1 == 1 ? ma1_color : ma2_color
fillColor1 = color.new(Color1, 90)
highLine1 = plot(sslUp1, title="UP", linewidth=2, color = Color1)
lowLine1 = plot(sslDown1, title="DOWN", linewidth=2, color = Color1)
OpenLength = 25
HighLength = 20
LowLength = 20
CloseLength = 20
SourceOpen = (open[1] + close[1]) / 2
SourceHigh = math.max(high, close)
SourceLow = math.min(low, close)
SourceClose = (open + high + low + close) / 4
funcCalcMA1(src1, len1) => ta.ema(src1, len1)
funcCalcOpen(SourceOpen, OpenLength) => ta.ema(SourceOpen, OpenLength)
funcCalcHigh(SourceHigh, HighLength) => ta.ema(SourceHigh, HighLength)
funcCalcLow(SourceLow, LowLength) => ta.ema(SourceLow, LowLength)
funcCalcClose(SourceClose, CloseLength) => ta.ema(SourceClose, CloseLength)
MA_1 = funcCalcMA1(MASource, LengthMA)
CandleOpen = funcCalcOpen(SourceOpen, OpenLength)
CandleHigh = funcCalcHigh(SourceHigh, HighLength)
CandleLow = funcCalcLow(SourceLow, LowLength)
CandleClose = funcCalcClose(SourceClose, CloseLength)
//PLOT CANDLES
//-------------------------------NSDT HAMA Candels
BodyColor = CandleOpen > CandleOpen[1] ? color.rgb(230, 172, 0) : color.red
barcolor(BodyColor)
plotcandle(CandleOpen, CandleHigh, CandleLow, CandleClose, color=BodyColor, title='HAMA Candles', wickcolor=WickColor, bordercolor=na)
plot(MA_1, title='MA Line', color=BodyColor, style=plot.style_line, linewidth=2)
//------------------------------SSL Channel
plot_buy = false
avg = ((high-low)/2)+low
LongCondition = (Hlv1 == 1 and Hlv1[1] == -1) and (BodyColor == color.rgb(230, 172, 0)) and (MA_1 < avg) and (CandleHigh < avg) and (strategy.opentrades == 0)
if LongCondition
strategy.entry("BUY with VIP", strategy.long)
plot_buy := true
base = strategy.opentrades.entry_price(0)
baseProfit = (base+((base/100)*TakeProfit))
baseLose = (base-((base/100)*StopLose))
strategy.exit("SELL with VIP","BUY with VIP",limit = baseProfit)
if UseStopLose and (close < MA_1)
strategy.exit("SELL with VIP","BUY with VIP",stop = baseLose)
if not UseStopLose and (close < MA_1)
strategy.exit("SELL with VIP","BUY with VIP", stop = close)
plotshape(plot_buy, title="Buy Label", text="Buy", location=location.belowbar, style=shape.labelup, size=size.tiny, color=Color1, textcolor=color.white)
fill(highLine1, lowLine1, color = fillColor1)
|
Triple RSI strategy | https://www.tradingview.com/script/raWdLVOY-Triple-RSI-strategy/ | Trade_by_DB | https://www.tradingview.com/u/Trade_by_DB/ | 323 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Trade_by_DB
//@version=5
strategy("3 RSI", overlay=true, margin_long=100, margin_short=100)
// 3 rsi strategy , when all of them are overbought we sell, and vice versa
rsi7 = ta.rsi(close,7)
rsi14 = ta.rsi(close,14)
rsi21 = ta.rsi(close,21)
// sell condition
sell = ta.crossunder(rsi7,70) and ta.crossunder(rsi14,70) and ta.crossunder(rsi21,70)
//buy condition
buy = ta.crossover(rsi7,30) and ta.crossover(rsi14,30) and ta.crossover(rsi21,30)
if (buy)
strategy.entry("BUY", strategy.long)
if (sell)
strategy.entry("SELL", strategy.short)
|
Short Term RSI and SMA Percentage Change | https://www.tradingview.com/script/4FTETUfb-Short-Term-RSI-and-SMA-Percentage-Change/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 60 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Coinrule
//@version=5
strategy("Short Term RSI and SMA Percentage Change",
overlay=true,
initial_capital=1000,
process_orders_on_close=true,
default_qty_type=strategy.percent_of_equity,
default_qty_value=100,
commission_type=strategy.commission.percent,
commission_value=0.1)
showDate = input(defval=true, title='Show Date Range')
timePeriod = time >= timestamp(syminfo.timezone, 2022, 5, 1, 0, 0)
notInTrade = strategy.position_size <= 0
//==================================Buy Conditions============================================
//RSI
length = input(14)
rsi = ta.rsi(close, length)
buyCondition1 = rsi > 50
//MA
SMA9 = ta.sma(close, 9)
SMA100 = ta.sma(close, 100)
plot(SMA9, color = color.green)
plot(SMA100, color = color.blue)
buyCondition2 = (SMA9 > SMA100)
//Calculating MA Percentage Change
buyMA = (close/SMA9)
buyCondition3 = buyMA >= 0.06
if (buyCondition1 and buyCondition2 and buyCondition3 and timePeriod) //and buyCondition
strategy.entry("Long", strategy.long)
//==================================Sell Conditions============================================
// Configure trail stop level with input options
longTrailPerc = input.float(title='Trail Long Loss (%)', minval=0.0, step=0.1, defval=5) * 0.01
shortTrailPerc = input.float(title='Trail Short Loss (%)', minval=0.0, step=0.1, defval=5) * 0.01
// Determine trail stop loss prices
longStopPrice = 0.0
shortStopPrice = 0.0
longStopPrice := if strategy.position_size > 0
stopValue = close * (1 - longTrailPerc)
math.max(stopValue, longStopPrice[1])
else
0
shortStopPrice := if strategy.position_size < 0
stopValue = close * (1 + shortTrailPerc)
math.min(stopValue, shortStopPrice[1])
else
999999
strategy.exit('Exit', stop = longStopPrice, limit = shortStopPrice)
|
3LS | 3 Line Strike Strategy [Kintsugi Trading] | https://www.tradingview.com/script/fJEKAdgD-3LS-3-Line-Strike-Strategy-Kintsugi-Trading/ | KintsugiTrading | https://www.tradingview.com/u/KintsugiTrading/ | 530 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© KintsugiTrading
//@version=5
strategy(title="3LS | 3 Line Strike Strategy [Kintsugi Trading]", overlay=true, process_orders_on_close=true, calc_on_every_tick=true, initial_capital=10000)
//INPUTS
showRiskReward = input(true,title="Show Risk/Reward Area",group="Risk Management")
takeLong = input(true, title="Enter Long Position",group="Risk Management")
takeShort = input(true, title="Enter Short Position",group="Risk Management")
stopType = input.string("Fix PIP Size",title="Stop Loss Strategy",options=["ATR Trail","ATR Trail-Stop","Fix PIP Size"], group="Risk Management")
atrPeriod = input(14,title="ATR Period",group="Risk Management",tooltip="Uses on ATR Trail-stop")
atrMultip = input.float(2.0,step=0.1,title="ATR Multiplier",group="Risk Management",tooltip="Uses on ATR Trail-stop")
riskMultip = input.float(1.0,title="Risk/Reward Ratio",minval=0.1,step=0.1,group="Risk Management")
stopTickSize = input(3,title="Additional Stop PIP Size",group="Risk Management")*syminfo.mintick*10
isSessionFilterActive = input.bool(false,title="Session Filter Active?",group="Session")
i_tz = input.string('GMT', title='Timezone: ', tooltip='e.g. \'America/New_York\', \'Asia/Tokyo\', \'GMT-4\', \'GMT+9\'...', group='Session')
sessionOneRange = input.session(title='Trade Session: ', defval='0900-1600', group='Session')
maFill = input(true,title="MA Cloud Fill",group="MA")
maPeriod1 = input.int(21,title="MA Period Fast",group="MA")
maPeriod2 = input.int(55,title="MA Period Slow",group="MA")
//VSA{
showVsa = input.bool(true,title="Show VSA Status?",group="VSA")
ma0_length = input.int(30, "Moving Average", minval=1, group="VSA")
ma1_length = input.float(0.5,step=0.1,title="MA-1 Multiplier",group="VSA")
ma2_length = input.float(1.5,step=0.1,title="MA-2 Multiplier",group="VSA")
ma3_length = input.float(3.0,step=0.1,title="MA-3 Multiplier",group="VSA")
ma0 = ta.sma(volume, ma0_length)
ma1 = ma0 * ma1_length
ma2 = ma0 * ma2_length
ma3 = ma0 * ma3_length
histColor = volume < ma1 ? color.navy : volume < ma2 ? color.green : volume < ma3 ? color.yellow : volume > ma3 ? color.red : color.gray
volumeEntryCond = volume > ma2
plotshape(showVsa ? -1 : na, color=histColor, style=shape.square, location=location.bottom, size=size.auto, title='VSA Status')
plotshape(showVsa ? -1 : na, color=histColor, textcolor=histColor, text='VSA Status', style=shape.square, location=location.bottom, size=size.auto, title='VSA Label', show_last=1, offset=0)
//}
//3LS{
showBear3LS = input.bool(title='Show Bearish KT Signal', defval=true, group='3 Line Strike')
showBull3LS = input.bool(title='Show Bullish KT Signal', defval=true, group='3 Line Strike')
getCandleColorIndex(barIndex) =>
int ret = na
if (close[barIndex] > open[barIndex])
ret := 1
else if (close[barIndex] < open[barIndex])
ret := -1
else
ret := 0
ret
// Check for engulfing candles
isEngulfing(checkBearish) =>
// In an effort to try and make this a bit more consistent, we're going to calculate and compare the candle body sizes
// to inform the engulfing or not decision, and only use the open vs close comparisons to identify the candle "color"
ret = false
sizePrevCandle = close[1] - open[1] // negative numbers = red, positive numbers = green, 0 = doji
sizeCurrentCandle = close - open // negative numbers = red, positive numbers = green, 0 = doji
isCurrentLagerThanPrevious = (math.abs(sizeCurrentCandle) > math.abs(sizePrevCandle)) ? true : false
// We now have the core info to evaluate engulfing candles
switch checkBearish
true =>
// Check for bearish engulfing (green candle followed by a larger red candle)
isGreenToRed = ((getCandleColorIndex(0) < 0) and (getCandleColorIndex(1) > 0)) ? true : false
ret := (isCurrentLagerThanPrevious and isGreenToRed) ? true : false
false =>
// Check for bullish engulfing (red candle followed by a larger green candle)
isRedToGreen = ((getCandleColorIndex(0) > 0) and (getCandleColorIndex(1) < 0)) ? true : false
ret := (isCurrentLagerThanPrevious and isRedToGreen) ? true : false
=> ret := false // This should be impossible to trigger...
ret
//
// Helper functions that wraps the isEngulfing above...
isBearishEngulfuing() =>
ret = isEngulfing(true)
ret
//
isBullishEngulfuing() =>
ret = isEngulfing(false)
ret
//
// Functions to check for 3 consecutive candles of one color, followed by an engulfing candle of the opposite color
//
// Bearish 3LS = 3 green candles immediately followed by a bearish engulfing candle
is3LSBear() =>
ret = false
is3LineSetup = ((getCandleColorIndex(1) > 0) and (getCandleColorIndex(2) > 0) and (getCandleColorIndex(3) > 0)) ? true : false
ret := (is3LineSetup and isBearishEngulfuing()) ? true : false
ret
//
// Bullish 3LS = 3 red candles immediately followed by a bullish engulfing candle
is3LSBull() =>
ret = false
is3LineSetup = ((getCandleColorIndex(1) < 0) and (getCandleColorIndex(2) < 0) and (getCandleColorIndex(3) < 0)) ? true : false
ret := (is3LineSetup and isBullishEngulfuing()) ? true : false
ret
is3LSBearSig = is3LSBear()
is3LSBullSig = is3LSBull()
plotshape(showBull3LS ? is3LSBullSig : na, style=shape.triangleup, color=color.rgb(0, 255, 0, 0), location=location.belowbar, size=size.small, text='KT-Bull', title='3 Line Strike Up')
plotshape(showBear3LS ? is3LSBearSig : na, style=shape.triangledown, color=color.rgb(255, 0, 0, 0), location=location.abovebar, size=size.small, text='KT-Bear', title='3 Line Strike Down')
//}
useCustomRisk = input(true,title="Use Custom Risk",group="Risk Calculation")
maxPercRisk = input.float(2.0,step=0.1,minval=0.1,title="% Risk Per Trade",group="Risk Calculation",tooltip="This value used only for backtest results not for auto trading.")/100
// AutoView Settings
var g_av = "AutoView Settings [OANDA]"
av_use = input.bool(title="Use AutoView?", defval=false, group=g_av, tooltip="If turned on then the alerts this script generates will use AutoView syntax for auto-trading (WARNING: USE AT OWN RISK! RESEARCH THE DANGERS)")
av_oandaDemo = input.bool(title="Use Oanda Demo?", defval=true, group=g_av, tooltip="If turned on then oandapractice broker prefix will be used for AutoView alerts (demo account). If turned off then live account will be used")
av_limitOrder = input.bool(title="Use Limit Order?", defval=true, group=g_av, tooltip="If turned on then AutoView will use limit orders. If turned off then market orders will be used")
av_accountBalance = input.float(title="Account Balance", defval=1000.0, step=100, group=g_av, tooltip="Your account balance (used for calculating position size)")
av_accountCurrency = input.string(title="Account Currency", defval="USD", options=["AUD", "CAD", "CHF", "EUR", "GBP", "JPY", "NZD", "USD"], group=g_av, tooltip="Your account balance currency (used for calculating position size)")
av_riskPerTrade = input.float(title="Risk Per Trade %", defval=2.0, step=0.5, group=g_av, tooltip="Your risk per trade as a % of your account balance")
// PineConnector Settings
var g_pc = 'PineConnector Settings'
pc_use = input.bool(title='Use PineConnector?', defval=true, group=g_pc, tooltip='Use PineConnector Alerts? (WARNING: USE AT OWN RISK! RESEARCH THE DANGERS)')
pc_id = input.string(title='License ID', defval='ID', group=g_pc, tooltip='This is your PineConnector license ID')
pc_risk = input.float(title='Risk Per Trade', defval=1, step=0.5, group=g_pc, tooltip='This is how much to risk per trade (% of balance or lots - based on PC settings)')
pc_prefix = input.string(title='MetaTrader Prefix', defval='', group=g_pc, tooltip='This is your broker\'s MetaTrader symbol prefix (leave blank if there is none)')
pc_suffix = input.string(title='MetaTrader Suffix', defval='', group=g_pc, tooltip='This is your broker\'s MetaTrader symbol suffix (leave blank if there is none)')
// Generate PineConnector alert string
var symbol = pc_prefix + syminfo.ticker + pc_suffix
var broker = av_oandaDemo ? "oandapractice" : "oanda"
var pair = syminfo.basecurrency + "/" + syminfo.currency
pc_entry_alert(direction, entry, sl, tp) =>
order_price = entry
tp_value = na(tp) == false ? ',tp=' + str.tostring(tp) : ""
price = 'price=' + str.tostring(order_price)
pc_id + ',' + direction + ',' + symbol + ',' + price + ',sl=' + str.tostring(sl) + tp_value + ',risk=' + str.tostring(pc_risk)
pc_exit_alert(direction) =>
pc_id + ',' + direction + ',' + symbol
av_entry_alert(side, qty, entry, sl, tp)=>
tp_value = na(tp) == false ? " ftp=" + str.tostring(tp) : ""
"e=" + broker + " b="+side+" q=" + str.tostring(qty) + " s=" + pair+ " t=" + (av_limitOrder ? "limit fp=" + str.tostring(entry) : "market")+ " fsl=" + str.tostring(sl)+ tp_value
av_exit_alert(side) =>
"e=" + broker + " s=" + pair +" c=position b="+side
//AUTOTRADE
//DETERMINE POSITION SIZE
atr = ta.atr(14)
toWhole(number) =>
returnVal = atr < 1.0 ? (number / syminfo.mintick) / (10 / syminfo.pointvalue) : number
returnVal := atr >= 1.0 and atr < 100.0 and syminfo.currency == "JPY" ? returnVal * 100 : returnVal
var tradePositionSize = 0.0
accountSameAsCounterCurrency = av_accountCurrency == syminfo.currency
accountSameAsBaseCurrency = av_accountCurrency == syminfo.basecurrency
accountNeitherCurrency = not accountSameAsCounterCurrency and not accountSameAsBaseCurrency
conversionCurrencyPair = accountSameAsCounterCurrency ? syminfo.tickerid : accountNeitherCurrency ? av_accountCurrency + syminfo.currency : av_accountCurrency + syminfo.currency
conversionCurrencyRate = request.security(symbol=syminfo.type == "forex" ? conversionCurrencyPair : "AUDUSD", timeframe="D", expression=close)
getPositionSize(stopLossSizePoints) =>
riskAmount = (av_accountBalance * (av_riskPerTrade / 100)) * (accountSameAsBaseCurrency or accountNeitherCurrency ? conversionCurrencyRate : 1.0)
riskPerPoint = (stopLossSizePoints * syminfo.pointvalue)
positionSize = (riskAmount / riskPerPoint) / syminfo.mintick
math.round(positionSize)
//CALCS
//ATR
atrValue = ta.atr(atrPeriod)
//Sessions
in_session_one = time(timeframe.period, sessionOneRange,i_tz)
sessionOneActive = in_session_one and timeframe.multiplier <= 1440
sessionFilterResult = isSessionFilterActive ? sessionOneActive : true
//MA
maValue1 = ta.sma(close,maPeriod1)
maValue2 = ta.sma(close,maPeriod2)
//STRATEGY
var float longStop = na,var float longRisk = na,var float longTp = na
var float shortStop = na,var float shortRisk = na,var float shortTp = na
string entryAlertString = "", string exitAlertString = ""
fix_long_exit = "Exit LONG"
fix_short_exit = "Exit SHORT"
var float positionSize = 1
calcPositionSize(unitRisk)=>
if useCustomRisk == false
1
else
totalRisk = strategy.equity *maxPercRisk
math.round(totalRisk/unitRisk,6)
//FUNCTION
calcAtrTrailStop(side)=>
if side == "long"
tempStop = close - (atrValue * atrMultip)
(tempStop > longStop and tempStop < close) ? tempStop : longStop
else
tempStop = close + (atrValue * atrMultip)
(tempStop < shortStop and tempStop > close) ? tempStop : shortStop
//ATR TRAIL-STOP
if (stopType == "ATR Trail-Stop" or stopType == "ATR Trail") and strategy.position_size > 0
longStop := calcAtrTrailStop("long")
if av_use
exitAlertString := av_exit_alert('long')
else if pc_use
exitAlertString := pc_exit_alert('closelong')
strategy.exit('Long Exit', 'Long', comment="EXIT LONG", stop=longStop, limit=longTp, alert_message=exitAlertString)
if (stopType == "ATR Trail-Stop" or stopType == "ATR Trail") and strategy.position_size < 0
shortStop := calcAtrTrailStop("short")
if av_use
exitAlertString := av_exit_alert('short')
else if pc_use
exitAlertString := pc_exit_alert('closeshort')
strategy.exit('Short Exit', 'Short', comment="EXIT SHORT", stop=shortStop, limit=shortTp, alert_message=exitAlertString)
//LONG
longCond = is3LSBullSig and volumeEntryCond and maValue1 > maValue2
shortCond = is3LSBearSig and volumeEntryCond and maValue1 < maValue2
if longCond and takeLong and sessionFilterResult and strategy.position_size == 0 and barstate.isconfirmed and strategy.equity > 0
longStop := stopType == "Fix PIP Size" ? low - stopTickSize : close - (atrValue*atrMultip)
longRisk := (close - longStop)
longTp := stopType != "ATR Trail" ? close + (riskMultip*longRisk) : na
longStopDistance = close - longStop
positionSize := calcPositionSize(longRisk)
if av_use
entryAlertString := av_entry_alert("long",tradePositionSize,close,longStop,longTp)
exitAlertString := fix_long_exit
else if pc_use
entryAlertString := pc_entry_alert("buy", close, longStop, longTp)
exitAlertString := fix_long_exit
strategy.entry("Long",strategy.long,comment="LONG", qty=positionSize, alert_message=entryAlertString)
if stopType != "ATR Trail"
strategy.exit("Long Exit","Long", comment="EXIT LONG", stop=longStop, limit=longTp, alert_message=exitAlertString)
tradePositionSize := getPositionSize(toWhole(longStopDistance) * 10)
if av_use
setTp = na(longTp) == false ? " ftp=" + str.tostring(longTp) : ""
alert(message="e=" + broker + " b=long q="
+ str.tostring(tradePositionSize)
+ " s=" + pair
+ " t=" + (av_limitOrder ? "stop fp=" + str.tostring(close) : "market")
+ " fsl=" + str.tostring(longStop)
+ setTp,
freq=alert.freq_once_per_bar)
if pc_use
alertString = pc_entry_alert('buystop', close, longStop, longTp)
alert(alertString, alert.freq_once_per_bar_close)
//SHORT
if shortCond and takeShort and sessionFilterResult and strategy.position_size == 0 and barstate.isconfirmed and strategy.equity > 0
shortStop := stopType == "Fix PIP Size" ? high + stopTickSize : close + (atrValue*atrMultip)
shortRisk := (shortStop - close)
shortTp := stopType != "ATR Trail" ? close - (riskMultip*shortRisk) : na
shortStopDistance = math.abs(close-shortStop)
positionSize := calcPositionSize(shortRisk)
if av_use
entryAlertString := av_entry_alert("short",tradePositionSize,close,shortStop,shortTp)
exitAlertString := fix_short_exit
else if pc_use
entryAlertString := pc_entry_alert('sell', close, shortStop, shortTp)
exitAlertString := fix_short_exit
strategy.entry("Short",strategy.short,comment="SHORT", qty=positionSize, alert_message=entryAlertString)
if stopType != "ATR Trail"
strategy.exit("Short Exit","Short", comment="EXIT SHORT", stop=shortStop, limit=shortTp, alert_message=exitAlertString)
tradePositionSize := getPositionSize(toWhole(shortStopDistance) * 10)
if av_use
setTp = na(shortTp) == false ? " ftp=" + str.tostring(shortTp) : ""
alert(message="e=" + broker + " b=short q="
+ str.tostring(tradePositionSize)
+ " s=" + pair
+ " t=" + (av_limitOrder ? "stop fp=" + str.tostring(close) : "market")
+ " fsl=" + str.tostring(shortStop)
+ setTp,
freq=alert.freq_once_per_bar)
if pc_use
alertString = pc_entry_alert('sellstop', close, shortStop, shortTp)
alert(alertString, alert.freq_once_per_bar_close)
//PLOTS
p1=plot(maValue1,title="MA Fast",color=color.green,linewidth=1)
p2=plot(maValue2,title="MA Slow",color=color.red,linewidth=1)
fill(p1,p2, color=maFill ? maValue1 > maValue2 ? color.new(color.green,90) : color.new(color.red,90) : color.new(color.black,100))
L1 = plot(showRiskReward and strategy.position_size > 0 ? strategy.position_avg_price : na, color=color.green, linewidth=1, style=plot.style_linebr, title="Long Entry Price")
L2 = plot(showRiskReward and strategy.position_size > 0 ? longTp : na, color=color.green, linewidth=1, style=plot.style_linebr, title="Long TP Price")
L3 = plot(showRiskReward and strategy.position_size > 0 ? longStop : na, color=color.red, linewidth=1, style=plot.style_linebr, title="Long Stop Price")
S1 = plot(showRiskReward and strategy.position_size < 0 ? strategy.position_avg_price : na, color=color.teal, linewidth=1, style=plot.style_linebr, title="Short Entry Price")
S2 = plot(showRiskReward and strategy.position_size < 0 ? shortTp : na , color=color.teal, linewidth=1, style=plot.style_linebr, title="Short TP Price")
S3 = plot(showRiskReward and strategy.position_size < 0 ? shortStop : na, color=color.maroon, linewidth=1, style=plot.style_linebr, title="Short Stop Price")
fill(L1,L2,color=color.new(color.green,90))
fill(L1,L3,color=color.new(color.red,90))
fill(S1,S2,color=color.new(color.teal,90))
fill(S1,S3,color=color.new(color.maroon,90))
bgcolor(sessionOneActive and isSessionFilterActive ? color.new(color.orange,90) : na, title="Trade Session")
var table nameDisplay = table.new(position.middle_center, 1, 1, bgcolor = color.white, frame_width = 0)
if barstate.isconfirmed and math.round(strategy.equity,0) <= 0
table.cell(nameDisplay, 0, 0, "Total Equity dropped below ZERO.\nThese parameters are not useful.",text_color=color.white, bgcolor=color.red)
|
DMI Strategy | https://www.tradingview.com/script/oHT8ctYn-DMI-Strategy/ | email_analysts | https://www.tradingview.com/u/email_analysts/ | 68 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© email_analysts
// This code gives indication on the chart to go long based on DMI and exit based on RSI.
//Default value has been taken as 14 for DMI+ and 6 for RSI.
//@version=5
strategy(title="DMI Strategy", overlay=false)
lensig = input.int(11, title="ADX Smoothing", minval=1, maxval=50)
len = input.int(11, minval=1, title="DI Length")
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
trur = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / trur)
minus = fixnan(100 * ta.rma(minusDM, len) / trur)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), lensig)
//plot(adx, color=#F50057, title="ADX")
plot(plus, color=color.green, title="+DI")
plot(minus, color=color.red, title="-DI")
hlineup = hline(40, color=#787B86)
hlinelow = hline(10, color=#787B86)
buy = plus < 10 and minus > 40
if buy
strategy.entry('long', strategy.long)
sell = plus > 40 and minus < 10
if sell
strategy.entry('short', strategy.short)
|
[TH] IMF(In Market Forever) | https://www.tradingview.com/script/zFLMuyND/ | dokang | https://www.tradingview.com/u/dokang/ | 408 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© dokang
//@version=5
password = input.string("Your Password", title="Password", confirm=true)
strategy("[TH] IMF", initial_capital=10000, currency=currency.KRW, default_qty_type=strategy.percent_of_equity, default_qty_value=100, overlay=true, calc_on_every_tick=true)
import dokang/TradingHook/2 as TH
numsOfTrades = input.int(1, "Nums of trades", minval=0, step=1)
entry_price = input.price(0, title="Entry Price", confirm=true)
profit_price = input.price(1000000, title="Profit Price", confirm=true)
loss_price = input.price(0, title="Loss Price", confirm=true)
isShowPrice = input.bool(true, title="Show Price")
if profit_price <= entry_price
runtime.error("Profit Price must be higher than Entry Price")
if loss_price >= entry_price
runtime.error("Loss Price must be less than Entry Price")
profit_percent = 100*(profit_price/entry_price-1)
loss_percent = 100*(loss_price/entry_price-1)
var profit_label = label(na)
var loss_label = label(na)
var entry_label = label(na)
if barstate.islastconfirmedhistory
var entry_line = line.new(time, entry_price, time+60, entry_price, xloc=xloc.bar_time, extend = extend.both, color = color.orange)
var loss_line = line.new(time, loss_price, time+60, loss_price, xloc=xloc.bar_time, extend = extend.both, color = color.red)
var profit_line = line.new(time, profit_price, time+60, profit_price, xloc=xloc.bar_time, extend = extend.both, color = color.green)
if barstate.isrealtime
label.delete(profit_label)
label.delete(loss_label)
label.delete(entry_label)
str_loss_price = isShowPrice ? str.format("({0})",str.tostring(loss_price, format.mintick)) : na
str_profit_price = isShowPrice ? str.format("({0})",str.tostring(profit_price, format.mintick)) : na
entry_text = str.format("Entry {0, number,#.##} ({1})", profit_percent/math.abs(loss_percent),str.tostring(entry_price,format.mintick))
profit_text = str.format("Profit {0,number,#.##}% {1}", profit_percent, str_profit_price)
loss_text = str.format("Loss {0,number,#.##}% {1}", loss_percent, str_loss_price)
profit_label := label.new(bar_index, profit_price, text=profit_text, tooltip=str.tostring(profit_price, format.mintick), style=label.style_label_lower_left, color = color.green, textcolor = color.white)
loss_label := label.new(bar_index, loss_price, text=loss_text, tooltip = str.tostring(loss_price, format.mintick), style=label.style_label_upper_left, color = color.red, textcolor = color.white)
entry_label := label.new(bar_index+5, entry_price,text=entry_text, style=label.style_label_center, color = color.orange, textcolor = color.white)
inTrade= strategy.closedtrades < numsOfTrades
if barstate.isrealtime
if entry_price > close and inTrade
strategy.entry("buy", strategy.long, stop = entry_price, alert_message = TH.buy_message(password, order_name="IMF 맀μ"))
else if entry_price <= close and inTrade
strategy.entry("buy", strategy.long, limit = entry_price, alert_message = TH.buy_message(password, order_name="IMF 맀μ"))
strategy.exit("sell", "buy", limit = profit_price, stop = loss_price, alert_message = TH.sell_message(password, "100%", order_name="IMF 맀λ")) |
Strategy Myth-Busting #3 - BB_BUY+SuperTrend - [MYN] | https://www.tradingview.com/script/QMpkE1h6-Strategy-Myth-Busting-3-BB-BUY-SuperTrend-MYN/ | myncrypto | https://www.tradingview.com/u/myncrypto/ | 292 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© myn
//@version=5
strategy('Strategy Myth-Busting #3 - BB_BUY+SuperTrend - [MYN]', max_bars_back=5000, overlay=true, pyramiding=0, initial_capital=20000, currency='USD', default_qty_type=strategy.percent_of_equity, default_qty_value=100.0, commission_value=0.075, use_bar_magnifier = true)
///Derek-Multiple-Take-Profit-Strategy-Template-v5-2022-04-03.pine
// 04-03-2022 Added ADX
// 08-17-2022 Added Dashboard
/////////////////////////////////////
//* Put your strategy logic below *//
/////////////////////////////////////
// Q0txMfU623Y
// Trading Rules
//long condition when BB_BUY indicates buy signal and SuperTrend is green
//short condition when BB_BUY indicates Sell signal and SuperTrend is red
//@version=5
// BB_Buy and sell strategy logic
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//indicator(shorttitle='BB_Buy and Sell', title='BB_Buy and Sell', overlay=true)
// === INPUTS ===
// Bollinger Bands Inputs
bb_use_ema = input(false, title='Use EMA for Bollinger Band')
bb_length = input.int(42, minval=1, title='Bollinger Length')
bb_source = input(close, title='Bollinger Source')
bb_mult = input.float(2.0, title='Base Multiplier', minval=0.5, maxval=10)
// EMA inputs
fast_ma_len = input.int(10, title='Fast EMA length', minval=2)
// Awesome Inputs
nLengthSlow = input.int(77, minval=1, title='Awesome Length Slow')
nLengthFast = input.int(10, minval=1, title='Awesome Length Fast')
// === /INPUTS ===
// Breakout Indicator Inputs
ema_1 = ta.ema(bb_source, bb_length)
sma_1 = ta.sma(bb_source, bb_length)
bb_basis = bb_use_ema ? ema_1 : sma_1
fast_ma = ta.ema(bb_source, fast_ma_len)
// Deviation
// * I'm sure there's a way I could write some of this cleaner, but meh.
dev = ta.stdev(bb_source, bb_length)
bb_dev_inner = bb_mult * dev
// Upper bands
inner_high = bb_basis + bb_dev_inner
// Lower Bands
inner_low = bb_basis - bb_dev_inner
// Calculate Awesome Oscillator
xSMA1_hl2 = ta.sma(hl2, nLengthFast)
xSMA2_hl2 = ta.sma(hl2, nLengthSlow)
xSMA1_SMA2 = xSMA1_hl2 - xSMA2_hl2
// Calculate direction of AO
AO = xSMA1_SMA2 >= 0 ? xSMA1_SMA2 > xSMA1_SMA2[1] ? 1 : 2 : xSMA1_SMA2 > xSMA1_SMA2[1] ? -1 : -2
// Deternine if we are currently LONG
isLong = false
isLong := nz(isLong[1], false)
// Determine if we are currently SHORT
isShort = false
isShort := nz(isShort[1], false)
// Buy only if the buy signal is triggered and we are not already long
LONG = not isLong and ta.crossover(fast_ma, bb_basis) and close > bb_basis and math.abs(AO) == 1
c_green = fast_ma > bb_basis
// Sell only if the sell signal is triggered and we are not already short
SHORT = not isShort and ta.crossunder(fast_ma, bb_basis) and close < bb_basis and math.abs(AO) == 2
c_red = fast_ma < bb_basis
if LONG
isLong := true
isShort := false
isShort
barcolor(LONG ? color.green : na)
if SHORT
isLong := false
isShort := true
isShort
barcolor(c_green ? color.green : na)
barcolor(c_red ? color.red : na)
// Show Break Alerts
plotshape(SHORT, title='Sell', style=shape.labeldown, location=location.abovebar, size=size.normal, text='Sell', textcolor=color.new(color.white, 0), color=color.new(color.red, 0))
plotshape(LONG, title='Buy', style=shape.labelup, location=location.belowbar, size=size.normal, text='Buy', textcolor=color.new(color.white, 0), color=color.new(color.green, 0))
// === /PLOTTING ===
// Send alert to TV alarm sub-system
alertcondition(LONG, title='Buy', message='Buy')
alertcondition(LONG, title='Buy', message='Buy')
alertcondition(LONG, title='Buy', message='Buy')
alertcondition(SHORT, title='Sell', message='Sell')
// SuperTrend
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//@version=5
//indicator("Supertrend", overlay=true, timeframe="", timeframe_gaps=true)
atrPeriod = input(10, "ATR Length")
factor = input.float(3.0, "Factor", step = 0.01)
[supertrend, direction] = ta.supertrend(factor, atrPeriod)
bodyMiddle = plot((open + close) / 2, display=display.none)
upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrend = plot(direction < 0? na : supertrend, "Down Trend", color = color.red, style=plot.style_linebr)
fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)
//////////////////////////////////////
//* Put your strategy rules below *//
/////////////////////////////////////
//long condition when BB_BUY indicates buy signal and SuperTrend is green
//short condition when BB_BUY indicates Sell signal and SuperTrend is red
longCondition = LONG and direction < 0
shortCondition = SHORT and direction > 0
//define as 0 if do not want to use
closeLongCondition = 0
closeShortCondition = 0
// ADX
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
adxEnabled = input.bool(defval = false , title = "Average Directional Index (ADX)", tooltip = "", group ="ADX" )
adxlen = input(14, title="ADX Smoothing", group="ADX")
adxdilen = input(14, title="DI Length", group="ADX")
adxabove = input(25, title="ADX Threshold", group="ADX")
adxdirmov(len) =>
adxup = ta.change(high)
adxdown = -ta.change(low)
adxplusDM = na(adxup) ? na : (adxup > adxdown and adxup > 0 ? adxup : 0)
adxminusDM = na(adxdown) ? na : (adxdown > adxup and adxdown > 0 ? adxdown : 0)
adxtruerange = ta.rma(ta.tr, len)
adxplus = fixnan(100 * ta.rma(adxplusDM, len) / adxtruerange)
adxminus = fixnan(100 * ta.rma(adxminusDM, len) / adxtruerange)
[adxplus, adxminus]
adx(adxdilen, adxlen) =>
[adxplus, adxminus] = adxdirmov(adxdilen)
adxsum = adxplus + adxminus
adx = 100 * ta.rma(math.abs(adxplus - adxminus) / (adxsum == 0 ? 1 : adxsum), adxlen)
adxsig = adxEnabled ? adx(adxdilen, adxlen) : na
isADXEnabledAndAboveThreshold = adxEnabled ? (adxsig > adxabove) : true
//Backtesting Time Period (Input.time not working as expected as of 03/30/2021. Giving odd start/end dates
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
useStartPeriodTime = input.bool(true, 'Start', group='Date Range', inline='Start Period')
startPeriodTime = input.time(timestamp('1 Jan 2019'), '', group='Date Range', inline='Start Period')
useEndPeriodTime = input.bool(true, 'End', group='Date Range', inline='End Period')
endPeriodTime = input.time(timestamp('31 Dec 2030'), '', group='Date Range', inline='End Period')
start = useStartPeriodTime ? startPeriodTime >= time : false
end = useEndPeriodTime ? endPeriodTime <= time : false
calcPeriod = not start and not end
// Trade Direction
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tradeDirection = input.string('Long and Short', title='Trade Direction', options=['Long and Short', 'Long Only', 'Short Only'], group='Trade Direction')
// Percent as Points
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
per(pcnt) =>
strategy.position_size != 0 ? math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)
// Take profit 1
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp1 = input.float(title='Take Profit 1 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 1')
q1 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 1')
// Take profit 2
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp2 = input.float(title='Take Profit 2 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 2')
q2 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 2')
// Take profit 3
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp3 = input.float(title='Take Profit 3 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 3')
q3 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 3')
// Take profit 4
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp4 = input.float(title='Take Profit 4 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit')
/// Stop Loss
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
stoplossPercent = input.float(title='Stop Loss (%)', defval=999, minval=0.01, group='Stop Loss') * 0.01
slLongClose = close < strategy.position_avg_price * (1 - stoplossPercent)
slShortClose = close > strategy.position_avg_price * (1 + stoplossPercent)
/// Leverage
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
leverage = input.float(1, 'Leverage', step=.5, group='Leverage')
contracts = math.min(math.max(.000001, strategy.equity / close * leverage), 1000000000)
/// Trade State Management
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
isInLongPosition = strategy.position_size > 0
isInShortPosition = strategy.position_size < 0
/// ProfitView Alert Syntax String Generation
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
alertSyntaxPrefix = input.string(defval='CRYPTANEX_99FTX_Strategy-Name-Here', title='Alert Syntax Prefix', group='ProfitView Alert Syntax')
alertSyntaxBase = alertSyntaxPrefix + '\n#' + str.tostring(open) + ',' + str.tostring(high) + ',' + str.tostring(low) + ',' + str.tostring(close) + ',' + str.tostring(volume) + ','
/// Trade Execution
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
longConditionCalc = (longCondition and isADXEnabledAndAboveThreshold)
shortConditionCalc = (shortCondition and isADXEnabledAndAboveThreshold)
if calcPeriod
if longConditionCalc and tradeDirection != 'Short Only' and isInLongPosition == false
strategy.entry('Long', strategy.long, qty=contracts)
alert(message=alertSyntaxBase + 'side:long', freq=alert.freq_once_per_bar_close)
if shortConditionCalc and tradeDirection != 'Long Only' and isInShortPosition == false
strategy.entry('Short', strategy.short, qty=contracts)
alert(message=alertSyntaxBase + 'side:short', freq=alert.freq_once_per_bar_close)
//Inspired from Multiple %% profit exits example by adolgo https://www.tradingview.com/script/kHhCik9f-Multiple-profit-exits-example/
strategy.exit('TP1', qty_percent=q1, profit=per(tp1))
strategy.exit('TP2', qty_percent=q2, profit=per(tp2))
strategy.exit('TP3', qty_percent=q3, profit=per(tp3))
strategy.exit('TP4', profit=per(tp4))
strategy.close('Long', qty_percent=100, comment='SL Long', when=slLongClose)
strategy.close('Short', qty_percent=100, comment='SL Short', when=slShortClose)
strategy.close_all(when=closeLongCondition or closeShortCondition, comment='Close Postion')
/// Dashboard
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Inspired by https://www.tradingview.com/script/uWqKX6A2/ - Thanks VertMT
showDashboard = input.bool(group="Dashboard", title="Show Dashboard", defval=true)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)
// Draw dashboard table
if showDashboard
var bgcolor = color.new(color.black,0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.bottom_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? color.green : color.red, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? color.green : color.red, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? color.red : _winRate < 75 ? #999900 : color.green, color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white) |
Trend Ravi Trial | https://www.tradingview.com/script/dWutsBPd-Trend-Ravi-Trial/ | abhimanyoo | https://www.tradingview.com/u/abhimanyoo/ | 8 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© abhimanyoo
//@version=4
strategy("test")
if bar_index < 100
strategy.entry("buy", strategy.long, 10, when=strategy.position_size <= 0)
strategy.entry("sell", strategy.short, 10, when=strategy.position_size > 0)
plot(strategy.equity) |
DMI Strategy | https://www.tradingview.com/script/X9nwMUYs-DMI-Strategy/ | email_analysts | https://www.tradingview.com/u/email_analysts/ | 107 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© email_analysts
// This code gives indication on the chart to go long based on DMI and exit based on RSI.
//Default value has been taken as 14 for DMI+ and 6 for RSI.
//@version=5
strategy(title="DMI Strategy", overlay=false)
lensig = input.int(11, title="ADX Smoothing", minval=1, maxval=50)
len = input.int(11, minval=1, title="DI Length")
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
trur = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / trur)
minus = fixnan(100 * ta.rma(minusDM, len) / trur)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), lensig)
//plot(adx, color=#F50057, title="ADX")
plot(plus, color=color.green, title="+DI")
plot(minus, color=color.red, title="-DI")
hlineup = hline(40, color=#787B86)
hlinelow = hline(10, color=#787B86)
//
buy = plus < 10 and minus > 40
if buy
strategy.entry('long', strategy.long)
sell = plus > 40 and minus < 10
if sell
strategy.entry('short', strategy.short)
|
Gap Stats v2 | https://www.tradingview.com/script/MvMOPBmc-Gap-Stats-v2/ | PropTradingShop | https://www.tradingview.com/u/PropTradingShop/ | 86 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© PropTradingShop
//@version=5
strategy("Gap Stats v2", overlay=true, margin_long=100, margin_short=100)
minGapPerc = input.float(1.0,"Min Gap %")/100
var gapPercs = array.new<float>()
var gapDates = array.new<string>()
var gapAmounts = array.new<float>()
var gapPercCovered = array.new<float>()
theMonth = str.tostring(month)
theDay = str.tostring(dayofmonth)
theYear = str.tostring(year)
theDate = theMonth+'/'+theDay+'/'+theYear
isGapUp = open > high[1] + (high[1] * minGapPerc)
isGapDown = open < low[1] - (low[1] * minGapPerc)
var coveredCount = 0
plotshape(isGapUp, style=shape.arrowup, color=color.green, location=location.bottom)
plotshape(isGapDown, style=shape.arrowdown, color=color.red, location=location.top)
if isGapUp
gapPerc = ((open - high[1])/high[1]) * 100
gapAmount = open-high[1]
diff = open-low
percCovered = math.abs(diff/gapAmount) > 1 ? 100 : (math.abs(diff/gapAmount)) * 100
array.push(gapDates,theDate)
array.push(gapPercs,gapPerc)
array.push(gapAmounts,gapAmount)
array.push(gapPercCovered,percCovered)
if percCovered >= 100
coveredCount := coveredCount+1
if isGapDown
gapPerc = ((low[1] - open)/low) * 100
gapAmount = open-low[1]
diff = high - open
percCovered = math.abs(diff/gapAmount) > 1 ? 100 : (math.abs(diff/gapAmount)) * 100
array.push(gapDates,theDate)
array.push(gapPercs,-gapPerc)
array.push(gapAmounts,gapAmount)
array.push(gapPercCovered,percCovered)
if percCovered >= 100
coveredCount := coveredCount+1
gapTable = table.new(position = position.top_right, columns = 4, rows = array.size(gapDates) > 0 ? array.size(gapDates) + 1 : 1, frame_color=#151715, frame_width=1, border_width=1, border_color=color.white)
table.cell(gapTable, 0, 0, 'Date', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.normal)
table.cell(gapTable, 1, 0, 'Gap %', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.normal)
table.cell(gapTable, 2, 0, 'Gap $', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.normal)
table.cell(gapTable, 3, 0, 'Gap % Covered', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.normal)
if barstate.islastconfirmedhistory and array.size(gapDates) > 0
array.reverse(gapDates)
array.reverse(gapPercs)
array.reverse(gapAmounts)
array.reverse(gapPercCovered)
for i = 0 to array.size(gapDates) - 1
table.cell(gapTable, column = 0, row = i + 1, text = array.get(gapDates,i),text_halign = text.align_left, bgcolor = color.gray, text_color = color.white, text_size = size.small)
table.cell(gapTable, column = 1, row = i + 1, text = str.tostring(array.get(gapPercs,i),'.##')+'%', text_halign = text.align_left, bgcolor = array.get(gapPercs,i) > 0 ? color.green : color.red, text_color = color.white, text_size = size.small)
table.cell(gapTable, column = 2, row = i + 1, text = '$'+str.tostring(array.get(gapAmounts,i),'.##'), text_halign = text.align_left, bgcolor = array.get(gapAmounts,i) > 0 ? color.green : color.red, text_color = color.white, text_size = size.small)
table.cell(gapTable, column = 3, row = i + 1, text = str.tostring(array.get(gapPercCovered,i),'.##')+'%', text_halign = text.align_left, bgcolor = color.gray, text_color = color.white, text_size = size.small)
|
Strategy - Trend Chaser - PSe | https://www.tradingview.com/script/wDrRjVrD-Strategy-Trend-Chaser-PSe/ | ElvinKennedyHernandezLatayan | https://www.tradingview.com/u/ElvinKennedyHernandezLatayan/ | 36 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Dillon_Grech / Elvin Latayan
//@version=5
strategy('Strategy - Trend Chaser - PSe', overlay=true, currency=currency.USD, pyramiding=1, initial_capital=25000)
//==============================================================================
//FOREX EXCHANGE - Currency Conversion
//==============================================================================
//Select quote currency
quoteCurrency = syminfo.currency //gets quote currency automatically by looking using syminfo function - thank you Rodenwild
//Get currency pair rate quoted against USD (base currency)
usdUSDrate = request.security('USDUSD', 'D', close[1])
gbpUSDrate = request.security('GBPUSD', 'D', close[1])
audUSDrate = request.security('AUDUSD', 'D', close[1])
nzdUSDrate = request.security('NZDUSD', 'D', close[1])
cadUSDrate = request.security('CADUSD', 'D', close[1])
chfUSDrate = request.security('CHFUSD', 'D', close[1])
eurUSDrate = request.security('EURUSD', 'D', close[1])
jpyUSDrate = request.security('JPYUSD', 'D', close[1])
phpUSDrate = request.security('PHPUSD', 'D', close[1])
//Fuction to get currency rate into variable
cr_function(source) =>
if quoteCurrency == 'USD'
1
else
if quoteCurrency == 'GBP'
gbpUSDrate
else
if quoteCurrency == 'AUD'
audUSDrate
else
if quoteCurrency == 'NZD'
nzdUSDrate
else
if quoteCurrency == 'CAD'
cadUSDrate
else
if quoteCurrency == 'CHF'
chfUSDrate
else
if quoteCurrency == 'EUR'
eurUSDrate
else
if quoteCurrency == 'PHP'
phpUSDrate
else
jpyUSDrate
//Put currency rate function into variable
cr_multi = cr_function(ta.tr(true))
//==============================================================================
//==============================================================================
//BACKTEST DATE RANGE - Select Dates
//==============================================================================
//Input for date window
startDay = input.int(defval=1, title='Start Day', minval=1, maxval=31)
startMonth = input.int(defval=1, title='Start Month', minval=1, maxval=12)
startYear = input.int(defval=2008, title='Start Year', minval=1970)
endDay = input.int(defval=1, title='End Day', minval=1, maxval=31)
endMonth = input.int(defval=12, title='End Month', minval=1, maxval=12)
endYear = input.int(defval=2022, title='End Year', minval=1970)
//Submit date window
startDate = timestamp(startYear, startMonth, startDay, 00, 00, 00) // backtest start date
endDate = timestamp(endYear, endMonth, endDay, 23, 59, 59) // backtest end date
dateRange() => // specify where date range is true
time >= startDate and time <= endDate ? true : false
// Remove EurChf from testing
EURCHFCrashDate = syminfo.currency == 'CHF' or syminfo.basecurrency == 'CHF' ? time >= timestamp(2015, 01, 01) and time <= timestamp(2015, 01, 18) ? false : true : true
//==============================================================================
//==============================================================================
//MONEY MANAGEMENT - ATR
//==============================================================================
//Entrer intial capital and percentage risk inputs
percentRisk = input.float(title='Risk Per Trade', defval=0.02, minval=0.001, maxval=1)
//Enter ATR inputs
atrLength = 14
atrMulti_Loss = input(title='Atr Loss Multiple', defval=1.25)
tsMulti = input(title='Trailing Stop Multiple', defval=1.25)
//ATR function
truncate(number, decimals) =>
factor = math.pow(10, decimals)
int(number * factor) / factor
atr = truncate(ta.atr(atrLength), 5)
//Fuction for pse lot size
pse_lotsize(tickSize) =>
if tickSize == 0.0001
10000
else
if tickSize >= 0.001 and tickSize <= 0.005
1000
else
if tickSize >= 0.01 and tickSize <= 0.05
100
else
if tickSize >= 0.10 and tickSize <= 0.50
10
else
if tickSize >= 1 and tickSize <= 5
1
//Get position size
//posSize = round((((strategy.initial_capital/100) * percentRisk) / (atrMulti_Loss * atr))/ syminfo.mintick)
riskMoney = strategy.initial_capital / pse_lotsize(syminfo.mintick) * percentRisk
posSize = math.round(riskMoney / (atrMulti_Loss * atr * syminfo.pointvalue) / syminfo.mintick)
//==============================================================================
//==============================================================================
//INDICATOR 1 - Trigger
//==============================================================================
//Indicator Name
[macdLine, signalLine, histLine] = ta.macd(close, 12, 26, 9)
Ind_1_L = ta.crossover(histLine, 0) and macdLine > 0
Ind_1_S = false
//==============================================================================
//==============================================================================
//INDICATOR 2
//==============================================================================
//Indicator Name
//
// @author LazyBear
// List of all my indicators:
// https://docs.google.com/document/d/15AGCufJZ8CIUvwFJ9W-IKns88gkWOKBCvByMEvm5MLo/edit?usp=sharing
//
// Modified for Crypto Market by ShayanKM
sensitivity = input(150, title='Sensitivity')
fastLength = input(20, title='FastEMA Length')
slowLength = input(40, title='SlowEMA Length')
channelLength = input(20, title='BB Channel Length')
mult = input(2.0, title='BB Stdev Multiplier')
DEAD_ZONE = nz(ta.rma(ta.tr(true), 100)) * 3.7
calc_macd(source, fastLength, slowLength) =>
fastMA = ta.ema(source, fastLength)
slowMA = ta.ema(source, slowLength)
fastMA - slowMA
calc_BBUpper(source, length, mult) =>
basis = ta.sma(source, length)
dev = mult * ta.stdev(source, length)
basis + dev
calc_BBLower(source, length, mult) =>
basis = ta.sma(source, length)
dev = mult * ta.stdev(source, length)
basis - dev
t1 = (calc_macd(close, fastLength, slowLength) - calc_macd(close[1], fastLength, slowLength)) * sensitivity
e1 = calc_BBUpper(close, channelLength, mult) - calc_BBLower(close, channelLength, mult)
trendUp = t1 >= 0 ? t1 : 0
trendDown = t1 < 0 ? -1 * t1 : 0
//Long and Short Orders (Confirmation Conditions)
Ind_2_L = trendUp > e1
Ind_2_S = false
//==============================================================================
//ENTRY CONDITIONS - Submit Orders
//==============================================================================
//Long and short strategy conditions
entry_long = strategy.position_size <= 0 and dateRange() and EURCHFCrashDate and Ind_1_L and Ind_2_L
entry_short = strategy.position_size >= 0 and dateRange() and EURCHFCrashDate and Ind_1_S and Ind_2_S
plotshape(entry_long, color=color.new(color.lime, 0), style=shape.arrowup, location=location.belowbar, text='Buy')
plotshape(entry_short, color=color.new(color.red, 0), style=shape.arrowdown, location=location.abovebar, text='Sell')
//Store ATR and Price upon entry of trade.
entry_atr = float(0.0) //set float
entry_price = float(0.0) //set float
entry_atr := strategy.position_size == 0 or entry_long or entry_short ? atr : entry_atr[1]
entry_price := strategy.position_size == 0 or entry_long or entry_short ? close : entry_price[1]
//Submit long and short orders based on entry conditions
if entry_long
strategy.entry(id='Long Entry 1', direction=strategy.long, qty=posSize)
if entry_short
strategy.entry(id='Short Entry 1', direction=strategy.short, qty=posSize)
//==============================================================================
//==============================================================================
//TAKE PROFIT & STOP LOSS VALUES
//==============================================================================
//Calculate stop loss and take profit distance (in price)
nLoss = entry_atr * atrMulti_Loss
nProfit = entry_atr
ts_loss = entry_atr * tsMulti
//Find long take profit and stop loss levels
long_profit_level = float(0.0) //set float
long_stop_level = float(0.0) //set float
long_profit_level := entry_price + nLoss
long_stop_level := entry_price - nLoss
if math.max(close, close[1]) > long_profit_level
long_stop_level := entry_price
long_stop_level
if long_stop_level < math.max(close - (ts_loss + ts_loss), nz(long_stop_level[1], 0))
long_stop_level := math.max(close - (ts_loss + ts_loss), nz(long_stop_level[1], 0), strategy.position_avg_price)
long_stop_level
//Find short take profit and stop loss levels
short_profit_level = float(0.0) //set float
short_stop_level = float(0.0) //set float
short_profit_level := entry_price - nProfit
short_stop_level := entry_price + nLoss
//Plot stop loss and profit level on graph; hide levels when no trade
plot(strategy.position_size <= 0 or entry_long or entry_short ? na : long_stop_level, color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
plot(strategy.position_size <= 0 or entry_long or entry_short ? na : long_profit_level, color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
plot(strategy.position_size >= 0 or entry_long or entry_short ? na : short_stop_level, color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
plot(strategy.position_size >= 0 or entry_long or entry_short ? na : short_profit_level, color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
//==============================================================================
//==============================================================================
//EXIT CONDITIONS - Submit Orders
//==============================================================================
//Submit exit orders on static profit and loss
strategy.exit('TP/SL 1', 'Long Entry 1', stop=long_stop_level)
strategy.exit('TP/SL 1', 'Short Entry 1', stop=short_stop_level)
//Submit exit orders on exit indicator - Exit 1
strategy.close(id='Long Entry 1', comment='Exit 1 L1', when=Ind_1_S)
strategy.close(id='Short Entry 1', comment='Exit 1 S1', when=Ind_1_L)
//==============================================================================
if entry_long
label.new(bar_index, na, "β’ENTRYβ’\nPosition Size = " + str.tostring(posSize) + "\n Potential Stop Loss = " + str.tostring(close - nLoss) + "\n Actual Stop Loss = " + str.tostring(long_stop_level), yloc = yloc.abovebar, style = label.style_none, textcolor = color.black, size = size.normal) |
Trade Hour | https://www.tradingview.com/script/4KxpN6N6-Trade-Hour/ | mablue | https://www.tradingview.com/u/mablue/ | 196 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© mablue (Masoud Azizi)
// based on idea of circular mean with atan2
//@version=5
strategy("Trade Hour V4",overlay=false)
src = input.source(close)
timezone = input.string("UTC+0000",options=["UTC+0000","GMT+0000","America/New_York","America/Los_Angeles","America/Chicago","America/Phoenix","America/Toronto","America/Vancouver","America/Argentina" ,"America/El_Salvador","America/Sao_Paulo","America/Bogota","Europe/Moscow","Europe/Athens","Europe/Berlin","Europe/London","Europe/Madrid","Europe/Paris","Europe/Warsaw","Australia/Sydney","Australia/Brisbane","Australia/Adelaide","Australia/ACT","Asia/Almaty","Asia/Ashkhabad","Asia/Tokyo","Asia/Taipei","Asia/Singapore","Asia/Shanghai","Asia/Seoul","Asia/Tehran","Asia/Dubai","Asia/Kolkata","Asia/Hong_Kong","Asia/Bangkok","Pacific/Auckland","Pacific/Chatham","Pacific/Fakaofo","Pacific/Honolulu"] )
length = input.int(24,"Timeperiod")
arctan2(x,y)=>
if x>0 and y>0
result = math.atan(x/y)
else if y<0
result = math.atan(x/y) + math.pi
else if x<0 and y>0
result = math.atan(x/y) + 2*math.pi
best_hour(indicator)=>
hours = (2*math.pi)*(hour(time,timezone)/24)
hours_y = math.sin(hours)
hours_x = math.cos(hours)
hours_x_avg = ta.cum(hours_x*indicator)/ta.cum(indicator)
hours_y_avg = ta.cum(hours_y*indicator)/ta.cum(indicator)
hours_avg = (arctan2(hours_y_avg,hours_x_avg)*24/(2*math.pi))%24
buy_indicator = math.avg(ta.rsi(src,length),ta.mfi(src,length))
sell_indicator = math.avg(ta.rsi(1/src,length),ta.mfi(1/src,length))
// buy_indicator = ta.roc(src,length)
// sell_indicator = ta.roc(1/src,length)
// buy_indicator = ta.roc(src,length)
// sell_indicator = ta.roc(1/src,length)
buy_hour = best_hour(buy_indicator)
sell_hour = best_hour(sell_indicator)
plot(buy_hour,"Buy hour",color.green)
plot(sell_hour,"Sell hour",color.red)
bool isLongBestHour = math.round(buy_hour) == hour(time,timezone)
bool isShortBestHour = math.round(sell_hour) == hour(time,timezone)
bgcolor(isLongBestHour ? color.new(color.green,80) : na)
bgcolor(isShortBestHour ? color.new(color.red,80) : na)
strategy.order("buy", strategy.long, when =isLongBestHour)
strategy.order("sell", strategy.short, when = isShortBestHour) |
LONG SAZB $ | https://www.tradingview.com/script/b3bLqTrf-LONG-SAZB/ | stevenz17 | https://www.tradingview.com/u/stevenz17/ | 6 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Steven A. Zmuda Burke / stevenz17
// From Date Inputs
fromDay = input(defval = 01, title = "From Day", minval = 1, maxval = 31)
fromMonth = input(defval = 04, title = "From Month", minval = 1, maxval = 12)
fromYear = input(defval = 2022, title = "From Year", minval = 1970)
// To Date Inputs
toDay = input(defval = 01, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 05, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2022, title = "To Year", minval = 1970)
// Calculate start/end date and time condition
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = time >= startDate and time <= finishDate
// Input
strategy("LONG", overlay=true, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, slippage=1, commission_type=strategy.commission.percent,
commission_value=0.015)
SOURCE = input(title = "βββββββββββββββββββββ SOURCE βββββββββββββββββββββ", defval = false, type = input.bool)
sourcehl2 = input(title="Source hl2 or (open+close)/2 ?",type=input.bool,defval=true)
source = sourcehl2 ? hl2 : ((open+close)/2)
//MTF EMA
MTFEMA = input(title = "ββββββββββββββββββββ MTF EMA ββββββββββββββββββββ", defval = false, type = input.bool)
res1=input(title="MTF EMA 1", type=input.resolution, defval="60")
len1 = input(title = "EMA Period 1", type=input.integer, defval=70, minval=1)
ema1 = ema(source, len1)
emaStep1 = security (syminfo.tickerid, res1, ema1, barmerge.gaps_off, barmerge.lookahead_off)
mtf1 = emaStep1
res2=input(title="MTF EMA 2", type=input.resolution, defval="15")
len2 = input(title = "EMA Period 2", type=input.integer, defval=68, minval=1)
ema2 = ema(source, len2)
emaStep2 = security (syminfo.tickerid, res2, ema2, barmerge.gaps_off, barmerge.lookahead_off)
mtf2 = emaStep2
t1 = plot(mtf1, linewidth=4, color= color.aqua, title="EMA")
t2 = plot(mtf2, linewidth=4, color= color.navy, title="EMA")
fill(t1, t2, transp = 70, color = mtf1 > mtf2 ? color.red : color.green)
///MACD
MACD= input(title = "βββββββββββββββββββββ MACD ββββββββββββββββββββββ", defval = false, type = input.bool)
MACDsource=close
fastLength = input(13, minval=1, title="MACD fast moving average")
slowLength=input(18,minval=1, title="MACD slow moving average")
signalLength=input(24,minval=1, title="MACD signal line moving average")
MacdEmaLength =input(9, title="MACD EMA period", minval=1)
useEma = input(true, title="Use EMA (otherwise SMA)")
useOldAlgo = input(false, title="Use normal MACD")
Lmacsig=input(title="LONG MACD and signal crossover limit",type=input.integer,defval=180)
// Fast line
ma1= useEma ? ema(MACDsource, fastLength) : sma(MACDsource, fastLength)
ma2 = useEma ? ema(ma1,fastLength) : sma(ma1,fastLength)
fastMA = ((2 * ma1) - ma2)
// Slow line
mas1= useEma ? ema(MACDsource , slowLength) : sma(MACDsource , slowLength)
mas2 = useEma ? ema(mas1 , slowLength): sma(mas1 , slowLength)
slowMA = ((2 * mas1) - mas2)
// MACD line
macd = fastMA - slowMA
// Signal line
emasig1 = ema(macd, signalLength)
emasig2 = ema(emasig1, signalLength)
signal = useOldAlgo ? sma(macd, signalLength) : (2 * emasig1) - emasig2
hist = macd - signal
histline = hist > 0 ? color.green : color.red
//MACD ribbon
macdribbon=input(title="Show MACD ribbon?",type=input.bool,defval=false)
macdx=input(title="MACD ribbon multiplier", type=input.integer, defval=3, minval=1)
leadLine1 = macdribbon ? macd*macdx + source : na
leadLine2 = macdribbon ? signal*macdx + source : na
leadLine3 = hist + source
//MACD plot
p3 = plot(leadLine1, color= color.green, title="MACD", transp = 100, linewidth = 8)
p4 = plot(leadLine2, color= color.red, title="Signal", transp = 100, linewidth = 8)
fill(p3, p4, transp = 20, color = leadLine1 > leadLine2 ? #53b987 : #eb4d5c)
plot((leadLine3), color = histline, title="Histogram", linewidth = 3)
l="TEst"
upHist = (hist > 0) ? hist : 0
downHist = (hist <= 0) ? hist : 0
p1 = plot(upHist, color=color.green, transp=40, style=plot.style_columns, title='Positive delta')
p2 = plot(downHist, color=color.green, transp=40, style=plot.style_columns, title='Negative delta')
zeroLine = plot(macd, color=color.black, transp=0, linewidth=2, title='MACD line')
signalLine = plot(signal, color=color.gray, transp=0, linewidth=2, title='Signal')
ribbonDiff = color.green
fill(zeroLine, signalLine, color=ribbonDiff)
circleYPosition = signal
plot(ema(macd,MacdEmaLength) , color=color.red, transp=0, linewidth=2, title='EMA on MACD line')
ribbonDiff2 = hist > 0 ? color.green : color.red
plot(crossunder(signal,macd) ? circleYPosition : na,style=plot.style_circles, linewidth=4, color=ribbonDiff, title='Dots')
//STOCHASTIC
stochchch= input(title = "βββββββββββββββββββ STOCHASTIC ββββββββββββββββββββ", defval = false, type = input.bool)
StochOn = input(title="Stochastic On?",type=input.bool,defval=true)
periodK = input(10, title="K", minval=1)
periodD = input(1, title="D", minval=1)
smoothK = input(3, title="Smooth", minval=1)
stochlimit = input(30, title="Stoch value crossover", minval=1)
k = sma(stoch(close, high, low, periodK), smoothK)
d = sma(k, periodD)
stochSignal = StochOn ? (d < stochlimit ? true : false) : true
pp= input(1, title="avg price length", minval=1)
p = ema (source, pp)
K = k + p
plot(k, title="%K", color=#0094FF)
plot(d, title="%D", color=#FF6A00)
h0 = hline(72, "Upper Band", color=#606060)
h1 = hline(20, "Lower Band", color=#606060)
fill(h0, h1, color=#9915FF, transp=80, title="Background")
//Long
LS= "ββββββββββββββββββββββββββββββββ LONG CONDITIONS βββββββββββββββββββββββββββ"
uptrend = close > mtf1 and mtf1 < mtf2
downtrend = close < mtf1 and mtf1 > mtf2
crossMACD = crossunder(macd,signal)
LongBuy = uptrend and stochSignal? crossMACD and signal < Lmacsig and macd < Lmacsig : na
LONG = strategy.position_size > 0
SHORT = strategy.position_size < 0
FLAT = strategy.position_size == 0
plotshape(LongBuy, style=shape.xcross, text="LONG", color=color.green)
//ATR & TP/SL
ATRTPSLX= input(title = "βββββββββββββββββ LONG SL βββββββββββββββββ", defval = false, type = input.bool)
maxIdLossPcnt = input(5, "Max Intraday Loss(%)", type=input.float, minval=0.0, step=0.1)
strategy.risk.max_intraday_loss(maxIdLossPcnt, strategy.percent_of_equity)
SSL2=input(title="Long Stop Loss when MTF EMA cross?",type=input.bool,defval=false)
SSLOP = LONG and crossunder(source, mtf1)
SlossPercOn = input(title="Long Stop Loss (%) on?",type=input.bool,defval=false)
SlossPerc = input(title="Long Stop Loss (%)", type=input.float, minval=0.0, step=0.1, defval=4.7) * 0.01
SSpricePerc = LONG and SlossPercOn? strategy.position_avg_price * (-1 - SlossPerc) : na
plot(series = SSpricePerc, linewidth=2, color= color.maroon,style=plot.style_linebr, title="Long Stop Loss %")
SSLX = LONG and crossunder(source, SSpricePerc)
SSLatr= input(title="Long Stop Loss ATR?",type=input.bool,defval=true)
useStructure=input(title="Look back for High/Lows?",type=input.bool,defval=true)
Slookback=input(title="How far to look back for High/Lows:",type=input.integer,defval=18,minval=1)
SatrLenghth=input(title="Long ATR Lenghth",type=input.integer,defval=9,minval=1)
SatrStopMultiplier=input(title="Long ATR Stop x ?", type=input.float,defval=4.3, minval=0.1,step=0.1)
Satr = atr(SatrLenghth)
LongStop = SSLatr ? ((useStructure ? lowest(low, Slookback) : source) - Satr * SatrStopMultiplier) : na
SStop = crossunder(source,LongStop)
plot(Satr, color=color.blue, title="ATR", transp=100)
plot(series = uptrend ? LongStop : na, color=color.red, style=plot.style_linebr, title="Long Trailing Stop", transp=0)
ATRTPSLXX= input(title = "βββββββββββββββββ LONG TP βββββββββββββββββ", defval = false, type = input.bool)
TpPercOn = input(title="Long Take Profit (%) on?",type=input.bool,defval=true)
TpPerc = input(title="Long Take Profit (%)", type=input.float, minval=0.0, step=0.1, defval=5.3) * 0.01
TppricePerc = LONG and TpPercOn? strategy.position_avg_price * (-1 + TpPerc) : na
plot(series = TppricePerc, linewidth=2, color= color.lime,style=plot.style_linebr, title="Long Take Profit %")
TPLX = LONG and crossunder(source, TppricePerc)
TP1=input(title="1 Long Take Profit On?",type=input.bool,defval=true)
useStructure1=input(title="Look back for High/Lows?",type=input.bool,defval=true)
STplookback=input(title="How far to look back for High/Lows for 1 TP",type=input.integer,defval=12,minval=1)
STpatrLenghth=input(title="Long ATR Lenghth 1 TP",type=input.integer,defval=24,minval=1)
SatrProfitMultiplier = input(title="First Long ATR Take Profit x ?", type=input.float,defval=5.5, minval=0.1,step=0.1)
STpatr = atr(STpatrLenghth)
LongTakeProfit = (useStructure1 ? highest(high, STplookback) : source) + STpatr * SatrProfitMultiplier
LongTP = TP1 ? crossover(source, LongTakeProfit): false
plot(series = uptrend ? LongTakeProfit: na , color=color.green, style=plot.style_linebr, title="Long Trailing Take Profit", transp=0)
// Bar color
barcolor(cross(macd, signal) ? (macd - signal > 0 ? (uptrend and macd < 0 and signal < 0 ? color.yellow : na) : (downtrend and macd > 0 and signal > 0 ? color.blue : na)) : na)
// Strategy ATR
GOLONG = LongBuy and SSLatr and FLAT
if GOLONG and TP1
strategy.entry(id="Entry LONG 1TP", long=true,comment="Entry Long")
strategy.exit("Long Profit or Loss 1TP","Entry LONG 1TP", limit=LongTakeProfit, stop=LongStop)
if SSLX
strategy.close(id="Entry LONG 1TP", comment="% Long SL EXIT")
if TPLX
strategy.close(id="Entry LONG 1TP", comment="% Long TP EXIT")
if SSLOP and SSL2
strategy.close(id="Entry LONG 1TP", comment="MTF EMA cross EXIT")
if (not time_cond)
strategy.close_all()
strategy.cancel_all()
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
//@version=4 |
Swing Trend Strategy | https://www.tradingview.com/script/Z51SyFk2-Swing-Trend-Strategy/ | Inkedlau | https://www.tradingview.com/u/Inkedlau/ | 211 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Inkedlau
//@version=5
strategy('Swing Trend Strategy', overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=1000, commission_value=0.1)
use_short = input.bool(false, 'Open Short Positions?')
exit_type = input.bool(true, 'Exit trade on Moving Average Cross?')
src = input.source(close, 'Source')
len = input.int(200, 'Trend Length')
ma_type = input.string('ema', 'Moving Average Type', options=['sma', 'ema', 'rma', 'wma', 'vwma'], tooltip='Select the type of Moving Average to use to calculate the Trend')
atr_multiplier = input.float(1., 'ATR Threshold', step=0.5, tooltip='Filter the ranging market using the Average True Range')
// ----------------------- DESCRIPTION -----------------------
// THIS SCRIPT IS A TREND FOLLOWING SYSTEM THAT USES A COMBINATION OF MOVING AVERAGE AND AVERAGE TRUE RANGE
// TO SPOT THE TRENDS AND ENTER THE MARKET ACCODINGLY.
// THE MARKET IS CONSIDERED IN AN UPTREND WHEN THE PRICE CLOSES ABOVE THE MOVING AVERAGE + THE AVERAGE TRUE RANGE OF THE LAST 10 PERIODS
// THE MARKET IS CONSIDERED IN AN DOWNTREND WHEN THE PRICE CLOSES BLOW THE MOVING AVERAGE - THE AVERAGE TRUE RANGE OF THE LAST 10 PERIODS
// BY DEFAULT, THE STRATEGY WILL ENTER LONG WHEN AN UPTREND IS SPOTTED, THEN CLOSES WHEN THE PRICE CLOSES BELOW THE MOVING AVERAGE
// THE STRATEGY WILL ENTER SHORT WHEN A DOWNTREND IS SPOTTED, THEN CLOSES WHEN THE PRICE CLOSES ABOVE THE MOVING AVERAGE
// ------------------ INDICATORS CALCULATION------------------
my_ma()=>
ma = close
if ma_type == 'sma'
ma := ta.sma(src, len)
if ma_type == 'ema'
ma := ta.ema(src, len)
if ma_type == 'rma'
ma := ta.rma(src, len)
if ma_type == 'wma'
ma := ta.wma(src, len)
if ma_type == 'vwma'
ma := ta.vwma(src, len)
ma
trend = my_ma()
atr = ta.atr(10)
uptrend = trend + atr * atr_multiplier
downtrend = trend - atr * atr_multiplier
// ---------------- ENTRY AND EXIT CONDITIONS ----------------
open_long = strategy.position_size == 0 and src > uptrend
close_long = exit_type ? strategy.position_size > 0 and src < trend : strategy.position_size > 0 and src < downtrend
open_short = use_short and strategy.position_size == 0 and src < downtrend
close_short = exit_type ? strategy.position_size < 0 and src > trend : strategy.position_size < 0 and src > uptrend
strategy.entry('long', strategy.long, when=open_long)
strategy.close('long', when=close_long)
strategy.entry('short', strategy.short, when=open_short)
strategy.close('short', when=close_short)
// ------------------ PLOTTING AND COLORING ------------------
tcolor = src > uptrend ? color.green : src < downtrend ? color.red : na
ptrend = plot(trend, color=color.blue, linewidth=1)
puptrend = plot(uptrend, color=color.green, linewidth=1)
pdowntrend = plot(downtrend, color=color.red, linewidth=1)
pclose = plot(close, color=na)
fill(puptrend, pclose, color=close > uptrend ? color.green : na, transp = 90)
fill(pdowntrend, pclose, color=close < downtrend ? color.red : na, transp = 90)
|
Ichimoku Cloud with RSI (By Coinrule) | https://www.tradingview.com/script/2OfRyQSy-Ichimoku-Cloud-with-RSI-By-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 401 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Coinrule
//@version=5
strategy("Ichimoku Cloud with RSI (By Coinrule)",
overlay=true,
initial_capital=1000,
process_orders_on_close=true,
default_qty_type=strategy.percent_of_equity,
default_qty_value=30,
commission_type=strategy.commission.percent,
commission_value=0.1)
showDate = input(defval=true, title='Show Date Range')
timePeriod = time >= timestamp(syminfo.timezone, 2022, 6, 1, 0, 0)
// RSI inputs and calculations
lengthRSI = 14
RSI = ta.rsi(close, lengthRSI)
//Inputs
ts_bars = input.int(9, minval=1, title="Tenkan-Sen Bars")
ks_bars = input.int(26, minval=1, title="Kijun-Sen Bars")
ssb_bars = input.int(52, minval=1, title="Senkou-Span B Bars")
cs_offset = input.int(26, minval=1, title="Chikou-Span Offset")
ss_offset = input.int(26, minval=1, title="Senkou-Span Offset")
long_entry = input(true, title="Long Entry")
short_entry = input(true, title="Short Entry")
middle(len) => math.avg(ta.lowest(len), ta.highest(len))
// Components of Ichimoku Cloud
tenkan = middle(ts_bars)
kijun = middle(ks_bars)
senkouA = math.avg(tenkan, kijun)
senkouB = middle(ssb_bars)
// Plot Ichimoku Cloud
plot(tenkan, color=#0496ff, title="Tenkan-Sen")
plot(kijun, color=#991515, title="Kijun-Sen")
plot(close, offset=-cs_offset+1, color=#459915, title="Chikou-Span")
sa=plot(senkouA, offset=ss_offset-1, color=color.green, title="Senkou-Span A")
sb=plot(senkouB, offset=ss_offset-1, color=color.red, title="Senkou-Span B")
fill(sa, sb, color = senkouA > senkouB ? color.green : color.red, title="Cloud color")
ss_high = math.max(senkouA[ss_offset-1], senkouB[ss_offset-1])
ss_low = math.min(senkouA[ss_offset-1], senkouB[ss_offset-1])
// Entry/Exit Conditions
tk_cross_bull = tenkan > kijun
tk_cross_bear = tenkan < kijun
cs_cross_bull = ta.mom(close, cs_offset-1) > 0
cs_cross_bear = ta.mom(close, cs_offset-1) < 0
price_above_kumo = close > ss_high
price_below_kumo = close < ss_low
bullish = tk_cross_bull and cs_cross_bull and price_above_kumo
bearish = tk_cross_bear and cs_cross_bear and price_below_kumo
strategy.entry("Long", strategy.long, when=bullish and long_entry and RSI < 50 and timePeriod)
strategy.close("Long", when=bearish and not short_entry)
strategy.entry("Short", strategy.short, when=bearish and short_entry and RSI > 50 and timePeriod)
strategy.close("Short", when=bullish and not long_entry)
|
AlphaTrend Strategy | https://www.tradingview.com/script/3wdQu7P3-AlphaTrend-Strategy/ | KivancOzbilgic | https://www.tradingview.com/u/KivancOzbilgic/ | 4,652 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// author Β© KivancOzbilgic
// developer Β© KivancOzbilgic
//@version=5
strategy("AlphaTrend Strategy", shorttitle='ATSt', overlay=true, format=format.price, precision=2, margin_long=100, margin_short=100)
coeff = input.float(1, 'Multiplier', step=0.1)
AP = input(14, 'Common Period')
ATR = ta.sma(ta.tr, AP)
src = input(close)
showsignalsk = input(title='Show Signals?', defval=false)
novolumedata = input(title='Change calculation (no volume data)?', defval=false)
upT = low - ATR * coeff
downT = high + ATR * coeff
AlphaTrend = 0.0
AlphaTrend := (novolumedata ? ta.rsi(src, AP) >= 50 : ta.mfi(hlc3, AP) >= 50) ? upT < nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : upT : downT > nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : downT
color1 = AlphaTrend > AlphaTrend[2] ? #00E60F : AlphaTrend < AlphaTrend[2] ? #80000B : AlphaTrend[1] > AlphaTrend[3] ? #00E60F : #80000B
k1 = plot(AlphaTrend, color=color.new(#0022FC, 0), linewidth=3)
k2 = plot(AlphaTrend[2], color=color.new(#FC0400, 0), linewidth=3)
fill(k1, k2, color=color1)
buySignalk = ta.crossover(AlphaTrend, AlphaTrend[2])
sellSignalk = ta.crossunder(AlphaTrend, AlphaTrend[2])
K1 = ta.barssince(buySignalk)
K2 = ta.barssince(sellSignalk)
O1 = ta.barssince(buySignalk[1])
O2 = ta.barssince(sellSignalk[1])
plotshape(buySignalk and showsignalsk and O1 > K2 ? AlphaTrend[2] * 0.9999 : na, title='BUY', text='BUY', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(#0022FC, 0), textcolor=color.new(color.white, 0))
plotshape(sellSignalk and showsignalsk and O2 > K1 ? AlphaTrend[2] * 1.0001 : na, title='SELL', text='SELL', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.maroon, 0), textcolor=color.new(color.white, 0))
longCondition = buySignalk
if (longCondition)
strategy.entry("Long", strategy.long)
shortCondition = sellSignalk
if (shortCondition)
strategy.entry("Short", strategy.short)
|
Bitcoin Scalping Strategy (Sampled with: PMARP+MADRID MA RIBBON) | https://www.tradingview.com/script/T4rBZCvC-Bitcoin-Scalping-Strategy-Sampled-with-PMARP-MADRID-MA-RIBBON/ | CheatCode1 | https://www.tradingview.com/u/CheatCode1/ | 1,220 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© CheatCode1
//@version=5
strategy("PMAR and Madrid MA Strategy Excecuted by @CheatCode1", overlay=false, margin_long=0, margin_short=0, default_qty_type = strategy.cash, initial_capital = 1000, pyramiding = 0, default_qty_value = 1000, max_bars_back = 100)
//
// THIS IS PMARP, AN INDiCATOR CREATED BY @THE_CARETAKER, I DO NOT TAKE CREDIT FOR ANY SCRIPT WRITTEN UNTIL THE START OF THE NEXT INDICATOR. PLEASE REFER TO @The_Caretaker FOR QUESTIONS REGARDING THE PMAR/PMARP INDICATOR. THANK YOU!
//
// THIS IS PMARP, AN INDiCATOR CREATED BY @THE_CARETAKER, I DO NOT TAKE CREDIT FOR ANY SCRiPT WRITTEN UNTIL THE START OF THE NEXT INDICATOR. PLEASE REFER TO @The_Caretaker FOR QUESTIONS REGARDING THE PMAR/PMARP INDICATOR. THANK YOU!
//
// THIS IS PMARP, AN INDiCATOR CREATED BY @THE_CARETAKER, I DO NOT TAKE CREDIT FOR ANY SCRIPT WRITTEN UNTIL THE START OF THE NEXT INDICATOR. PLEASE REFER TO @The_Caretaker FOR QUESTIONS REGARDING THE PMAR/PMARP INDICATOR. THANK YOU!
// @version=5
//
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// @author = The_Caretaker
// Β© The_Caretaker
//
// Much respect to Eric Crown for this idea.
//
// Feel free to reuse or develop this script further, please drop me a note below if you find it useful.
//
///////////////////////////////////////////////////////////////////////////////
// Input default variable declarations
var string s_pmarp = 'Price Moving Average Ratio Percentile'
var string s_pmar = 'Price Moving Average Ratio'
var string s_BGR = 'Blue Green Red'
var string s_BR = 'Blue Red'
var float pmarHigh = 0.0
///////////////////////////////////////////////////////////////////////////////
// Inputs
i_src_price = input.source ( close, 'Price source', inline='1', group='Main Properties')
i_p_type_line = input.string ( s_pmarp, 'Indicator....', options=[ s_pmar, s_pmarp ], inline='2', group='Main Properties')
i_ma_len = input.int ( 20, 'PMAR length', minval=1, inline='3', group='Main Properties')
i_ma_typ = input.string ( 'VWMA', 'MA type...', options=[ 'SMA', 'EMA', 'HMA', 'RMA', 'VWMA' ], inline='3', group='Main Properties')
i_c_typ_line = input.string ( 'Spectrum', 'Color type', options=[ 'Spectrum', 'Solid' ], inline='1', group='Line plot settings')
i_c_typ_spctrm_line = input.string ( s_BGR, 'Spectrum', options=[ s_BR, s_BGR ], inline='1', group='Line plot settings')
i_c_solid_line = input.color ( #FFFF00, 'Solid color', inline='1', group='Line plot settings')
i_p_width_line = input.int ( 1, 'Line width', minval=1, maxval=4, inline='2', group='Line plot settings')
i_pmarp_lookback = input.int ( 350, 'Lookback', minval=1, maxval=1900, inline='2', group='Line plot settings')
i_show_signal_ma = input.bool ( true, 'Signal MA', inline='0', group='Signal MA Settings')
i_signal_ma_Len = input.int ( 20, 'MA length', minval=1, inline='1', group='Signal MA Settings')
i_signal_ma_typ = input.string ( 'SMA', 'MA type', options=[ 'SMA', 'EMA', 'HMA', 'RMA', 'VWMA' ], inline='1', group='Signal MA Settings')
i_c_typ_sig = input.string ( 'Solid', 'Color type', options=[ 'Spectrum', 'Solid' ], inline='2', group='Signal MA Settings')
i_c_typ_spctrm_sig = input.string ( s_BGR, 'Spectrum', options=[ s_BR, s_BGR ], inline='2', group='Signal MA Settings')
i_c_solid_sig = input.color ( color.white, 'Solid color', inline='2', group='Signal MA Settings')
i_p_width_sig = input.int ( 1, 'Line width', minval=1, maxval=4, inline='3', group='Signal MA Settings')
i_hi_alert_pmarp = input.float ( 99, 'Hi PMARP alert level', minval=0.1, maxval=100, step=0.01, inline='6', group='Visual Alert Level Settings')
i_lo_alert_pmarp = input.float ( 1, 'Lo PMARP alert level', minval=0.1, maxval=100, step=0.01, inline='6', group='Visual Alert Level Settings')
i_hi_alert_pmar = input.float ( 2.7, 'Hi PMAR alert level.', minval=0.1, maxval=100, step=0.01, inline='7', group='Visual Alert Level Settings')
i_lo_alert_pmar = input.float ( 0.7, 'Lo PMAR alert level.', minval=0.1, maxval=100, step=0.01, inline='7', group='Visual Alert Level Settings')
i_hi_alert_line_on = input.bool ( true, 'Hi alert line.', inline='8', group='Visual Alert Level Settings')
i_lo_alert_line_on = input.bool ( true, 'Lo alert line.', inline='8', group='Visual Alert Level Settings')
i_bg_hi_signal_on = input.bool ( true, 'Hi signal bars', inline='9', group='Visual Alert Level Settings')
i_bg_lo_signal_on = input.bool ( true, 'Lo signal bars', inline='9', group='Visual Alert Level Settings')
///////////////////////////////////////////////////////////////////////////////
// variable declarations
var c_prcntSpctrm1 = array.new_color ( na )
if barstate.isfirst
array.push ( c_prcntSpctrm1, #0000FF ),
array.push ( c_prcntSpctrm1, #000AFF ), array.push ( c_prcntSpctrm1, #0014FF ), array.push ( c_prcntSpctrm1, #001FFF ), array.push ( c_prcntSpctrm1, #0029FF ), array.push ( c_prcntSpctrm1, #0033FF ),
array.push ( c_prcntSpctrm1, #003DFF ), array.push ( c_prcntSpctrm1, #0047FF ), array.push ( c_prcntSpctrm1, #0052FF ), array.push ( c_prcntSpctrm1, #005CFF ), array.push ( c_prcntSpctrm1, #0066FF ),
array.push ( c_prcntSpctrm1, #0070FF ), array.push ( c_prcntSpctrm1, #007AFF ), array.push ( c_prcntSpctrm1, #0085FF ), array.push ( c_prcntSpctrm1, #008FFF ), array.push ( c_prcntSpctrm1, #0099FF ),
array.push ( c_prcntSpctrm1, #00A3FF ), array.push ( c_prcntSpctrm1, #00ADFF ), array.push ( c_prcntSpctrm1, #00B8FF ), array.push ( c_prcntSpctrm1, #00C2FF ), array.push ( c_prcntSpctrm1, #00CCFF ),
array.push ( c_prcntSpctrm1, #00D6FF ), array.push ( c_prcntSpctrm1, #00E0FF ), array.push ( c_prcntSpctrm1, #00EBFF ), array.push ( c_prcntSpctrm1, #00F5FF ), array.push ( c_prcntSpctrm1, #00FFFF ),
array.push ( c_prcntSpctrm1, #00FFF5 ), array.push ( c_prcntSpctrm1, #00FFEB ), array.push ( c_prcntSpctrm1, #00FFE0 ), array.push ( c_prcntSpctrm1, #00FFD6 ), array.push ( c_prcntSpctrm1, #00FFCC ),
array.push ( c_prcntSpctrm1, #00FFC2 ), array.push ( c_prcntSpctrm1, #00FFB8 ), array.push ( c_prcntSpctrm1, #00FFAD ), array.push ( c_prcntSpctrm1, #00FFA3 ), array.push ( c_prcntSpctrm1, #00FF99 ),
array.push ( c_prcntSpctrm1, #00FF8F ), array.push ( c_prcntSpctrm1, #00FF85 ), array.push ( c_prcntSpctrm1, #00FF7A ), array.push ( c_prcntSpctrm1, #00FF70 ), array.push ( c_prcntSpctrm1, #00FF66 ),
array.push ( c_prcntSpctrm1, #00FF5C ), array.push ( c_prcntSpctrm1, #00FF52 ), array.push ( c_prcntSpctrm1, #00FF47 ), array.push ( c_prcntSpctrm1, #00FF3D ), array.push ( c_prcntSpctrm1, #00FF33 ),
array.push ( c_prcntSpctrm1, #00FF29 ), array.push ( c_prcntSpctrm1, #00FF1F ), array.push ( c_prcntSpctrm1, #00FF14 ), array.push ( c_prcntSpctrm1, #00FF0A ), array.push ( c_prcntSpctrm1, #00FF00 ),
array.push ( c_prcntSpctrm1, #0AFF00 ), array.push ( c_prcntSpctrm1, #14FF00 ), array.push ( c_prcntSpctrm1, #1FFF00 ), array.push ( c_prcntSpctrm1, #29FF00 ), array.push ( c_prcntSpctrm1, #33FF00 ),
array.push ( c_prcntSpctrm1, #3DFF00 ), array.push ( c_prcntSpctrm1, #47FF00 ), array.push ( c_prcntSpctrm1, #52FF00 ), array.push ( c_prcntSpctrm1, #5CFF00 ), array.push ( c_prcntSpctrm1, #66FF00 ),
array.push ( c_prcntSpctrm1, #70FF00 ), array.push ( c_prcntSpctrm1, #7AFF00 ), array.push ( c_prcntSpctrm1, #85FF00 ), array.push ( c_prcntSpctrm1, #8FFF00 ), array.push ( c_prcntSpctrm1, #99FF00 ),
array.push ( c_prcntSpctrm1, #A3FF00 ), array.push ( c_prcntSpctrm1, #ADFF00 ), array.push ( c_prcntSpctrm1, #B8FF00 ), array.push ( c_prcntSpctrm1, #C2FF00 ), array.push ( c_prcntSpctrm1, #CCFF00 ),
array.push ( c_prcntSpctrm1, #D6FF00 ), array.push ( c_prcntSpctrm1, #E0FF00 ), array.push ( c_prcntSpctrm1, #EBFF00 ), array.push ( c_prcntSpctrm1, #F5FF00 ), array.push ( c_prcntSpctrm1, #FFFF00 ),
array.push ( c_prcntSpctrm1, #FFF500 ), array.push ( c_prcntSpctrm1, #FFEB00 ), array.push ( c_prcntSpctrm1, #FFE000 ), array.push ( c_prcntSpctrm1, #FFD600 ), array.push ( c_prcntSpctrm1, #FFCC00 ),
array.push ( c_prcntSpctrm1, #FFC200 ), array.push ( c_prcntSpctrm1, #FFB800 ), array.push ( c_prcntSpctrm1, #FFAD00 ), array.push ( c_prcntSpctrm1, #FFA300 ), array.push ( c_prcntSpctrm1, #FF9900 ),
array.push ( c_prcntSpctrm1, #FF8F00 ), array.push ( c_prcntSpctrm1, #FF8500 ), array.push ( c_prcntSpctrm1, #FF7A00 ), array.push ( c_prcntSpctrm1, #FF7000 ), array.push ( c_prcntSpctrm1, #FF6600 ),
array.push ( c_prcntSpctrm1, #FF5C00 ), array.push ( c_prcntSpctrm1, #FF5200 ), array.push ( c_prcntSpctrm1, #FF4700 ), array.push ( c_prcntSpctrm1, #FF3D00 ), array.push ( c_prcntSpctrm1, #FF3300 ),
array.push ( c_prcntSpctrm1, #FF2900 ), array.push ( c_prcntSpctrm1, #FF1F00 ), array.push ( c_prcntSpctrm1, #FF1400 ), array.push ( c_prcntSpctrm1, #FF0000 ), array.push ( c_prcntSpctrm1, #FF0000 )
var c_prcntSpctrm2 = array.new_color ( na )
if barstate.isfirst
array.push ( c_prcntSpctrm2, #0000FF ),
array.push ( c_prcntSpctrm2, #0200FC ), array.push ( c_prcntSpctrm2, #0500F9 ), array.push ( c_prcntSpctrm2, #0700F7 ), array.push ( c_prcntSpctrm2, #0A00F4 ), array.push ( c_prcntSpctrm2, #0C00F2 ),
array.push ( c_prcntSpctrm2, #0F00EF ), array.push ( c_prcntSpctrm2, #1100ED ), array.push ( c_prcntSpctrm2, #1400EA ), array.push ( c_prcntSpctrm2, #1600E8 ), array.push ( c_prcntSpctrm2, #1900E5 ),
array.push ( c_prcntSpctrm2, #1C00E2 ), array.push ( c_prcntSpctrm2, #1E00E0 ), array.push ( c_prcntSpctrm2, #2100DD ), array.push ( c_prcntSpctrm2, #2300DB ), array.push ( c_prcntSpctrm2, #2600D8 ),
array.push ( c_prcntSpctrm2, #2800D6 ), array.push ( c_prcntSpctrm2, #2B00D3 ), array.push ( c_prcntSpctrm2, #2D00D1 ), array.push ( c_prcntSpctrm2, #3000CE ), array.push ( c_prcntSpctrm2, #3300CC ),
array.push ( c_prcntSpctrm2, #3500C9 ), array.push ( c_prcntSpctrm2, #3800C6 ), array.push ( c_prcntSpctrm2, #3A00C4 ), array.push ( c_prcntSpctrm2, #3D00C1 ), array.push ( c_prcntSpctrm2, #3F00BF ),
array.push ( c_prcntSpctrm2, #4200BC ), array.push ( c_prcntSpctrm2, #4400BA ), array.push ( c_prcntSpctrm2, #4700B7 ), array.push ( c_prcntSpctrm2, #4900B5 ), array.push ( c_prcntSpctrm2, #4C00B2 ),
array.push ( c_prcntSpctrm2, #4F00AF ), array.push ( c_prcntSpctrm2, #5100AD ), array.push ( c_prcntSpctrm2, #5400AA ), array.push ( c_prcntSpctrm2, #5600A8 ), array.push ( c_prcntSpctrm2, #5900A5 ),
array.push ( c_prcntSpctrm2, #5B00A3 ), array.push ( c_prcntSpctrm2, #5E00A0 ), array.push ( c_prcntSpctrm2, #60009E ), array.push ( c_prcntSpctrm2, #63009B ), array.push ( c_prcntSpctrm2, #660099 ),
array.push ( c_prcntSpctrm2, #680096 ), array.push ( c_prcntSpctrm2, #6B0093 ), array.push ( c_prcntSpctrm2, #6D0091 ), array.push ( c_prcntSpctrm2, #70008E ), array.push ( c_prcntSpctrm2, #72008C ),
array.push ( c_prcntSpctrm2, #750089 ), array.push ( c_prcntSpctrm2, #770087 ), array.push ( c_prcntSpctrm2, #7A0084 ), array.push ( c_prcntSpctrm2, #7C0082 ), array.push ( c_prcntSpctrm2, #7F007F ),
array.push ( c_prcntSpctrm2, #82007C ), array.push ( c_prcntSpctrm2, #84007A ), array.push ( c_prcntSpctrm2, #870077 ), array.push ( c_prcntSpctrm2, #890075 ), array.push ( c_prcntSpctrm2, #8C0072 ),
array.push ( c_prcntSpctrm2, #8E0070 ), array.push ( c_prcntSpctrm2, #91006D ), array.push ( c_prcntSpctrm2, #93006B ), array.push ( c_prcntSpctrm2, #960068 ), array.push ( c_prcntSpctrm2, #990066 ),
array.push ( c_prcntSpctrm2, #9B0063 ), array.push ( c_prcntSpctrm2, #9E0060 ), array.push ( c_prcntSpctrm2, #A0005E ), array.push ( c_prcntSpctrm2, #A3005B ), array.push ( c_prcntSpctrm2, #A50059 ),
array.push ( c_prcntSpctrm2, #A80056 ), array.push ( c_prcntSpctrm2, #AA0054 ), array.push ( c_prcntSpctrm2, #AD0051 ), array.push ( c_prcntSpctrm2, #AF004F ), array.push ( c_prcntSpctrm2, #B2004C ),
array.push ( c_prcntSpctrm2, #B50049 ), array.push ( c_prcntSpctrm2, #B70047 ), array.push ( c_prcntSpctrm2, #BA0044 ), array.push ( c_prcntSpctrm2, #BC0042 ), array.push ( c_prcntSpctrm2, #BF003F ),
array.push ( c_prcntSpctrm2, #C1003D ), array.push ( c_prcntSpctrm2, #C4003A ), array.push ( c_prcntSpctrm2, #C60038 ), array.push ( c_prcntSpctrm2, #C90035 ), array.push ( c_prcntSpctrm2, #CC0033 ),
array.push ( c_prcntSpctrm2, #CE0030 ), array.push ( c_prcntSpctrm2, #D1002D ), array.push ( c_prcntSpctrm2, #D3002B ), array.push ( c_prcntSpctrm2, #D60028 ), array.push ( c_prcntSpctrm2, #D80026 ),
array.push ( c_prcntSpctrm2, #DB0023 ), array.push ( c_prcntSpctrm2, #DD0021 ), array.push ( c_prcntSpctrm2, #E0001E ), array.push ( c_prcntSpctrm2, #E2001C ), array.push ( c_prcntSpctrm2, #E50019 ),
array.push ( c_prcntSpctrm2, #E80016 ), array.push ( c_prcntSpctrm2, #EA0014 ), array.push ( c_prcntSpctrm2, #ED0011 ), array.push ( c_prcntSpctrm2, #EF000F ), array.push ( c_prcntSpctrm2, #F2000C ),
array.push ( c_prcntSpctrm2, #F4000A ), array.push ( c_prcntSpctrm2, #F70007 ), array.push ( c_prcntSpctrm2, #F90005 ), array.push ( c_prcntSpctrm2, #FC0002 ), array.push ( c_prcntSpctrm2, #FF0000 )
///////////////////////////////////////////////////////////////////////////////
// Function Declarations
f_prior_sum ( _P, _X ) =>
math.sum ( _P[1], _X - 1 )
f_ma_val ( _P, _typ, _len ) =>
_typ == 'SMA' ? ta.sma ( _P, _len ) : _typ == 'EMA' ? ta.ema ( _P, _len ) : _typ == 'RMA' ? ta.rma ( _P, _len ) : _typ == 'HMA' ? ta.hma ( _P, _len ) : ta.vwma ( _P, _len )
f_pmarp ( _price, _pmarLen, _pmarpLen, _type ) =>
_pmar = math.abs ( _price / f_ma_val ( _price, _type, _pmarLen ))
_pmarpSum = 0
_len = bar_index < _pmarpLen ? bar_index : _pmarpLen
for i = 1 to _len by 1
_pmarpSum += ( _pmar[i] > _pmar ? 0 : 1 )
_pmarpSum
_return = bar_index >= _pmarLen ? _pmarpSum / _len * 100 : na
f_clrSlct ( _percent, _select, _type, _solid, _array1, _array2 ) =>
_select == 'Solid' ? _solid : array.get ( _type == 'Blue Green Red' ? _array1 : _array2, math.round ( _percent ))
///////////////////////////////////////////////////////////////////////////////
// calculations
pmarpOn = i_p_type_line == 'Price Moving Average Ratio Percentile'
ma = f_ma_val ( i_src_price, i_ma_typ, i_ma_len )
pmar = i_src_price / ma
pmarp = f_pmarp ( i_src_price, i_ma_len, i_pmarp_lookback, i_ma_typ )
pmarHigh := pmar > pmarHigh ? pmar : pmarHigh
c_pmar = ( pmar / pmarHigh )*100
plotline = pmarpOn ? pmarp : pmar
c_plotline = f_clrSlct ( pmarpOn ? plotline : c_pmar, i_c_typ_line, i_c_typ_spctrm_line, i_c_solid_line, c_prcntSpctrm1, c_prcntSpctrm2 )
signal_ma = f_ma_val ( plotline, i_signal_ma_typ, i_signal_ma_Len )
c_plotsig = f_clrSlct ( signal_ma, i_c_typ_sig, i_c_typ_spctrm_sig, i_c_solid_sig, c_prcntSpctrm1, c_prcntSpctrm2 )
hi_alert = pmarpOn ? i_hi_alert_pmarp : i_hi_alert_pmar
lo_alert = pmarpOn ? i_lo_alert_pmarp : i_lo_alert_pmar
hi_alertc = pmarpOn ? i_hi_alert_pmarp : i_hi_alert_pmar > pmarHigh ? 100 : ( i_hi_alert_pmar / pmarHigh ) * 100
c_hi_alert = f_clrSlct ( hi_alertc, i_c_typ_line, i_c_typ_spctrm_sig, i_c_solid_sig, c_prcntSpctrm1, c_prcntSpctrm2 )
c_lo_alert = f_clrSlct ( lo_alert, i_c_typ_line, i_c_typ_spctrm_sig, i_c_solid_sig, c_prcntSpctrm1, c_prcntSpctrm2 )
c_bg = color.new ( f_clrSlct ( pmarp, i_c_typ_line, i_c_typ_spctrm_line, i_c_solid_line, c_prcntSpctrm1, c_prcntSpctrm2 ), 50 )
p_hi_alert = plotline > hi_alert
p_lo_alert = plotline < lo_alert
///////////////////////////////////////////////////////////////////////////////
// Line Plot
p_scaleHi = plot ( pmarpOn ? 100 : na, 'Scale high', #ff0000, style = plot.style_line )
p_midLine = plot ( pmarpOn ? 50 : na, 'Midline', #555555, style = plot.style_line )
p_scaleLo = plot ( pmarpOn ? 0 : na, 'Scale low', #0000ff, style = plot.style_line )
plot ( plotline, 'Plot line', c_plotline, i_p_width_line, editable=false )
plot ( pmarpOn ? na : pmarHigh, 'Historical PMAR high', f_clrSlct ( 100, i_c_typ_line, i_c_typ_spctrm_line, i_c_solid_line, c_prcntSpctrm1, c_prcntSpctrm2 ), i_p_width_line, editable=false )
plot ( i_show_signal_ma ? signal_ma : na, 'Signal line', c_plotsig, i_p_width_sig, editable=false )
plot ( i_hi_alert_line_on and pmarpOn ? i_hi_alert_pmarp : i_hi_alert_pmar, 'High alert level', c_hi_alert, style = plot.style_line )
plot ( i_lo_alert_line_on and pmarpOn ? i_lo_alert_pmarp : i_lo_alert_pmar, 'Low alert level', c_lo_alert, style = plot.style_line )
bgcolor ( p_hi_alert and i_hi_alert_line_on and i_bg_hi_signal_on ? c_bg : na )
bgcolor ( p_lo_alert and i_lo_alert_line_on and i_bg_lo_signal_on ? c_bg : na )
///////////////////////////////////////////////////////////////////////////////
// End
// THIS IS PMARP, AN INDiCATOR CREATED BY @THE_CARETAKER, I DO NOT TAKE CREDIT FOR ANY CODE WRITTEN ABOVE HERE. PLEASE REFER TO @The_Caretaker FOR QUESTIONS REGARDING THE PMAR/PMARP INDICATOR. THANK YOU!
// THIS IS PMARP, AN INDiCATOR CREATED BY @THE_CARETAKER, I DO NOT TAKE CREDIT FOR ANY CODE WRITTEN ABOVE HERE. PLEASE REFER TO @The_Caretaker FOR QUESTIONS REGARDING THE PMAR/PMARP INDICATOR. THANK YOU!
//
//
//
// THIS IS MADRID MOVING AVERAGE RIBBON, AN INDICATOR CREATED BY @Madrid. I DO NOT TAKE ANY CREDIT FOR THE SCRIPT BELOW UNTIL THE END OF THE INDICATOR IS STATED. FOR ANY QUESTIONS PLEASE REFER TO @Madrid REGARDING THE MADRID MOVING AVERAGE RIBBON INDICATOR, THANK YOU!
//
// THIS IS MADRID MOVING AVERAGE RIBBON, AN INDICATOR CREATED BY @Madrid. I DO NOT TAKE ANY CREDIT FOR THE SCRIPT BELOW UNTIL THE END OF THE INDICATOR IS STATED. FOR ANY QUESTIONS PLEASE REFER TO @Madrid REGARDING THE MADRID MOVING AVERAGE RIBBON INDICATOR, THANK YOU!
//
// THIS IS MADRID MOVING AVERAGE RIBBON, AN INDICATOR CREATED BY @Madrid. I DO NOT TAKE ANY CREDIT FOR THE SCRIPT BELOW UNTIL THE END OF THE INDICATOR IS STATED. FOR ANY QUESTIONS PLEASE REFER TO @Madrid REGARDING THE MADRID MOVING AVERAGE RIBBON INDICATOR, THANK YOU!
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// β β
// β Β© Madrid : 141017TH2251 β
// β
// β Rev. 210306SA1836 : Upgrade to Pinescript 4 β
// β β
// β Madrid Moving Average Ribbon β
// β β
// β This plots a moving average ribbon, either exponential or standard. β
// β This study is best viewed with a dark background. It provides an easy β
// β and fast way to determine the trend direction and possible reversals. β
// β β
// β Lime : Uptrend. Long trading β
// β Green : Reentry (buy the dip) or downtrend reversal warning β
// β Red : Downtrend. Short trading β
// β Maroon : Short Reentry (sell the peak) or uptrend reversal warning β
// β β
// β To best determine if this is a reentry point or a trend reversal β
// β the MMARB (Madrid Moving Average Ribbon Bar) study is used. β
// β This is the bar located at the bottom. This bar signals when a β
// β current trend reentry is found (partially filled with opposite dark color) β
// β or when a trend reversal is ahead (filled with the opposite color. β
// β β
// β This source code is subject to the terms of the Mozilla Public License 2.0 β
// β at https://mozilla.org/MPL/2.0/ β
// β β
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// ββββββββββββββββββββββββββββββββββββββββ
// β β
// β CONSTANTS β
// β β
// ββββββββββββββββββββββββββββββββββββββββ
PHI = (1 + math.sqrt(5)) / 2
PI = 104348 / 33215
BULL = 1
BEAR = -1
NONE = 0
// ββββββββββββββββββββββββββββββββββββββββ
// β β
// β Colors β
// β β
// ββββββββββββββββββββββββββββββββββββββββ
// v3 Style Gradient
GRN01 = #7CFC00
GRN02 = #32CD32
GRN03 = #228B22
GRN04 = #006400
GRN05 = #008000
GRN06 = #093507
RED01 = #FF4500
RED02 = #FF0000
RED03 = #B22222
RED04 = #8B0000
RED05 = #800000
RED06 = #330d06
// ββββββββββ[ v3 Style Colors ]
AQUA = #00FFFF
BLACK = #000000
BLUE = #0000FF
FUCHSIA = #FF00FF
GRAY = #808080
GREEN = #008000
LIME = #00FF00
MAROON = #800000
NAVY = #000080
OLIVE = #808000
ORANGE = #FF7F00
PURPLE = #800080
RUBI = #FF0000
SILVER = #C0C0C0
TEAL = #008080
YELLOW = #FFFF00
WHITE = #FFFFFF
// ββββββββββββββββββββββββββββββββββββββββ
// β β
// β functions () β
// β β
// ββββββββββββββββββββββββββββββββββββββββ
// ββββββββββ[ Moving Average Color ]
//
maColor(_ma, _maRef) =>
diffMA = ta.change(_ma)
macol = diffMA >= 0 and _ma > _maRef ? LIME : diffMA < 0 and _ma > _maRef ? MAROON : diffMA <= 0 and _ma < _maRef ? RUBI : diffMA >= 0 and _ma < _maRef ? GREEN : GRAY
macol
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// β β
// β main ( ) β
// β β
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// ββββββββββββββββββββ[ Input Parameters ]
i_exp = input(true, title='Expnential MA')
// ββββββββββββββββββββ[ Processing ]
src = close
ma05 = i_exp ? ta.ema(src, 05) : ta.sma(src, 05)
ma10 = i_exp ? ta.ema(src, 10) : ta.sma(src, 10)
ma15 = i_exp ? ta.ema(src, 15) : ta.sma(src, 15)
ma20 = i_exp ? ta.ema(src, 20) : ta.sma(src, 20)
ma25 = i_exp ? ta.ema(src, 25) : ta.sma(src, 25)
ma30 = i_exp ? ta.ema(src, 30) : ta.sma(src, 30)
ma35 = i_exp ? ta.ema(src, 35) : ta.sma(src, 35)
ma40 = i_exp ? ta.ema(src, 40) : ta.sma(src, 40)
ma45 = i_exp ? ta.ema(src, 45) : ta.sma(src, 45)
ma50 = i_exp ? ta.ema(src, 50) : ta.sma(src, 50)
ma55 = i_exp ? ta.ema(src, 55) : ta.sma(src, 55)
ma60 = i_exp ? ta.ema(src, 60) : ta.sma(src, 60)
ma65 = i_exp ? ta.ema(src, 65) : ta.sma(src, 65)
ma70 = i_exp ? ta.ema(src, 70) : ta.sma(src, 70)
ma75 = i_exp ? ta.ema(src, 75) : ta.sma(src, 75)
ma80 = i_exp ? ta.ema(src, 80) : ta.sma(src, 80)
ma85 = i_exp ? ta.ema(src, 85) : ta.sma(src, 85)
ma90 = i_exp ? ta.ema(src, 90) : ta.sma(src, 90)
ma100 = i_exp ? ta.ema(src, 100) : ta.sma(src, 100)
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// β β
// β That's all Folks ! β
// β β
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// THIS IS MADRID MOVING AVERAGE RIBBON, AN INDICATOR CREATED BY @Madrid. I DO NOT TAKE ANY CREDIT FOR THE SCRIPT ABOVE. FOR ANY QUESTIONS PLEASE REFER TO @Madrid REGARDING THE MADRID MOVING AVERAGE RIBBON INDICATOR, THANK YOU!
//
// THIS IS MADRID MOVING AVERAGE RIBBON, AN INDICATOR CREATED BY @Madrid. I DO NOT TAKE ANY CREDIT FOR THE SCRIPT ABOVE. FOR ANY QUESTIONS PLEASE REFER TO @Madrid REGARDING THE MADRID MOVING AVERAGE RIBBON INDICATOR, THANK YOU!
//
// THIS IS MADRID MOVING AVERAGE RIBBON, AN INDICATOR CREATED BY @Madrid. I DO NOT TAKE ANY CREDIT FOR THE SCRIPT ABOVE. FOR ANY QUESTIONS PLEASE REFER TO @Madrid REGARDING THE MADRID MOVING AVERAGE RIBBON INDICATOR, THANK YOU!
//THE SCRIPT BELOW WAS COMPLETED BY @CHEATCODE1 (Myself) LET ME KNOW IF YOU GUYS WANT MORE COLLAB STRATEGIES AND SUBSCRIBE!! THANKS :)
//
//THE SCRIPT BELOW WAS COMPLETED BY @CHEATCODE1 (Myself) LET ME KNOW IF YOU GUYS WANT MORE COLLAB STRATEGIES AND SUBSCRIBE!! THANKS :)
//
//THE SCRIPT BELOW WAS COMPLETED BY @CHEATCODE1 (Myself) LET ME KNOW IF YOU GUYS WANT MORE COLLAB STRATEGIES AND SUBSCRIBE!! THANKS :)
//Lime color conditions when true
greenMA_1 = ma05 > ma100
greenMA_2 = ma10 > ma100
greenMA_3 = ma15 > ma100
greenMA_4 = ma20 > ma100
greenMA_5 = ma25 > ma100
greenMA_6 = ma30 > ma100
greenMA_7 = ma35 > ma100
greenMA_8 = ma40 > ma100
greenMA_9 = ma45 > ma100
greenMA_10 = ma50 > ma100
greenMA_11 = ma55 > ma100
greenMA_12 = ma60 > ma100
greenMA_13 = ma65 > ma100
greenMA_14 = ma70 > ma100
greenMA_15 = ma75 > ma100
greenMA_16 = ma80 > ma100
greenMA_17 = ma85 > ma100
greenMA_18 = ma90 > ma100
//Red color
redMA_1 = ma05 < ma100
redMA_2 = ma10 < ma100
redMA_3 = ma15 < ma100
redMA_4 = ma20 < ma100
redMA_5 = ma25 < ma100
redMA_6 = ma30 < ma100
redMA_7 = ma35 < ma100
redMA_8 = ma40 < ma100
redMA_9 = ma45 < ma100
redMA_10 = ma50 < ma100
redMA_11 = ma55 < ma100
redMA_12 = ma60 < ma100
redMA_13 = ma65 < ma100
redMA_14 = ma70 < ma100
redMA_15 = ma75 < ma100
redMA_16 = ma80 < ma100
redMA_17 = ma85 < ma100
redMA_18 = ma90 < ma100
// Difference of color
Diffma1 = ta.change(ma05)
Diffma2 = ta.change(ma10)
Diffma3 = ta.change(ma15)
Diffma4 = ta.change(ma20)
Diffma5 = ta.change(ma25)
Diffma6 = ta.change(ma30)
Diffma7 = ta.change(ma35)
Diffma8 = ta.change(ma40)
Diffma9 = ta.change(ma45)
Diffma10 = ta.change(ma50)
Diffma11 = ta.change(ma55)
Diffma12 = ta.change(ma60)
Diffma13 = ta.change(ma65)
Diffma14 = ta.change(ma70)
Diffma15 = ta.change(ma75)
Diffma16 = ta.change(ma80)
Diffma17 = ta.change(ma85)
Diffma18 = ta.change(ma90)
//Positive difference values
Diffma1P = ta.change(ma05) >= 0
Diffma2P = ta.change(ma10) >= 0
Diffma3P = ta.change(ma15) >= 0
Diffma4P = ta.change(ma20) >= 0
Diffma5P = ta.change(ma25) >= 0
Diffma6P = ta.change(ma30) >= 0
Diffma7P = ta.change(ma35) >= 0
Diffma8P = ta.change(ma40) >= 0
Diffma9P = ta.change(ma45) >= 0
Diffma10P = ta.change(ma50) >= 0
Diffma11P = ta.change(ma55) >= 0
Diffma12P = ta.change(ma60) >= 0
Diffma13P = ta.change(ma65) >= 0
Diffma14P = ta.change(ma70) >= 0
Diffma15P = ta.change(ma75) >= 0
Diffma16P = ta.change(ma80) >= 0
Diffma17P = ta.change(ma85) >= 0
Diffma18P = ta.change(ma90) >= 0
//Negative difference values
Diffma1N = ta.change(ma05) < 0
Diffma2N = ta.change(ma10) < 0
Diffma3N = ta.change(ma15) < 0
Diffma4N = ta.change(ma20) < 0
Diffma5N = ta.change(ma25) < 0
Diffma6N = ta.change(ma30) < 0
Diffma7N = ta.change(ma35) < 0
Diffma8N = ta.change(ma40) < 0
Diffma9N = ta.change(ma45) < 0
Diffma10N = ta.change(ma50) < 0
Diffma11N = ta.change(ma55) < 0
Diffma12N = ta.change(ma60) < 0
Diffma13N = ta.change(ma65) < 0
Diffma14N = ta.change(ma70) < 0
Diffma15N = ta.change(ma75) < 0
Diffma16N = ta.change(ma80) < 0
Diffma17N = ta.change(ma85) < 0
Diffma18N = ta.change(ma90) < 0
// Reverse enginnered color boolean's
Lime1 = Diffma1P and greenMA_1
Red1 = Diffma1N and redMA_1
Maroon1 = Diffma1N and greenMA_1
Green1 = Diffma1P and redMA_1
Lime2 = Diffma2P and greenMA_2
Red2 = Diffma2N and redMA_2
Maroon2 = Diffma2N and greenMA_2
Green2 = Diffma2P and redMA_2
Lime3 = Diffma3P and greenMA_3
Red3 = Diffma3N and redMA_3
Maroon3 = Diffma3N and greenMA_3
Green3 = Diffma3P and redMA_3
Lime4 = Diffma4P and greenMA_4
Red4 = Diffma4N and redMA_4
Maroon4 = Diffma4N and greenMA_4
Green4 = Diffma4P and redMA_4
Lime5 = Diffma5P and greenMA_5
Red5 = Diffma5N and redMA_5
Maroon5 = Diffma5N and greenMA_5
Green5 = Diffma5P and redMA_5
Lime6 = Diffma6P and greenMA_6
Red6 = Diffma6N and redMA_6
Maroon6 = Diffma6N and greenMA_6
Green6 = Diffma6P and redMA_6
Lime7 = Diffma7P and greenMA_7
Red7 = Diffma7N and redMA_7
Maroon7 = Diffma7N and greenMA_7
Green7 = Diffma7P and redMA_7
Lime8 = Diffma8P and greenMA_8
Red8 = Diffma8N and redMA_8
Maroon8 = Diffma8N and greenMA_8
Green8 = Diffma8P and redMA_8
Lime9 = Diffma9P and greenMA_9
Red9 = Diffma9N and redMA_9
Maroon9 = Diffma9N and greenMA_9
Green9 = Diffma9P and redMA_9
Lime10 = Diffma10P and greenMA_10
Red10 = Diffma10N and redMA_10
Maroon10 = Diffma10N and greenMA_10
Green10 = Diffma10P and redMA_10
Lime11 = Diffma11P and greenMA_11
Red11 = Diffma11N and redMA_11
Maroon11 = Diffma11N and greenMA_11
Green11 = Diffma11P and redMA_11
Lime12 = Diffma12P and greenMA_12
Red12 = Diffma12N and redMA_12
Maroon12 = Diffma12N and greenMA_12
Green12 = Diffma12P and redMA_12
Lime13 = Diffma13P and greenMA_13
Red13 = Diffma13N and redMA_13
Maroon13 = Diffma13N and greenMA_13
Green13 = Diffma13P and redMA_13
Lime14 = Diffma14P and greenMA_14
Red14 = Diffma14N and redMA_14
Maroon14 = Diffma14N and greenMA_14
Green14 = Diffma14P and redMA_14
Lime15 = Diffma15P and greenMA_15
Red15 = Diffma15N and redMA_15
Maroon15 = Diffma15N and greenMA_15
Green15 = Diffma15P and redMA_15
Lime16 = Diffma16P and greenMA_16
Red16 = Diffma16N and redMA_16
Maroon16 = Diffma16N and greenMA_16
Green16 = Diffma16P and redMA_16
Lime17 = Diffma17P and greenMA_17
Red17 = Diffma17N and redMA_17
Maroon17 = Diffma17N and greenMA_17
Green17 = Diffma17P and redMA_17
Lime18 = Diffma18P and greenMA_18
Red18 = Diffma18N and redMA_18
Maroon18 = Diffma18N and greenMA_18
Green18 = Diffma18P and redMA_18
//combination of Lime/Red conditions when true
lime_Long = Lime1 and Lime2 and Lime3 and Lime4 and Lime5 and Lime6 and Lime7 and Lime8 and Lime9 and Lime10 and Lime11 and Lime12 and Lime13 and Lime14 and Lime15 and Lime16 and Lime17 and Lime18
red_Short = Red1 and Red2 and Red3 and Red4 and Red5 and Red6 and Red7 and Red8 and Red9 and Red10 and Red12 and Red12 and Red13 and Red14 and Red15 and Red16 and Red17 and Red18
maroon_Short = Maroon1 and Maroon2 and Maroon3 and Maroon4 and Maroon5 and Maroon6 and Maroon7 and Maroon8 and Maroon9 and Maroon10 and Maroon11 and Maroon12 and Maroon13 and Maroon14 and Maroon15 and Maroon16 and Maroon17 and Maroon18
green_Long = Green1 and Green2 and Green3 and Green4 and Green5 and Green6 and Green7 and Green8 and Green9 and Green10 and Green11 and Green12 and Green13 and Green14 and Green15 and Green16 and Green17 and Green18
//rsistoch values /
r= ta.rsi(close, 14)
s = ta.stoch(close, 14,1,3)
rP = r <= 55
rM = r >= 75
noREL = strategy.opentrades == 0 and strategy.position_size > 0
noRES = strategy.opentrades == 0 and strategy.position_size < 0
noENGL = close[1] > open[1]
//Entry executions
if (lime_Long) and not (noREL) and not (noENGL) and not (rP)
strategy.entry("Long", strategy.long)
if (red_Short) and not (noRES)
strategy.entry("Short", strategy.short)
//Stop Loss/ Take Profit Variables
entry_index() =>
strategy.opentrades > 0 ? (bar_index - strategy.opentrades.entry_bar_index(strategy.closedtrades + 1)) : na
StopLoss() =>
if entry_index() != 0 and strategy.position_size > 0
low[1]
else if entry_index() != 0 and strategy.position_size < 0
high[1]
else
na
//Exit excecutions
if strategy.position_size > 0 and pmarp >= 99 and red_Short == true
strategy.close("Long")
if strategy.position_size < 0 and pmarp <= 01
strategy.close("Short")
// if strategy.position_size > 0
// strategy.exit("Stop Loss", stop = StopLoss())
// if strategy.position_size < 0
// strategy.exit("Stop Loss", stop = StopLoss())
// Fixed percentiles for profit taking
takeP = input.float(1, title='Take Profit', group = 'Take Profit and Stop Loss') / 100
stopL = input.float(27.75, title = 'Stop Loss', group = 'Take Profit and Stop Loss')/100
// Pre Directionality
Stop_L = strategy.position_avg_price * (1 - stopL)
Stop_S = strategy.position_avg_price * (1 + stopL)
Take_S= strategy.position_avg_price * (1 - takeP)
Take_L = strategy.position_avg_price * (1 + takeP)
//Post Excecution
if strategy.position_size > 0
strategy.exit("Close Long", limit=Take_L, stop = Stop_L)
if strategy.position_size < 0
strategy.exit("Close Short", limit=Take_S, stop = Stop_S)
//Custom HLine Request
H1 = input.int( 75, 'Top Line', 51, 100, group = 'Top and Bottom Lines', inline = '1' )
H2 = input.int( 20, 'Bottom Line', 0, 49, group = 'Top and Bottom Lines', inline = '1' )
H3A = input.int(05, ' Transparancy of FIll', 1, 99, group = 'Top and Bottom Lines', inline = '1')
H3B = 100 - H3A
H1P = hline(H1, 'Top Line', #5BE14D, hline.style_dotted, 2, true )
H2P = hline(H2, 'Bottom Line', #E14D60, hline.style_dotted, 2, true )
fill(H1P, H2P, color.new(#E1CB5F,H3B), 'Line fills', editable = true )
|
The Impeccable by zyberal | https://www.tradingview.com/script/WNmcF8Kr-The-Impeccable-by-zyberal/ | zyberal | https://www.tradingview.com/u/zyberal/ | 79 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Revazi
//@version=5
strategy("The Impeccable by zyberal", overlay = true)
// Inputs {
// Strategy variables
IchimokuTenkanPeriod = input(9)
IchimokuKijunPeriod = input(190)
IchimokuSenkouPeriod = input(52)
MACDMainFast = input(3)
MACDMainSlow = input(10)
MACDMainSmooth = input(9)
ExitAfterBars = input(2)
ProfitTarget = input(135)
StopLoss = input(70)
// Trading Options
DontTradeOnWeekends = input(true)
ExitAtEndOfDay = input(true)
DayExitTimeHour = input(23)
DayExitTimeMinute = input(04)
ExitOnFriday = input(true)
FridayExitTimeHour = input(20)
FridayExitTimeMinute = input(40)
// }
// TRADING OPTIONS LOGIC {
OpenOrdersAllowed = true
// Dont trade on weekends {
if DontTradeOnWeekends
if dayofweek == dayofweek.saturday or
dayofweek == dayofweek.sunday
OpenOrdersAllowed := false
// }
// Exit on close (end of day) {
if ExitAtEndOfDay
if timeframe.isintraday and
time >= timestamp(year(timenow), month(timenow), dayofmonth(timenow), DayExitTimeHour, DayExitTimeMinute)
OpenOrdersAllowed := false
// }
// Exit on Friday {
if ExitOnFriday
if timeframe.isintraday and
time >= timestamp(year(timenow), month(timenow), dayofmonth(timenow), FridayExitTimeHour, FridayExitTimeMinute)
OpenOrdersAllowed := false
// }
// Rule: Trading signals {
openW3 = request.security(syminfo.tickerid, "W", open)[3]
middleDonchian(Length) => math.avg(ta.highest(Length), ta.lowest(Length))
Tenkan = middleDonchian(IchimokuTenkanPeriod)[2]
[macdLine, signalLine, _] = ta.macd(close, MACDMainFast, MACDMainSlow, MACDMainSmooth)
LongEntrySignal = openW3 > Tenkan and ta.crossunder(macdLine, signalLine)[3] //macdLine[3] < signalLine[3]
ShortEntrySignal = openW3 < Tenkan and ta.crossover(macdLine, signalLine)[3] //macdLine[3] > signalLine[3]
// }
// Calculate conditions {
IsFlat() => strategy.position_size == 0
IsLong() => strategy.position_size > 0
IsShort() => strategy.position_size < 0
longCondition = OpenOrdersAllowed and not IsLong() and LongEntrySignal
shortCondition = OpenOrdersAllowed and not IsShort() and ShortEntrySignal
// }
// Open positions based on conditions {
strategy.order(id = "buy", direction = strategy.long, qty = 1, when = longCondition)
strategy.order(id = "sell", direction = strategy.short, qty = 1, when = shortCondition)
// }
|
Take Profit On Trend v2 (by BHD_Trade_Bot) | https://www.tradingview.com/script/3vXbvuTO-Take-Profit-On-Trend-v2-by-BHD-Trade-Bot/ | BHD_Trade_Bot | https://www.tradingview.com/u/BHD_Trade_Bot/ | 211 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© BHD_Trade_Bot
// @version=5
strategy(
shorttitle = 'Take Profit On Trend',
title = 'Take Profit On Trend (by BHD_Trade_Bot)',
overlay = true,
calc_on_every_tick = true,
calc_on_order_fills = true,
use_bar_magnifier = true,
initial_capital = 1000,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_type = strategy.commission.percent,
commission_value = 0.1)
// Backtest Time Period
start_year = input(title='Start year' ,defval=2021)
start_month = input(title='Start month' ,defval=1)
start_day = input(title='Start day' ,defval=1)
start_time = timestamp(start_year, start_month, start_day, 00, 00)
end_year = input(title='end year' ,defval=2050)
end_month = input(title='end month' ,defval=1)
end_day = input(title='end day' ,defval=1)
end_time = timestamp(end_year, end_month, end_day, 23, 59)
is_back_test_time() => time >= start_time and time <= end_time ? true : false
// EMA
ema50 = ta.ema(close, 50)
ema200 = ta.ema(close, 200)
// RSI
rsi200 = ta.rsi(close, 200)
// EMA_CD
emacd = ema50 - ema200
emacd_signal = ta.ema(emacd, 50)
hist = emacd - emacd_signal
// BHD Unit
bhd_unit = ta.rma(high - low, 200) * 2
bhd_upper = ema200 + bhd_unit
bhd_lower = ema200 - bhd_unit
// All n candles is going down
all_body_decrease(n) =>
isValid = true
for i = 0 to (n - 1)
if (close[i] > close[i + 1])
isValid := false
break
isValid
// ENTRY CONDITIONS
// Long-term uptrend
entry_condition1 = rsi200 > 51 and hist > 0
// Short-term downtrend
entry_condition2 = all_body_decrease(2)
ENTRY_CONDITIONS = entry_condition1 and entry_condition2
if ENTRY_CONDITIONS and is_back_test_time()
strategy.entry('entry', strategy.long)
// CLOSE CONDITIONS
// Price increase 2 BHD unit
take_profit = close > strategy.position_avg_price + bhd_unit * 2
// Price decrease 3 BHD unit
stop_loss = close < strategy.position_avg_price - bhd_unit * 3
CLOSE_CONDITIONS = take_profit or stop_loss
if CLOSE_CONDITIONS
strategy.close('entry')
// Draw
plot(ema50, color=color.orange, linewidth=2)
plot(ema200, color=color.purple, linewidth=2)
bhd_upper_line = plot(bhd_upper, color=color.teal)
bhd_lower_line = plot(bhd_lower, color=color.teal)
fill(bhd_upper_line, bhd_lower_line, color=color.new(color.teal, 90))
|
MAPM-V1 | https://www.tradingview.com/script/O8w1QoIp-mapm-v1/ | TradingSoft_tech | https://www.tradingview.com/u/TradingSoft_tech/ | 134 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© TradingSoft_tech
//@version=5
strategy("MAPM-V1", overlay=true, default_qty_value=10, max_bars_back=5000,default_qty_type = strategy.percent_of_equity, commission_value=0.1, initial_capital = 100, pyramiding=6, currency=currency.USD)
///////// Options
SignalFast = input.int(300, step=10)
SignalSlow = input.int(600, step=10)
StepAddPurchases = input.float(2.5, step=0.1)
VolumePurchases = input.int(6,step=1)
Buy = input(true)
Sell = input(true)
longProfitPerc = input.float(title="Long Take Profit (%)", minval=0.0, step=0.1, defval=1) * 0.01
shortProfitPerc = input.float(title="Short Take Profit (%)", minval=0.0, step=0.1, defval=1) * 0.01
Martingale = input.float(1.6, minval = 1, step = 0.1)
VolumeDepo = input.int(100, step=1)
PercentOfDepo = input.float(10, step=1)
Close = (close)
EnterVolume = VolumeDepo*PercentOfDepo*0.01/Close
///////// Calculation indicator
fastAverage = ta.ema(close, 8)
slowAverage = ta.ema(close, 49)
macd = fastAverage - slowAverage
macdSignalF = ta.ema(macd,SignalFast)
macdSignalS = ta.ema(macd,SignalSlow)
// Test Start
startYear = input(2005, "Test Start Year")
startMonth = input(1, "Test Start Month")
startDay = input(1, "Test Start Day")
startTest = timestamp(startYear,startMonth,startDay,0,0)
//Test End
endYear = input(2050, "Test End Year")
endMonth = input(12, "Test End Month")
endDay = input(30, "Test End Day")
endTest = timestamp(endYear,endMonth,endDay,23,59)
timeRange = time > startTest and time < endTest ? true : false
///////// Plot Data
//plot(macd, style = plot.style_histogram)
//plot(macdSignalF*10000, style = plot.style_line, color=color.red)
//plot(macdSignalS*10000, style = plot.style_line, color=color.blue)
//plot(fastAverage, style = plot.style_line, color=color.red)
//plot(slowAverage, style = plot.style_line, color=color.blue)
///////// Calculation of the updated value
var x = 0.0
if strategy.opentrades>strategy.opentrades[1]
x := x + 1
else if strategy.opentrades==0
x := 0
y = x+1
///////// Calculation of reference price data
entryPrice = strategy.opentrades==0? 0 : strategy.opentrades.entry_price(0)
limitLong = strategy.position_avg_price * (1 + longProfitPerc)
limitShort = strategy.position_avg_price * (1 - shortProfitPerc)
SteplimitLong = entryPrice[0]*(1-StepAddPurchases*y/100)
SteplimitShort = entryPrice[0]*(1+StepAddPurchases*y/100)
///////// Conditions for a long
bool EntryLong = ta.crossover(macdSignalF, macdSignalS) and Buy and strategy.opentrades==0 and strategy.position_size==0
bool PurchasesLong = Buy and strategy.opentrades==x and strategy.position_size>0 and x<=VolumePurchases
bool CancelPurchasesLong = strategy.position_size==0 and strategy.opentrades==0
bool TPLong = strategy.position_size>0 and strategy.opentrades!=0
///////// Entry Long + add.purchases + cancel purchases + Take profit Long
switch
EntryLong => strategy.entry("Entry Long", strategy.long, qty = EnterVolume)
PurchasesLong => strategy.entry("PurchasesLong", strategy.long, qty = EnterVolume*math.pow(Martingale,y), limit = SteplimitLong)
CancelPurchasesLong => strategy.cancel("PurchasesLong")
switch
TPLong => strategy.exit("TPLong", qty_percent = 100, limit = limitLong)
///////// Conditions for a Short
bool EntryShort = ta.crossunder(macdSignalF, macdSignalS) and Sell and strategy.opentrades==0 and strategy.position_size==0
bool PurchasesShort = Sell and strategy.opentrades==x and strategy.position_size<0 and x<=VolumePurchases
bool CancelPurchasesShort = strategy.position_size==0 and strategy.opentrades==0
bool TPShort = strategy.position_size<0 and strategy.opentrades!=0
///////// Entry Short + add.purchases + cancel purchases + Take profit Short
switch
EntryShort => strategy.entry("Entry Short", strategy.short, qty = EnterVolume)
PurchasesShort => strategy.entry("PurchasesShort", strategy.short, qty = EnterVolume*math.pow(Martingale,y), limit = SteplimitShort)
CancelPurchasesShort => strategy.cancel("PurchasesShort")
switch
TPShort => strategy.exit("TPShort", qty_percent = 100, limit = limitShort)
/////////Calculation of conditions and reference data for level drawing
InTradeLong = strategy.position_size<0
InTradeShort = strategy.position_size>0
PickInLong = strategy.opentrades.entry_price(0)*(1-StepAddPurchases*y/100)
PickInShort = strategy.opentrades.entry_price(0)*(1+StepAddPurchases*y/100)
/////////Displaying the level of Take Profit
plot(InTradeLong ? na : limitLong, color=color.new(#00d146, 0), style=plot.style_linebr, linewidth=1)
plot(InTradeShort ? na : limitShort, color=color.new(#00d146, 0), style=plot.style_linebr, linewidth=1)
/////////Displaying the level of add.purchases
plot(InTradeLong ? na : PickInLong, color=color.white, style=plot.style_linebr, linewidth=1)
plot(InTradeShort ? na : PickInShort, color=color.white, style=plot.style_linebr, linewidth=1) |
Smoothed Heikin Ashi Trend on Chart - TraderHalai BACKTEST | https://www.tradingview.com/script/Is0LQdiz-Smoothed-Heikin-Ashi-Trend-on-Chart-TraderHalai-BACKTEST/ | TraderHalai | https://www.tradingview.com/u/TraderHalai/ | 146 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© TraderHalai
// This is a backtest of the Smoothed Heikin Ashi Trend indicator, which computes the reverse candle close price required to flip a heikin ashi trend from red to green and vice versa. Original indicator can be found on the scripts section of my profile.
// Default testing parameters are 10% of equity position size, with a 1% stop loss on short and long strategy.opentrades.commission
// This particular back test uses this indicator as a Trend trading tool with a tight stop loss. The equity curve as tested seems promising but requires further work to refine. Note in an actual trading setup, you may wish to use this with volatilty filters as most of the losses are in sideways, low volatility markets.
//@version=5
strategy("Smoothed Heikin Ashi Trend on Chart - TraderHalai BACKTEST", " SHA Trend - BACKTEST", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
//Inputs
i_useSmooth = input ( true, "Use smoothing Heikin Ashi")
i_smoothingMethod = input.string("SMA", "Method", options=["SMA", "EMA", "HMA", "VWMA", "RMA"])
i_smoothingPeriod = input ( 10, "Smoothing period")
i_infoBox = input ( true, "Show Info Box" )
i_decimalP = input ( 2, "Prices Decimal Places")
i_boxOffSet = input ( 5, "Info Box Offset" )
i_repaint = input (false, "Repaint - Keep on for live / Off for backtest")
i_longLossPerc = input.float(title="Long Stop Loss (%)",minval=0.0, step=0.1, defval=1) * 0.01
i_shortLossPerc = input.float(title="Short Stop Loss (%)", minval=0.0, step=0.1, defval=1) * 0.01
timeperiod = timeframe.period
//Security functions to avoid repaint, as per PineCoders
f_secureSecurity(_symbol, _res, _src) => request.security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on)
f_security(_symbol, _res, _src, _repaint) => request.security(_symbol, _res, _src[_repaint ? 0 : barstate.isrealtime ? 1 : 0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1]
f_secSecurity2(_symbol, _res, _src) => request.security(_symbol, _res, _src[1])
candleClose = f_security(syminfo.tickerid, timeperiod, close, i_repaint)
candleOpen = f_security(syminfo.tickerid, timeperiod, open, i_repaint)
candleLow = f_security(syminfo.tickerid, timeperiod, low, i_repaint)
candleHigh = f_security(syminfo.tickerid, timeperiod, high, i_repaint)
haTicker = ticker.heikinashi(syminfo.tickerid)
haClose = f_security(haTicker, timeperiod, close, i_repaint)
haOpen = f_security(haTicker, timeperiod, open, i_repaint)
haLow = f_security(haTicker, timeperiod, low, i_repaint)
haHigh= f_security(haTicker, timeperiod, high, i_repaint)
reverseClose = (2 * (haOpen[1] + haClose[1])) - candleHigh - candleLow - candleOpen
if(reverseClose < candleLow)
reverseClose := (candleLow + reverseClose) / 2
if(reverseClose > candleHigh)
reverseClose := (candleHigh + reverseClose) / 2
//Smoothing
smaSmoothed = ta.sma(reverseClose, i_smoothingPeriod)
emaSmoothed = ta.ema(reverseClose, i_smoothingPeriod)
hmaSmoothed = ta.hma(reverseClose, i_smoothingPeriod)
vwmaSmoothed = ta.vwma(reverseClose, i_smoothingPeriod)
rmaSmoothed = ta.rma(reverseClose, i_smoothingPeriod)
shouldApplySmoothing = i_useSmooth and i_smoothingPeriod > 1
smoothedReverseClose = reverseClose
if(shouldApplySmoothing)
if(i_smoothingMethod == "SMA")
smoothedReverseClose := smaSmoothed
else if(i_smoothingMethod == "EMA")
smoothedReverseClose := emaSmoothed
else if(i_smoothingMethod == "HMA")
smoothedReverseClose := hmaSmoothed
else if(i_smoothingMethod == "VWMA")
smoothedReverseClose := vwmaSmoothed
else if(i_smoothingMethod == "RMA")
smoothedReverseClose := rmaSmoothed
else
smoothedReverseClose := reverseClose // Default to non-smoothed for invalid smoothing type
haBull = candleClose >= smoothedReverseClose
haCol = haBull ? color.green : color.red
//Overall trading strategy
if(ta.crossover(candleClose, smoothedReverseClose))
strategy.entry("LONG", strategy.long)
else
strategy.cancel("LONG")
if(ta.crossunder(candleClose, smoothedReverseClose))
strategy.entry("SHORT", strategy.short)
else
strategy.cancel("SHORT")
longStopPrice = strategy.position_avg_price * (1 - i_longLossPerc)
shortStopPrice = strategy.position_avg_price * (1 + i_shortLossPerc)
plot(series=(strategy.position_size > 0) ? longStopPrice : na,
color=color.red, style=plot.style_cross,
linewidth=2, title="Long Stop Loss")
plot(series=(strategy.position_size < 0) ? shortStopPrice : na,
color=color.red, style=plot.style_cross,
linewidth=2, title="Short Stop Loss")
plot(smoothedReverseClose, color=haCol)
if (strategy.position_size > 0)
strategy.exit(id="XL STP", stop=longStopPrice)
if (strategy.position_size < 0)
strategy.exit(id="XS STP", stop=shortStopPrice)
///////////////////////////// --- BEGIN TESTER CODE --- ////////////////////////
// COPY below into your strategy to enable display
////////////////////////////////////////////////////////////////////////////////
// Declare performance tracking variables
drawTester = input.bool(true, "Draw Tester")
var balance = strategy.initial_capital
var drawdown = 0.0
var maxDrawdown = 0.0
var maxBalance = 0.0
var totalWins = 0
var totalLoss = 0
// Prepare stats table
var table testTable = table.new(position.top_right, 5, 2, border_width=1)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor)
// Custom function to truncate (cut) excess decimal places
truncate(_number, _decimalPlaces) =>
_factor = math.pow(10, _decimalPlaces)
int(_number * _factor) / _factor
// Draw stats table
var bgcolor = color.new(color.black,0)
if drawTester
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(testTable, 0, 0, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(testTable, 0, 1, "Win Rate:", str.tostring(truncate((strategy.wintrades/strategy.closedtrades)*100,2)) + "%", bgcolor, color.white)
f_fillCell(testTable, 1, 0, "Starting:", "$" + str.tostring(strategy.initial_capital), bgcolor, color.white)
f_fillCell(testTable, 1, 1, "Ending:", "$" + str.tostring(truncate(strategy.initial_capital + strategy.netprofit,2)), bgcolor, color.white)
f_fillCell(testTable, 2, 0, "Avg Win:", "$"+ str.tostring(truncate(strategy.grossprofit / strategy.wintrades, 2)), bgcolor, color.white)
f_fillCell(testTable, 2, 1, "Avg Loss:", "$"+ str.tostring(truncate(strategy.grossloss / strategy.losstrades, 2)), bgcolor, color.white)
f_fillCell(testTable, 3, 0, "Profit Factor:", str.tostring(truncate(strategy.grossprofit / strategy.grossloss,2)), strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
f_fillCell(testTable, 3, 1, "Max Runup:", str.tostring(truncate(strategy.max_runup, 2 )), bgcolor, color.white)
f_fillCell(testTable, 4, 0, "Return:", (dollarReturn > 0 ? "+" : "") + str.tostring(truncate((dollarReturn / strategy.initial_capital)*100,2)) + "%", dollarReturn > 0 ? color.green : color.red, color.white)
f_fillCell(testTable, 4, 1, "Max DD:", str.tostring(truncate((strategy.max_drawdown / strategy.equity) * 100 ,2)) + "%", color.red, color.white)
// --- END TESTER CODE --- ///////////////
|
When was the last time we were in stagflation? | https://www.tradingview.com/script/67USaZMK-When-was-the-last-time-we-were-in-stagflation/ | brett0923 | https://www.tradingview.com/u/brett0923/ | 30 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© brett0923
//@version=4
// #First I name the strategy
strategy("Stagflation backtesting ")
// # Collect and store the data for each economic indicator use
inflation_rate = security('USIRYY',"M", close)
interest_rate = security('US10Y', 'M', close )
GDP_growth_rate = security('USGDPQQ', 'M', close )
//Command the strategy to enter a long position in the dollar when our indicators show or already showing signs of Stagflation
strategy.entry("enter long",true , 1000.0, when = inflation_rate > 8.0 and interest_rate >= 3.0 and GDP_growth_rate <= 1)
|
Strategy BackTest Display Statistics - TraderHalai | https://www.tradingview.com/script/mGF7bMPS-Strategy-BackTest-Display-Statistics-TraderHalai/ | TraderHalai | https://www.tradingview.com/u/TraderHalai/ | 220 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© TraderHalai
// This script was born out of my quest to be able to display strategy back test statistics on charts to allow for easier backtesting on devices that do not natively support backtest engine (such as mobile phones, when I am backtesting from away from my computer). There are already a few good ones on TradingView, but most / many are too complicated for my needs.
//
//Found an excellent display backtest engine by 'The Art of Trading'. This script is a snippet of his hard work, with some very minor tweaks and changes. Much respect to the original author.
//
//Full credit to the original author of this script. It can be found here: https://www.tradingview.com/script/t776tkZv-Hammers-Stars-Strategy/?offer_id=10&aff_id=15271
//
// This script can be copied and airlifted onto existing strategy scripts of your own, and integrates out of the box without implementation of additional functions. I've also added Max Runup, Average Win and Average Loss per trade to the orignal script.
//
//Will look to add in more performance metrics in future, as I further develop this script.
//
//Feel free to use this display panel in your scripts and strategies.
//Thanks and enjoy! :)
//@version=5
strategy("Strategy BackTest Display Statistics - TraderHalai", overlay=true, default_qty_value= 5, default_qty_type = strategy.percent_of_equity, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.1)
//DEMO basic strategy - Use your own strategy here - Jaws Mean Reversion from my profile used here
source = input(title = "Source", defval = close)
smallMAPeriod = input(title = "Small Moving Average", defval = 2)
bigMAPeriod = input(title = "Big Moving Average", defval = 8)
percentBelowToBuy = input(title = "Percent below to buy %", defval = 1)
smallMA = ta.sma(source, smallMAPeriod)
bigMA = ta.sma(source, bigMAPeriod)
buyMA = ((100 - percentBelowToBuy) / 100) * ta.sma(source, bigMAPeriod)[0]
buy = ta.crossunder(smallMA, buyMA)
if(buy)
strategy.entry("BUY", strategy.long)
if(strategy.openprofit >= strategy.position_avg_price * 0.01) // 1% profit target
strategy.close("BUY")
if(ta.barssince(buy) >= 7) //Timed Exit, if you fail to make 1 percent in 7 candles.
strategy.close("BUY")
///////////////////////////// --- BEGIN TESTER CODE --- ////////////////////////
// COPY below into your strategy to enable display
////////////////////////////////////////////////////////////////////////////////
// Declare performance tracking variables
drawTester = input.bool(true, "Draw Tester")
var balance = strategy.initial_capital
var drawdown = 0.0
var maxDrawdown = 0.0
var maxBalance = 0.0
var totalWins = 0
var totalLoss = 0
// Prepare stats table
var table testTable = table.new(position.top_right, 5, 2, border_width=1)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor)
// Custom function to truncate (cut) excess decimal places
truncate(_number, _decimalPlaces) =>
_factor = math.pow(10, _decimalPlaces)
int(_number * _factor) / _factor
// Draw stats table
var bgcolor = color.new(color.black,0)
if drawTester
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(testTable, 0, 0, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(testTable, 0, 1, "Win Rate:", str.tostring(truncate((strategy.wintrades/strategy.closedtrades)*100,2)) + "%", bgcolor, color.white)
f_fillCell(testTable, 1, 0, "Starting:", "$" + str.tostring(strategy.initial_capital), bgcolor, color.white)
f_fillCell(testTable, 1, 1, "Ending:", "$" + str.tostring(truncate(strategy.initial_capital + strategy.netprofit,2)), bgcolor, color.white)
f_fillCell(testTable, 2, 0, "Avg Win:", "$"+ str.tostring(truncate(strategy.grossprofit / strategy.wintrades, 2)), bgcolor, color.white)
f_fillCell(testTable, 2, 1, "Avg Loss:", "$"+ str.tostring(truncate(strategy.grossloss / strategy.losstrades, 2)), bgcolor, color.white)
f_fillCell(testTable, 3, 0, "Profit Factor:", str.tostring(truncate(strategy.grossprofit / strategy.grossloss,2)), strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
f_fillCell(testTable, 3, 1, "Max Runup:", str.tostring(truncate(strategy.max_runup, 2 )), bgcolor, color.white)
f_fillCell(testTable, 4, 0, "Return:", (dollarReturn > 0 ? "+" : "") + str.tostring(truncate((dollarReturn / strategy.initial_capital)*100,2)) + "%", dollarReturn > 0 ? color.green : color.red, color.white)
f_fillCell(testTable, 4, 1, "Max DD:", str.tostring(truncate((strategy.max_drawdown / strategy.equity) * 100 ,2)) + "%", color.red, color.white)
// --- END TESTER CODE --- /////////////// |
Strategy Backtesting Template [MYN] | https://www.tradingview.com/script/zi6NdAO0-Strategy-Backtesting-Template-MYN/ | myncrypto | https://www.tradingview.com/u/myncrypto/ | 359 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© myn
//@version=5
strategy('Strategy Backtesting Template [MYN]', max_bars_back=5000, overlay=true, pyramiding=0, initial_capital=20000, currency='NONE', default_qty_type=strategy.percent_of_equity, default_qty_value=100.0, commission_value=0.075, use_bar_magnifier = false)
/////////////////////////////////////
//* Put your strategy logic below *//
/////////////////////////////////////
// Below is a very simple example to demonstrate the trading template
rsiEntry = ta.rsi(close, 10)
rsiExit = ta.rsi(close,100)
longConditionEntry = ta.crossover(rsiEntry, 80)
shortConditionEntry = ta.crossunder(rsiEntry, 20)
longConditionExit = ta.crossunder(rsiExit,40)
shortConditionExit = ta.crossover(rsiExit, 60)
//////////////////////////////////////
//* Put your strategy rules below *//
/////////////////////////////////////
longCondition = longConditionEntry // default: false
shortCondition = shortConditionEntry // default: false
//define as 0 if do not want to have a conditional close
closeLongCondition = longConditionExit // default: 0
closeShortCondition = shortConditionExit // default: 0
// EMA Filter
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_emaFilterEnabled = input.bool(defval = false , title = "Enable EMA Filter", tooltip = "Enable if you would like to conditionally have entries incorporate EMA as a filter where source is above/below the EMA line", group ="EMA Filter" )
i_emaLength = input.int(200, title="EMA Length", minval=1, group ="EMA Filter")
i_emaSource = input.source(close,"EMA Source" , group ="EMA Filter")
emaValue = i_emaFilterEnabled ? ta.ema(i_emaSource, i_emaLength) : na
bool isEMAFilterEnabledAndCloseAboveMA = i_emaFilterEnabled ? i_emaSource > emaValue : true
bool isEMAFilterEnabledAndCloseBelowMA = i_emaFilterEnabled ? i_emaSource < emaValue : true
// ADX Filter
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_adxFilterEnabled = input.bool(defval = false , title = "Enable ADX Filter", tooltip = "Enable if you would like to conditionally have entries incorporate ADX as a filter", group ="ADX Filter" )
i_adxVariant = input.string('ORIGINAL', title='ADX Variant', options=['ORIGINAL', 'MASANAKAMURA'], group ="ADX Filter" )
i_adxSmoothing = input.int(14, title="ADX Smoothing", group="ADX Filter")
i_adxDILength = input.int(14, title="DI Length", group="ADX Filter")
i_adxLowerThreshold = input.float(25, title="ADX Threshold", step=.5, group="ADX Filter")
calcADX_Masanakamura(int _len) =>
_smoothedTrueRange = 0.0
_smoothedDirectionalMovementPlus = 0.0
_smoothed_directionalMovementMinus = 0.0
_trueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
_directionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
_directionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
_smoothedTrueRange := nz(_smoothedTrueRange[1]) - nz(_smoothedTrueRange[1]) / _len + _trueRange
_smoothedDirectionalMovementPlus := nz(_smoothedDirectionalMovementPlus[1]) - nz(_smoothedDirectionalMovementPlus[1]) / _len + _directionalMovementPlus
_smoothed_directionalMovementMinus := nz(_smoothed_directionalMovementMinus[1]) - nz(_smoothed_directionalMovementMinus[1]) / _len + _directionalMovementMinus
DIP = _smoothedDirectionalMovementPlus / _smoothedTrueRange * 100
DIM = _smoothed_directionalMovementMinus / _smoothedTrueRange * 100
_DX = math.abs(DIP - DIM) / (DIP + DIM) * 100
adx = ta.sma(_DX, _len)
[DIP, DIM, adx]
[DIPlusO, DIMinusO, ADXO] = ta.dmi(i_adxDILength, i_adxSmoothing)
[DIPlusM, DIMinusM, ADXM] = calcADX_Masanakamura(i_adxDILength)
adx = i_adxFilterEnabled and i_adxVariant == "ORIGINAL" ? ADXO : ADXM
bool isADXFilterEnabledAndAboveThreshold = i_adxFilterEnabled ? adx > i_adxLowerThreshold : true
///Start / End Time Periods
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_startPeriodEnabled = input.bool(true, 'Start', group='Date Range', inline='Start Period')
i_startPeriodTime = input.time(timestamp('1 Jan 2019'), '', group='Date Range', inline='Start Period')
i_endPeriodEnabled = input.bool(true, 'End', group='Date Range', inline='End Period')
i_endPeriodTime = input.time(timestamp('31 Dec 2030'), '', group='Date Range', inline='End Period')
isStartPeriodEnabledAndInRange = i_startPeriodEnabled ? i_startPeriodTime <= time : true
isEndPeriodEnabledAndInRange = i_endPeriodEnabled ? i_endPeriodTime >= time : true
// Time-Of-Day Window
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Inspired from https://www.tradingview.com/script/3BmID7aW-Highlight-Trading-Window-Simple-Hours-Time-of-Day-Filter/
i_timeFilterEnabled = input.bool(defval = false , title = "Enable Time-Of-Day Window", tooltip = "Limit the time of day for trade execution", group ="Time Window" )
i_timeZone = input.string(title="Select Local Time Zone", defval="GMT-5", options=["GMT-8","GMT-7", "GMT-6", "GMT-5", "GMT-4", "GMT-3", "GMT-2", "GMT-1", "GMT", "GMT+1", "GMT+2", "GMT+3","GMT+4","GMT+5","GMT+6","GMT+7","GMT+8","GMT+9","GMT+10","GMT+11","GMT+12","GMT+13"], group="Time Window")
i_betweenTime = input.session('0700-0900', title = "Time Filter", group="Time Window") // '0000-0000' is anytime to enter
isWithinWindowOfTime(_position) =>
currentTimeIsWithinWindowOfTime = not na(time(timeframe.period, _position + ':1234567', i_timeZone))
bool isTimeFilterEnabledAndInRange = i_timeFilterEnabled ? isWithinWindowOfTime(i_betweenTime) : true
isStartEndPeriodsAndTimeInRange = isStartPeriodEnabledAndInRange and isEndPeriodEnabledAndInRange and isTimeFilterEnabledAndInRange
// Trade Direction
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_tradeDirection = input.string('Long and Short', title='Trade Direction', options=['Long and Short', 'Long Only', 'Short Only'], group='Trade Direction')
// Percent as Points
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
per(pcnt) =>
strategy.position_size != 0 ? math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)
// Take profit 1
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_takeProfitTargetPercent1 = input.float(title='Take Profit 1 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 1')
i_takeProfitQuantityPercent1 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 1')
// Take profit 2
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_takeProfitTargetPercent2 = input.float(title='Take Profit 2 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 2')
i_takeProfitQuantityPercent2 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 2')
// Take profit 3
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_takeProfitTargetPercent3 = input.float(title='Take Profit 3 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 3')
i_takeProfitQuantityPercent3 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 3')
// Take profit 4
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_takeProfitTargetPercent4 = input.float(title='Take Profit 4 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit')
/// Stop Loss
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_stopLossPercent = input.float(title='Stop Loss (%)', defval=999, minval=0.01, step=0.5, group='Stop Loss') * 0.01
slLongClose = close < strategy.position_avg_price * (1 - i_stopLossPercent)
slShortClose = close > strategy.position_avg_price * (1 + i_stopLossPercent)
/// Leverage
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_leverage = input.float(1, 'Leverage', step=.5, group='Leverage')
i_percentOfEquityToTrade = input.float(100, "% of Equity to Stake Per Trade", minval=0.01, maxval=100, step=5, group='Leverage') * .01
contracts = (i_percentOfEquityToTrade * strategy.equity / close * i_leverage)
/// Trade State Management
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
isInLongPosition = strategy.position_size > 0
isInShortPosition = strategy.position_size < 0
/// ProfitView Alert Syntax String Generation
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_alertSyntaxPrefix = input.string(defval='CRYPTANEX_99FTX_Strategy-Name-Here', title='Alert Syntax Prefix', group='ProfitView Alert Syntax')
alertSyntaxBase = i_alertSyntaxPrefix + '\n#' + str.tostring(open) + ',' + str.tostring(high) + ',' + str.tostring(low) + ',' + str.tostring(close) + ',' + str.tostring(volume) + ','
/// Trade Execution
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
longConditionCalc = (longCondition and isADXFilterEnabledAndAboveThreshold and isEMAFilterEnabledAndCloseAboveMA)
shortConditionCalc = (shortCondition and isADXFilterEnabledAndAboveThreshold and isEMAFilterEnabledAndCloseBelowMA)
if isStartEndPeriodsAndTimeInRange
if longConditionCalc and i_tradeDirection != 'Short Only' and isInLongPosition == false
strategy.entry('Long', strategy.long, qty=contracts)
alert(message=alertSyntaxBase + 'side:long', freq=alert.freq_once_per_bar_close)
if shortConditionCalc and i_tradeDirection != 'Long Only' and isInShortPosition == false
strategy.entry('Short', strategy.short, qty=contracts)
alert(message=alertSyntaxBase + 'side:short', freq=alert.freq_once_per_bar_close)
//Inspired from Multiple %% profit exits example by adolgo https://www.tradingview.com/script/kHhCik9f-Multiple-profit-exits-example/
strategy.exit('TP1', qty_percent=i_takeProfitQuantityPercent1, profit=per(i_takeProfitTargetPercent1))
strategy.exit('TP2', qty_percent=i_takeProfitQuantityPercent2, profit=per(i_takeProfitTargetPercent2))
strategy.exit('TP3', qty_percent=i_takeProfitQuantityPercent3, profit=per(i_takeProfitTargetPercent3))
strategy.exit('i_takeProfitTargetPercent4', profit=per(i_takeProfitTargetPercent4))
// Stop Loss
strategy.close('Long', qty_percent=100, comment='SL Long', when=slLongClose)
strategy.close('Short', qty_percent=100, comment='SL Short', when=slShortClose)
// Conditional Closes
strategy.close('Long', qty_percent=100, comment='Close Long', when=closeLongCondition)
strategy.close('Short', qty_percent=100, comment='Close Short', when=closeShortCondition)
// Global Dashboard Variables
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Dashboard Table Text Size
i_tableTextSize = input.string(title="Dashboard Size", defval="Small", options=["Auto", "Huge", "Large", "Normal", "Small", "Tiny"], group="Dashboards")
table_text_size(s) =>
switch s
"Auto" => size.auto
"Huge" => size.huge
"Large" => size.large
"Normal" => size.normal
"Small" => size.small
=> size.tiny
tableTextSize = table_text_size(i_tableTextSize)
/// Performance Summary Dashboard
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
// Inspired by https://www.tradingview.com/script/uWqKX6A2/ - Thanks VertMT
i_showDashboard = input.bool(title="Performance Summary", defval=true, group="Dashboards", inline="Show Dashboards")
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=tableTextSize)
// Draw dashboard table
if i_showDashboard
var bgcolor = color.new(color.black,0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.top_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? color.teal : color.maroon, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? color.teal : color.maroon, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? color.maroon : _winRate < 75 ? #999900 : color.teal, color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? color.teal : color.maroon, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white)
// Monthly Table Performance Dashboard By @QuantNomad
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
i_showMonthlyPerformance = input.bool(true, 'Monthly Performance', group='Dashboards', inline="Show Dashboards")
i_monthlyReturnPercision = 2
if i_showMonthlyPerformance
new_month = month(time) != month(time[1])
new_year = year(time) != year(time[1])
eq = strategy.equity
bar_pnl = eq / eq[1] - 1
cur_month_pnl = 0.0
cur_year_pnl = 0.0
// Current Monthly P&L
cur_month_pnl := new_month ? 0.0 :
(1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1
// Current Yearly P&L
cur_year_pnl := new_year ? 0.0 :
(1 + cur_year_pnl[1]) * (1 + bar_pnl) - 1
// Arrays to store Yearly and Monthly P&Ls
var month_pnl = array.new_float(0)
var month_time = array.new_int(0)
var year_pnl = array.new_float(0)
var year_time = array.new_int(0)
last_computed = false
if (not na(cur_month_pnl[1]) and (new_month or barstate.islastconfirmedhistory))
if (last_computed[1])
array.pop(month_pnl)
array.pop(month_time)
array.push(month_pnl , cur_month_pnl[1])
array.push(month_time, time[1])
if (not na(cur_year_pnl[1]) and (new_year or barstate.islastconfirmedhistory))
if (last_computed[1])
array.pop(year_pnl)
array.pop(year_time)
array.push(year_pnl , cur_year_pnl[1])
array.push(year_time, time[1])
last_computed := barstate.islastconfirmedhistory ? true : nz(last_computed[1])
// Monthly P&L Table
var monthly_table = table(na)
if (barstate.islastconfirmedhistory)
monthly_table := table.new(position.bottom_right, columns = 14, rows = array.size(year_pnl) + 1, border_width = 1)
table.cell(monthly_table, 0, 0, "", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 1, 0, "Jan", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 2, 0, "Feb", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 3, 0, "Mar", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 4, 0, "Apr", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 5, 0, "May", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 6, 0, "Jun", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 7, 0, "Jul", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 8, 0, "Aug", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 9, 0, "Sep", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 10, 0, "Oct", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 11, 0, "Nov", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 12, 0, "Dec", bgcolor = #cccccc, text_size=tableTextSize)
table.cell(monthly_table, 13, 0, "Year", bgcolor = #999999, text_size=tableTextSize)
for yi = 0 to array.size(year_pnl) - 1
table.cell(monthly_table, 0, yi + 1, str.tostring(year(array.get(year_time, yi))), bgcolor = #cccccc, text_size=tableTextSize)
y_color = array.get(year_pnl, yi) > 0 ? color.new(color.teal, transp = 40) : color.new(color.gray, transp = 40)
table.cell(monthly_table, 13, yi + 1, str.tostring(math.round(array.get(year_pnl, yi) * 100, i_monthlyReturnPercision)), bgcolor = y_color, text_color=color.new(color.white, 0),text_size=tableTextSize)
for mi = 0 to array.size(month_time) - 1
m_row = year(array.get(month_time, mi)) - year(array.get(year_time, 0)) + 1
m_col = month(array.get(month_time, mi))
m_color = array.get(month_pnl, mi) > 0 ? color.new(color.teal, transp = 40) : color.new(color.maroon, transp = 40)
table.cell(monthly_table, m_col, m_row, str.tostring(math.round(array.get(month_pnl, mi) * 100, i_monthlyReturnPercision)), bgcolor = m_color, text_color=color.new(color.white, 0), text_size=tableTextSize) |
Buy/Sell Signal Template/Boilerplate Strategy [JacobMagleby] | https://www.tradingview.com/script/7S5yD8R7-Buy-Sell-Signal-Template-Boilerplate-Strategy-JacobMagleby/ | JacobMagleby | https://www.tradingview.com/u/JacobMagleby/ | 74 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© ExoMaven
//@version=5
strategy(title = "Buy/Sell Signal Template/Boilerplate Strategy[ExoMaven]", shorttitle = "Buy/Sell Signal Template Strategy[V1]", overlay = true)
source = input.source(title = "Source", defval = ohlc4, group = "Source Settings")
buy_type = input.string(title = "Buy Type", defval = "Greater Than", options = ["Greater Than", "Less Than"], group = "Signal Settings")
buy_value = input.float(title = "Buy Value", defval = 50, group = "Signal Settings")
sell_type = input.string(title = "Sell Type", defval = "Less Than", options = ["Less Than", "Greater Than"], group = "Signal Settings")
sell_value = input.float(title = "Sell Value", defval = 50, group = "Signal Settings")
buy_above_or_below = buy_type == "Greater Than" ? source > buy_value and source[1] < buy_value : source < buy_value and source[1] > buy_value
sell_above_or_below = sell_type == "Less Than" ? source < sell_value and source[1] > sell_value : source > sell_value and source[1] < sell_value
buy = buy_above_or_below and barstate.isconfirmed
sell = sell_above_or_below and barstate.isconfirmed
if buy
strategy.close_all()
strategy.entry(id = "Buy", direction = strategy.long)
if sell
strategy.close_all()
strategy.entry(id = "Sell", direction = strategy.short) |
Bitpanda Coinrule Template | https://www.tradingview.com/script/tXq7xJ09-Bitpanda-Coinrule-Template/ | joshuajcoop01 | https://www.tradingview.com/u/joshuajcoop01/ | 22 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© joshuajcoop01
//@version=5
strategy("Bitpanda Coinrule Template",
overlay=true,
initial_capital=1000,
process_orders_on_close=true,
default_qty_type=strategy.percent_of_equity,
default_qty_value=30,
commission_type=strategy.commission.percent,
commission_value=0.1)
showDate = input(defval=true, title='Show Date Range')
timePeriod = time >= timestamp(syminfo.timezone, 2020, 1, 1, 0, 0)
notInTrade = strategy.position_size <= 0
// RSI
length = input(14)
vrsi = ta.rsi(close, length)
// Moving Averages for Buy Condition
buyFastEMA = ta.ema(close, 9)
buySlowEMA = ta.ema(close, 50)
buyCondition1 = ta.crossover(buyFastEMA, buySlowEMA)
increase = 5
if ((vrsi > vrsi[1]+increase) and buyCondition1 and vrsi < 70 and timePeriod)
strategy.entry("Long", strategy.long)
// Moving Averages for Sell Condition
sellFastEMA = ta.ema(close, 9)
sellSlowEMA = ta.ema(close, 50)
plot(request.security(syminfo.tickerid, "60", sellFastEMA), color = color.blue)
plot(request.security(syminfo.tickerid, "60", sellSlowEMA), color = color.green)
condition = ta.crossover(sellSlowEMA, sellFastEMA)
//sellCondition1 = request.security(syminfo.tickerid, "60", condition)
strategy.close('Long', when = condition and timePeriod)
|
Bollinger Bands and RSI Short Selling (by Coinrule) | https://www.tradingview.com/script/G2OpsGq0-Bollinger-Bands-and-RSI-Short-Selling-by-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 81 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Coinrule
// Works best on 30m, 45m timeframe
//@version=5
strategy("Bollinger Bands and RSI Short Selling",
overlay=true,
initial_capital = 1000,
default_qty_value = 30,
default_qty_type = strategy.percent_of_equity,
commission_type=strategy.commission.percent,
commission_value=0.1)
//Backtest period
timePeriod = time >= timestamp(syminfo.timezone, 2021, 12, 1, 0, 0)
notInTrade = strategy.position_size <= 0
//Bollinger Bands Indicator
length = input.int(20, minval=1)
src = input(close, title="Source")
mult = input.float(2.0, minval=0.001, maxval=50, title="StdDev")
basis = ta.sma(src, length)
dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev
offset = input.int(0, "Offset", minval = -500, maxval = 500)
plot(basis, "Basis", color=#FF6D00, offset = offset)
p1 = plot(upper, "Upper", color=#2962FF, offset = offset)
p2 = plot(lower, "Lower", color=#2962FF, offset = offset)
fill(p1, p2, title = "Background", color=color.rgb(33, 150, 243, 95))
// RSI inputs and calculations
lengthRSI = 14
RSI = ta.rsi(close, lengthRSI)
oversold= input(30)
//Stop Loss and Take Profit for Shorting
Stop_loss= ((input (1))/100)
Take_profit= ((input (7)/100))
shortStopPrice = strategy.position_avg_price * (1 + Stop_loss)
shortTakeProfit = strategy.position_avg_price * (1 - Take_profit)
//Entry and Exit
strategy.entry(id="short", direction=strategy.short, when=ta.crossover(close, upper) and RSI < 70 and timePeriod and notInTrade)
if (ta.crossover(upper, close) and RSI > 70 and timePeriod)
strategy.exit(id='close', stop = shortTakeProfit, limit = shortStopPrice)
|
Strategy Myth-Busting #1 - UT Bot+STC+Hull [MYN] | https://www.tradingview.com/script/s1ufMqI5-Strategy-Myth-Busting-1-UT-Bot-STC-Hull-MYN/ | myncrypto | https://www.tradingview.com/u/myncrypto/ | 482 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© myn
//@version=5
strategy('Strategy Myth-Busting #1 - UT Bot+STC+Hull+ [MYN]', max_bars_back=5000, overlay=true, pyramiding=0, initial_capital=500, currency='USD', default_qty_type=strategy.percent_of_equity, default_qty_value=1.0, commission_value=0.075)
/////////////////////////////////////
//* Put your strategy logic below *//
/////////////////////////////////////
//2oVDibie_bk
/// UT Bot Alerts by QuantNomad - https://www.tradingview.com/script/n8ss8BID-UT-Bot-Alerts/
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//study(title="UT Bot Alerts", overlay = true)
// Inputs
a = input(2, title='Key Vaule. \'This changes the sensitivity\'')
c = input(6, title='ATR Period')
h = input(false, title='Signals from Heikin Ashi Candles')
xATR = ta.atr(c)
nLoss = a * xATR
src = h ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close, lookahead=barmerge.lookahead_off) : close
xATRTrailingStop = 0.0
iff_1 = src > nz(xATRTrailingStop[1], 0) ? src - nLoss : src + nLoss
iff_2 = src < nz(xATRTrailingStop[1], 0) and src[1] < nz(xATRTrailingStop[1], 0) ? math.min(nz(xATRTrailingStop[1]), src + nLoss) : iff_1
xATRTrailingStop := src > nz(xATRTrailingStop[1], 0) and src[1] > nz(xATRTrailingStop[1], 0) ? math.max(nz(xATRTrailingStop[1]), src - nLoss) : iff_2
pos = 0
iff_3 = src[1] > nz(xATRTrailingStop[1], 0) and src < nz(xATRTrailingStop[1], 0) ? -1 : nz(pos[1], 0)
pos := src[1] < nz(xATRTrailingStop[1], 0) and src > nz(xATRTrailingStop[1], 0) ? 1 : iff_3
xcolor = pos == -1 ? color.red : pos == 1 ? color.green : color.blue
ema = ta.ema(src, 1)
above = ta.crossover(ema, xATRTrailingStop)
below = ta.crossover(xATRTrailingStop, ema)
buy = src > xATRTrailingStop and above
sell = src < xATRTrailingStop and below
barbuy = src > xATRTrailingStop
barsell = src < xATRTrailingStop
//plotshape(buy, title = "Buy", text = 'Buy', style = shape.labelup, location = location.belowbar, color= color.green, textcolor = color.white, transp = 0, size = size.tiny)
//plotshape(sell, title = "Sell", text = 'Sell', style = shape.labeldown, location = location.abovebar, color= color.red, textcolor = color.white, transp = 0, size = size.tiny)
barcolor(barbuy ? color.green : na)
barcolor(barsell ? color.red : na)
alertcondition(buy, 'UT Long', 'UT Long')
alertcondition(sell, 'UT Short', 'UT Short')
///////////////////////////////////////////////
//======[ Position Check (long/short) ]======//
///////////////////////////////////////////////
last_longCondition = float(na)
last_shortCondition = float(na)
last_longCondition := buy ? time : nz(last_longCondition[1])
last_shortCondition := sell ? time : nz(last_shortCondition[1])
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
UTBotBuyZone = in_longCondition
UTBotSellZone = in_shortCondition
/// STC Indicator - A Better MACD [SHK] By shayankm - https://www.tradingview.com/script/WhRRThMI-STC-Indicator-A-Better-MACD-SHK/
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//[SHK] STC colored indicator
//https://www.tradingview.com/u/shayankm/
//indicator(title='[SHK] Schaff Trend Cycle (STC)', shorttitle='STC', overlay=false)
STCDivider = input(false, 'βββββββββββββββββββββββββ')
EEEEEE = input(80, 'Length')
BBBB = input(27, 'FastLength')
BBBBB = input(50, 'SlowLength')
AAAA(BBB, BBBB, BBBBB) =>
fastMA = ta.ema(BBB, BBBB)
slowMA = ta.ema(BBB, BBBBB)
AAAA = fastMA - slowMA
AAAA
AAAAA(EEEEEE, BBBB, BBBBB) =>
AAA = input(0.5)
var CCCCC = 0.0
var DDD = 0.0
var DDDDDD = 0.0
var EEEEE = 0.0
BBBBBB = AAAA(close, BBBB, BBBBB)
CCC = ta.lowest(BBBBBB, EEEEEE)
CCCC = ta.highest(BBBBBB, EEEEEE) - CCC
CCCCC := CCCC > 0 ? (BBBBBB - CCC) / CCCC * 100 : nz(CCCCC[1])
DDD := na(DDD[1]) ? CCCCC : DDD[1] + AAA * (CCCCC - DDD[1])
DDDD = ta.lowest(DDD, EEEEEE)
DDDDD = ta.highest(DDD, EEEEEE) - DDDD
DDDDDD := DDDDD > 0 ? (DDD - DDDD) / DDDDD * 100 : nz(DDDDDD[1])
EEEEE := na(EEEEE[1]) ? DDDDDD : EEEEE[1] + AAA * (DDDDDD - EEEEE[1])
EEEEE
mAAAAA = AAAAA(EEEEEE, BBBB, BBBBB)
mColor = mAAAAA > mAAAAA[1] ? color.new(color.green, 20) : color.new(color.red, 20)
if mAAAAA[3] <= mAAAAA[2] and mAAAAA[2] > mAAAAA[1] and mAAAAA > 75
alert('Red', alert.freq_once_per_bar)
if mAAAAA[3] >= mAAAAA[2] and mAAAAA[2] < mAAAAA[1] and mAAAAA < 25
alert('Green', alert.freq_once_per_bar)
//plot(mAAAAA, color=mColor, title='STC', linewidth=2)
//ul = plot(25, color=color.new(color.white, 0 ))
//ll = plot(75, color=color.new(color.purple, 0))
//fill(ul, ll, color=color.new(color.gray, 96))
STCGreenAndBelow25AndRising = mAAAAA > mAAAAA[1] and mAAAAA < 25
STCRedAndAndAbove75AndFalling = mAAAAA < mAAAAA[1] and mAAAAA > 75
/// Hull Suite by InSilico
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
//Basic Hull Ma Pack tinkered by InSilico - https://www.tradingview.com/script/hg92pFwS-Hull-Suite/
//study("Hull Suite by InSilico", overlay=true)
HullDivider = input(false, 'βββββββββββββββββββββββββ')
//INPUT
srcHull = input(close, title='Source')
modeSwitch = input.string('Hma', title='Hull Variation', options=['Hma', 'Thma', 'Ehma'])
length = input(55, title='Length(180-200 for floating S/R , 55 for swing entry)')
lengthMult = input(1.0, title='Length multiplier (Used to view higher timeframes with straight band)')
useHtf = input(false, title='Show Hull MA from X timeframe? (good for scalping)')
htf = input.timeframe('240', title='Higher timeframe')
switchColor = input(true, 'Color Hull according to trend?')
candleCol = input(false, title='Color candles based on Hull\'s Trend?')
visualSwitch = input(true, title='Show as a Band?')
thicknesSwitch = input(1, title='Line Thickness')
transpSwitch = input.int(40, title='Band Transparency', step=5)
//FUNCTIONS
//HMA
HMA(_src, _length) =>
ta.wma(2 * ta.wma(_src, _length / 2) - ta.wma(_src, _length), math.round(math.sqrt(_length)))
//EHMA
EHMA(_src, _length) =>
ta.ema(2 * ta.ema(_src, _length / 2) - ta.ema(_src, _length), math.round(math.sqrt(_length)))
//THMA
THMA(_src, _length) =>
ta.wma(ta.wma(_src, _length / 3) * 3 - ta.wma(_src, _length / 2) - ta.wma(_src, _length), _length)
//SWITCH
Mode(modeSwitch, src, len) =>
modeSwitch == 'Hma' ? HMA(src, len) : modeSwitch == 'Ehma' ? EHMA(src, len) : modeSwitch == 'Thma' ? THMA(src, len / 2) : na
//OUT
_hull = Mode(modeSwitch, srcHull, int(length * lengthMult))
HULL = useHtf ? request.security(syminfo.ticker, htf, _hull) : _hull
MHULL = HULL[0]
SHULL = HULL[2]
//COLOR
hullColor = switchColor ? HULL > HULL[2] ? #00ff00 : #ff0000 : #ff9800
//PLOT
///< Frame
Fi1 = plot(MHULL, title='MHULL', color=hullColor, linewidth=thicknesSwitch, transp=50)
Fi2 = plot(visualSwitch ? SHULL : na, title='SHULL', color=hullColor, linewidth=thicknesSwitch, transp=50)
alertcondition(ta.crossover(MHULL, SHULL), title='Hull trending up.', message='Hull trending up.')
alertcondition(ta.crossover(SHULL, MHULL), title='Hull trending down.', message='Hull trending down.')
///< Ending Filler
fill(Fi1, Fi2, title='Band Filler', color=hullColor, transp=transpSwitch)
///BARCOLOR
barcolor(color=candleCol ? switchColor ? hullColor : na : na)
HullGreen = hullColor == #00ff00
HullRed = hullColor == #ff0000
//////////////////////////////////////
//* Put your strategy rules below *//
/////////////////////////////////////
longCondition = STCGreenAndBelow25AndRising and HullGreen and UTBotBuyZone
shortCondition = STCRedAndAndAbove75AndFalling and HullRed and UTBotSellZone
//define as 0 if do not want to use
closeLongCondition = 0
closeShortCondition = 0
//ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
useStartPeriodTime = input.bool(true, 'Start', group='Date Range', inline='Start Period')
startPeriodTime = input.time(timestamp('1 Jan 2019'), '', group='Date Range', inline='Start Period')
useEndPeriodTime = input.bool(true, 'End', group='Date Range', inline='End Period')
endPeriodTime = input.time(timestamp('31 Dec 2030'), '', group='Date Range', inline='End Period')
start = useStartPeriodTime ? startPeriodTime >= time : false
end = useEndPeriodTime ? endPeriodTime <= time : false
calcPeriod = not start and not end
// Trade Direction
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tradeDirection = input.string('Long and Short', title='Trade Direction', options=['Long and Short', 'Long Only', 'Short Only'], group='Trade Direction')
// Percent as Points
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
per(pcnt) =>
strategy.position_size != 0 ? math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)
// Take profit 1
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp1 = input.float(title='Take Profit 1 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 1')
q1 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 1')
// Take profit 2
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp2 = input.float(title='Take Profit 2 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 2')
q2 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 2')
// Take profit 3
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp3 = input.float(title='Take Profit 3 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 3')
q3 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 3')
// Take profit 4
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
tp4 = input.float(title='Take Profit 4 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit')
/// Stop Loss
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
stoplossPercent = input.float(title='Stop Loss (%)', defval=15, minval=0.01, group='Stop Loss') * 0.01
slLongClose = close < strategy.position_avg_price * (1 - stoplossPercent)
slShortClose = close > strategy.position_avg_price * (1 + stoplossPercent)
/// Leverage
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
leverage = input.float(1, 'Leverage', step=.5, group='Leverage')
contracts = math.min(math.max(.000001, strategy.equity / close * leverage), 1000000000)
/// Trade State Management
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
isInLongPosition = strategy.position_size > 0
isInShortPosition = strategy.position_size < 0
/// ProfitView Alert Syntax String Generation
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
alertSyntaxPrefix = input.string(defval='PV-AccountNameHere_Strategy-Name-Here', title='Alert Syntax Prefix', group='ProfitView Alert Syntax')
alertSyntaxBase = alertSyntaxPrefix + '\n#' + str.tostring(open) + ',' + str.tostring(high) + ',' + str.tostring(low) + ',' + str.tostring(close) + ',' + str.tostring(volume) + ','
/// Trade Execution
// ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
if calcPeriod
if longCondition and tradeDirection != 'Short Only' and isInLongPosition == false
strategy.entry('Long', strategy.long, qty=contracts)
alert(message=alertSyntaxBase + 'side:long', freq=alert.freq_once_per_bar_close)
if shortCondition and tradeDirection != 'Long Only' and isInShortPosition == false
strategy.entry('Short', strategy.short, qty=contracts)
alert(message=alertSyntaxBase + 'side:short', freq=alert.freq_once_per_bar_close)
//Inspired by Multiple %% profit exits example By adolgo https://www.tradingview.com/script/kHhCik9f-Multiple-profit-exits-example/
strategy.exit('TP1', qty_percent=q1, profit=per(tp1))
strategy.exit('TP2', qty_percent=q2, profit=per(tp2))
strategy.exit('TP3', qty_percent=q3, profit=per(tp3))
strategy.exit('TP4', profit=per(tp4))
strategy.close('Long', qty_percent=100, comment='SL Long', when=slLongClose)
strategy.close('Short', qty_percent=100, comment='SL Short', when=slShortClose)
strategy.close_all(when=closeLongCondition or closeShortCondition, comment='Close Postion')
|
tvbot Trend Following with Mean Reversion algo | https://www.tradingview.com/script/NJnvcXRE-tvbot-Trend-Following-with-Mean-Reversion-algo/ | tvbot- | https://www.tradingview.com/u/tvbot-/ | 32 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© tvbot
//@version=5
strategy("tvbot Trend Following Algo", overlay=true, precision=2, commission_value=0.075, commission_type=strategy.commission.percent, initial_capital=10000, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=10, slippage=1, pyramiding=0)
////////////////////////////////////////////// USER INPUT ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//Code below this line is the start of the Automated Trading Platform(ATP) code. It sets the parameters to send the webhook message to the Automated Trading Platform(ATP) to execute the trade///
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
enableLong = input.bool(true, "Enable Long", group = "Enable / Disable")
enableShort = input.bool(true, "Enable Short", group = "Enable / Disable")
//////////////////// SERVER DATA INPUT
exchange = input.string(title="Exchange", defval="Coinex", options=["Coinex"], group = "SERVER SIDE")
ordertype = input.string(title="Ordertype", defval="Market", options=["Market", "Limit"], group = "SERVER SIDE")
cash = input.float(title="Cash per Trade", defval=10, minval=-100, group = "SERVER SIDE")
leverage = input.int(title="Leverage", defval=0, minval=0, group = "SERVER SIDE")
i_time = input.time(defval = timestamp("01 Jan 2021 13:30 +0000"), title = "Start Time", group = "SERVER SIDE")
afterStartDate = (time >= i_time)
passphrase = input.string(title="Passphrase", defval='', group = "SERVER SIDE")
key = input.string(title="key", defval='', group = "SERVER SIDE")
secret = input.string(title="Secret", defval='', group = "SERVER SIDE")
////////////////// FILTER SERVER DATA
message = ''
var pair = ""
var ordervolume = 0.0
if leverage == 0
pair := syminfo.basecurrency + "/" + syminfo.currency
else if exchange == "Coinex" and leverage > 0
pair := syminfo.basecurrency + "/" + syminfo.currency + ":" + syminfo.currency
if cash > 0
ordervolume := math.round(cash / close, 5)
else if cash < 0
ordervolume := cash
/////////////////////////////////////////////// ALERT MESSAGE
LEmessage = exchange + " long/buy " + pair + " " + ordertype + " " + str.tostring(ordervolume) + " " + str.tostring(close) + " " + str.tostring(leverage) + " " + passphrase + " " + key + " " + secret
LCmessage = exchange + " long/sell " + pair + " " + ordertype + " " + str.tostring(ordervolume) + " " + str.tostring(close) + " " + str.tostring(leverage) + " " + passphrase + " " + key + " " + secret
SEmessage = exchange + " short/buy " + pair + " " + ordertype + " " + str.tostring(ordervolume) + " " + str.tostring(close) + " " + str.tostring(leverage) + " " + passphrase + " " + key + " " + secret
SCmessage = exchange + " short/sell " + pair + " " + ordertype + " " + str.tostring(ordervolume) + " " + str.tostring(close) + " " + str.tostring(leverage) + " " + passphrase + " " + key + " " + secret
/////////////////////////////////////////////////////////////////
//The code for the Automated Trading Platform(ATP) ends here/////
/////////////////////////////////////////////////////////////////
// Inputs
averageData = input.source(close, title="Source", group = "TrendLine")
length = input.int(94, minval=1, title="Entry", group = "TrendLine")
length3 = input.int(420, minval=1, title="ma", group = "TrendLine")
ma = ta.ema(averageData, length3) //ema is used as the trendline
hull = ta.vwma(averageData, length) //Base entry parameters use the vwma
//section of code below turns the trendline into a range instead of a static line.////////////////////////////////////
Perc = input.float(title="SMA Touch Difference (%)", minval=0.0, step=0.1, defval=0.2, group = "SMA Touch") / 100/////
/////
longExitPrice = ma * (1 + Perc) /////
shortExitPrice = ma * (1 - Perc) /////
/////
plot(longExitPrice, color = color.red, display = display.none) /////
plot(shortExitPrice, color = color.red, display = display.none) /////
/////
//section of code above turns the trendline into a range instead of a static line.////////////////////////////////////
//Code below this line is what sets the base entry condition. When a candle closes above or below the vwma, the algorithm records the close price of that candle.
//then it waits for the vwma to meet that closed price. When vwma and the closed beaching candle meet then the condition is satisfied.
//if the candle breaks back below or above the line it resets the condition.
var isbuy = true
var isfirstBuyCdnMeet = false
var lastbuyClosePrice = 0.0
var isfirstSellCdnMeet = false
var lastsellClosePrice = 0.0
buyhullcross = ta.crossover(close , hull)
sellhullcross = ta.crossunder(close , hull)
buycdn = isfirstBuyCdnMeet and ta.crossover(hull,lastbuyClosePrice) and isbuy
sellcdn = isfirstSellCdnMeet and ta.crossunder(hull,lastsellClosePrice) and not isbuy
if buyhullcross and barstate.isconfirmed
isfirstBuyCdnMeet := true
lastbuyClosePrice := close
isfirstSellCdnMeet := false
if sellhullcross and barstate.isconfirmed
isfirstSellCdnMeet := true
lastsellClosePrice := close
isfirstBuyCdnMeet := false
if sellcdn
isfirstSellCdnMeet := false
isbuy := true
if buycdn
isfirstBuyCdnMeet := false
isbuy := false
/////end of base entry condition/////////////////////////////
//this section of code checks to see if the trend line has been tested. If the trend line has been tested then the condition also checks to see if your already in a position or not
//a base entry signal from the code above is triggered will reset the trend line test condition.
var is_sma_touch = false
is_new_pos = ((strategy.position_size[1] == 0) and (strategy.position_size != 0)) or ((strategy.position_size[1] * strategy.position_size) == -1) // New position: Either we were not in a position before, or direction changed (short -> long or long -> short)
sma_touch = (high > longExitPrice) and (low < longExitPrice) or (high > shortExitPrice) and (low < shortExitPrice) or (close < longExitPrice) and (close > shortExitPrice) or (high > ma ) and (low < ma) // SMA should be between high and low for a touch
is_sma_touch := is_new_pos ? false : sma_touch ? true : is_sma_touch // Reset flag when it is a new position. Then check if there is a touch, keep its old value otherwise
is_sma_touch := (isbuy and sellcdn) ? false : (not isbuy and buycdn) ? false : is_sma_touch // Reset when an opposite signal takes place
//////////end of trend line test condition///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////// REVERSION INDICATOR////////////////////
length2 = input.int(277, minval=1, title="Entry", group = "Reversion")
length33 = input.int(1100, minval=1, title="ma", group = "Reversion")
hull1 = ta.wma(2*ta.wma(averageData, length2/2)-ta.wma(averageData, length2), math.floor(math.sqrt(length2)))
ma1 = ta.ema(averageData, length33)
///Code below is the entry condition for the mean reversion trade, its similar to the trend following entry condition but it uses the HMA instead of the VWMA
var isbuy1 = true
var isfirstBuyCdnMeet1 = false
var lastbuyClosePrice1 = 0.0
var isfirstSellCdnMeet1 = false
var lastsellClosePrice1 = 0.0
buyhullcross1 = ta.crossover(close , hull1)
sellhullcross1 = ta.crossunder(close , hull1)
buycdn1 = isfirstBuyCdnMeet1 and ta.crossover(hull1,lastbuyClosePrice1) and isbuy1
sellcdn1 = isfirstSellCdnMeet1 and ta.crossunder(hull1,lastsellClosePrice1) and not isbuy1
if buyhullcross1 and barstate.isconfirmed
isfirstBuyCdnMeet1 := true
lastbuyClosePrice1 := close
isfirstSellCdnMeet1 := false
if sellhullcross1 and barstate.isconfirmed
isfirstSellCdnMeet1 := true
lastsellClosePrice1 := close
isfirstBuyCdnMeet1 := false
if sellcdn1
isfirstSellCdnMeet1 := false
isbuy1 := true
if buycdn1
isfirstBuyCdnMeet1 := false
isbuy1 := false
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//this code is how far the price needs to move away from the trend line/mean before a mean reversion entry is considered.
triggerup = 1.01 * ma1
triggerdown = 0.99 * ma1
////////////////////////////////////////// ENTRY AND EXIT code////////////////////////////////////////////////////////////////////////////
//"alert_message = LCmessage" is the code to tell the algo to send a LONG CLOSE message to the Automated Trading Platform(ATP)///
//"alert_message = SCmessage" is the code to tell the algo to send a SHORT CLOSE message to the Automated Trading Platform(ATP)//
//"alert_message = LEmessage" is the code to tell the algo to send a LONG ENTRY message to the Automated Trading Platform(ATP)///
//"alert_message = SEmessage" is the code to tell the algo to send a SHORT ENTRY message to the Automated Trading Platform(ATP)//
//"enableLong and afterStartDate" is required for your long entry parameters //
//"enableShort and afterStartDate" is required for your short entry parameters //
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//takeprofit conditions////////////////////
strategy.close('Buy Trend', when = sellcdn or sellcdn1 and averageData > triggerup, alert_message = LCmessage) // this is the take profit condition, when the base entry is triggered it will take profit or an entry condtion from the mean reversion system
strategy.close('Sell Trend', when = buycdn or buycdn1 and averageData < triggerdown, alert_message = SCmessage) // this is the take profit condition, when the base entry is triggered it will take profit or an entry condtion from the mean reversion system
strategy.close('Buy Reversion', when = sellcdn1 or sellcdn and (averageData < ma) and is_sma_touch[1], alert_message = LCmessage) // this is the take profit condition, when the base entry is triggered it will take profit or an entry condition from the trend following system
strategy.close('Sell Reversion', when = buycdn1 or buycdn and (averageData > ma) and is_sma_touch[1], alert_message = SCmessage) // this is the take profit condition, when the base entry is triggered it will take profit or an entry condtion from the trend following system
/////////////////////////////////
//trend following entry conditions///
if buycdn and (averageData > ma) and is_sma_touch[1] and enableLong and afterStartDate //this is the entry condition, base entry condition, price > trendline and trendline test, long enabled and after date set need to be true before a position is taken
strategy.entry('Buy Trend', direction=strategy.long, alert_message = LEmessage)
if sellcdn and (averageData < ma) and is_sma_touch[1] and enableShort and afterStartDate //this is the entry condition, base entry condition, price < trendline, trendline test, short enabled and after specified date need to be true before a short positon is taken
strategy.entry('Sell Trend', direction=strategy.short, alert_message = SEmessage)
///////////////////// REVERSION entry
if buycdn1 and averageData < triggerdown and enableLong and afterStartDate
strategy.entry('Buy Reversion', direction=strategy.long, alert_message = LEmessage)
if sellcdn1 and averageData > triggerup and enableShort and afterStartDate
strategy.entry('Sell Reversion', direction=strategy.short, alert_message = SEmessage)
////////////////////////////////////////// PLOT DATA ON THE CHART
plot(ma, color=color.blue, title = "trend mean")
plot(hull, color=color.white, title="trend following")
plot(hull1, color=color.black, title ="Reversion")
//plotshape(buycdn, title='Buy Label for Trend Indicator', text='Buy', location=location.belowbar, style=shape.labelup, size=size.small, color=color.new(#0000FF, 0), textcolor=color.new(#FFFFFF, 0))
//plotshape(sellcdn, title='Sell Label for Trend Indicator', text='Sell', location=location.abovebar, style=shape.labeldown, size=size.small, color=color.new(#FF0000, 0), textcolor=color.new(#FFFFFF, 0))
//plotshape(buycdn1, title='Buy Label for Reversion Indicator', text='Buy', location=location.belowbar, style=shape.labelup, size=size.small, color=color.new(#0000FF, 0), textcolor=color.new(#FFFFFF, 0))
//plotshape(sellcdn1, title='Sell Label for Reversion Indicator', text='Sell', location=location.abovebar, style=shape.labeldown, size=size.small, color=color.new(#FF0000, 0), textcolor=color.new(#FFFFFF, 0)) |
Arnaud Legoux Moving Average Cross (ALMA) | https://www.tradingview.com/script/PgVGNY0m-Arnaud-Legoux-Moving-Average-Cross-ALMA/ | Sarahann999 | https://www.tradingview.com/u/Sarahann999/ | 195 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Sarahann999
// Calculations for TP/SL based off: https://kodify.net/tradingview/orders/percentage-profit/
//@version=5
strategy("ALMA Cross", overlay=true)
//User Inputs
src= (close)
long_entry = input(true, title='Long Entry')
short_entry = input(true, title='Short Entry')
//Fast Settings
ALMA1 = input(60, "ALMA Lenghth 1", group= "ALMA Fast Length Settings")
alma_offset = input.float(defval=0.85, title='Arnaud Legoux (ALMA) - Offset Value', minval=0, step=0.01)
alma_sigma = input.int(defval=6, title='Arnaud Legoux (ALMA) - Sigma Value', minval=0)
Alma1 = ta.alma(src, ALMA1, alma_offset, alma_sigma)
//Slow Settings
ALMA2 = input(120, "ALMA Length 2", group = "ALMA Slow Length Settings")
alma_offset2 = input.float(defval=0.85, title='Arnaud Legoux (ALMA) - Offset Value', minval=0, step=0.01)
alma_sigma2 = input.int(defval=6, title='Arnaud Legoux (ALMA) - Sigma Value', minval=0)
Alma2 = ta.alma(src, ALMA2, alma_offset2, alma_sigma2)
//Volume
var cumVol = 0.
cumVol += nz(volume)
if barstate.islast and cumVol == 0
runtime.error("No volume is provided by the data vendor.")
shortlen = input.int(5, minval=1, title = "Short Length", group= "Volume Settings")
longlen = input.int(10, minval=1, title = "Long Length")
short = ta.ema(volume, shortlen)
long = ta.ema(volume, longlen)
osc = 100 * (short - long) / long
//Define Cross Conditions
buy = ta.crossover(Alma1, Alma2)
sell = ta.crossunder(Alma1, Alma2)
//Calculate Take Profit Percentage
longProfitPerc = input.float(title="Long Take Profit", group='Take Profit Percentage',
minval=0.0, step=0.1, defval=2) / 100
shortProfitPerc = input.float(title="Short Take Profit",
minval=0.0, step=0.1, defval=2) / 100
// Figure out take profit price 1
longExitPrice = strategy.position_avg_price * (1 + longProfitPerc)
shortExitPrice = strategy.position_avg_price * (1 - shortProfitPerc)
// Make inputs that set the stop % 1
longStopPerc = input.float(title="Long Stop Loss", group='Stop Percentage',
minval=0.0, step=0.1, defval=2.5) / 100
shortStopPerc = input.float(title="Short Stop Loss",
minval=0.0, step=0.1, defval=2.5) / 100
// Figure Out Stop Price
longStopPrice = strategy.position_avg_price * (1 - longStopPerc)
shortStopPrice = strategy.position_avg_price * (1 + shortStopPerc)
//Define Conditions
buySignal = buy and osc > 0
and strategy.position_size == 0
//sellSignal
sellSignal = sell and osc > 0
and strategy.position_size == 0
// Submit entry orders
if buySignal and long_entry
strategy.entry(id="Long", direction=strategy.long, alert_message="Enter Long")
alert(message="BUY Trade Entry Alert", freq=alert.freq_once_per_bar)
if sellSignal and short_entry
strategy.entry(id="Short", direction=strategy.short, alert_message="Enter Short")
alert(message="SELL Trade Entry Alert", freq=alert.freq_once_per_bar)
// Submit exit orders based on take profit price
if (strategy.position_size > 0)
strategy.exit(id="Long TP/SL", limit=longExitPrice, stop=longStopPrice, alert_message="Long Exit 1 at {{close}}")
if (strategy.position_size < 0)
strategy.exit(id="Short TP/SL", limit=shortExitPrice, stop=shortStopPrice, alert_message="Short Exit 1 at {{close}}")
//Draw
plot(Alma1,"Alma Fast", color=color.purple, style=plot.style_circles)
plot(Alma2,"Alma Slow", color=#acb5c2, style=plot.style_circles) |
sachin5986 | https://www.tradingview.com/script/VmeLNdxg-sachin5986/ | mohitesachin78 | https://www.tradingview.com/u/mohitesachin78/ | 8 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© mohitesachin78
//@version=4
strategy("sachin5986")
ema3 = ema(close,3)
ema21 = ema(close,21)
long = ema3>ema21
short = ema3<ema21
start = timestamp(2022,19,7,0)
end = timestamp(2022,12,12,0)
strategy.entry("buy",strategy.long,when = long)
strategy.close("buy",when = short)
plot(close)
|
2x take profit, move stop loss to entry | https://www.tradingview.com/script/0Blrq2NA-2x-take-profit-move-stop-loss-to-entry/ | fpsd4ve | https://www.tradingview.com/u/fpsd4ve/ | 379 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© fpsd4ve
//@version=5
// Add Bollinger Bands indicator (close, 20, 2) manually to visualise trading conditions
strategy("2xTP, SL to entry",
overlay=false,
pyramiding=0,
calc_on_every_tick=false,
default_qty_type=strategy.percent_of_equity,
default_qty_value=25,
initial_capital=1000,
commission_type=strategy.commission.percent,
commission_value=0.01
)
// PARAMETERS
// Assumes quote currency is FIAT as with BTC/USDT pair
tp1=input.float(200, title="Take Profit 1")
tp2=input.float(500, title="Take Profit 2")
sl=input.float(200, title="Stop Loss")
stOBOS = input.bool(true, title="Use Stochastic overbought/oversold threshold")
// Colors
colorRed = #FF2052
colorGreen = #66FF00
// FUNCTIONS
// Stochastic
f_stochastic() =>
stoch = ta.stoch(close, high, low, 14)
stoch_K = ta.sma(stoch, 3)
stoch_D = ta.sma(stoch_K, 3)
stRD = ta.crossunder(stoch_K, stoch_D)
stGD = ta.crossover(stoch_K, stoch_D)
[stoch_K, stoch_D, stRD, stGD]
// VARIABLES
[bbMiddle, bbUpper, bbLower] = ta.bb(close, 20, 2)
[stoch_K, stoch_D, stRD, stGD] = f_stochastic()
// ORDERS
// Active Orders
// Check if strategy has open positions
inLong = strategy.position_size > 0
inShort = strategy.position_size < 0
// Check if strategy reduced position size in last bar
longClose = strategy.position_size < strategy.position_size[1]
shortClose = strategy.position_size > strategy.position_size[1]
// Entry Conditions
// Enter long when during last candle these conditions are true:
// Candle high is greater than upper Bollinger Band
// Stochastic K line crosses under D line and is oversold
longCondition = stOBOS ?
low[1] < bbLower[1] and stGD[1] and stoch_K[1] < 25 :
low[1] < bbLower[1] and stGD[1]
// Enter short when during last candle these conditions are true:
// Candle low is lower than lower Bollinger Band
// Stochastic K line crosses over D line and is overbought
shortCondition = stOBOS ?
high[1] > bbUpper[1] and stRD[1] and stoch_K[1] > 75 :
high[1] > bbUpper[1] and stRD[1]
// Exit Conditions
// Calculate Take Profit
longTP1 = strategy.position_avg_price + tp1
longTP2 = strategy.position_avg_price + tp2
shortTP1 = strategy.position_avg_price - tp1
shortTP2 = strategy.position_avg_price - tp2
// Calculate Stop Loss
// Initialise variables
var float longSL = 0.0
var float shortSL = 0.0
// When not in position, set stop loss using close price which is the price used during backtesting
// When in a position, check to see if the position was reduced on the last bar
// If it was, set stop loss to position entry price. Otherwise, maintain last stop loss value
longSL := if inLong and ta.barssince(longClose) < ta.barssince(longCondition)
strategy.position_avg_price
else if inLong
longSL[1]
else
close - sl
shortSL := if inShort and ta.barssince(shortClose) < ta.barssince(shortCondition)
strategy.position_avg_price
else if inShort
shortSL[1]
else
close + sl
// Manage positions
strategy.entry("Long", strategy.long, when=longCondition)
strategy.exit("TP1/SL", from_entry="Long", qty_percent=50, limit=longTP1, stop=longSL)
strategy.exit("TP2/SL", from_entry="Long", limit=longTP2, stop=longSL)
strategy.entry("Short", strategy.short, when=shortCondition)
strategy.exit("TP1/SL", from_entry="Short", qty_percent=50, limit=shortTP1, stop=shortSL)
strategy.exit("TP2/SL", from_entry="Short", limit=shortTP2, stop=shortSL)
// DRAW
// Stochastic Chart
plot(stoch_K, color=color.blue)
plot(stoch_D, color=color.orange)
// Circles
plot(stOBOS ? stRD and stoch_K >= 75 ? stoch_D : na : stRD ? stoch_D : na, color=colorRed, style=plot.style_circles, linewidth=3)
plot(stOBOS ? stGD and stoch_K <= 25 ? stoch_D : na : stGD ? stoch_K : na, color=colorGreen, style=plot.style_circles, linewidth=3)
// Levels
hline(75, linestyle=hline.style_dotted)
hline(25, linestyle=hline.style_dotted) |
Daily_Mid Term_Consulting BOLT | https://www.tradingview.com/script/okRDWPql-Daily-Mid-Term-Consulting-BOLT/ | murdocksilva | https://www.tradingview.com/u/murdocksilva/ | 18 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© murdocksilva
//@version=5
strategy("Daily_Mid Term_Consulting BOLT")
//calculo longuitud
longuitud = input(58, title= "longitud_sma")
px = ta.sma(close, 1)
px2 = ta.sma(low, 1)
Length1 = input.int(18)
Length2 = input.int(18)
Length3 = input.int(26)
Length4 = input.int(36)
Length5 = input.int(78)
Length6 = input.int(1)
Length7 = input.int(1500)
Length8 = input.int(58)
Length9 = input.int(3000)
Length10 = input.int(2)
Length11 = input.int(14)
ma1 = ta.sma(low, Length1)
ma2 = ta.sma(high, Length2)
ma3 = ta.sma(close, Length3)
ma4 = ta.sma(close, Length4)
ma5 = ta.sma(close, Length5)
ma6 = ta.sma(close, Length6)
ma7 = ta.sma(close, Length7)
ma8 = ta.sma(close, Length8)
ma9 = ta.sma(close, Length9)
ma10 = ta.sma(close, Length10)
ma11 = ta.sma(close, Length11)
// calculo EFI
efi = (close[1]-close) * volume / 1000
efi_indicador = (efi[1] + efi) / 2
//Variable RSI - calculo desv estandar
b = (px-ma10)*(px-ma10)
b2 = (px[1]-ma10[1])*(px[1]-ma10[1])
c = b + b2
c2 = c / 2
desv = math.sqrt(c2)/10
//calculo MACD
macd = ma4 - ma5
//calculo RSI
rsi = ta.rsi(close, 9)
// calculo Divergencia
ma = ta.sma(close, longuitud)
dist = close - ma
porcentaje = dist * 100 / close
ma_dista = ta.sma(porcentaje, 333)
//condiciΓ³n de entrada y salida long
long = ma1[1] < ma1 and ma2[1] < ma2 and macd > 0 and px > ma3 and efi_indicador < 9 and px > ma7 and macd[1] < macd
clong = efi_indicador > 22000 and px < ma8
strategy.entry("BUY", strategy.long, when = long)
strategy.close("BUY", when = clong)
//condiciΓ³n de entrada y salida short
short = ma1[1] > ma1 and ma2[1] > ma2 and macd < 0 and px < ma3 and efi_indicador > 9 and macd[1] > macd
cshort = efi_indicador < 14000 and px > ma8 and ma11 > desv
strategy.entry("SELL", strategy.short, when = short)
strategy.close("SELL", when = cshort)
//SL Y TP
//strategy.exit("long exit", "Daily_Mid Term_Consulting BOLT", profit = close * 40 / syminfo.mintick, loss = close * 0.02 / syminfo.mintick)
//strategy.exit("shot exit", "Daily_Mid Term_Consulting BOLT", profit = close * 40 / syminfo.mintick, loss = close * 0.02 / syminfo.mintick)
// GRAFICA smas
plot(ma1, color=color.new(color.orange, 0))
plot(ma2, color=color.new(color.orange, 0))
plot(ma3, color=color.new(color.orange, 0))
plot(ma4, color=color.new(color.orange, 0))
plot(ma5, color=color.new(color.orange, 0))
plot(ma6, color=color.new(color.green, 0))
plot(ma7, color=color.new(color.orange, 0))
plot(ma8, color=color.new(color.orange, 0))
plot(ma9, color=color.new(color.orange, 0))
//GRAFICA MACD
plot(macd, color=color.new(color.red, 0), style = plot.style_columns)
//GRAFICA DIVERGENCIA
plot(porcentaje, style = plot.style_columns)
//GRAFICA MA DIVERGENCIA
plot(ma_dista, color=color.new(color.white, 0))
//GRAFICA MA DIVERGENCIA
plot(desv, color=color.new(color.blue, 0))
//GRAFICA EFI
plot(efi_indicador, color=color.new(color.yellow, 0))
// GRAFICA RSI
l1 = hline(70, color=color.new(color.green, 0))
l2 = hline(30, color=color.new(color.green, 0))
plot(rsi, color=color.new(color.white, 0))
//prueba 1 stop loss and take profit
//sl = 0.05
//tp = 0.1
//calculo de precio para sl y tp
//longstop=strategy.position_avg_price*(1-sl)
//longprofit=strategy.position_avg_price*(1+tp)
//shortstop=strategy.position_avg_price*(1+sl)
//shortprofit=strategy.position_avg_price*(1-tp)
//if (long)
// strategy.exit("BUY", strategy.long)
//sl and tp long|short
//if strategy.entry("BUY", strategy.long)
//if strategy.position_avg_price > 0
//strategy.exit("BUY", limit = longprofit, stop = longstop)
//if strategy.position_avg_price < 0
//strategy.exit("SELL", limit = shortprofit, stop=shortstop) |
Strategy Oil Z Score | https://www.tradingview.com/script/3K79zam6-Strategy-Oil-Z-Score/ | jroche1973 | https://www.tradingview.com/u/jroche1973/ | 49 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© jroche1973
//@version=4
strategy("Strategy Oil Z Score", precision=6, overlay=false, pyramiding=100, calc_on_order_fills=true)
f_print(_text) =>
// Create label on the first bar.
var _label = label.new(bar_index, na, _text, xloc.bar_index, yloc.price, color(na), label.style_none, color.gray, size.large, text.align_left)
// On next bars, update the label's x and y position, and the text it displays.
label.set_xy(_label, bar_index, highest(10)[1])
label.set_text(_label, _text)
Length = input(252) //252
o_StdDevs = input(defval = 2.0, title="Oil Z Std Dev")
use_what = input(title="Use underlying", defval="Oil", options=["Oil", "Move", "Vix"])
_bb_mult = input(title="BB mult", type=input.float, defval=2)
_bb_range = input(title="BB mean range", type=input.integer, defval=20)
//src = input(close)
MOVE = security("TVC:MOVE", timeframe.period, close)
VIX = security("VIX", timeframe.period, close)
OILVIX = security("CBOE:OVX", timeframe.period, close)
USO = security("TVC:USOIL", timeframe.period, close)
show_ema = input(type=input.bool, title="Apply EMA", defval=true)
l_ema = input( title="EMA Length", defval=100)
startDateTime = input(type=input.time, defval=timestamp("15 July 2019 09:30"),
title="Start Date", group="Strategy Date Range",
tooltip="Specifies the start date and time from which " +
"the strategy simulates buy and sell trades.")
[_bb_mid, _bb_hig, _bb_low] = bb(close, _bb_range, _bb_mult)
_bb_percent = (close - _bb_low) / (_bb_hig - _bb_low)
s_ema = ema(close, l_ema)
iOILVIX = 1/OILVIX
divO = USO/iOILVIX
//Proxy of M of Move ie alt VVIX
if use_what == "Move"
divO := MOVE/iOILVIX
else if use_what == "Vix"
divO := VIX/iOILVIX
else
divO := USO/iOILVIX
m_basis = sma(divO, Length)
m_zscore = (divO - m_basis) / stdev(divO, Length)
show_m = true
hline(o_StdDevs, color=color.white, linestyle=hline.style_dotted)
hline(-1 * o_StdDevs, color=color.white, linestyle=hline.style_dotted)
color m_color = m_zscore < 0 ? color.new(color.white, 70): color.new(color.blue, 70) //we want white if not active
color mb_color = m_zscore < 0 and _bb_percent > 0.5 ? color.new(color.white, 70): color.new(color.blue, 70) //we want white if not active
use_b = _bb_percent < 0.5 ? true: false
bgcolor(show_m and use_b ? color.new(m_color,70) : color.new(color.white, 70)) // we want whatever color our status stipulates if 'on' or white if 'off'
//Strategy Testing
long_move = m_zscore < 0 and _bb_percent > 0.5
short_move = m_zscore > 0 and _bb_percent < 0.5
if show_ema
if time >= startDateTime and time <= timenow
if m_zscore > 0 and _bb_percent < 0.5 and close < s_ema //short
strategy.entry("sell", strategy.short, 100, when=strategy.position_size > 0)
strategy.close("close long", when=long_move)
else
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_move)
else
if time >= startDateTime and time <= timenow
if m_zscore > 0 and _bb_percent < 0.5//short
strategy.entry("sell", strategy.short, 100, when=strategy.position_size > 0)
strategy.close("close long", when=long_move)
else
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_move)
|
UP TREND AND DOWN TREND | https://www.tradingview.com/script/xJjEWHh1-UP-TREND-AND-DOWN-TREND/ | natrajgcl | https://www.tradingview.com/u/natrajgcl/ | 45 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© natrajgcl
//@version=5
strategy("UP TREND AND DOWN TREND", overlay=true, margin_long=100, margin_short=100)
longCondition = ta.crossover(ta.sma(close, 20), ta.sma(close, 200))
if (longCondition)
strategy.entry("UP TREND", strategy.long)
shortCondition = ta.crossunder(ta.sma(close, 20), ta.sma(close, 200))
if (shortCondition)
strategy.entry("DOWN TREND", strategy.short)
|
Buy Monday, Exit Wednesday | https://www.tradingview.com/script/PpDSzaSs-Buy-Monday-Exit-Wednesday/ | mihirkawatra | https://www.tradingview.com/u/mihirkawatra/ | 33 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© processingclouds
// @description Strategy to go long at end of Monday and exit by Tuesday close, or at stop loss or take profit percentages
//@version=5
strategy("Buy Monday, Exit Wednesday", "Mon-Wed Swings",overlay=true)
// ----- Inputs: stoploss %, takeProfit %
stopLossPercentage = input.float(defval=4.0, title='StopLoss %', minval=0.1, step=0.2) / 100
takeProfit = input.float(defval=3.0, title='Take Profit %', minval=0.3, step=0.2) / 100
// ----- Exit and Entry Conditions - Check current day and session time
isLong = dayofweek == dayofweek.monday and not na(time(timeframe.period, "1400-1601"))
isExit = dayofweek == dayofweek.wednesday and not na(time(timeframe.period, "1400-1601"))
// ----- Calculate Stoploss and Take Profit values
SL = strategy.position_avg_price * (1 - stopLossPercentage)
TP = strategy.position_avg_price * (1 + takeProfit)
// ----- Strategy Enter, and exit when conditions are met
strategy.entry("Enter Long", strategy.long, when=isLong)
if strategy.position_size > 0
strategy.close("Enter Long", isExit)
strategy.exit(id="Exit", stop=SL, limit=TP)
// ----- Plot Stoploss and TakeProfit lines
plot(strategy.position_size > 0 ? SL : na, style=plot.style_linebr, color=color.red, linewidth=2, title="StopLoss")
plot(strategy.position_size > 0 ? TP : na, style=plot.style_linebr, color=color.green, linewidth=2, title="TakeProfit") |
3ngine Global Boilerplate | https://www.tradingview.com/script/WalPPb0R-3ngine-Global-Boilerplate/ | jordanfray | https://www.tradingview.com/u/jordanfray/ | 118 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© jordanfray
//@version=5
strategy(title="Boilerplate", overlay=true, max_bars_back=5000, commission_type=strategy.commission.percent, close_entries_rule="ANY", commission_value=0.035, backtest_fill_limits_assumption=0, calc_on_order_fills=true, process_orders_on_close=true)
import jordanfray/threengine_global_automation_library/10 as bot // This is a required library
// A B O U T T H E B O I L E R P L A T E
// This strategy is desisnged to bring consistency to your strategies. It includes a macro EMA filter for filtering out countertrend trades,
// an ADX filter to help filter out chop, a session filter to filter out trades outside of desired timeframe, alert messages setup for automation,
// laddering in/out of trades (up to 6 rungs), trailing take profit, and beautiful visuals for each entry. There are comments throughout the
// strategy that provide further instructions on how to use the boilerplate strategy. This strategy uses more_margin_trade_automation_library
// throughout and must be included at the top of the strategy using import [path to latest version] as bot. This allows you to use dot notation
// to access functions in the library - EX: bot.orderCurrentlyExists().
// H O W T O U S E T H I S S T R A T E G Y
// 1 Add your inputs
// 2 Add your calculations
// 3 Add your entry criteria
// 3.1 Add your criteria to strategySpecificLongConditions (this gets combined with boilerplate conditions in longConditionsMet)
// 3.2 Add your criteria to strategySpecificShortConditions (this gets combined with boilerplate conditions in shortConditionsMet)
// 3.4 Set your desired entry price (calculated on every bar unless stored as a static variable) to longEntryPrice and shortEntryPrice.
// Default is the bar "close". This will be the FIRST ladder if using laddering capabilities. If you pick 1 for "Ladder In Rungs"
// this will be the only entry.
// 4 Plot anything you want to overlay on the chart in addition to the boilerplate plots and labels. Included in boilerplate:
// Average entry price (blue), stop loss (red), trailing stop (red/green), profit target (green).
// Indenting Classs - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
indent = "ββββ"
// Colors - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
oceanBlue = color.new(#0C6090,0)
skyBlue = color.new(#00A5FF,0)
green = color.new(#2DBD85,0)
nevisShallows = color.new(#00FFD4,0)
red = color.new(#E02A4A,0)
lightBlue = color.new(#00A5FF,80)
lightGreen = color.new(#2DBD85,80)
lightRed = color.new(#E02A4A,80)
lightYellow = color.new(#FFF900,80)
white = color.new(#ffffff,0)
black = color.new(#191B20,0)
gray = color.new(#AAAAAA,0)
lightGray = color.new(#AAAAAA,90)
transparent = color.new(#000000,100)
// Input Groups - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
groupOneTitle = "Strategy Settings "
groupTwoTitle = "Filters"
groupThreeTitle = "Entry Settings"
groupFourTitle = "Exit Settings"
// Tooltips - This is where all of the tooltips are defined to keep the code clean below - - - - - - - - - - - - - - - - - - - - - - - - - - - -
startTip = "Select where you want to start laddering in from."
stopLossTip = "Select where you want your stop loss to be."
ladderInToolTip = "Enable this to use the laddering settings below."
cancelEntryToolTip = "When the position reaches a certain percent profit, you can cancel any unfiller orders."
ladderInStepsTip = "When the criteria for entering a strategy is met, the order can placed using a single order or split across multiple ladder orders. Select 1 to place a single order."
ladderInStepSpacingTip = "The percent distance between the orders. Ex: If the strategy produces an entry signal to buy at $20,000 and the strategy is configured to ladder into the position across 4 steps, setting the Ladder In Step Spacing to 1% would split the entry into 4 orders at $20,000, $19,800, $19,600, and $19,400."
ladderOutStepsTip = "When the criteria for exiting a strategy is met, the order can placed using a single order or split across multiple ladder orders. Select 1 to place a single order."
ladderOutStepSpacingTip = "The percent distance between the orders. Ex: If the strategy produces an exit signal to sell at $21,000 and the strategy is configured to ladder out of the position across 2 steps, setting the Ladder Out Step Spacing to 1% would split the entry into 2 orders at $21,000, $21,210."
// Strategy Specific Inputs - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
start = input.price(defval=0, title="Starting ladering in at ", confirm=true, group=groupOneTitle, tooltip=startTip)
stop = input.price(defval=0, title="set stop loss at", confirm=true, group=groupOneTitle, tooltip=stopLossTip) // This strategy uses a price based stop loss. You can use a percent based stop loss as part of the boilerplate settings below.
cancelUnfilledOrdersAfter = input.float(defval=10, title="Cancel Unfiller Orders After", confirm=false, group=groupOneTitle, tooltip=cancelEntryToolTip)/100 // This strategy uses a price based stop loss. You can use a percent based stop loss as part of the boilerplate settings below.
// Boilerplate Inputs - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
showStrategyStatusBox = input.bool(defval=true, title="Show Strategy Status Box", group=groupOneTitle)
enableMacroEmaFilter = input.bool(defval=false, title="Use EMA Filter", group=groupTwoTitle)
macroEmaTimeframe = input.timeframe(defval="240", title=indent+"Timeframe", group=groupTwoTitle)
macroEmaLength = input.int(defval=100, minval=1, step=10, title=indent+"Length", group=groupTwoTitle)
macroEmaType = input.string(defval="EMA", options = ["EMA", "SMA", "RMA", "WMA"], title=indent+"Type", group=groupTwoTitle)
macroEmaSource = input.source(defval=close, title=indent+"Source", group=groupTwoTitle)
enableAdxFilter = input.bool(defval=false, title="Use ADX Filter", group=groupTwoTitle)
diLength = input.int(defval=14, title=indent+"DI Length", group=groupTwoTitle)
adxSmoothing = input.int(defval=14, title=indent+"ADX Smoothing", group=groupTwoTitle)
adxMinumum = input.int(defval=30, title=indent+"ADX Must Be Between"+"ββββββ", inline="adxGroup", group=groupTwoTitle)
adxMaximum = input.int(defval=100, title="", inline="adxGroup", group=groupTwoTitle)
useTimeFilter = input.bool(defval=false, title="Use Time Session Filter", group=groupTwoTitle)
timeSession = input.session(defval="0800-1700", title=indent+"Only Take Trades Between", group=groupTwoTitle)
startTime = input.time(defval=timestamp("01 Jan 2022 00:00"), confirm=true, title=indent+"Strategy Start", group=groupTwoTitle) // Remove "confirm=true" from this line if you don't want to pick a time when adding the strategy to the chart
ladderInSteps = input.int(defval=2, minval=1, maxval=6, step=1, title="Ladder In Rungs", group=groupThreeTitle, tooltip=ladderInStepsTip)
ladderInStepSpacingPercent = input.float(defval=2, title="Ladder In Step Spacing (%)", step=.25, group=groupThreeTitle, tooltip=ladderInStepSpacingTip)
ladderOutSteps = input.int(defval=2, minval=1, maxval=6, step=1, title="Ladder Out Rungs", group=groupFourTitle, tooltip=ladderOutStepsTip)
ladderOutStepSpacingPercent = input.float(defval=2, title="Ladder Out Step Spacing (%)", step=.25, group=groupFourTitle, tooltip=ladderOutStepSpacingTip)/100
takeProfitVal = input.float(defval=20, title="Take Profit (%)", step=0.25, group=groupFourTitle)/100
stopLossVal = input.float(defval=10, title="Stop Loss (%)", step=0.25, group=groupFourTitle)/100 // This sample strategy does not use a percent based stop loss. Instead it uses a price based stop loss above.
startTrailingAfter = input.float(defval=10, title="Start Trailing After (%)", step=0.25, group=groupFourTitle)/100
trailBehind = input.float(defval=10, title="Trail Behind (%)", step=0.25, group=groupFourTitle)/100
// Boilerplate Calculations - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
macroEma = request.security(syminfo.tickerid, macroEmaTimeframe, bot.taGetEma(macroEmaType, macroEmaSource, macroEmaLength)[barstate.isrealtime ? 1 : 0])
closeAboveEmaMacroFilter = enableMacroEmaFilter ? close > macroEma : true
closeBelowEmaMacroFilter = enableMacroEmaFilter ? close < macroEma : true
adx = bot.taGetAdx(diLength, adxSmoothing)
adxInRange = enableAdxFilter ? adx >= adxMinumum and adx <= adxMaximum : true
withTime = useTimeFilter ? bot.isBetweenTwoTimes(timeSession,"GMT-6") : true
bool beyondStartTime = time > startTime
currentlyInLongPosition = strategy.position_size > 0
currentlyInShortPosition = strategy.position_size < 0
currentlyInAPosition = strategy.position_size != 0
StrategyEntryPrice = start // Set this to the price the strategy should start laddering in at
[ladderStartPrice,ladderStartedOnBar] = bot.getLockedLadderStart(StrategyEntryPrice)
barsSinceEntry = currentlyInAPosition ? bar_index - ladderStartedOnBar + 1 : 1
avgPrice = bot.getAveragePriceOfFilledLadders()
// Boilerplate Entry Criteria
boilerplateLongConditionsMet = beyondStartTime and closeAboveEmaMacroFilter and adxInRange and withTime and not currentlyInShortPosition
boilerplateShortConditionsMet = beyondStartTime and closeAboveEmaMacroFilter and adxInRange and withTime and not currentlyInLongPosition
// Strategy Specific Calculations - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
var string side = start > stop ? "buy" : "sell"
// Strategy Specific Entry Criteria
alreadyClosedTrades = strategy.closedtrades > 0
strategySpecificLongConditions = side == "buy" and not alreadyClosedTrades
strategySpecificShortConditions = side == "sell" and not alreadyClosedTrades
// Combined Entry Conditions Array Construction
longConditionsMet = strategySpecificLongConditions and boilerplateLongConditionsMet
shortConditionsMet = strategySpecificShortConditions and boilerplateShortConditionsMet
longLadder1Criteria = not bot.orderCurrentlyExists("Long - 1") and strategy.opentrades == 0 and longConditionsMet
longLadder2Criteria = not bot.orderCurrentlyExists("Long - 2") and strategy.opentrades == 1 and longConditionsMet
longLadder3Criteria = not bot.orderCurrentlyExists("Long - 3") and strategy.opentrades == 2 and longConditionsMet
longLadder4Criteria = not bot.orderCurrentlyExists("Long - 4") and strategy.opentrades == 3 and longConditionsMet
longLadder5Criteria = not bot.orderCurrentlyExists("Long - 5") and strategy.opentrades == 4 and longConditionsMet
longLadder6Criteria = not bot.orderCurrentlyExists("Long - 6") and strategy.opentrades == 5 and longConditionsMet
bool[] longLadderInCriterias = array.from(longLadder1Criteria,longLadder2Criteria,longLadder3Criteria, longLadder4Criteria, longLadder5Criteria, longLadder6Criteria)
shortLadder1Criteria = not bot.orderCurrentlyExists("Short - 1") and strategy.opentrades == 0 and shortConditionsMet
shortLadder2Criteria = not bot.orderCurrentlyExists("Short - 2") and strategy.opentrades == 1 and shortConditionsMet
shortLadder3Criteria = not bot.orderCurrentlyExists("Short - 3") and strategy.opentrades == 2 and shortConditionsMet
shortLadder4Criteria = not bot.orderCurrentlyExists("Short - 4") and strategy.opentrades == 3 and shortConditionsMet
shortLadder5Criteria = not bot.orderCurrentlyExists("Short - 5") and strategy.opentrades == 4 and shortConditionsMet
shortLadder6Criteria = not bot.orderCurrentlyExists("Short - 6") and strategy.opentrades == 5 and shortConditionsMet
bool[] shortLadderInCriterias = array.from(shortLadder1Criteria,shortLadder2Criteria,shortLadder3Criteria, shortLadder4Criteria, shortLadder5Criteria, shortLadder6Criteria)
// Stop Criteria - "When" orders will exit due to hitting stop loss or trailing stop - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
longRunUp = ta.highest(high, bar_index == 0 ? 5000 : barsSinceEntry)
longTrailingTrigger = avgPrice + (avgPrice * startTrailingAfter)
// longStopLoss = currentlyInLongPosition and longRunUp > longTrailingTrigger ? longRunUp - (longRunUp * trailBehind) : strategy.position_avg_price * (1.0 - stopLossVal) // Use this for a percent based stop loss
longStopLoss = currentlyInLongPosition and longRunUp > longTrailingTrigger ? longRunUp - (longRunUp * trailBehind) : stop
shortRunDown = ta.lowest(low, bar_index == 0 ? 5000 : barsSinceEntry)
shortTrailingTrigger = avgPrice - (avgPrice * startTrailingAfter)
// shortStopLoss = currentlyInShortPosition and shortRunDown < shortTrailingTrigger ? shortRunDown + (shortRunDown * trailBehind) : strategy.position_avg_price * (1 + stopLossVal) // Use this for a percent based stop loss
shortStopLoss = currentlyInShortPosition and shortRunDown < shortTrailingTrigger ? shortRunDown + (shortRunDown * trailBehind) : stop // Use this for a price based stop loss
// Take Profit - The point in which the first ladder entry will take profit based on average entry price - - - - - - - - - - - - - - - - - - - - - - - - - -
float longProfitTarget = avgPrice * (1 + takeProfitVal)
float shortProfitTarget = avgPrice * (1 - takeProfitVal)
takeProfitConditions = strategy.openprofit > 0
// Criteria for Canceling unfilled orders
cancelUnfilledLongEntries = false // close > strategy.position_avg_price + (strategy.position_avg_price * cancelUnfilledOrdersAfter)
cancelUnfilledShortEntries = false // close < strategy.position_avg_price - (strategy.position_avg_price * cancelUnfilledOrdersAfter)
// Orders - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
[longEntryPrices, longEntryContractCounts, longEntryOrderNames] = bot.getLadderInSteps(side="buy", amount="10000", ladderRungs=ladderInSteps, ladderStart=ladderStartPrice, ladderStop=na, stepSpacingPercent=ladderInStepSpacingPercent)
[shortEntryPrices, shortEntryContractCounts, shortEntryOrderNames] = bot.getLadderInSteps(side="sell", amount="10000", ladderRungs=ladderInSteps, ladderStart=ladderStartPrice, ladderStop=na, stepSpacingPercent=ladderInStepSpacingPercent)
[longExitPrices, longExitQuantities, longExitOrderNames] = bot.getLadderOutSteps("sell", longProfitTarget, ladderOutSteps, ladderOutStepSpacingPercent)
[shortExitPrices, shortExitQuantities, shortExitOrderNames] = bot.getLadderOutSteps("buy", shortProfitTarget, ladderOutSteps, ladderOutStepSpacingPercent)
// Long Ladders
for i = 0 to ladderInSteps - 1 by 1
ladderPrice = array.get(longEntryPrices,i)
ladderQty = array.get(longEntryContractCounts,i)
ladderID = array.get(longEntryOrderNames,i)
ladderInCriteria = array.get(longLadderInCriterias,i)
ladderAlertMessage = bot.getStrategyAlertMessage("MM1", bot.getChartSymbol(), bot.getBaseCurrency(), "buy", ladderPrice, ladderPrice, str.tostring(ladderQty), longProfitTarget, longProfitTarget, longStopLoss, longStopLoss, false)
if ladderInCriteria
strategy.order(id=ladderID, direction=strategy.long, limit=ladderPrice, qty=ladderQty, alert_message=ladderAlertMessage)
if cancelUnfilledLongEntries
strategy.cancel(id=ladderID)
if currentlyInLongPosition
for x = 0 to ladderOutSteps - 1 by 1
ladderOutID = ladderID + " | Exit " + str.tostring(x + 1)
ladderOutPrice = array.get(longExitPrices,x)
ladderOutQty = ladderQty / ladderOutSteps
if x == ladderOutSteps - 1
strategy.exit(id=ladderOutID, from_entry=ladderID, qty_percent=100, limit=ladderOutPrice, stop=longStopLoss)
else
strategy.exit(id=ladderOutID, from_entry=ladderID, qty=ladderOutQty, limit=ladderOutPrice, stop=longStopLoss)
// Short Ladders
for i = 0 to ladderInSteps - 1 by 1
ladderPrice = array.get(shortEntryPrices,i)
ladderQty = array.get(shortEntryContractCounts,i)
ladderID = array.get(shortEntryOrderNames,i)
ladderInCriteria = array.get(shortLadderInCriterias,i)
ladderAlertMessage = bot.getStrategyAlertMessage("MM1", bot.getChartSymbol(), bot.getBaseCurrency(), "sell", ladderPrice, ladderPrice, str.tostring(ladderQty), longProfitTarget, longProfitTarget, longStopLoss, longStopLoss, false)
if ladderInCriteria
strategy.order(id=ladderID, direction=strategy.short, limit=ladderPrice, qty=ladderQty, alert_message=ladderAlertMessage)
if cancelUnfilledShortEntries
strategy.cancel(id=ladderID)
if currentlyInShortPosition
for x = 0 to ladderOutSteps - 1 by 1
ladderOutID = ladderID + " | Exit " + str.tostring(x + 1)
ladderOutPrice = array.get(shortExitPrices,x)
ladderOutQty = ladderQty / ladderOutSteps
if x == ladderOutSteps - 1
strategy.exit(id=ladderOutID, from_entry=ladderID, qty_percent=100, limit=ladderOutPrice, stop=shortStopLoss)
else
strategy.exit(id=ladderOutID, from_entry=ladderID, qty=ladderOutQty, limit=ladderOutPrice, stop=shortStopLoss)
// Strategy Plots, Lines, and Labels
startLine = plot(series=start, title="Ladder Start Line", color=currentlyInLongPosition ? transparent : green, linewidth=1, editable=false)
stopLinep = plot(series=stop, title="Stop Loss Line", color=currentlyInLongPosition ? transparent : red, linewidth=1, editable=false)
var line startTimeLine = na
var line stopTimeLine = na
line.delete(startTimeLine)
line.delete(stopTimeLine)
stopTime = strategy.closedtrades.exit_time(0)
stopBarIndex = strategy.closedtrades.exit_bar_index(0)
startTimeLine := line.new(x1=startTime, y1=0, x2=startTime, y2=10000000, color=gray, width=1, xloc=xloc.bar_time)
// Boilerplate Plots, Lines, and Labels
adxPlot = plot(adx, title="ADX", editable=false, color=nevisShallows)
macroEmaPlot = plot(enableMacroEmaFilter ? macroEma: na, title="EMA Macro Filter", linewidth=2, color=white, editable=false)
float ladderIn1Price = currentlyInLongPosition ? array.get(longEntryPrices,0) : array.get(shortEntryPrices,0)
float ladderIn2Price = currentlyInLongPosition ? array.get(longEntryPrices,1) : array.get(shortEntryPrices,1)
float ladderIn3Price = currentlyInLongPosition ? array.get(longEntryPrices,2) : array.get(shortEntryPrices,2)
float ladderIn4Price = currentlyInLongPosition ? array.get(longEntryPrices,3) : array.get(shortEntryPrices,3)
float ladderIn5Price = currentlyInLongPosition ? array.get(longEntryPrices,4) : array.get(shortEntryPrices,4)
float ladderIn6Price = currentlyInLongPosition ? array.get(longEntryPrices,5) : array.get(shortEntryPrices,5)
ladderInLineColor = currentlyInAPosition ? oceanBlue : transparent
ladderIn1PriceLine = plot(series=ladderIn1Price, style=plot.style_stepline, color=ladderInLineColor, linewidth=1, editable=false)
ladderIn2PriceLine = plot(series=ladderIn2Price, style=plot.style_stepline, color=ladderInLineColor, linewidth=1, editable=false)
ladderIn3PriceLine = plot(series=ladderIn3Price, style=plot.style_stepline, color=ladderInLineColor, linewidth=1, editable=false)
ladderIn4PriceLine = plot(series=ladderIn4Price, style=plot.style_stepline, color=ladderInLineColor, linewidth=1, editable=false)
ladderIn5PriceLine = plot(series=ladderIn5Price, style=plot.style_stepline, color=ladderInLineColor, linewidth=1, editable=false)
ladderIn6PriceLine = plot(series=ladderIn6Price, style=plot.style_stepline, color=ladderInLineColor, linewidth=1, editable=false)
float ladderOut1Price = currentlyInLongPosition ? array.get(longExitPrices,0) : array.get(shortExitPrices,0)
float ladderOut2Price = currentlyInLongPosition ? array.get(longExitPrices,1) : array.get(shortExitPrices,1)
float ladderOut3Price = currentlyInLongPosition ? array.get(longExitPrices,2) : array.get(shortExitPrices,2)
float ladderOut4Price = currentlyInLongPosition ? array.get(longExitPrices,3) : array.get(shortExitPrices,3)
float ladderOut5Price = currentlyInLongPosition ? array.get(longExitPrices,4) : array.get(shortExitPrices,4)
float ladderOut6Price = currentlyInLongPosition ? array.get(longExitPrices,5) : array.get(shortExitPrices,5)
ladderOutLineColor = currentlyInAPosition ? green : transparent
ladderOut1PriceLine = plot(series=ladderOut1Price, style=plot.style_stepline_diamond, color=ladderOutLineColor, linewidth=1, editable=false)
ladderOut2PriceLine = plot(series=ladderOut2Price, style=plot.style_stepline_diamond, color=ladderOutLineColor, linewidth=1, editable=false)
ladderOut3PriceLine = plot(series=ladderOut3Price, style=plot.style_stepline_diamond, color=ladderOutLineColor, linewidth=1, editable=false)
ladderOut4PriceLine = plot(series=ladderOut4Price, style=plot.style_stepline_diamond, color=ladderOutLineColor, linewidth=1, editable=false)
ladderOut5PriceLine = plot(series=ladderOut5Price, style=plot.style_stepline_diamond, color=ladderOutLineColor, linewidth=1, editable=false)
ladderOut6PriceLine = plot(series=ladderOut6Price, style=plot.style_stepline_diamond, color=ladderOutLineColor, linewidth=1, editable=false)
averageEntryLine = plot(series=avgPrice, title="Average Entry Price", style=plot.style_stepline_diamond, linewidth=1, color=currentlyInAPosition ? skyBlue : transparent, editable=false)
longTrailingStopLine = plot(longStopLoss, title="Long Trailing Stop", style=plot.style_stepline_diamond, editable=false, linewidth=1, color=currentlyInLongPosition ? longStopLoss > strategy.position_avg_price ? green : red : transparent)
shortTrailingStopLine = plot(shortStopLoss, title="Short Trailing Stop", style=plot.style_stepline_diamond, editable=false, linewidth=1, color=currentlyInShortPosition ? shortStopLoss < strategy.position_avg_price ? green : red : transparent)
//shortRunDownLine = plot(shortRunDown, style=plot.style_stepline, editable=false, linewidth=2, color=currentlyInShortPosition ? green : transparent)
//longRunUpLine = plot(longRunUp, style=plot.style_stepline, editable=false, linewidth=2, color=currentlyInLongPosition ? green : transparent)
// Strategy Dashboard Panel - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
long1LadderFilled = bot.orderCurrentlyExists("Long - 1")
long2LadderFilled = bot.orderCurrentlyExists("Long - 2")
long3LadderFilled = bot.orderCurrentlyExists("Long - 3")
long4LadderFilled = bot.orderCurrentlyExists("Long - 4")
long5LadderFilled = bot.orderCurrentlyExists("Long - 5")
long6LadderFilled = bot.orderCurrentlyExists("Long - 6")
short1LadderFilled = bot.orderCurrentlyExists("Short - 1")
short2LadderFilled = bot.orderCurrentlyExists("Short - 2")
short3LadderFilled = bot.orderCurrentlyExists("Short - 3")
short4LadderFilled = bot.orderCurrentlyExists("Short - 4")
short5LadderFilled = bot.orderCurrentlyExists("Short - 5")
short6LadderFilled = bot.orderCurrentlyExists("Short - 6")
longTP1Hit = bot.orderAlreadyClosedSince("Long - 1 | Exit 1", barsSinceEntry)
longTP2Hit = bot.orderAlreadyClosedSince("Long - 1 | Exit 2", barsSinceEntry)
longTP3Hit = bot.orderAlreadyClosedSince("Long - 1 | Exit 3", barsSinceEntry)
longTP4Hit = bot.orderAlreadyClosedSince("Long - 1 | Exit 4", barsSinceEntry)
longTP5Hit = bot.orderAlreadyClosedSince("Long - 1 | Exit 5", barsSinceEntry)
longTP6Hit = bot.orderAlreadyClosedSince("Long - 1 | Exit 6", barsSinceEntry)
shortTP1Hit = bot.orderAlreadyClosedSince("Short - 1 | Exit 1", barsSinceEntry)
shortTP2Hit = bot.orderAlreadyClosedSince("Short - 1 | Exit 2", barsSinceEntry)
shortTP3Hit = bot.orderAlreadyClosedSince("Short - 1 | Exit 3", barsSinceEntry)
shortTP4Hit = bot.orderAlreadyClosedSince("Short - 1 | Exit 4", barsSinceEntry)
shortTP5Hit = bot.orderAlreadyClosedSince("Short - 1 | Exit 5", barsSinceEntry)
shortTP6Hit = bot.orderAlreadyClosedSince("Short - 1 | Exit 6", barsSinceEntry)
if showStrategyStatusBox and longConditionsMet or shortConditionsMet
// Global Dashboard Settings
var string checkMark = "ββ"
var string fontSize = size.normal
cellBgColor = lightGray
var float quantityOfAllFilledOrders = 0
var table panel = table.new(position=position.bottom_right, columns=3, rows=100, bgcolor=cellBgColor, border_color=lightGray, border_width=1)
rowCount = 0
table.cell(panel, 0, rowCount, text="β" + "Ladder In", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text="Price", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text="Contracts" + "β", text_color=black, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Long Ladder 1
if currentlyInLongPosition and ladderInSteps >= 1
int ladderArrayPosition = 0
string entryID = long1LadderFilled ? str.tostring(array.get(longEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(longEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(longEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(longEntryContractCounts,ladderArrayPosition))
color = long1LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Long Ladder 2
if currentlyInLongPosition and ladderInSteps >= 2
int ladderArrayPosition = 1
string entryID = long2LadderFilled ? str.tostring(array.get(longEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(longEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(longEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(longEntryContractCounts,ladderArrayPosition))
color = long2LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Long Ladder 3
if currentlyInLongPosition and ladderInSteps >= 3
int ladderArrayPosition = 2
string entryID = long3LadderFilled ? str.tostring(array.get(longEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(longEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(longEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(longEntryContractCounts,ladderArrayPosition))
color = long3LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Long Ladder 4
if currentlyInLongPosition and ladderInSteps >= 4
int ladderArrayPosition = 3
string entryID = long4LadderFilled ? str.tostring(array.get(longEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(longEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(longEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(longEntryContractCounts,ladderArrayPosition))
color = long4LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Long Ladder 5
if currentlyInLongPosition and ladderInSteps >= 5
int ladderArrayPosition = 4
string entryID = long5LadderFilled ? str.tostring(array.get(longEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(longEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(longEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(longEntryContractCounts,ladderArrayPosition))
color = long5LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Long Ladder 6
if currentlyInLongPosition and ladderInSteps >= 6
int ladderArrayPosition = 5
string entryID = long6LadderFilled ? str.tostring(array.get(longEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(longEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(longEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(longEntryContractCounts,ladderArrayPosition))
color = long6LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Short Ladder 1
if currentlyInShortPosition and ladderInSteps >= 1
int ladderArrayPosition = 0
string entryID = short1LadderFilled ? str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(shortEntryContractCounts,ladderArrayPosition))
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=short1LadderFilled ? green : black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=short1LadderFilled ? green : black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=short1LadderFilled ? green : black, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Short Ladder 2
if currentlyInShortPosition and ladderInSteps >= 2
int ladderArrayPosition = 1
string entryID = short2LadderFilled ? str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(shortEntryContractCounts,ladderArrayPosition))
color = short2LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Short Ladder 3
if currentlyInShortPosition and ladderInSteps >= 3
int ladderArrayPosition = 2
string entryID = short3LadderFilled ? str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(shortEntryContractCounts,ladderArrayPosition))
color = short3LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Short Ladder 4
if currentlyInShortPosition and ladderInSteps >= 4
int ladderArrayPosition = 3
string entryID = short4LadderFilled ? str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(shortEntryContractCounts,ladderArrayPosition))
color = short4LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Short Ladder 5
if currentlyInShortPosition and ladderInSteps >= 5
int ladderArrayPosition = 4
string entryID = short5LadderFilled ? str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(shortEntryContractCounts,ladderArrayPosition))
color = short5LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Short Ladder 6
if currentlyInShortPosition and ladderInSteps >= 6
int ladderArrayPosition = 5
string entryID = short6LadderFilled ? str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition)) + checkMark : str.tostring(array.get(shortEntryOrderNames,ladderArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortEntryPrices,ladderArrayPosition))
string quantity = str.format("{0,number,#.#####}", array.get(shortEntryContractCounts,ladderArrayPosition))
color = short6LadderFilled ? green : black
table.cell(panel, 0, rowCount, text="β" + entryID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
quantityOfAllFilledOrders += array.get(longEntryContractCounts,ladderArrayPosition)
rowCount += 1
// Average Entry Price
if currentlyInAPosition
table.cell(panel, 0, rowCount, text="β" + "", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=size.tiny)
table.cell(panel, 1, rowCount, text="", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=size.tiny)
table.cell(panel, 2, rowCount, text="β", text_color=black, text_halign=text.align_right, bgcolor=cellBgColor, text_size=size.tiny)
rowCount += 1
string avgPriceString = str.format("{0,number,currency}", strategy.position_avg_price)
table.cell(panel, 0, rowCount, text="β" + "Avg Price", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text="", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=avgPriceString + "β", text_color=black, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Total Contracts
// if currentlyInAPosition
// string totalContracts = str.format("{0,number,#.#####}", quantityOfAllFilledOrders)
// table.cell(panel, 0, rowCount, text="β" + "Total Contracts", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
// table.cell(panel, 1, rowCount, text="", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
// table.cell(panel, 2, rowCount, text=strategy.open + "β", text_color=black, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
// rowCount += 1
if currentlyInAPosition
table.cell(panel, 0, rowCount, text="β" + "", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=size.tiny)
table.cell(panel, 1, rowCount, text="", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=size.tiny)
table.cell(panel, 2, rowCount, text="β", text_color=black, text_halign=text.align_right, bgcolor=cellBgColor, text_size=size.tiny)
rowCount += 1
table.cell(panel, 0, rowCount, text="β" + "Ladder Out", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text="Price", text_color=black, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text="% of Order" + "β", text_color=black, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Long Ladder Out 1
if currentlyInLongPosition and ladderOutSteps >= 1
int ladderOutArrayPosition = 0
string exitID = str.tostring(array.get(longExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(longExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(longExitQuantities,ladderOutArrayPosition)/100)
color = longTP1Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP1Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Long Ladder Out 2
if currentlyInLongPosition and ladderOutSteps >= 2
int ladderOutArrayPosition = 1
string exitID = str.tostring(array.get(longExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(longExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(longExitQuantities,ladderOutArrayPosition)/100)
color = longTP2Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP2Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Long Ladder Out 3
if currentlyInLongPosition and ladderOutSteps >= 3
int ladderOutArrayPosition = 2
string exitID = str.tostring(array.get(longExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(longExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(longExitQuantities,ladderOutArrayPosition)/100)
color = longTP3Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP3Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Long Ladder Out 4
if currentlyInLongPosition and ladderOutSteps >= 4
int ladderOutArrayPosition = 3
string exitID = str.tostring(array.get(longExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(longExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(longExitQuantities,ladderOutArrayPosition)/100)
color = longTP4Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP4Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Long Ladder Out 5
if currentlyInLongPosition and ladderOutSteps >= 5
int ladderOutArrayPosition = 4
string exitID = str.tostring(array.get(longExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(longExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(longExitQuantities,ladderOutArrayPosition)/100)
color = longTP5Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP5Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Long Ladder Out 6
if currentlyInLongPosition and ladderOutSteps >= 6
int ladderOutArrayPosition = 5
string exitID = str.tostring(array.get(longExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(longExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(longExitQuantities,ladderOutArrayPosition)/100)
color = longTP6Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP6Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Short Ladder Out 1
if currentlyInShortPosition and ladderOutSteps >= 1
int ladderOutArrayPosition = 0
string exitID = str.tostring(array.get(shortExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(shortExitQuantities,ladderOutArrayPosition)/100)
color = shortTP1Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP1Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Short Ladder Out 2
if currentlyInShortPosition and ladderOutSteps >= 2
int ladderOutArrayPosition = 1
string exitID = str.tostring(array.get(shortExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(shortExitQuantities,ladderOutArrayPosition)/100)
color = shortTP2Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP2Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Short Ladder Out 3
if currentlyInShortPosition and ladderOutSteps >= 3
int ladderOutArrayPosition = 2
string exitID = str.tostring(array.get(shortExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(shortExitQuantities,ladderOutArrayPosition)/100)
color = shortTP3Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP3Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Short Ladder Out 4
if currentlyInShortPosition and ladderOutSteps >= 4
int ladderOutArrayPosition = 3
string exitID = str.tostring(array.get(shortExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(shortExitQuantities,ladderOutArrayPosition)/100)
color = shortTP4Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP4Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Short Ladder Out 5
if currentlyInShortPosition and ladderOutSteps >= 5
int ladderOutArrayPosition = 4
string exitID = str.tostring(array.get(shortExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(shortExitQuantities,ladderOutArrayPosition)/100)
color = shortTP5Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP5Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
// Short Ladder Out 6
if currentlyInShortPosition and ladderOutSteps >= 6
int ladderOutArrayPosition = 5
string exitID = str.tostring(array.get(shortExitOrderNames,ladderOutArrayPosition))
string price = str.format("{0,number,currency}", array.get(shortExitPrices,ladderOutArrayPosition))
string quantity = str.format("{0,number,percent}", array.get(shortExitQuantities,ladderOutArrayPosition)/100)
color = shortTP6Hit ? green : black
table.cell(panel, 0, rowCount, text=longTP6Hit ? "β" + exitID + checkMark : "β" + exitID, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 1, rowCount, text=price, text_color=color, text_halign=text.align_left, bgcolor=cellBgColor, text_size=fontSize)
table.cell(panel, 2, rowCount, text=quantity + "β", text_color=color, text_halign=text.align_right, bgcolor=cellBgColor, text_size=fontSize)
rowCount += 1
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Subsets and Splits