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Trenbolone Strategy | https://www.tradingview.com/script/YfOfZWrz/ | LeSif | https://www.tradingview.com/u/LeSif/ | 75 | 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/
// © KivancOzbilgic
//@version=4
strategy("Trenbolone Strategy", overlay = true)
Periods = input(title="ATR Period", type=input.integer, defval=10)
src = input(hl2, title="Source")
Multiplier = input(title="ATR Multiplier", type=input.float, step=0.1, defval=3.0)
changeATR= input(title="Change ATR Calculation Method ?", type=input.bool, defval=true)
showsignals = input(title="Show Buy/Sell Signals ?", type=input.bool, defval=false)
highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true)
barcoloring = input(title="Bar Coloring On/Off ?", type=input.bool, defval=true)
atr2 = sma(tr, Periods)
atr= changeATR ? atr(Periods) : atr2
up=src-(Multiplier*atr)
up1 = nz(up[1],up)
up := close[1] > up1 ? max(up,up1) : up
dn=src+(Multiplier*atr)
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend
upPlot = plot(trend == 1 ? up : na, title="Up Trend", style=plot.style_linebr, linewidth=2, color=color.green)
buySignal = trend == 1 and trend[1] == -1
plotshape(buySignal ? up : na, title="UpTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.green, transp=0)
plotshape(buySignal and showsignals ? up : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
dnPlot = plot(trend == 1 ? na : dn, title="Down Trend", style=plot.style_linebr, linewidth=2, color=color.red)
sellSignal = trend == -1 and trend[1] == 1
plotshape(sellSignal ? dn : na, title="DownTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.red, transp=0)
plotshape(sellSignal and showsignals ? dn : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
mPlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0)
longFillColor = highlighting ? (trend == 1 ? color.green : color.white) : color.white
shortFillColor = highlighting ? (trend == -1 ? color.red : color.white) : color.white
fill(mPlot, upPlot, title="UpTrend Highligter", color=longFillColor)
fill(mPlot, dnPlot, title="DownTrend Highligter", color=shortFillColor)
FromMonth = input(defval = 9, title = "From Month", minval = 1, maxval = 12)
FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromYear = input(defval = 2018, title = "From Year", minval = 999)
ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToYear = input(defval = 9999, title = "To Year", minval = 999)
start = timestamp(FromYear, FromMonth, FromDay, 00, 00)
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)
window() => time >= start and time <= finish ? true : false
longCondition = buySignal
if (longCondition)
strategy.entry("BUY", strategy.long, when = window())
shortCondition = sellSignal
if (shortCondition)
strategy.entry("SELL", strategy.short, when = window())
buy1 = barssince(buySignal)
sell1 = barssince(sellSignal)
color1 = buy1[1] < sell1[1] ? color.green : buy1[1] > sell1[1] ? color.red : na
barcolor(barcoloring ? color1 : na) |
Strategy: Combo Z Score | https://www.tradingview.com/script/FdB306iT-Strategy-Combo-Z-Score/ | jroche1973 | https://www.tradingview.com/u/jroche1973/ | 122 | 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/
// © jroche1973
//@version=4
strategy("Strategy: Combo Z Score", precision=6, overlay=false, pyramiding=100, calc_on_order_fills=true)
Length = input(266) //252
v_StdDevs = input(defval = 2.0, title="VIX Z Std Dev")
m_StdDevs = input(defval = 2.0, title="MOVE Z Std Dev")
show_m = input(type=input.bool, title="Show MOVE", defval=true)
show_v = input(type=input.bool, title="Show VIX", defval=true)
show_o = input(type=input.bool, title="Show Oil/Oil Vol", defval=true)
show_ema = input(type=input.bool, title="Apply EMA", defval=true)
l_ema = input( title="EMA Length", defval=100)
//strat_all = input(type=input.bool, title="Start both M and V", defval=true)
//strat_v = input(type=input.bool, title="Start both Vix only", defval=false)
//strat_m = input(type=input.bool, title="Start both Move only", defval=false)
_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)
VVIX = security("VVIX", timeframe.period, close)
OILVIX = security("CBOE:OVX", timeframe.period, close)
USO = security("TVC:USOIL", timeframe.period, close)
//USO = security("WTI", timeframe.period, close)
startDateTime = input(type=input.time, defval=timestamp("1 Jan 2007 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)
//Proxy of M of Move ie alt VVIX
iVIX = 1/VIX
//MOVE calcs
divM = MOVE/iVIX
m_basis = sma(divM, Length)
m_zscore = (divM - m_basis) / stdev(divM, Length)
iOILVIX = 1/OILVIX
divO = USO/iOILVIX
o_basis = sma(divO, Length)
o_zscore = (divO - o_basis) / stdev(divO, Length)
plot(show_m? m_zscore: na, color=color.new(#55FF55, 0))
plot(show_o? o_zscore: na, color=color.new(#ebbd14, 0))
//plot( _bb_percent , color = color.new(color.yellow,0))
hline(m_StdDevs, color=color.white, linestyle=hline.style_dotted)
hline(-1 * m_StdDevs, color=color.white, linestyle=hline.style_dotted)
color o_color = o_zscore < 0 ? color.new(color.white, 70): color.new(color.yellow, 70) //we want white if not active
color ob_color = o_zscore < 0 and _bb_percent > 0.5 ? color.new(color.white, 70): color.new(color.yellow, 70) //we want white if not active
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_o and use_b ? color.new(o_color,70) : color.new(color.white, 70)) // we want whatever color our status stipulates if 'on' or white if 'off'
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'
//VIX Calcs
divV = VIX/VVIX
v_basis = sma(divV, Length)
v_zscore = (divV - v_basis) / stdev(divV, Length)
plot(show_v? v_zscore: na, color=color.new(#7d070c, 0))
hline(v_StdDevs, color=color.white, linestyle=hline.style_dotted)
hline(-1 * v_StdDevs, color=color.white, linestyle=hline.style_dotted)
color v_color = v_zscore < 0 ? color.new(color.white, 70): color.new(color.red, 70) //we want white if not active
bgcolor(show_v and use_b? color.new(v_color,70) : color.new(color.white, 70)) // we want whatever color our status stipulates if 'on' or white if 'off'
//Strategy Testing
long_all = m_zscore < 0 and v_zscore < 0 and o_zscore < 0 and _bb_percent > 0.5 ? true : false
long_vix = v_zscore < 0 and _bb_percent > 0.5
long_move = m_zscore < 0 and _bb_percent > 0.5
long_oil = o_zscore < 0 and _bb_percent > 0.5
short_all = m_zscore > 0 and v_zscore > 0 and o_zscore > 0 and _bb_percent < 0.5 ? true : false
short_vix = v_zscore > 0 and _bb_percent < 0.5
short_move = m_zscore > 0 and _bb_percent < 0.5
short_oil = o_zscore > 0 and _bb_percent < 0.5
if show_ema
if time >= startDateTime and time <= timenow
//if m_zscore and v_zscore > 0 and %b <.05 then enter short
if show_v and show_m and show_o
if m_zscore > 0 and v_zscore > 0 and o_zscore > 0 and _bb_percent < 0.5 and close < s_ema //short
strategy.entry("sell", strategy.short, 100, when=strategy.position_size > 0) //open short position
strategy.close("close long", when=long_all) //close all long positions
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0) //open long position
strategy.close("close short", when=short_all) //close all short positions
else if show_m and show_v == false and show_o == false
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 //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_move)
else if show_v and show_m == false and show_o == false
if v_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_vix)
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_vix)
else if show_o and show_v == false and show_m == false
if o_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 //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_move)
else if show_v and show_m and show_o == false
if v_zscore > 0 and 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_vix)
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_vix)
else if show_v and show_o and show_m == false
if v_zscore > 0 and o_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_vix)
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_vix)
else if show_o and show_m and show_v == false
if o_zscore > 0 and 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_vix)
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_vix)
else
if time >= startDateTime and time <= timenow
//if m_zscore and v_zscore > 0 and %b <.05 then enter short
if show_v and show_m and show_o
if m_zscore > 0 and v_zscore > 0 and o_zscore > 0 and _bb_percent < 0.5 //short
strategy.entry("sell", strategy.short, 100, when=strategy.position_size > 0) //open short position
strategy.close("close long", when=long_all) //close all long positions
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0) //open long position
strategy.close("close short", when=short_all) //close all short positions
else if show_m and show_v == false and show_o == false
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 //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_move)
else if show_v and show_m == false and show_o == false
if v_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_vix)
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_vix)
else if show_o and show_v == false and show_m == false
if o_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 //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_move)
else if show_v and show_m and show_o == false
if v_zscore > 0 and 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_vix)
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_vix)
else if show_v and show_o and show_m == false
if v_zscore > 0 and o_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_vix)
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_vix)
else if show_o and show_m and show_v == false
if o_zscore > 0 and 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_vix)
else //long
strategy.entry("buy", strategy.long, 100, when=strategy.position_size <= 0)
strategy.close("close short", when=short_vix)
|
Crypto High Potential Strategy | https://www.tradingview.com/script/GR95wVXg/ | maxencetajet | https://www.tradingview.com/u/maxencetajet/ | 175 | 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/
// © maxencetajet
//@version=5
strategy("HA_RSI", overlay=true, initial_capital=1000, default_qty_type=strategy.fixed, default_qty_value=0.5, slippage=25)
closeHA = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close)
risk = input.float(2, title="Risk per Trade %", group="Money Management")
_x = input.bool(false, title="do not take too small positions", group="Money Management", tooltip="This parameter is used to avoid positions that have a stoploss that is too short and that the spreads of the broker take all the gains")
security = input.float(50, title='min of pips (00001.00) for each position', group="Money Management")
riskt = risk / 100 + 1
useDateFilter = input.bool(true, title="Filter Date Range of Backtest",
group="Backtest Time Period")
backtestStartDate = input.time(timestamp("1 June 2022"),
title="Start Date", group="Backtest Time Period",
tooltip="This start date is in the time zone of the exchange " +
"where the chart's instrument trades. It doesn't use the time " +
"zone of the chart or of your computer.")
backtestEndDate = input.time(timestamp("1 July 2022"),
title="End Date", group="Backtest Time Period",
tooltip="This end date is in the time zone of the exchange " +
"where the chart's instrument trades. It doesn't use the time " +
"zone of the chart or of your computer.")
inTradeWindow = not useDateFilter or (time >= backtestStartDate and
time < backtestEndDate)
swingHighV = input.int(10, title="Swing High", group="Stop Loss", tooltip="Number of candles in which the parameter targets the highest")
swingLowV = input.int(10, title="Swing Low", group="Stop Loss", tooltip="Number of candles in which the parameter targets the lowest point")
emaV = input.int(200, title="Ema Period", group="EMA")
rsiV = input.int(14, title="RSI Period", group="RSI")
start = input(0.02, group="Parabolic SAR")
increment = input(0.02, group="Parabolic SAR")
maximum = input(0.2, "Max Value", group="Parabolic SAR")
ema = ta.ema(closeHA, emaV)
rsi = ta.rsi(closeHA, rsiV)
SAR = ta.sar(start, increment, maximum)
myColor = SAR < low?color.green:color.red
longcondition = closeHA > ema and rsi > 50 and closeHA[1] > SAR and closeHA[1] < SAR[1]
shortcondition = closeHA < ema and rsi < 50 and closeHA[1] < SAR and closeHA[1] > SAR[1]
float risk_long = na
float risk_short = na
float stopLoss = na
float entry_price = na
float takeProfit = na
risk_long := risk_long[1]
risk_short := risk_short[1]
swingHigh = ta.highest(closeHA, swingHighV)
swingLow = ta.lowest(closeHA, swingLowV)
lotB = (strategy.equity*riskt-strategy.equity)/(closeHA - swingLow)
lotS = (strategy.equity*riskt-strategy.equity)/(swingHigh - closeHA)
if strategy.position_size == 0 and longcondition and inTradeWindow
risk_long := (close - swingLow) / close
minp = close - swingLow
if _x
if minp > security
strategy.entry("long", strategy.long, qty=lotB, comment="Buy " + str.tostring(close) + "")
else
strategy.entry("long", strategy.long, qty=lotB, comment="Buy " + str.tostring(close) + "")
if strategy.position_size == 0 and shortcondition and inTradeWindow
risk_short := (swingHigh - close) / close
minp = swingHigh - close
if _x
if minp > security
strategy.entry("short", strategy.short, qty=lotS, comment="Sell " + str.tostring(close) + "")
else
strategy.entry("short", strategy.short, qty=lotS, comment="Sell " + str.tostring(close) + "")
if strategy.position_size > 0
stopLoss := strategy.position_avg_price * (1 - risk_long)
entry_price := strategy.position_avg_price
strategy.exit("long exit", "long", stop = stopLoss)
if strategy.position_size < 0
stopLoss := strategy.position_avg_price * (1 + risk_short)
entry_price := strategy.position_avg_price
strategy.exit("short exit", "short", stop = stopLoss)
if closeHA[1] < SAR and close > strategy.position_avg_price
strategy.close("long", comment="Exit Long")
if closeHA[1] > SAR and close < strategy.position_avg_price
strategy.close("short", comment="Exit Short")
p_ep = plot(entry_price, color=color.new(color.white, 0), linewidth=2, style=plot.style_linebr, title='entry price')
p_sl = plot(stopLoss, color=color.new(color.red, 0), linewidth=2, style=plot.style_linebr, title='stopLoss')
fill(p_sl, p_ep, color.new(color.red, transp=85))
plot(SAR, "ParabolicSAR", style=plot.style_circles, color=myColor, linewidth=1)
plot(ema, color=color.white, linewidth=2, title="EMA")
colorresult = strategy.netprofit > 0 ? color.green : color.red
profitprc = strategy.netprofit / strategy.initial_capital * 100
periodzone = (backtestEndDate - backtestStartDate) / 3600 / 24 / 1000
var tbl = table.new(position.top_right, 4, 2, border_width=3)
table.cell(tbl, 0, 0, "Symbole", bgcolor = #9B9B9B, width = 6, height = 6)
table.cell(tbl, 1, 0, "Net Profit", bgcolor = #9B9B9B, width = 6, height = 6)
table.cell(tbl, 2, 0, "Trades", bgcolor = #9B9B9B, width = 6, height = 6)
table.cell(tbl, 3, 0, "Period", bgcolor = #9B9B9B, width = 6, height = 6)
table.cell(tbl, 0, 1, str.tostring(syminfo.ticker), bgcolor = #E8E8E8, width = 6, height = 6)
table.cell(tbl, 1, 1, str.tostring(profitprc, format.mintick) + " %", bgcolor = colorresult, width = 6, height = 6)
table.cell(tbl, 2, 1, str.tostring(strategy.closedtrades), bgcolor = colorresult, width = 6, height = 6)
table.cell(tbl, 3, 1, str.tostring(periodzone) + " day", bgcolor = colorresult, width = 6, height = 6) |
Swing Trading SPX Correlation | https://www.tradingview.com/script/RnxKPE7s-Swing-Trading-SPX-Correlation/ | exlux99 | https://www.tradingview.com/u/exlux99/ | 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/
// © exlux99
//@version=5
strategy("Swing Trading SPX Correlation")
S4 = 'INDEX:S5TH'//input.symbol(title='ABOVE 200', defval='INDEX:S5TH')
P4 = request.security(S4, 'D', close)
lengthMA = input.int(100, minval=1)
reaction = input.int(2, minval=1, maxval=5)
MA4 = ta.vwma(P4, lengthMA)
direction4 = 0
direction4 := ta.rising(MA4, reaction) ? 1 : ta.falling(MA4, reaction) ? -1 : nz(direction4[1])
//change_direction= change(direction2,1)
pcol4 = direction4 > 0 ? color.lime : direction4 < 0 ? color.red : na
pula_long = direction4 > direction4[1] and direction4 > 0
pula_short= direction4 < direction4[1] and direction4 < 0
plot(MA4, linewidth=4, color=pcol4)
long = direction4 > 0 and direction4[1] < 0
short = direction4 < 0 and direction4[1] > 0
strategy.entry("long",strategy.long,when=long)
strategy.close("long",when=short)
//strategy.entry('short',strategy.short,when=short)
|
Linear Regression MA - Strategy | https://www.tradingview.com/script/jBgKMbWU-Linear-Regression-MA-Strategy/ | lazy_capitalist | https://www.tradingview.com/u/lazy_capitalist/ | 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/
// © lazy_capitalist
//@version=5
strategy('Linear Regression MA', overlay=true, initial_capital=10000)
datesGroup = "Date Info"
startMonth = input.int(defval = 1, title = "Start Month", minval = 1, maxval = 12, group=datesGroup)
startDay = input.int(defval = 1, title = "Start Day", minval = 1, maxval = 31, group=datesGroup)
startYear = input.int(defval = 2022, title = "Start Year", minval = 1970, group=datesGroup)
averagesGroup = "Averages"
lrLineInput = input.int(title="Linear Regression Line", defval=55, minval = 1, group=averagesGroup)
lrMAInput = input.int(title="Linear Regression MA", defval=55, minval = 1, group=averagesGroup)
emaInput = input.int(title="EMA Length", defval=55, minval = 1, group=averagesGroup)
tradesGroup = "Execute Trades"
executeLongInput = input.bool(title="Execute Long Trades", defval=true)
executeShortInput = input.bool(title="Execute Short Trades", defval=true)
executeStopLoss = input.bool(title="Execute Stop Loss", defval=true)
fourHrSMAExpr = ta.sma(close, 200)
fourHrMA = request.security(symbol=syminfo.tickerid, timeframe="240", expression=fourHrSMAExpr)
bullish = close > fourHrMA ? true : false
maxProfitInput = input.float( title="Max Profit (%)", defval=10.0, minval=0.0) * 0.01
stopLossPercentageInput = input.float( title="Stop Loss (%)", defval=1.75, minval=0.0) * 0.01
start = timestamp(startYear, startMonth, startDay, 00, 00) // backtest start window
window() => time >= start ? true : false // create function "within window of time"
showDate = input(defval = true, title = "Show Date Range")
lrLine = ta.linreg(close, lrLineInput, 0)
lrMA = ta.sma(lrLine, lrMAInput)
ema = ta.ema(close, emaInput)
longEntry = ema < lrMA
longExit = lrMA < ema
shortEntry = lrMA < ema
shortExit = ema < lrMA
maxProfitLong = strategy.opentrades.entry_price(0) * (1 + maxProfitInput)
maxProfitShort = strategy.opentrades.entry_price(0) * (1 - maxProfitInput)
stopLossPriceShort = strategy.position_avg_price * (1 + stopLossPercentageInput)
stopLossPriceLong = strategy.position_avg_price * (1 - stopLossPercentageInput)
if(executeLongInput and bullish)
strategy.entry( id="long_entry", direction=strategy.long, when=longEntry and window(), qty=10, comment="long_entry")
strategy.close( id="long_entry", when=longExit, comment="long_exit")
// strategy.close( id="long_entry", when=maxProfitLong <= close, comment="long_exit_mp")
if(executeShortInput and not bullish)
strategy.entry( id="short_entry", direction=strategy.short, when=shortEntry and window(), qty=10, comment="short_entry")
strategy.close( id="short_entry", when=shortExit, comment="short_exit")
// strategy.close( id="short_entry", when=maxProfitShort <= close, comment="short_exit_mp")
if(strategy.position_size > 0 and executeStopLoss)
strategy.exit( id="long_entry", stop=stopLossPriceLong, comment="exit_long_SL")
strategy.exit( id="short_entry", stop=stopLossPriceShort, comment="exit_short_SL")
// plot(series=lrLine, color=color.green)
plot(series=lrMA, color=color.red)
plot(series=ema, color=color.blue)
|
EMA SCALPEUR SHORT | https://www.tradingview.com/script/co9okhUj/ | ElPonzito | https://www.tradingview.com/u/ElPonzito/ | 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/
// © YukalMoon
//@version=5
strategy(title="EMA SCALPEUR", overlay=true, initial_capital = 1000)
//// input controls
EMA_L = input.int (title = "EMA_L", defval = 9, minval = 1, maxval = 100, step =1)
EMA_L2 = input.int (title = "EMA_L2", defval = 26, minval = 1, maxval = 100, step =1)
EMA_S = input.int (title = "EMA_S", defval = 100, minval = 1, maxval = 100, step =1)
EMA_S2 = input.int (title = "EMA_S2", defval = 55, minval = 1, maxval = 100, step =1)
/// mise en place de ema
shortest = ta.ema(close, 9)
short = ta.ema(close, 26)
longer = ta.ema(close, 100)
longest = ta.ema(close, 55)
plot(shortest, color = color.red)
plot(short, color = color.orange)
plot(longer, color = color.aqua)
plot(longest, color = color.yellow)
plot(close)
//// trading indicators
EMA1 = ta.ema (close,EMA_L)
EMA2 = ta.ema (close,EMA_L2)
EMA3 = ta.ema (close, EMA_S)
EMA4 = ta.ema (close, EMA_S2)
buy = ta.crossover(EMA1, EMA2)
//sell = ta.crossunder(EMA1, EMA2)
buyexit = ta.crossunder(EMA3, EMA4)
//sellexit = ta.crossover(EMA3, EMA4)
/////strategy
strategy.entry ("long", strategy.short, when = buy, comment = "ENTER-SHORT")
//strategy.entry ("short", strategy.short, when = sell, comment = "ENTER-SHORT")
///// market exit
strategy.close ("long", when = buyexit, comment = "EXIT-SHORT")
//strategy.close ("short", when = sellexit, comment = "EXIT-SHORT")
|
ComiCo - Joel on Crypto - MACD Scalping | https://www.tradingview.com/script/qFUfwnfb-ComiCo-Joel-on-Crypto-MACD-Scalping/ | bkomoroczy | https://www.tradingview.com/u/bkomoroczy/ | 105 | 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/
//@version=5
strategy(title="ComiCo - Joel on Crypto - MACD Scalping", shorttitle="ComiCo - Joel on Crypto - MACD Scalping", overlay=false, default_qty_type = strategy.percent_of_equity, default_qty_value=100, margin_long=1./50*100, margin_short=1./50*100, pyramiding = 14)
//Get High impact USD related economic news from MyFxBook converted to Pinescript's matching formats
var EventNameTypes = array.from("ISM Manufacturing PMI", "ADP Employment Change", "Markit Services/Composite PMI", "Markit Manufacturing PMI", "Balance of Trade", "Jobless Claims", "ISM Non-Manufacturing PMI", "Non Farm Payrolls", "CPI", "Inflation Rate", "Fed Chair", "Retail Sales", "Michigan Consumer Sentiment", "Treasury Secretary", "Existing Home Sales", "Durable Goods Orders", "Fed Interest Rate Decision", "GDP", "Goods Trade Balance", "New Home Sales", "Personal Income/Spending", "FOMC Minutes", "Fed Press Conference", "FakeTypeForTesting")
var EventTypeAvoidance = array.new_bool(array.size(EventNameTypes), false)
var EventTimestamps = array.from(timestamp(2021, 01, 04, 12, 45, 00), timestamp(2021, 01, 05, 13, 00, 00), timestamp(2021, 01, 06, 11, 15, 00), timestamp(2021, 01, 06, 12, 45, 00), timestamp(2021, 01, 07, 11, 30, 00), timestamp(2021, 01, 07, 11, 30, 00), timestamp(2021, 01, 07, 13, 00, 00), timestamp(2021, 01, 08, 11, 30, 00), timestamp(2021, 01, 13, 11, 30, 00), timestamp(2021, 01, 14, 11, 30, 00), timestamp(2021, 01, 14, 15, 30, 00), timestamp(2021, 01, 15, 11, 30, 00), timestamp(2021, 01, 15, 13, 00, 00), timestamp(2021, 01, 19, 13, 00, 00), timestamp(2021, 01, 21, 11, 30, 00), timestamp(2021, 01, 22, 12, 45, 00), timestamp(2021, 01, 22, 12, 45, 00), timestamp(2021, 01, 22, 13, 00, 00), timestamp(2021, 01, 27, 11, 30, 00), timestamp(2021, 01, 27, 17, 00, 00), timestamp(2021, 01, 27, 17, 30, 00), timestamp(2021, 01, 28, 11, 30, 00), timestamp(2021, 01, 28, 11, 30, 00), timestamp(2021, 01, 28, 11, 30, 00), timestamp(2021, 01, 28, 13, 00, 00), timestamp(2021, 01, 29, 11, 30, 00), timestamp(2021, 01, 29, 13, 00, 00), timestamp(2021, 02, 01, 12, 45, 00), timestamp(2021, 02, 01, 13, 00, 00), timestamp(2021, 02, 03, 11, 15, 00), timestamp(2021, 02, 03, 12, 45, 00), timestamp(2021, 02, 03, 13, 00, 00), timestamp(2021, 02, 04, 11, 30, 00), timestamp(2021, 02, 05, 11, 30, 00), timestamp(2021, 02, 05, 11, 30, 00), timestamp(2021, 02, 10, 11, 30, 00), timestamp(2021, 02, 10, 17, 00, 00), timestamp(2021, 02, 11, 11, 30, 00), timestamp(2021, 02, 12, 13, 00, 00), timestamp(2021, 02, 17, 11, 30, 00), timestamp(2021, 02, 17, 17, 00, 00), timestamp(2021, 02, 18, 11, 30, 00), timestamp(2021, 02, 19, 12, 45, 00), timestamp(2021, 02, 19, 12, 45, 00), timestamp(2021, 02, 19, 13, 00, 00), timestamp(2021, 02, 23, 13, 00, 00), timestamp(2021, 02, 24, 13, 00, 00), timestamp(2021, 02, 24, 13, 00, 00), timestamp(2021, 02, 25, 11, 30, 00), timestamp(2021, 02, 25, 11, 30, 00), timestamp(2021, 02, 26, 11, 30, 00), timestamp(2021, 02, 26, 11, 30, 00), timestamp(2021, 02, 26, 13, 00, 00), timestamp(2021, 03, 01, 12, 45, 00), timestamp(2021, 03, 01, 13, 00, 00), timestamp(2021, 03, 03, 11, 15, 00), timestamp(2021, 03, 03, 12, 45, 00), timestamp(2021, 03, 03, 13, 00, 00), timestamp(2021, 03, 04, 11, 30, 00), timestamp(2021, 03, 04, 15, 05, 00), timestamp(2021, 03, 05, 11, 30, 00), timestamp(2021, 03, 05, 11, 30, 00), timestamp(2021, 03, 10, 11, 30, 00), timestamp(2021, 03, 11, 11, 30, 00), timestamp(2021, 03, 12, 13, 00, 00), timestamp(2021, 03, 16, 10, 30, 00), timestamp(2021, 03, 17, 16, 00, 00), timestamp(2021, 03, 17, 16, 30, 00), timestamp(2021, 03, 18, 10, 30, 00), timestamp(2021, 03, 22, 11, 00, 00), timestamp(2021, 03, 22, 12, 00, 00), timestamp(2021, 03, 23, 12, 00, 00), timestamp(2021, 03, 23, 14, 00, 00), timestamp(2021, 03, 24, 10, 30, 00), timestamp(2021, 03, 24, 11, 45, 00), timestamp(2021, 03, 24, 11, 45, 00), timestamp(2021, 03, 24, 12, 00, 00), timestamp(2021, 03, 25, 10, 30, 00), timestamp(2021, 03, 26, 09, 30, 00), timestamp(2021, 03, 26, 09, 30, 00), timestamp(2021, 03, 26, 11, 00, 00), timestamp(2021, 03, 31, 09, 15, 00), timestamp(2021, 04, 01, 09, 30, 00), timestamp(2021, 04, 01, 10, 45, 00), timestamp(2021, 04, 01, 11, 00, 00), timestamp(2021, 04, 02, 09, 30, 00), timestamp(2021, 04, 05, 10, 45, 00), timestamp(2021, 04, 05, 11, 00, 00), timestamp(2021, 04, 07, 09, 30, 00), timestamp(2021, 04, 07, 15, 00, 00), timestamp(2021, 04, 08, 09, 30, 00), timestamp(2021, 04, 08, 13, 00, 00), timestamp(2021, 04, 13, 09, 30, 00), timestamp(2021, 04, 14, 13, 00, 00), timestamp(2021, 04, 15, 09, 30, 00), timestamp(2021, 04, 15, 09, 30, 00), timestamp(2021, 04, 16, 11, 00, 00), timestamp(2021, 04, 22, 09, 30, 00), timestamp(2021, 04, 22, 11, 00, 00), timestamp(2021, 04, 23, 10, 45, 00), timestamp(2021, 04, 23, 10, 45, 00), timestamp(2021, 04, 23, 11, 00, 00), timestamp(2021, 04, 26, 09, 30, 00), timestamp(2021, 04, 28, 09, 30, 00), timestamp(2021, 04, 28, 15, 00, 00), timestamp(2021, 04, 28, 15, 30, 00), timestamp(2021, 04, 29, 09, 30, 00), timestamp(2021, 04, 29, 09, 30, 00), timestamp(2021, 04, 30, 09, 30, 00), timestamp(2021, 04, 30, 11, 00, 00), timestamp(2021, 05, 03, 10, 45, 00), timestamp(2021, 05, 03, 11, 00, 00), timestamp(2021, 05, 03, 15, 20, 00), timestamp(2021, 05, 04, 09, 30, 00), timestamp(2021, 05, 05, 09, 15, 00), timestamp(2021, 05, 05, 10, 45, 00), timestamp(2021, 05, 05, 11, 00, 00), timestamp(2021, 05, 06, 09, 30, 00), timestamp(2021, 05, 07, 09, 30, 00), timestamp(2021, 05, 12, 09, 30, 00), timestamp(2021, 05, 13, 09, 30, 00), timestamp(2021, 05, 14, 09, 30, 00), timestamp(2021, 05, 14, 11, 00, 00), timestamp(2021, 05, 19, 15, 00, 00), timestamp(2021, 05, 20, 09, 30, 00), timestamp(2021, 05, 21, 10, 45, 00), timestamp(2021, 05, 21, 10, 45, 00), timestamp(2021, 05, 21, 11, 00, 00), timestamp(2021, 05, 25, 11, 00, 00), timestamp(2021, 05, 27, 09, 30, 00), timestamp(2021, 05, 27, 09, 30, 00), timestamp(2021, 05, 28, 09, 30, 00), timestamp(2021, 05, 28, 09, 30, 00), timestamp(2021, 05, 28, 11, 00, 00), timestamp(2021, 06, 01, 10, 45, 00), timestamp(2021, 06, 01, 11, 00, 00), timestamp(2021, 06, 03, 09, 15, 00), timestamp(2021, 06, 03, 09, 30, 00), timestamp(2021, 06, 03, 10, 45, 00), timestamp(2021, 06, 03, 11, 00, 00), timestamp(2021, 06, 04, 08, 00, 00), timestamp(2021, 06, 04, 09, 30, 00), timestamp(2021, 06, 08, 09, 30, 00), timestamp(2021, 06, 10, 09, 30, 00), timestamp(2021, 06, 10, 09, 30, 00), timestamp(2021, 06, 11, 11, 00, 00), timestamp(2021, 06, 15, 09, 30, 00), timestamp(2021, 06, 16, 15, 00, 00), timestamp(2021, 06, 16, 15, 30, 00), timestamp(2021, 06, 17, 09, 30, 00), timestamp(2021, 06, 22, 11, 00, 00), timestamp(2021, 06, 22, 15, 00, 00), timestamp(2021, 06, 23, 10, 45, 00), timestamp(2021, 06, 23, 10, 45, 00), timestamp(2021, 06, 23, 11, 00, 00), timestamp(2021, 06, 24, 09, 30, 00), timestamp(2021, 06, 24, 09, 30, 00), timestamp(2021, 06, 24, 09, 30, 00), timestamp(2021, 06, 25, 09, 30, 00), timestamp(2021, 06, 25, 11, 00, 00), timestamp(2021, 06, 30, 09, 15, 00), timestamp(2021, 07, 01, 09, 30, 00), timestamp(2021, 07, 01, 10, 45, 00), timestamp(2021, 07, 01, 11, 00, 00), timestamp(2021, 07, 02, 09, 30, 00), timestamp(2021, 07, 02, 09, 30, 00), timestamp(2021, 07, 06, 10, 45, 00), timestamp(2021, 07, 06, 11, 00, 00), timestamp(2021, 07, 07, 15, 00, 00), timestamp(2021, 07, 08, 09, 30, 00), timestamp(2021, 07, 13, 09, 30, 00), timestamp(2021, 07, 14, 13, 00, 00), timestamp(2021, 07, 15, 09, 30, 00), timestamp(2021, 07, 15, 10, 30, 00), timestamp(2021, 07, 16, 09, 30, 00), timestamp(2021, 07, 16, 11, 00, 00), timestamp(2021, 07, 22, 09, 30, 00), timestamp(2021, 07, 22, 11, 00, 00), timestamp(2021, 07, 23, 10, 45, 00), timestamp(2021, 07, 23, 10, 45, 00), timestamp(2021, 07, 26, 11, 00, 00), timestamp(2021, 07, 27, 09, 30, 00), timestamp(2021, 07, 28, 09, 30, 00), timestamp(2021, 07, 28, 15, 00, 00), timestamp(2021, 07, 28, 15, 30, 00), timestamp(2021, 07, 29, 09, 30, 00), timestamp(2021, 07, 29, 09, 30, 00), timestamp(2021, 07, 30, 09, 30, 00), timestamp(2021, 07, 30, 11, 00, 00), timestamp(2021, 08, 02, 10, 45, 00), timestamp(2021, 08, 02, 11, 00, 00), timestamp(2021, 08, 04, 09, 15, 00), timestamp(2021, 08, 04, 10, 45, 00), timestamp(2021, 08, 04, 11, 00, 00), timestamp(2021, 08, 05, 09, 30, 00), timestamp(2021, 08, 05, 09, 30, 00), timestamp(2021, 08, 06, 09, 30, 00), timestamp(2021, 08, 11, 09, 30, 00), timestamp(2021, 08, 12, 09, 30, 00), timestamp(2021, 08, 13, 11, 00, 00), timestamp(2021, 08, 17, 12, 30, 00), timestamp(2021, 08, 17, 17, 30, 00), timestamp(2021, 08, 18, 18, 00, 00), timestamp(2021, 08, 19, 12, 30, 00), timestamp(2021, 08, 23, 13, 45, 00), timestamp(2021, 08, 23, 13, 45, 00), timestamp(2021, 08, 23, 14, 00, 00), timestamp(2021, 08, 24, 14, 00, 00), timestamp(2021, 08, 25, 12, 30, 00), timestamp(2021, 08, 26, 12, 30, 00), timestamp(2021, 08, 27, 12, 30, 00), timestamp(2021, 08, 27, 12, 30, 00), timestamp(2021, 08, 27, 14, 00, 00), timestamp(2021, 08, 27, 14, 00, 00), timestamp(2021, 09, 01, 12, 15, 00), timestamp(2021, 09, 01, 13, 45, 00), timestamp(2021, 09, 01, 14, 00, 00), timestamp(2021, 09, 02, 12, 30, 00), timestamp(2021, 09, 02, 12, 30, 00), timestamp(2021, 09, 03, 12, 30, 00), timestamp(2021, 09, 03, 13, 45, 00), timestamp(2021, 09, 03, 14, 00, 00), timestamp(2021, 09, 09, 12, 30, 00), timestamp(2021, 09, 14, 12, 30, 00), timestamp(2021, 09, 16, 12, 30, 00), timestamp(2021, 09, 16, 12, 30, 00), timestamp(2021, 09, 17, 14, 00, 00), timestamp(2021, 09, 22, 14, 00, 00), timestamp(2021, 09, 22, 18, 00, 00), timestamp(2021, 09, 22, 18, 30, 00), timestamp(2021, 09, 23, 12, 30, 00), timestamp(2021, 09, 23, 13, 45, 00), timestamp(2021, 09, 23, 13, 45, 00), timestamp(2021, 09, 24, 14, 00, 00), timestamp(2021, 09, 27, 12, 30, 00), timestamp(2021, 09, 28, 12, 30, 00), timestamp(2021, 09, 28, 14, 00, 00), timestamp(2021, 09, 29, 14, 45, 00), timestamp(2021, 09, 30, 12, 30, 00), timestamp(2021, 10, 01, 12, 30, 00), timestamp(2021, 10, 01, 13, 45, 00), timestamp(2021, 10, 01, 14, 00, 00), timestamp(2021, 10, 01, 14, 00, 00), timestamp(2021, 10, 05, 12, 30, 00), timestamp(2021, 10, 05, 13, 45, 00), timestamp(2021, 10, 05, 14, 00, 00), timestamp(2021, 10, 06, 12, 15, 00), timestamp(2021, 10, 07, 12, 30, 00), timestamp(2021, 10, 08, 12, 30, 00), timestamp(2021, 10, 13, 12, 30, 00), timestamp(2021, 10, 13, 18, 00, 00), timestamp(2021, 10, 14, 12, 30, 00), timestamp(2021, 10, 15, 12, 30, 00), timestamp(2021, 10, 15, 14, 00, 00), timestamp(2021, 10, 21, 12, 30, 00), timestamp(2021, 10, 21, 14, 00, 00), timestamp(2021, 10, 22, 13, 45, 00), timestamp(2021, 10, 22, 13, 45, 00), timestamp(2021, 10, 22, 15, 00, 00), timestamp(2021, 10, 26, 14, 00, 00), timestamp(2021, 10, 27, 12, 30, 00), timestamp(2021, 10, 27, 12, 30, 00), timestamp(2021, 10, 28, 12, 30, 00), timestamp(2021, 10, 28, 12, 30, 00), timestamp(2021, 10, 29, 12, 30, 00), timestamp(2021, 10, 29, 14, 00, 00), timestamp(2021, 11, 01, 13, 45, 00), timestamp(2021, 11, 01, 14, 00, 00), timestamp(2021, 11, 03, 12, 15, 00), timestamp(2021, 11, 03, 13, 45, 00), timestamp(2021, 11, 03, 14, 00, 00), timestamp(2021, 11, 03, 18, 00, 00), timestamp(2021, 11, 03, 18, 30, 00), timestamp(2021, 11, 04, 12, 30, 00), timestamp(2021, 11, 04, 12, 30, 00), timestamp(2021, 11, 05, 12, 30, 00), timestamp(2021, 11, 08, 15, 30, 00), timestamp(2021, 11, 09, 14, 00, 00), timestamp(2021, 11, 10, 13, 30, 00), timestamp(2021, 11, 10, 13, 30, 00), timestamp(2021, 11, 12, 15, 00, 00), timestamp(2021, 11, 16, 13, 30, 00), timestamp(2021, 11, 18, 13, 30, 00), timestamp(2021, 11, 22, 15, 00, 00), timestamp(2021, 11, 23, 14, 45, 00), timestamp(2021, 11, 23, 14, 45, 00), timestamp(2021, 11, 24, 13, 30, 00), timestamp(2021, 11, 24, 13, 30, 00), timestamp(2021, 11, 24, 13, 30, 00), timestamp(2021, 11, 24, 15, 00, 00), timestamp(2021, 11, 24, 15, 00, 00), timestamp(2021, 11, 24, 15, 00, 00), timestamp(2021, 11, 24, 19, 00, 00), timestamp(2021, 11, 29, 20, 05, 00), timestamp(2021, 11, 30, 15, 00, 00), timestamp(2021, 12, 01, 13, 15, 00), timestamp(2021, 12, 01, 14, 45, 00), timestamp(2021, 12, 01, 15, 00, 00), timestamp(2021, 12, 01, 15, 00, 00), timestamp(2021, 12, 02, 13, 30, 00), timestamp(2021, 12, 03, 13, 30, 00), timestamp(2021, 12, 03, 14, 45, 00), timestamp(2021, 12, 03, 15, 00, 00), timestamp(2021, 12, 07, 13, 30, 00), timestamp(2021, 12, 09, 13, 30, 00), timestamp(2021, 12, 10, 13, 30, 00), timestamp(2021, 12, 10, 15, 00, 00), timestamp(2021, 12, 15, 13, 30, 00), timestamp(2021, 12, 15, 19, 00, 00), timestamp(2021, 12, 15, 19, 30, 00), timestamp(2021, 12, 16, 13, 30, 00), timestamp(2021, 12, 16, 14, 45, 00), timestamp(2021, 12, 16, 14, 45, 00), timestamp(2021, 12, 22, 15, 00, 00), timestamp(2021, 12, 23, 13, 30, 00), timestamp(2021, 12, 23, 13, 30, 00), timestamp(2021, 12, 23, 13, 30, 00), timestamp(2021, 12, 23, 15, 00, 00), timestamp(2021, 12, 23, 15, 00, 00), timestamp(2021, 12, 29, 13, 30, 00), timestamp(2021, 12, 30, 13, 30, 00), timestamp(2022, 01, 03, 14, 45, 00), timestamp(2022, 01, 04, 15, 00, 00), timestamp(2022, 01, 05, 13, 15, 00), timestamp(2022, 01, 05, 14, 45, 00), timestamp(2022, 01, 05, 19, 00, 00), timestamp(2022, 01, 06, 13, 30, 00), timestamp(2022, 01, 06, 13, 30, 00), timestamp(2022, 01, 06, 15, 00, 00), timestamp(2022, 01, 07, 13, 30, 00), timestamp(2022, 01, 11, 15, 00, 00), timestamp(2022, 01, 12, 13, 30, 00), timestamp(2022, 01, 13, 13, 30, 00), timestamp(2022, 01, 14, 13, 30, 00), timestamp(2022, 01, 14, 15, 00, 00), timestamp(2022, 01, 20, 13, 30, 00), timestamp(2022, 01, 20, 15, 00, 00), timestamp(2022, 01, 24, 14, 45, 00), timestamp(2022, 01, 24, 14, 45, 00), timestamp(2022, 01, 26, 13, 30, 00), timestamp(2022, 01, 26, 15, 00, 00), timestamp(2022, 01, 26, 19, 00, 00), timestamp(2022, 01, 26, 19, 30, 00), timestamp(2022, 01, 27, 13, 30, 00), timestamp(2022, 01, 27, 13, 30, 00), timestamp(2022, 01, 27, 13, 30, 00), timestamp(2022, 01, 28, 13, 30, 00), timestamp(2022, 01, 28, 15, 00, 00), timestamp(2022, 02, 01, 14, 45, 00), timestamp(2022, 02, 01, 15, 00, 00), timestamp(2022, 02, 02, 13, 15, 00), timestamp(2022, 02, 03, 13, 30, 00), timestamp(2022, 02, 03, 14, 45, 00), timestamp(2022, 02, 03, 15, 00, 00), timestamp(2022, 02, 04, 13, 30, 00), timestamp(2022, 02, 08, 13, 30, 00), timestamp(2022, 02, 10, 13, 30, 00), timestamp(2022, 02, 10, 13, 30, 00), timestamp(2022, 02, 11, 15, 00, 00), timestamp(2022, 02, 16, 13, 30, 00), timestamp(2022, 02, 16, 19, 00, 00), timestamp(2022, 02, 17, 13, 30, 00), timestamp(2022, 02, 18, 15, 00, 00), timestamp(2022, 02, 22, 14, 45, 00), timestamp(2022, 02, 22, 14, 45, 00), timestamp(2022, 02, 24, 13, 30, 00), timestamp(2022, 02, 24, 13, 30, 00), timestamp(2022, 02, 24, 15, 00, 00), timestamp(2022, 02, 25, 13, 30, 00), timestamp(2022, 02, 25, 13, 30, 00), timestamp(2022, 02, 25, 15, 00, 00), timestamp(2022, 02, 28, 13, 30, 00), timestamp(2022, 03, 01, 14, 45, 00), timestamp(2022, 03, 01, 15, 00, 00), timestamp(2022, 03, 02, 13, 15, 00), timestamp(2022, 03, 02, 15, 00, 00), timestamp(2022, 03, 03, 13, 30, 00), timestamp(2022, 03, 03, 14, 45, 00), timestamp(2022, 03, 03, 15, 00, 00), timestamp(2022, 03, 03, 15, 00, 00), timestamp(2022, 03, 04, 13, 30, 00), timestamp(2022, 03, 08, 13, 30, 00), timestamp(2022, 03, 10, 13, 30, 00), timestamp(2022, 03, 10, 13, 30, 00), timestamp(2022, 03, 11, 15, 00, 00), timestamp(2022, 03, 16, 12, 30, 00), timestamp(2022, 03, 16, 18, 00, 00), timestamp(2022, 03, 16, 18, 30, 00), timestamp(2022, 03, 17, 12, 30, 00), timestamp(2022, 03, 18, 14, 00, 00), timestamp(2022, 03, 21, 16, 00, 00), timestamp(2022, 03, 23, 12, 00, 00), timestamp(2022, 03, 23, 14, 00, 00), timestamp(2022, 03, 24, 12, 30, 00), timestamp(2022, 03, 24, 12, 30, 00), timestamp(2022, 03, 24, 13, 45, 00), timestamp(2022, 03, 24, 13, 45, 00), timestamp(2022, 03, 25, 14, 00, 00), timestamp(2022, 03, 28, 12, 30, 00), timestamp(2022, 03, 30, 12, 15, 00), timestamp(2022, 03, 31, 12, 30, 00), timestamp(2022, 03, 31, 12, 30, 00), timestamp(2022, 04, 01, 12, 30, 00), timestamp(2022, 04, 01, 13, 45, 00), 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var EventNames = array.from("Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Markit Services/Composite PMI", "Balance of Trade", "Jobless Claims", "ISM Non-Manufacturing PMI", "Non Farm Payrolls", "Inflation Rate", "Jobless Claims", "Fed Chair", "Retail Sales", "Michigan Consumer Sentiment", "Treasury Secretary", "Jobless Claims", "Markit Services/Composite PMI", "Markit Manufacturing PMI", "Existing Home Sales", "Durable Goods Orders", "Fed Interest Rate Decision", "Fed Press Conference", "GDP", "Goods Trade Balance", "Jobless Claims", "New Home Sales", "Personal Income/Spending", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Jobless Claims", "Non Farm Payrolls", "Balance of Trade", "Inflation Rate", "Fed Chair", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "FOMC Minutes", "Jobless Claims", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "Existing Home Sales", "Fed Chair", "New Home Sales", "Fed Chair", "Durable Goods Orders", "Jobless Claims", "Personal Income/Spending", "Goods Trade Balance", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Jobless Claims", "Fed Chair", "Non Farm Payrolls", "Balance of Trade", "Inflation Rate", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Fed Chair", "Existing Home Sales", "New Home Sales", "Fed Chair", "Durable Goods Orders", "Markit Services/Composite PMI", "Markit Manufacturing PMI", "Fed Chair", "Jobless Claims", "Personal Income/Spending", "Goods Trade Balance", "Michigan Consumer Sentiment", "ADP Employment Change", "Jobless Claims", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "Non Farm Payrolls", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Balance of Trade", "FOMC Minutes", "Jobless Claims", "Fed Chair", "Inflation Rate", "Fed Chair", "Jobless Claims", "Retail Sales", "Michigan Consumer Sentiment", "Jobless Claims", "Existing Home Sales", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "New Home Sales", "Durable Goods Orders", "Goods Trade Balance", "Fed Interest Rate Decision", "Fed Press Conference", "GDP", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "Fed Chair", "Balance of Trade", "ADP Employment Change", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Jobless Claims", "Non Farm Payrolls", "Inflation Rate", "Jobless Claims", "Retail Sales", "Michigan Consumer Sentiment", "FOMC Minutes", "Jobless Claims", "Markit Services/Composite PMI", "Markit Manufacturing PMI", "Existing Home Sales", "New Home Sales", "Durable Goods Orders", "Jobless Claims", "Goods Trade Balance", "Personal Income/Spending", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Jobless Claims", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Fed Chair", "Non Farm Payrolls", "Balance of Trade", "Inflation Rate", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Existing Home Sales", "Fed Chair", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "New Home Sales", "Jobless Claims", "Durable Goods Orders", "Goods Trade Balance", "Personal Income/Spending", "Michigan Consumer Sentiment", "ADP Employment Change", "Jobless Claims", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "Balance of Trade", "Non Farm Payrolls", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "FOMC Minutes", "Jobless Claims", "Inflation Rate", "Fed Chair", "Jobless Claims", "Fed Chair", "Retail Sales", "Michigan Consumer Sentiment", "Jobless Claims", "Existing Home Sales", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "New Home Sales", "Durable Goods Orders", "Goods Trade Balance", "Fed Interest Rate Decision", "Fed Press Conference", "GDP", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Jobless Claims", "Balance of Trade", "Non Farm Payrolls", "Inflation Rate", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "Fed Chair", "FOMC Minutes", "Jobless Claims", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "Existing Home Sales", "New Home Sales", "Durable Goods Orders", "Jobless Claims", "Personal Income/Spending", "Goods Trade Balance", "Michigan Consumer Sentiment", "Fed Chair", "ADP Employment Change", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "Balance of Trade", "Jobless Claims", "Non Farm Payrolls", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Jobless Claims", "Inflation Rate", "Retail Sales", "Jobless Claims", "Michigan Consumer Sentiment", "Existing Home Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "New Home Sales", "Durable Goods Orders", "Goods Trade Balance", "Fed Chair", "Fed Chair", "Jobless Claims", "Personal Income/Spending", "Markit Manufacturing PMI", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "Balance of Trade", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "ADP Employment Change", "Jobless Claims", "Non Farm Payrolls", "Inflation Rate", "FOMC Minutes", "Jobless Claims", "Retail Sales", "Michigan Consumer Sentiment", "Jobless Claims", "Existing Home Sales", "Markit Services/Composite PMI", "Markit Manufacturing PMI", "Fed Chair", "New Home Sales", "Durable Goods Orders", "Goods Trade Balance", "GDP", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Balance of Trade", "Non Farm Payrolls", "Fed Chair", "Fed Chair", "Jobless Claims", "Inflation Rate", "Michigan Consumer Sentiment", "Retail Sales", "Jobless Claims", "Existing Home Sales", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "Jobless Claims", "Durable Goods Orders", "Goods Trade Balance", "Michigan Consumer Sentiment", "New Home Sales", "Personal Income/Spending", "FOMC Minutes", "Fed Chair", "Fed Chair", "ADP Employment Change", "Markit Manufacturing PMI", "Fed Chair", "ISM Manufacturing PMI", "Jobless Claims", "Non Farm Payrolls", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Balance of Trade", "Jobless Claims", "Inflation Rate", "Michigan Consumer Sentiment", "Retail Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "Existing Home Sales", "Durable Goods Orders", "Personal Income/Spending", "Jobless Claims", "New Home Sales", "Michigan Consumer Sentiment", "Goods Trade Balance", "Jobless Claims", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Markit Services/Composite PMI", "FOMC Minutes", "Balance of Trade", "Jobless Claims", "ISM Non-Manufacturing PMI", "Non Farm Payrolls", "Fed Chair", "Inflation Rate", "Jobless Claims", "Retail Sales", "Michigan Consumer Sentiment", "Jobless Claims", "Existing Home Sales", "Markit Services/Composite PMI", "Markit Manufacturing PMI", "Goods Trade Balance", "New Home Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Durable Goods Orders", "GDP", "Personal Income/Spending", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Jobless Claims", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Non Farm Payrolls", "Balance of Trade", "Jobless Claims", "Inflation Rate", "Michigan Consumer Sentiment", "Retail Sales", "FOMC Minutes", "Jobless Claims", "Existing Home Sales", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "GDP", "Jobless Claims", "New Home Sales", "Personal Income/Spending", "Durable Goods Orders", "Michigan Consumer Sentiment", "Goods Trade Balance", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Fed Chair", "Jobless Claims", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Fed Chair", "Non Farm Payrolls", "Balance of Trade", "Inflation Rate", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Existing Home Sales", "Fed Chair", "Fed Chair", "New Home Sales", "Durable Goods Orders", "Jobless Claims", "Markit Services/Composite PMI", "Markit Manufacturing PMI", "Michigan Consumer Sentiment", "Goods Trade Balance", "ADP Employment Change", "Jobless Claims", "Personal Income/Spending", "Non Farm Payrolls", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "Balance of Trade", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "FOMC Minutes", "Jobless Claims", "Inflation Rate", "Retail Sales", "Jobless Claims", "Michigan Consumer Sentiment", "Existing Home Sales", "Jobless Claims", "Fed Chair", "Fed Chair", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "Durable Goods Orders", "New Home Sales", "Goods Trade Balance", "GDP", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Balance of Trade", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Non Farm Payrolls", "Inflation Rate", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "Fed Chair", "Jobless Claims", "Existing Home Sales", "Markit Services/Composite PMI", "Markit Manufacturing PMI", "New Home Sales", "Fed Chair", "Durable Goods Orders", "FOMC Minutes", "GDP", "Jobless Claims", "Goods Trade Balance", "Personal Income/Spending", "Michigan Consumer Sentiment", "Markit Manufacturing PMI", "ISM Manufacturing PMI", "ADP Employment Change", "Jobless Claims", "Non Farm Payrolls", "Markit Services/Composite PMI", "ISM Non-Manufacturing PMI", "Balance of Trade", "Jobless Claims", "Inflation Rate", "Michigan Consumer Sentiment", "Retail Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Fed Chair", "Existing Home Sales", "Fed Chair", "Jobless Claims", "Markit Manufacturing PMI", "Markit Services/Composite PMI", "Fed Chair", "Michigan Consumer Sentiment", "New Home Sales", "Durable Goods Orders", "Goods Trade Balance", "Fed Chair", "Personal Income/Spending", "Jobless Claims", "ISM Manufacturing PMI", "ISM Non-Manufacturing PMI", "FOMC Minutes", "Balance of Trade", "Jobless Claims", "Non Farm Payrolls", "Inflation Rate", "CPI", "Jobless Claims", "Retail Sales", "Michigan Consumer Sentiment", "Existing Home Sales", "Jobless Claims", "New Home Sales", "Durable Goods Orders", "Goods Trade Balance", "Fed Interest Rate Decision", "Fed Press Conference", "GDP", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "ISM Non-Manufacturing PMI", "Balance of Trade", "Jobless Claims", "Non Farm Payrolls", "CPI", "Inflation Rate", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "FOMC Minutes", "Jobless Claims", "Existing Home Sales", "New Home Sales", "Durable Goods Orders", "Jobless Claims", "GDP", "Personal Income/Spending", "Goods Trade Balance", "Michigan Consumer Sentiment", "Fed Chair", "ADP Employment Change", "Jobless Claims", "ISM Manufacturing PMI", "Non Farm Payrolls", "ISM Non-Manufacturing PMI", "Balance of Trade", "Jobless Claims", "Inflation Rate", "CPI", "Retail Sales", "Jobless Claims", "Michigan Consumer Sentiment", "Existing Home Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Fed Chair", "Durable Goods Orders", "New Home Sales", "Goods Trade Balance", "Fed Chair", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "ADP Employment Change", "Balance of Trade", "ISM Non-Manufacturing PMI", "Jobless Claims", "Non Farm Payrolls", "FOMC Minutes", "Inflation Rate", "Jobless Claims", "CPI", "Retail Sales", "Michigan Consumer Sentiment", "Jobless Claims", "Existing Home Sales", "Goods Trade Balance", "New Home Sales", "Durable Goods Orders", "Jobless Claims", "GDP", "Personal Income/Spending", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "ADP Employment Change", "Fed Interest Rate Decision", "Fed Press Conference", "Balance of Trade", "Jobless Claims", "ISM Non-Manufacturing PMI", "Non Farm Payrolls", "CPI", "Inflation Rate", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "Jobless Claims", "Existing Home Sales", "Durable Goods Orders", "Jobless Claims", "New Home Sales", "Michigan Consumer Sentiment", "FOMC Minutes", "ADP Employment Change", "GDP", "Goods Trade Balance", "Fed Chair", "Jobless Claims", "Personal Income/Spending", "ISM Manufacturing PMI", "Non Farm Payrolls", "ISM Non-Manufacturing PMI", "Balance of Trade", "Jobless Claims", "Michigan Consumer Sentiment", "CPI", "Inflation Rate", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Retail Sales", "Existing Home Sales", "Jobless Claims", "Personal Income/Spending", "Durable Goods Orders", "Michigan Consumer Sentiment", "New Home Sales", "Goods Trade Balance", "Jobless Claims", "ISM Manufacturing PMI", "FOMC Minutes", "ADP Employment Change", "Jobless Claims", "Balance of Trade", "Non Farm Payrolls", "ISM Non-Manufacturing PMI", "Fed Chair", "Jobless Claims", "Inflation Rate", "CPI", "Michigan Consumer Sentiment", "Retail Sales", "Jobless Claims", "Existing Home Sales", "Jobless Claims", "Goods Trade Balance", "Durable Goods Orders", "New Home Sales", "Personal Income/Spending", "Michigan Consumer Sentiment", "ADP Employment Change", "ISM Manufacturing PMI", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Non Farm Payrolls", "ISM Non-Manufacturing PMI", "Balance of Trade", "Fed Chair", "Jobless Claims", "Michigan Consumer Sentiment", "CPI", "Inflation Rate", "Retail Sales", "Jobless Claims", "Existing Home Sales", "FOMC Minutes", "Jobless Claims", "Personal Income/Spending", "New Home Sales", "Michigan Consumer Sentiment", "Durable Goods Orders", "Goods Trade Balance", "ISM Manufacturing PMI", "Jobless Claims", "ISM Non-Manufacturing PMI", "Fed Chair", "ADP Employment Change", "Balance of Trade", "Jobless Claims", "Non Farm Payrolls", "Retail Sales", "Jobless Claims", "Michigan Consumer Sentiment", "Existing Home Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "New Home Sales", "Durable Goods Orders", "Goods Trade Balance", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "ADP Employment Change", "Balance of Trade", "ISM Non-Manufacturing PMI", "Jobless Claims", "Non Farm Payrolls", "Inflation Rate", "CPI", "FOMC Minutes", "Jobless Claims", "Retail Sales", "Michigan Consumer Sentiment", "Jobless Claims", "Existing Home Sales", "New Home Sales", "Goods Trade Balance", "Durable Goods Orders", "Jobless Claims", "GDP", "Personal Income/Spending", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "ADP Employment Change", "ISM Non-Manufacturing PMI", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Balance of Trade", "Non Farm Payrolls", "Inflation Rate", "CPI", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "Jobless Claims", "Existing Home Sales", "Fed Chair", "New Home Sales", "FOMC Minutes", "Jobless Claims", "Goods Trade Balance", "Personal Income/Spending", "Durable Goods Orders", "Michigan Consumer Sentiment", "ADP Employment Change", "Jobless Claims", "ISM Manufacturing PMI", "Non Farm Payrolls", "Balance of Trade", "Jobless Claims", "Inflation Rate", "CPI", "Fed Interest Rate Decision", "Fed Press Conference", "Retail Sales", "Jobless Claims", "Michigan Consumer Sentiment", "Jobless Claims", "Existing Home Sales", "Durable Goods Orders", "New Home Sales", "Goods Trade Balance", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "FOMC Minutes", "ADP Employment Change", "Balance of Trade", "Jobless Claims", "Non Farm Payrolls", "Inflation Rate", "CPI", "Jobless Claims", "Michigan Consumer Sentiment", "Retail Sales", "Jobless Claims", "Existing Home Sales", "New Home Sales", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Durable Goods Orders", "Goods Trade Balance", "GDP", "Personal Income/Spending", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "ADP Employment Change", "Jobless Claims", "Non Farm Payrolls", "Balance of Trade", "Jobless Claims", "Inflation Rate", "CPI", "Michigan Consumer Sentiment", "Retail Sales", "FOMC Minutes", "Jobless Claims", "Existing Home Sales", "New Home Sales", "Durable Goods Orders", "Jobless Claims", "Michigan Consumer Sentiment", "Fed Chair", "ADP Employment Change", "Goods Trade Balance", "Jobless Claims", "Personal Income/Spending", "Non Farm Payrolls", "ISM Manufacturing PMI", "Jobless Claims", "Inflation Rate", "CPI", "Retail Sales", "Jobless Claims", "Michigan Consumer Sentiment", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Existing Home Sales", "New Home Sales", "Durable Goods Orders", "Jobless Claims", "Fed Chair", "Personal Income/Spending", "Goods Trade Balance", "Michigan Consumer Sentiment", "ISM Manufacturing PMI", "Fed Chair", "ADP Employment Change", "Jobless Claims", "Non Farm Payrolls", "FOMC Minutes", "Jobless Claims", "Inflation Rate", "CPI", "Michigan Consumer Sentiment", "Retail Sales", "Jobless Claims", "Existing Home Sales", "New Home Sales", "Goods Trade Balance", "Durable Goods Orders", "GDP", "Jobless Claims", "Personal Income/Spending", "Michigan Consumer Sentiment", "ADP Employment Change", "ISM Manufacturing PMI", "Fed Interest Rate Decision", "Fed Press Conference", "Jobless Claims", "Non Farm Payrolls", "Jobless Claims", "Michigan Consumer Sentiment", "CPI", "Inflation Rate", "Retail Sales", "Jobless Claims", "Existing Home Sales", "Durable Goods Orders", "Michigan Consumer Sentiment", "FOMC Minutes", "FakeTypeForTesting")
// Getting inputs
fastMA1_switch = input.string(title="Fast moving average (MA)", defval="EMA" ,options=["SMA","EMA","DEMA","TEMA" ])
slowMA1_switch = input.string(title="Slow moving average (MA)", defval="EMA" ,options=["SMA","EMA","DEMA","TEMA" ])
fast_length1 = input(title="Fast MA length", defval=50)
slow_length1 = input(title="Slow MA length", defval=200)
counterTrendMAangleMin = input(title="counterTrendMAangleMin -- exp.", defval=3)
MAangleDiffMin = input(title="MAangleDiffMin -- exp.", defval=3)
showMA = input.bool(title="Show MA -- exp.", defval=false)
displayMA = showMA ? display.all : display.none
fast_length = input(title="MACD Fast Length", defval=12)
slow_length = input(title="MACD Slow Length", defval=26)
signal_length = input.int(title="MACD Signal Smoothing", minval = 1, maxval = 50, defval = 9)
src = input(title="MACD Source", defval=close)
i_switch = input.string(title="Tick Highlight", defval="Moving average" ,options=["Moving average","Fixed value" ])
i_switch2 = input.string(title="Tick Source", defval="Highest bar" ,options=["Highest bar","Average","Last bar"])
signal_lengthup = input.int(title="Upticks Avg. Length", minval = 1, maxval = 5000, defval = 72)
signal_lengthdown = input.int(title="Downticks Avg. Length", minval = 1, maxval = 5000, defval = 72)
Orig_signal_lengthMA = input.float(title="Ticks Avg. Multiplier", minval = 0, maxval = 5000, defval = 1.39, step = 0.01)
sma_source = "EMA"
sma_signal = "EMA"
// Plot colors
col_grow_above = #26A69A
col_fall_above =#B2DFDB
col_grow_below = #FFCDD2
col_fall_below = #FF5252
// Calculating
fast_ma = sma_source == "SMA" ? ta.sma(src, fast_length) : ta.ema(src, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src, slow_length) : ta.ema(src, slow_length)
time_macd=timeframe.period=="1"?"1": timeframe.period=="3"?"1": timeframe.period=="5"?"1": timeframe.period=="15"?"3":timeframe.period=="30"?"5":timeframe.period=="60"?"15":timeframe.period=="120"?"30":timeframe.period=="240"?"60":timeframe.period=="D"?"240":timeframe.period=="W"?"D":timeframe.period=="M"?"W":timeframe.period=="12M"?"M":timeframe.period
macd = fast_ma - slow_ma
macd1=request.security(syminfo.tickerid, time_macd, macd)
signal = sma_signal == "SMA" ? ta.sma(macd1, signal_length) : ta.ema(macd1, signal_length)
fastMAsignal = (0.0)
fastMA1 = switch fastMA1_switch
"SMA" => fastMAsignal:= ta.sma(close,fast_length1)
"EMA" => fastMAsignal:= ta.ema(close,fast_length1)
"DEMA" =>
ema1 = ta.ema(close,fast_length1)
ema2 = ta.ema(ema1,fast_length1)
fastMAsignal:= 2 * ema1 - ema2
"TEMA" =>
ema1 = ta.ema(close, fast_length1)
ema2 = ta.ema(ema1, fast_length1)
ema3 = ta.ema(ema2, fast_length1)
fastMAsignal:= 3 * (ema1 - ema2) + ema3
=>
runtime.error("No matching MA type found.")
float(na)
plot(fastMAsignal, "fast MA", color=color.orange, linewidth=2, display=displayMA)
slowMAsignal = (0.0)
slowMA1 = switch slowMA1_switch
"SMA" => slowMAsignal:= ta.sma(close,slow_length1)
"EMA" => slowMAsignal:= ta.ema(close,slow_length1)
"DEMA" =>
ema1 = ta.ema(close,slow_length1)
ema2 = ta.ema(ema1,slow_length1)
slowMAsignal:= 2 * ema1 - ema2
"TEMA" =>
ema1 = ta.ema(close, slow_length1)
ema2 = ta.ema(ema1, slow_length1)
ema3 = ta.ema(ema2, slow_length1)
slowMAsignal:= 3 * (ema1 - ema2) + ema3
=>
runtime.error("No matching MA type found.")
float(na)
plot(slowMAsignal, "slow MA", color=color.aqua, linewidth=2, display=displayMA)
var TradeCounter = 0
FirstCount = input.int(title = "First trade after EMA cross", minval = 1, maxval = 1000, defval = 1)-1
LastCount = input.int(title = "Last trade after EMA cross", minval = 1, maxval = 1000, defval = 19)-1
var TradeGroupCounter = 0
MaxTradeGroups = input.int(title = "Max No. of trade groups after EMA cross", minval = 1, maxval = 100, defval = 100)
bullOrig = fastMA1>slowMA1
bearOrig = fastMA1<slowMA1
bull = bullOrig
bear = bearOrig
// get the MA ratio
MA_ratio = math.abs(((fastMA1/slowMA1) > 0 ? (fastMA1/slowMA1) : (slowMA1/fastMA1)) - 1.0)
plot(MA_ratio * 100 , "MA ratio (%)", display = display.data_window)
ReverseDetectedTrend = input.bool(title="experimental (leave unchecked) -- Reverse Detected Trend", defval = false, group = "order parameters")
if ReverseDetectedTrend
bull := bearOrig
bear := bullOrig
ReverseOn_FastMAdirChange = input.bool(title="experimental (leave unchecked) -- Reverse Detected Trend on fast MA direction change", defval = false, group = "order parameters")
ReverseOn_AndOnMAdiff = input.bool(title="experimental (leave unchecked) -- And on MA difference", defval = false, group = "order parameters")
ReverseOn_MAdiffBiggerThan = input.float(title="MA difference bigger than (%)", minval = 0, maxval = 100, defval = 0.0, step = 0.05, group = "order parameters") / 100
SqueezeIf_MAdiff = input.bool(title="experimental (leave unchecked) -- Squeeze TP and SL if...", defval = false, group = "order parameters")
SqueezeIf_SmallerThan = input.float(title="MA difference smaller than", minval = 0, maxval = 100, defval = 0.00, step = 0.05, group = "order parameters") / 100
var tradeSessionReversed = false
var MAdiffSqueezed = false
var MinMAdiffExceeded = false
if bullOrig != bullOrig[1] // or bearOrig != bearOrig[1]
TradeCounter := 0
TradeGroupCounter := 0
tradeSessionReversed := false
MAdiffSqueezed := false
MinMAdiffExceeded := false
CountCriteriaToTrade = FirstCount <= TradeCounter and TradeCounter <= LastCount
if strategy.opentrades == 0 and strategy.opentrades[1] > 0
TradeGroupCounter := TradeGroupCounter + 1
MaxTradeGroupsCriteria = TradeGroupCounter < MaxTradeGroups
plot(TradeGroupCounter, "TradeGroupCounter", display = display.data_window)
hist = request.security(syminfo.tickerid, time_macd, macd1 - signal)
fastMAinc = fastMA1 - fastMA1[1]
fastMAincPos = fastMAinc > 0
plot(fastMAinc, "fastMAinc", display = display.data_window)
plot(fastMAincPos ? 1 : 0, "fastMAincPos", color=color.new(#f84f4f, 100), display = display.data_window)
if not tradeSessionReversed
if bullOrig == bullOrig[1]
if ReverseOn_FastMAdirChange
if (fastMAincPos != fastMAincPos[1])
bull := bearOrig
bear := bullOrig
tradeSessionReversed := true
if ReverseOn_AndOnMAdiff
if ReverseOn_MAdiffBiggerThan < MA_ratio
bull := bearOrig
bear := bullOrig
tradeSessionReversed := true
else
bull := bullOrig
bear := bearOrig
tradeSessionReversed := false
else
bull := bearOrig
bear := bullOrig
tradeSessionReversed := true
plot(tradeSessionReversed ? 1 : 0, "tradeSessionReversed", color=color.new(#f84f4f, 100), display = display.data_window)
ReverseOn_signal_lengthMA = input.float(title="If reversed: Ticks Avg. Multiplier", minval = 0, maxval = 5000, defval = 1.39, step = 0.01, group = "order parameters")
signal_lengthMA = tradeSessionReversed ? ReverseOn_signal_lengthMA : Orig_signal_lengthMA
f() => [hist[4],hist[3],hist[2],hist[1], hist]
ss=request.security(syminfo.tickerid, time_macd, hist, barmerge.gaps_on,barmerge.lookahead_off)
[ss5,ss4,ss3,ss2,ss1]=request.security(syminfo.tickerid, time_macd, f(), barmerge.gaps_on,barmerge.lookahead_off)
a = array.from(ss5,ss4,ss3,ss2,ss1)
s3=i_switch2=="Highest bar"?(ss>0? array.max(a, 0) : array.min(a, 0)):i_switch2=="Average"?array.avg(a):i_switch2=="Last bar"?ss1:0
saa=timeframe.period == '1'? ss:s3
saa2=timeframe.period == '1'? ss:s3*signal_lengthMA
colorss=(s3>=0 ? (s3[1] < s3 ? col_grow_above : col_fall_above) : (s3[1] < s3 ? col_grow_below : col_fall_below))
saadown = saa2
saaup = saa2
saadown:=saa>=0? saa2:saadown[1]
saaup:=saa<0? saa2:saaup[1]
verr=ta.ema(saadown,signal_lengthup)
dowww=ta.ema(saaup,signal_lengthdown)
ss22=plot(verr, title="Avg. Cloud Upper 1", color=color.new(color.white, 100))
ss33=plot(dowww, title="Avg. Cloud Lower 1", color=color.new(color.white, 100))
fill(ss22, ss33, color.new(color.white, 93), title="Avg. Cloud Background")
fixeduptick = input(title="Fixed Uptick Value", defval=30)
fixeddowntick = input(title="Fixed Downtick Value", defval=-30)
minl = i_switch=="Fixed value"? fixeduptick : verr
maxl = i_switch=="Fixed value"? fixeddowntick : dowww
plot(minl, title="Avg. Cloud Upper 2", color=color.new(color.white, 81))
plot(maxl, title="Avg. Cloud Lower 2", color=color.new(color.white, 81))
colors2= s3<=minl and s3>=maxl ? #2a2e39 : colorss
coro2=s3>0? bull ? #2a2e39 : colors2 : bear ? #2a2e39: colors2
plot(saa, title="Histogram", style=plot.style_columns, color=coro2)
actOnFirstN_min = input.int(title = "Act on the first N signal (min)" , defval = 1, minval = 1)
actOnFirstN_max = input.int(title = "Act on the first N signal (max)" , defval = 6, minval = 1)
minMAdiff = input.float(title = "Min. MA difference (%)", defval = 0.82, step = 0.01) / 100
maxMAdiff = input.float(title = "Max. MA difference (%)", defval = 3.1, step = 0.1) / 100
if not MinMAdiffExceeded
if minMAdiff < MA_ratio
MinMAdiffExceeded := true
if not MAdiffSqueezed and SqueezeIf_MAdiff
if MinMAdiffExceeded
if MA_ratio < SqueezeIf_SmallerThan
MAdiffSqueezed := true
plot(MAdiffSqueezed ? 1 : 0, "MAdiffSqueezed", color=color.new(#f84f4f, 100), display = display.data_window)
LimitDiff = input.float(title="Limit Price Difference (%) (0-> market order)", minval = 0, maxval = 10, defval = 0.0, step = 0.01, group = "order parameters") / 100
Show_TPSL = input.bool(title = "Show TP and SL? (only works if the strategy is in the main graph)", defval = false, group = "order parameters")
TPSL_linewidth = input.int(title="linewidth of the TP and SL lines", minval = 1, maxval = 10, defval = 1, group = "order parameters")
Orig_TP = input.float(title="Take Profit - from market price (%)", minval = 0, maxval = 10, defval = 0.9, step = 0.05, group = "order parameters") / 100
ReverseOn_TP = input.float(title="If reversed: TP (%)", minval = 0, maxval = 10, defval = 0.9, step = 0.05, group = "order parameters") / 100
SqueezeIf_TP = input.float(title="If squeezed: TP (%)", minval = 0, maxval = 10, defval = 0.9, step = 0.05, group = "order parameters") / 100
TP = MAdiffSqueezed ? SqueezeIf_TP : tradeSessionReversed ? ReverseOn_TP : Orig_TP
col_TP = input.color(color.green, "TP color", group = "order parameters")
Orig_SL = input.float(title="Stop Loss - from market price (%)", minval = 0, maxval = 10, defval = 1.3, step = 0.05, group = "order parameters") / 100
ReverseOn_SL = input.float(title="If reversed: SL (%)", minval = 0, maxval = 10, defval = 1.3, step = 0.05, group = "order parameters") / 100
SqueezeIf_SL = input.float(title="If squeezed: SL (%)", minval = 0, maxval = 10, defval = 1.3, step = 0.05, group = "order parameters") / 100
SL = MAdiffSqueezed ? SqueezeIf_SL : tradeSessionReversed ? ReverseOn_SL : Orig_SL
col_SL = input.color(color.red, "SL color", group = "order parameters")
TrStop = input.bool(title="Use Trailing Stop? -- experimental", defval = false, group = "order parameters")
TrTrigger = input.float(title="Trailing Stop - trigger price (%)", minval = 0, maxval = 10, defval = 0.65, step = 0.05, group = "order parameters") / 100
TrOffset = input.float(title="Trailing Stop - stop distance (%)", minval = 0, maxval = 10, defval = 0.1, step = 0.01, group = "order parameters") / 100
maxCountertrendDiff = input.float(title="Max. counter trend diff. (%) -- experimental", minval = 0, maxval = 100, defval = 100, step = 0.05, group = "order parameters") / 100
// Big thanks to © FloppyDisque for sharing the Time Filter part, that got reused in the following section:
// Time Filter {
// Beginning / End date filter {
g_time = "Time Filter"
timeZone = input.string("GMT-4", "Time Zone", group = g_time,
tooltip = "GMT and UTC is the same thing \nMatch this setting to bottom right time",
options = ["GMT-10", "GMT-9", "GMT-8", "GMT-7", "GMT-6", "GMT-5", "GMT-4", "GMT-3", "GMT+0", "GMT+1", "GMT+2", "GMT+3", "GMT+4", "GMT+5", "GMT+6", "GMT+7", "GMT+8", "GMT+9", "GMT+10", "GMT+10:30", "GMT+11", "GMT+12", "GMT+13", "GMT+13:45"])
startTimeIn = input.time(timestamp("01 Jan 2000"), "Start Date Filter", group = g_time,
tooltip = "Changing timezone at bottom right of chart will change start time\nSet chart timezone to your prefered time first, then change indicator setting")
endTimeIn = input.time(timestamp("01 Jan 2099"), "End Date Filter", group = g_time)
startTimeYear = year (startTimeIn, timeZone)
startTimeMonth = month (startTimeIn, timeZone)
startTimeDay = dayofmonth(startTimeIn, timeZone)
endTimeYear = year (endTimeIn, timeZone)
endTimeMonth = month (endTimeIn, timeZone)
endTimeDay = dayofmonth(endTimeIn, timeZone)
startTime = timestamp(timeZone, startTimeYear, startTimeMonth, startTimeDay)
endTime = timestamp(timeZone, endTimeYear, endTimeMonth, endTimeDay)
inDate = time >= startTime and time <= endTime
//}
// Weekdays Filter {
useWeek = input.bool(true, "Use Weekdays Filter?", group = g_time,
tooltip = "Disable to allow all weekdays, Enable to choose certain days")
useMon = input.bool(true, "Mon ", inline = "Days", group = g_time)
useTue = input.bool(true, "Tue ", inline = "Days", group = g_time)
useWed = input.bool(true, "Wed ", inline = "Days", group = g_time)
useThu = input.bool(true, "Thu ", inline = "Days", group = g_time)
useFri = input.bool(true, "Fri ", inline = "Days", group = g_time)
useSat = input.bool(false, "Sat ", inline = "Days", group = g_time)
useSun = input.bool(true, "Sun", inline = "Days", group = g_time)
inWeek = if useWeek and useMon and dayofweek(time, timeZone) == dayofweek.monday
true
else if useWeek and useTue and dayofweek(time, timeZone) == dayofweek.tuesday
true
else if useWeek and useWed and dayofweek(time, timeZone) == dayofweek.wednesday
true
else if useWeek and useThu and dayofweek(time, timeZone) == dayofweek.thursday
true
else if useWeek and useFri and dayofweek(time, timeZone) == dayofweek.friday
true
else if useWeek and useSat and dayofweek(time, timeZone) == dayofweek.saturday
true
else if useWeek and useSun and dayofweek(time, timeZone) == dayofweek.sunday
true
else if not(useWeek)
true
//}
// Session Filter {
isInSess(_sess) => time(timeframe.period, _sess, timeZone)
useSess = input.bool(true, "Use Session Filter?", group = g_time)
timeSess1 = input.session("0130-1145", "Time Session", group = g_time)
inSess1 = isInSess(timeSess1)
useSess2 = input.bool(true, "Use 2ND Session Filter?", group = g_time)
timeSess2 = input.session("1300-0000", "Time Session 2", group = g_time)
inSess2 = isInSess(timeSess2)
useSessFri = input.bool(true, "Use 'Friday' Filter?", group = g_time)
timeSessFri = input.session("0000-2030", "Friday Session", group = g_time)
inSessFri = isInSess(timeSessFri)
useSessFriSatClose = input.bool(false, "Close all at the end of the Friday/Saturday Session?", group = g_time)
timeSessFriClose = input.session("0000-0000", "Friday Session Close (0000-0000 : inactive)", group = g_time)
timeSessSatClose = input.session("0000-0000", "Saturday Session Close (0000-0000 : inactive)", group = g_time)
inSessFriClose = isInSess(timeSessFriClose)
inSessSatClose = isInSess(timeSessSatClose)
useSessSun = input.bool(true, "Use 'Sunday' Filter?", group = g_time)
timeSessSun = input.session("2145-0000", "Sunday Session", group = g_time)
inSessSun = isInSess(timeSessSun)
inSess = if useSess and inSess1
true
else if useSess2 and inSess2
true
else if not (useSess)
true
if dayofweek(time, timeZone) == dayofweek.friday and useSessFri
inSess := inSess and inSessFri
if dayofweek(time, timeZone) == dayofweek.sunday and useSessSun
inSess := inSess and inSessSun
//}
// Prepare Time Filter --- USE VARIABLE -->"inTime"<-- AS TIME FILTER IN ANY CODE {
inTime = inDate and inWeek and inSess
//bgcolor(inTime ? color.new(color.blue, 90) : na, title = "Time Filter")
//}
//}
// News effect avoidance
EventTypeAvoidance_00 = input.bool(defval=false, title="ISM Manufacturing PMI", group="News effect avoidance")
EventTypeAvoidance_01 = input.bool(defval=true, title="ADP Employment Change", group="News effect avoidance")
EventTypeAvoidance_02 = input.bool(defval=false, title="Markit Services/Composite PMI", group="News effect avoidance")
EventTypeAvoidance_03 = input.bool(defval=false, title="Markit Manufacturing PMI", group="News effect avoidance")
EventTypeAvoidance_04 = input.bool(defval=false, title="Balance of Trade", group="News effect avoidance")
EventTypeAvoidance_05 = input.bool(defval=true, title="Jobless Claims", group="News effect avoidance")
EventTypeAvoidance_06 = input.bool(defval=false, title="ISM Non-Manufacturing PMI", group="News effect avoidance")
EventTypeAvoidance_07 = input.bool(defval=true, title="Non Farm Payrolls", group="News effect avoidance")
EventTypeAvoidance_08 = input.bool(defval=true, title="CPI", group="News effect avoidance")
EventTypeAvoidance_09 = input.bool(defval=true, title="Inflation Rate", group="News effect avoidance")
EventTypeAvoidance_10 = input.bool(defval=true, title="Fed Chair", group="News effect avoidance")
EventTypeAvoidance_11 = input.bool(defval=false, title="Retail Sales", group="News effect avoidance")
EventTypeAvoidance_12 = input.bool(defval=false, title="Michigan Consumer Sentiment", group="News effect avoidance")
EventTypeAvoidance_13 = input.bool(defval=true, title="Treasury Secretary", group="News effect avoidance")
EventTypeAvoidance_14 = input.bool(defval=false, title="Existing Home Sales", group="News effect avoidance")
EventTypeAvoidance_15 = input.bool(defval=false, title="Durable Goods Orders", group="News effect avoidance")
EventTypeAvoidance_16 = input.bool(defval=true, title="Fed Interest Rate Decision", group="News effect avoidance")
EventTypeAvoidance_17 = input.bool(defval=true, title="GDP", group="News effect avoidance")
EventTypeAvoidance_18 = input.bool(defval=false, title="Goods Trade Balance", group="News effect avoidance")
EventTypeAvoidance_19 = input.bool(defval=false, title="New Home Sales", group="News effect avoidance")
EventTypeAvoidance_20 = input.bool(defval=false, title="Personal Income/Spending", group="News effect avoidance")
EventTypeAvoidance_21 = input.bool(defval=true, title="FOMC Minutes", group="News effect avoidance")
EventTypeAvoidance_22 = input.bool(defval=true, title="Fed Press Conference", group="News effect avoidance")
array.set(EventTypeAvoidance, 0, EventTypeAvoidance_00)
array.set(EventTypeAvoidance, 1, EventTypeAvoidance_01)
array.set(EventTypeAvoidance, 2, EventTypeAvoidance_02)
array.set(EventTypeAvoidance, 3, EventTypeAvoidance_03)
array.set(EventTypeAvoidance, 4, EventTypeAvoidance_04)
array.set(EventTypeAvoidance, 5, EventTypeAvoidance_05)
array.set(EventTypeAvoidance, 6, EventTypeAvoidance_06)
array.set(EventTypeAvoidance, 7, EventTypeAvoidance_07)
array.set(EventTypeAvoidance, 8, EventTypeAvoidance_08)
array.set(EventTypeAvoidance, 9, EventTypeAvoidance_09)
array.set(EventTypeAvoidance, 10, EventTypeAvoidance_10)
array.set(EventTypeAvoidance, 11, EventTypeAvoidance_11)
array.set(EventTypeAvoidance, 12, EventTypeAvoidance_12)
array.set(EventTypeAvoidance, 13, EventTypeAvoidance_13)
array.set(EventTypeAvoidance, 14, EventTypeAvoidance_14)
array.set(EventTypeAvoidance, 15, EventTypeAvoidance_15)
array.set(EventTypeAvoidance, 16, EventTypeAvoidance_16)
array.set(EventTypeAvoidance, 17, EventTypeAvoidance_17)
array.set(EventTypeAvoidance, 18, EventTypeAvoidance_18)
array.set(EventTypeAvoidance, 19, EventTypeAvoidance_19)
array.set(EventTypeAvoidance, 20, EventTypeAvoidance_20)
array.set(EventTypeAvoidance, 21, EventTypeAvoidance_21)
array.set(EventTypeAvoidance, 22, EventTypeAvoidance_22)
avoidance_TimeBeforeNews = 1000 * 60 * input.float(title="suspend trading X minutes before the news event", defval=80, step = 10, group="News effect avoidance")
avoidance_TimeAfterNews = 1000 * 60 * input.float(title="continue trading X minutes after the news event", defval=120, step=10, group="News effect avoidance")
currentTime = time(timeframe.period)
lastEvent = array.binary_search_leftmost(EventTimestamps, currentTime)
nextEvent = lastEvent + 1
lastEventName = array.get(EventNames, lastEvent)
lastEventTypeIndex = array.indexof(EventNameTypes, lastEventName)
nextEventName = array.get(EventNames, nextEvent)
nextEventTypeIndex = array.indexof(EventNameTypes, nextEventName)
avoidTrading = ((array.get(EventTimestamps, lastEvent) + avoidance_TimeAfterNews) > currentTime and array.get(EventTypeAvoidance, lastEventTypeIndex)) or ((array.get(EventTimestamps, nextEvent) - avoidance_TimeBeforeNews) < currentTime and array.get(EventTypeAvoidance, nextEventTypeIndex))
// test out what if trades are closed before news.
closeIfAvoidTrading = input.bool(title="experimental (leave unchecked) -- Close all trades when trading is suspended before news", defval=false, group="News effect avoidance")
if avoidTrading and closeIfAvoidTrading
strategy.close_all()
inTime := inTime and (not avoidTrading)
bgcolor(inTime ? color.new(color.blue, 90) : na, title = "Time Filter")
// automated trading specific part
autoTradeMode = input.string(title="Automated trading service", defval="None" ,options=["None","aleeert","TTA" ], group = "Automated Trading")
// aleeert specific part
aleeert_key = input.string(title="aleeert userkey", defval="", group = "aleeert")
aleeert_slot_id = input.string(title="aleeert slot_id", defval="", group = "aleeert")
aleeert_tradingPair_override = ""
aleeert_tradingPair_override := input.string(title="aleeert trading pair override (original if empty)", defval="", group = "aleeert")
aleeert_tradingPair = aleeert_tradingPair_override == "" ? syminfo.ticker : aleeert_tradingPair_override
aleeert_leverage = input.int(title="aleeert leverage", defval=50, minval = 1, maxval = 1000, group = "aleeert")
aleeert_tradeSize_percent = input.float(title = "aleeert trade size (%)", defval = 2.0, step = 0.1, minval = 0.0, maxval = 100.0, group = "aleeert")
aleeert_buy_order_precondition = "if short: " + aleeert_tradingPair + ", close, 100%, - "
+ ", " + aleeert_slot_id + ", " + aleeert_key
aleeert_buy_order_entry = aleeert_tradingPair + "(x" + str.tostring((aleeert_leverage), '#') + ")" + ", cancel-buy, " + str.tostring((aleeert_tradeSize_percent), '#.##') + "%, market"
+ ", " + aleeert_slot_id + ", " + aleeert_key
aleeert_buy_order_exit = aleeert_tradingPair + "(x" + str.tostring((aleeert_leverage), '#') + ")" + ", tpsl, -, "
+ str.tostring((close), '#.##') + "+" + str.tostring((TP*100), '#.##') + "%(100%)" + " | " + str.tostring((close), '#.##') + "-" + str.tostring((SL*100), '#.##') + "%(100%)"
+ ", " + aleeert_slot_id + ", " + aleeert_key
// trail_price = close * (1 + TrTrigger), trail_offset = (close * TrOffset) / syminfo.mintick,
aleeert_buy_order_trstop = aleeert_tradingPair + ", sell, 100%, "
+ str.tostring((close * (1 + TrTrigger)), '#.##') + ":" + str.tostring((TrOffset*100), '#.###') + "%(TS)"
+ ", " + aleeert_slot_id + ", " + aleeert_key
aleeert_buy_order_command = aleeert_buy_order_precondition + "; " + aleeert_buy_order_entry + "; " + aleeert_buy_order_exit
aleeert_buy_order_w_trstop_command = aleeert_buy_order_entry + "; " + aleeert_buy_order_exit + "; " + aleeert_buy_order_trstop
aleeert_sell_order_precondition = "if long: " + aleeert_tradingPair + ", close, 100%, - "
+ ", " + aleeert_slot_id + ", " + aleeert_key
aleeert_sell_order_entry = aleeert_tradingPair + "(x" + str.tostring((aleeert_leverage), '#') + ")" + ", cancel-sell, " + str.tostring((aleeert_tradeSize_percent), '#.##') + "%, market"
+ ", " + aleeert_slot_id + ", " + aleeert_key
aleeert_sell_order_exit = aleeert_tradingPair + "(x" + str.tostring((aleeert_leverage), '#') + ")" + ", tpsl, -, "
+ str.tostring((close), '#.##') + "-" + str.tostring((TP*100), '#.##') + "%(100%)" + " | " + str.tostring((close), '#.##') + "+" + str.tostring((SL*100), '#.##') + "%(100%)"
+ ", " + aleeert_slot_id + ", " + aleeert_key
aleeert_sell_order_trstop = aleeert_tradingPair + ", buy, 100%, "
+ str.tostring((close * (1 - TrTrigger)), '#.##') + ":" + str.tostring((TrOffset*100), '#.###') + "%(TS)"
+ ", " + aleeert_slot_id + ", " + aleeert_key
aleeert_sell_order_command = aleeert_sell_order_precondition + "; " + aleeert_sell_order_entry + "; " + aleeert_sell_order_exit
aleeert_sell_order_w_trstop_command = aleeert_sell_order_entry + "; " + aleeert_sell_order_exit + "; " + aleeert_sell_order_trstop
aleeert_positon_close_command = aleeert_tradingPair + ", close, 100%, -, " + aleeert_slot_id + ", " + aleeert_key
aleeert_positon_close_w_trstop_command = aleeert_tradingPair + ", cancel-close, 100%, -, " + aleeert_slot_id + ", " + aleeert_key
// TTA specfic part
TTA_tradingPair_override = ""
TTA_tradingPair_override := input.string(title="TTA trading pair override (original if empty)", defval="", group = "TradingView to Anywhere (TTA)")
TTA_tradingPair = TTA_tradingPair_override == "" ? syminfo.ticker : TTA_tradingPair_override
TTA_tradeSize_percent = input.float(title = "TTA trade size (%)", defval = 2.0, step = 0.1, minval = 0.0, maxval = 100.0, group = "TradingView to Anywhere (TTA)")
// trade command examples
// buy BTCUSD q=1% sl=19000.00 tp=20000.00
// buy BTCUSD sl=19040.00 tp=20040.00 modify
TTA_buy_order_entry = "buy " + TTA_tradingPair + " q=" + str.tostring((TTA_tradeSize_percent), '#.##') + "%"
+ " sl=" + str.tostring((close * (1 - SL)), '#.##') + " tp=" + str.tostring((close * (1 + TP)), '#.##')
TTA_buy_order_exit = "buy " + TTA_tradingPair
+ " sl=" + str.tostring((close * (1 - SL)), '#.##') + " tp=" + str.tostring((close * (1 + TP)), '#.##') + " modify"
TTA_sell_order_entry = "sell " + TTA_tradingPair + " q=" + str.tostring((TTA_tradeSize_percent), '#.##') + "%"
+ " sl=" + str.tostring((close * (1 + SL)), '#.##') + " tp=" + str.tostring((close * (1 - TP)), '#.##')
TTA_sell_order_exit = "sell " + TTA_tradingPair
+ " sl=" + str.tostring((close * (1 + SL)), '#.##') + " tp=" + str.tostring((close * (1 - TP)), '#.##') + " modify"
TTA_buy_order_command = TTA_buy_order_entry + "\n" + TTA_buy_order_exit
TTA_sell_order_command = TTA_sell_order_entry + "\n" + TTA_sell_order_exit
// general part
buy_order_command = ""
sell_order_command = ""
positon_close_command = ""
switch autoTradeMode
"aleeert" =>
if TrStop
buy_order_command := aleeert_buy_order_w_trstop_command
sell_order_command := aleeert_sell_order_w_trstop_command
positon_close_command := aleeert_positon_close_w_trstop_command
else
buy_order_command := aleeert_buy_order_command
sell_order_command := aleeert_sell_order_command
positon_close_command := aleeert_positon_close_command
"TTA" =>
buy_order_command := TTA_buy_order_command
sell_order_command := TTA_sell_order_command
"None" =>
buy_order_command := ""
sell_order_command := ""
=>
buy_order_command := ""
sell_order_command := ""
runtime.error("No trade mode")
float(na)
var NthSignal = 0
actOnCoro2 = actOnFirstN_min <= NthSignal + 1 and NthSignal + 1 <= actOnFirstN_max
uniquePostfix = ""// + "_" + str.tostring(time)
enterShort = "enter short" + uniquePostfix
exitShort = "exit short" + uniquePostfix
enterLong = "enter long" + uniquePostfix
exitLong = "exit long" + uniquePostfix
var minBuyPrice = -1.0
var maxSellPrice = -1.0
var maxPyramiding = strategy.opentrades
if strategy.position_size == 0
minBuyPrice := -1.0
maxSellPrice := -1.0
nextBuyAllowed = true
if minBuyPrice != -1
nextBuyAllowed := minBuyPrice <= close
nextSellAllowed = true
if maxSellPrice != -1
nextSellAllowed := maxSellPrice >= close
var actualTP = 0.0
var actualSL = 0.0
if #2a2e39 != coro2 and MaxTradeGroupsCriteria
NthSignal := NthSignal + 1
//TradeCounter := TradeCounter + 1
if bull and CountCriteriaToTrade and minMAdiff < MA_ratio and MA_ratio < maxMAdiff and actOnCoro2
if nextBuyAllowed and inTime and CountCriteriaToTrade
LimitPrice = close * (1 - LimitDiff)
if LimitDiff != 0
strategy.entry(enterLong, strategy.long, limit = LimitPrice, alert_message = buy_order_command)
if LimitDiff == 0
strategy.entry(enterLong, strategy.long, alert_message = buy_order_command)
if TrStop
actualTP := close * (1 + TP)
actualSL := close * (1 - SL)
strategy.exit(exitLong, enterLong, limit = actualTP, stop = actualSL,
trail_price = close * (1 + TrTrigger), trail_offset = (close * TrOffset) / syminfo.mintick,
alert_message = "", alert_profit = positon_close_command, alert_loss = positon_close_command)
else
actualTP := close * (1 + TP)
actualSL := close * (1 - SL)
strategy.exit(exitLong, enterLong, limit = actualTP, stop = actualSL, alert_message = "", alert_profit =
positon_close_command, alert_loss = positon_close_command)
maxSellPrice := -1.0
if minBuyPrice == -1.0 or (minBuyPrice / (1 - maxCountertrendDiff)) <= close
minBuyPrice := close * (1 - maxCountertrendDiff)
TradeCounter := TradeCounter + 1
if bear and minMAdiff < MA_ratio and MA_ratio < maxMAdiff and actOnCoro2
if nextSellAllowed and inTime and CountCriteriaToTrade
LimitPrice = close * (1 + LimitDiff)
if LimitDiff != 0
strategy.entry(enterShort, strategy.short, limit = LimitPrice, alert_message = sell_order_command)
if LimitDiff == 0
strategy.entry(enterShort, strategy.short, alert_message = sell_order_command)
if TrStop
actualTP := close * (1 - TP)
actualSL := close * (1 + SL)
strategy.exit(exitShort, enterShort, limit = actualTP, stop = actualSL,
trail_price = close * (1 - TrTrigger), trail_offset = (close * TrOffset) / syminfo.mintick,
alert_message = "", alert_profit = positon_close_command, alert_loss = positon_close_command)
else
actualTP := close * (1 - TP)
actualSL := close * (1 + SL)
strategy.exit(exitShort, enterShort, limit = actualTP, stop = actualSL, alert_message = "", alert_profit =
positon_close_command, alert_loss = positon_close_command)
minBuyPrice := -1.0
if maxSellPrice == -1.0 or (maxSellPrice / (1 + maxCountertrendDiff)) <= close
maxSellPrice := close * (1 + maxCountertrendDiff)
TradeCounter := TradeCounter + 1
else
NthSignal := 0
if tradeSessionReversed != tradeSessionReversed[1] and tradeSessionReversed
strategy.close_all(alert_message = positon_close_command)
if MAdiffSqueezed and not MAdiffSqueezed[1]
if bull
actualTP := close * (1 + TP)
actualSL := close * (1 - SL)
strategy.exit(exitLong, enterLong, limit = actualTP, stop = actualSL, alert_message = "", alert_profit = positon_close_command, alert_loss = positon_close_command)
if bear
actualTP := close * (1 - TP)
actualSL := close * (1 + SL)
strategy.exit(exitShort, enterShort, limit = actualTP, stop = actualSL, alert_message = "", alert_profit = positon_close_command, alert_loss = positon_close_command)
TPSL_visible = Show_TPSL and (strategy.opentrades != 0 or (strategy.opentrades == 0 and strategy.opentrades[1] != 0))
plot((TPSL_visible ? actualTP : na), "TP", col_TP, TPSL_linewidth, style = plot.style_linebr)
plot((TPSL_visible ? actualSL : na), "SL", col_SL, TPSL_linewidth, style = plot.style_linebr)
plot(strategy.opentrades, "OpenTrades", display = display.data_window)
if useSessFriSatClose
and
(
((dayofweek(time, timeZone) == dayofweek.friday) and (inSessFriClose[1] and not inSessFriClose))
or ((dayofweek(time, timeZone) == dayofweek.saturday) and (inSessSatClose[1] and not inSessSatClose))
)
// run once, at the end of the session, on Fridays
strategy.cancel_all()
strategy.close_all(alert_message = positon_close_command)
//alertcondition(#2a2e39 != coro2 , title='MACD Tick Alert', message='Joel on Crypto - MACD Tick Alert')
|
EMA SCALPEUR LONG V2 | https://www.tradingview.com/script/k9GGLkkN/ | ElPonzito | https://www.tradingview.com/u/ElPonzito/ | 14 | 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/
// © YukalMoon
//@version=5
strategy(title="EMA SCALPEUR", overlay=true, initial_capital = 1000)
//// input controls
EMA_L = input.int (title = "EMA_L", defval = 9, minval = 1, maxval = 100, step =1)
EMA_L2 = input.int (title = "EMA_L2", defval = 26, minval = 1, maxval = 100, step =1)
EMA_S = input.int (title = "EMA_S", defval = 100, minval = 1, maxval = 100, step =1)
EMA_S2 = input.int (title = "EMA_S2", defval = 55, minval = 1, maxval = 100, step =1)
/// mise en place de ema
shortest = ta.ema(close, 9)
short = ta.ema(close, 26)
longer = ta.ema(close, 100)
longest = ta.ema(close, 55)
plot(shortest, color = color.red)
plot(short, color = color.orange)
plot(longer, color = color.aqua)
plot(longest, color = color.yellow)
plot(close)
//// trading indicators
EMA1 = ta.ema (close,EMA_L)
EMA2 = ta.ema (close,EMA_L2)
EMA3 = ta.ema (close, EMA_S)
EMA4 = ta.ema (close, EMA_S2)
buy = ta.crossover(EMA1, EMA2)
//sell = ta.crossunder(EMA1, EMA2)
buyexit = ta.crossunder(EMA3, EMA4)
//sellexit = ta.crossover(EMA3, EMA4)
/////strategy
strategy.entry ("long", strategy.long, when = buy, comment = "EXIT-LONG")
//strategy.entry ("short", strategy.short, when = sell, comment = "ENTER-SHORT")
///// market exit
strategy.close ("long", when = buyexit, comment = "ENTER-LONG")
//strategy.close ("short", when = sellexit, comment = "EXIT-SHORT")
|
EMA SCALPEUR + RSi - SHORT | https://www.tradingview.com/script/RYWVzMa5/ | ElPonzito | https://www.tradingview.com/u/ElPonzito/ | 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/
// © YukalMoon
//@version=5
strategy(title="EMA SCALPEUR", overlay=true, initial_capital = 1000)
//// input controls
EMA_L = input.int (title = "EMA_L", defval = 9, minval = 1, maxval = 100, step =1)
EMA_L2 = input.int (title = "EMA_L2", defval = 26, minval = 1, maxval = 100, step =1)
EMA_S = input.int (title = "EMA_S", defval = 100, minval = 1, maxval = 100, step =1)
EMA_S2 = input.int (title = "EMA_S2", defval = 55, minval = 1, maxval = 100, step =1)
RSI1 = input.int (title = "RSI", defval = 5, minval = 1, maxval = 20 , step = 1)
/// mise en place de ema
RSI = ta.rsi(close, RSI1)
shortest = ta.ema(close, 9)
short = ta.ema(close, 26)
longer = ta.ema(close, 100)
longest = ta.ema(close, 55)
plot(shortest, color = color.red)
plot(short, color = color.orange)
plot(longer, color = color.aqua)
plot(longest, color = color.yellow)
plot(close)
//// trading indicators
EMA1 = ta.ema (close,EMA_L)
EMA2 = ta.ema (close,EMA_L2)
EMA3 = ta.ema (close, EMA_S)
EMA4 = ta.ema (close, EMA_S2)
//buy = ta.crossover(EMA1, EMA2) and RSI > 60 and RSI <70
sell = ta.crossunder(EMA1, EMA2) and RSI > 40
//buyexit = ta.crossunder(EMA3, EMA4)
sellexit = ta.crossover(EMA3, EMA4)
/////strategy
strategy.entry ("short", strategy.short, when = sell, comment = "ENTER-SHORT")
///// market exit
strategy.close ("short", when = sellexit, comment = "EXIT-SHORT")
|
sonu1997 | https://www.tradingview.com/script/FGELufUr-sonu1997/ | Sonu1997 | https://www.tradingview.com/u/Sonu1997/ | 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/
// © Sonu1997
//@version=4
//@version=5
strategy('moving average strategy', overlay=true)
ema50 =ema(close, 50)
ema200 =ema(close, 200)
long = ema50 > ema200
short = ema50 < ema200
strategy.entry('long', strategy.long, 100, 0, when=long)
strategy.entry('short', strategy.short, 100, 0, when=short)
strategy.close('long', when=short)
strategy.close('short', when=long)
|
Short Swing Bearish MACD Cross (By Coinrule) | https://www.tradingview.com/script/2bqf38Tw-Short-Swing-Bearish-MACD-Cross-By-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 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/
// © Coinrule
//@version=5
strategy("Shorting Bearish MACD Cross with Price Below EMA 450 (By Coinrule)", overlay=true, initial_capital = 10000, default_qty_value = 30, default_qty_type = strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.1)
// EMAs
slowEMA = ta.ema(close, 450)
// MACD
[macdLine, signalLine, histogramLine] = ta.macd(close, 11, 26, 9)
// Conditions
goShortCondition1 = ta.crossunder(macdLine, signalLine)
goShortCondition2 = slowEMA > close
timePeriod = time >= timestamp(syminfo.timezone, 2021, 12, 1, 0, 0)
notInTrade = strategy.position_size <= 0
strategyDirection = strategy.direction.short
if (goShortCondition1 and goShortCondition2 and timePeriod and notInTrade)
stopLoss = high * 1.04
takeProfit = low * 0.92
strategy.entry("Short", strategy.short)
strategy.exit("exit","Short", stop=stopLoss, limit=takeProfit)
plot(slowEMA, color=color.green)
|
Chirag Strategy SMA with StopLoss | https://www.tradingview.com/script/nRZlZdgm-Chirag-Strategy-SMA-with-StopLoss/ | chiragchopra91 | https://www.tradingview.com/u/chiragchopra91/ | 42 | 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/
// © chiragchopra91
//@version=4
strategy(title='Chirag Strategy SMA', shorttitle='CHIRAGSMA', overlay=true)
plot(sma(close,10), color=color.green, linewidth=2)
plot(sma(close,13), color=color.red, linewidth=2)
longCondition = crossover(sma(close, 10), sma(close, 13))
shortCondition = crossover(sma(close, 13), sma(close, 10))
// Set stop loss level with input options
longLossPerc = input(title="Long Stop Loss (%)", type=input.float, minval=0.0, step=0.1, defval=1) * 0.01
shortLossPerc = input(title="Short Stop Loss (%)", type=input.float, minval=0.0, step=0.1, defval=1) * 0.01
longStopPrice = strategy.position_avg_price * (1 - longLossPerc)
shortStopPrice = strategy.position_avg_price * (1 + shortLossPerc)
if longCondition
if strategy.position_size < 0
strategy.close('Short', comment="SHORT EXIT")
strategy.entry('Long', strategy.long, comment="BUY")
if shortCondition
if strategy.position_size > 0
strategy.close('Long', comment="BUY EXIT")
strategy.entry('Short', strategy.short, comment="SHORT")
if strategy.position_size > 0
strategy.exit('LONG SL', stop=longStopPrice, comment="LONG SL EXIT")
if strategy.position_size < 0
strategy.exit('SHORT SL', stop=shortStopPrice, comment="SHORT SL EXIT")
plot(longStopPrice, title="Long StopLoss", color=color.red)
plot(shortStopPrice, title="Short StopLoss", color=color.red)
|
Stoch cross | https://www.tradingview.com/script/DFz3eA1B/ | utanico | https://www.tradingview.com/u/utanico/ | 29 | 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/
// © utanico
//@version=4
strategy(title="Stochastic", overlay=true, shorttitle="Stoch")
periodK = input(35, title="K", minval=1)
periodD = input(21, title="D", minval=1)
smoothK = input(21, title="Smooth", minval=1)
startYear = input(type=input.integer, title = "開始年", defval = 2020)
startMonth = input(type=input.integer, title = "開始月", defval = 1)
startDay = input(type=input.integer, title = "開始日", defval = 1)
endYear = input(type=input.integer, title = "終了年", defval = 2030)
endMonth = input(type=input.integer, title = "終了月", defval = 12)
endDay = input(type=input.integer, title = "終了日", defval = 31)
//開始日時
test_start = timestamp(startYear, startMonth, startDay, 00, 00)
//終了日時
test_end = timestamp(endYear, endMonth, endDay, 00, 00)
//テスト期間の指定
is_test = test_start <= time and time <= test_end
k = sma(stoch(close, high, low, periodK), smoothK)
d = sma(k, periodD)
if (is_test)
if (k > d)
strategy.entry("Stoch_LE", strategy.long, comment="Stoch_LE")
//if (strategy.opentrades > 0 and k < d)
//strategy.close("Stoch_LE",comment="CloseLONG")
if (k < d)
strategy.entry("Stoch_SE", strategy.short, comment="Stoch_SE")
//if (strategy.opentrades < 0 and k > d)
//strategy.close("Stoch_SE",comment="CloseShort") |
[Pt] Premarket Breakout Strategy | https://www.tradingview.com/script/0LJUxO7T-Pt-Premarket-Breakout-Strategy/ | PtGambler | https://www.tradingview.com/u/PtGambler/ | 529 | 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/
// © PtGambler
//@version=5
strategy("[Pt] Premarket Breakout Strategy", shorttitle="PM Break Strategy", overlay=true, pyramiding=1, initial_capital=4000, commission_type=strategy.commission.cash_per_contract, slippage = 3)
// ******************** Trade Period **************************************
startY = input(title='Start Year', defval=2011, group = "Trading window")
startM = input.int(title='Start Month', defval=1, minval=1, maxval=12, group = "Trading window")
startD = input.int(title='Start Day', defval=1, minval=1, maxval=31, group = "Trading window")
finishY = input(title='Finish Year', defval=2050, group = "Trading window")
finishM = input.int(title='Finish Month', defval=12, minval=1, maxval=12, group = "Trading window")
finishD = input.int(title='Finish Day', defval=31, minval=1, maxval=31, group = "Trading window")
timestart = timestamp(startY, startM, startD, 00, 00)
timefinish = timestamp(finishY, finishM, finishD, 23, 59)
t1_session = input.session("0945-1545", "Entry Session", group="Sessions")
t1 = time(timeframe.period, t1_session)
window = time >= timestart and time <= timefinish and t1 ? true : false
margin_req = input.float(11, title="Margin Requirement / Leverage", step=0.1, group = "Trading Options")
reinvest = input.bool(defval=false,title="Reinvest profit", group = "Trading Options")
reinvest_percent = input.float(defval=100, title = "Reinvest percentage", group="Trading Options")
//-------------------------------------------------------------------------------------
profit = strategy.netprofit
trade_amount = math.floor(strategy.initial_capital*margin_req / close)
BSLE() =>
strategy.opentrades > 0 ? (bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades-1)) : na
BSLEx() =>
strategy.opentrades == 0 ? (bar_index - strategy.closedtrades.exit_bar_index(strategy.closedtrades-1)) : na
if strategy.netprofit > 0 and reinvest
trade_amount := math.floor((strategy.initial_capital+(profit*reinvest_percent*0.01))*margin_req/ close)
else
trade_amount := math.floor(strategy.initial_capital*margin_req / close)
// ***************************************************************************************************** Daily ATR *****************************************************
atrlen = input.int(14, minval=1, title="ATR period", group = "Daily ATR")
iPercent = input.float(1.6, minval=0.01, maxval=100, step=0.2, title="% ATR to use for SL / PT", group = "Daily ATR")
percentage = iPercent * 0.01
datr = request.security(syminfo.tickerid, "1D", ta.rma(ta.tr, atrlen))
datrp = datr * percentage
atr = ta.rma(ta.tr, atrlen)
// --------------------------------------------- Pre-market Session HL ------------------------------------====
pm_session = input.session("0900-0930", "Pre-Market Session", group="Sessions")
pm_t = time(timeframe.period, pm_session)
var pm_h = 0.0
var pm_l = 9999.9
if pm_t
pm_h := high > pm_h ? high : pm_h
pm_l := low < pm_l ? low : pm_l
pm_range = pm_h - pm_l
bgcolor(pm_t?color.new(color.white,95):na)
// ------------------------------------------------ Stochastic RSI --------------------------------------------------------
string TT_stochLen = "For 1 min time frame, use default 14." + "\nFor 5 min time frame, use 3."
smoothK = input.int(3, "K", minval=1, group = "Stochastic RSI")
smoothD = input.int(3, "D", minval=1, group = "Stochastic RSI")
lengthRSI = input.int(14, "RSI Length", minval=1, group = "Stochastic RSI", tooltip = TT_stochLen)
lengthStoch = input.int(14, "Stochastic Length", minval=1, group = "Stochastic RSI", tooltip = TT_stochLen)
src = input(close, title="RSI Source")
rsi1 = ta.rsi(src, lengthRSI)
k = ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = ta.sma(k, smoothD)
// -------------------------------------------------------- RSI MA Cross -----------------------------------------------------
ma(source, length, type) =>
switch type
"SMA" => ta.sma(source, length)
"Bollinger Bands" => 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)
len = input.int(14, minval=1, title="RSI Length", group="RSI Settings")
len2 = input.int(3, title="Smooth period", group="RSI Settings")
maType = input.string("SMA", title="MA Type", options=["SMA", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="RSI Settings")
malen = input.int(100, title="MA Length", group="RSI Settings")
up = ta.rma(math.max(ta.change(src), 0), len)
down = ta.rma(-math.min(ta.change(src), 0), len)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
rsiSM = ta.sma(rsi,len2)
rsiMA = ma(rsi, malen, maType)
rsi_bull = rsiSM > rsiMA and rsi > 50 and rsi > rsiSM
rsi_bear = rsiSM < rsiMA and rsi < 50 and rsi < rsiSM
// --------------------------------------------- Define Trend - PM HL breakout -------------------------------------------------------------------
var trend = 0
// reset trend at PM
if pm_t
trend := 0
else
trend := trend == 0 ? (close > pm_h ? 1 : close < pm_l ? -1 : 0) : trend
plot(trend,"Trade direction")
//---------------------------------------------------------------------------------------------------------------
stoch_h_limit = input.int(82, "Stochastic K must be above before entry", group="Entry parameters")
stoch_l_limit = input.int(18, "Stochastic K must be above before entry", group="Entry parameters")
plot(time(timeframe.period, "0930-1600:23456") or pm_t? pm_h : high, title="PM High", color= time(timeframe.period, "0930-1600:23456") or pm_t? color.blue : color.new(color.black,100), linewidth=2, trackprice = true)
plot(time(timeframe.period, "0930-1600:23456") or pm_t? pm_l : low, title="PM Low", color= time(timeframe.period, "0930-1600:23456") or pm_t? color.orange : color.new(color.black,100), linewidth=2, trackprice = true)
// ------------------------------------------------------------ Entry --------------------------------------------
var traded = false
L_entry1 = trend == 1 and traded == false and d[1] < stoch_l_limit and ta.crossover(k,d)
S_entry1 = trend == -1 and traded == false and d[1] > stoch_h_limit and ta.crossunder(k,d)
if L_entry1 and window
strategy.entry("Long", strategy.long,trade_amount)
traded := true
if S_entry1 and window
strategy.entry("Short", strategy.short,trade_amount)
traded := true
// ------------------------------------------------------------- SL & PT -------------------------------------------
RRR = input.float(2.0, "Reward to Risk Ratio", step=0.1, group="Trading Options")
entry_price = strategy.opentrades.entry_price(0)
L_SL = entry_price > pm_h ? pm_l - datrp : entry_price - pm_range - datrp
S_SL = entry_price < pm_l ? pm_h + datrp : entry_price + pm_range + datrp
L_risk = entry_price - L_SL
S_risk = S_SL - entry_price
L_PT = entry_price + L_risk * RRR
S_PT = entry_price - S_risk * RRR
p0 = plot(strategy.opentrades.size(0) == 0 ? close : entry_price, "Entry Price", color= strategy.opentrades.size(0) == 0 ? na : color.gray, linewidth=1)
p1 = plot(strategy.opentrades.size(0) > 0? L_SL : low, "Long SL", color= (t1 or pm_t) and strategy.opentrades.size(0) > 0 and BSLE() > 0? color.red : color.new(color.black,100), linewidth=3)
p2 = plot(strategy.opentrades.size(0) > 0? L_PT : high, "Long PT", color= (t1 or pm_t) and strategy.opentrades.size(0) > 0 and BSLE() > 0? color.green : color.new(color.black,100), linewidth=3)
p3 = plot(strategy.opentrades.size(0) < 0? S_SL : high, "Long SL", color= (t1 or pm_t) and strategy.opentrades.size(0) < 0 and BSLE() > 0? color.red : color.new(color.black,100), linewidth=3)
p4 = plot(strategy.opentrades.size(0) < 0? S_PT : low, "Long PT", color= (t1 or pm_t) and strategy.opentrades.size(0) < 0 and BSLE() > 0? color.green : color.new(color.black,100), linewidth=3)
fill(p1, p0, color.new(color.red,95))
fill(p2, p0, color.new(color.green,95))
fill(p3, p0, color.new(color.red,95))
fill(p4, p0, color.new(color.green,95))
// ------------------------------------------ Exit ----------------------------------------------------------
L_exit1 = d > 80 and strategy.opentrades.profit(0) <=0 and rsi_bear
S_exit1 = d < 20 and strategy.opentrades.profit(0) <=0 and rsi_bull
if strategy.opentrades.size(0) > 0
strategy.exit("Exit", "Long", limit=L_PT, stop=L_SL)
if L_exit1
strategy.close("Long", comment="Exit Early")
if strategy.opentrades.size(0) < 0
strategy.exit("Exit", "Short", limit=S_PT, stop=S_SL)
if S_exit1
strategy.close("Short", comment="Exit Early")
if time(timeframe.period, "1555-1600:23456") or time(timeframe.period, "0755-0800:23456")
strategy.close_all()
traded := false
pm_h := 0.0
pm_l := 9999.9
|
Double Bollinger Binary Options | https://www.tradingview.com/script/0KqFN1vc-Double-Bollinger-Binary-Options/ | Trade_by_DB | https://www.tradingview.com/u/Trade_by_DB/ | 63 | 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/
// © Trade_by_DB
//@version=5
strategy("Double Bollinger Binary Options", overlay=true, margin_long=100, margin_short=100)
// Bollinger bands #1 (20,2)
length1 = input.int(20, minval=1)
src1 = input(close, title="Source")
mult1 = input.float(2.0, minval=0.001, maxval=50, title="StdDev")
basis1 = ta.sma(src1, length1)
dev1 = mult1 * ta.stdev(src1, length1)
upper1 = basis1 + dev1
lower1 = basis1 - dev1
//Bollinger bands #2
length2 = input.int(20, minval=1)
src2 = input(close, title="Source")
mult2 = input.float(3.0, minval=0.001, maxval=50, title="StdDev")
basis2 = ta.sma(src2, length2)
dev2 = mult2 * ta.stdev(src2, length2)
upper2 = basis2 + dev2
lower2 = basis2 - dev2
//Buy Condition
buy = close < lower2 and ta.rsi(close,14) <=20
sell = close > upper2 and ta.rsi(close,14) >=80
// plotshape(buy, style = shape.arrowup , color = color.green, location = location.belowbar)
// plotshape(sell, style = shape.arrowdown , color = color.red, location = location.abovebar)
if (buy)
strategy.entry("CALL", strategy.long)
if (sell)
strategy.entry("PUT", strategy.short)
|
meta-capitulation | https://www.tradingview.com/script/t7RRJhPX-meta-capitulation/ | serafimovkliment | https://www.tradingview.com/u/serafimovkliment/ | 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/
// © serafimovkliment
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © serafimovkliment
//@version=5
strategy("7 period sma diff")
sma_p = 30
diff = (ta.sma(close, sma_p) - low)/ta.sma(close, sma_p)
is_oversold = (diff) > 0.25
val = is_oversold ? 1 : 0
local_max = 0.0
for over_days = 1 to 200
tmp = val[over_days] * (low - open[over_days-1])/open[over_days-1] * 100
if (local_max > tmp)
local_max := tmp
drawdown_if_oversold_yesterday = local_max
sum = ta.cum(val)
n = 34
over_past_2_years = ((sum - sum[n])/n)*100
plot(over_past_2_years)
plot(val, color = color.red)
plot(-drawdown_if_oversold_yesterday, color = color.green)
|
SPX Scalping Strategy | https://www.tradingview.com/script/wsykXMkv-SPX-Scalping-Strategy/ | connor2279 | https://www.tradingview.com/u/connor2279/ | 142 | 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/
// USE HEIEN ASHI, 1 min, SPX 500 USD OANDA
// © connor2279
//@version=5
strategy(title="SPX Strategy", shorttitle="SPXS", overlay=true)
//SMA
len1 = 10
src1 = input(close, title="SMA Source #1")
out1 = ta.sma(src1, len1)
plot(out1, title="SMA #1", color=close >= out1 ? color.lime : color.red, linewidth=2)
data_over = ta.crossover(close, out1)
dataO = close >= out1
data_under = ta.crossunder(close, out1)
dataU = close < out1
bgcolor(color=ta.crossover(close, out1) ? color.new(color.lime, 90) : na)
bgcolor(color=ta.crossunder(close, out1) ? color.new(color.red, 90) : na)
//Norm MacD
sma = 12
lma = 21
tsp = 10
np = 50
sh = ta.ema(close,sma)
lon= ta.ema(close,lma)
ratio = math.min(sh,lon)/math.max(sh,lon)
Mac = ratio - 1
if(sh>lon)
Mac := 2-ratio - 1
else
Mac := ratio - 1
MacNorm = ((Mac-ta.lowest(Mac, np)) /(ta.highest(Mac, np)-ta.lowest(Mac, np)+.000001)*2)- 1
MacNorm2 = MacNorm
if(np<2)
MacNorm2 := Mac
else
MacNorm2 := MacNorm
Trigger = ta.wma(MacNorm2, tsp)
trigger_above = Trigger >= MacNorm
trigger_under = Trigger < MacNorm
plotshape(ta.crossover(Trigger, MacNorm2), style=shape.triangledown, color=color.red)
plotshape(ta.crossunder(Trigger, MacNorm2), style=shape.triangledown, color=color.lime)
//RSI / SMA RSI
swr=input(true,title="RSI")
src = close
len = 14
srs = 50
up = ta.rma(math.max(ta.change(src), 0), len)
down = ta.rma(-math.min(ta.change(src), 0), len)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
mr = ta.sma(rsi,srs)
rsi_above = rsi >= mr
rsi_under = rsi < mr
//All
buySignal = rsi_above and trigger_under and dataO
shortSignal = rsi_under and trigger_above and dataU
bgcolor(color=buySignal ? color.new(color.lime,97) : na)
bgcolor(color=shortSignal ? color.new(color.red, 97) : na)
sellSignal = ta.cross(close, out1) or ta.cross(Trigger, MacNorm2) or ta.cross(rsi, mr)
if (buySignal)
strategy.entry("LONG", strategy.long, 1)
if (shortSignal)
strategy.entry("SHORT", strategy.short, 1)
// Submit exit orders
strategy.close("LONG", when=sellSignal)
strategy.close("SHORT", when=sellSignal) |
Buy/Sell on the levels | https://www.tradingview.com/script/DPx9VRI9-Buy-Sell-on-the-levels/ | Arivadis | https://www.tradingview.com/u/Arivadis/ | 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/
// © svatvlad1993
//@version=5
strategy("test for more freq","BUY/SELL test for more freq",pyramiding=100 , overlay=true, currency=currency.USDT, commission_type=strategy.commission.percent,
commission_value=0.05,initial_capital=5000, margin_long=10, margin_short=10, max_lines_count = 500, max_labels_count = 500, max_bars_back = 5000)//, default_qty_type=strategy.percent_of_equity, default_qty_value=4)
// tail-resistance for buy
var last_min = low[0]
var last_max = high[0]
var permission_for_buy = 0
lowest0 = ta.lowest(low,100)
highest0 = ta.highest(high,100)
if close > last_max
if lowest0 != 0
last_min := lowest0
else
last_min := close - (close * 0.02)
last_max := high
permission_for_buy := 1
if close < last_min
last_min := low
if highest0 != 0
last_max := highest0
else
last_max := close + (close * 0.02)
permission_for_buy := 0
plot_diaps1 = plot(permission_for_buy != 0? na : last_max, title='Max',color=color.new(#ff0000, 95),style=plot.style_cross,trackprice=true )
plot_diaps2 = plot(permission_for_buy != 0? na : last_min, title='Min',color=color.new(#ff0000, 95),style=plot.style_cross,trackprice=true )
plot_diaps3 = plot(permission_for_buy != 1? na : last_max, title='max',color=color.new(color.green, 95),style=plot.style_cross,trackprice=true )
plot_diaps4 = plot(permission_for_buy != 1? na : last_min, title='min',color=color.new(color.green, 95),style=plot.style_cross,trackprice=true )
fill(plot_diaps1, plot_diaps2,color=color.new(#ff0000, 95))
fill(plot_diaps3, plot_diaps4,color=color.new(color.green, 95))
//Supertrend
atrPeriod = input(10, "ATR Length")
factor = input.float(2.5, "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.teal, style=plot.style_linebr)
downTrend = plot(direction < 0? na : supertrend, "Down Trend", color = color.maroon, style=plot.style_linebr)
fill(bodyMiddle, upTrend, color.new(color.teal, 75), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(color.maroon, 75), fillgaps=false)
// levels sell/buy
var float[] price_to_sellBue = array.from(1.01, 1.02, 1.03, 1.04, 1.05, 1.06, 1.071, 1.082, 1.093, 1.104, 1.115, 1.126, 1.137, 1.148, 1.159, 1.171, 1.183, 1.195, 1.207, 1.219, 1.231, 1.243, 1.255, 1.268, 1.281, 1.294, 1.307, 1.32, 1.333, 1.346, 1.359, 1.373, 1.387, 1.401, 1.415, 1.429, 1.443, 1.457, 1.472, 1.487, 1.502, 1.517, 1.532, 1.547, 1.562, 1.578, 1.594, 1.61, 1.626, 1.642, 1.658, 1.675, 1.692, 1.709, 1.726, 1.743, 1.76, 1.778, 1.796, 1.814, 1.832, 1.85, 1.869, 1.888, 1.907, 1.926, 1.945, 1.964, 1.984, 2.004, 2.024, 2.044, 2.064, 2.085, 2.106, 2.127, 2.148, 2.169, 2.191, 2.213, 2.235, 2.257, 2.28, 2.303, 2.326, 2.349, 2.372, 2.396, 2.42, 2.444, 2.468, 2.493, 2.518, 2.543, 2.568, 2.594, 2.62, 2.646, 2.672, 2.699, 2.726, 2.753, 2.781, 2.809, 2.837, 2.865, 2.894, 2.923, 2.952, 2.982, 3.012, 3.042, 3.072, 3.103, 3.134, 3.165, 3.197, 3.229, 3.261, 3.294, 3.327, 3.36, 3.394, 3.428, 3.462, 3.497, 3.532, 3.567, 3.603, 3.639, 3.675, 3.712, 3.749, 3.786, 3.824, 3.862, 3.901, 3.94, 3.979, 4.019)
var float[] count_of_orders = array.from(2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0)
//loops for sale/buy
for i = 0 to 139
if array.get(price_to_sellBue, i) >= open[0] and array.get(price_to_sellBue, i) <= close[0] and
direction[0] < 0 and permission_for_buy != 0
if array.get(count_of_orders, i) > 0
strategy.order(str.tostring(i), strategy.long, 15)
g = array.get(count_of_orders, i)
array.set(count_of_orders, i, g - 2)
break
var SELL_amount = 0
var strategy_short = 0
for i = 0 to 139
if array.get(price_to_sellBue, i) <= open[0] and array.get(price_to_sellBue, i) >= close[0]
for j = 0 to i-1
if array.get(count_of_orders, j) != 2
strategy_short := strategy_short + 1
array.set(count_of_orders, j, 2)
SELL_amount := SELL_amount + 15
strategy.order(str.tostring(strategy_short),strategy.short, SELL_amount)
SELL_amount := 0
break
// добавить SMA и продавать при низходящем тренде
plot(strategy.equity)
|
Directional Movement Index | https://www.tradingview.com/script/snP0MRjI-Directional-Movement-Index/ | wojak_bogdanoff | https://www.tradingview.com/u/wojak_bogdanoff/ | 375 | 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/
// ©wojak_bogdanoff
// @version=5
// Directional Movement Index (DMI)
strategy(title="Directional Movement Index", shorttitle="DMI︎", overlay=true, pyramiding=1, calc_on_every_tick=false, calc_on_order_fills=false, initial_capital=100.0, default_qty_type=strategy.percent_of_equity, default_qty_value=100.0, commission_type=strategy.commission.percent, commission_value=0.1, slippage=1)
trade_type = input.string(defval = "Long/Short", title="Position Type", options=["Long/Short", "Long"], group='Trading Settings')
strategy_type = 'DMI'
start_date = input.time(title='Testing Start Date', defval=timestamp("2017-01-01T00:00:00"), group='Trading Settings')
finish_date = input.time(title='Testing End Date', defval=timestamp("2025-01-01T00:00:00"), group='Trading Settings')
_testperiod = time >= start_date and time <= finish_date
_check = _testperiod
// --- (Start) Ichimoku kinko Hyo ------------------------------------------- // Credits : LonesomeTheBlue
middleDonchian(Length) =>
lower = ta.lowest(Length), upper = ta.highest(Length)
math.avg(upper, lower)
conversionPeriods = input.int(defval=9, minval=1, group='Ichimoku Kinko Hyo - Settings')
basePeriods = input.int(defval=26, minval=1, group='Ichimoku Kinko Hyo - Settings')
laggingSpan2Periods = input.int(defval=52, minval=1, group='Ichimoku Kinko Hyo - Settings')
displacement = input.int(defval=26, minval=1, group='Ichimoku Kinko Hyo - Settings')
Tenkan = middleDonchian(conversionPeriods)
Kijun = middleDonchian(basePeriods)
xChikou = close
SenkouA = middleDonchian(laggingSpan2Periods)
SenkouB = (Tenkan[basePeriods-displacement] + Kijun[basePeriods-displacement]) / 2
plot(Tenkan, color=color.red, title="Tenkan", linewidth=2, display=display.all)
plot(Kijun, color=color.blue, title="Kijun", linewidth=2, display=display.all)
plot(xChikou, color= color.lime , title="Chikou", offset = -displacement, display=display.all)
A = plot(SenkouA, color=color.new(color.red,70), title="SenkouA", offset=displacement, display=display.none)
B = plot(SenkouB, color=color.new(color.green,70), title="SenkouB", offset=displacement, display=display.none)
fill(A, B, color= (SenkouA > SenkouB) ? color.new(color.red,90) : color.new(color.green,90), title='Kumo Cloud')
// --- (End) Ichimoku kinko Hyo --------------------------------------------- //
// --- (Start) Ichimoku conditions ------------------------------------------ // Credits : ThermalWinds
red_kumo_cloud = SenkouA[displacement] > SenkouB[displacement] // Verified
green_kumo_cloud = SenkouA[displacement] < SenkouB[displacement] // Verified
red_kumo_cloud_future = SenkouA > SenkouB // Verified
green_kumo_cloud_future = SenkouA < SenkouB // Verified
close_crosses_kijun = close > Kijun and close[1] < Kijun[1] // Verified
tenkan_over_kijun = Tenkan > Kijun // Verified
tenkan_below_kijun_tenkan_up_kijun_flat = (Tenkan < Kijun) and (ta.change(Tenkan, 1) > 0) and (Kijun[0] == Kijun[1]) // Verified
[close_middle_bb, close_upper_bb, close_lower_bb] = ta.bb(series=close, length=20, mult=1)
chikou_open_space = (xChikou < close_lower_bb[displacement] and xChikou < SenkouA[2*displacement] and xChikou < SenkouB[2*displacement] and xChikou < 2*low[displacement]) or (xChikou > close_upper_bb[displacement] and xChikou > SenkouA[2*displacement] and xChikou > SenkouB[2*displacement] and xChikou > 2*high[displacement]) // Verified
future_senkouB_up_flat = green_kumo_cloud_future and (ta.change(SenkouB, 1) > 0 or SenkouB[0] == SenkouB[1]) // Verified
tenkan_in_cloud = (Tenkan < SenkouA[displacement] and Tenkan > SenkouB[displacement]) or (Tenkan > SenkouA[displacement] and Tenkan < SenkouB[displacement]) // Verified
kijun_in_cloud = (Kijun < SenkouA[displacement] and Kijun > SenkouB[displacement]) or (Kijun > SenkouA[displacement] and Kijun < SenkouB[displacement]) // Verified
price_in_green_cloud = green_kumo_cloud and ((open < SenkouB[displacement] and open > SenkouA[displacement]) or (high < SenkouB[displacement] and high > SenkouA[displacement]) or (low < SenkouB[displacement] and low > SenkouA[displacement]) or (close < SenkouB[displacement] and close > SenkouA[displacement])) // Verified
price_in_red_cloud = red_kumo_cloud and ((open < SenkouA[displacement] and open > SenkouB[displacement]) or (high < SenkouA[displacement] and high > SenkouB[displacement]) or (low < SenkouA[displacement] and low > SenkouB[displacement]) or (close < SenkouA[displacement] and close > SenkouB[displacement])) // Verified
price_in_cloud = price_in_green_cloud or price_in_red_cloud // Verified
chikou_in_cloud = (green_kumo_cloud[displacement] and (xChikou < SenkouB[2*displacement] and xChikou > SenkouA[2*displacement])) or (red_kumo_cloud[displacement] and (xChikou < SenkouA[2*displacement] and xChikou > SenkouB[2*displacement])) // Verified
price_tenkan_kijun_chikou_not_in_cloud = (not tenkan_in_cloud) and (not kijun_in_cloud) and (not price_in_cloud) and (not chikou_in_cloud) // Verified
cloud_thickness = math.abs(SenkouA[displacement] - SenkouB[displacement])
percent_thick_cloud = green_kumo_cloud ? (cloud_thickness * 100) / SenkouA[displacement] : (cloud_thickness * 100) / SenkouB[displacement]
thickness_threshold = 14, thickest_cloud = ta.highest(percent_thick_cloud, 10000)
thick_cloud = percent_thick_cloud >= (thickest_cloud * (thickness_threshold/100)) // Verified
price_tenkan_kijun_chikou_in_thick_cloud = (not price_tenkan_kijun_chikou_not_in_cloud) and thick_cloud // Verified
proximity_mult = 0.001 // 0.1 %
tenkan_middle_bb = Tenkan + (Tenkan*0), tenkan_upper_bb = Tenkan + (Tenkan*proximity_mult), tenkan_lower_bb = Tenkan + (Tenkan*-proximity_mult)
kijun_middle_bb = Kijun + (Kijun*0), kijun_upper_bb = Kijun + (Kijun*proximity_mult), kijun_lower_bb = Kijun + (Kijun*-proximity_mult)
price_near_tenkan = (open < tenkan_upper_bb and open > tenkan_lower_bb) or (high < tenkan_upper_bb and high > tenkan_lower_bb) or (low < tenkan_upper_bb and low > tenkan_lower_bb) or (close < tenkan_upper_bb and close > tenkan_lower_bb)
price_near_kijun = (open < kijun_upper_bb and open > kijun_lower_bb) or (high < kijun_upper_bb and high > kijun_lower_bb) or (low < kijun_upper_bb and low > kijun_lower_bb) or (close < kijun_upper_bb and close > kijun_lower_bb)
price_near_tenkan_kijun = price_near_tenkan or price_near_kijun
cloud_thickness_future = math.abs(SenkouA[0] - SenkouB[0])
percent_thick_cloud_future = green_kumo_cloud_future ? (cloud_thickness_future * 100) / SenkouA[0] : (red_kumo_cloud_future ? (cloud_thickness_future * 100) / SenkouB[0] : na)
thickness_threshold_future = 0.20
thin_cloud = percent_thick_cloud_future <= thickness_threshold_future
red_2_green_cloud = (SenkouA[displacement+1] > SenkouB[displacement+1]) and (SenkouA[displacement+0] < SenkouB[displacement+0])
green_2_red_cloud = (SenkouA[displacement+1] < SenkouB[displacement+1]) and (SenkouA[displacement+0] > SenkouB[displacement+0])
close_above_cloud = close > SenkouA[displacement] and close > SenkouB[displacement]
close_below_kijun = close < Kijun
tenkan_crossover_kijun = ta.crossover(Tenkan, Kijun)
tenkan_over_cloud = Tenkan > SenkouA[displacement] and Tenkan > SenkouB[displacement]
tenkan_over_red_cloud = red_kumo_cloud and tenkan_over_cloud
kijun_crosses_red_cloud = red_kumo_cloud and ta.crossover(Kijun, SenkouA[displacement])
// --- (End) Ichimoku conditions -------------------------------------------- //
// --- (Start) Directional Movement Index (DMI) ----------------------------- //
dmi_adxSmoothing = input.int(14, title="ADX Smoothing", minval=1, maxval=50, group='ADX / DMI - Setting')
dmi_len = input.int(7, minval=1, title="DI Length", group='ADX / DMI - Setting')
dmi_up = ta.change(high)
dmi_down = -ta.change(low)
dmi_plusDM = na(dmi_up) ? na : (dmi_up > dmi_down and dmi_up > 0 ? dmi_up : 0)
dmi_minusDM = na(dmi_down) ? na : (dmi_down > dmi_up and dmi_down > 0 ? dmi_down : 0)
dmi_rma = ta.rma(ta.tr, dmi_len)
dmi_plus = fixnan(100 * ta.rma(dmi_plusDM, dmi_len) / dmi_rma)
dmi_minus = fixnan(100 * ta.rma(dmi_minusDM, dmi_len) / dmi_rma)
dmi_sum = dmi_plus + dmi_minus
dmi_adx = 100 * ta.rma(math.abs(dmi_plus - dmi_minus) / (dmi_sum == 0 ? 1 : dmi_sum), dmi_adxSmoothing)
plot(dmi_adx, color=#F50057, title="ADX", display=display.none)
plot(dmi_plus, color=#2962FF, title="+DI", display=display.none)
plot(dmi_minus, color=#FF6D00, title="-DI", display=display.none)
dmi_consld_limit=input.int(defval=25, title='Consolidation ADX', group='ADX / DMI - Setting')
dmi_consld=dmi_adx<=dmi_consld_limit
dmi_strong_up=dmi_adx>dmi_consld_limit and dmi_plus>dmi_minus
dmi_strong_down=dmi_adx>dmi_consld_limit and dmi_plus<dmi_minus
barcolor(dmi_consld ? color.new(color.black,0) : na, title='Consolidation region', display=display.none)
barcolor(dmi_strong_up ? color.new(color.green,0) : na, title='Uptrend Region')
barcolor(dmi_strong_down ? color.new(color.red,0) : na, title='Downtrend Region')
dmi_long_e = (not dmi_strong_up[1] and dmi_strong_up[0])
dmi_long_x = (dmi_strong_up[1] and not dmi_strong_up[0]) or (thick_cloud and green_kumo_cloud)
dmi_short_e = (not dmi_strong_down[1]) and dmi_strong_down[0]
dmi_short_x = (dmi_strong_down[1] and not dmi_strong_down[0]) or green_kumo_cloud
// --- (End) Directional Movement Index (DMI) ------------------------------- //
// --- Trade Conditions ----------------------------------------------------- //
var is_long_open=false, var is_short_open=false
long_e = strategy_type == "DMI" ? dmi_long_e : na
long_x = strategy_type == "DMI" ? dmi_long_x : na
short_e = strategy_type == "DMI" ? dmi_short_e : na
short_x = strategy_type == "DMI" ? dmi_short_x : na
long_e_color = input.color(defval=color.new(color.teal,0), title='Long Entry', group='Signals Style - Setting', inline='il1')
long_x_color = input.color(defval=color.new(color.purple,0), title='Long Exit', group='Signals Style - Setting', inline='il1')
is_trade_bar = (long_e and not is_long_open) or (long_x and is_long_open)
barcolor(color=is_trade_bar ? na : (close>open ? color.new(color.green,90) : color.new(color.red,90)), title='Trade Bars')
barcolor(color=(trade_type == 'Long' or trade_type == 'Long/Short') ? long_e and not is_long_open ? long_e_color : na : na, title="Long - Entry Bar", editable=false)
barcolor(color=(trade_type == 'Long' or trade_type == 'Long/Short') ? long_x and is_long_open ? long_x_color : na : na, title="Long - Exit Bar", editable=false)
plotshape((trade_type == 'Long' or trade_type == 'Long/Short') ? long_e and not is_long_open : na, text="B", textcolor=color.white, style=shape.labelup, color=long_e_color, size=size.tiny, location=location.belowbar, title="Long - Entry Labels")
plotshape((trade_type == 'Long' or trade_type == 'Long/Short') ? long_x and is_long_open : na, text="S", textcolor=color.white, style=shape.labeldown, color=long_x_color, size=size.tiny, location=location.abovebar, title="Long - Exit Labels")
plotshape((trade_type == 'Short' or trade_type == 'Long/Short') ? short_e and not is_short_open : na, text="E", textcolor=color.black, style=shape.labeldown, color=color.new(color.yellow,30), size=size.tiny, location=location.abovebar, title="Short - Entry Labels", editable=false)
plotshape((trade_type == 'Short' or trade_type == 'Long/Short') ? short_x and is_short_open : na, text="X", textcolor=color.black, style=shape.labeldown, color=color.new(color.orange,30), size=size.tiny, location=location.abovebar, title="Short - Exit Labels", editable=false)
if long_e and not is_long_open
is_long_open:=true
if long_x and is_long_open
is_long_open:=false
if short_e and not is_short_open
is_short_open:=true
if short_x and is_short_open
is_short_open:=false
// --- Trade Executions ----------------------------------------------------- //
if trade_type == "Long/Short" and _check
strategy.entry("Long", strategy.long, comment=" ", when=long_e and _testperiod)
strategy.close("Long", comment=" ", when=long_x and _testperiod)
strategy.entry("Short", strategy.short, comment=" ", when=short_e and _testperiod)
strategy.close("Short", comment=" ", when=short_x and _testperiod)
if trade_type == "Long" and _check
strategy.entry("Long", strategy.long, comment=" ", when=long_e and _testperiod)
strategy.close("Long", comment=" ", when=long_x and _testperiod)
|
Bjorgum Double Tap | https://www.tradingview.com/script/rLkjr2sQ-Bjorgum-Double-Tap/ | Bjorgum | https://www.tradingview.com/u/Bjorgum/ | 4,553 | 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/
// © Bjorgum
// ________________________________________________________________
// |\______________________________________________________________/|
// || ________________ ||
// || ___ __ )_____(_)___________________ ____ ________ ___ ||
// || __ __ |____ /_ __ \_ ___/_ __ `/ / / /_ __ `__ \ ||
// || _ /_/ /____ / / /_/ / / _ /_/ // /_/ /_ / / / / / ||
// || /_____/ ___ / \____//_/ _\__, / \__,_/ /_/ /_/ /_/ ||
// || /___/ /____/ ||
// ||______________________________________________________________||
// |/______________________________________________________________\|
//@version=5
// @strategy_alert_message {{strategy.order.alert_message}}
strategy(
title = "Bjorgum Double Tap",
shorttitle = "Bj Double Tap",
overlay = true,
max_lines_count = 500,
max_labels_count = 500,
precision = 3,
default_qty_type = strategy.cash,
commission_value = 0.04,
commission_type = strategy.commission.percent,
slippage = 1,
currency = currency.USD,
default_qty_value = 1000,
initial_capital = 1000)
// ══════════════════════════════════ //
// —————> Immutable Constants <—————— //
// ══════════════════════════════════ //
string useStratTip = "Enables or disables the strategy tester allowing a change between either an indicator or a strategy."
string dLongTip = "Detect long setups."
string dShortTip = "Detect short setups."
string FLIPTip = "Allow entry in the opposite bias while already in a position."
string startTip = "Start date & time to begin backtest period. Useful for beginning new bot. eg. Set time to now to make broker emulator in a flat position with the proper starting captial before setting alerts"
string endTip = "End date & time to stop searching for setups for back testing."
string tolTip = "The difference in height allowable for the signifcant points of the pattern expressed as a percent of the pattern height. Example: The points can vary in height by 15% of the pattern height from one another."
string lenTip = "The length used to calcuate significant points to form pivots for pattern detection. Example: The highest or lowest point in 50 bars."
string fibTip = "The fib target extension projected from the neckline of the pattern in the direction of the pattern bias expressed as a percent. Example: 100% is a 1:1 measurment of the height from the pattern neckline."
string stopPerTip = "The fib extension of the pattern height measured from the point of invalidation. Example: 0% would be the high point of a double top. 50% would be halfway between the top and the neckline."
string offsetTip = "The number of bars lines are extended into the future during an ongoing pattern."
string atrStopTip = "Enables an ATR trailing stop once the target extension is breached. NOTE: This disables a take profit order in the strategy format."
string atrLenTip = "The number of bars used in the ATR calculation."
string atrMultTip = "The multiplier of the ATR value to subtract from the swing low or swing high point. Example: 1 is 100% of the ATR, 2 is 2x the ATR value."
string lookbackTip = "The number of bars to look back to find a swing high or swing low to be used in the trailing stop calculation. Example: 1 ATR subtracted from the lowest point in 5 bars. 1 would use the lowest point within the last bar."
string tableTip = "Show the data table for trade limit levels during an active trade. (table will only show when a pattern is present on the chart, or in bar replay)."
string labelTip = "Updates the double top/bottom label with 'Success' or 'Failure' and updates color based on the outcome of the pattern."
string thirdTip = "Where would you like to send your alerts?"
string pPhraseTip = "A custom passphrase to authenticate your json message with a touch more security."
string aTronKeyTip = "The name of your Alertatron API keys. (Add the ticker in brackets). Example: MyKeys(XBTUSD)."
string tickerTip = "The ticker to be traded when using Trading Connector"
string LongTip = "3Commas start long deal bot keys."
string LongEndTip = "3Commas end long deal bot keys."
string ShortTip = "3Commas start short deal bot keys."
string ShortEndTip = "3Commas end short deal bot keys."
string dt = "Double Top"
string db = "Double Bottom"
string suc = " - Success"
string fail = " - Failure"
string winStr = "Target reached! 💰"
string loseStr = "Stopped out... 🤷♂"
string tabPerc = "{0, number, #.##}\n({1, number, #.##}%)"
string tcStop = "slmod slprice={0} tradeid={1}"
string dExit = "'{'\"content\": \"```Bjorgum {0}\\n\\n\\t'{{ticker}}' '{{interval}}'\\n\\n\\t{1}```\"'}'"
string S1 = "tiny" , string P1 = "top"
string S2 = "small" , string P2 = "middle"
string S3 = "normal" , string P3 = "bottom"
string S4 = "large" , string P4 = "left"
string S5 = "huge" , string P5 = "center"
string S6 = "auto" , string P6 = "right"
var string tnB = "" , string A1 = "Custom Json"
string altStr = "" , string A2 = "Trading Connector"
string tUp = "" , string A3 = "Alertatron"
string dCordWin = "" , string A4 = "3Commas"
string dCordLose = "" , string A5 = "Discord"
float pos = strategy.position_size
int sync = bar_index
bool confirm = barstate.isconfirmed
var int dir = na
var float lmt = na
var float stp = na
string altExit = na
bool FLAT = pos == 0
bool LONG = pos > 0
bool SHORT = pos < 0
var int tradeId = 0
color col1 = color.new(#b2b5be, 15)
color col2 = color.new(#b2b5be, 87)
color col3 = color.new(#ffffff, 0)
color col4 = color.new(#17ff00, 15)
color col5 = color.new(#ff0000, 15)
color col6 = color.new(#ff5252, 0)
var matrix<float> logs = matrix.new<float> (5, 3)
var line [] zLines = array.new_line (5)
var line [] tLines = array.new_line (5)
var line [] bLines = array.new_line (5)
var label[] bullLb = array.new_label ()
var label[] bearLb = array.new_label ()
int timeStart = timestamp("01 Jan 2000")
int timeEnd = timestamp("01 Jan 2099")
// ══════════════════════════════════ //
// —————————> User Input <——————————— //
// ══════════════════════════════════ //
string GRP1 = "════ Detection and Trade Parameters ════"
bool useStrat = input.bool (true , "Use Strategy" , group= GRP1, tooltip= useStratTip)
bool dLong = input.bool (true , "Detect Bottoms" , group= GRP1, tooltip= dLongTip )
bool dShort = input.bool (true , "Detect Tops" , group= GRP1, tooltip= dShortTip )
bool FLIP = input.bool (true , "Flip Trades" , group= GRP1, tooltip= FLIPTip )
float tol = input.float (15 , "Pivot Tolerance" , group= GRP1, tooltip= tolTip , minval= 1)
int len = input.int (50 , "Pivot Length" , group= GRP1, tooltip= lenTip , minval= 1)
float fib = input.float (100 , "Target Fib" , group= GRP1, tooltip= fibTip , minval= 0)
int stopPer = input.int (0 , "Stop Loss Fib" , group= GRP1, tooltip= stopPerTip )
int offset = input.int (30 , "Line Offset" , group= GRP1, tooltip= offsetTip , minval= 0)
string GRP2 = "═══════════ Time Filter ═══════════"
int startTime = input.time(timeStart , "Start Filter" , group= GRP2, tooltip= startTip)
int endTime = input.time(timeEnd , "End Filter" , group= GRP2, tooltip= endTip )
string GRP3 = "══════════ Trailing Stop ══════════"
bool atrStop = input.bool (false , "Use Trail Stop" , group= GRP3, tooltip= atrStopTip )
int atrLength = input.int (14 , "ATR Length" , group= GRP3, tooltip= atrLenTip , minval= 1)
float atrMult = input.float (1 , "ATR Multiplier" , group= GRP3, tooltip= atrMultTip , minval= 0)
int lookback = input.int (5 , "Swing Lookback" , group= GRP3, tooltip= lookbackTip, minval= 1)
string GRP5 = "════════════ Colors ════════════"
color col = input.color (col1 , "Lines " , group= GRP5, inline= "41")
color zCol = input.color (col3 , "Patterns " , group= GRP5, inline= "42")
int hWidth = input.int (1 , "" , group= GRP5, inline= "41", minval= 1)
int zWidth = input.int (1 , "" , group= GRP5, inline= "42", minval= 1)
color colf = input.color (col2 , "Stop Fill" , group= GRP5)
color tCol = input.color (col4 , "Target Color" , group= GRP5)
color sCol = input.color (col5 , "Stop Color" , group= GRP5)
color trailCol = input.color (col6 , "Trail Color" , group= GRP5)
string GRP6 = "═════════ Table and Label ═════════"
bool showTable = input.bool (true , "Show Table" , group= GRP6, tooltip= tableTip)
bool setLab = input.bool (true , "Update Label" , group= GRP6, tooltip= labelTip)
string labSize = input.string("small" , "Label Text Size" , group= GRP6, options= [S1, S2, S3, S4, S5, S6])
string textSize = input.string("normal" , "Table Text Size" , group= GRP6, options= [S1, S2, S3, S4, S5, S6])
string tableYpos = input.string("bottom" , "Table Position" , group= GRP6, options= [P1, P2, P3])
string tableXpos = input.string("right" , "" , group= GRP6, options= [P4, P5, P6])
string GRP7 = "══════════ Alert Strings ══════════"
string thirdParty = input.string(A1 , "3rd Party" , group= GRP7, tooltip= thirdTip, options= [A1, A2, A3, A4, A5])
string pPhrase = input.string("1234" , "Json Passphrase" , group= GRP7, tooltip= pPhraseTip )
string aTronKey = input.string("myKeys" , "Alertatron Key" , group= GRP7, tooltip= aTronKeyTip)
string tcTicker = input.string("" , "TC Ticker" , group= GRP7, tooltip= tickerTip )
string c3Long = input.string("" , "3Comma Long" , group= GRP7, tooltip= LongTip )
string c3LongEnd = input.string("" , "3Comma Long End" , group= GRP7, tooltip= LongEndTip )
string c3Short = input.string("" , "3Comma Short" , group= GRP7, tooltip= ShortTip )
string c3ShortEnd = input.string("" , "3Comma Short End", group= GRP7, tooltip= ShortEndTip)
// ══════════════════════════════════ //
// ————> Variable Calculations <————— //
// ══════════════════════════════════ //
bool dif = stopPer != 0
int set = sync + offset
float atr = ta.atr (14)
float sLow = ta.lowest (lookback) - (atr * atrMult)
float sHigh = ta.highest (lookback) + (atr * atrMult)
float pivHigh = ta.highest (len)
float pivLows = ta.lowest (len)
float hbar = ta.highestbars (len)
float lbar = ta.lowestbars (len)
// ══════════════════════════════════ //
// ———> Functional Declarations <———— //
// ══════════════════════════════════ //
High(m) =>
float result = (m == 1 ? high : low)
Low(m) =>
float result = (m == 1 ? low : high)
perD(_p) =>
float result = (_p - close) / close * 100
_coords(_x, _i) =>
x = matrix.get (_x, _i, 0)
y = matrix.get (_x, _i, 1)
[int(x), y]
_arrayLoad(_x, _max, _val) =>
array.unshift (_x, _val)
if array.size (_x) > _max
array.pop (_x)
_matrixPush(_mx, _max, _row) =>
matrix.add_row(_mx, matrix.rows (_mx), _row)
if matrix.rows (_mx) > _max
matrix.remove_row (_mx, 0)
_mxLog(_cond, _x, _y) =>
float[] _row = array.from (sync, _y, 0)
if _cond
_matrixPush (_x, 5, _row)
_mxUpdate(_cond, _dir, _x, y) =>
int m = _dir ? 1 : -1
int _end = matrix.rows (_x) -1
if _cond and y * m > matrix.get (_x, _end, 1) * m
matrix.set (_x, _end, 0, sync)
matrix.set (_x, _end, 1, y)
_extend(_x, _len) =>
for l in _x
line.set_x2(l, _len)
_hLine(_l, x2, y2, y3, y4, y5, _t) =>
line l1 = line.new (x2 , y2, set, y2, color= col, width= hWidth)
line l2 = line.new (x2 , y4, set, y4, color= col, width= hWidth)
array.set (_l , 3, l1)
array.set (_l , 2, l2)
array.set (_l , 1, line.new (x2 , y3, set, y3, color= col, width= hWidth))
array.set (_l , 0, line.new (sync-1, _t, set, _t, color= col, width= hWidth))
linefill.new (l1 , l2, colf)
if stopPer != 0
array.set (_l, 4, line.new (sync-1, y5, set, y5, color= col, width= hWidth))
_zLine(x1, y1, x2, y2, x3, y3, x4, y4) =>
array.set (zLines, 3, line.new (x1, y1, x2 , y2 , color= zCol, width= zWidth))
array.set (zLines, 2, line.new (x2, y2, x3 , y3 , color= zCol, width= zWidth))
array.set (zLines, 1, line.new (x3, y3, x4 , y4 , color= zCol, width= zWidth))
array.set (zLines, 0, line.new (x4, y4, sync, close, color= zCol, width= zWidth))
_label(x, y, m) =>
m > 0 ?
_arrayLoad (bearLb, 1, label.new (x, y, dt, color= color(na), style= label.style_label_down, textcolor= col, size= labSize)) :
_arrayLoad (bullLb, 1, label.new (x, y, db, color= color(na), style= label.style_label_up, textcolor= col, size= labSize))
_labelUpdate(_x, _y, m) =>
if (_x or _y) and setLab
label lab = array.get (m > 0 ? bearLb : bullLb, 0)
string oStr = (m > 0 ? dt : db)
string nStr = oStr + (_x ? suc : fail)
label.set_text (lab, nStr)
label.set_textcolor (lab, _x ? tCol : sCol)
_atrTrail(_cond, _lt, _s, m) =>
var float _stop = na
var bool _flag = na
var bool _trail = na
_flag := _cond
_stop := _s
_trail := _flag ? false : _trail
if atrStop and useStrat
if _lt
_flag := false
_trail := true
_stop := m == -1 ? _lt ? sLow : math.max(_stop, sLow) : _stop
_stop := m == 1 ? _lt ? sHigh : math.min(_stop, sHigh) : _stop
if High(m) * m > _stop * m
_flag := true
_trail := false
[_flag, _stop, _trail]
_inTrade(_cond, _x, _e, m) =>
var bool _flag = na
var float _stop = na
var float _limit = na
line l1 = array.get (_x, 0)
float lp = line.get_price(l1, sync)
line l2 = array.get (_x, dif ? 4 : 2)
float ls = line.get_price(l2, sync)
bool win = Low (m) * m <= lp * m and not _e
bool lose = High(m) * m >= ls * m and not _e
_flag := _cond
_stop := _e ? ls : _stop
_limit := _e ? lp : _limit
if win or lose
_flag := true
_extend (_x , sync)
_labelUpdate (win , lose, m)
line.set_color (win ? l1 : l2, win ? tCol : sCol)
array.fill (_x , na)
array.fill (zLines, na)
[_f, _s, _t] = _atrTrail (_flag , win , _stop, m)
_flag := atrStop ? _f : _flag
_stop := _t and _s * m < _stop * m and confirm ? _s : _stop
[_flag, _stop, _t, _limit]
_double(_cond, _l, _x, m) =>
var bool _flag = na
int _rows = matrix.rows (_x)
_flag := _cond
if _flag
[x1, y1] = _coords (_x , _rows - 5)
[x2, y2] = _coords (_x , _rows - 4)
[x3, y3] = _coords (_x , _rows - 3)
[x4, y4] = _coords (_x , _rows - 2)
bool traded = matrix.get (_x , _rows - 2, 2)
float height = math.avg (y2 , y4) - y3
float _high = y2 + height * (tol/ 100)
float _low = y2 - height * (tol/ 100)
float _t = y3 - height * (fib/ 100)
float y5 = y2 * m < y4 * m ? y2 : y4
float y6 = y2 * m > y4 * m ? y2 : y4
float y7 = y6 - height *(stopPer/100)
bool result = y1*m < y3*m and y4*m <= _high*m and y4*m >= _low*m and close*m < y3*m and not (close[1]*m < y3*m) and not traded
if result and _flag and (m > 0 ? dShort : dLong)
_hLine (_l, x2, y5, y3, y6, y7, _t)
_zLine (x1, y1, x2, y2, x3, y3, x4, y4)
_label (x4, y6, m)
matrix.set (_x, _rows - 2, 2, 1)
_flag := false
_flag
_scan(_l, _x, m) =>
var bool _cond = true
_cond := _double (_cond, _l, _x, m)
bool enter = _cond[1] and not _cond
[f,s,t,l] = _inTrade (_cond, _l, enter, m)
_cond := f
_extend(_l, set)
[f,s,t,l]
_populate(_n, _x, _i, _col) =>
for [i, _a] in _x
if not na(_a)
table.cell(table_id = _n, column = _i ,
row = i, bgcolor = na ,
text = _a, text_color = _col,
text_size = textSize)
// ══════════════════════════════════ //
// ————————> Logical Order <————————— //
// ══════════════════════════════════ //
dir := not hbar ? 1 : not lbar ? 0 : dir
bool dirUp = dir != dir[1] and dir
bool dirDn = dir != dir[1] and not dir
bool setUp = not hbar and dir
bool setDn = not lbar and not dir
_mxLog (dirUp or dirDn, logs, dirUp ? pivHigh : pivLows)
_mxUpdate (setUp or setDn, dir, logs, setUp ? pivHigh : pivLows)
[bear,ss,ts,sl] = _scan(tLines, logs, 1)
[bull,ls,tl,ll] = _scan(bLines, logs, -1)
bool st = SHORT ? ts : false
bool lt = LONG ? tl : false
bool sell = bear[1] and not bear
bool buy = bull[1] and not bull
color ssCol = st or st[1] ? trailCol : na
color lsCol = lt or lt[1] ? trailCol : na
bool longEntry = buy and (FLAT or (SHORT and FLIP))
bool shortEntry = sell and (FLAT or (LONG and FLIP))
bool dateFilter = time >= startTime and time <= endTime
tradeId += longEntry or shortEntry ? 1 : 0
lmt := atrStop ? na :
shortEntry ? sl : longEntry ? ll : lmt
stp := shortEntry or SHORT and atrStop ? ss :
longEntry or LONG and atrStop ? ls : stp
plot (atrStop ? ss : na, "Short Stop", ssCol, style= plot.style_linebr)
plot (atrStop ? ls : na, "Long Stop", lsCol, style= plot.style_linebr)
bgcolor (not dateFilter ? color.new(color.red,80) : na, title= "Filter Color")
// ══════════════════════════════════ //
// —————————> Data Display <————————— //
// ══════════════════════════════════ //
if showTable
string tls = bull ? na : str.format(tabPerc, ls, perD(ls))
string tss = bear ? na : str.format(tabPerc, ss, perD(ss))
string tll = bull ? na : str.format(tabPerc, ll, perD(ll))
string tsl = bear ? na : str.format(tabPerc, sl, perD(sl))
string[] titles = array.from(na, bull ? na : "Bullish", bear ? na : "Bearish")
string[] stops = array.from("Stop" , tls, tss)
string[] limtis = array.from("Target", tll, tsl)
table bjTab = table.new(tableYpos + "_" + tableXpos, 3, 3, border_color= color.new(color.gray, 60), border_width= 1)
if not bear or not bull
_populate(bjTab, titles, 0, color.white)
_populate(bjTab, stops, 1, color.red)
if not (na(ll) or lt) or not (na(sl) or st)
_populate(bjTab, limtis, 2, color.green)
// ══════════════════════════════════ //
// ——————> String Variables <———————— //
// ══════════════════════════════════ //
bool cSon = thirdParty == A1
bool tCon = thirdParty == A2
bool aTron = thirdParty == A3
bool c3 = thirdParty == A4
bool dCord = thirdParty == A5
if cSon and useStrat
string json =
"'{'
\n \"passphrase\": \"{0}\",
\n \"time\": '\"{{timenow}}\"',
\n \"ticker\": '\"{{ticker}}\"',
\n \"plot\": '{'
\n \"stop_price\": {1, number, #.########},
\n \"limit_price\": {2, number, #.########}
\n '}',
\n \"strategy\": '{'
\n \"position_size\": '{{strategy.position_size}}',
\n \"order_action\": '\"{{strategy.order.action}}\"',
\n \"market_position\": '\"{{strategy.market_position}}\"',
\n \"market_position_size\": '{{strategy.market_position_size}}',
\n \"prev_market_position\": '\"{{strategy.prev_market_position}}\"',
\n \"prev_market_position_size\": '{{strategy.prev_market_position_size}}'
\n '}'
\n'}'"
altStr := str.format(json, pPhrase, stp, lmt)
if tCon and useStrat
string tcTrade =
"'{{strategy.order.action}}' tradesymbol={0} tradeid={1}"
+ (atrStop ? "" : ' tpprice={2, number, #.########}')
+ ' slprice={3, number, #.########}'
altStr := str.format(tcTrade, tcTicker, tradeId, lmt, stp)
tUp := str.format(tcStop, stp, tradeId)
if aTron and useStrat
string altEnt = aTronKey + " '{'\ncancel(which=all);\nmarket(position='{{strategy.position_size}}');\n"
string altEnd = "'}'\n#bot"
string altBrkt =
(atrStop ? "stopOrder(" : "stopOrTakeProfit(")
+ (atrStop ? "" : "tp=@{0, number, #.########}, ")
+ (atrStop ? "offset=@" : "sl=@") + "{1, number, #.########}, position=0, reduceOnly=true"
+ (atrStop ? ", tag=trail" : "")
+ ");\n"
string enter = altEnt + altBrkt + altEnd
string exit = altEnt + altEnd
altStr := str.format(enter, lmt, stp)
altExit := na(altExit) ? exit : altExit
string stopUpdate = aTronKey + " '{'\ncancel(which=tagged, tag=trail);\n" + altBrkt + altEnd
tUp := atrStop ? str.format(stopUpdate, lmt, stp) : tUp
if dCord and useStrat
tnB := longEntry ? db : shortEntry ? dt : tnB
string postTrade =
"'{'\"content\": \"```🚨 Bjorgum {0} detected 🚨\\n\\n\\t'{{ticker}}' '{{interval}}'\\n\\n\\t"
+ (atrStop ? "" : "🎯 Target: {1, number, #.########}\\n\\t")
+ "🛑 Stop: {2, number, #.########}```\"'}'"
altStr := str.format(postTrade, tnB, lmt, stp)
dCordWin := str.format(dExit, tnB, winStr)
dCordLose := str.format(dExit, tnB, loseStr)
if c3 and useStrat
c3Long := SHORT and buy ? str.format("[{0}, {1}]", c3ShortEnd, c3Long) : c3Long
c3Short := LONG and sell ? str.format("[{0}, {1}]", c3LongEnd, c3Short) : c3Short
// ══════════════════════════════════ //
// ——————> Strategy Execution <—————— //
// ══════════════════════════════════ //
strategy.entry("Long" , strategy.long , comment= "Long", when= useStrat and longEntry and dateFilter, alert_message= c3 ? c3Long : altStr)
strategy.entry("Short", strategy.short, comment= "Short", when= useStrat and shortEntry and dateFilter, alert_message= c3 ? c3Short : altStr)
strategy.exit("Long Exit",
"Long",
stop = stp,
limit = lmt,
comment = "L Exit",
alert_message = c3 ? c3LongEnd : aTron ? altExit : tCon ? "closelong" : dCord ? na : altStr,
alert_profit = dCord ? dCordWin : na,
alert_loss = dCord ? dCordLose : na)
strategy.exit("Short Exit",
"Short",
stop = stp,
limit = lmt,
comment = "S Exit",
alert_message = c3 ? c3ShortEnd : aTron ? altExit : tCon ? "closeshort" : dCord ? na : altStr,
alert_profit = dCord ? dCordWin : na,
alert_loss = dCord ? dCordLose : na)
// ══════════════════════════════════ //
// —————> Alert Functionality <—————— //
// ══════════════════════════════════ //
if (lt and ls != ls[1] or st and ss != ss[1]) and (tCon or aTron)
alert(tUp, alert.freq_once_per_bar_close)
if not useStrat and (buy or sell)
alert((buy ? db : dt) + ' Detected', alert.freq_once_per_bar)
// ____ __ _ ____
// ( __)( ( \( \
// ) _) / / ) D (
// (____)\_)__)(____/
|
RSITrendStrategy | https://www.tradingview.com/script/DNoWMfpD-RSITrendStrategy/ | email_analysts | https://www.tradingview.com/u/email_analysts/ | 143 | 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/
// © email_analysts
// This code gives indication on the chart to go long or short based on RSI crossover strategy.
//Default value has been taken as 5 and 11, with 6 being used to identify highs & lows.
//@version=4
strategy("RSITrendStrategy", overlay=false)
len1 = input(title="MA 1", defval = 5)
len2 = input(title="MA 1", defval = 11)
len3 = input(title="MA 1", defval = 6)
h1 = hline(30.)
h2 = hline(70.)
///fill(h1, h2, color = color.new(color.blue, 80))
sh = rsi(close, len1)
ln = rsi(close, len2)
rs = rsi(close, len3)
p1 = plot(sh, color = color.red)
p2 = plot(ln, color = color.green)
p3 = plot(rs, color = color.white)
mycol = sh > ln ? color.lime : color.red
fill(p1, p2, color = mycol)
buy = (sh[1] < ln[1] and sh > ln and rs[1] < 30)
if (buy)
strategy.entry("long", strategy.long)
sell = (sh[1] > ln[1] and sh < ln and rs[1] > 70)
if (sell)
strategy.entry("short", strategy.short) |
I11L Long Put/Call Ratio Inversion | https://www.tradingview.com/script/EmtrWuhL/ | I11L | https://www.tradingview.com/u/I11L/ | 149 | 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/
// © I11L
//@version=5
strategy("I11L Long Put/Call Ratio Inversion", overlay=false, pyramiding=1, default_qty_value=10000, initial_capital=10000, default_qty_type=strategy.cash)
SL = input.float(0.01,step=0.01)
CRV = input.float(3)
TP = SL * CRV
len = input.int(30,"Lookback period in Days",step=10)
ratio_sma_lookback_len = input.int(20,step=10)
mult = input.float(1.5,"Standard Deviation Multiple")
ratio_sma = ta.sma(request.security("USI:PCC","D",close),ratio_sma_lookback_len)
median = ta.sma(ratio_sma,len)
standartDeviation = ta.stdev(ratio_sma,len)
upperDeviation = median + mult*standartDeviation
lowerDeviation = median - mult*standartDeviation
isBuy = ta.crossunder(ratio_sma, upperDeviation)// and close < buyZone
isCloseShort = (ratio_sma > median and strategy.position_size < 0)
isSL = (strategy.position_avg_price * (1.0 - SL) > low and strategy.position_size > 0) or (strategy.position_avg_price * (1.0 + SL) < high and strategy.position_size < 0)
isSell = ta.crossover(ratio_sma,lowerDeviation)
isTP = strategy.position_avg_price * (1 + TP) < high
if(isBuy)
strategy.entry("Long", strategy.long)
if(isCloseShort)
strategy.exit("Close Short",limit=close)
if(isSL)
strategy.exit("SL",limit=close)
if(isTP)
strategy.exit("TP",limit=close)
plot(ratio_sma,color=color.white)
plot(median,color=color.gray)
plot(upperDeviation,color=color.rgb(0,255,0,0))
plot(lowerDeviation,color=color.rgb(255,0,0,0))
bgcolor(isBuy?color.rgb(0,255,0,90):na)
bgcolor(isSell?color.rgb(255,0,0,90):na)
|
VXD Supercycle | https://www.tradingview.com/script/RcxGYEvM-VXD-Supercycle/ | Vvaz_ | https://www.tradingview.com/u/Vvaz_/ | 397 | 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/
// © Vvaz_
//@version=5
//This Strategy Combined the following indicators and conditioning by me
//Rolling VWAP , ATR , RSI , EMA , SMA
//Subhag form Subhag Ghosh
//OB PPDD Form Super OrderBlock / FVG / BoS Tools by makuchaku & eFe
strategy("VXD Supercycle", "VXD", overlay=true , initial_capital=100 ,currency = currency.USD , pyramiding = 1 ,process_orders_on_close= true)
// Strategy Setting
uselong = input.bool(title="Open Buy?", defval = true , group='═══════════ Strategy Setting ═══════════')
useshort = input.bool(title="Open Sell?", defval = true , group='═══════════ Strategy Setting ═══════════')
useRSIC =input.bool(title="Use RSI Condition?", defval = true , group='═══════════ Strategy Setting ═══════════')
usefilter =input.bool(title="Use Filter Condition?", defval = true , group='═══════════ Strategy Setting ═══════════', tooltip = 'Excute Order when subhag is following a trend.')
riskPer = input.int(10, "Lost per trade($)", minval = 1, group='═══════════ Strategy Setting ═══════════', tooltip = 'เจ๊งได้เท่าไหร่?(ต่อ 1 ไม้นะ)')
useSL = input.bool(title="Use TP/SL?", defval = true , inline='Set', group='═══════════ Strategy Setting ═══════════')
usetpcl = input.color(defval=color.new(color.orange,0), title='Color', inline='Set', group='═══════════ Strategy Setting ═══════════')
rrPer = input.float(3.00, "Risk:Reward", minval = 1, step=0.1, group='═══════════ Strategy Setting ═══════════')
TPper = input.float(50, "Equity % Take Profit", minval = 0.1, step=5, group='═══════════ Strategy Setting ═══════════', tooltip='Take a snack and let profit run.')
// INPUT BACKTEST RANGE
var string BTR1 = '════════ INPUT BACKTEST TIME RANGE ════════'
i_startTime = input.time(defval = timestamp("01 Jan 1945 00:00 +0000"), title = "Start", inline="timestart", group=BTR1)
i_endTime = input.time(defval = timestamp("01 Jan 2074 23:59 +0000"), title = "End", inline="timeend", group=BTR1)
timeCond = (time > i_startTime) and (time < i_endTime)
//////////////////////////////////// function MA //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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
//////////////////////////////// RVWAP //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
import PineCoders/ConditionalAverages/1 as pc
var string GRP2 = '═══════════ VWAP Setting ═══════════'
var string TT_MINBARS = "The minimum number of last values to keep in the moving window, even if these values are outside the time period. This avoids situations where a large time gap between two bars would cause the time window to be empty."
int MS_IN_MIN = 60 * 1000
int MS_IN_HOUR = MS_IN_MIN * 60
int MS_IN_DAY = MS_IN_HOUR * 24
float srcInput = input.source(close, "Source", tooltip = "The source used to calculate the VWAP. The default is the average of the high, low and close prices.", group = GRP2)
int minBarsInput = input.int(21, "Min Bars", group = GRP2, tooltip = TT_MINBARS)
timeStep() =>
// @function Determines a time period from the chart's timeframe.
// @returns (int) A value of time in milliseconds that is appropriate for the current chart timeframe. To be used in the RVWAP calculation.
int tfInMs = timeframe.in_seconds() * 1000
float step =
switch
tfInMs <= MS_IN_MIN => MS_IN_HOUR
tfInMs <= MS_IN_MIN * 5 => MS_IN_HOUR * 4
tfInMs <= MS_IN_HOUR => MS_IN_DAY * 1
tfInMs <= MS_IN_HOUR * 4 => MS_IN_DAY * 3
tfInMs <= MS_IN_HOUR * 12 => MS_IN_DAY * 7
tfInMs <= MS_IN_DAY => MS_IN_DAY * 30.4375
tfInMs <= MS_IN_DAY * 7 => MS_IN_DAY * 90
=> MS_IN_DAY * 365
int result = int(step)
// RVWAP
float rollingVWAP = pc.totalForTimeWhen(srcInput * volume, timeStep(), true, minBarsInput) / pc.totalForTimeWhen(volume, timeStep(), true, minBarsInput)
///////////////////////// ATR /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
Periods = input.int(title="ATR Period", defval=12 ,group='═══════════ ATR Setting ═══════════')
Multiplier = input.float(title="ATR Multiplier", step=0.1, defval=2.4,group='═══════════ ATR Setting ═══════════')
[supertrend, direction] = ta.supertrend(Multiplier, Periods)
///////////////////////// RSI /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
LengthRSI = input.int(25,'RSI', minval=1, group='═══════════ RSI Setting ═══════════')
LengthRSIMA = input.int(14,'RSI-MA', minval=1, group='═══════════ RSI Setting ═══════════', tooltip = 'RSI MA corss 50 Trigger Order')
///////////////////////// MA /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
useMA = input.bool(title="Use VWAP?", defval = true , group='═══════════ MA Setting ═══════════', tooltip = 'Use VWAP trend line')
LengthMA = input.int(21,'EMA', minval=1, group='═══════════ MA Setting ═══════════', tooltip = 'Act as Trend line')
sma2cl = input.color(defval=color.new(color.yellow,0), title='EMA Slow', group='═══════════ MA Setting ═══════════' ,inline = 'sma200')
LengthMA2 = input.int(200,'SMA', minval=1, group='═══════════ MA Setting ═══════════' ,inline = 'sma200')
float MA_1 = ta.ema(close, LengthMA)
MA_2 = ta.sma(close, LengthMA2)
SourceOpen = (open + close[1]) / 2
Candleopen = ta.ema(SourceOpen,25)
Bodycolor = Candleopen > Candleopen[1] ? color.green : color.red
////////////////////////// Subhag form Subhag Ghosh //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
length = input.int(100, minval=1, group='═══════════ Subhag Setting ═══════════')
smoothing = input.int(17, minval=1, group='═══════════ Subhag Setting ═══════════')
// Regression Lines
linreg = ta.ema(ta.linreg(close, length, 0),smoothing)
//COLOR of Regression Line
hullColor = linreg > linreg[3] ? color.green :linreg < linreg[3] ? color.red : color.yellow
/////////////////////////////// define trend /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
trendL = useMA and ta.cum(nz(volume)) != 0 ? rollingVWAP : MA_1
upTrend = direction < 0 ? supertrend : linreg[3]
downTrend = direction < 0 ? linreg : supertrend
fastl = ta.ema(close,2)
greenzone = (fastl > trendL) and (direction < 0) and (close > linreg) and (Bodycolor == color.green)
redzone = (fastl < trendL) and (direction > 0 ) and (close < linreg) and (Bodycolor == color.red)
greenzoneB = (fastl > trendL) and (direction < 0) and (hullColor == color.green) and (Bodycolor == color.green)
redzoneB = (fastl < trendL) and (direction > 0 ) and (hullColor == color.red) and (Bodycolor == color.red)
//plotMA and candle
zonecl = greenzone ? color.green : redzone ? color.red : color.yellow
main1 = plot(trendL , title="EMA Fast" , color=zonecl , linewidth=1)
main2 = plot(MA_2 , title="EMA Slow" , color=sma2cl , linewidth=2)
//-------------------------------NSDT HAMA Candels
plotbar(linreg[3], upTrend, downTrend, linreg, color=color.new(hullColor,60), title='Configure Bars')
////////////////////////////////// OB PPDD Form Super OrderBlock / FVG / BoS Tools by makuchaku & eFe //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
plotPVT = input.bool(defval=true, title='Plot Pivots', group='═══════════ Pivots ═══════════')
pivotLookup = input.int(defval=5, minval=1, maxval=8,title='Pivot Lookup', group='═══════════ Pivots ═══════════', tooltip='Minimum = 1, Maximum = 8')
pivotsizing = input.int(defval=50, minval=1, maxval=100,title='Pivot bars back for sizing', group='═══════════ Pivots ═══════════', tooltip='Minimum = 1, Maximum = 100')
plotInThePast = input(false, "Plot When Pivot is Detected" ,group='═══════════ Pivots ═══════════')
pvtTopColor = input.color(defval=color.new(color.lime,10), title='Pivot Top Color', group='═══════════ Pivots ═══════════', inline='PVT Top Color')
pvtBottomColor = input.color(defval=color.new(color.red,10), title='Pivot Bottom Color', group='═══════════ Pivots ═══════════', inline='PVT Top Color')
plotRJB = input.bool(defval=true, title='Plot RJB', group='═══════════ Rejection Blocks ═══════════', inline='RJB sets')
bosBoxFlag = input.bool(title='Box Length Manually', defval=false, group='═══════════ Rejection Blocks ═══════════', tooltip='If activated the BoS Boxes will not extend unitl crossed by price. Instead will extend by the amount of bars choosen in the "Set BoS Box Length Manually" option')
bosBoxLength = input.int(title='Box Length Manually', defval=3, minval=1, maxval=5, group='═══════════ Rejection Blocks ═══════════', tooltip='If "Set BoS Box Length Manually" is marked, choose by how many bars. Minimum = 1, Maximum = 5')
rjbBullColor = input.color(defval=color.new(color.green,70), title='Bullish RJB Color', inline='Set Custom Color', group='═══════════ Rejection Blocks ═══════════')
rjbBearColor = input.color(defval=color.new(color.red, 70), title='Bearish RJB Color', inline='Set Custom Color', group='═══════════ Rejection Blocks ═══════════')
rjbBoxBorder = input.string(defval=line.style_solid, title='RJB Box Border Style', options=[line.style_dashed, line.style_dotted, line.style_solid], group='═══════════ Rejection Blocks ═══════════', tooltip='To disable border, set Border Width below to 0')
rjbBorderTransparency = input.int(defval=100, title='RJB Border Box Transparency', minval=0, maxval=100, group='═══════════ Rejection Blocks ═══════════')
rjbMaxBoxSet = input.int(defval=100, title='Maximum RJB Box Displayed', minval=1, maxval=100, group='═══════════ Rejection Blocks ═══════════', tooltip='Minimum = 1, Maximum = 100')
filterMitRJB = input.bool(defval=true, title='Custom Color Mitigated RJB', group='═══════════ Rejection Blocks ═══════════')
mitRJBColor = input.color(defval=color.new(color.gray, 90), title='Mitigated RJB Color', group='═══════════ Rejection Blocks ═══════════', inline='Set Custom Color Mit RJB', tooltip='Set to 100 to make mitigated RJB disappear')
plotHVB = input.bool(defval=true, title='Plot HVB', group='═══════════ High Volume Bar ═══════════', tooltip='A candle where the average volume is higher than last few bars.')
hvbBullColor = input.color(defval=color.new(color.green,0), title='Bullish HVB Color', inline='Set Custom Color', group='═══════════ High Volume Bar ═══════════')
hvbBearColor = input.color(defval=color.new(color.orange,0), title='Bearish HVB Color', inline='Set Custom Color', group='═══════════ High Volume Bar ═══════════')
hvbEMAPeriod = input.int(defval=6, minval=1, title='Volume EMA Period', group='═══════════ High Volume Bar ═══════════')
hvbMultiplier = input.float(defval=1.2, title='Volume Multiplier', minval=1, maxval=100, group='═══════════ High Volume Bar ═══════════')
plotPPDD = input.bool(defval=true, title="Plot PPDD OB's", group='═══════════ Qualitative indicators ═══════════', tooltip='Premium Premium Discount Discount (PPDD) is an OB formed after liquidity sweep. It will show up by default as a circle (Bull green / Bear red). Also PPDD1 (by deafult maked with a x-cross ⨯) which is a weak OB formed after liquidity sweep, that fails to completely engulf the high/low, but closes beyond the trapped candles open price.')
ppddBullColor = input.color(defval=color.new(color.green,0), title="Bullish PPDD OB's Color", group='═══════════ Qualitative indicators ═══════════', inline='PPDD Bull')
ppddBearColor = input.color(defval=color.new(color.red,0), title="Bearish PPDD OB's Color", group='═══════════ Qualitative indicators ═══════════', inline='PPDD Bear')
//labels
plotLabelRJB = input.bool(defval=false, title='Plot RJB Label', inline='RJB label', group='═══════════ Label Options ═══════════')
rjbLabelColor = input.color(defval=color.gray, title='Color', inline='RJB label', group='═══════════ Label Options ═══════════')
rjbLabelSize = input.string(defval=size.tiny, title="Size", options=[size.huge, size.large, size.small, size.tiny, size.auto, size.normal], inline='RJB label', group='═══════════ Label Options ═══════════')
//Box Types
var int _rjb = 3
var int _bos = 4
//Box Labels
var string _rjbLabel = "RJB"
var string _plus = "+"
var string _minus = "-"
var string _empty = ""
//Box Arrays
var box[] _bearBoxesRJB = array.new_box()
var box[] _bullBoxesRJB = array.new_box()
//Functions
isUp(index) =>
close[index] > open[index]
isDown(index) =>
close[index] < open[index]
isObUp(index) =>
isDown(index + 1) and isUp(index) and close[index] > high[index + 1]
isObDown(index) =>
isUp(index + 1) and isDown(index) and close[index] < low[index + 1]
isFvgUp(index) =>
(low[index] > high[index + 2])
isFvgDown(index) =>
(high[index] < low[index + 2])
//Function to Calculte Box Length
_controlBox(_boxes, _high, _low, _type) =>
if array.size(_boxes) > 0
for i = array.size(_boxes) - 1 to 0 by 1
_box = array.get(_boxes, i)
_boxLow = box.get_bottom(_box)
_boxHigh = box.get_top(_box)
_boxRight = box.get_right(_box)
if bosBoxFlag and _type == _bos
if na or (bar_index + bosBoxLength - 1 == _boxRight and not((_high > _boxLow and _low < _boxLow) or (_high > _boxHigh and _low < _boxHigh)))
box.set_right(_box, bar_index + bosBoxLength - 1)
else if (filterMitRJB and _type == _rjb)
if na or (bar_index == _boxRight and not((_high > _boxLow and _low < _boxLow) or (_high > _boxHigh and _low < _boxHigh)))
box.set_right(_box, bar_index + 1)
else
if _type == _rjb
box.set_bgcolor(_box, mitRJBColor)
box.set_border_color(_box, mitRJBColor)
else
if na or (bar_index == _boxRight and not((_high > _boxLow and _low < _boxLow) or (_high > _boxHigh and _low < _boxHigh)))
box.set_right(_box, bar_index + 1)
//////////////////// Rejection Block //////////////////
if plotRJB
isDownRjbObCondition = isObDown(1)
isDownRjb1 = isDownRjbObCondition and (high[1] < (close[2] + 0.2*(high[2]-close[2]))) // RJB is on trapped's wick and <50% of the wick was covered by signal
isDownRjb2 = isDownRjbObCondition and (high[1] > high[2]) // RJB is on signal's wick
if isDownRjb1 and plotRJB
_bearboxRJB = box.new(left=bar_index-2, top=high[2], right=bar_index, bottom=close[2], bgcolor=rjbBearColor, border_color=color.new(rjbBearColor, rjbBorderTransparency), border_style=rjbBoxBorder, border_width=1,
text = plotLabelRJB ? _rjbLabel + _minus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=rjbLabelSize, text_color=rjbLabelColor)
if array.size(_bearBoxesRJB) > rjbMaxBoxSet
box.delete(array.shift(_bearBoxesRJB))
array.push(_bearBoxesRJB, _bearboxRJB)
if isDownRjb2 and plotRJB
_bearboxRJB = box.new(left=bar_index-1, top=high[1], right=bar_index, bottom=open[1], bgcolor=rjbBearColor, border_color=color.new(rjbBearColor, rjbBorderTransparency), border_style=rjbBoxBorder, border_width=1,
text=plotLabelRJB ? _rjbLabel + _minus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=rjbLabelSize, text_color=rjbLabelColor)
if array.size(_bearBoxesRJB) > rjbMaxBoxSet
box.delete(array.shift(_bearBoxesRJB))
array.push(_bearBoxesRJB, _bearboxRJB)
//Bullish RJB Box Plotting
if plotRJB
isUpRjbObCondition = isObUp(1)
isUpRjb1 = isUpRjbObCondition and (low[1] > (close[2] - 0.2*(close[2]-low[2]))) // RJB is on trapped's wick and <50% of the wick was covered by signal
isUpRjb2 = isUpRjbObCondition and (low[1] < low[2]) // RJB is on signal's wick
if isUpRjb1 and plotRJB
_bullboxRJB = box.new(left=bar_index-2, top=close[2], right=bar_index, bottom=low[2], bgcolor=rjbBullColor, border_color=color.new(rjbBullColor, rjbBorderTransparency), border_style=rjbBoxBorder, border_width=1,
text = plotLabelRJB ? _rjbLabel + _plus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=rjbLabelSize, text_color=rjbLabelColor)
if array.size(_bullBoxesRJB) > rjbMaxBoxSet
box.delete(array.shift(_bullBoxesRJB))
array.push(_bullBoxesRJB, _bullboxRJB)
if isUpRjb2 and plotRJB
_bullboxRJB = box.new(left=bar_index-1, top=open[1], right=bar_index, bottom=low[1], bgcolor=rjbBullColor, border_color=color.new(rjbBullColor, rjbBorderTransparency), border_style=rjbBoxBorder, border_width=1,
text=plotLabelRJB ? _rjbLabel + _plus : _empty, text_halign=text.align_right, text_valign=text.align_bottom, text_size=rjbLabelSize, text_color=rjbLabelColor)
if array.size(_bullBoxesRJB) > rjbMaxBoxSet
box.delete(array.shift(_bullBoxesRJB))
array.push(_bullBoxesRJB, _bullboxRJB)
if plotRJB
_controlBox(_bearBoxesRJB, high, low, _rjb)
_controlBox(_bullBoxesRJB, high, low, _rjb)
//////////////////// Pivots ////////////////////
hih = ta.pivothigh(high, pivotLookup, pivotLookup)
lol = ta.pivotlow(low , pivotLookup, pivotLookup)
top = ta.valuewhen(hih, high[pivotLookup], 0)
bottom = ta.valuewhen(lol, low [pivotLookup], 0)
pvtop = plot(top, offset=plotInThePast ? 0 : -pivotLookup , linewidth=1, color=(top != top[1] ? na : (plotPVT ? pvtTopColor : na)), title="Pivot Top")
pvdow = plot(bottom, offset=plotInThePast ? 0 : -pivotLookup, linewidth=1, color=(bottom != bottom[1] ? na : (plotPVT ? pvtBottomColor : na)), title="Pivot Bottom")
//////////////////// Premium Premium & Discount Discount //////////////////
premiumPremium = plotPPDD and isObDown(0) and ((math.max(high, high[1]) > top and close < top) or (math.max(high, high[1]) > top[1] and close < top[1]))
discountDiscount = plotPPDD and isObUp(0) and ((math.min(low, low[1]) < bottom and close > bottom) or (math.min(low, low[1]) < bottom[1] and close > bottom[1]))
plotshape(premiumPremium, "Bearish PPDD OB", style=shape.circle , location=location.abovebar, color=ppddBearColor, size=size.tiny)
plotshape(discountDiscount, "Bullish PPDD OB", style=shape.circle , location=location.belowbar, color=ppddBullColor, size=size.tiny)
premiumPremium1 = plotPPDD and (isUp(1) and isDown(0) and close[0] < open[1]) and ((math.max(high, high[1]) > top and close < top) or (math.max(high, high[1]) > top[1] and close < top[1])) and not premiumPremium
discountDiscount1 = plotPPDD and (isDown(1) and isUp(0) and close[0] > open[1]) and ((math.min(low, low[1]) < bottom and close > bottom) or (math.min(low, low[1]) < bottom[1] and close > bottom[1])) and not discountDiscount
plotshape(premiumPremium1, "Bearish PPDD Weak OB", style=shape.xcross, location=location.abovebar, color=ppddBearColor, size=size.tiny)
plotshape(discountDiscount1, "Bullish PPDD Weak OB", style=shape.xcross, location=location.belowbar, color=ppddBullColor, size=size.tiny)
////////////////// High Volume Bars //////////////////
volEma = ta.sma(volume, hvbEMAPeriod)
isHighVolume = volume > (hvbMultiplier * volEma)
barcolor(plotHVB and isUp(0) and isHighVolume ? hvbBullColor : na, title="Bullish HVB")
barcolor(plotHVB and isDown(0) and isHighVolume ? hvbBearColor : na, title="Bearish HVB")
////////////////////////////////// Strategy condition ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
openoncel = strategy.opentrades == 0 or (strategy.opentrades.entry_id(0) == 'Short2')
openonces = strategy.opentrades == 0 or (strategy.opentrades.entry_id(0) == 'long2')
exitshort = (fastl > trendL) and (direction < 0) and (close > top) and (close > linreg)
exitlong = (fastl < trendL) and (direction > 0) and (close < bottom) and (close < linreg)
//sizing
highest = ta.highest(top,pivotsizing)
lowest = ta.lowest(bottom,pivotsizing)
lotsbull = math.abs((riskPer ) / (close - lowest))
lotsbear = math.abs((riskPer ) / (highest - close))
////condition for RSI
rsibb = ta.rsi(close,LengthRSI)
rsiMA = ma(rsibb, LengthRSIMA, "SMA")
rsibuy1 = ta.crossover(rsiMA,50) and (rsibb > rsiMA) and useRSIC and (close > top) and greenzone and timeCond
rsibuy2 = ta.crossover(rsiMA,50) and (rsibb > rsiMA) and useRSIC and (close > top) and greenzoneB and timeCond
rsisell1 = ta.crossunder(rsiMA,50) and (rsibb < rsiMA) and useRSIC and (close < bottom) and redzone and timeCond
rsisell2 = ta.crossunder(rsiMA,50) and (rsibb < rsiMA) and useRSIC and (close < bottom) and redzoneB and timeCond
//condition for trend
LongCondition = (close > supertrend) and openoncel and (close > top) and greenzone and timeCond
ShortCondition = ( close < supertrend) and openonces and (close < bottom) and redzone and timeCond
LongConditionB = (close > supertrend) and openoncel and (close > top) and greenzoneB and timeCond
ShortConditionB = ( close < supertrend) and openonces and (close < bottom) and redzoneB and timeCond
position_size = strategy.position_size
actionbull = usefilter == true ? (rsibuy2 or LongConditionB) : (rsibuy1 or LongCondition)
actionbear = usefilter == true ? (rsisell2 or ShortConditionB) : (ShortCondition or rsisell1)
changetbull = ta.change(actionbull) ,changetbear = ta.change(actionbear) ,buyprice = 0.0 ,sellprice = 0.0 ,mapast = 0.0 ,slprice = 0.0 ,openprice = strategy.opentrades.entry_price(0),sl_percent_bear = 0.0,sl_percent_bull = 0.0 , onetrade = 0
buyprice := position_size >= 0 ? changetbull ? openprice : buyprice[1] : na
sellprice := position_size <= 0 ? changetbear ? openprice : sellprice[1] : na
mapast := changetbull ? MA_2 : changetbear ? MA_2 : mapast[1]
onetrade := TPper == 100 ? (changetbull ? 1 : changetbear ? -1 : onetrade[1]) : 0
slprice := changetbull ? lowest : changetbear ? highest : slprice[1]
sl_percent_bull := changetbull ? (buyprice - lowest)/buyprice : (position_size > 0) ? sl_percent_bull[1] :(position_size < 0) ? 0.0 : 0.0
takeProfitBull = buyprice * (1 + (sl_percent_bull*rrPer))
sl_percent_bear := changetbear ? (highest - sellprice) / sellprice : (position_size < 0) ? sl_percent_bear[1] :(position_size > 0) ? 0.0 : 0.0
takeProfitBear = sellprice * (1 - (sl_percent_bear*rrPer))
plot(useSL and changetbull ? takeProfitBull : useSL and changetbear ? takeProfitBear : na , 'TP',usetpcl,style=plot.style_linebr , linewidth=1 )
plot(useSL and changetbull ? slprice : useSL and changetbear ? slprice : na , 'SL',usetpcl,style=plot.style_linebr , linewidth=1 )
string Alert_OpenLong ='Long Entry! on '+syminfo.ticker+'\n Buy@'+str.tostring(close)+'\n Size = '+str.tostring(lotsbull)+'\n SL = '+str.tostring(slprice)
string Alert_OpenShort ='Short Entry! on '+syminfo.ticker+'\n Sell@'+str.tostring(close)+'\n Size = '+str.tostring(lotsbear)+'\n SL = '+str.tostring(slprice)
string Alert_LongTP ='TP Long on '+syminfo.ticker+' @'+str.tostring(takeProfitBull)+' Size = '+str.tostring((position_size * (TPper/100)))
string Alert_ShortTP ='TP Short on '+syminfo.ticker+' @'+str.tostring(takeProfitBear)+' Size = '+str.tostring((position_size * (TPper/100)))
var message_closelong = 'Tailing Stop Long!!!'
var message_closeshort = 'Tailing Stop Short!!!'
string Alert_StopLosslong ='StopLoss Long! on '+syminfo.ticker+' @'+str.tostring(slprice)
string Alert_StopLossshort = 'StopLoss Short! on '+syminfo.ticker+' @'+str.tostring(slprice)
// exit order
if (exitlong == true )
strategy.close('long2', comment='TailingStop-L', alert_message=message_closelong)
if (exitshort == true )
strategy.close('Short2', comment='TailingStop-S', alert_message=message_closeshort)
// long
if (uselong == true) and changetbull and (onetrade[1] != 1)
strategy.entry('long2', strategy.long ,qty =lotsbull , comment='Long', alert_message=Alert_OpenLong)
// Short
if (useshort == true) and changetbear and (onetrade[1] != -1)
strategy.entry('Short2', strategy.short ,qty =lotsbear, comment='Short', alert_message=Alert_OpenShort)
//TPSL
if (position_size > 0) and useSL and (low < buyprice)
strategy.exit('TPSLB','long2', comment='SL', stop =slprice , alert_message=Alert_StopLosslong)
else if (position_size > 0) and useSL and (low > buyprice)
strategy.exit('TPSLB','long2', comment='TP',limit=takeProfitBull , alert_message=Alert_LongTP , qty_percent=TPper)
else
strategy.cancel('TPSLB')
if (position_size < 0) and useSL and (high > sellprice)
strategy.exit('TPSLS','Short2',comment= 'SL', stop=slprice , alert_message=Alert_StopLossshort)
else if (position_size < 0) and useSL and (high < sellprice)
strategy.exit('TPSLS','Short2',comment= 'TP',limit=takeProfitBear , alert_message=Alert_ShortTP, qty_percent=TPper)
else
strategy.cancel('TPSLS')
////////////////////////////////// By Vvaz_ //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// |
ema strategy | https://www.tradingview.com/script/L4o5RzWV-ema-strategy/ | Sijj | https://www.tradingview.com/u/Sijj/ | 112 | 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/
// © Sijj
//@version=5
strategy("ema strategy", overlay = true)
ema = ta.ema(close, 5)
e = ta.ema(close, 200)
rsi = ta.rsi(close, 2)
cond1 = close[1] < open[1] * 0.9999 and close[1] < ema and rsi < 10
cond2 = close[1] > open[1] * 1.0001 and close[1] > ema and rsi > 90
plot(ema)
plotshape(cond1, style = shape.triangleup, location = location.belowbar, color = color.lime, text = "Buy" )
plotshape(cond2, style = shape.triangledown, location = location.abovebar, color = color.red, text = "Sell" )
pos = strategy.position_size
strategy.entry("Buy", strategy.long,qty = strategy.opentrades > 0 ? pos*2 : 1000, when = cond1 )
strategy.close("Buy",comment = "Exit", when = strategy.openprofit > 1 or strategy.opentrades > 5)
|
Gap Reversion Strategy | https://www.tradingview.com/script/sef1hUMe-Gap-Reversion-Strategy/ | TradeAutomation | https://www.tradingview.com/u/TradeAutomation/ | 304 | 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/
// @version=5
// Author = TradeAutomation
strategy(title="Gap Reversion Strategy", shorttitle="Gap Reversion Strategy", process_orders_on_close=false, overlay=true, pyramiding=0, commission_type=strategy.commission.cash_per_order, commission_value=1, slippage = 1, margin_long = 75, initial_capital = 1000000, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
// Backtest Date Range Inputs //
StartTime = input.time(defval=timestamp('01 Jan 2010 06:00 +0000'), group="Backtest Date Range", title='Start Time')
EndTime = input.time(defval=timestamp('01 Jan 2099 00:00 +0000'), group="Backtest Date Range", title='End Time')
InDateRange = time>=StartTime and time<=EndTime
// Wilder's RSI //
lenrsi=input.int(2, title="RSI-length", group="RSI Settings")
src = input.source(close, title="RSI Source", group="RSI Settings")
RSI = ta.rsi(src, lenrsi)
// VIX Volatility Warning Indicator & Filter //
vix = request.security("CBOE:VIX", "60", high)
mean = ta.sma(vix, 350)
SquaredDifference = math.pow(vix-mean, 2)
VolWarningLength = input.int(5, "Sustain Volatility Filter For X Bars", group="Volatility Filter Settings")
SquaredDifferenceThreshold = input.int(500, "Variance Threshold", group="Volatility Filter Settings")
VolatilityWarning = ta.highest(SquaredDifference, VolWarningLength)<SquaredDifferenceThreshold
EarlyWarningInput = input.bool(false, "Use VIX Variance Filter?", group="Volatility Filter Settings", tooltip="This will prevent new signals from entering trades when the VIX is unusually high")
ReversionFilter = EarlyWarningInput == true ? VolatilityWarning : close>0
// Long Entry Rules //
ReversionRule = RSI<input.float(20, "RSI Long Qualifier", tooltip="The selected RSI / reversion indicator value must be below this input after a gap down to place a trade", group="Trade Entry/Exit Settings", step=5)
GapPerc = (1-(input.float(.25, "Minimum Gap % of Price", step=.1, group="Limit Entry Price Settings", minval=0)*.01))
GapDown = open<close[1]*GapPerc
var float LongEntryLimit=na
PercLimit = (close*GapPerc)*(1-input.float(1, "Price % Entry Limit (close-gap-%)", tooltip="When the strategy issues a long buy signal, a limit order is generated at this % below the prior day's close price minus Gap % input", step=.1, minval=0, group="Limit Entry Price Settings")*.01)
ATRLimit = (close*GapPerc)-(ta.atr(input.int(5, "ATR Length"))*input.float(20, "ATR Long Entry Limit (close-gap-%ofATR)", tooltip="When the strategy issues a long buy signal, a limit order is generated at this % of ATR below the prior day's close price minus Gap % input",step=5, minval=0, group="Limit Entry Price Settings")*.01)
LimitInput = input.bool(false, "Use % of ATR entry limit instead of % of price entry limit?", group="Limit Entry Price Settings")
Limit = LimitInput == true ? ATRLimit : PercLimit
LongEntryLimit := ReversionRule==true ? Limit : na
LongExit = RSI>input.float(70, "RSI Indicator Exit Value", tooltip="The strategy will exit the long position when the Reversion Indicator crosses over this value", group="Trade Entry/Exit Settings", step=5)
// Stop //
StopPercInput = 1-(input.float(99, "Stop %", step=0.25, group="Trade Entry/Exit Settings")*.01)
PercStop = strategy.position_avg_price*StopPercInput
// Entry and Exit Functions //
if (InDateRange)
strategy.entry("Long", strategy.long, limit=LongEntryLimit, when = ReversionRule==true and ReversionFilter, alert_message="Buy")
strategy.exit("Exit", "Long", stop=PercStop, alert_message="Sell")
strategy.cancel_all(when = GapDown==false)
strategy.close("Long", when = LongExit, alert_message="Sell")
if (not InDateRange)
strategy.close_all()
|
BUY/SELL on the levels only | https://www.tradingview.com/script/okTkQZnL-BUY-SELL-on-the-levels-only/ | Arivadis | https://www.tradingview.com/u/Arivadis/ | 52 | 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/
// © svatvlad1993
//@version=5
strategy("test for more freq","BUY/SELL test for more freq",pyramiding=100 , overlay=true, currency=currency.USDT, commission_type=strategy.commission.percent,
commission_value=0.05,initial_capital=5000, margin_long=10, margin_short=10, max_lines_count = 500, max_labels_count = 500, max_bars_back = 5000)//, default_qty_type=strategy.percent_of_equity, default_qty_value=4)
// tail-resistance for buy
var last_min = low[0]
var last_max = high[0]
var permission_for_buy = 0
lowest0 = ta.lowest(low,100)
highest0 = ta.highest(high,100)
if close > last_max
if lowest0 != 0
last_min := lowest0
else
last_min := close - (close * 0.02)
last_max := high
permission_for_buy := 1
if close < last_min
last_min := low
if highest0 != 0
last_max := highest0
else
last_max := close + (close * 0.02)
permission_for_buy := 0
plot_diaps1 = plot(permission_for_buy != 0? na : last_max, title='Max',color=color.new(#ff0000, 95),style=plot.style_cross,trackprice=true )
plot_diaps2 = plot(permission_for_buy != 0? na : last_min, title='Min',color=color.new(#ff0000, 95),style=plot.style_cross,trackprice=true )
plot_diaps3 = plot(permission_for_buy != 1? na : last_max, title='max',color=color.new(color.green, 95),style=plot.style_cross,trackprice=true )
plot_diaps4 = plot(permission_for_buy != 1? na : last_min, title='min',color=color.new(color.green, 95),style=plot.style_cross,trackprice=true )
fill(plot_diaps1, plot_diaps2,color=color.new(#ff0000, 95))
fill(plot_diaps3, plot_diaps4,color=color.new(color.green, 95))
//Supertrend
atrPeriod = input(10, "ATR Length")
factor = input.float(2.5, "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.teal, style=plot.style_linebr)
downTrend = plot(direction < 0? na : supertrend, "Down Trend", color = color.maroon, style=plot.style_linebr)
fill(bodyMiddle, upTrend, color.new(color.teal, 75), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(color.maroon, 75), fillgaps=false)
// levels sell/buy
var float[] price_to_sellBue = array.from(1.01, 1.02, 1.03, 1.04, 1.05, 1.06, 1.071, 1.082, 1.093, 1.104, 1.115, 1.126, 1.137, 1.148, 1.159, 1.171, 1.183, 1.195, 1.207, 1.219, 1.231, 1.243, 1.255, 1.268, 1.281, 1.294, 1.307, 1.32, 1.333, 1.346, 1.359, 1.373, 1.387, 1.401, 1.415, 1.429, 1.443, 1.457, 1.472, 1.487, 1.502, 1.517, 1.532, 1.547, 1.562, 1.578, 1.594, 1.61, 1.626, 1.642, 1.658, 1.675, 1.692, 1.709, 1.726, 1.743, 1.76, 1.778, 1.796, 1.814, 1.832, 1.85, 1.869, 1.888, 1.907, 1.926, 1.945, 1.964, 1.984, 2.004, 2.024, 2.044, 2.064, 2.085, 2.106, 2.127, 2.148, 2.169, 2.191, 2.213, 2.235, 2.257, 2.28, 2.303, 2.326, 2.349, 2.372, 2.396, 2.42, 2.444, 2.468, 2.493, 2.518, 2.543, 2.568, 2.594, 2.62, 2.646, 2.672, 2.699, 2.726, 2.753, 2.781, 2.809, 2.837, 2.865, 2.894, 2.923, 2.952, 2.982, 3.012, 3.042, 3.072, 3.103, 3.134, 3.165, 3.197, 3.229, 3.261, 3.294, 3.327, 3.36, 3.394, 3.428, 3.462, 3.497, 3.532, 3.567, 3.603, 3.639, 3.675, 3.712, 3.749, 3.786, 3.824, 3.862, 3.901, 3.94, 3.979, 4.019)
var float[] count_of_orders = array.from(2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0 ,2.0)
//loops for sale/buy
for i = 0 to 139
if array.get(price_to_sellBue, i) >= open[0] and array.get(price_to_sellBue, i) <= close[0] and
direction[0] < 0 and permission_for_buy != 0
if array.get(count_of_orders, i) > 0
strategy.order(str.tostring(i), strategy.long, 15)
g = array.get(count_of_orders, i)
array.set(count_of_orders, i, g - 2)
break
var SELL_amount = 0
var strategy_short = 0
for i = 0 to 139
if array.get(price_to_sellBue, i) <= open[0] and array.get(price_to_sellBue, i) >= close[0]
for j = 0 to i-1
if array.get(count_of_orders, j) != 2
strategy_short := strategy_short + 1
array.set(count_of_orders, j, 2)
SELL_amount := SELL_amount + 15
strategy.order(str.tostring(strategy_short),strategy.short, SELL_amount)
SELL_amount := 0
break
// добавить SMA и продавать при низходящем тренде
plot(strategy.equity)
|
Cheat Code- Example 1; Short-Term; Follow the Trend | https://www.tradingview.com/script/IBh9X53T-Cheat-Code-Example-1-Short-Term-Follow-the-Trend/ | CheatCode1 | https://www.tradingview.com/u/CheatCode1/ | 302 | 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/
// © cpirkk
//@version=5
//SUBSCRIBE TO CHEAT CODE!!!
//
//
//
//SUBSCRIBE TO CHEAT CODE!!!
strategy("Cheat Codes Example", overlay = true)
//RSI
rsi = ta.rsi(close, 14)
//ENTRY
LC1 = ta.crossover(ta.sma(close,21), ta.sma(close,100))
LC2 = ta.sma(close, 200) > close
if (LC1) and (LC2)
strategy.entry("BULL CALL", strategy.long)
SC1 = ta.sma(close, 200) < close
SC2 = ta.crossunder(rsi, 55)
if (SC1) and (SC2)
strategy.entry("BEAR CALL", strategy.short)
// BEST PAIRINGS:
// BTC: 10M
// MATIC: 10M
// ETH: 10M
// FIL: 10M
// :) |
AlphaTrend For ProfitView | https://www.tradingview.com/script/jVZbfu5m-AlphaTrend-For-ProfitView/ | treigen | https://www.tradingview.com/u/treigen/ | 230 | 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 © KivancOzbilgic
// developer © KivancOzbilgic
// pv additions, simplification and strategy conversion @ treigen
//@version=5
strategy('AlphaTrend For ProfitView', overlay=true, calc_on_every_tick=true, 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, initial_capital=1000)
coeff = input.float(1.5, 'Multiplier', step=0.1)
AP = input(15, 'Common Period')
ATR = ta.sma(ta.tr, AP)
novolumedata = input(title='Change calculation (no volume data)?', defval=false)
canshort = input.bool(true, title="Allow shorting")
i_startTime = input.time(defval = timestamp("01 Jan 2014 00:00 +0000"), title = "Backtesting Start Time", inline="timestart", group='Backtesting')
i_endTime = input.time(defval = timestamp("01 Jan 2100 23:59 +0000"), title = "Backtesting End Time", inline="timeend", group='Backtesting')
timeCond = (time > i_startTime) and (time < i_endTime)
pv_ex = input.string('', title='Exchange', tooltip='Leave empty to use the chart ticker instead (Warning: May differ from actual market name in some instances)', group='PV Settings')
pv_sym = input.string('', title='Symbol', tooltip='Leave empty to use the chart ticker instead (Warning: May differ from actual market name in some instances)', group='PV Settings')
pv_acc = input.string("", title="Account", group='PV Settings')
pv_alert_long = input.string("", title="PV Alert Name Longs", group='PV Settings')
pv_alert_short = input.string("", title="PV Alert Name Shorts", group='PV Settings')
pv_alert_test = input.bool(false, title="Test Alerts", tooltip="Will immediately execute the alerts, so you may see what it sends. The first line on these test alerts will be excluded from any real alert triggers" ,group='PV Settings')
upT = low - ATR * coeff
downT = high + ATR * coeff
AlphaTrend = 0.0
AlphaTrend := (novolumedata ? ta.rsi(close, AP) >= 50 : ta.mfi(hlc3, AP) >= 50) ? upT < nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : upT : downT > nz(AlphaTrend[1]) ? nz(AlphaTrend[1]) : downT
k1 = plot(AlphaTrend, color=color.new(#0022FC, 0), linewidth=3)
k2 = plot(AlphaTrend[2], color=color.new(#FC0400, 0), linewidth=3)
buySignalk = ta.crossover(AlphaTrend, AlphaTrend[2])
sellSignalk = ta.crossunder(AlphaTrend, AlphaTrend[2])
var exsym = ""
if barstate.isfirst
exsym := pv_ex == "" ? "" : "ex=" + pv_ex + ","
exsym := pv_sym == "" ? exsym : exsym + "sym=" + pv_sym + ","
if barstate.isconfirmed and timeCond
if strategy.position_size <= 0 and buySignalk
strategy.entry("Long", strategy.long)
alert(pv_alert_long + "(" + exsym + "acc=" + pv_acc + ")", alert.freq_once_per_bar_close)
if strategy.position_size >= 0 and sellSignalk
strategy.entry("Short", strategy.short, when=canshort)
strategy.close("Long", when=not canshort)
alert(pv_alert_short + "(" + exsym + "acc=" + pv_acc + ")", alert.freq_once_per_bar_close)
// Only used for testing/debugging alert messages
if pv_alert_test
alert("<![Alert Test]!>\n" + pv_alert_long + "(" + exsym + "acc=" + pv_acc + ")", alert.freq_once_per_bar)
alert("<![Alert Test]!>\n" + pv_alert_short + "(" + exsym + "acc=" + pv_acc + ")", alert.freq_once_per_bar)
|
[TH] Volatility Breakout | https://www.tradingview.com/script/lNDnJO17/ | dokang | https://www.tradingview.com/u/dokang/ | 191 | 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/
// © dokang
//@version=5
password = input.string("Your Password", title="Password", confirm = true)
strategy("[TH] Volatility Breakout", overlay=true, initial_capital = 10000, currency = currency.KRW, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, process_orders_on_close = true, pyramiding = 2)
import dokang/TradingHook/1 as TH
if timeframe.period != "D"
runtime.error("This strategy is only available in 1-day timeframe.")
height = high-low
k = input.float(0.5, minval = 0.0, step = 0.1)
entry_price = close+height*k
plot(entry_price, color = color.yellow, linewidth=2, offset = 1)
var inTrade = false
if barstate.islastconfirmedhistory
inTrade := true
if inTrade
strategy.entry("Buy", strategy.long, stop = entry_price, alert_message = TH.buy_message(password, order_name = "Volatility Breakout Buy"))
strategy.close("Buy", comment = "Sell",alert_message = TH.sell_message(password, "100%", order_name = "Volatility Breakout Sell")) |
PB Trend Scalper | https://www.tradingview.com/script/KBT0Lc1W-PB-Trend-Scalper/ | PatrickGwynBuckley | https://www.tradingview.com/u/PatrickGwynBuckley/ | 121 | 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/
// © PatrickGwynBuckley
//@version=5
//var initialCapital = strategy.equity
strategy("PB Trend Scalper", "PB Trend Scalper", overlay = true)
shortma = input.int(55, title="quick ma's")
longma = input.int(100, title="long ma's")
ema55h = ta.ema(high, shortma)
ema55l = ta.ema(low, shortma)
ema200h = ta.rma(high, longma)
ema200l = ta.rma(low, longma)
stock = ta.stoch(close, high, low, 14)
lev = input.int(3, title="leverage")
hhVal = input.int(170, title="Highest high period")
llVal = input.int(170, title="Lowest low period")
hh = ta.highest(high, hhVal)
ll = ta.lowest(low, llVal)
//plot(stock)
plot(hh, color=color.new(color.green, 50))
plot(ll, color=color.new(color.red, 50))
var float downtrade = 0
p = input.float(3.0, title="no trade zone")
l = 3
emadistlong = ema200h + ((ema200h/100)*p)
emadistshort = ema200l - ((ema200h/100)*p)
plot(ema55h)
plot(ema55l)
ntl = plot(emadistlong, color=color.new(color.red, 10))
nts = plot(emadistshort, color=color.new(color.red, 10))
fill(ntl, nts, color=color.new(color.red, 90))
//position size
EntryPrice = close
//positionValue = initialCapital
positionSize = (strategy.equity*lev) / EntryPrice
//plot(strategy.equity)
//standard short
if ema55h < ema200l and close[2] < ema55l and close[1] > ema55l and high[1] < ema55h and close < ema55h and ema55h < emadistshort and strategy.opentrades == 0// and stock > 85
strategy.entry("short", strategy.short, qty=positionSize, comment="short")
downtrade := 1
//reset count
if (ta.crossunder(ema55h, ema200l)) and downtrade == 1
downtrade := 0
//standard long
if ema55l > ema200h and close[2] > ema55h and close[1] < ema55h and low[1] > ema55l and close > ema55l and ema55l > emadistlong and strategy.opentrades <= 1// and stock < 15
strategy.entry("long", strategy.long, qty=positionSize, comment="long")
downtrade := 0
//RESET COUNT ON MA CROSS
if (ta.crossover(ema55l, ema200h)) and downtrade == 0
downtrade := 1
longclose2 = low < ll[1] or low < emadistshort //close < open and open<open[1] and open[2] < open[3] and open[3] < emadistshort//close < ta.lowest(low, 20)//
shortclose2 = high > hh[1] or high>emadistlong//close > open and open>open[1] and open[2]>open[3] and open[3] > emadistlong//high > emadistlong//close > ta.highest(high, 20)//
sl = 3.5
tp = input.float(6.9, title="take profit %")
tp2 = 10
strategy.exit("long exit", "long", profit = (strategy.position_avg_price*(tp)))//, loss = (strategy.position_avg_price*(sl)))
strategy.close("long", when = longclose2, comment = "long exit")
//strategy.close("long", when = (downtrade == 1), comment = "long exit")
//strategy.exit("long exit", "long2", profit = (strategy.position_avg_price*(tp2)))//, loss = (strategy.position_avg_price*(sl)))
//strategy.close ("long2", when = longclose2, comment = "long exit")
//strategy.close("long", when = (downtrade == 1), comment = "long exit")
strategy.exit("short exit", "short", profit = (strategy.position_avg_price*(tp)))//, loss = (strategy.position_avg_price*(sl)))//, loss = 300)
strategy.close("short", when = shortclose2, comment = "short exit")
//strategy.close("short", when = (downtrade == 0), comment = "short exit")
//strategy.exit("short exit", "short2", profit = (strategy.position_avg_price*(tp2)))//, loss = (strategy.position_avg_price*(sl)))
//strategy.close ("short2", when = shortclose2, comment = "short exit")
//strategy.close("short2", when = (downtrade == 0), comment = "short exit")
//if (strategy.exit("long exit", "long"))
//downtrade := 1
//else
// downtrade := 0 |
EMA_TREND_CATCHER | https://www.tradingview.com/script/GzquH4OR/ | pernath | https://www.tradingview.com/u/pernath/ | 141 | 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/
// © pernath
//@version=5
strategy("TREND_CATCHER", overlay=true, commission_value=0.05, commission_type=strategy.commission.percent, initial_capital=1000)
//#####variables##############
profit_short=input(title='profit_short', defval=27)
stop_short=input(title='stop_short', defval=2)
stop_long=input(title='stop_long', defval=3)
profit_long=input(title='profit_long', defval=35)
media_1=input(title='media_1', defval=55)
media_2=input(title='media_2', defval=100)
resta_medias=input(title='resta_medias', defval=0)
resta_medias2=input(title='resta_medias2', defval=0)
RSI_periodos=input(title='RSI_periodos', defval=42)
//###############VARIABLES###################
//#####Alert#####
id_bot = ""
email_token = ""
long_open =""
long_close =""
short_open =""
short_close =""
//# {{strategy.order.alert_message}}
//#############################
//#############################
//###############EMA##############/
//plot(ta.ema(close, 1), title='ema 5', color=color.white)
plot(ta.ema(close, 12), title='ema 12', color=color.white)
plot(ta.ema(close, 25), title='ema 25', color=color.white)
plot(ta.ema(close, 30), title='ema 30', color=color.white, linewidth=1)
plot(ta.ema(close, 40), title='ema 40', color=color.white, linewidth=1)
plot(ta.ema(close, 55), title='ema 55', color=color.orange, linewidth=1)
plot(ta.ema(close, 100), title='ema 100', color=color.red, linewidth=1)
plot(ta.ema(close, 200), title='ema 200', color=color.white, linewidth=3)
//#############################/
//######VISUAL#############
EMA50 = ta.ema(close, 55)
EMA100 = ta.ema(close, 100)
estado_medias=EMA50-EMA100
a = plot(EMA50, title="EMA(50)", color=color.orange, linewidth=1 )
b = plot(EMA100, title="EMA(100)", color=color.red, linewidth=1 )
var color col = na
col := estado_medias>resta_medias ? color.green : color.red
fill(a,b,color=col,transp=40)
//######VISUAL#############
Go_Short=(ta.crossunder(ta.ema(close,100),ta.ema(close,200)))
Go_Long=((ta.crossover(ta.ema(close,55),ta.ema(close,100))and(ta.ema(close,12)>ta.ema(close,200))))
strategy.close("enter long", (Go_Short),alert_message=long_open)
cancelar_short=((ta.crossunder(ta.ema(close,25),ta.ema(close,6))))
if Go_Short
strategy.entry("enter short", strategy.short,1, alert_message=short_open)
strategy.exit("cerrar short", "enter short", 1, profit=close*profit_short/100/syminfo.mintick, loss=close*stop_short/100/syminfo.mintick, alert_message=short_close)
strategy.close("enter short", (Go_Long),alert_message=short_close)
cancelar=((ta.crossunder(ta.ema(close,12),ta.ema(close,30))))
if Go_Long
strategy.entry("enter long", strategy.long,1,alert_message=long_open)
strategy.exit("cerrar long", "enter long", 1, profit=close*profit_long/100/syminfo.mintick, loss=close*stop_long/100/syminfo.mintick, alert_message=long_close)
strategy.close("enter short", (cancelar_short),alert_message=short_close)
strategy.close("enter long", (cancelar),alert_message=long_close)
//posiciones abiertas
bgcolor((strategy.position_size > 0 or strategy.position_size < 0) ? color.blue : na, transp=70)
|
Bollinger Bands + EMA 9 | https://www.tradingview.com/script/Ff0DNTh1-Bollinger-Bands-EMA-9/ | D499 | https://www.tradingview.com/u/D499/ | 394 | 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/
// © D499
// -D4-
//@version=5
strategy("Bollinger Bands + EMA 9", overlay = true, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.fixed)
// Risk management inputs
max_risk_percentage = input.float(1, "Max Risk (%)", 0.01, 99, 0.01, group = "Risk Management")
riskType = input.string("%", title="Risk Type", options = ["%", "$"], group = "Risk Management")
// Calculate Indicators
bb_upper = ta.sma(close, 20) + 2 * ta.stdev(close, 20)
bb_lower = ta.sma(close, 20) - 2 * ta.stdev(close, 20)
ema = ta.ema(close, 9)
// Define bull_candle and bear_candle candles
bull_candle = close > open
bear_candle = close < open
// Check if entry signal is flashed and calculate order size
barsSinceLastEntry() =>
strategy.opentrades > 0 ? bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades - 1) : na
percent2money(price, percent) =>
price * percent / 100 * syminfo.pointvalue
calcPositionSize(entry, stop_size) =>
risk = if riskType == "% from equity"
strategy.equity * max_risk_percentage / 100
else
max_risk_percentage
risk / percent2money(entry, stop_size)
stop = 0.0
entry = 0.0
tp = 0.0
if close[1] < bb_lower and bull_candle and strategy.position_size == 0
stop := low[1]
entry := close
tp := ema
stop_size = (entry - stop) / stop
order_size = calcPositionSize(close, stop_size)
strategy.entry("LONG", strategy.long, math.abs(order_size))
if close[1] > bb_upper and bear_candle and strategy.position_size == 0
stop := high[1]
entry := close
tp := ema
stop_size = (stop - entry) / stop
order_size = calcPositionSize(close, stop_size)
strategy.entry("SHORT", strategy.short, math.abs(order_size))
if strategy.position_size > 0
strategy.exit("LONG", limit = ema[barsSinceLastEntry()], stop = low[barsSinceLastEntry()+1], comment_profit = "✅", comment_loss = "❌")
if strategy.position_size < 0
strategy.exit("SHORT", limit = ema[barsSinceLastEntry()], stop = high[barsSinceLastEntry()+1], comment_profit = "✅", comment_loss = "❌")
// Plot Indicators
plot(bb_upper, color=color.red)
plot(bb_lower, color=color.green)
plot(ema, color = color.white)
// Plot trade visualization
longEntryPlot = plot(strategy.position_size > 0 ? strategy.position_avg_price : na, color=color.new(color.white, 85), style=plot.style_linebr)
longTargetPlot = plot(strategy.position_size > 0 ? ema[barsSinceLastEntry()] : na, color=color.new(color.green, 85), style=plot.style_linebr)
longStopPlot = plot(strategy.position_size > 0 ? low[barsSinceLastEntry()+1] : na, color=color.new(color.red, 85), style=plot.style_linebr)
fill(longEntryPlot, longTargetPlot, color=color.new(color.green, 85), editable=true)
fill(longEntryPlot, longStopPlot, color=color.new(color.red, 85), editable=true)
shortEntryPlot = plot(strategy.position_size < 0 ? strategy.position_avg_price : na, color=color.new(color.white, 85), style=plot.style_linebr)
shortTargetPlot = plot(strategy.position_size < 0 ? ema[barsSinceLastEntry()] : na, color=color.new(color.green, 85), style=plot.style_linebr)
shortStopPlot = plot(strategy.position_size < 0 ? high[barsSinceLastEntry()+1] : na, color=color.new(color.red, 85), style=plot.style_linebr)
fill(shortEntryPlot, shortTargetPlot, color=color.new(color.green, 85), editable=true)
fill(shortEntryPlot, shortStopPlot, color=color.new(color.red, 85), editable=true)
|
AlphaTrend Strategy | https://www.tradingview.com/script/uvkI3QJC/ | only_fibonacci | https://www.tradingview.com/u/only_fibonacci/ | 644 | 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 © KivancOzbilgic
// developer © KivancOzbilgic
//@version=5
strategy('AlphaTrend', shorttitle='AT', overlay=true, format=format.price, precision=2)
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=true)
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 and showsignalsk and O1 > K2
if (longCondition)
strategy.entry("BUY", strategy.long, comment = "BUY ENTRY")
shortCondition = sellSignalk and showsignalsk and O2 > K1
if (shortCondition )
strategy.entry("SELL", strategy.short, comment = "SELL ENTRY")
// alertcondition(buySignalk and O1 > K2, title='Potential BUY Alarm', message='BUY SIGNAL!')
// alertcondition(sellSignalk and O2 > K1, title='Potential SELL Alarm', message='SELL SIGNAL!')
// alertcondition(buySignalk[1] and O1[1] > K2, title='Confirmed BUY Alarm', message='BUY SIGNAL APPROVED!')
// alertcondition(sellSignalk[1] and O2[1] > K1, title='Confirmed SELL Alarm', message='SELL SIGNAL APPROVED!')
// alertcondition(ta.cross(close, AlphaTrend), title='Price Cross Alert', message='Price - AlphaTrend Crossing!')
// alertcondition(ta.crossover(low, AlphaTrend), title='Candle CrossOver Alarm', message='LAST BAR is ABOVE ALPHATREND')
// alertcondition(ta.crossunder(high, AlphaTrend), title='Candle CrossUnder Alarm', message='LAST BAR is BELOW ALPHATREND!')
// alertcondition(ta.cross(close[1], AlphaTrend[1]), title='Price Cross Alert After Bar Close', message='Price - AlphaTrend Crossing!')
// alertcondition(ta.crossover(low[1], AlphaTrend[1]), title='Candle CrossOver Alarm After Bar Close', message='LAST BAR is ABOVE ALPHATREND!')
// alertcondition(ta.crossunder(high[1], AlphaTrend[1]), title='Candle CrossUnder Alarm After Bar Close', message='LAST BAR is BELOW ALPHATREND!')
|
Steven Primo's bollinger bands strategy | https://www.tradingview.com/script/vudV7MDh/ | EduardoMattje | https://www.tradingview.com/u/EduardoMattje/ | 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/
// © EduardoMattje
//@version=5
strategy("Steven Primo Bollinger Band", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, process_orders_on_close=true, max_labels_count=500)
// Constants
var TRANSP = 5
var LONG = strategy.direction.long
var SHORT = strategy.direction.short
var ALL = strategy.direction.all
var S_BOLLINGER = "Bollinger settings"
var S_SETUP = "Setup settings"
// Inputs
src = math.log(input.source(close, "Price source", group=S_BOLLINGER))
var bollingerLength = input.int(20, "Bollinger length", minval=3, group=S_BOLLINGER, inline=S_BOLLINGER)
var mult = input.float(0.382, "Standard deviation", minval=0.0, step=0.1, group=S_BOLLINGER, inline=S_BOLLINGER)
var orderDirection = input.string(LONG, "Order direction", options=[LONG, SHORT, ALL], group=S_SETUP)
var useTrailingStop = input.bool(false, "Use trailing stop", group=S_SETUP)
var consecutiveCloses = input.int(5, "Consecutive closes for the setup", minval=1, group=S_SETUP, inline=S_SETUP)
var extension = input.int(100, "Extension (%)", minval=100, group=S_SETUP, inline=S_SETUP) / 100.0
// Getting the BB
[middle, upper, lower] = ta.bb(src, bollingerLength, mult)
middle := math.exp(middle)
upper := math.exp(upper)
lower := math.exp(lower)
// Plotting the BB
var colorAtTheLimits = color.new(color.yellow, TRANSP)
var colorAtTheMiddle = color.new(color.blue, TRANSP)
plot(middle, "Middle band", colorAtTheMiddle, display=display.none)
plot(upper, "Upper band", colorAtTheLimits)
plot(lower, "Lower band", colorAtTheLimits)
// MA setup
// BB setup
longComparison() => close >= upper
shortComparison() => close <= lower
var countLong = 0
var countShort = 0
incCount(count, comparison) =>
if comparison
if count == 0 and comparison[1]
0
else
count + 1
else
0
countLong := incCount(countLong, longComparison())
countShort := incCount(countShort, shortComparison())
// Pivot setup
pivotHigh = ta.pivothigh(1, 1)
pivotLow = ta.pivotlow(1, 1)
pivotInRange(pivot, count) => ta.barssince(pivot) < count
pvHighInRange = pivotInRange(pivotHigh, countLong)
pvLowInRange = pivotInRange(pivotLow, countShort)
// Entry price
epLong = fixnan(pivotHigh) + syminfo.mintick
epShort = fixnan(pivotLow) - syminfo.mintick
// Stop price
getRange(currentPrice, pivot, cond, tickMod) =>
if cond
currentPrice
else
fixnan(pivot) + syminfo.mintick * tickMod
var stopLong = 0.0
var stopShort = 0.0
stopLong := epShort
stopShort := epLong
// Target price
getTarget(stopPrice, entryPrice) =>
totalTicks = (entryPrice - stopPrice) * extension
entryPrice + totalTicks
var targetLong = 0.0
var targetShort = 0.0
targetLong := getTarget(stopLong, epLong)
targetShort := getTarget(stopShort, epShort)
// Entry condition
canBuy = countLong >= consecutiveCloses and pvHighInRange and high < epLong
canSell = countShort >= consecutiveCloses and pvLowInRange and low > epShort
// Entry orders
inMarket = strategy.opentrades != 0
var plotTarget = 0.0
var plotStop = 0.0
strategy.risk.allow_entry_in(orderDirection)
if not inMarket
if canBuy
plotTarget := targetLong
plotStop := stopLong
strategy.entry("long", strategy.long, stop=epLong, comment="Entry long")
else if canSell
plotTarget := targetShort
plotStop := stopShort
strategy.entry("short", strategy.short, stop=epShort, comment="Entry short")
else
strategy.cancel("long")
strategy.cancel("short")
// Exit orders
strategy.exit("long", "long", stop=stopLong, limit=targetLong, comment="Exit long")
strategy.exit("short", "short", stop=stopShort, limit=targetShort, comment="Exit short")
else
countLong := 0
countShort := 0
// Trailing stop
if useTrailingStop and inMarket
if strategy.position_entry_name == "long"
strategy.exit("long", "long", stop=stopLong, limit=plotTarget, comment="Exit long", when=stopLong > plotStop)
plotStop := stopLong
else
strategy.exit("short", "short", stop=stopShort, limit=plotTarget, comment="Exit short", when=stopShort < plotStop)
plotStop := stopShort
// Plot exit
plotCond(price) => inMarket ? price : inMarket[1] ? price[1] : na
plot(plotCond(plotStop), "Stop loss", color.red, style=plot.style_linebr)
plot(plotCond(plotTarget), "Target", color.teal, style=plot.style_linebr)
|
Traling.SL.Target | https://www.tradingview.com/script/4jxYYaGU-Traling-SL-Target/ | Sharad_Gaikwad | https://www.tradingview.com/u/Sharad_Gaikwad/ | 733 | 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/
// © Sharad_Gaikwad
//@version=5
strategy("Traling.SL.Target", overlay=true, process_orders_on_close = true, max_labels_count = 500)
// << Parameters section {
_1 = input.bool(title = "━━━━━━━ ↓ Pivot parameters for trade ↓ ━━━━━━━", defval = false)
fast_len = input.int(title = 'Fast len', defval = 20)
slow_len = input.int(title = 'Slow len', defval = 50)
label_bg_color = input.color(title = 'BG color for ongoing trade SL/Target label', defval=color.white)
sl_target_method = input.string(title = 'Method to be used for SL/Target trailing', defval='% Based Target and SL', options = ['% Based Target and SL','Fix point Based Target and SL'])
_2 = input.bool(title = "━━━━━━━ ↓ % Based Target and SL ↓ ━━━━━━━", defval = true)
initial_profit_percent = input.float(title = 'Inital profit %', defval = 1) / 100
initial_sl_percent = input.float(title = 'Inital SL %', defval = 1) / 100
initiate_trailing_percent = input.float(title = 'Initiate trailing %', defval = 0.5, tooltip = 'Initiate trailing of target and SL after change in price in % after taking trade') / 100
trail_profit_percent = input.float(title = 'Trail profit by %', defval = 0.3) / 100
trail_sl_percent = input.float(title = 'Trail SL by %', defval = 0.3) / 100
_3 = input.bool(title = "━━━━━━━ ↓ Fix point Based Target and SL ↓ ━━━━━━━", defval = false)
initial_profit_points = input.float(title = 'Inital profit target points', defval = 100)
initial_sl_points = input.float(title = 'Inital SL points', defval = 50)
initiate_trailing_points = input.float(title = 'Initiate trailing points', defval = 60, tooltip = 'Initiate trailing of target and SL after change in price in points after taking trade')
trail_profit_points = input.float(title = 'Trail profit by points', defval = 25)
trail_sl_points = input.float(title = 'Trail SL by %', defval = 30)
// } Parameters section >>
// } << Common function {
tab = table.new(position=position.bottom_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)
getVal(val) =>
ret_val = na(val) ? 0 : val
t(val) => str.tostring(val, "0.00")
timeToString(int _t) =>
str.tostring(dayofmonth(_t), '00') + '/' +
str.tostring(month(_t), '00') + '/' +
str.tostring(year(_t), '0000') + ' ' +
str.tostring(hour(_t), '00') + ':' +
str.tostring(minute(_t), '00') + ':' +
str.tostring(second(_t), '00')
// } Common functions>>
// Variable declarations {
percent_based = sl_target_method == '% Based Target and SL' ? true : false
var initial_long_entry_price = float(na)
var initial_short_entry_price = float(na)
var long_target = float(na)
var long_sl = float(na)
var short_target = float(na)
var short_sl = float(na)
var long_entry_price = float(na)
var short_entry_price = float(na)
var initial_long_percent_target = float(na)
var initial_long_percent_sl = float(na)
var initial_long_point_target = float(na)
var initial_long_point_sl = float(na)
var initial_short_percent_target = float(na)
var initial_short_percent_sl = float(na)
var initial_short_point_target = float(na)
var initial_short_point_sl = float(na)
var is_long = bool(na)
var is_short = bool(na)
var trail_long_iteration = int(na)
var trail_short_iteration = int(na)
// }
// derive important variable values
// Strategy logic
fast_ema = ta.ema(close, fast_len)
slow_ema = ta.ema(close, slow_len)
plot(fast_ema, color = color.red)
plot(slow_ema, color = color.green)
go_long = ta.crossover(fast_ema, slow_ema) and strategy.position_size == 0
go_short = ta.crossunder(fast_ema, slow_ema) and strategy.position_size == 0
// barcolor(ph ? color.purple : na, offset = -lb)
// barcolor(pl ? color.yellow : na, offset = -lb)
// barcolor(ph ? color.white : na)
// barcolor(pl ? color.blue : na)
// //trailing logic for long
long_trailing_point = percent_based ? (close >= long_entry_price + (long_entry_price * initiate_trailing_percent)) :
(close >= long_entry_price + initiate_trailing_points)
short_trailing_point = percent_based ? (close <= short_entry_price - (short_entry_price * initiate_trailing_percent)) :
(close >= short_entry_price - initiate_trailing_points)
if(is_long and long_trailing_point)
// initial_long_percent_target = initial_long_percent_target + (initial_long_percent_target * trail_profit_percent)
// initial_long_percent_sl = initial_long_percent_sl - (initial_long_percent_sl * trail_sl_percent)
// initial_long_point_target = initial_long_point_target + trail_profit_points
// initial_long_point_sl = initial_long_point_sl - trail_sl_points
trail_long_iteration := trail_long_iteration + 1
long_target := percent_based ? (long_target + (long_target * trail_profit_percent)) :
(long_target + trail_profit_points)
long_sl := percent_based ? (long_sl + (long_sl * trail_sl_percent)) :
(long_sl + trail_sl_points)
long_entry_price := percent_based ? (long_entry_price + (long_entry_price * initiate_trailing_percent)) :
(long_entry_price + initiate_trailing_points)
if(is_short and short_trailing_point)
// initial_short_percent_target = initial_short_percent_target - (initial_short_percent_target * trail_profit_percent)
// initial_short_percent_sl = initial_short_percent_sl + (initial_short_percent_sl * trail_sl_percent)
// initial_short_point_target = initial_short_point_target - trail_profit_points
// initial_short_point_sl = initial_short_point_sl + trail_sl_points
trail_short_iteration := trail_short_iteration + 1
short_target := percent_based ? (short_target - (short_target * trail_profit_percent)) :
(short_target - trail_profit_points)
short_sl := percent_based ? (short_sl - (short_sl * trail_sl_percent)) :
(short_sl - trail_sl_points)
short_entry_price := percent_based ? (short_entry_price - (short_entry_price * initiate_trailing_percent)) :
(short_entry_price - initiate_trailing_points)
if(go_long)
is_long := true
is_short := false
trail_long_iteration := 0
trail_short_iteration := 0
initial_long_entry_price := close
long_entry_price := close
initial_long_percent_target := close + (close * initial_profit_percent)
initial_long_percent_sl := close - (close * initial_sl_percent)
initial_long_point_target := close + initial_profit_points
initial_long_point_sl := close - initial_sl_points
long_target := percent_based ? initial_long_percent_target : initial_long_point_target
long_sl := percent_based ? initial_long_percent_sl : initial_long_point_sl
strategy.entry(id = 'Long', direction = strategy.long)
if(go_short)
is_long := false
is_short := true
trail_long_iteration := 0
trail_short_iteration := 0
initial_short_entry_price := close
short_entry_price := close
initial_short_percent_target := close - (close * initial_profit_percent)
initial_short_percent_sl := close + (close * initial_sl_percent)
initial_short_point_target := close - initial_profit_points
initial_short_point_sl := close + initial_sl_points
short_target := percent_based ? initial_short_percent_target : initial_short_point_target
short_sl := percent_based ? initial_short_percent_sl : initial_short_point_sl
strategy.entry(id = 'Short', direction = strategy.short)
method = percent_based ? '% Based' : 'Fixed Points'
long_tooltip = 'Long @ ' + timeToString(time) + '\n' +
'Method : ' + method + '\n' +
'Initial Trade Price: ' + t(initial_long_entry_price) + '\n' +
'Inital Target : ' + t(long_target) + '\n' +
'Inital SL : ' + t(long_sl)
short_tooltip = 'Short @ ' + timeToString(time) + '\n' +
'Method : ' + method + '\n' +
'Initial Trade Price: ' + t(initial_short_entry_price) + '\n' +
'Inital Target : ' + t(short_target) + '\n' +
'Inital SL : ' + t(short_sl)
label.new(go_long ? bar_index : na, go_long ? bar_index : na,
style = label.style_diamond, yloc = yloc.belowbar, color = color.green, size=size.tiny, tooltip = long_tooltip)
label.new(go_short ? bar_index : na, go_short ? bar_index : na,
style = label.style_diamond, yloc = yloc.abovebar, color = color.red, size=size.tiny, tooltip = short_tooltip)
trail_long_tooltip = 'Trail @ ' + timeToString(time) + '\n' +
'Iteration no : ' + t(trail_long_iteration) + '\n' +
'New Target : ' + t(long_target) + '\n' +
'New SL : ' + t(long_sl)
trail_short_tooltip = 'Trail @ ' + timeToString(time) + '\n' +
'Iteration no : ' + t(trail_short_iteration) + '\n' +
'New Target : ' + t(short_target) + '\n' +
'New SL : ' + t(short_sl)
label.new(is_long and long_trailing_point and strategy.position_size > 0 ? bar_index : na, is_long and long_trailing_point and strategy.position_size > 0 ? bar_index : na,
text = str.tostring(trail_long_iteration), style = label.style_circle, textcolor = color.white, yloc = yloc.belowbar, color = color.green, size=size.tiny, tooltip = trail_long_tooltip)
label.new(is_short and short_trailing_point and strategy.position_size < 0 ? bar_index : na, is_short and short_trailing_point and strategy.position_size < 0 ? bar_index : na,
text = str.tostring(trail_short_iteration), style = label.style_circle, textcolor = color.white, yloc = yloc.abovebar, color = color.red, size=size.tiny, tooltip = trail_short_tooltip)
strategy.close(id = 'Long', when = close <= long_sl, comment = 'SL')
strategy.close(id = 'Short', when = close >= short_sl, comment = 'SL')
strategy.close(id = 'Long', when = close >= long_target, comment = 'Target')
strategy.close(id = 'Short', when = close <= short_target, comment = 'Target')
no_of_labels = 1
label_q(_array, _val) =>
array.push(_array, _val)
_return = array.shift(_array)
var target_label = float(na)
var sl_label = float(na)
if(strategy.position_size > 0)
target_label := long_target
sl_label := long_sl
else if(strategy.position_size < 0)
target_label := short_target
sl_label := short_sl
else
target_label := float(na)
sl_label := float(na)
var label[] target_array = array.new_label(no_of_labels)
label.delete(label_q(target_array, label.new(bar_index, target_label, "Target:"+t(target_label), style = label.style_label_down, color = label_bg_color, size=size.small, textcolor = color.green)))
var label[] sl_array = array.new_label(no_of_labels)
label.delete(label_q(sl_array, label.new(bar_index, sl_label, "SL:"+t(sl_label), style = label.style_label_up, color = label_bg_color, size=size.small, textcolor = color.red)))
|
BB KANNEMAN | https://www.tradingview.com/script/HQxSGkEi/ | samuelkanneman | https://www.tradingview.com/u/samuelkanneman/ | 31 | 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/
// © samuelkanneman
//@version=5
strategy('MI_BB ', overlay=true)
i_startTime = input.time(title='Start Date Filter', defval=timestamp('01 Nov 2020 13:30 +0000'), tooltip='Date & time to begin trading from')
i_endTime = input.time(title='End Date Filter', defval=timestamp('1 Nov 2022 19:30 +0000'), tooltip='Date & time to stop trading')
dateFilter = time >= i_startTime and time <= i_endTime
longitud = input(20, title='Longitud')
Desv = input.float(2.0, title='Desvio estandar', step=0.1)
fuente = input(close, title='Fuente')
TakeP = input.float(5.0, title='Take Profit', step=0.1)
StopL = input.float(1.0, title='Stop Loss', step=0.1)
var SL = 0.0
var TP = 0.0
[banda_central, banda_sup, banda_inf] = ta.bb(fuente, longitud, Desv)
comprado = strategy.position_size > 0
vendido = strategy.position_size < 0
if not vendido and not comprado and dateFilter
// Short
if close >= banda_sup
//cantidad= (strategy.equity/close)
strategy.entry('venta', strategy.short)
SL := close * (1 + StopL / 100)
TP := close*(1-TakeP/100)
//Long
else if close <= banda_inf
//cantidad= (strategy.equity/close)
strategy.entry('compra', strategy.long)
SL := close * (1 - StopL / 100)
TP := close*(1+TakeP/100)
//cierrres short
if close <= TP and vendido
strategy.close ("venta" , comment="Salto TP")
if close <= banda_inf and vendido
strategy.close ("venta" , comment="Banda Inferior")
if close >= SL and vendido
strategy.close ("venta" , comment="Salto SL")
//cierre long
if close >= TP and comprado
strategy.close ("compra" , comment="Salto TP")
if close >= banda_sup and comprado
strategy.close ("compra" , comment="Banda Superior")
if close <= SL and comprado
strategy.close ("compra" , comment="Salto SL")
p1 = plot(banda_central)
p2 = plot(banda_sup)
p3 = plot(banda_inf)
fill(p2, p3, transp=90)
|
ROoT | https://www.tradingview.com/script/jubSkjKS-ROoT/ | realisticDove62527 | https://www.tradingview.com/u/realisticDove62527/ | 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/
// © realisticDove62527
//@version=5
strategy("ROoT", overlay=true, margin_long=1, margin_short=1)
longCondition = ta.crossover(ta.sma(close, 5), ta.vwap(hlc3))
if (longCondition)
strategy.entry("BUY", strategy.long)
shortCondition = ta.crossunder(ta.sma(close, 5), ta.vwap(hlc3))
if (shortCondition)
strategy.entry("SELL", strategy.short)
stoploss = ta.ema(close, 9)
|
Simple_Pyramiding | https://www.tradingview.com/script/t6cNLqDN-Simple-Pyramiding/ | A3Sh | https://www.tradingview.com/u/A3Sh/ | 90 | 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/
// © A3Sh
//@version=5
strategy("Simple_Pyramiding", overlay=true, pyramiding=99, initial_capital=500, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.075, close_entries_rule='FIFO')
// Study of a Simple DCA strategy that opens a position every day at a specified time.
// A position is opened at the start time of the Timeframe.
// Positions exit individually when the take profit level is triggered.
// Option to activate Stop Loss and/or Position exit at the end of the Timeframe
// Backtest Window
start_time = input.time(defval=timestamp("01 April 2021 20:00"), group = "Backtest Window", title="Start Time")
end_time = input.time(defval=timestamp("01 Aug 2022 20:00"), group = "Backtest Window", title="End Time")
window() => time >= start_time and time <= end_time
// Inputs
posCount = input.int (6, group = "Risk", title = "Max Amount of DCA Entries")
takeProfit = input.float (2.5, group = "Risk", title = "Take Profit %")
slSwitch = input.bool (true, group = "Risk", title = "Activate Stop Loss")
stopLoss = input.float (9, group = "Risk", title = "Stop Loss %")
sessionTime = input.session("1800-1700", group = "DCA Settings", title = "DCA Order Timeframe", tooltip="Open order at the start/If ativated, close order at the end")
exitDCA = input.bool (false, group = "DCA Settings", title = "Exit DCA Entry at end of Timeframe")
// Order size based on max amount of pyramid orders
q = (strategy.equity / posCount) / open
// Timeframe for opening and closing a DCA order
// example taken from https://stackoverflow.com/questions/69230164/pinescript-basic-question-open-a-trade-at-a-set-time-each-day
t = time("D", sessionTime)
isStart = na(t[1]) and not na(t) or t[1] < t
isEnd = na(t) and not na(t[1]) or t[1] < t
bgcolor(t ? color.new(color.blue,95) : na, title = " TimeFrame Color")
// Create DCA Entries
entry_price = 0.0
if isStart and window()
for i = 0 to strategy.opentrades
if strategy.opentrades == i
entry_price := close
entry_id = "PE_" + str.tostring(i + 1)
strategy.entry(id = entry_id, direction=strategy.long, limit=entry_price, qty=q)
if strategy.opentrades == posCount
break
//Exit DCA Entries when take profit or stop loss is triggered
if strategy.opentrades > 0 and window()
for i = 0 to strategy.opentrades
exit_from = "PE_" + str.tostring(i + 1)
exit_id = "Exit_" + str.tostring(i + 1)
strategy.exit(id= exit_id, from_entry= exit_from, profit = close * takeProfit / 100 / syminfo.mintick, loss = slSwitch ? close * stopLoss /100 / syminfo.mintick :na)
//Exit DCA Entries at end of DCA Timeframe
if strategy.opentrades > 0 and exitDCA and isEnd and window()
for i = 0 to strategy.opentrades
exit_from = "PE_" + str.tostring(i + 1)
exit_id = "Exit_" + str.tostring(i + 1)
strategy.exit(id= exit_id, from_entry= exit_from, stop = close)
|
Infiten Slope Strategy | https://www.tradingview.com/script/pzZu13Q1-Infiten-Slope-Strategy/ | spiritualhealer117 | https://www.tradingview.com/u/spiritualhealer117/ | 60 | 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/
// © spiritualhealer117
//@version=4
strategy("Infiten Slope Strategy", overlay=false,calc_on_every_tick = true, default_qty_type=strategy.percent_of_equity, default_qty_value = 100)
// //TIME RESTRICT FOR BACKTESTING {
// inDateRange = (time >= timestamp(syminfo.timezone, 2003,
// 1, 1, 0, 0)) and
// (time < timestamp(syminfo.timezone, 2021, 5, 25, 0, 0))
// //}
//OPTIMAL PARAMETERS {
daysback = 30
volumesens = 1.618
//}
//Calculating Exhaustion and Exhaustion Moving Average {
clh = close+low+high
exhaustion = (clh-sma(clh,daysback))/sma(clh,daysback)
exhaustionSma = sma(exhaustion,daysback)
//}
//Long Term Moving Averages for sell signals {
red = sma(close,300)
white = sma(close,150)
blue = sma(close,50)
plot(red,color=color.red)
plot(white,color=color.white)
plot(blue,color=color.blue)
//}
//MACD Calculation {
fast_length = input(title="Fast Length", type=input.integer, defval=12)
slow_length = input(title="Slow Length", type=input.integer, defval=26)
src = input(title="Source", type=input.source, defval=close)
signal_length = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9)
sma_source = input(title="Simple MA (Oscillator)", type=input.bool, defval=false)
sma_signal = input(title="Simple MA (Signal Line)", type=input.bool, defval=false)
// Calculating
fast_ma = sma_source ? sma(src, fast_length) : ema(src, fast_length)
slow_ma = sma_source ? sma(src, slow_length) : ema(src, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length)
hist = macd - signal
//}
//SIGMOID Bottom {
timeAdjust = 300/sma(close,500)
//}
//RSI bottom {
len = input(14, minval=1, title="Length")
up = rma(max(change(src), 0), len)
down = rma(-min(change(close), 0), len)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
//}
//Entry and exit conditions {
//Sell conditions
bigVolume = sma(volume,30)*volumesens
sellcond1 = crossunder(exhaustion,exhaustionSma) and volume > bigVolume
sellcond2 = crossunder(macd,signal) and volume > bigVolume
midtermsellcond1 = crossunder(blue,white)
longtermsellcond1 = white < red
//Buy conditions
buycond = crossover(exhaustion,exhaustionSma) and not longtermsellcond1
buycond2 = rsi < 30
buycond3 = crossover(blue,white) and longtermsellcond1
//}
//Backtest Run Buy/Sell Commands {
strategy.entry("buycond",true, when=buycond and bigVolume)
strategy.entry("buycond2",true, when=buycond2 and bigVolume)
strategy.close_all(when=sellcond1,comment="short term sell signal 1")
strategy.close_all(when=midtermsellcond1, comment="mid term sell signal 1")
strategy.close_all(when=longtermsellcond1, comment="long term sell signal 1")
strategy.close_all(when=sellcond2, comment="short term sell signal 2")
plot(strategy.position_size)
//Sell on last tested day (only for data collection)
//strategy.close_all(when=not inDateRange)
//}
|
Moving Average Crossover Strategy | https://www.tradingview.com/script/Ip667jzb-Moving-Average-Crossover-Strategy/ | Decam9 | https://www.tradingview.com/u/Decam9/ | 216 | 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/
// © Decam9
//@version=5
strategy(title = "Moving Average Crossover", shorttitle = "MA Crossover Strategy", overlay=true,
initial_capital = 100000,default_qty_type = strategy.percent_of_equity, default_qty_value = 10)
//Moving Average Inputs
EMA1 = input.int(title="Fast EMA", group = "Moving Averages:",
inline = "EMAs", defval=5, minval = 1)
isDynamicEMA = input.bool(title = "Dynamic Exponential Moving Average?", defval = true,
inline = "EMAs", group = "Moving Averages:", tooltip = "Changes the source of the MA based on trend")
SMA1 = input.int(title = "Slow SMA", group = "Moving Averages:",
inline = "SMAs", defval = 10, minval = 1)
isDynamicSMA = input.bool(title = "Dynamic Simple Moving Average?", defval = false,
inline = "SMAs", group = "Moving Averages:", tooltip = "Changes the source of the MA based on trend")
SMA2 = input.int(title="Trend Determining SMA", group = "Moving Averages:",
inline = "MAs", defval=13, minval = 1)
//Moving Averages
Trend = ta.sma(close, SMA2)
Fast = ta.ema(isDynamicEMA ? (close > Trend ? low : high) : close, EMA1)
Slow = ta.sma(isDynamicSMA ? (close > Trend ? low : high) : close, SMA1)
//Allowed Entries
islong = input.bool(title = "Long", group = "Allowed Entries:",
inline = "Entries",defval = true)
isshort = input.bool(title = "Short", group = "Allowed Entries:",
inline = "Entries", defval= true)
//Entry Long Conditions
buycond = input.string(title="Buy when", group = "Entry Conditions:",
inline = "Conditions",defval="Fast-Slow Crossing",
options=["Fast-Slow Crossing", "Fast-Trend Crossing","Slow-Trend Crossing"])
intrendbuy = input.bool(title = "In trend", defval = true, group = "Entry Conditions:",
inline = "Conditions", tooltip = "In trend if price is above SMA 2")
//Entry Short Conditions
sellcond = input.string(title="Sell when", group = "Entry Conditions:",
inline = "Conditions2",defval="Fast-Slow Crossing",
options=["Fast-Slow Crossing", "Fast-Trend Crossing","Slow-Trend Crossing"])
intrendsell = input.bool(title = "In trend",defval = true, group = "Entry Conditions:",
inline = "Conditions2", tooltip = "In trend if price is below SMA 2?")
//Exit Long Conditions
closebuy = input.string(title="Close long when", group = "Exit Conditions:",
defval="Fast-Slow Crossing", options=["Fast-Slow Crossing", "Fast-Trend Crossing","Slow-Trend Crossing"])
//Exit Short Conditions
closeshort = input.string(title="Close short when", group = "Exit Conditions:",
defval="Fast-Slow Crossing", options=["Fast-Slow Crossing", "Fast-Trend Crossing","Slow-Trend Crossing"])
//Filters
filterlong =input.bool(title = "Long Entries", inline = 'linefilt', group = 'Apply Filters to',
defval = true)
filtershort =input.bool(title = "Short Entries", inline = 'linefilt', group = 'Apply Filters to',
defval = true)
filterend =input.bool(title = "Exits", inline = 'linefilt', group = 'Apply Filters to',
defval = true)
usevol =input.bool(title = "", inline = 'linefiltvol', group = 'Relative Volume Filter:',
defval = false)
rvol = input.int(title = "Volume >", inline = 'linefiltvol', group = 'Relative Volume Filter:',
defval = 1)
len_vol = input.int(title = "Avg. Volume Over Period", inline = 'linefiltvol', group = 'Relative Volume Filter:',
defval = 30, minval = 1,
tooltip="The current volume must be greater than N times the M-period average volume.")
useatr =input.bool(title = "", inline = 'linefiltatr', group = 'Volatility Filter:',
defval = false)
len_atr1 = input.int(title = "ATR", inline = 'linefiltatr', group = 'Volatility Filter:',
defval = 5, minval = 1)
len_atr2 = input.int(title = "> ATR", inline = 'linefiltatr', group = 'Volatility Filter:',
defval = 30, minval = 1,
tooltip="The N-period ATR must be greater than the M-period ATR.")
usersi =input.bool(title = "", inline = 'linersi', group = 'Overbought/Oversold Filter:',
defval = false)
rsitrhs1 = input.int(title = "", inline = 'linersi', group = 'Overbought/Oversold Filter:',
defval = 0, minval=0, maxval=100)
rsitrhs2 = input.int(title = "< RSI (14) <", inline = 'linersi', group = 'Overbought/Oversold Filter:',
defval = 100, minval=0, maxval=100,
tooltip="RSI(14) must be in the range between N and M.")
issl = input.bool(title = "SL", inline = 'linesl1', group = 'Stop Loss / Take Profit:',
defval = false)
slpercent = input.float(title = ", %", inline = 'linesl1', group = 'Stop Loss / Take Profit:',
defval = 10, minval=0.0)
istrailing = input.bool(title = "Trailing", inline = 'linesl1', group = 'Stop Loss / Take Profit:',
defval = false)
istp = input.bool(title = "TP", inline = 'linetp1', group = 'Stop Loss / Take Profit:',
defval = false)
tppercent = input.float(title = ", %", inline = 'linetp1', group = 'Stop Loss / Take Profit:',
defval = 20)
//Conditions for Crossing
fscrossup = ta.crossover(Fast,Slow)
fscrossdw = ta.crossunder(Fast,Slow)
ftcrossup = ta.crossover(Fast,Trend)
ftcrossdw = ta.crossunder(Fast,Trend)
stcrossup = ta.crossover(Slow,Trend)
stcrossdw = ta.crossunder(Slow,Trend)
//Defining in trend
uptrend = Fast >= Slow and Slow >= Trend
downtrend = Fast <= Slow and Slow <= Trend
justCrossed = ta.cross(Fast,Slow) or ta.cross(Slow,Trend)
//Entry Signals
crosslong = if intrendbuy
(buycond =="Fast-Slow Crossing" and uptrend ? fscrossup:(buycond =="Fast-Trend Crossing" and uptrend ? ftcrossup:(buycond == "Slow-Trend Crossing" and uptrend ? stcrossup : na)))
else
(buycond =="Fast-Slow Crossing"?fscrossup:(buycond=="Fast-Trend Crossing"?ftcrossup:stcrossup))
crossshort = if intrendsell
(sellcond =="Fast-Slow Crossing" and downtrend ? fscrossdw:(sellcond =="Fast-Trend Crossing" and downtrend ? ftcrossdw:(sellcond == "Slow-Trend Crossing" and downtrend ? stcrossdw : na)))
else
(sellcond =="Fast-Slow Crossing"?fscrossdw:(buycond=="Fast-Trend Crossing"?ftcrossdw:stcrossdw))
crossexitlong = (closebuy =="Fast-Slow Crossing"?fscrossdw:(closebuy=="Fast-Trend Crossing"?ftcrossdw:stcrossdw))
crossexitshort = (closeshort =="Fast-Slow Crossing"?fscrossup:(closeshort=="Fast-Trend Crossing"?ftcrossup:stcrossup))
// Filters
rsifilter = usersi?(ta.rsi(close,14) > rsitrhs1 and ta.rsi(close,14) < rsitrhs2):true
volatilityfilter = useatr?(ta.atr(len_atr1) > ta.atr(len_atr2)):true
volumefilter = usevol?(volume > rvol*ta.sma(volume,len_vol)):true
totalfilter = volatilityfilter and volumefilter and rsifilter
//Filtered signals
golong = crosslong and islong and (filterlong?totalfilter:true)
goshort = crossshort and isshort and (filtershort?totalfilter:true)
endlong = crossexitlong and (filterend?totalfilter:true)
endshort = crossexitshort and (filterend?totalfilter:true)
// Entry price and TP
startprice = ta.valuewhen(condition=golong or goshort, source=close, occurrence=0)
pm = golong?1:goshort?-1:1/math.sign(strategy.position_size)
takeprofit = startprice*(1+pm*tppercent*0.01)
// fixed stop loss
stoploss = startprice * (1-pm*slpercent*0.01)
// trailing stop loss
if istrailing and strategy.position_size>0
stoploss := math.max(close*(1 - slpercent*0.01),stoploss[1])
else if istrailing and strategy.position_size<0
stoploss := math.min(close*(1 + slpercent*0.01),stoploss[1])
if golong and islong
strategy.entry("long", strategy.long )
if goshort and isshort
strategy.entry("short", strategy.short)
if endlong
strategy.close("long")
if endshort
strategy.close("short")
// Exit via SL or TP
strategy.exit(id="sl/tp long", from_entry="long", stop=issl?stoploss:na,
limit=istp?takeprofit:na)
strategy.exit(id="sl/tp short",from_entry="short",stop=issl?stoploss:na,
limit=istp?takeprofit:na)
|
Optimised RSI strategy for Reversals (by Coinrule) | https://www.tradingview.com/script/yVT696NT-Optimised-RSI-strategy-for-Reversals-by-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 62 | 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/
// © Coinrule
//@version=4
strategy(shorttitle='MARSI',title='Moving Average', overlay=true, initial_capital=1000, default_qty_type = strategy.percent_of_equity, default_qty_value = 100)
//Backtest dates
fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12)
fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31)
fromYear = input(defval = 2020, title = "From Year", type = input.integer, minval = 1970)
thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12)
thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31)
thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970)
showDate = input(defval = true, title = "Show Date Range", type = input.bool)
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
//MA inputs and calculations
inshort=input(9, title='MA short period')
MAshort= sma(close, inshort)
// RSI inputs and calculations
lengthRSI = input(14, title = 'RSI period', minval=1)
RSI = rsi(close, lengthRSI)
//Entry
strategy.entry(id="long", long = true, when = MAshort<close and RSI<40 and window())
//Exit
longLossPerc = input(title="Long Stop Loss (%)",
type=input.float, minval=0.0, step=0.1, defval=1.5) * 0.01
longTakePerc = input(title="Long Take Profit (%)",
type=input.float, minval=0.0, step=0.1, defval=3) * 0.01
longSL = strategy.position_avg_price * (1 - longLossPerc)
longTP = strategy.position_avg_price * (1 + longTakePerc)
if (strategy.position_size > 0 and window())
strategy.exit(id="TP/SL", stop=longSL, limit=longTP)
bgcolor(color = showDate and window() ? color.gray : na, transp = 90)
plot(MAshort, color=color.purple, linewidth=4)
|
Parabolic SAR Heikin Ashi MTF Candle Scalper | https://www.tradingview.com/script/U7uneSDz-Parabolic-SAR-Heikin-Ashi-MTF-Candle-Scalper/ | exlux99 | https://www.tradingview.com/u/exlux99/ | 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/
// © exlux99
//@version=5
strategy("SAR HA MTF Scalper ", overlay=true)
timeframe=input.timeframe('15', "Resolution")
close_mtf = request.security(ticker.heikinashi(syminfo.tickerid), timeframe, close)
open_mtf = request.security(ticker.heikinashi(syminfo.tickerid), timeframe, open)
high_mtf = request.security(ticker.heikinashi(syminfo.tickerid), timeframe, high)
low_mtf = request.security(ticker.heikinashi(syminfo.tickerid), timeframe, low)
////////////////
// The same on Pine
pine_sar(start, inc, max) =>
var float result = na
var float maxMin = na
var float acceleration = na
var bool isBelow = na
bool isFirstTrendBar = false
if bar_index == 1
if close_mtf > close_mtf[1]
isBelow := true
maxMin := high_mtf
result := low_mtf[1]
else
isBelow := false
maxMin := low_mtf
result := high_mtf[1]
isFirstTrendBar := true
acceleration := start
result := result + acceleration * (maxMin - result)
if isBelow
if result > low_mtf
isFirstTrendBar := true
isBelow := false
result := math.max(high_mtf, maxMin)
maxMin := low_mtf
acceleration := start
else
if result < high_mtf
isFirstTrendBar := true
isBelow := true
result := math.min(low_mtf, maxMin)
maxMin := high_mtf
acceleration := start
if not isFirstTrendBar
if isBelow
if high_mtf > maxMin
maxMin := high_mtf
acceleration := math.min(acceleration + inc, max)
else
if low_mtf < maxMin
maxMin := low_mtf
acceleration := math.min(acceleration + inc, max)
if isBelow
result := math.min(result, low_mtf[1])
if bar_index > 1
result := math.min(result, low_mtf[2])
else
result := math.max(result, high_mtf[1])
if bar_index > 1
result := math.max(result, high_mtf[2])
result
////////////////
start = input.float(0.05, step=0.01)
increment = input.float(0.02,step=0.01)
maximum = input.float(0.2, "Max Value",step=0.01)
out = pine_sar(start,increment,maximum)
long = close_mtf[1] > out
short = close_mtf[1] < out
entry_time = input.session(title='Entry time', defval='0900-1000')
exit_time = input.session(title='Exit time', defval='1200-1600')
BarInSession(sess) =>
not na(time(timeframe.period, sess))
entry_candle_time = BarInSession(entry_time)
exit_candle_time = BarInSession(exit_time)
if(entry_candle_time)
strategy.entry("long",strategy.long,when=long)
strategy.entry("short",strategy.short,when=short)
if(exit_candle_time)
strategy.close_all()
|
Oversold RSI with tight SL Strategy (by Coinrule) | https://www.tradingview.com/script/Fuzmd3jp-Oversold-RSI-with-tight-SL-Strategy-by-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 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/
// © brodieCoinrule
//@version=4
strategy(shorttitle='Oversold RSI with tight SL',title='Oversold RSI with tight SL Strategy (by Coinrule)', overlay=true, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 50, commission_type=strategy.commission.percent, commission_value=0.1)
//Backtest dates
fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12)
fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31)
fromYear = input(defval = 2020, title = "From Year", type = input.integer, minval = 1970)
thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12)
thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31)
thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970)
showDate = input(defval = true, title = "Show Date Range", type = input.bool)
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
perc_change(lkb) =>
overall_change = ((close[0] - close[lkb]) / close[lkb]) * 100
// RSI inputs and calculations
lengthRSI = 14
RSI = rsi(close, lengthRSI)
oversold= input(30)
//Entry
strategy.entry(id="long", long = true, when = RSI< oversold and window())
//Exit
Stop_loss= ((input (1))/100)
Take_profit= ((input (7)/100))
longStopPrice = strategy.position_avg_price * (1 - Stop_loss)
longTakeProfit = strategy.position_avg_price * (1 + Take_profit)
strategy.close("long", when = close < longStopPrice or close > longTakeProfit and window())
|
DaveStrat | https://www.tradingview.com/script/zMD0MU0U-DaveStrat/ | DrWiggleWurms | https://www.tradingview.com/u/DrWiggleWurms/ | 27 | 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/
// © David Frausto Pena
//@version=5
strategy("DaveStrat")
if bar_index < 10000
goindicator = ta.change(ta.sma(ta.sma(close,25),3))
dropindicator = ta.change(ta.sma(ta.sma(close,100),3))
strategy.entry("buy", strategy.long, 10, when=((goindicator)-dropindicator) > 0.0)
if ta.sma(close,3)-ta.sma(close,25)<0
strategy.entry("sell", strategy.short, 10, when=dropindicator-goindicator > 0)
plot(ta.change(ta.sma(ta.sma(close,25),3)),"50madeltasmooth", color.green)
plot(ta.change(ta.sma(ta.sma(close,100),3)),"100madeltasmooth", color.red)
|
RSI KANNEMAN | https://www.tradingview.com/script/3sdpWdnv/ | samuelkanneman | https://www.tradingview.com/u/samuelkanneman/ | 64 | 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/
// © samuelkanneman
//@version=4
strategy("RSI KANNEMAN")
//////Entrada///////
i_startTime = input(title="Start Date Filter", defval=timestamp("01 Nov 2020 13:30 +0000"), type=input.time, tooltip="Date & time to begin trading from")
i_endTime = input(title="End Date Filter", defval=timestamp("1 Nov 2022 19:30 +0000"), type=input.time, tooltip="Date & time to stop trading")
sobrecompra= input(70, title="Sobre Compra", type=input.integer ,minval=50, maxval=100 )
sobreventa= input(30, title="Sobre Venta", type=input.integer ,minval=0, maxval=50 )
l1=hline(sobrecompra)
l2=hline(sobreventa, color=color.purple)
periodos= input(14, title="Periodos", type=input.integer ,minval=1, maxval=50 )
periodos_media= input(14, title="Logintud media movil", type=input.integer ,minval=1, maxval=200 )
var SL =0.0
var TP=0.0
StopLoss = input(2.0, title="SL %", step=0.2)
TakeProfit = input(5.0, title="TP %", step=0.2)
//////Proceso///////
mi_rsi=rsi(close,periodos)
mm_rsi=sma(mi_rsi,periodos_media)
Es_compra= crossover(mm_rsi,sobreventa)
Es_venta= crossunder(mm_rsi,sobrecompra)
comprado= strategy.position_size > 0
vendido = strategy.position_size < 0
//time to test
dateFilter = time >= i_startTime and time <= i_endTime
//timePeriod = time >= timestamp(syminfo.timezone, 2020, 11, 1, 0, 0)
// long
if (not comprado and Es_compra and dateFilter )
// realizar long
cantidad = strategy.equity/hlc3
strategy.entry ("compra", strategy.long , cantidad)
SL := close*(1-(StopLoss/100))
TP := close*(1+(TakeProfit/100))
if close >= TP
strategy.close ("compra" , comment="Salto TP")
if (comprado and Es_venta )
strategy.close ("compra" , comment="Sobre Venta")
if close <= SL
strategy.close ("compra" , comment="Salto SL")
// short
if (not vendido and Es_venta and dateFilter )
// realizar short
cantidad = strategy.equity/hlc3
strategy.entry ("venta", strategy.short , cantidad)
SL := close*(1+(StopLoss/100))
TP := close*(1-(TakeProfit/100))
if close <= TP
strategy.close ("venta" , comment="Salto TP")
if (vendido and Es_compra )
strategy.close ("venta" , comment="Sobre Compra")
if close >= SL
strategy.close ("venta" , comment="Salto SL")
///////Salida//////
fill(l1,l2)
plot(mi_rsi)
plot(mm_rsi, color=color.yellow)
bgcolor(Es_compra ? color.blue : na , transp=0)
bgcolor(Es_venta ? color.red : na , transp=0)
// 1d 70 22 5 4 3 15 6 meses
//1h 70 20 6 4 5 7 1 mese
//15m 70 20 5 4 4 7 1 semana
|
EMA Mean Reversion Strategy | https://www.tradingview.com/script/Xt7AXMUD-EMA-Mean-Reversion-Strategy/ | jordanfray | https://www.tradingview.com/u/jordanfray/ | 235 | 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/
// © jordanfray
//@version=5
strategy(title="EMA Mean Reversion Strategy", overlay=true, max_bars_back=5000, default_qty_type=strategy.percent_of_equity, default_qty_value=100,initial_capital=100000, commission_type=strategy.commission.percent, commission_value=0.05, backtest_fill_limits_assumption=2)
// Indenting Classs
indent_1 = " "
indent_2 = " "
indent_3 = " "
indent_4 = " "
// Tooltips
longEntryToolTip = "When the percentage that the price is away from the selected EMA reaches this point, a long postion will open."
shortEntryToolTip = "When the percentage that the price is away from the selected EMA reaches this point, a short postion will open."
closeEntryToolTip = "When the percentage that the price is away from the selected EMA reaches this point, open postion will close."
ladderInToolTip = "Enable this to use the laddering settings below."
cancelEntryToolTip = "When the percentage that the price is away from the selected EMA reaches this point, any unfilled entries will be canceled."
// Group Titles
group_one_title = "EMA Settings"
group_two_title = "Entry Settings"
// Colors
blue = color.new(#00A5FF,0)
lightBlue = color.new(#00A5FF,90)
green = color.new(#2DBD85,0)
gray_80 = color.new(#7F7F7F,80)
gray_60 = color.new(#7F7F7F,60)
gray_40 = color.new(#7F7F7F,40)
white = color.new(#ffffff,0)
red = color.new(#E02A4A,0)
transparent = color.new(#000000,100)
// Strategy Settings
EMAtimeframe = input.timeframe(defval="", title="Timeframe", group=group_one_title)
EMAlength = input.int(defval=200, minval=1, title="Length", group=group_one_title)
EMAtype = input.string(defval="EMA", options = ["EMA", "SMA", "RMA", "WMA"], title="Type", group=group_one_title)
EMAsource = input.source(defval=close, title="Source", group=group_one_title)
openLongEntryAbove = input.float(defval=9, title="Long Position Entry Trigger", tooltip=longEntryToolTip, group=group_two_title)
openEntryEntryAbove = input.float(defval=9, title="Short Position Entry Trigger", tooltip=shortEntryToolTip, group=group_two_title)
closeEntryBelow = input.float(defval=1.0, title="Close Position Trigger", tooltip=closeEntryToolTip, group=group_two_title)
cancelEntryBelow = input.float(defval=4, title="Cancel Unfilled Entries Trigger", tooltip=cancelEntryToolTip, group=group_two_title)
enableLaddering = input.bool(defval=true, title="Ladder Into Positions", tooltip=ladderInToolTip, group=group_two_title)
ladderRungs = input.int(defval=4, minval=2, maxval=4, step=1, title=indent_4+"Ladder Rungs", group=group_two_title)
ladderStep = input.float(defval=.5, title=indent_4+"Ladder Step (%)", step=.1, group=group_two_title)/100
stop_loss_val = input.float(defval=4.0, title="Stop Loss (%)", step=0.1, group=group_two_title)/100
start_trailing_after = input.float(defval=1, title="Start Trailing After (%)", step=0.1, group=group_two_title)/100
trail_behind = input.float(defval=1, title="Trail Behind (%)", step=0.1, group=group_two_title)/100
// Calculate trailing stop values
long_start_trailing_val = strategy.position_avg_price + (strategy.position_avg_price * start_trailing_after)
long_trail_behind_val = close - (strategy.position_avg_price * trail_behind)
long_stop_loss = strategy.position_avg_price * (1.0 - stop_loss_val)
short_start_trailing_val = strategy.position_avg_price - (strategy.position_avg_price * start_trailing_after)
short_trail_behind_val = close + (strategy.position_avg_price * trail_behind)
short_stop_loss = strategy.position_avg_price * (1 + stop_loss_val)
// Calulate EMA
EMA = switch EMAtype
"EMA" => ta.ema(EMAsource, EMAlength)
"SMA" => ta.sma(EMAsource, EMAlength)
"RMA" => ta.rma(EMAsource, EMAlength)
"WMA" => ta.wma(EMAsource, EMAlength)
=> na
EMA_ = EMAtimeframe == timeframe.period ? EMA : request.security(syminfo.ticker, EMAtimeframe, EMA[1], lookahead = barmerge.lookahead_on)
plot(EMA_, title="EMA", linewidth=2, color=blue, editable=true)
EMA_cloud_upper_band_val = EMA_ + (EMA_ * openLongEntryAbove/100)
EMA_cloud_lower_band_val = EMA_ - (EMA_ * openLongEntryAbove/100)
EMA_cloud_upper_band = plot(EMA_cloud_upper_band_val, title="EMA Cloud Upper Band", color=blue)
EMA_cloud_lower_band = plot(EMA_cloud_lower_band_val, title="EMA Cloud Upper Band", color=blue)
fill(EMA_cloud_upper_band, EMA_cloud_lower_band, editable=false, color=lightBlue)
distance_from_EMA = ((close - EMA_)/close)*100
if distance_from_EMA < 0
distance_from_EMA := distance_from_EMA * -1
// Calulate Ladder Entries
long_ladder_1_limit_price = close - (close * 1 * ladderStep)
long_ladder_2_limit_price = close - (close * 2 * ladderStep)
long_ladder_3_limit_price = close - (close * 3 * ladderStep)
long_ladder_4_limit_price = close - (close * 4 * ladderStep)
short_ladder_1_limit_price = close + (close * 1 * ladderStep)
short_ladder_2_limit_price = close + (close * 2 * ladderStep)
short_ladder_3_limit_price = close + (close * 3 * ladderStep)
short_ladder_4_limit_price = close + (close * 4 * ladderStep)
var position_qty = strategy.equity/close
if enableLaddering
position_qty := (strategy.equity/close) / ladderRungs
else
position_qty := strategy.equity/close
plot(position_qty, color=white)
//plot(strategy.equity, color=green)
// Entry Conditions
currently_in_a_postion = strategy.position_size != 0
currently_in_a_long_postion = strategy.position_size > 0
currently_in_a_short_postion = strategy.position_size < 0
average_price = strategy.position_avg_price
bars_since_entry = currently_in_a_postion ? bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades - 1) + 1 : 5
long_run_up = ta.highest(high, bar_index == 0 ? 5000: bars_since_entry)
long_run_up_line = plot(long_run_up, style=plot.style_stepline, editable=false, color=currently_in_a_long_postion ? green : transparent)
start_trailing_long_entry = currently_in_a_long_postion and long_run_up > long_start_trailing_val
long_trailing_stop = start_trailing_long_entry ? long_run_up - (long_run_up * trail_behind) : long_stop_loss
long_trailing_stop_line = plot(long_trailing_stop, style=plot.style_stepline, editable=false, color=currently_in_a_long_postion ? long_trailing_stop > strategy.position_avg_price ? green : red : transparent)
short_run_up = ta.lowest(low, bar_index == 0 ? 5000: bars_since_entry)
short_run_up_line = plot(short_run_up, style=plot.style_stepline, editable=false, color=currently_in_a_short_postion ? green : transparent)
start_trailing_short_entry = currently_in_a_short_postion and short_run_up < short_start_trailing_val
short_trailing_stop = start_trailing_short_entry ? short_run_up + (short_run_up * trail_behind) : short_stop_loss
short_trailing_stop_line = plot(short_trailing_stop, style=plot.style_stepline, editable=false, color=currently_in_a_short_postion ? short_trailing_stop < strategy.position_avg_price ? green : red : transparent)
long_conditions_met = distance_from_EMA > openLongEntryAbove and close < EMA_ and not currently_in_a_postion
short_conditions_met = distance_from_EMA > openEntryEntryAbove and close > EMA_ and not currently_in_a_postion
close_long_entries = distance_from_EMA <= closeEntryBelow or close <= long_trailing_stop
close_short_entries = distance_from_EMA <= closeEntryBelow or close >= short_trailing_stop
cancel_entries = distance_from_EMA <= cancelEntryBelow
plotshape(long_conditions_met ? close : na, style=shape.diamond, title="Long Conditions Met" )
plotshape(short_conditions_met ? close : na, style=shape.diamond, title="Short Conditions Met" )
plot(average_price,style=plot.style_stepline, editable=false, color=currently_in_a_postion ? blue : transparent)
// Long Entry
if enableLaddering
if ladderRungs == 2
strategy.entry(id="Long Ladder 1", direction=strategy.long, qty=position_qty, limit=long_ladder_1_limit_price, when=long_conditions_met)
strategy.entry(id="Long Ladder 2", direction=strategy.long, qty=position_qty, limit=long_ladder_2_limit_price, when=long_conditions_met)
else if ladderRungs == 3
strategy.entry(id="Long Ladder 1", direction=strategy.long, qty=position_qty, limit=long_ladder_1_limit_price, when=long_conditions_met)
strategy.entry(id="Long Ladder 2", direction=strategy.long, qty=position_qty, limit=long_ladder_2_limit_price, when=long_conditions_met)
strategy.entry(id="Long Ladder 3", direction=strategy.long, qty=position_qty, limit=long_ladder_3_limit_price, when=long_conditions_met)
else if ladderRungs == 4
strategy.entry(id="Long Ladder 1", direction=strategy.long, qty=position_qty, limit=long_ladder_1_limit_price, when=long_conditions_met)
strategy.entry(id="Long Ladder 2", direction=strategy.long, qty=position_qty, limit=long_ladder_2_limit_price, when=long_conditions_met)
strategy.entry(id="Long Ladder 3", direction=strategy.long, qty=position_qty, limit=long_ladder_3_limit_price, when=long_conditions_met)
strategy.entry(id="Long Ladder 4", direction=strategy.long, qty=position_qty, limit=long_ladder_4_limit_price, when=long_conditions_met)
strategy.exit(id="Close Long Ladder 1", from_entry="Long Ladder 1", stop=long_trailing_stop, limit=long_trailing_stop, when=close_long_entries)
strategy.exit(id="Close Long Ladder 2", from_entry="Long Ladder 2", stop=long_trailing_stop, limit=long_trailing_stop, when=close_long_entries)
strategy.exit(id="Close Long Ladder 3", from_entry="Long Ladder 3", stop=long_trailing_stop, limit=long_trailing_stop, when=close_long_entries)
strategy.exit(id="Close Long Ladder 4", from_entry="Long Ladder 4", stop=long_trailing_stop, limit=long_trailing_stop, when=close_long_entries)
strategy.cancel(id="Long Ladder 1", when=cancel_entries)
strategy.cancel(id="Long Ladder 2", when=cancel_entries)
strategy.cancel(id="Long Ladder 3", when=cancel_entries)
strategy.cancel(id="Long Ladder 4", when=cancel_entries)
else
strategy.entry(id="Long", direction=strategy.long, qty=100, when=long_conditions_met)
strategy.exit(id="Close Long", from_entry="Long", stop=long_stop_loss, limit=EMA_, when=close_long_entries)
strategy.cancel(id="Long", when=cancel_entries)
// Short Entry
if enableLaddering
if ladderRungs == 2
strategy.entry(id="Short Ladder 1", direction=strategy.short, qty=position_qty, limit=short_ladder_1_limit_price, when=short_conditions_met)
strategy.entry(id="Short Ladder 2", direction=strategy.short, qty=position_qty, limit=short_ladder_2_limit_price, when=short_conditions_met)
else if ladderRungs == 3
strategy.entry(id="Short Ladder 1", direction=strategy.short, qty=position_qty, limit=short_ladder_1_limit_price, when=short_conditions_met)
strategy.entry(id="Short Ladder 2", direction=strategy.short, qty=position_qty, limit=short_ladder_2_limit_price, when=short_conditions_met)
strategy.entry(id="Short Ladder 3", direction=strategy.short, qty=position_qty, limit=short_ladder_3_limit_price, when=short_conditions_met)
else if ladderRungs == 4
strategy.entry(id="Short Ladder 1", direction=strategy.short, qty=position_qty, limit=short_ladder_1_limit_price, when=short_conditions_met)
strategy.entry(id="Short Ladder 2", direction=strategy.short, qty=position_qty, limit=short_ladder_2_limit_price, when=short_conditions_met)
strategy.entry(id="Short Ladder 3", direction=strategy.short, qty=position_qty, limit=short_ladder_3_limit_price, when=short_conditions_met)
strategy.entry(id="Short Ladder 4", direction=strategy.short, qty=position_qty, limit=short_ladder_4_limit_price, when=short_conditions_met)
strategy.exit(id="Close Short Ladder 1", from_entry="Short Ladder 1", stop=short_trailing_stop, limit=EMA_, when=close_short_entries)
strategy.exit(id="Close Short Ladder 2", from_entry="Short Ladder 2", stop=short_trailing_stop, limit=EMA_, when=close_short_entries)
strategy.exit(id="Close Short Ladder 3", from_entry="Short Ladder 3", stop=short_trailing_stop, limit=EMA_, when=close_short_entries)
strategy.exit(id="Close Short Ladder 4", from_entry="Short Ladder 4", stop=short_trailing_stop, limit=EMA_, when=close_short_entries)
strategy.cancel(id="Short Ladder 1", when=cancel_entries)
strategy.cancel(id="Short Ladder 2", when=cancel_entries)
strategy.cancel(id="Short Ladder 3", when=cancel_entries)
strategy.cancel(id="Short Ladder 4", when=cancel_entries)
else
strategy.entry(id="Short", direction=strategy.short, when=short_conditions_met)
strategy.exit(id="Close Short", from_entry="Short", limit=EMA_, when=close_short_entries)
strategy.cancel(id="Short", when=cancel_entries)
|
"NoSKi Hammer/Star /w angle of ema Backtester % | https://www.tradingview.com/script/WhoYlLEh-NoSKi-Hammer-Star-w-angle-of-ema-Backtester/ | noski1 | https://www.tradingview.com/u/noski1/ | 48 | 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/
// © noski1
//@version=5
strategy(title='"NoSKi Hammer Star Backtester %', shorttitle='Noski HnS BT %', overlay=true,
commission_type=strategy.commission.percent, commission_value=0.075, initial_capital = 10000, currency=currency.USD, default_qty_type= strategy.percent_of_equity, default_qty_value=100)
// Import Zen library
import ZenAndTheArtOfTrading/ZenLibrary/5 as zen
// --------------------------------------------------------------------------------
//------- Inputs--------//
// --------------------------------------------------------------------------------
//Time Period
FromMonth = input.int(defval=1, title='From Month', minval=1, maxval=12)
FromDay = input.int(defval=9, title='From Day', minval=1, maxval=31)
FromYear = input.int(defval=2019, title='From Year', minval=2018)
ToMonth = input.int(defval=1, title='To Month', minval=1, maxval=12)
ToDay = input.int(defval=1, title='To Day', minval=1, maxval=31)
ToYear = input.int(defval=9999, title='To Year', minval=2017)
start = timestamp(FromYear, FromMonth, FromDay, 00, 00)
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)
window() =>
time >= start and time <= finish ? true : false
// Take Profit SL inputs
tp_inp = input.int(14, title='Take Profit %', group = "Take Profit/Stop Loss Settings")/100 //input.int(defval = 1, title = "Take Profit %", minval = 1)/100
sl_inp = input.int(2, title='Stop Loss %', group = "Take Profit/Stop Loss Settings")/100 //input.int(defval = 1, title = "Stop Loss %", minval = 1)/100
//Once order at a time
order = input.bool(title="One Position at a time", defval=true, group="Order Sizing")
//Hammer and star inputs
fibLevel = input.float(title="Fib Level", defval=0.333, group="Hammer and Stars")
colorFilter = input.bool(title="Color Filter", defval=false, group="Hammer and Stars")
aatrFilter = input.float(title="ATR Filter", defval=0.1, group="Hammer and Stars")
//angle inputs
src = input(title='Source', defval=close, group="Angle of EMA")
guide_pos = input.float(title='Guides Position', defval=45, group="Angle of EMA")
guide_neg = input(title='Guides Position', defval=-45, group="Angle of EMA")
//price2bar_ratio = input(title='Price To Bar Ratio', defval=20.0, group="Angle of EMA") // Should be the same as that of the Chart
p2br = input(title='Price To Bar Ratio', defval=20.0, group="Angle of EMA") // Should be the same as that of the Chart
threshold = input(title='Threshold', defval=1.0, group="Angle of EMA")
show_bg = input(title='Show Negative Slope Zone', defval=true, group="Angle of EMA")
smal = input(title='Average angle over how many bars', defval=20, group="Angle of EMA")
emafilter = input.int(title="EMA length", defval=20, group= "EMA")
//Swing High/Low filter
var g_hl = "High/Low Filter"
lookback = input.int(title="Swing High/Low Lookback", defval=10, tooltip="How many bars to look back for swing high/low", group=g_hl)
useHlFilter = input.bool(title="Use Swing High/Low Filter?", defval=false, tooltip="Turns on/off the swing high/low filter", group=g_hl)
// Filter Settings
var g_filter = "Entry Candle ATR Size"
atrMinFilterSize = input.float(title=">= ATR Filter", defval=0.0, minval=0.0, group=g_filter, tooltip="Minimum size of entry candle compared to ATR")
atrMaxFilterSize = input.float(title="<= ATR Filter", defval=3.0, minval=0.0, group=g_filter, tooltip="Maximum size of entry candle compared to ATR")
//emaFilter = input.int(title="EMA Filter", defval=0, group=g_filter, tooltip="EMA length to filter trades - set to zero to disable")
price2bar_ratio = request.security(syminfo.tickerid, "D", close) * 0.000025 * p2br
// --------------------------------------------------------------------------------
// Hammer and Candles
// --------------------------------------------------------------------------------
// Check our ATR filter
atr = ta.atr(14)
candleSize = high - low
atrFilterCheck = candleSize >= atr * aatrFilter
// Calculate fibonacci level for current candle
bullFib = (low - high) * fibLevel + high
bearFib = (high - low) * fibLevel + low
// Determine which price source closes or opens highest/lowest
lowestBody = close < open ? close : open
highestBody = close > open ? close : open
// Determine if we have a valid hammer or shooting star candle
hammerCandle = lowestBody >= bullFib and (not colorFilter or close > open) and atrFilterCheck
starCandle = highestBody <= bearFib and (not colorFilter or close < open) and atrFilterCheck
// Get swing high/low filter
swingHighFilter = not useHlFilter or (high == ta.highest(high, lookback) or high[1] == ta.highest(high, lookback))
swingLowFilter = not useHlFilter or (low == ta.lowest(low, lookback) or low[1] == ta.lowest(low, lookback))
// --------------------------------------------------------------------------------
// EMA Angle Functions
// --------------------------------------------------------------------------------
ema = ta.ema(close, emafilter)
get_slope(ema, price2bar_ratio) =>
180.0 / (2 * math.asin(1)) * math.atan(ta.change(ema) / price2bar_ratio)
// Logic
slope = get_slope(ema, price2bar_ratio)
rise = false
rise := slope - slope[1] > threshold ? true : slope - slope[1] < -threshold ? false : nz(rise[1])
prefall = false
prefall := not rise or slope - slope[1] > 0 ? false : rise and slope - slope[1] < 0 ? true : nz(prefall[1])
prerise = false
prerise := rise or slope - slope[1] < 0 ? false : not rise and slope - slope[1] > 0 ? true : nz(prerise[1])
sma = ta.sma(slope, smal)
// Angle Buy Sell Filter
emapos = sma > guide_pos
emaneg = sma < guide_neg
// --------------------------------------------------------------------------------
// ATR Settings
// --------------------------------------------------------------------------------
// Check ATR filter
atrMinFilter = high - low >= (atrMinFilterSize * atr) or atrMinFilterSize == 0.0
atrMaxFilter = high - low <= (atrMaxFilterSize * atr) or atrMaxFilterSize == 0.0
atrFilter = atrMinFilter and atrMaxFilter and not na(atr)
var int inTrade = 0
order1 = not order or inTrade ==0
// --------------------------------------------------------------------------------
// Combined Buy and Sell signals
// --------------------------------------------------------------------------------
buy = hammerCandle and emapos and atrFilter and swingLowFilter and barstate.isconfirmed and order1// inTrade == 0
sell = starCandle and emaneg and atrFilter and swingHighFilter and barstate.isconfirmed and order1//inTrade == 0
inpStopLoss = strategy.position_avg_price * (1 - sl_inp)
inpTakeProfit = strategy.position_avg_price * (1 + tp_inp)
if strategy.position_size < 0
inpStopLoss := strategy.position_avg_price * (1 + sl_inp)
inpTakeProfit := strategy.position_avg_price * (1 - tp_inp)
// --------------------------------------------------------------------------------
// View
// --------------------------------------------------------------------------------
plotshape(buy, style=shape.triangleup, location=location.belowbar, color=color.new(color.green, 0), text = "Long", title='Long', textcolor = color.green)
plotshape(sell, style=shape.triangledown, location=location.abovebar, color=color.new(color.red, 0), text = "Short", title='Short', textcolor = color.red)
bgcolor(sma > guide_pos ? color.new(color.green, 85) : na) // highlighting bg when ema angle > 45
bgcolor(sma < guide_neg ? color.new(color.red, 85) : na)
plot(ema, title="EMA", color=color.yellow, linewidth=2)
strategy.entry("Long", direction= strategy.long, when= buy and window())
strategy.entry("Short", direction= strategy.short, when= sell and window())
strategy.exit("Long Exit", from_entry="Long", when=strategy.position_size > 0, limit = inpTakeProfit, stop = inpStopLoss)
strategy.exit("Short Exit", from_entry="Short", when=strategy.position_size < 0, limit = inpTakeProfit, stop = inpStopLoss) |
Best TradingView Strategy - For NASDAQ and DOW30 and other Index | https://www.tradingview.com/script/wv68sDys-Best-TradingView-Strategy-For-NASDAQ-and-DOW30-and-other-Index/ | The_Bigger_Bull | https://www.tradingview.com/u/The_Bigger_Bull/ | 324 | 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/
// © The_Bigger_Bull
//@version=5
strategy("Best TradingView Strategy", overlay=true, margin_long=0, margin_short=0)
//Bollinger Bands
source1 = close
length1 = input.int(9, minval=1)
mult1 = input.float(2.0, minval=0.001, maxval=50)
basis1 = ta.sma(source1, length1)
dev1 = mult1 * ta.stdev(source1, length1)
upper1 = basis1 + dev1
lower1 = basis1 - dev1
//buyEntry = ta.crossover(source1, lower1)
//sellEntry = ta.crossunder(source1, upper1)
//RSI
ma(source, length, type) =>
switch type
"SMA" => ta.sma(source, length)
"Bollinger Bands" => 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)
rsiLengthInput = input.int(14, minval=1, title="RSI Length", group="RSI Settings")
rsiSourceInput = input.source(close, "Source", group="RSI Settings")
maTypeInput = input.string("SMA", title="MA Type", options=["SMA", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="MA Settings")
maLengthInput = input.int(14, title="MA Length", group="MA Settings")
bbMultInput = input.float(2.0, minval=0.001, maxval=50, title="BB StdDev", group="MA Settings")
up = ta.rma(math.max(ta.change(rsiSourceInput), 0), rsiLengthInput)
down = ta.rma(-math.min(ta.change(rsiSourceInput), 0), rsiLengthInput)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
rsiMA = ma(rsi, maLengthInput, maTypeInput)
isBB = maTypeInput == "Bollinger Bands"
//plot(rsi, "RSI", color=#7E57C2)
//plot(rsiMA, "RSI-based MA", color=color.yellow)
rsiUpperBand = hline(70, "RSI Upper Band", color=#787B86)
hline(50, "RSI Middle Band", color=color.new(#787B86, 50))
rsiLowerBand = hline(30, "RSI Lower Band", color=#787B86)
fill(rsiUpperBand, rsiLowerBand, color=color.rgb(126, 87, 194, 90), title="RSI Background Fill")
bbUpperBand = plot(isBB ? rsiMA + ta.stdev(rsi, maLengthInput) * bbMultInput : na, title = "Upper Bollinger Band", color=color.green)
bbLowerBand = plot(isBB ? rsiMA - ta.stdev(rsi, maLengthInput) * bbMultInput : na, title = "Lower Bollinger Band", color=color.green)
fill(bbUpperBand, bbLowerBand, color= isBB ? color.new(color.green, 90) : na, title="Bollinger Bands Background Fill")
//ADX
adxlen = input(14, title="ADX Smoothing")
dilen = input(14, title="DI Length")
dirmov(len) =>
up1 = ta.change(high)
down1 = -ta.change(low)
plusDM = na(up1) ? na : (up1 > down1 and up1 > 0 ? up1 : 0)
minusDM = na(down1) ? na : (down1 > up1 and down1 > 0 ? down1 : 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)
sig = adx(dilen, adxlen)
out = ta.sma(close,14)
sma1=ta.sma(close,42)
ema200=ta.ema(close,200)
longCondition = (out>sma1) and ta.crossover(source1, lower1)
if (longCondition )
strategy.entry("long", strategy.long)
shortCondition = (out<sma1) and ta.crossunder(source1, lower1)
if (shortCondition )
strategy.entry("short", strategy.short)
stopl=strategy.position_avg_price-50
tptgt=strategy.position_avg_price+100
stopshort=strategy.position_avg_price+50
tptgtshort=strategy.position_avg_price-100
strategy.exit("longclose","long",trail_offset=50,trail_points=200,when=ta.crossover(sma1,out))
strategy.exit("shortclose","short",trail_offset=50,trail_points=200,when=ta.crossover(out,sma1))
//if strategy.position_avg_price<0
plot(sma1 , color=color.blue)
plot(out, color=color.green)
//plot(ema200,color=color.red)
|
Take profit Multi timeframe | https://www.tradingview.com/script/9lzBKqhc/ | TrendCrypto2022 | https://www.tradingview.com/u/TrendCrypto2022/ | 654 | 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/
// © TrendCrypto2022
//@version=5
strategy(title = "Take profit Multi timeframe", overlay = true, pyramiding=0,initial_capital = 10000, default_qty_type= strategy.fixed, default_qty_value =1, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0)
//Input
takepercent = input.bool(title="Take profit %", defval=true , group="Set up take profit")
takemtf = input.bool(title="Take profit Multi timeframe", defval=false , group="Set up take profit")
//Paste your strategy at here. This is example strategy: I use WaveTrend indicator
//WaveTrend indicator
n1 = input(10, "Channel Length", group="Example Strategy")
n2 = input(21, "Average Length", group="Example Strategy")
oblv1 = input(60, "Over Bought Lv 1", group="Example Strategy")
oblv2 = input(53, "Over Bought Lv 2", group="Example Strategy")
oslv1 = input(-60, "Over Sold Lv 1", group="Example Strategy")
oslv2 = input(-53, "Over Sold Lv 2", group="Example Strategy")
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)
//Strategy
buy = ta.crossover(wt1, wt2) and wt1 < -20
closebuy = ta.crossunder(wt1, wt2) and wt1 > 0
if buy
strategy.entry("Long", strategy.long)
//Set up take profit %
percent(pcnt) =>
strategy.position_size != 0 ? math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)
TP1 =input.float(3, title="TP1 %", step=0.1, group="Take profit %", inline = "1")
TP2 =input.float(5, title="TP2 %", step=1, group="Take profit %", inline = "1")
TP3 =input.float(8, title="TP3 %", step=1, group="Take profit %", inline = "2")
TP4 =input.float(10, title="TP4 %", step=1, group="Take profit %", inline = "2")
SL =input.float(5, title="Stop Loss %", step=1, group="Take profit %")
qty1 =input.float(5, title="% Close At TP1", step=1, group="Take profit %", inline = "3")
qty2 =input.float(5, title="% Close At TP2", step=1, group="Take profit %", inline = "3")
qty3 =input.float(5, title="% Close At TP3", step=1, group="Take profit %", inline = "4")
qty4 =input.float(5, title="% Close At TP4", step=1, group="Take profit %", inline = "4")
lossSTL = percent(SL)
//Set up take profit at higher TF
ema_len1 = input.int(title='EMA1', defval=100, group='Take profit Mtf')
ema_len2 = input.int(title='EMA2', defval=200, group='Take profit Mtf')
src = close
tf1 = input.timeframe(title='Timeframe 1', defval='240', group='Take profit Mtf')
tf2 = input.timeframe(title='Timeframe 2', defval='D', group='Take profit Mtf')
htf_ma1 = ta.ema(src, ema_len1)
htf_ma2 = ta.ema(src, ema_len2)
ema1 = request.security(syminfo.tickerid, tf1, htf_ma1)
ema2 = request.security(syminfo.tickerid, tf1, htf_ma2)
ema3 = request.security(syminfo.tickerid, tf2, htf_ma1)
ema4 = request.security(syminfo.tickerid, tf2, htf_ma2)
//Set up take profit multi timeframe
a = array.from((ema1), (ema2), (ema3), (ema4))
tpmtf1 = array.min(a)
tpmtf2 = array.min(a, 2)
tpmtf3 = array.min(a, 3)
tpmtf4 = array.min(a, 4)
//Set up exit
long_sl_lv = strategy.position_avg_price - lossSTL*syminfo.mintick
if takepercent == true
strategy.exit("TP1%", "Long", qty_percent = qty1, profit = percent(TP1), loss = lossSTL)
strategy.exit("TP2%", "Long", qty_percent = qty2, profit = percent(TP2), loss = lossSTL)
strategy.exit("TP3%", "Long", qty_percent = qty3, profit = percent(TP3), loss = lossSTL)
strategy.exit("TP4%", "Long", qty_percent = qty3, profit = percent(TP4), loss = lossSTL)
strategy.close_all(when= closebuy, comment="Close All")
if takemtf == true and array.max(a, 1) > strategy.position_avg_price
strategy.exit("TP1Mtf", "Long", qty_percent = qty1, limit = tpmtf1, stop = long_sl_lv)
strategy.exit("TP2Mtf", "Long", qty_percent = qty2, limit = tpmtf2, stop = long_sl_lv)
strategy.exit("TP3Mtf", "Long", qty_percent = qty3, limit = tpmtf3, stop = long_sl_lv)
strategy.close_all(when= closebuy, comment="Close All")
// Plot TP & SL
long_tp1_lv = strategy.position_avg_price + percent(TP1)*syminfo.mintick
long_tp2_lv = strategy.position_avg_price + percent(TP2)*syminfo.mintick
long_tp3_lv = strategy.position_avg_price + percent(TP3)*syminfo.mintick
long_tp4_lv = strategy.position_avg_price + percent(TP4)*syminfo.mintick
plot(strategy.position_size > 0 ? long_sl_lv : na, color=color.red, style=plot.style_linebr, title="SL Long")
plot(strategy.position_size > 0 ? long_tp1_lv : na, color=color.lime, style=plot.style_linebr, title="Long TP1%")
plot(strategy.position_size > 0 ? long_tp2_lv : na, color=color.lime, style=plot.style_linebr, title="Long TP2%")
plot(strategy.position_size > 0 ? long_tp3_lv : na, color=color.lime, style=plot.style_linebr, title="Long TP3%")
plot(strategy.position_size > 0 ? long_tp4_lv : na, color=color.lime, style=plot.style_linebr, title="Long TP4%")
plot(strategy.position_size > 0 ? tpmtf1 : na, color=color.orange, style=plot.style_linebr, title="Long TP1Mtf", display = display.none)
plot(strategy.position_size > 0 ? tpmtf2 : na, color=color.orange, style=plot.style_linebr, title="Long TP2Mtf", display = display.none)
plot(strategy.position_size > 0 ? tpmtf3 : na, color=color.orange, style=plot.style_linebr, title="Long TP3Mtf", display = display.none)
//Plot Resistant in higher TF
plotema1 = plot(ema1, color=color.new(color.silver, 0), style=plot.style_line, linewidth=1, offset=0, title='Ema100 4h', display=display.none)
plotema2 = plot(ema2, color=color.new(color.silver, 0), style=plot.style_line, linewidth=1, offset=0, title='Ema200 4h', display=display.none)
plotema3 = plot(ema3, color=color.new(color.orange, 20), style=plot.style_line, linewidth=1, offset=0, title='Ema100 D', display=display.none)
plotema4 = plot(ema4, color=color.new(color.orange, 20), style=plot.style_line, linewidth=1, offset=0, title='Ema200 D', display=display.none)
//Label TP
_x = timenow + math.round(ta.change(time) * 2)
var label labelema1 = na
label.delete(labelema1)
labelema1 := label.new(x=_x, y=ema1, text='Ema' + str.tostring(ema_len1) + ' ' + str.tostring(tf1) + ': ' + str.tostring(math.round(ema1,4)) + '', color=color.new(#000000, 100), textcolor = color.yellow, size=size.small, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
var label labelema2 = na
label.delete(labelema2)
labelema2 := label.new(x=_x, y=ema2, text='Ema' + str.tostring(ema_len2) + ' ' + str.tostring(tf1) + ': ' + str.tostring(math.round(ema2,4)) + '', color=color.new(#000000, 100), textcolor = color.yellow, size=size.small, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
var label labelema3 = na
label.delete(labelema3)
labelema3 := label.new(x=_x, y=ema3, text='Ema' + str.tostring(ema_len1) + ' ' + str.tostring(tf2) + ': ' + str.tostring(math.round(ema3,4)) + '', color=color.new(#000000, 100), textcolor = color.yellow, size=size.small, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
var label labelema4 = na
label.delete(labelema4)
labelema4 := label.new(x=_x, y=ema4, text='Ema' + str.tostring(ema_len2) + ' ' + str.tostring(tf2) + ': ' + str.tostring(math.round(ema4,4)) + '', color=color.new(#000000, 100), textcolor = color.yellow, size=size.small, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
if strategy.position_size > 0
var label labellongtp1 = na
label.delete(labellongtp1)
labellongtp1 := label.new(x=_x, y=long_tp1_lv, text='TP1: ' + str.tostring(math.round(long_tp1_lv,2)) + '', color=color.new(#000000, 100), textcolor = color.lime, size=size.small, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
var label labellongtp2 = na
label.delete(labellongtp2)
labellongtp2 := label.new(x=_x, y=long_tp2_lv, text='TP2: ' + str.tostring(math.round(long_tp2_lv,2)) + '', color=color.new(#000000, 100), textcolor = color.lime, size=size.small, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
var label labellongtp3 = na
label.delete(labellongtp3)
labellongtp3 := label.new(x=_x, y=long_tp3_lv, text='TP3: ' + str.tostring(math.round(long_tp3_lv,2)) + '', color=color.new(#000000, 100), textcolor = color.lime, size=size.small, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
var label labellongtp4 = na
label.delete(labellongtp4)
labellongtp4 := label.new(x=_x, y=long_tp4_lv, text='TP4: ' + str.tostring(math.round(long_tp4_lv,2)) + '', color=color.new(#000000, 100), textcolor = color.lime, size=size.small, style=label.style_label_left, xloc=xloc.bar_time, yloc=yloc.price)
|
Grid HW | https://www.tradingview.com/script/FPvqHjY8-Grid-HW/ | Lionkind | https://www.tradingview.com/u/Lionkind/ | 39 | 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/
// © Lionkind
//@version=5
strategy("Grid HW", overlay = true, margin_long = 1, margin_short = 1)
// Fix 35k price as starting point and 1% as a distance
sprice=input.price(40500,"Starting price")
gridpercent=input(1,"Percent")
// calculate the % of the 10 layers
p1=((gridpercent*1)/100)
p2=((gridpercent*2)/100)
p3=((gridpercent*3)/100)
p4=((gridpercent*4)/100)
p5=((gridpercent*5)/100)
p6=((gridpercent*6)/100)
p7=((gridpercent*7)/100)
p8=((gridpercent*8)/100)
p9=((gridpercent*9)/100)
p10=((gridpercent*10)/100)
//set buy prices
b1=sprice-(sprice*p1)
b2=sprice-(sprice*p2)
b3=sprice-(sprice*p3)
b4=sprice-(sprice*p4)
b5=sprice-(sprice*p5)
b6=sprice-(sprice*p6)
b7=sprice-(sprice*p7)
b8=sprice-(sprice*p8)
b9=sprice-(sprice*p9)
b10=sprice-(sprice*p10)
//set sell prices
s1=b1+(sprice*p1)
s2=b2+(sprice*p1)
s3=b3+(sprice*p1)
s4=b4+(sprice*p1)
s5=b5+(sprice*p1)
s6=b6+(sprice*p1)
s7=b7+(sprice*p1)
s8=b8+(sprice*p1)
s9=b9+(sprice*p1)
s10=b10+(sprice*p1)
//Long conditions
lc1=close<b1
lc2=close<b2
lc3=close<b3
lc4=close<b4
lc5=close<b5
lc6=close<b6
lc7=close<b7
lc8=close<b8
lc9=close<b9
lc10=close<b10
//exit conditions
ec1=close>s1
ec2=close>s2
ec3=close>s3
ec4=close>s4
ec5=close>s5
ec6=close>s6
ec7=close>s7
ec8=close>s8
ec9=close>s9
ec10=close>s10
//long orders
if (lc1)
strategy.entry("b1", strategy.long, when=(lc1))
if (lc2)
strategy.entry("b2", strategy.long, when=(lc2))
if (lc3)
strategy.entry("b3", strategy.long, when=(lc3))
if (lc4)
strategy.entry("b4", strategy.long, when=(lc4))
if (lc5)
strategy.entry("b5", strategy.long, when=(lc5))
if (lc6)
strategy.entry("b6", strategy.long, when=(lc6))
if (lc7)
strategy.entry("b7", strategy.long, when=(lc7))
if (lc8)
strategy.entry("b8", strategy.long, when=(lc8))
if (lc9)
strategy.entry("b9", strategy.long, when=(lc9))
if (lc10)
strategy.entry("b10", strategy.long, when=(lc10))
//exit orders
if (ec1)
strategy.exit("b1", when=(ec1), limit=1)
if (ec2)
strategy.exit("b2", when=(ec2), limit=1)
if (ec3)
strategy.exit("b3", when=(ec3), limit=1)
if (ec4)
strategy.exit("b4", when=(ec4), limit=1)
if (ec5)
strategy.exit("b5", when=(ec5), limit=1)
if (ec6)
strategy.exit("b6", when=(ec6), limit=1)
if (ec7)
strategy.exit("b7", when=(ec7), limit=1)
if (ec8)
strategy.exit("b8", when=(ec8), limit=1)
if (ec9)
strategy.exit("b9", when=(ec9), limit=1)
if (ec10)
strategy.exit("b10", when=(ec10), limit=1)
plot(b1,color=color.green)
plot(s1, color=color.red)
plot(b2, color=color.purple) |
Swing Stock designed for Monthly/Yearly Trading | https://www.tradingview.com/script/qki6JIO1-Swing-Stock-designed-for-Monthly-Yearly-Trading/ | exlux99 | https://www.tradingview.com/u/exlux99/ | 96 | 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/
// © exlux99
//@version=5
strategy(title="World Indicators Testing", overlay=true, calc_on_every_tick=true )
// Personal Consumption Expenditures
// FRED/PCE
// Real Retail and Food Services Sales
// FRED/RRSFS
// Leading Index for the United States
// FRED/USSLIND
// All Employees: Total Nonfarm Payrolls
// FRED/PAYEMS
// Real Gross Domestic Product
// FRED/GDPC1
// Gross Domestic Product
// FRED/GDP
pce= request.quandl('FRED/PCE', barmerge.gaps_off,0)
long_pce = pce>pce[1]
short_pce =pce<pce[1]
rrfss=request.quandl('FRED/RRSFS', barmerge.gaps_off,0)
long_rrfss = rrfss>rrfss[1]
short_rrfss = rrfss<rrfss[1]
li=request.quandl('FRED/USSLIND', barmerge.gaps_off,0)
long_li = li>0
short_li = li<0
ae=request.quandl('FRED/PAYEMS', barmerge.gaps_off,0)
long_ae= ae>ae[1]
short_ae = ae<ae[1]
rgdp=request.quandl('FRED/GDPC1', barmerge.gaps_off,0)
long_rgdp = rgdp>rgdp[1]
short_rgdp = rgdp<rgdp[1]
gdp=request.quandl('FRED/GDP', barmerge.gaps_off,0)
long_gdp=gdp>gdp[1]
short_gdp=gdp<gdp[1]
long= long_rgdp or long_gdp //or long_rrfss
short = short_gdp or short_rgdp// or short_rrfss
fromDay = input.int(defval=1, title='From Day', minval=1, maxval=31, group="Time Condition")
fromMonth = input.int(defval=1, title='From Month', minval=1, maxval=12, group="Time Condition")
fromYear = input.int(defval=2000, title='From Year', minval=1970, group="Time Condition")
//monday and session
// To Date Inputs
toDay = input.int(defval=31, title='To Day', minval=1, maxval=31, group="Time Condition")
toMonth = input.int(defval=12, title='To Month', minval=1, maxval=12, group="Time Condition")
toYear = input.int(defval=2025, title='To Year', minval=1970, group="Time Condition")
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = time >= startDate and time <= finishDate
if(time_cond)
strategy.entry("long",strategy.long,when=long )
strategy.entry('short',strategy.short,when=short)
if(not time_cond)
strategy.close_all()
|
TriautoETF(TQQQ) Short Strategy B1 | https://www.tradingview.com/script/onbI61K2/ | BBcom | https://www.tradingview.com/u/BBcom/ | 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/
// © BBcom
//@version=5
strategy("TriautoETF(TQQQ) Short Strategy B1","TSSB1", overlay = true)
// QQQ
QQQ1 = request.security("QQQ","D", ta.hma(close, 2))
QQQ2 = request.security("QQQ","D", ta.vwma(close, 193))
QQQ3 = request.security("QQQ","D", ta.ema(close, 9))
QQQ4 = request.security("QQQ","D", ta.ema(close, 14))
// 基準線表示
ShortLine = ta.vwma(close,193)
plot(ShortLine,title="Short Line",color=color.purple,linewidth=2)
// 売買の注文
strategy.entry(id = "Entry", direction = strategy.short, when = ta.crossover(QQQ2, QQQ1) ,comment="Short")
strategy.close(id = "Entry", when = ta.crossover(QQQ3, QQQ4) or ta.crossover(QQQ3, QQQ2) , comment="Close") |
RSI+PA+PrTP | https://www.tradingview.com/script/UDKe3HCN-RSI-PA-PrTP/ | A3Sh | https://www.tradingview.com/u/A3Sh/ | 93 | 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/
//@version=5
// © A3Sh
// RSI Strategy that buys the dips, uses Price Averaging and Pyramiding.
// When the price drops below specified percentages of the price (8 PA layers), new entries are openend to average the price of the assets.
// Open entries are closed by a specified take profit.
// Entries can be reopened, after closing and consequently crossing a PA layer again.
// This strategy is based on the RSI+PA+DCA strategy I created earlier. The difference is the way the Take Profit is calculated.
// Instead of directly connecting the take profit limit to the decreasing average price level with an X percent above the average price,
// the take profit is calculated for a part on the decreasing average price and for another part on the deduction
// of the profits of the individual closed positions.
// The Take Profit Limit drop less significant then the average price level and the full position only completely exits
// when enough individual closed positions made up for the losses.
// This makes it less risky and more conservative and great for a long term trading strategy
// RSI code is adapted from the build in Relative Strength Index indicator
// MA Filter and RSI concept adapted from the Optimized RSI Buy the Dips strategy, by Coinrule
// https://www.tradingview.com/script/Pm1WAtyI-Optimized-RSI-Strategy-Buy-The-Dips-by-Coinrule/
// Pyramiding entries code adapted from Pyramiding Entries on Early Trends startegy, by Coinrule
// Pyramiding entries code adapted from Pyramiding Entries on Early Trends startegy, by Coinrule
// https://www.tradingview.com/script/7NNJ0sXB-Pyramiding-Entries-On-Early-Trends-by-Coinrule/
// Plot entry layers code adapted from HOWTO Plot Entry Price by vitvlkv
// https://www.tradingview.com/script/bHTnipgY-HOWTO-Plot-Entry-Price/
strategy(title='RSI+PA+PTP', pyramiding=16, overlay=true, initial_capital=400, default_qty_type=strategy.percent_of_equity, default_qty_value=15, commission_type=strategy.commission.percent, commission_value=0.075, close_entries_rule='FIFO')
port = input.float(12, group = "Risk", title='Portfolio % Used To Open The 8 Positions', step=0.1, minval=0.1, maxval=100)
q = strategy.equity / 100 * port / open
// Long position PA entry layers. Percentage from the entry price of the the first long
ps2 = input.float(2, group = "Long Position Entry Layers", title='2nd Long Entry %', step=0.1)
ps3 = input.float(3, group = "Long Position Entry Layers", title='3rd Long Entry %', step=0.1)
ps4 = input.float(5, group = "Long Position Entry Layers", title='4th Long Entry %', step=0.1)
ps5 = input.float(10, group = "Long Position Entry Layers", title='5th Long Entry %', step=0.1)
ps6 = input.float(16, group = "Long Position Entry Layers", title='6th Long Entry %', step=0.1)
ps7 = input.float(25, group = "Long Position Entry Layers" ,title='7th Long Entry %', step=0.1)
ps8 = input.float(40, group = "Long Position Entry Layers", title='8th Long Entry %', step=0.1)
// Calculate Moving Averages
plotMA = input.bool(group = "Moving Average Filter", title='Plot Moving Average', defval=false)
movingaverage_signal = ta.sma(close, input(100, group = "Moving Average Filter", title='MA Length'))
plot (plotMA ? movingaverage_signal : na, color = color.new (color.green, 0))
// RSI inputs and calculations
rsiLengthInput = input.int(14, minval=1, title="RSI Length", group="RSI Settings")
rsiSourceInput = input.source(close, "Source", group="RSI Settings")
up = ta.rma(math.max(ta.change(rsiSourceInput), 0), rsiLengthInput)
down = ta.rma(-math.min(ta.change(rsiSourceInput), 0), rsiLengthInput)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
overSold = input.int(29, title="Oversold, Trigger to Enter First Position", group = "RSI Settings")
// Long trigger (co)
co = ta.crossover(rsi, overSold) and close < movingaverage_signal
// Store values to create and plot the different PA layers
long1 = ta.valuewhen(co, close, 0)
long2 = ta.valuewhen(co, close - close / 100 * ps2, 0)
long3 = ta.valuewhen(co, close - close / 100 * ps3, 0)
long4 = ta.valuewhen(co, close - close / 100 * ps4, 0)
long5 = ta.valuewhen(co, close - close / 100 * ps5, 0)
long6 = ta.valuewhen(co, close - close / 100 * ps6, 0)
long7 = ta.valuewhen(co, close - close / 100 * ps7, 0)
long8 = ta.valuewhen(co, close - close / 100 * ps8, 0)
eps1 = 0.00
eps1 := na(eps1[1]) ? na : eps1[1]
eps2 = 0.00
eps2 := na(eps2[1]) ? na : eps2[1]
eps3 = 0.00
eps3 := na(eps3[1]) ? na : eps3[1]
eps4 = 0.00
eps4 := na(eps4[1]) ? na : eps4[1]
eps5 = 0.00
eps5 := na(eps5[1]) ? na : eps5[1]
eps6 = 0.00
eps6 := na(eps6[1]) ? na : eps6[1]
eps7 = 0.00
eps7 := na(eps7[1]) ? na : eps7[1]
eps8 = 0.00
eps8 := na(eps8[1]) ? na : eps8[1]
plot(strategy.position_size > 0 ? eps1 : na, title='Long entry 1', style=plot.style_linebr)
plot(strategy.position_size > 0 ? eps2 : na, title='Long entry 2', style=plot.style_linebr)
plot(strategy.position_size > 0 ? eps3 : na, title='Long entry 3', style=plot.style_linebr)
plot(strategy.position_size > 0 ? eps4 : na, title='Long entry 4', style=plot.style_linebr)
plot(strategy.position_size > 0 ? eps5 : na, title='Long entry 5', style=plot.style_linebr)
plot(strategy.position_size > 0 ? eps6 : na, title='Long entry 6', style=plot.style_linebr)
plot(strategy.position_size > 0 ? eps7 : na, title='Long entry 7', style=plot.style_linebr)
plot(strategy.position_size > 0 ? eps8 : na, title='Long entry 8', style=plot.style_linebr)
// Take Profit Settings
ProfitTarget_Percent = input.float(3.0, group = "Take Profit Settings", title='Take Profit % (Per Position)')
ProfitTarget_Percent_All = input.float(4.0, group = "Take Profit Settings", title='Take Profit % (Exit All, Progressive Take Profit Limit')
TakeProfitProgression = input.float(12, group = "Take Profit Settings", title='Take Profit Progression', tooltip = 'Progression is defined by the position size. By default 12% of the start equity (portfolio) is used to open a position, see Risk. This same % percentage is used to calculate the profit amount that will be deducted from the Take Profit Limit.')
entryOn = input.bool (true, group = "Take Profit Settings", title='New entries affect Take Profit limit', tooltip = 'This option changes the behaviour of the Progressive Take Profit. When switchted on, the difference between the former and current original Take Profit is deducted from the Progressive Take Profit. When switchted off, the Progressive Take Profit is only affected by the profit deduction or each closed position.')
avPricePlot = input.bool (false, group = "Take Profit Settings", title='Plot Average Price (FIFO)')
// Original Take Profit Limit
tpLimit = strategy.position_avg_price + (strategy.position_avg_price / 100 * ProfitTarget_Percent_All)
// Create variables to calculate the Take Profit Limit Progresssion
var endVal = 0.0
var startVal = 0.0
// The value at the the start of the loop is the value of the end of the previous loop
startVal := endVal
// Set variable to the original Take Profit Limit when the first position opens.
if strategy.position_size > 0 and strategy.position_size[1] ==0
endVal := tpLimit
// Everytime a specific position opens, the difference of the previous (original) Take Profit price and the current (original) Take Profit price will be deducted from the Progressive Take Profit Limit
// This feature can be toggled on and off in the settings panel. By default it is toggled on.
entryAmount = 0.0
for i = 1 to strategy.opentrades
entryAmount := i
if entryOn and strategy.position_size > 0 and strategy.opentrades[1] == (entryAmount) and strategy.opentrades == (entryAmount + 1)
endVal := startVal - (tpLimit[1] - tpLimit)
// Everytime a specific position closes, the amount of profit from that specific position will be deducted from the Progressive Take Profit Limit.
exitAmount = 0.0
for id = 1 to strategy.opentrades
exitAmount := id
if strategy.opentrades[1] ==(exitAmount + 1) and strategy.opentrades == (exitAmount)
endVal := startVal - (TakeProfitProgression / 100 * strategy.opentrades.entry_price (id - 1) / 100 * ProfitTarget_Percent )
// The Final Take Profit Price
tpn = (strategy.position_avg_price + (strategy.position_avg_price / 100 * ProfitTarget_Percent_All)) - (strategy.position_avg_price + (strategy.position_avg_price / 100 * ProfitTarget_Percent_All) - endVal)
plot (strategy.position_size > 0 ? tpn : na, title = "Take Profit Limit", color=color.new(color.red, 0), style = plot.style_linebr, linewidth = 1)
// Plot position average price as reference
plot (avPricePlot ? strategy.position_avg_price : na, title= "Average price", color = color.new(color.white, 0), style = plot.style_linebr, linewidth = 1)
// When to trigger the Take Profit per position or the Progressive Take Profit
tpl1 = close < tpn ? eps1 + close * (ProfitTarget_Percent / 100) : tpn
tpl2 = close < tpn ? eps2 + close * (ProfitTarget_Percent / 100) : tpn
tpl3 = close < tpn ? eps3 + close * (ProfitTarget_Percent / 100) : tpn
tpl4 = close < tpn ? eps4 + close * (ProfitTarget_Percent / 100) : tpn
tpl5 = close < tpn ? eps5 + close * (ProfitTarget_Percent / 100) : tpn
tpl6 = close < tpn ? eps6 + close * (ProfitTarget_Percent / 100) : tpn
tpl7 = close < tpn ? eps7 + close * (ProfitTarget_Percent / 100) : tpn
tpl8 = close < tpn ? eps8 + close * (ProfitTarget_Percent / 100) : tpn
// Submit Entry Orders
if co and strategy.opentrades == 0
eps1 := long1
eps2 := long2
eps3 := long3
eps4 := long4
eps5 := long5
eps6 := long6
eps7 := long7
eps8 := long8
strategy.entry('Long1', strategy.long, q)
if strategy.opentrades == 1
strategy.entry('Long2', strategy.long, q, limit=eps2)
if strategy.opentrades == 2
strategy.entry('Long3', strategy.long, q, limit=eps3)
if strategy.opentrades == 3
strategy.entry('Long4', strategy.long, q, limit=eps4)
if strategy.opentrades == 4
strategy.entry('Long5', strategy.long, q, limit=eps5)
if strategy.opentrades == 5
strategy.entry('Long6', strategy.long, q, limit=eps6)
if strategy.opentrades == 6
strategy.entry('Long7', strategy.long, q, limit=eps7)
if strategy.opentrades == 7
strategy.entry('Long8', strategy.long, q, limit=eps8)
// Submit Exit orders
if strategy.position_size > 0
strategy.exit(id='Exit 1', from_entry='Long1', limit=tpl1)
strategy.exit(id='Exit 2', from_entry='Long2', limit=tpl2)
strategy.exit(id='Exit 3', from_entry='Long3', limit=tpl3)
strategy.exit(id='Exit 4', from_entry='Long4', limit=tpl4)
strategy.exit(id='Exit 5', from_entry='Long5', limit=tpl5)
strategy.exit(id='Exit 6', from_entry='Long6', limit=tpl6)
strategy.exit(id='Exit 7', from_entry='Long7', limit=tpl7)
strategy.exit(id='Exit 8', from_entry='Long8', limit=tpl8)
// Make sure that all open limit orders are canceled after exiting all the positions
longClose = strategy.position_size[1] > 0 and strategy.position_size == 0 ? 1 : 0
if longClose
strategy.cancel_all()
|
"Sell in May, buy in September"-Strategy | https://www.tradingview.com/script/C2qlt3mi-Sell-in-May-buy-in-September-Strategy/ | DynamicSignalLab | https://www.tradingview.com/u/DynamicSignalLab/ | 76 | 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/
// © DynamicSignalLab
//@version=5
strategy("Sell in May, buy in September Strategy", overlay=false)
longCondition = month==9
closecondition = month==5
if longCondition
strategy.entry("long", strategy.long)
if closecondition
strategy.close("long", when=closecondition)
|
Solution Zigma - Fibonacci Impulse | https://www.tradingview.com/script/k1GLeZco-Solution-Zigma-Fibonacci-Impulse/ | ZoomerXeus | https://www.tradingview.com/u/ZoomerXeus/ | 2,619 | 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/
// © ZoomerXeus
//@version=5
strategy("Solution Zigma", overlay=true, calc_on_every_tick=true)
import ZoomerXeus/AutoFiboRetrace/2 as autoFibo
// Input Data
ord_con_1 = 'Original (Zigma Candle + CE + Subhag)'
ord_con_2 = 'Original Extra (Zigma Candle with DMI + CE + Subhag)'
ord_con_3 = 'Original 0 (Zigma + CE)'
ord_con_4 = 'Original 0 Extra (Zigma with DMI + CE)'
ord_con_5 = 'Original Combination (Combo since Original to Original 0)'
fibo_level_source = input.string('0.5', 'Fibonaci Level source', options=['0.786', '0.618', '0.5', '0.382', '0.236'], group="General (Default setting for Binance's BTCUSDTPERP)")
fibo_level_session = input.timeframe('60', 'Timeframe', options=["W", "D", "240", "60", "30", "15", "5", "1"], group="General (Default setting for Binance's BTCUSDTPERP)")
fibo_lookback_length = input.int(12, 'Fibonaci lookback Length', minval=1, step=1, group="General (Default setting for Binance's BTCUSDTPERP)")
isShowCandleMode = input.bool(true, 'Show Candle Mode', group="General (Default setting for Binance's BTCUSDTPERP)")
//Alex Orekhov (everget)'s Chandelier Exit
isShowFilterIndicator_ce = input.bool(false, 'Show On Chart', group="Alex Orekhov (everget)'s Chandelier Exit (Filter)")
ce_length = input.int(1, 'ATR Chandelier Exit Length', minval=1, step=1, group="Alex Orekhov (everget)'s Chandelier Exit (Filter)")
ce_mult = input.float(3.0, 'ATR Chandelier Exit Multiply', minval=0.1, step=0.1, group="Alex Orekhov (everget)'s Chandelier Exit (Filter)")
// Subhag + TSD + EWO original by subhagghosh and edit by Pumpith
isShowFilterIndicator_subh = input.bool(false, 'Show On Chart', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
fast_length = input(title='Fast Length', defval=3, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
slow_length = input(title='Slow Length', defval=10, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
src_sh = input(title='Source', defval=close, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
res_60 = input('60', title='Higher Time Frame 1', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
rsi_period = input.int(14, title='RSI period', minval=1, step=1, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
source = input(close, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
length = input.int(100, minval=1, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
offset = input.int(0, minval=0, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
smoothing = input.int(17, minval=1, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
mtf_val = input.timeframe('', 'Resolution', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
p = input.string('Lime', 'Up Color', options=['Red', 'Lime', 'Orange', 'Teal', 'Yellow', 'White', 'Black'], group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
q = input.string('Red', 'Down Color', options=['Red', 'Lime', 'Orange', 'Teal', 'Yellow', 'White', 'Black'], group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
switchColor = input(true, 'Color Regression according to trend?', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
candleCol = input(false, title='Color candles based on Hull\'s Trend?', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
visualSwitch = input(true, title='Show as a Band?', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
thicknesSwitch = input(1, title='Line Thickness', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
transpSwitch = input.int(40, title='Band Transparency', step=5, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
n1 = input.int(10, 'Channel Length', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
n2 = input.int(21, 'Average Length', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
over_bought_level = input.int(53, 'Over Bought Level', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
over_sold_level = input.int(-53, 'Over Sold Level', group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
sma1length = input(5, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
sma2length = input(35, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
UsePercent = input(title='Show Dif as percent of current Candle', defval=true, group="Subhag + TSD + EWO original by subhagghosh and edit by Pumpith (Filter)")
conditionType = input.string(ord_con_4, "Open order type", options=[ord_con_1, ord_con_2, ord_con_3, ord_con_4, ord_con_5])
order_size = input.float(0.001, 'Order Size', minval=0.001, step=0.1, tooltip="order size 1:Price e.g 1:38000(BTCUSDTPERP)", group="Alert Message and order Management")
leverage_mult = input.int(10, 'Leverage Size', minval=1, step=1, group="Alert Message and order Management")
close_order_type = input.string('Condition', 'Close Order Option', options=['RR', 'Condition'], group="Alert Message and order Management")
rrUseAutoSL = input.bool(false, 'Use auto Calculate Stoploss', group="Alert Message and order Management")
rrAutoSLType = input.string('Zigma Swing H/L', "Open order type", options=['Zigma Swing H/L', 'Candle Swing H/L'], group="Alert Message and order Management")
rrAutoSLCalLength = input.int(5, 'Auto SL Calculate Length', tooltip="Use for fing Lowest and Highest.", step=1, minval=1, group="Alert Message and order Management")
SLPer = input.float(1.00, "RR Stoploss percent", minval = 0.1, step=0.1, group="Alert Message and order Management")/100
rrPer = input.float(2.00, "RR ratio", minval = 0.1, step=0.1, group="Alert Message and order Management")
msg_open_long = input.string('Open Long', 'Alert Message Long', group="Alert Message and order Management")
msg_open_short = input.string('Open Short', 'Alert Message Short', group="Alert Message and order Management")
msg_close_long = input.string('Close Long', 'Alert Message Close Long', group="Alert Message and order Management")
msg_close_short = input.string('Close Short', 'Alert Message Close Short', group="Alert Message and order Management")
// -------------------------------------------- Fibonacci Impulse -----------------------------------------------------
[FL236M, FL382M, FL500M, FL618M, FL786M, FL0,FL236, FL382, FL500, FL618, FL786, FL1000, FL1236, FL1382, FL1500, FL1618, FL1786, FL2] = request.security(syminfo.tickerid, fibo_level_session, autoFibo.original(fibo_lookback_length, low, high), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
src = switch fibo_level_source
'0.618' => FL618
'0.786' => FL786
'0.5' => FL500
'0.382' => FL382
'0.236' => FL236
//src = switch fibo_level_source
// '0.618' => FL618
// '0.786' => FL786
// '0.5' => FL500
// '0.382' => FL382
// '0.236' => FL236
// CDC Impulse candle data
open_p = ta.ema(src, 26)
close_p = ta.ema(src, 12)
high_p = ta.highest(close_p, 4)
low_p = ta.lowest(close_p, 4)
// ------------------------------ controller -----------------------------------
// tradingview's DMI
setDMI () =>
float diplus = 0.0
float diminus = 0.0
float adx = 0.0
[diplus_4h, diminus_4h, adx_4h] = request.security(syminfo.tickerid, "240", ta.dmi(14, 14), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
[diplus_1h, diminus_1h, adx_1h] = request.security(syminfo.tickerid, "60", ta.dmi(14, 14), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
[diplus_15m, diminus_15m, adx_15m] = request.security(syminfo.tickerid, "15", ta.dmi(14, 14), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
if fibo_level_session == 'LongTrade(4H)'
diplus := diplus_4h
diminus := diminus_4h
adx := adx_4h
else if fibo_level_session == 'MediumTrade(1H)'
diplus := diplus_1h
diminus := diminus_1h
adx := adx_1h
else
diplus := diplus_15m
diminus := diminus_15m
adx := adx_15m
[diplus, diminus, adx]
[diplus, diminus, adx] = setDMI()
// Alex Orekhov (everget)'s Chandelier Exit
atr = ce_mult * ta.atr(ce_length)
longStop = ta.highest(ce_length) - atr
longStopPrev = nz(longStop[1], longStop)
longStop := close[1] > longStopPrev ? math.max(longStop, longStopPrev) : longStop
shortStop = ta.lowest(ce_length) + atr
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := close[1] < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop
var int dir = 1
dir := close > shortStopPrev ? 1 : close < longStopPrev ? -1 : dir
// Subhag + TSD + EWO original by subhagghosh and edit by Pumpith
/////////////////////////////////////////////////////////////////////
// Check Trend Strength
ha_t = syminfo.tickerid
col_red = #ff0000
col_green = #00ff00
TSB = true
TSS = false
trend_60 = request.security(ha_t, res_60, (ta.ema(src_sh, fast_length) - ta.ema(src_sh, slow_length)) / src_sh * 100)
prev_trend_60 = request.security(ha_t, res_60, (ta.ema(src_sh[5], fast_length) - ta.ema(src_sh[5], slow_length)) / src_sh[5] * 100)
trend_status_60 = trend_60 > prev_trend_60
///////////////////////////////////////////////////////////////////
//End of checking stength
myrsi = ta.rsi(close, rsi_period)
rsi1 = ta.crossunder(myrsi, 70)
rsi2 = myrsi > 75
// Regression Lines
cc(x) =>
x == 'Red' ? color.red : x == 'Lime' ? color.lime : x == 'Orange' ? color.orange : x == 'Teal' ? color.teal : x == 'Yellow' ? color.yellow : x == 'Black' ? color.black : color.white
data(x) =>
ta.ema(request.security(syminfo.tickerid, mtf_val != '' ? mtf_val : timeframe.period, x), smoothing)
linreg = data(ta.linreg(source, length, offset))
linreg_p = data(ta.linreg(source, length, offset + 1))
// Regression End
//##################################
// TSD
//##################################
//// Indicators
// Blue Wave
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)
// MFI
mfi_upper = math.sum(volume * (ta.change(hlc3) <= 0 ? 0 : hlc3), 58)
mfi_lower = math.sum(volume * (ta.change(hlc3) >= 0 ? 0 : hlc3), 58)
_mfi_rsi(mfi_upper, mfi_lower) =>
if mfi_lower == 0
100
if mfi_upper == 0
0
100.0 - 100.0 / (1.0 + mfi_upper / mfi_lower)
mf = _mfi_rsi(mfi_upper, mfi_lower)
mfi = (mf - 50) * 3
//// Plots
mfi_color = mfi > 0 ? #4CAF50 : #FF5252
dot_color = wt1 < wt2 ? #FF0000 : #4CAF50
//##################################
// EWO
//##################################
//@author Koryu
//src = input(close, title="source")
sma_1 = ta.sma(src, sma1length)
sma_2 = ta.sma(src, sma2length)
sma_3 = ta.sma(src, sma1length)
sma_4 = ta.sma(src, sma2length)
smadif = UsePercent ? (sma_1 - sma_2) / src * 100 : sma_3 - sma_4
//col=smadif <= 0 ? red : green
//plot(smadif, color=col, style=histogram, linewidth=2)
//----------------------------------------------- Plot & Order -----------------------------------------------//
// fibonacci impulse
candle_color = open_p < close_p ? color.new(color.green, isShowCandleMode ? 60 : 100) : (open_p > close_p ? color.new(color.red, isShowCandleMode ? 60 : 100) : color.new(color.white, isShowCandleMode ? 60 : 100))
line_color = open_p < close_p ? color.new(color.green, isShowCandleMode ? 100 : 0) : (open_p > close_p ? color.new(color.red, isShowCandleMode ? 100 : 0) : color.new(color.white, isShowCandleMode ? 100 : 0))
plotcandle(open_p, high_p, low_p, close_p, "Fibo Level Candle", color=candle_color, wickcolor=candle_color, bordercolor=candle_color)
//plot(close > open_p ? open_p : na, title='Zigma Bull impulse', style=plot.style_linebr, linewidth=2, color=color.lime)
//plot(close < open_p ? open_p : na, title='Zigma Bear impulse', style=plot.style_linebr, linewidth=2, color=color.red)
var color longColor = color.green
var color shortColor = color.red
// Sunhag
hullColor = switchColor ? linreg > linreg[1] ? #00ff00 : #ff0000 : #ff9800
//PLOT
Fi1 = plot(isShowFilterIndicator_subh ? linreg : na, title='Regression Line', color=hullColor, linewidth=thicknesSwitch, transp=50)
Fi2 = plot(visualSwitch and isShowFilterIndicator_subh ? linreg[3] : na, title='RL', color=hullColor, linewidth=thicknesSwitch, transp=50)
fill(Fi1, Fi2, title='Band Filler', color=hullColor, transp=transpSwitch)
// CE
longStopPlot = plot(isShowFilterIndicator_ce ? (dir == 1 ? longStop : na) : na, title='Long Stop', style=plot.style_linebr, linewidth=2, color=color.new(longColor, 0))
buySignal = dir == 1 and dir[1] == -1
plotshape(buySignal and isShowFilterIndicator_ce ? longStop : na, title='Long Stop Start', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(longColor, 0))
shortStopPlot = plot(isShowFilterIndicator_ce ? (dir == 1 ? na : shortStop) : na, title='Short Stop', style=plot.style_linebr, linewidth=2, color=color.new(shortColor, 0))
sellSignal = dir == -1 and dir[1] == 1
plotshape(sellSignal and isShowFilterIndicator_ce ? shortStop : na, title='Short Stop Start', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(shortColor, 0))
midPricePlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0, display=display.none, editable=false)
//-----------------------------------------------------------------------------------------------------------//
//----------------------------------------------- order -----------------------------------------------//
position_avg_price = strategy.position_avg_price
position_size = strategy.position_size
//*************************** Indicator Condition *****************************//
// Fibonacci Impulse
fibo_impulse_bear_over = ta.crossunder(close, open_p)
fibo_impulse_bull_over = ta.crossover(close, open_p)
// DMI
dmi_Bull = diplus >= 25 and diplus > adx
dmi_Bear = diminus >= 25 and diminus > adx
// CE
ce_bull_rejection = dir == 1 and dir[1] != 1
ce_bear_rejection = dir != 1 and dir[1] == 1
ce_bull_controll = dir == 1
ce_bear_controll = dir != 1
// subhag
sh_bull = close > linreg and close > linreg[3]
sh_bear = close < linreg and close < linreg[3]
//*************************** END Indicator Condition *****************************//
//*************** Original ***************//
LongCondition = fibo_impulse_bull_over and (ce_bull_controll or ce_bull_rejection) and sh_bull and position_size == 0.0
ShortCondition = fibo_impulse_bear_over and (ce_bear_controll or ce_bear_rejection) and sh_bear and position_size == 0.0
//***************************************//
//*************** Original Extra ***************//
LongCondition_extra = fibo_impulse_bull_over and dmi_Bull and (ce_bull_controll or ce_bull_rejection) and sh_bull and position_size == 0.0
ShortCondition_extra = fibo_impulse_bear_over and dmi_Bear and (ce_bear_controll or ce_bear_rejection) and sh_bear and position_size == 0.0
//***************************************//
//*************** Original 0 ***************//
LongCondition_std1 = fibo_impulse_bull_over and (ce_bull_controll or ce_bull_rejection) and position_size == 0.0
ShortCondition_std1 = fibo_impulse_bear_over and (ce_bear_controll or ce_bear_rejection) and position_size == 0.0
//***************************************//
//*************** Original 0 Extra ***************//
LongCondition_std1extra = fibo_impulse_bull_over and dmi_Bull and (ce_bull_controll or ce_bull_rejection) and position_size == 0.0
ShortCondition_std1extra = fibo_impulse_bear_over and dmi_Bear and (ce_bear_controll or ce_bear_rejection) and position_size == 0.0
//***************************************//
//*************** Original Combination ***************//
LongCondition_Comb = LongCondition or LongCondition_extra or LongCondition_std1 or LongCondition_std1extra
ShortCondition_Comb = ShortCondition or ShortCondition_extra or ShortCondition_std1 or ShortCondition_std1extra
//***************************************//
// plot Label
plotshape(conditionType == 'Original (Zigma Candle + CE + Subhag)' ? LongCondition : na, title='Buy Signal Label', text='Buy', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.lime, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original (Zigma Candle + CE + Subhag)' ? ShortCondition : na, title='Sell Signal Label', text='Sell', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original Extra (Zigma Candle with DMI + CE + Subhag)' ? LongCondition_extra : na, title='Buy Signal Label', text='Buy', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.lime, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original Extra (Zigma Candle with DMI + CE + Subhag)' ? ShortCondition_extra : na, title='Sell Signal Label', text='Sell', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original 0 (Zigma + CE)' ? LongCondition_std1 : na, title='Buy Signal Label', text='Buy', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.lime, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original 0 (Zigma + CE)' ? ShortCondition_std1 : na, title='Sell Signal Label', text='Sell', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original 0 Extra (Zigma with DMI + CE)' ? LongCondition_std1extra : na, title='Buy Signal Label', text='Buy', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.lime, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original 0 Extra (Zigma with DMI + CE)' ? ShortCondition_std1extra : na, title='Sell Signal Label', text='Sell', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original Combination (Combo since Original to Original 0)' ? LongCondition_Comb : na, title='Buy Signal Label', text='Buy', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.lime, textcolor=color.new(color.white, 0))
plotshape(conditionType == 'Original Combination (Combo since Original to Original 0)' ? ShortCondition_Comb : na, title='Sell Signal Label', text='Sell', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.new(color.white, 0))
// open order
if conditionType == 'Original (Zigma Candle + CE + Subhag)'
strategy.order('Long', strategy.long, order_size*leverage_mult, when=LongCondition, alert_message=msg_open_long)
strategy.order('Short', strategy.short, order_size*leverage_mult, when=ShortCondition, alert_message=msg_open_short)
else if conditionType == 'Original Extra (Zigma Candle with DMI + CE + Subhag)'
strategy.order('Long', strategy.long, order_size*leverage_mult, when=LongCondition_extra, alert_message=msg_open_long)
strategy.order('Short', strategy.short, order_size*leverage_mult, when=ShortCondition_extra, alert_message=msg_open_short)
else if conditionType == 'Original 0 (Zigma + CE)'
strategy.order('Long', strategy.long, order_size*leverage_mult, when=LongCondition_std1, alert_message=msg_open_long)
strategy.order('Short', strategy.short, order_size*leverage_mult, when=ShortCondition_std1, alert_message=msg_open_short)
else if conditionType == 'Original 0 Extra (Zigma with DMI + CE)'
strategy.order('Long', strategy.long, order_size*leverage_mult, when=LongCondition_std1extra, alert_message=msg_open_long)
strategy.order('Short', strategy.short, order_size*leverage_mult, when=ShortCondition_std1extra, alert_message=msg_open_short)
else if conditionType == 'Original Combination (Combo since Original to Original 0)'
strategy.order('Long', strategy.long, order_size*leverage_mult, when=LongCondition_Comb, alert_message=msg_open_long)
strategy.order('Short', strategy.short, order_size*leverage_mult, when=ShortCondition_Comb, alert_message=msg_open_short)
// exit order
// sltp
float auto_sl_high = 0.0
float auto_sl_low = 0.0
if rrAutoSLType == 'Zigma Swing H/L'
auto_sl_high := ta.highest(high_p, rrAutoSLCalLength)
auto_sl_low := ta.lowest(low_p, rrAutoSLCalLength)
else
auto_sl_high := ta.highest(high, rrAutoSLCalLength)
auto_sl_low := ta.lowest(low, rrAutoSLCalLength)
float sl_percent_bull = 0.0
float sl_percent_bear = 0.0
sl_percent_bull_auto = sl_percent_bull[1] == 0.0 and position_size != 0 ? (position_avg_price - auto_sl_low)/position_avg_price : (position_size != 0 ? sl_percent_bull[1] : 0.0)
sl_percent_bull_fix = sl_percent_bull[1] == 0.0 and position_size != 0 ? SLPer : 0.0
sl_percent_bull := rrUseAutoSL ? sl_percent_bull_auto : sl_percent_bull_fix
stopPriceBull = position_avg_price * (1 - sl_percent_bull)
takeProfitBull = position_avg_price * (1 + (sl_percent_bull*rrPer))
sl_percent_bear_auto = sl_percent_bear[1] == 0.0 and position_size != 0 ? (auto_sl_high - position_avg_price) / position_avg_price : (position_size != 0 ? sl_percent_bear[1] : 0.0)
sl_percent_bear_fix = sl_percent_bear[1] == 0.0 and position_size != 0 ? SLPer : 0.0
sl_percent_bear := rrUseAutoSL ? sl_percent_bear_auto : sl_percent_bear_fix
stopPriceBear = position_avg_price * (1 + sl_percent_bear)
takeProfitBear = position_avg_price * (1 - (sl_percent_bear*rrPer))
plot(close_order_type == 'RR' ? (position_size < 0 ? stopPriceBear : stopPriceBull) : na, "Short's SL Line", style=plot.style_linebr, color=color.red)
plot(close_order_type == 'RR' ? (position_size < 0 ? takeProfitBear : takeProfitBull) : na, "Short's TP Line", style=plot.style_linebr, color=color.green)
// Condition
closeLongCondition = (ta.crossunder(close, open_p) or close < open_p) and (ce_bear_controll or ce_bear_rejection)
closeShortCondition = (ta.crossover(close, open_p) or close > open_p) and (ce_bull_controll or ce_bull_rejection)
// Plot Label
//plotshape(conditionType == 'Original (Zigma Candle + CE + Subhag)' ? closeLongCondition : na, title='Close Buy Signal Label', text='Close Buy', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.lime, textcolor=color.new(color.white, 0))
//plotshape(conditionType == 'Original (Zigma Candle + CE + Subhag)' ? closeLongCondition : na, title='Close Sell Signal Label', text='Close Sell', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.new(color.white, 0))
//
//plotshape(conditionType == 'Original Extra (Zigma Candle with DMI + CE + Subhag)' ? closeLongCondition : na, title='Close Buy Signal Label', text='Close Buy', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.lime, textcolor=color.new(color.white, 0))
//plotshape(conditionType == 'Original Extra (Zigma Candle with DMI + CE + Subhag)' ? closeLongCondition : na, title='Close Sell Signal Label', text='Close Sell', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.new(color.white, 0))
//
//plotshape(conditionType == 'Standard 1 (Zigma + CE)' ? closeLongCondition : na, title='Close Buy Signal Label', text='Close Buy', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.lime, textcolor=color.new(color.white, 0))
//plotshape(conditionType == 'Standard 1 (Zigma + CE)' ? closeLongCondition : na, title='Close Sell Signal Label', text='Close Sell', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.new(color.white, 0))
if conditionType == 'Original (Zigma Candle + CE + Subhag)' or conditionType == 'Original Extra (Zigma Candle with DMI + CE + Subhag)' or conditionType == 'Original 0 (Zigma + CE)' or conditionType == 'Original 0 Extra (Zigma with DMI + CE)' or conditionType == 'Original Combination (Combo since Original to Original 0)'
if close_order_type == 'RR'
strategy.exit('Exit Long', 'Long', stop=stopPriceBull,limit=takeProfitBull, alert_message=msg_close_long)
strategy.exit('Exit Short', 'Short', stop=stopPriceBear,limit=takeProfitBear, alert_message=msg_close_short)
else
strategy.close('Long', when=closeLongCondition, qty_percent=100, alert_message=msg_close_long)
strategy.close('Short', when=closeShortCondition, qty_percent=100, alert_message=msg_close_short)
// เงื่อนไขการเข้าแบบใหม่ให้ใช้ตัว CE กับ Impulse Candle เป็นตัว trigger แล้วแต่กรณีหากอยู่เหนือ IC ให้ใช้ CE |
Triple Supertrend with EMA and ADX strategy | https://www.tradingview.com/script/ChaVrUF9-Triple-Supertrend-with-EMA-and-ADX-strategy/ | kunjandetroja | https://www.tradingview.com/u/kunjandetroja/ | 224 | 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/
// ©kunjandetroja
//@version=5
strategy('Triple Supertrend with EMA and ADX', overlay=true)
m1 = input.float(1,"ATR Multi",minval = 1,maxval= 6,step=0.5,group='ST 1')
m2 = input.float(2,"ATR Multi",minval = 1,maxval= 6,step=0.5,group='ST 2')
m3 = input.float(3,"ATR Multi",minval = 1,maxval= 6,step=0.5,group='ST 3')
p1 = input.int(10,"ATR Multi",minval = 5,maxval= 25,step=1,group='ST 1')
p2 = input.int(15,"ATR Multi",minval = 5,maxval= 25,step=1,group='ST 2')
p3 = input.int(20,"ATR Multi",minval = 5,maxval= 25,step=1,group='ST 3')
len_EMA = input.int(200,"EMA Len",minval = 5,maxval= 250,step=1)
len_ADX = input.int(14,"ADX Len",minval = 1,maxval= 25,step=1)
len_Di = input.int(14,"Di Len",minval = 1,maxval= 25,step=1)
adx_above = input.float(25,"adx filter",minval = 1,maxval= 50,step=0.5)
var bool long_position = false
adx_filter = input.bool(false, "Add Adx & EMA filter")
renetry = input.bool(true, "Allow Reentry")
f_getColor_Resistance(_dir, _color) =>
_dir == 1 and _dir == _dir[1] ? _color : na
f_getColor_Support(_dir, _color) =>
_dir == -1 and _dir == _dir[1] ? _color : na
[superTrend1, dir1] = ta.supertrend(m1, p1)
[superTrend2, dir2] = ta.supertrend(m2, p2)
[superTrend3, dir3] = ta.supertrend(m3, p3)
EMA = ta.ema(close, len_EMA)
[diplus,diminus,adx] = ta.dmi(len_Di,len_ADX)
// ADX Filter
adxup = adx > adx_above and close > EMA
adxdown = adx > adx_above and close < EMA
sum_dir = dir1 + dir2 + dir3
dir_long = if(adx_filter == false)
sum_dir == -3
else
sum_dir == -3 and adxup
dir_short = if(adx_filter == false)
sum_dir == 3
else
sum_dir == 3 and adxdown
Exit_long = dir1 == 1 and dir1 != dir1[1]
Exit_short = dir1 == -1 and dir1 != dir1[1]
// BuySignal = dir_long and dir_long != dir_long[1]
// SellSignal = dir_short and dir_short != dir_short[1]
// if BuySignal
// label.new(bar_index, low, 'Long', style=label.style_label_up)
// if SellSignal
// label.new(bar_index, high, 'Short', style=label.style_label_down)
longenter = if(renetry == false)
dir_long and long_position == false
else
dir_long
shortenter = if(renetry == false)
dir_short and long_position == true
else
dir_short
if longenter
long_position := true
if shortenter
long_position := false
strategy.entry('BUY', strategy.long, when=longenter)
strategy.entry('SELL', strategy.short, when=shortenter)
strategy.close('BUY', Exit_long)
strategy.close('SELL', Exit_short)
buy1 = ta.barssince(dir_long)
sell1 = ta.barssince(dir_short)
colR1 = f_getColor_Resistance(dir1, color.red)
colS1 = f_getColor_Support(dir1, color.green)
colR2 = f_getColor_Resistance(dir2, color.orange)
colS2 = f_getColor_Support(dir2, color.yellow)
colR3 = f_getColor_Resistance(dir3, color.blue)
colS3 = f_getColor_Support(dir3, color.maroon)
plot(superTrend1, 'R1', colR1, linewidth=2)
plot(superTrend1, 'S1', colS1, linewidth=2)
plot(superTrend2, 'R1', colR2, linewidth=2)
plot(superTrend2, 'S1', colS2, linewidth=2)
plot(superTrend3, 'R1', colR3, linewidth=2)
plot(superTrend3, 'S1', colS3, linewidth=2)
// // Intraday only
// var int new_day = na
// var int new_month = na
// var int new_year = na
// var int close_trades_after_time_of_day = na
// if dayofmonth != dayofmonth[1]
// new_day := dayofmonth
// if month != month[1]
// new_month := month
// if year != year[1]
// new_year := year
// close_trades_after_time_of_day := timestamp(new_year,new_month,new_day,15,15)
// strategy.close_all(time > close_trades_after_time_of_day)
|
trading YM based on pair trading | https://www.tradingview.com/script/MjGR4Ful-trading-YM-based-on-pair-trading/ | hkorange2007 | https://www.tradingview.com/u/hkorange2007/ | 42 | 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/
// © hkorange2007
//@version=5
strategy("pair trading")
symbol1 = input.symbol("YM1!")
symbol2 = input.symbol("NQ1!")
security1Close = request.security(symbol1, timeframe.period, close)
security2Open = request.security(symbol2, timeframe.period, open)
security2High = request.security(symbol2, timeframe.period, high)
security2Low = request.security(symbol2, timeframe.period, low)
security2Close = request.security(symbol2, timeframe.period, close)
ratio = security1Close / security2Close
ratioSma = ta.sma(ratio, 200)
diff = security1Close - security2Close * ratioSma
[middle, upper, lower] = ta.bb(diff, 20, 2)
plot(diff)
plot(middle, color = color.orange)
plot(upper, color = color.orange)
plot(lower, color = color.orange)
long = ta.crossunder(diff, lower)
exitLong = ta.crossover(diff, middle)
short = ta.crossover(diff, upper)
exitShort = ta.crossunder(diff, middle)
if long and strategy.position_size == 0
strategy.entry("enter long", strategy.long, 1)
if short and strategy.position_size == 0
strategy.entry("enter short", strategy.short, 1)
if (exitLong and strategy.position_size > 0) or (exitShort and strategy.position_size < 0)
strategy.close_all()
|
CCI + EMA with RSI Cross Strategy | https://www.tradingview.com/script/DfHcH2NT-CCI-EMA-with-RSI-Cross-Strategy/ | rwestbrookjr | https://www.tradingview.com/u/rwestbrookjr/ | 133 | 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/
// © rwestbrookjr
//@version=5
strategy("CCI + EMA with RSI Cross Strategy", overlay=true, margin_long=100, margin_short=100, process_orders_on_close=true)
//EMA
fastLen = input(title='Fast EMA Length', defval=9, group='EMA Settings')
slowLen = input(title='Slow EMA Length', defval=20, group='EMA Settings')
fastEMA = ta.ema(close, fastLen)
slowEMA = ta.ema(close, slowLen)
fema = plot(fastEMA, title='FastEMA', color=color.new(color.green, 0), linewidth=1, style=plot.style_line)
sema = plot(slowEMA, title='SlowEMA', color=color.new(color.red, 0), linewidth=1, style=plot.style_line)
fill(fema, sema, color=fastEMA > slowEMA ? color.new(#417505, 50) : color.new(#890101, 50), title='Cloud')
// Bull and Bear Alerts
//Bull = ta.crossover(fastEMA, slowEMA)
Bull = fastEMA > slowEMA
//Bear = ta.crossunder(fastEMA, slowEMA)
Bear = fastEMA < slowEMA
//RSIs
rsiLength1Input = input.int(9, minval=1, title="Fast RSI Length", group="RSI Settings")
rsiSource1Input = input.source(close, "Fast RSI Source", group="RSI Settings")
rsiLength2Input = input.int(20, minval=1, title="Slow RSI Length", group="RSI Settings")
rsiSource2Input = input.source(close, "Slow RSI Source", group="RSI Settings")
up1 = ta.rma(math.max(ta.change(rsiSource1Input), 0), rsiLength1Input)
down1 = ta.rma(-math.min(ta.change(rsiSource1Input), 0), rsiLength1Input)
rsi = down1 == 0 ? 100 : up1 == 0 ? 0 : 100 - (100 / (1 + up1 / down1))
up2 = ta.rma(math.max(ta.change(rsiSource2Input), 0), rsiLength2Input)
down2 = ta.rma(-math.min(ta.change(rsiSource2Input), 0), rsiLength2Input)
rsi2 = down2 == 0 ? 100 : up2 == 0 ? 0 : 100 - (100 / (1 + up2 / down2))
rsiBull = rsi > rsi2 and rsi > rsi[1]
rsiBear = rsi < rsi2 and rsi < rsi[1]
//CCI
cciLength = input.int(title='CCI Length', group='CCI Settings', defval=20, minval=1)
src = input(hlc3, title='CCI Source', group='CCI Settings')
ma = ta.sma(src, cciLength)
cci = (src - ma) / (0.015 * ta.dev(src, cciLength))
cciCut = input.int(title = 'CCI Cutoff', group='CCI Settings', defval = 50)
cciBull = cci > cciCut
cciBear = cci < cciCut * -1
//Trail Stop Setup
trstp = input.float(title="Trail Loss ($)", group='Stop Settings', minval = 0.0, step = 0.01, defval = 0.67)
longStop = 0.0, shortStop = 0.0
longStop := if Bull or strategy.position_size > 0
stopValue = slowEMA - trstp
math.max(stopValue, longStop[1])
else
0.0
shortStop := if Bear or strategy.position_size < 0
stopValue = slowEMA + trstp
math.min(stopValue, shortStop[1])
else
999999
plotshape(title='Short Stop', series=shortStop != 999999 and strategy.opentrades > 0 and strategy.position_size < 0 ? shortStop : na, style=shape.cross, color=color.yellow, location=location.absolute)
plotshape(title='Long Stop', series=longStop != 0.0 and strategy.opentrades > 0 and strategy.position_size > 0 ? longStop : na,style=shape.cross, color=color.yellow, location=location.absolute)
//Session Setup
open_session=input.session(title='Session',group='Session Settings', defval="0930-1545")
session = time("1", open_session)
validSession=(na(session) ? 0 : 1)
//Trade Signals
//longCondition = Bull and cci > cciCut and ta.crossover(rsi,rsi2) and validSession
longCondition = cciBull and ta.crossover(rsi,rsi2) and close > slowEMA and validSession
//longCondition = cciBull and ta.crossover(rsi,rsi2) and Bull and validSession
if (longCondition)
strategy.entry("Long", strategy.long, 100)
//longExit = close > strategy.opentrades.entry_price(0) + 1.5 or close < strategy.opentrades.entry_price(0) - 0.75
longExit = close < longStop or not validSession
//longExit = ta.crossunder(low,longStop) or not validSession
if (longExit)
strategy.close("Long")
//shortCondition = Bear and cci < (cciCut*-1) and ta.crossunder(rsi,rsi2) and validSession
shortCondition = cciBear and ta.crossunder(rsi,rsi2) and close < slowEMA and validSession
//shortCondition = cciBear and ta.crossunder(rsi,rsi2) and Bear and validSession
if (shortCondition)
strategy.entry("Short", strategy.short, 100)
//shortExit = close < strategy.opentrades.entry_price(0) - 1.5 or close > strategy.opentrades.entry_price(0) + 0.75
shortExit = close > shortStop or not validSession
//shortExit = ta.crossover(high, shortStop) or not validSession
if (shortExit)
strategy.close("Short")
|
5 Minute EMA Cross Strategy | https://www.tradingview.com/script/1QBCl9Kv-5-Minute-EMA-Cross-Strategy/ | jordanfray | https://www.tradingview.com/u/jordanfray/ | 199 | 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/
// © jordanfray
//@version=5
strategy(title="5 Minute EMA Strategy", overlay=true, max_bars_back=5000, default_qty_type=strategy.percent_of_equity, default_qty_value=100,initial_capital=100000, commission_type=strategy.commission.percent, commission_value=0.05, backtest_fill_limits_assumption=2)
max_bars_back(time, 5000)
// Indenting Classs
indent_1 = " "
indent_2 = " "
indent_3 = " "
indent_4 = " "
// Group Titles
group_one_title = "EMA Settings"
group_two_title = "Entry Settings"
group_three_title = "Trade Filters"
// Input Tips
ocean_blue = color.new(#0C6090,0)
sky_blue = color.new(#00A5FF,0)
green = color.new(#2DBD85,0)
red = color.new(#E02A4A,0)
light_blue = color.new(#00A5FF,85)
light_green = color.new(#2DBD85,85)
light_red = color.new(#E02A4A,85)
light_yellow = color.new(#FFF900,85)
white = color.new(#ffffff,0)
light_gray = color.new(#000000,70)
transparent = color.new(#000000,100)
// Strategy Settings - EMA
fast_EMA_length = input.int(defval=20, minval=1, title="Fast Length", group=group_one_title)
fast_EMA_type = input.string(defval="EMA", options = ["EMA", "SMA", "RMA", "WMA"], title=indent_4+"Type", group=group_one_title)
fast_EMA_source = input.source(defval=close, title=indent_4+"Source", group=group_one_title)
fast_EMA = switch fast_EMA_type
"EMA" => ta.ema(fast_EMA_source, fast_EMA_length)
"SMA" => ta.sma(fast_EMA_source, fast_EMA_length)
"RMA" => ta.rma(fast_EMA_source, fast_EMA_length)
"WMA" => ta.wma(fast_EMA_source, fast_EMA_length)
=> na
plot(fast_EMA, title="Fast EMA", linewidth=1, color=green, editable=true)
slow_EMA_length = input.int(defval=100, minval=1, title="Slow Length", group=group_one_title)
slow_EMA_type = input.string(defval="EMA", options = ["EMA", "SMA", "RMA", "WMA"], title=indent_4+"Type", group=group_one_title)
slow_EMA_source = input.source(defval=close, title=indent_4+"Source", group=group_one_title)
slow_EMA = switch slow_EMA_type
"EMA" => ta.ema(slow_EMA_source, slow_EMA_length)
"SMA" => ta.sma(slow_EMA_source, slow_EMA_length)
"RMA" => ta.rma(slow_EMA_source, slow_EMA_length)
"WMA" => ta.wma(slow_EMA_source, slow_EMA_length)
=> na
plot(slow_EMA, title="Slow EMA", linewidth=1, color=sky_blue, editable=true)
// EMA Macro Filter
enable_EMA_filter = input.bool(defval=false, title="Use EMA Filter", group=group_three_title)
EMA_filter_timeframe = input.timeframe(defval="", title=indent_4+"Timeframe", group=group_three_title)
EMA_filter_length = input.int(defval=300, minval=1, step=10, title=indent_4+"Length", group=group_three_title)
EMA_filter_source = input.source(defval=hl2, title=indent_4+"Source", group=group_three_title)
ema_filter = ta.ema(EMA_filter_source, EMA_filter_length)
ema_filter_smoothed = request.security(syminfo.tickerid, EMA_filter_timeframe, ema_filter[barstate.isrealtime ? 1 : 0], gaps=barmerge.gaps_on)
plot(enable_EMA_filter ? ema_filter_smoothed: na, title="EMA Macro Filter", linewidth=2, color=white, editable=true)
// Entry Settings
stop_loss_val = input.float(defval=2.0, title="Stop Loss (%)", step=0.1, group=group_two_title)/100
take_profit_val = input.float(defval=2.0, title="Take Profit (%)", step=0.1, group=group_two_title)/100
long_entry_limit_lookback = input.int(defval=3, title="Long Entry Limit Lookback", minval=1, step=1, group=group_two_title)
short_entry_limit_lookback = input.int(defval=3, title="Short Entry Limit Lookback", minval=1, step=1, group=group_two_title)
limit_order_long_price = ta.lowest(low, long_entry_limit_lookback)
limit_order_short_price = ta.highest(high, short_entry_limit_lookback)
start_trailing_after = input.float(defval=1, title="Start Trailing After (%)", step=0.1, group=group_two_title)/100
trail_behind = input.float(defval=1, title="Trail Behind (%)", step=0.1, group=group_two_title)/100
long_start_trailing_val = strategy.position_avg_price + (strategy.position_avg_price * start_trailing_after)
short_start_trailing_val = strategy.position_avg_price - (strategy.position_avg_price * start_trailing_after)
long_trail_behind_val = close - (strategy.position_avg_price * (trail_behind/100))
short_trail_behind_val = close + (strategy.position_avg_price * (trail_behind/100))
currently_in_a_long_postion = strategy.position_size > 0
currently_in_a_short_postion = strategy.position_size < 0
long_profit_target = strategy.position_avg_price * (1 + take_profit_val)
long_stop_loss = strategy.position_avg_price * (1.0 - stop_loss_val)
short_profit_target = strategy.position_avg_price * (1 - take_profit_val)
short_stop_loss = strategy.position_avg_price * (1 + stop_loss_val)
bars_since_entry = currently_in_a_long_postion or currently_in_a_short_postion ? bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades - 1) + 1 : 5
plot(bars_since_entry, editable=false, title="Bars Since Entry", color=green)
long_run_up = ta.highest(high, bars_since_entry)
long_trailing_stop = currently_in_a_long_postion and bars_since_entry > 0 and long_run_up > long_start_trailing_val ? long_run_up - (long_run_up * trail_behind) : long_stop_loss
// long_run_up_line = plot(long_run_up, style=plot.style_stepline, editable=false, color=currently_in_a_long_postion ? green : transparent)
long_trailing_stop_line = plot(long_trailing_stop, style=plot.style_stepline, editable=false, color=currently_in_a_long_postion ? long_trailing_stop > strategy.position_avg_price ? green : red : transparent)
short_run_up = ta.lowest(low, bars_since_entry)
short_trailing_stop = currently_in_a_short_postion and bars_since_entry > 0 and short_run_up < short_start_trailing_val ? short_run_up + (short_run_up * trail_behind) : short_stop_loss
// short_run_up_line = plot(short_run_up, style=plot.style_stepline, editable=false, color=currently_in_a_short_postion ? green : transparent)
short_trailing_stop_line = plot(short_trailing_stop, style=plot.style_stepline, editable=false, color=currently_in_a_short_postion ? short_trailing_stop < strategy.position_avg_price ? green : red : transparent)
// Trade Conditions
fast_EMA_cross_down_slow_EMA = ta.crossunder(fast_EMA,slow_EMA)
fast_EMA_cross_up_slow_EMA = ta.crossover(fast_EMA,slow_EMA)
plotshape(fast_EMA_cross_down_slow_EMA ? close : na, title="Short Entry Symbol", color=red, style=shape.triangledown, location=location.belowbar)
plotshape(fast_EMA_cross_up_slow_EMA ? close : na, title="Long Entry Symbol", color=green, style=shape.triangleup, location=location.abovebar)
fast_EMA_is_above_slow_EMA = fast_EMA > slow_EMA
fast_EMA_is_below_slow_EMA = fast_EMA < slow_EMA
ema_macro_filter_longs_only = fast_EMA > ema_filter_smoothed and slow_EMA > ema_filter_smoothed
ema_macro_filter_shorts_only = fast_EMA < ema_filter_smoothed and slow_EMA < ema_filter_smoothed
long_position_take_profit = ta.cross(close, long_trailing_stop) or close > long_profit_target
short_position_take_profit = ta.cross(close, short_trailing_stop) or close > short_profit_target
long_conditions_met = enable_EMA_filter ? ema_macro_filter_longs_only and fast_EMA_cross_up_slow_EMA and fast_EMA_is_above_slow_EMA and not currently_in_a_short_postion : fast_EMA_cross_up_slow_EMA and not currently_in_a_short_postion
short_conditions_met = enable_EMA_filter ? ema_macro_filter_shorts_only and fast_EMA_cross_down_slow_EMA and fast_EMA_is_below_slow_EMA and not currently_in_a_long_postion : fast_EMA_cross_down_slow_EMA and fast_EMA_is_below_slow_EMA and not currently_in_a_long_postion
// Long Entry
strategy.entry(id="Long", direction=strategy.long, limit=limit_order_long_price, when=long_conditions_met)
strategy.cancel(id="Cancel Long", when=ta.crossover(fast_EMA,slow_EMA))
strategy.exit(id="Close Long", from_entry="Long", stop=long_trailing_stop, limit=long_profit_target, when=long_position_take_profit)
// Short Entry
strategy.entry(id="Short", direction=strategy.short, limit=limit_order_short_price, when=short_conditions_met)
strategy.cancel(id="Cancel Short", when=ta.crossunder(fast_EMA,slow_EMA))
strategy.exit(id="Close Short", from_entry="Short", stop=short_trailing_stop, limit=short_profit_target, when=short_position_take_profit)
entry = plot(strategy.position_avg_price, editable=false, title="Entry", style=plot.style_stepline, color=currently_in_a_long_postion or currently_in_a_short_postion ? color.blue : transparent, linewidth=1)
fill(entry,long_trailing_stop_line, editable=false, color=currently_in_a_long_postion ? long_trailing_stop > strategy.position_avg_price ? light_green : light_red : transparent)
fill(entry,short_trailing_stop_line, editable=false, color=currently_in_a_short_postion ? short_trailing_stop < strategy.position_avg_price ? light_green : light_red : transparent)
//ltp = plot(currently_in_a_long_postion ? long_profit_target : na, style=plot.style_stepline, title="Take Profit", color=currently_in_a_long_postion ? green : transparent, linewidth=1)
//lsl = plot(currently_in_a_long_postion ? long_stop_loss : na, style=plot.style_stepline, title="Take Profit", color=currently_in_a_long_postion ? red : transparent, linewidth=1)
//fill(entry,ltp, color= currently_in_a_long_postion ? light_green : light_red)
//fill(entry,lsl, color= currently_in_a_long_postion ? light_red : light_green)
//stp = plot(currently_in_a_short_postion ? short_profit_target : na, style=plot.style_stepline, title="Take Profit", color=currently_in_a_short_postion ? green : transparent, linewidth=1)
//ssl = plot(currently_in_a_short_postion ? short_stop_loss : na, style=plot.style_stepline, title="Take Profit", color=currently_in_a_short_postion ? red : transparent, linewidth=1)
//fill(entry,stp, color= currently_in_a_short_postion ? light_green : light_red)
//fill(entry,ssl, color= currently_in_a_short_postion ? light_red : light_green)
|
EMA Stoch Strategy For ProfitView | https://www.tradingview.com/script/tO1EpDDS-EMA-Stoch-Strategy-For-ProfitView/ | treigen | https://www.tradingview.com/u/treigen/ | 137 | 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/
//@version=5
strategy(title="EMA Stoch Strategy For ProfitView", overlay=true, calc_on_every_tick=true, 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, initial_capital=1000)
// Take profit & stop loss
TakeProfitPercent = input.float(defval = 0.0, title="Take Profit (%) [0 = Disabled]",minval = 0, step=.25,group='TP / SL')
StopLossPercent = input.float(defval = 0.0, title="Stop Loss (%) [0 = Disabled]",minval = 0, step=.25,group='TP / SL')
// Stoch
lenghtStoch = input.int(14, "Stochastic Length", minval=1,group='Stochastic')
smoothK = input.int(1, title="K Smoothing", minval=1,group='Stochastic')
periodD = input.int(3, title="D Smoothing", minval=1,group='Stochastic')
lenghtRSI= input.int(0, "RSI Length [0 = Disabled]", tooltip="If enabled, use Stoch Rsi. If disabled, use plain Stoch", minval=0, inline="rsi",group='Stochastic')
src = input(close, title="", inline="rsi",group='Stochastic')
rsi1 = lenghtRSI > 0 ? ta.rsi(src, lenghtRSI) : na
k = lenghtRSI > 0 ? ta.sma(ta.stoch(rsi1, rsi1, rsi1, lenghtStoch), smoothK) : ta.sma(ta.stoch(close, high, low, lenghtStoch), smoothK)
d = ta.sma(k, periodD)
plot(k, title="K", color=color.new(#2962FF, 100))
plot(d, title="D", color=color.new(#FF6D00, 100))
bgcolor(color=color.from_gradient(k, 0, 100, color.new(#2962FF, 100), color.new(#2962FF, 90)), title="K BG")
bgcolor(color=color.from_gradient(d, 0, 100, color.new(#FF6D00, 100), color.new(#FF6D00, 90)), title="D BG")
// EMA
len1= input(200,title='Length EMA ',group='EMA', inline="ema")
src1= input(close,title='',group='EMA', inline="ema")
ema1= ta.ema(src1,len1)
plot(ema1,title='EMA',color= color.blue ,linewidth=2)
// Signals
LongVal= input(20,title='Stoch below/cross this value for Long signals',group='Signal Options')
scegliLong= input.string('Stoch Below Value', options= ['Stoch Below Value' , 'K&D Cross Below Value' , 'Stoch CrossUp the Value'] , title='Long Signal Type')
long1= scegliLong == 'Stoch Below Value' ? k < LongVal and d < LongVal and close > ema1 : na
long2= scegliLong == 'K&D Cross Below Value' ? ta.cross(k,d) and k < LongVal and d < LongVal and close > ema1 : na
long3= scegliLong == 'Stoch CrossUp the Value' ? ta.crossover(k,LongVal) and close > ema1 : na
shortVal= input(80,title='Stoch above/cross this value for Short signals',group='Signal Options')
scegliShort= input.string('Stoch Above Value', options= ['Stoch Above Value' , 'K&D Cross Above Value' , 'Stoch CrossDown the Value'] , title='Short Signal Type' )
short1= scegliShort == 'Stoch Above Value' ? k > shortVal and d > shortVal and close < ema1 : na
short2= scegliShort == 'K&D Cross Above Value' ? ta.cross(k,d) and k > shortVal and d > shortVal and close < ema1 : na
short3= scegliShort == 'Stoch CrossDown the Value' ? ta.crossunder(k,shortVal) and close < ema1 : na
i_startTime = input.time(defval = timestamp("01 Jan 2014 00:00 +0000"), title = "Backtesting Start Time", inline="timestart", group='Backtesting')
i_endTime = input.time(defval = timestamp("01 Jan 2100 23:59 +0000"), title = "Backtesting End Time", inline="timeend", group='Backtesting')
timeCond = (time > i_startTime) and (time < i_endTime)
pv_ex = input.string("deribit-testnet", title="Exchange", group='PV Settings')
pv_sym = input.string("btc-perpetual", title="Symbol", group='PV Settings')
pv_acc = input.string("", title="Account", group='PV Settings')
pv_alert_long = input.string("", title="PV Alert Name Longs", group='PV Settings')
pv_alert_short = input.string("", title="PV Alert Name Shorts", group='PV Settings')
pv_alert_cancel = input.string("", title="PV Alert Name TP/SL", group='PV Settings')
pv_lev = input.float(0.0, title="Leverage", minval=0.0, step=0.1, tooltip="Optional parameter for PV use. Does not affect backtest. Add leverage=_mylev to your PV order entry line if you want to specify it", group='PV Settings')
profit_abs = (close * (TakeProfitPercent / 100))
stop_abs = (close * (StopLossPercent / 100))
ProfitTarget = TakeProfitPercent > 0 ? profit_abs / syminfo.mintick : na
LossTarget = StopLossPercent > 0 ? stop_abs / syminfo.mintick : na
// Position entry and alerts
var entryprice = 0.0
var profitprice = 0.0
var stopprice = 0.0
var is_long = false
var is_short = false
is_tpsl_hit = (is_long and ((TakeProfitPercent > 0 and high > profitprice[1]) or (StopLossPercent > 0 and low < stopprice[1]))) or (is_short and ((TakeProfitPercent > 0 and low < profitprice[1]) or (StopLossPercent > 0 and high > stopprice[1])))
exsym = pv_ex == "" ? "" : "ex=" + pv_ex + ","
exsym := pv_sym == "" ? exsym : exsym + "sym=" + pv_sym + ","
if timeCond and not is_tpsl_hit and barstate.isconfirmed
if ((long1 or long2 or long3) and not is_long)
strategy.entry("Long", strategy.long)
strategy.exit("Exit Long (TP/SL)", from_entry = "Long" , profit = ProfitTarget, loss = LossTarget)
entryprice := close
profitprice := entryprice+profit_abs
stopprice := entryprice-stop_abs
is_long := true
is_short := false
tpsl_str = TakeProfitPercent > 0 ? ",mytp=" + str.tostring(profitprice) : ""
tpsl_str := StopLossPercent > 0 ? tpsl_str + ",mysl=" + str.tostring(stopprice) : tpsl_str
alert(pv_alert_long + "(" + exsym + "acc=" + pv_acc + tpsl_str + ",mylev=" + str.tostring(pv_lev) + ")", alert.freq_once_per_bar_close)
if ((short1 or short2 or short3) and not is_short)
strategy.entry("Short", strategy.short)
strategy.exit("Exit Short (TP/SL)", from_entry = "Short", profit = ProfitTarget, loss = LossTarget)
entryprice := close
profitprice := entryprice-profit_abs
stopprice := entryprice+stop_abs
is_long := false
is_short := true
tpsl_str = TakeProfitPercent > 0 ? ",mytp=" + str.tostring(profitprice) : ""
tpsl_str := StopLossPercent > 0 ? tpsl_str + ",mysl=" + str.tostring(stopprice) : tpsl_str
alert(pv_alert_short + "(" + exsym + "acc=" + pv_acc + tpsl_str + ",mylev=" + str.tostring(pv_lev) + ")", alert.freq_once_per_bar_close)
if (is_tpsl_hit)
alert(pv_alert_cancel + "(" + exsym + "acc=" + pv_acc + ")", alert.freq_once_per_bar)
is_long := false
is_short := false
plot(entryprice, title="Entry Price", color=strategy.opentrades > 0 ? color.gray : color.new(color.gray, 100))
plot(profitprice, title="Profit Price", color=strategy.opentrades > 0 and TakeProfitPercent > 0 ? color.green : color.new(color.green, 100))
plot(stopprice, title="Stop Price", color=strategy.opentrades > 0 and StopLossPercent > 0? color.red : color.new(color.red, 100)) |
Oversold RSI with Tight Stop-Loss Strategy (by Coinrule) | https://www.tradingview.com/script/iQLEgsGT-Oversold-RSI-with-Tight-Stop-Loss-Strategy-by-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 40 | 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/
// © brodieCoinrule
//@version=4
strategy(shorttitle='Oversold RSI with tight SL',title='Oversold RSI with tight SL Strategy (by Coinrule)', overlay=true, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 50, commission_type=strategy.commission.percent, commission_value=0.1)
//Backtest dates
fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12)
fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31)
fromYear = input(defval = 2020, title = "From Year", type = input.integer, minval = 1970)
thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12)
thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31)
thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970)
showDate = input(defval = true, title = "Show Date Range", type = input.bool)
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
perc_change(lkb) =>
overall_change = ((close[0] - close[lkb]) / close[lkb]) * 100
// RSI inputs and calculations
lengthRSI = 14
RSI = rsi(close, lengthRSI)
oversold= input(30)
//Entry
strategy.entry(id="long", long = true, when = RSI< oversold and window())
//Exit
Stop_loss= ((input (1))/100)
Take_profit= ((input (7)/100))
longStopPrice = strategy.position_avg_price * (1 - Stop_loss)
longTakeProfit = strategy.position_avg_price * (1 + Take_profit)
strategy.close("long", when = close < longStopPrice or close > longTakeProfit and window())
|
stoch supertrd atr 200ma | https://www.tradingview.com/script/ofwFdl2A-stoch-supertrd-atr-200ma/ | SamaaraDas | https://www.tradingview.com/u/SamaaraDas/ | 39 | 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/
// © araamas
//@version=5
strategy("stoch supertrd atr 200ma", overlay=true, shorttitle="STOCH SUPTR ATR MA", process_orders_on_close=true, max_bars_back=5000)
ema_condition = input.bool(defval=true, title="ema needed?", tooltip="You can choose whether to include the Ema in the buy and sell conditions")
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)
period = input.int(defval=200, title="ema period")
ema = ta.ema(close, period)
// plot(ema, title="200 ema", color=color.yellow)
b = input.int(defval=14, title="length k%")
d = input.int(defval=3, title="smoothing k%")
s = input.int(defval=3, title="smoothing d%")
smooth_k = ta.sma(ta.stoch(close, high, low, b), d)
smooth_d = ta.sma(smooth_k, s)
////////////////////////////////////////////////////////////////////////////////
length = input.int(title="Length", defval=12, minval=1)
smoothing = input.string(title="Smoothing", defval="SMA", options=["RMA", "SMA", "EMA", "WMA"])
m = input(1.5, "Multiplier")
src1 = input(high)
src2 = input(low)
pline = input(true, "Show Price Lines")
col1 = input(color.blue, "ATR Text Color")
col2 = input(color.teal, "Low Text Color",inline ="1")
col3 = input(color.red, "High Text Color",inline ="2")
collong = input(color.teal, "Low Line Color",inline ="1")
colshort = input(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
x = ma_function(ta.tr(true), length) * m + src1
x2 = src2 - ma_function(ta.tr(true), length) * m
p1 = plot(x, title = "ATR Short Stop Loss", color=color.blue)
p2 = plot(x2, title = "ATR Long Stop Loss", color= color.blue)
///////////////////////////////////////////////////////////////////////////////////////////////
shortCondition = high < ema and direction == 1 and smooth_k > 80 or (ema_condition == false and direction == 1 and smooth_k > 80)
if (shortCondition) and strategy.position_size == 0
strategy.entry("sell", strategy.short)
longCondition = low > ema and direction == -1 and smooth_k < 20 or (ema_condition == false and direction == -1 and smooth_k < 20)
if (longCondition) and strategy.position_size == 0
strategy.entry("buy", strategy.long)
x2_val = x2[bar_index - strategy.opentrades.entry_bar_index(0)]
g = (strategy.opentrades.entry_price(0) - x2_val) * 2 // tp for buy
x_val = x[bar_index - strategy.opentrades.entry_bar_index(0)]
k = (x_val - strategy.opentrades.entry_price(0)) * 2 //tp for sell
activate_breakeven_sl_price = strategy.opentrades.entry_price(0) + (strategy.opentrades.entry_price(0) - x2_val) //price to activate sl for buy
sl_breakeven_price_activated = ta.highest(high, strategy.position_size == 0 ? nz(strategy.opentrades.entry_bar_index(0), 1):bar_index - strategy.opentrades.entry_bar_index(0)) > activate_breakeven_sl_price ? true:false //checks if 1:1 ratio has been reached
activate_breakeven_sl_price1 = strategy.opentrades.entry_price(0) - (x_val - strategy.opentrades.entry_price(0)) //price to activate sl for buy
sl_breakeven_price_activated1 = ta.lowest(high, strategy.position_size == 0 ? nz(strategy.opentrades.entry_bar_index(0), 1):bar_index - strategy.opentrades.entry_bar_index(0)) < activate_breakeven_sl_price1 ? true:false //checks if 1:1 ratio has been reached
if strategy.position_size > 0
strategy.exit(id="buy exit", from_entry="buy",limit=strategy.opentrades.entry_price(0) + g, stop=sl_breakeven_price_activated ? strategy.opentrades.entry_price(0):x2_val)
if strategy.position_size < 0
strategy.exit(id="sell exit", from_entry="sell",limit=strategy.opentrades.entry_price(0) - k, stop=sl_breakeven_price_activated1 ? strategy.opentrades.entry_price(0):x_val)
plot(strategy.position_size > 0 ? strategy.opentrades.entry_price(0) + g:na, color=color.green, style=plot.style_linebr, title="takeprofit line") //to plot tp line for buy
plot(strategy.position_size > 0 and sl_breakeven_price_activated == false ? x2_val:na, color=color.red, style=plot.style_linebr, title="stoploss line") //to plot sl line for buy
plot(sl_breakeven_price_activated and strategy.position_size > 0 ? strategy.opentrades.entry_price(0):na, color=color.maroon, style=plot.style_linebr, linewidth=2, title="stoploss line breakeven") //to plot breakeven sl for buy
plot(strategy.position_size < 0 ? strategy.opentrades.entry_price(0) - k:na, color=color.green, style=plot.style_linebr, title="takeprofit line") //to plot tp line for sell
plot(strategy.position_size < 0 and sl_breakeven_price_activated1 == false ? x_val:na, color=color.red, style=plot.style_linebr, title="stoploss line") //to plot sl line for sell
plot(sl_breakeven_price_activated1 and strategy.position_size < 0 ? strategy.opentrades.entry_price(0):na, color=color.maroon, style=plot.style_linebr, linewidth=2, title="stoploss line breakeven") //to plot breakeven sl for sell
|
Stochastic Moving Average | https://www.tradingview.com/script/OnubkkNF-Stochastic-Moving-Average/ | LucasVivien | https://www.tradingview.com/u/LucasVivien/ | 335 | 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/
// © LucasVivien
// Since this Strategy may have its stop loss hit within the opening candle, consider turning on 'Recalculate : After Order is filled' in the strategy settings, in the "Properties" tabs
//@version=5
strategy("Stochastic Moving Average", shorttitle="Stoch. EMA", overlay=true, default_qty_type= strategy.cash, initial_capital=10000, default_qty_value=100)
//==============================================================================
//============================== USER INPUT ================================
//==============================================================================
var g_tradeSetup = " Trade Setup"
activateLongs = input.bool (title="Long Trades" , defval=true , inline="A1", group=g_tradeSetup, tooltip="")
activateShorts = input.bool (title="Short Trades" , defval=true , inline="A1", group=g_tradeSetup, tooltip="")
rr = input.float(title="Risk : Reward" , defval=1.1 , minval=0, maxval=100 , step=0.1, inline="" , group=g_tradeSetup, tooltip="")
RiskEquity = input.bool (title="Risk = % Equity ", defval=false , inline="A2", group=g_tradeSetup, tooltip="Set stop loss size as a percentage of 'Initial Capital' -> Strategy Parameter -> Properties tab (Low liquidity markets will affect will prevent to get an exact amount du to gaps)")
riskPrctEqui = input.float(title="" , defval=1 , minval=0, maxval=100 , step=0.1, inline="A2", group=g_tradeSetup, tooltip="")
RiskUSD = input.bool (title="Risk = $ Amount " , defval=true , inline="A3", group=g_tradeSetup, tooltip="Set stop loss size as a fixed Base currency amount (Low liquidity markets will affect will prevent to get an exact amount du to gaps)")
riskUSD = input.float(title="" , defval=200 , minval=0, maxval=1000000, step=100, inline="A3", group=g_tradeSetup, tooltip="")
var g_stopLoss = " Stop Loss"
atrMult = input.float(title="ATR Multiplier", defval=3 , minval=0, maxval=100 , step=0.1, tooltip="", inline="", group=g_stopLoss)
atrLen = input.int (title="ATR Lookback" , defval=14, minval=0, maxval=1000, step=1 , tooltip="", inline="", group=g_stopLoss)
var g_stochastic = " Stochastic"
Klen = input.int (title="K%" , defval=14, minval=0, maxval=1000, step=1, inline="S2", group=g_stochastic, tooltip="")
Dlen = input.int (title=" D%" , defval=2 , minval=0, maxval=1000, step=1, inline="S2", group=g_stochastic, tooltip="")
OBstochLvl = input.int (title="OB" , defval=80, minval=0, maxval=100 , step=1, inline="S1", group=g_stochastic, tooltip="")
OSstochLvl = input.int (title=" OS" , defval=20, minval=0, maxval=100 , step=1, inline="S1", group=g_stochastic, tooltip="")
OBOSlookback = input.int (title="Stoch. OB/OS lookback", defval=0 , minval=0, maxval=100 , step=1, inline="" , group=g_stochastic, tooltip="This option allow to look 'x' bars back for a value of the Stochastic K line to be overbought or oversold when detecting an entry signal (if 0, looks only at current bar. if 1, looks at current and previous and so on)")
OBOSlookbackAll = input.bool (title="All must be OB/OS" , defval=false , inline="" , group=g_stochastic, tooltip="If turned on, all bars within the Stochastic K line lookback period must be overbought or oversold to return a true signal")
entryColor = input.color(title=" " , defval=#00ffff , inline="S3", group=g_stochastic, tooltip="")
baseColor = input.color(title=" " , defval=#333333 , inline="S3", group=g_stochastic, tooltip="Will trun to designated color when stochastic gets to opposite extrem zone of current trend / Number = transparency")
transp = input.int (title=" " , defval=50, minval=0, maxval=100, step=10, inline="S3", group=g_stochastic, tooltip="")
var g_ema = " Exp. Moving Average"
ema1len = input.int (title="Fast EMA ", defval=4 , minval=0, maxval=1000, step=1, inline="E1", group=g_ema, tooltip="")
ema2len = input.int (title="Slow EMA ", defval=40, minval=0, maxval=1000, step=1, inline="E2", group=g_ema, tooltip="")
ema1col = input.color(title=" " , defval=#0066ff , inline="E1", group=g_ema, tooltip="")
ema2col = input.color(title=" " , defval=#0000ff , inline="E2", group=g_ema, tooltip="")
var g_referenceMarket =" Reference Market"
refMfilter = input.bool (title="Reference Market Filter", defval=false , inline="", group=g_referenceMarket)
market = input.symbol (title="Market" , defval="BINANCE:BTCUSDT", inline="", group=g_referenceMarket)
res = input.timeframe(title="Timeframe" , defval="30" , inline="", group=g_referenceMarket)
len = input.int (title="EMA Length" , defval=50 , inline="", group=g_referenceMarket)
var g_alertMessages =" 3Commas Alert Messages"
openLongAlertMessage = input.string(title="Open Long Alert Message" , defval="", group=g_alertMessages, tooltip="Paste ''Message for deal start signal'' from long bot")
openShortAlertMessage = input.string(title="Open Short Alert Message" , defval="", group=g_alertMessages, tooltip="Paste ''Message for deal start signal'' from short bot")
closeLongAlertMessage = input.string(title="Close Long Alert Message" , defval="", group=g_alertMessages, tooltip="Paste ''Message to close order at Market Price'' from long bot")
closeShortAlertMessage = input.string(title="Close Short Alert Message", defval="", group=g_alertMessages, tooltip="Paste ''Message to close order at Market Price'' from short bot")
//==============================================================================
//========================== FILTERS & SIGNALS =============================
//==============================================================================
//------------------------------ Stochastic --------------------------------
K = ta.stoch(close, high, low, Klen)
D = ta.sma(K, Dlen)
stochBullCross = ta.crossover(K, D)
stochBearCross = ta.crossover(D, K)
OSstoch = false
OBstoch = false
for i = 0 to OBOSlookback
if K[i] < OSstochLvl
OSstoch := true
else
if OBOSlookbackAll
OSstoch := false
for i = 0 to OBOSlookback
if K[i] > OBstochLvl
OBstoch := true
else
if OBOSlookbackAll
OBstoch := false
//---------------------------- Moving Averages -----------------------------
ema1 = ta.ema(close, ema1len)
ema2 = ta.ema(close, ema2len)
emaBull = ema1 > ema2
emaBear = ema1 < ema2
//---------------------------- Price source --------------------------------
bullRetraceZone = (close < ema1 and close >= ema2)
bearRetraceZone = (close > ema1 and close <= ema2)
//--------------------------- Reference market -----------------------------
ema = ta.ema(close, len)
emaHTF = request.security(market, res, ema [barstate.isconfirmed ? 0 : 1])
closeHTF = request.security(market, res, close[barstate.isconfirmed ? 0 : 1])
bullRefMarket = (closeHTF > emaHTF or closeHTF[1] > emaHTF[1])
bearRefMarket = (closeHTF < emaHTF or closeHTF[1] < emaHTF[1])
//-------------------------- SIGNAL VALIDATION -----------------------------
validLong = stochBullCross and OSstoch and emaBull and bullRetraceZone
and activateLongs and (refMfilter ? bullRefMarket : true) and strategy.position_size == 0
validShort = stochBearCross and OBstoch and emaBear and bearRetraceZone
and activateShorts and (refMfilter ? bearRefMarket : true) and strategy.position_size == 0
//==============================================================================
//=========================== STOPS & TARGETS ==============================
//==============================================================================
// SL & TP calculation
SLdist = ta.atr(atrLen) * atrMult
longSL = close - SLdist
longSLDist = close - longSL
longTP = close + (longSLDist * rr)
shortSL = close + SLdist
shortSLDist = shortSL - close
shortTP = close - (shortSLDist * rr)
var SLsaved = 0.0
var TPsaved = 0.0
if validLong or validShort
SLsaved := validLong ? longSL : validShort ? shortSL : na
TPsaved := validLong ? longTP : validShort ? shortTP : na
// SL & TP hits
var longSLTPhit = false
var shortSLTPhit = false
if strategy.position_size[1] > 0 and strategy.position_size == 0 and (high >= TPsaved or low <= SLsaved)
longSLTPhit := true
else
longSLTPhit := false
if strategy.position_size[1] < 0 and strategy.position_size == 0 and (low <= TPsaved or high >= SLsaved)
shortSLTPhit := true
else
shortSLTPhit := false
//==============================================================================
//========================== STRATEGY COMMANDS =============================
//==============================================================================
if validLong
strategy.entry("Long", strategy.long,
qty = RiskEquity ? ((riskPrctEqui/100)*strategy.equity)/longSLDist : RiskUSD ? riskUSD/longSLDist : na)
if validShort
strategy.entry("Short", strategy.short,
qty = RiskEquity ? ((riskPrctEqui/100)*strategy.equity)/shortSLDist : RiskUSD ? riskUSD/shortSLDist : na)
strategy.exit(id="Long Exit" , from_entry="Long" , limit=TPsaved, stop=SLsaved, when=strategy.position_size > 0)
strategy.exit(id="Short Exit", from_entry="Short", limit=TPsaved, stop=SLsaved, when=strategy.position_size < 0)
//==============================================================================
//================================ ALERTS ==================================
//==============================================================================
if validLong
alert(openLongAlertMessage , alert.freq_once_per_bar_close)
if validShort
alert(openShortAlertMessage , alert.freq_once_per_bar_close)
if longSLTPhit
alert(closeLongAlertMessage , alert.freq_once_per_bar)
if shortSLTPhit
alert(closeShortAlertMessage, alert.freq_once_per_bar)
//==============================================================================
//============================= CHART PLOTS ================================
//==============================================================================
//---------------------------- Stops & Targets -----------------------------
plot(strategy.position_size != 0 or (strategy.position_size[1] != 0 and strategy.position_size == 0) ? SLsaved : na, color=color.red , style=plot.style_linebr)
plot(strategy.position_size != 0 or (strategy.position_size[1] != 0 and strategy.position_size == 0) ? TPsaved : na, color=color.green, style=plot.style_linebr)
//--------------------------------- EMAs -----------------------------------
l1 = plot(ema1, color=ema1col, linewidth=2)
l2 = plot(ema2, color=ema2col, linewidth=2)
//-------------------------- Stochastic gradient ---------------------------
fill(l1, l2, color.new(color.from_gradient(K, OSstochLvl, OBstochLvl,
emaBull ? entryColor : emaBear ? baseColor : na,
emaBull ? baseColor : emaBear ? entryColor : na), transp))
//---------------------------- Trading Signals -----------------------------
plotshape(validLong, color=color.green, location=location.belowbar, style=shape.xcross, size=size.small)
plotshape(validShort, color=color.red , location=location.abovebar, style=shape.xcross, size=size.small)
//---------------------------- Reference Market ----------------------------
bgcolor(bullRefMarket and refMfilter ? color.new(color.green,90) : na)
bgcolor(bearRefMarket and refMfilter ? color.new(color.red ,90) : na)
|
Rudy's BB with Martingale | https://www.tradingview.com/script/474pfFba-Rudy-s-BB-with-Martingale/ | RudyTheGreenBull | https://www.tradingview.com/u/RudyTheGreenBull/ | 122 | 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/
// © rudolfcicko2011
//@version=5
strategy("Rudy BB with Martingala", overlay=true, margin_long=100, margin_short=100)
base_contract_size= input.float(0.01, 'Base Contract Size')
lastTradeProfit() =>
strategy.closedtrades.profit(strategy.closedtrades-1) + strategy.closedtrades.commission(strategy.closedtrades-1)
amountOfLastNegativeProfits() =>
result = 0
i = strategy.closedtrades - 1
while strategy.closedtrades.profit(i) < 0
result+=1
i-=1
result
ma200 = ta.ema(close, 200)
[middle, upper, lower] = ta.bb(close, 20, 2)
plot(ma200, "MA200", color=color.green)
plot(middle, "Middle BB", color=color.purple)
plot(upper, "Upper BB", color=color.purple)
plot(lower, "Lower BB", color=color.purple)
amount_buy = lastTradeProfit() < 0 ? base_contract_size * amountOfLastNegativeProfits() : 0.01
strategy.entry("bb buy", strategy.long, amount_buy, when=close < lower)
strategy.close("bb buy", when=close>=upper)
plotchar(strategy.openprofit, "Current profit", "", location = location.top)
plotchar(amountOfLastNegativeProfits(), "Amount of last negative profits", "", location = location.top)
|
MA cross strategy | https://www.tradingview.com/script/yL42H3Gp-MA-cross-strategy/ | Glenn234 | https://www.tradingview.com/u/Glenn234/ | 34 | 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/
// © Glenn234
//@version=5
strategy("MA cross strategy", shorttitle="macs", overlay=true)
// Create indicator's
shortSMA = ta.sma(close, 10)
longSMA = ta.sma(close, 30)
rsi = ta.rsi(close, 14)
atr = ta.atr(14)
// Crossover conditions
longCondition = ta.crossover(shortSMA, longSMA)
shortCondition = ta.crossunder(shortSMA, longSMA)
// trade conditions
if (longCondition)
stopLoss = low - atr * 2
takeProfit = high + atr * 2
strategy.entry("long", strategy.long, 100, when = rsi > 50)
strategy.exit("exit", "long", stop=stopLoss, limit=takeProfit)
if (shortCondition)
stopLoss = high + atr * 2
takeProfit = low - atr * 2
strategy.entry("short", strategy.short, 100, when = rsi < 50)
strategy.exit("exit", "short", stop=stopLoss, limit=takeProfit)
// Plot SMA to chart
plot(shortSMA, color=color.red, title="Short SMA")
plot(longSMA, color=color.green, title="Long SMA") |
GENESIS | https://www.tradingview.com/script/pgYRZCYi/ | genesisjgonzalezh | https://www.tradingview.com/u/genesisjgonzalezh/ | 35 | 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/
// © genesisjgonzalezh
//@version=5
strategy("GENESIS", overlay=true)
lenght1= (20)
lenght2= (50)
ema1= ta.ema(close, lenght1)
ema2 = ta.ema(close, lenght2)
long = ta.crossover(ema1,ema2)
short = ta.crossover(ema2,ema1)
LongSignal = ta.crossover (ema1,ema2)
ShortSignal = ta.crossunder (ema1,ema2)
plotshape(LongSignal , title="Señal para Long", color= color.green, location=location.belowbar, size=size.tiny, text="Long", textcolor=color.white)
plotshape(ShortSignal , title="Señal para Short", color= color.red, location=location.abovebar, size=size.tiny, text="Short", textcolor=color.white)
strategy.entry("long", strategy.long, when = long)
strategy.exit("Exit", "Long", profit = 10, loss = 2)
strategy.entry("short", strategy.short, when = short)
strategy.exit("Exit", "short", profit = 10, loss = 2)
|
GRID SPOT TRADING ALGORITHM - GRID BOT TRADING STRATEGY | https://www.tradingview.com/script/LK1zL4D8-GRID-SPOT-TRADING-ALGORITHM-GRID-BOT-TRADING-STRATEGY/ | thequantscience | https://www.tradingview.com/u/thequantscience/ | 1,044 | 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/
// © thequantscience
// ██████╗ ██████╗ ██╗██████╗ ███████╗██████╗ ██████╗ ████████╗ █████╗ ██╗ ██████╗ ██████╗ ██████╗ ██╗████████╗██╗ ██╗███╗ ███╗
// ██╔════╝ ██╔══██╗██║██╔══██╗ ██╔════╝██╔══██╗██╔═══██╗╚══██╔══╝ ██╔══██╗██║ ██╔════╝ ██╔═══██╗██╔══██╗██║╚══██╔══╝██║ ██║████╗ ████║
// ██║ ███╗██████╔╝██║██║ ██║ ███████╗██████╔╝██║ ██║ ██║ ███████║██║ ██║ ███╗██║ ██║██████╔╝██║ ██║ ███████║██╔████╔██║
// ██║ ██║██╔══██╗██║██║ ██║ ╚════██║██╔═══╝ ██║ ██║ ██║ ██╔══██║██║ ██║ ██║██║ ██║██╔══██╗██║ ██║ ██╔══██║██║╚██╔╝██║
// ╚██████╔╝██║ ██║██║██████╔╝ ███████║██║ ╚██████╔╝ ██║ ██║ ██║███████╗╚██████╔╝╚██████╔╝██║ ██║██║ ██║ ██║ ██║██║ ╚═╝ ██║
// ╚═════╝ ╚═╝ ╚═╝╚═╝╚═════╝ ╚══════╝╚═╝ ╚═════╝ ╚═╝ ╚═╝ ╚═╝╚══════╝ ╚═════╝ ╚═════╝ ╚═╝ ╚═╝╚═╝ ╚═╝ ╚═╝ ╚═╝╚═╝ ╚═╝
initial_grid_amount = 10000
//@version=5
strategy(
title = 'Grid Spot Trading Algorithm - The Quant Science™',
overlay = true,
calc_on_every_tick = true,
initial_capital = initial_grid_amount,
commission_type = strategy.commission.percent,
commission_value = 0.10,
pyramiding = 20,
default_qty_type = strategy.percent_of_equity,
close_entries_rule = 'ANY'
)
/////////////////////////////// Design by The Quant Science ™ ////////////////////////////////////
//----------------------------------------------------------------------------------------------------------
//------------------------------------- Grid Spot Trading Algorithm ----------------------------------------
//----------------------------------------------------------------------------------------------------------
// HOW IT WORKS: 3Commas Grid Bot Strategy for spot asset, based on multiple dinamic trigger start condition.
//----------------------------------------------------------------------------------------------------------
// SET UP: Select the high price, select the low price, select the trigger entry condition.
// Extra feature: adjust date range.
//----------------------------------------------------------------------------------------------------------
// Upgrade 2.00 (2022.30.07)
// Upgrade 3.00 (2022.11.11)
// Upgrade 4.00 (2022.20.01)
/////////////////////////////// ALGORITHM BACKTEST SOURCE CODE ////////////////////////////////////
startDate = input.int(title="Start date: ",
defval=1, minval=1, maxval=31,
group = '############# BACKTESTING PERIOD #############')
startMonth = input.int(title="Start month: ",
defval=1, minval=1, maxval=12,
group = '############# BACKTESTING PERIOD #############')
startYear = input.int(title="Start year: ",
defval=2022, minval=1800, maxval=2100,
group = '############# BACKTESTING PERIOD #############')
endDate = input.int(title="End date: ",
defval=31, minval=1, maxval=31,
group = '############# BACKTESTING PERIOD #############')
endMonth = input.int(title="End month: ",
defval=12, minval=1, maxval=12,
group = '############# BACKTESTING PERIOD #############')
endYear = input.int(title="End year: ",
defval=2022, minval=1800, maxval=2100,
group = '############# BACKTESTING PERIOD #############')
inDateRange = (time >= timestamp(syminfo.timezone, startYear,
startMonth, startDate, 0, 0)) and
(time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))
// #########################################################################################################
high_price = input.price(
defval = 0.00,
title = 'High price: ',
group = " ################# HIGH PRICE GRID ################ ",
confirm = true,
tooltip = "Top grid price."
)
low_price = input.price(
defval = 0.00,
title = 'Low price: ',
group = " ################# LOW PRICE GRID ################# ",
confirm = true,
tooltip = "Bottom grid price."
)
ten_grid = input.bool(
defval = false,
title = "Grid: 10",
group = " ############## GRID CONFIGURATION ############## ",
tooltip = "Create a 10 levels grid.",
confirm = true
)
tewnty_grid = input.bool(
defval = false,
title = "Grid: 20",
group = " ############## GRID CONFIGURATION ############## ",
tooltip = "Create a 20 levels grid.",
confirm = true
)
grid_destroyer = input.bool(
defval = false,
title = "Active grid destroyer",
group = " ############ STOP LOSS CONFIGURATION ############ ",
tooltip = "Destroy the grid when price crossunder the stop loss level.",
confirm = false
)
stop_level = input.price(
defval = 0.00,
title = 'Destroy level: ',
group = " ############ STOP LOSS CONFIGURATION ############ ",
confirm = false,
tooltip = "Stop loss price level. Always set this value below the low price grid."
)
// #########################################################################################################
grid_range = high_price - low_price
var float grid_1 = 0
var float grid_2 = 0
var float grid_3 = 0
var float grid_4 = 0
var float grid_5 = 0
var float grid_6 = 0
var float grid_7 = 0
var float grid_8 = 0
var float grid_9 = 0
var float grid_10 = 0
var float grid_11 = 0
var float grid_12 = 0
var float grid_13 = 0
var float grid_14 = 0
var float grid_15 = 0
var float grid_16 = 0
var float grid_17 = 0
var float grid_18 = 0
var float grid_19 = 0
var float grid_20 = 0
var float factor = 0
if ten_grid == true
factor := grid_range / 9
grid_1 := (high_price)
grid_2 := (high_price - (factor * 1))
grid_3 := (high_price - (factor * 2))
grid_4 := (high_price - (factor * 3))
grid_5 := (high_price - (factor * 4))
grid_6 := (high_price - (factor * 5))
grid_7 := (high_price - (factor * 6))
grid_8 := (high_price - (factor * 7))
grid_9 := (high_price - (factor * 8))
grid_10 := (low_price)
if tewnty_grid == true
factor := grid_range / 19
grid_1 := (high_price)
grid_2 := (high_price - (factor * 1))
grid_3 := (high_price - (factor * 2))
grid_4 := (high_price - (factor * 3))
grid_5 := (high_price - (factor * 4))
grid_6 := (high_price - (factor * 5))
grid_7 := (high_price - (factor * 6))
grid_8 := (high_price - (factor * 7))
grid_9 := (high_price - (factor * 8))
grid_10 := (high_price - (factor * 9))
grid_11 := (high_price - (factor * 10))
grid_12 := (high_price - (factor * 11))
grid_13 := (high_price - (factor * 12))
grid_14 := (high_price - (factor * 13))
grid_15 := (high_price - (factor * 14))
grid_16 := (high_price - (factor * 15))
grid_17 := (high_price - (factor * 16))
grid_18 := (high_price - (factor * 17))
grid_19 := (high_price - (factor * 18))
grid_20 := (low_price)
// #########################################################################################################
var tb = table.new(position.bottom_left, 1, 1, bgcolor = color.new(color.blue, 90))
if barstate.isfirst
table.cell(tb, 0, 0,
'Developed by The Quant Science™'
,text_size = size.normal
,text_color = color.new(color.blue, 20))
// #########################################################################################################
long_1 = ta.crossunder(low, grid_1) and inDateRange
long_2 = ta.crossunder(low, grid_2) and inDateRange
long_3 = ta.crossunder(low, grid_3) and inDateRange
long_4 = ta.crossunder(low, grid_4) and inDateRange
long_5 = ta.crossunder(low, grid_5) and inDateRange
long_6 = ta.crossunder(low, grid_6) and inDateRange
long_7 = ta.crossunder(low, grid_7) and inDateRange
long_8 = ta.crossunder(low, grid_8) and inDateRange
long_9 = ta.crossunder(low, grid_9) and inDateRange
long_10 = ta.crossunder(low, grid_10) and inDateRange
long_11 = ta.crossunder(low, grid_11) and inDateRange
long_12 = ta.crossunder(low, grid_12) and inDateRange
long_13 = ta.crossunder(low, grid_13) and inDateRange
long_14 = ta.crossunder(low, grid_14) and inDateRange
long_15 = ta.crossunder(low, grid_15) and inDateRange
long_16 = ta.crossunder(low, grid_16) and inDateRange
long_17 = ta.crossunder(low, grid_17) and inDateRange
long_18 = ta.crossunder(low, grid_18) and inDateRange
long_19 = ta.crossunder(low, grid_19) and inDateRange
last_long = ta.crossunder(low, low_price) and inDateRange
// #########################################################################################################
// Change the default trigger start condition with your personal and custom start condition
// Code the condition inside the local function below.
// Define a indicator condition or another specific condition .....
// Example with RSI calculating on close bar, and last 14 previous bar data
rsi = ta.rsi(close, 14)
// Create a local function for the trigger start condition
TriggerGrid() =>
trigger_rsi = ta.crossover(rsi, 75) and inDateRange // Define the specific condition
trigger_rsi
trigger_entry = TriggerGrid() // Assign the condition to the "trigger_entry" variable
// ANOTHER EASY EXAMPLE WITH OVERSOLD RSI CONDITION ....
//TriggerGrid() =>
//trigger_rsi = ta.crossunder(rsi, 35) // Crossunder the RSI 35 value...
//trigger_rsi
//trigger_entry = TriggerGrid() // Assign the condition to the "trigger_entry" variable
// #########################################################################################################
var float lots = 0
if ten_grid == true and inDateRange
lots := (initial_grid_amount / close) / 10
if trigger_entry and strategy.opentrades == 0
strategy.order(id = "O #1", direction = strategy.long, qty = lots, limit = grid_6)
strategy.order(id = "O #2", direction = strategy.long, qty = lots, limit = grid_7)
strategy.order(id = "O #3", direction = strategy.long, qty = lots, limit = grid_8)
strategy.order(id = "O #4", direction = strategy.long, qty = lots, limit = grid_9)
strategy.order(id = "O #5", direction = strategy.long, qty = lots, limit = grid_10)
if close < grid_6 and ten_grid == true
strategy.cancel("O #1")
if close < grid_7 and ten_grid == true
strategy.cancel("O #2")
if close < grid_8 and ten_grid == true
strategy.cancel("O #3")
if close < grid_9 and ten_grid == true
strategy.cancel("O #4")
if close < grid_10 and ten_grid == true
strategy.cancel("O #5")
if grid_5 and ten_grid == true
strategy.exit(
id = "C #1",
from_entry = "O #1",
qty = 100,
limit = grid_5
)
if grid_4 and ten_grid == true
strategy.exit(
id = "C #2",
from_entry = "O #2",
qty = 100,
limit = grid_4
)
if grid_3 and ten_grid == true
strategy.exit(
id = "C #3",
from_entry = "O #3",
qty = 100,
limit = grid_3
)
if grid_2 and ten_grid == true
strategy.exit(
id = "C #4",
from_entry = "O #4",
qty = 100,
limit = grid_2
)
if grid_1
strategy.exit(
id = "C #5",
from_entry = "O #5",
qty = 100,
limit = grid_1
)
if ten_grid == true and grid_destroyer == true
if ta.crossunder(low, stop_level)
strategy.close_all(" Grid Destroyed !!! ")
if tewnty_grid == true and inDateRange
lots := (initial_grid_amount / close) / 20
if trigger_entry and strategy.opentrades == 0
strategy.order(id = "O #1", direction = strategy.long, qty = lots, limit = grid_11)
strategy.order(id = "O #2", direction = strategy.long, qty = lots, limit = grid_12)
strategy.order(id = "O #3", direction = strategy.long, qty = lots, limit = grid_13)
strategy.order(id = "O #4", direction = strategy.long, qty = lots, limit = grid_14)
strategy.order(id = "O #5", direction = strategy.long, qty = lots, limit = grid_15)
strategy.order(id = "O #6", direction = strategy.long, qty = lots, limit = grid_16)
strategy.order(id = "O #7", direction = strategy.long, qty = lots, limit = grid_17)
strategy.order(id = "O #8", direction = strategy.long, qty = lots, limit = grid_18)
strategy.order(id = "O #9", direction = strategy.long, qty = lots, limit = grid_19)
strategy.order(id = "O #10", direction = strategy.long, qty = lots, limit = grid_20)
if close < grid_11 and tewnty_grid == true
strategy.cancel("O #1")
if close < grid_12 and tewnty_grid == true
strategy.cancel("O #2")
if close < grid_13 and tewnty_grid == true
strategy.cancel("O #3")
if close < grid_14 and tewnty_grid == true
strategy.cancel("O #4")
if close < grid_15 and tewnty_grid == true
strategy.cancel("O #5")
if close < grid_16 and tewnty_grid == true
strategy.cancel("O #6")
if close < grid_17 and tewnty_grid == true
strategy.cancel("O #7")
if close < grid_18 and tewnty_grid == true
strategy.cancel("O #8")
if close < grid_19 and tewnty_grid == true
strategy.cancel("O #9")
if close < grid_20 and tewnty_grid == true
strategy.cancel("O #10")
if grid_10 and tewnty_grid == true
strategy.exit(
id = "C #1",
from_entry = "O #1",
qty = 100,
limit = grid_10
)
if grid_9 and tewnty_grid == true
strategy.exit(
id = "C #2",
from_entry = "O #2",
qty = 100,
limit = grid_9
)
if grid_8 and tewnty_grid == true
strategy.exit(
id = "C #3",
from_entry = "O #3",
qty = 100,
limit = grid_8
)
if grid_7 and tewnty_grid == true
strategy.exit(
id = "C #4",
from_entry = "O #4",
qty = 100,
limit = grid_7
)
if grid_6 and tewnty_grid == true
strategy.exit(
id = "C #5",
from_entry = "O #5",
qty = 100,
limit = grid_6
)
if grid_5 and tewnty_grid == true
strategy.exit(
id = "C #6",
from_entry = "O #6",
qty = 100,
limit = grid_5
)
if grid_4 and tewnty_grid == true
strategy.exit(
id = "C #7",
from_entry = "O #7",
qty = 100,
limit = grid_4
)
if grid_3 and tewnty_grid == true
strategy.exit(
id = "C #8",
from_entry = "O #8",
qty = 100,
limit = grid_3
)
if grid_2 and tewnty_grid == true
strategy.exit(
id = "C #9",
from_entry = "O #9",
qty = 100,
limit = grid_2
)
if grid_1 and tewnty_grid == true
strategy.exit(
id = "C #10",
from_entry = "O #10",
qty = 100,
limit = grid_1
)
if tewnty_grid == true and grid_destroyer == true
if ta.crossunder(low, stop_level)
strategy.close_all(" Grid Destroyed !!! ")
// #########################################################################################################
var float new_ten_grid_1 = 0
var float new_ten_grid_2 = 0
var float new_ten_grid_3 = 0
var float new_ten_grid_4 = 0
var float new_ten_grid_5 = 0
var float new_ten_grid_6 = 0
var float new_ten_grid_7 = 0
var float new_ten_grid_8 = 0
var float new_ten_grid_9 = 0
var float new_ten_grid_10 = 0
var float grid_destroyed_ten = 0
if ten_grid == true
new_ten_grid_1 := grid_1
new_ten_grid_2 := grid_2
new_ten_grid_3 := grid_3
new_ten_grid_4 := grid_4
new_ten_grid_5 := grid_5
new_ten_grid_6 := grid_6
new_ten_grid_7 := grid_7
new_ten_grid_8 := grid_8
new_ten_grid_9 := grid_9
new_ten_grid_10 := grid_10
if grid_destroyer == true
grid_destroyed_ten := stop_level
else if ten_grid == false
new_ten_grid_1 := na
new_ten_grid_2 := na
new_ten_grid_3 := na
new_ten_grid_4 := na
new_ten_grid_5 := na
new_ten_grid_6 := na
new_ten_grid_7 := na
new_ten_grid_8 := na
new_ten_grid_9 := na
new_ten_grid_10 := na
if grid_destroyer == false
grid_destroyed_ten := na
fill(plot(new_ten_grid_1, color = color.new(color.green, 90)),
plot(new_ten_grid_2, color = color.new(color.green, 90)),
color = color.new(color.green, 90))
fill(plot(new_ten_grid_2, color = color.new(color.green, 85)),
plot(new_ten_grid_3, color = color.new(color.green, 85)),
color = color.new(color.green, 85))
fill(plot(new_ten_grid_3, color = color.new(color.green, 80)),
plot(new_ten_grid_4, color = color.new(color.green, 80)),
color = color.new(color.green, 80))
fill(plot(new_ten_grid_4, color = color.new(color.green, 70)),
plot(new_ten_grid_5, color = color.new(color.green, 70)),
color = color.new(color.green, 70))
fill(plot(new_ten_grid_5, color = color.new(color.green, 60)),
plot(new_ten_grid_6, color = color.new(color.green, 60)),
color = color.new(color.green, 60))
fill(plot(new_ten_grid_6, color = color.new(color.red, 60)),
plot(new_ten_grid_7, color = color.new(color.red, 60)),
color = color.new(color.red, 60))
fill(plot(new_ten_grid_7, color = color.new(color.red, 70)),
plot(new_ten_grid_8, color = color.new(color.red, 70)),
color = color.new(color.red, 70))
fill(plot(new_ten_grid_8, color = color.new(color.red, 80)),
plot(new_ten_grid_9, color = color.new(color.red, 80)),
color = color.new(color.red, 80))
fill(plot(new_ten_grid_9, color = color.new(color.red, 85)),
plot(new_ten_grid_10, color = color.new(color.red, 85)),
color = color.new(color.red, 85))
plot(grid_destroyed_ten, color = color.new(color.red, 80), linewidth = 10)
// #########################################################################################################
var float new_twenty_grid_1 = 0
var float new_twenty_grid_2 = 0
var float new_twenty_grid_3 = 0
var float new_twenty_grid_4 = 0
var float new_twenty_grid_5 = 0
var float new_twenty_grid_6 = 0
var float new_twenty_grid_7 = 0
var float new_twenty_grid_8 = 0
var float new_twenty_grid_9 = 0
var float new_twenty_grid_10 = 0
var float new_twenty_grid_11 = 0
var float new_twenty_grid_12 = 0
var float new_twenty_grid_13 = 0
var float new_twenty_grid_14 = 0
var float new_twenty_grid_15 = 0
var float new_twenty_grid_16 = 0
var float new_twenty_grid_17 = 0
var float new_twenty_grid_18 = 0
var float new_twenty_grid_19 = 0
var float new_twenty_grid_20 = 0
var float grid_destroyed_twenty = 0
if tewnty_grid == true
new_twenty_grid_1 := grid_1
new_twenty_grid_2 := grid_2
new_twenty_grid_3 := grid_3
new_twenty_grid_4 := grid_4
new_twenty_grid_5 := grid_5
new_twenty_grid_6 := grid_6
new_twenty_grid_7 := grid_7
new_twenty_grid_8 := grid_8
new_twenty_grid_9 := grid_9
new_twenty_grid_10 := grid_10
new_twenty_grid_11 := grid_11
new_twenty_grid_12 := grid_12
new_twenty_grid_13 := grid_13
new_twenty_grid_14 := grid_14
new_twenty_grid_15 := grid_15
new_twenty_grid_16 := grid_16
new_twenty_grid_17 := grid_17
new_twenty_grid_18 := grid_18
new_twenty_grid_19 := grid_19
new_twenty_grid_20 := grid_20
if grid_destroyer == true
grid_destroyed_twenty := stop_level
else if tewnty_grid == false
new_twenty_grid_1 := na
new_twenty_grid_2 := na
new_twenty_grid_3 := na
new_twenty_grid_4 := na
new_twenty_grid_5 := na
new_twenty_grid_6 := na
new_twenty_grid_7 := na
new_twenty_grid_8 := na
new_twenty_grid_9 := na
new_twenty_grid_10 := na
new_twenty_grid_11 := na
new_twenty_grid_12 := na
new_twenty_grid_13 := na
new_twenty_grid_14 := na
new_twenty_grid_15 := na
new_twenty_grid_16 := na
new_twenty_grid_17 := na
new_twenty_grid_18 := na
new_twenty_grid_19 := na
new_twenty_grid_20 := na
if grid_destroyer == false
grid_destroyed_twenty := na
fill(plot(new_twenty_grid_1, color = color.new(color.green, 90)),
plot(new_twenty_grid_2, color = color.new(color.green, 90)),
color = color.new(color.green, 90))
fill(plot(new_twenty_grid_2, color = color.new(color.green, 85)),
plot(new_twenty_grid_3, color = color.new(color.green, 85)),
color = color.new(color.green, 85))
fill(plot(new_twenty_grid_3, color = color.new(color.green, 80)),
plot(new_twenty_grid_4, color = color.new(color.green, 80)),
color = color.new(color.green, 80))
fill(plot(new_twenty_grid_4, color = color.new(color.green, 70)),
plot(new_twenty_grid_5, color = color.new(color.green, 70)),
color = color.new(color.green, 70))
fill(plot(new_twenty_grid_5, color = color.new(color.green, 60)),
plot(new_twenty_grid_6, color = color.new(color.green, 60)),
color = color.new(color.green, 60))
fill(plot(new_twenty_grid_6, color = color.new(color.green, 60)),
plot(new_twenty_grid_7, color = color.new(color.green, 60)),
color = color.new(color.green, 60))
fill(plot(new_twenty_grid_7, color = color.new(color.green, 70)),
plot(new_twenty_grid_8, color = color.new(color.green, 70)),
color = color.new(color.green, 70))
fill(plot(new_twenty_grid_8, color = color.new(color.green, 80)),
plot(new_twenty_grid_9, color = color.new(color.green, 80)),
color = color.new(color.green, 80))
fill(plot(new_twenty_grid_9, color = color.new(color.green, 85)),
plot(new_twenty_grid_10, color = color.new(color.green, 85)),
color = color.new(color.green, 85))
fill(plot(new_twenty_grid_10, color = color.new(color.red, 90)),
plot(new_twenty_grid_11, color = color.new(color.red, 90)),
color = color.new(color.red, 90))
fill(plot(new_twenty_grid_11, color = color.new(color.red, 85)),
plot(new_twenty_grid_12, color = color.new(color.red, 85)),
color = color.new(color.red, 85))
fill(plot(new_twenty_grid_12, color = color.new(color.red, 80)),
plot(new_twenty_grid_13, color = color.new(color.red, 80)),
color = color.new(color.red, 80))
fill(plot(new_twenty_grid_13, color = color.new(color.red, 70)),
plot(new_twenty_grid_14, color = color.new(color.red, 70)),
color = color.new(color.red, 70))
fill(plot(new_twenty_grid_14, color = color.new(color.red, 60)),
plot(new_twenty_grid_15, color = color.new(color.red, 60)),
color = color.new(color.red, 60))
fill(plot(new_twenty_grid_15, color = color.new(color.red, 60)),
plot(new_twenty_grid_16, color = color.new(color.red, 60)),
color = color.new(color.red, 60))
fill(plot(new_twenty_grid_16, color = color.new(color.red, 70)),
plot(new_twenty_grid_17, color = color.new(color.red, 70)),
color = color.new(color.red, 70))
fill(plot(new_twenty_grid_17, color = color.new(color.red, 80)),
plot(new_twenty_grid_18, color = color.new(color.red, 80)),
color = color.new(color.red, 80))
fill(plot(new_twenty_grid_18, color = color.new(color.red, 85)),
plot(new_twenty_grid_19, color = color.new(color.red, 85)),
color = color.new(color.red, 85))
fill(plot(new_twenty_grid_19, color = color.new(color.red, 85)),
plot(new_twenty_grid_20, color = color.new(color.red, 85)),
color = color.new(color.red, 85))
plot(grid_destroyed_twenty, color = color.new(color.red, 80), linewidth = 10)
// ######################################################################################################### |
Pivot Moving Average steteggy | https://www.tradingview.com/script/wmydQuP4-Pivot-Moving-Average-steteggy/ | prakashbariya333 | https://www.tradingview.com/u/prakashbariya333/ | 316 | 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/
// © LonesomeThecolor.blue
//@version=4
strategy("Pivot Moving Average Strategy", overlay =true, max_lines_count = 500, shorttitle="PMAS")
lb = input(5, title="Left Bars", minval = 1)
rb = input(5, title="Right Bars", minval = 1)
trad_amount = input(100, title="Trad Amount", minval = 1)
minimum_profite = input(-2, title="Minimum Profite")
showsupres = input(true, title="Support/Resistance", inline = "srcol")
supcol = input(color.lime, title ="", inline = "srcol")
rescol = input(color.red, title ="", inline = "srcol")
srlinestyle = input(line.style_dotted, title = "Line Style/Width", options = [line.style_solid, line.style_dashed, line.style_dotted], inline ="style")
srlinewidth = input(1, title = "", minval = 1, maxval = 5, inline ="style")
changebarcol = input(true, title="Change Bar Color", inline = "bcol")
bcolup = input(color.blue, title ="", inline = "bcol")
bcoldn = input(color.black, title ="", inline = "bcol")
length = input(14, title="Chopiness Bars", minval=1)
atrPeriod = input(10, "ATR Length")
factor = input(3.0, "Factor", step = 0.01)
ph = pivothigh(lb, rb)
pl = pivotlow(lb, rb)
hl = iff(ph, 1, iff(pl, -1, na)) // Trend direction
zz = iff(ph, ph, iff(pl, pl, na)) // similar to zigzag but may have multiple highs/lows
zz :=iff(pl and hl == -1 and valuewhen(hl, hl, 1) == -1 and pl > valuewhen(zz, zz, 1), na, zz)
zz :=iff(ph and hl == 1 and valuewhen(hl, hl, 1) == 1 and ph < valuewhen(zz, zz, 1), na, zz)
hl := iff(hl==-1 and valuewhen(hl, hl, 1)==1 and zz > valuewhen(zz, zz, 1), na, hl)
hl := iff(hl==1 and valuewhen(hl, hl, 1)==-1 and zz < valuewhen(zz, zz, 1), na, hl)
zz := iff(na(hl), na, zz)
findprevious()=> // finds previous three points (b, c, d, e)
ehl = iff(hl==1, -1, 1)
loc1 = 0.0, loc2 = 0.0, loc3 = 0.0, loc4 = 0.0
xx = 0
for x=1 to 1000
if hl[x]==ehl and not na(zz[x])
loc1 := zz[x]
xx := x + 1
break
ehl := hl
for x=xx to 1000
if hl[x]==ehl and not na(zz[x])
loc2 := zz[x]
xx := x + 1
break
ehl := iff(hl==1, -1, 1)
for x=xx to 1000
if hl[x]==ehl and not na(zz[x])
loc3 := zz[x]
xx := x + 1
break
ehl := hl
for x=xx to 1000
if hl[x]==ehl and not na(zz[x])
loc4 := zz[x]
break
[loc1, loc2, loc3, loc4]
float a = na, float b = na, float c = na, float d = na, float e = na
if not na(hl)
[loc1, loc2, loc3, loc4] = findprevious()
a := zz
b := loc1
c := loc2
d := loc3
e := loc4
_hh = zz and (a > b and a > c and c > b and c > d)
_ll = zz and (a < b and a < c and c < b and c < d)
_hl = zz and ((a >= c and (b > c and b > d and d > c and d > e)) or (a < b and a > c and b < d))
_lh = zz and ((a <= c and (b < c and b < d and d < c and d < e)) or (a > b and a < c and b > d))
plotshape(_hl, text="HL", title="Higher Low", style=shape.labelup, color=color.lime, textcolor=color.black, location=location.belowbar, offset = -rb)
plotshape(_hh, text="HH", title="Higher High", style=shape.labeldown, color=color.lime, textcolor=color.black, location=location.abovebar, offset = -rb)
plotshape(_ll, text="LL", title="Lower Low", style=shape.labelup, color=color.red, textcolor=color.white, location=location.belowbar, offset = -rb)
plotshape(_lh, text="LH", title="Lower High", style=shape.labeldown, color=color.red, textcolor=color.white, location=location.abovebar, offset = -rb)
float res = na, float sup = na
res := iff(_lh, zz, res[1])
sup := iff(_hl, zz, sup[1])
var int trend = na
trend := iff(close > res, 1, iff(close < sup, -1, nz(trend[1])))
res := iff((trend == 1 and _hh) or (trend == -1 and _lh), zz, res)
sup := iff((trend == 1 and _hl) or (trend == -1 and _ll), zz, sup)
rechange = res != res[1]
suchange = sup != sup[1]
var line resline = na
var line supline = na
if showsupres
if rechange
line.set_x2(resline, bar_index)
line.set_extend(resline, extend = extend.none)
resline := line.new(x1 = bar_index - rb, y1 = res, x2 = bar_index, y2 = res, color = rescol, extend = extend.right, style = srlinestyle, width = srlinewidth)
if suchange
line.set_x2(supline, bar_index)
line.set_extend(supline, extend = extend.none)
supline := line.new(x1 = bar_index - rb, y1 = sup, x2 = bar_index, y2 = sup, color = supcol, extend = extend.right, style = srlinestyle, width = srlinewidth)
barcolor(color = iff(changebarcol, iff(trend == 1, bcolup, bcoldn), na))
var float chopiness = na, float rsi = na
var bool movingAverageTrad = na, bool movingAverageUpTrad = na, bool movingAverageDownTrad = na, bool highVolume = na
var float ema3 = na, float ema5 = na, float ema8 = na, float ema13 = na, float ema21 = na, float ema34 = na, float ema55 = na, float ema100 = na
// ema200 = security(syminfo.tickerid, "D", ema(close, 200), barmerge.gaps_off, barmerge.lookahead_on)
ema200 = ema(close, 200)
movingAverageTrad := ema200 < close
ema3 := ema(close, 3)
ema5 := ema(close, 5)
ema8 := ema(close, 8)
ema13 := ema(close, 13)
ema21 := ema(close, 21)
ema34 := ema(close, 34)
ema55 := ema(close, 55)
ema100 := ema(close, 100)
movingAverageUpTrad := ema3 > ema5 and ema5 > ema8 and ema8 > ema13 and ema13 > ema21 and ema21 > ema34 and ema34 > ema200
movingAverageDownTrad := ema3 < ema5 and ema5 < ema8 and ema8 < ema13 and ema13 < ema21 and ema21 < ema34 and ema34 < ema200
highVolume := ema(volume, 14) < volume
chopiness := 100 * log10(sum(atr(1), length) / (highest(length) - lowest(length))) / log10(length)
rsiT = rsi(close, 14)
rsi := security(syminfo.tickerid, "60", rsiT, barmerge.gaps_off, barmerge.lookahead_on)
[middle, upper, lower] = bb(close,length=20, mult=2)
stdev = stdev(close, 14)
[supertrendT, directionT] = supertrend(factor, atrPeriod)
[supertrend, direction] = security(syminfo.tickerid, "60", [supertrendT, directionT], barmerge.gaps_off, barmerge.lookahead_on)
plot(ema3, "ema3", color=color.red)
plot(ema5, "ema5", color=color.blue)
plot(ema8, "ema8", color=color.orange)
plot(ema13, "ema13", color=color.yellow)
plot(ema21, "ema21", color=color.red)
plot(ema34, "ema34", color=color.blue)
plot(ema55, "ema55", color=color.red, linewidth=2)
// plot(ema200, "ema200D", color=color.red)
var bool buy = na, bool sell = na, bool closeFull = na, bool closeHaft = na
buy := trend == 1 and movingAverageUpTrad and direction < 0// and stdev > stdev[1]
sell := trend != 1 and movingAverageDownTrad and direction > 0// and stdev > stdev[1]
var float entryPrice = na, bool isOpenPosition = false, string position = na, string closeComments = na
if cross(ema3, ema8)
closeFull := true
else if (position[1]== "SELL" and ema3 > ema5 and strategy.openprofit < minimum_profite)
closeFull := true
else if (position[1]== "BUY" and ema3 < ema5 and strategy.openprofit < minimum_profite)
closeFull := true
else
closeFull := false
if not na(position[1])
position := closeFull ? na : position[1]
entryPrice := closeFull ? na : entryPrice[1]
else if buy
position := "BUY"
entryPrice := (close[1] + open[1])/2
else if sell
position := "SELL"
entryPrice := (close[1] + open[1])/2
if buy or sell
line.new(x1 = bar_index - rb, y1 = entryPrice, x2 = bar_index, y2 = entryPrice, color = supcol, extend = extend.none, color=color.red, style = line.style_solid, width = 1)
if isOpenPosition[1]
isOpenPosition := closeFull ? false : isOpenPosition[1]
else if position == "SELL" and rsi[1] < rsi[2] and supertrendT != supertrendT[1]
isOpenPosition := true
else if position == "BUY" and rsi[1] > rsi[2] and supertrendT != supertrendT[1]
isOpenPosition := true
if strategy.openprofit < minimum_profite
closeComments := "Exit"
else
closeComments := "Trailing Stop"
message = '{"symbol":"{{ticker}}","action":"' + tostring(position) +'","quantity":"{{strategy.order.contracts}}"}'
if position== "SELL" and isOpenPosition and not isOpenPosition[1]
strategy.entry("Short", strategy.short, trad_amount, alert_message = message)
if position== "BUY" and isOpenPosition and not isOpenPosition[1]
strategy.entry("Long", strategy.long, trad_amount, alert_message = message)
if closeFull and isOpenPosition[1]
messageClose = '{"symbol":"{{ticker}}","close":' + tostring(closeFull) + '}'
strategy.close(position, comment = closeComments, alert_message = messageClose)
|
[MACLEN] TRUE RANGE | https://www.tradingview.com/script/D1I2A8CJ-MACLEN-TRUE-RANGE/ | MaclenMtz | https://www.tradingview.com/u/MaclenMtz/ | 92 | 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/
// © MaclenMtz
//@version=5
strategy("[MACLEN] Rangos", shorttitle="Rangos [https://t.me/Bitcoin_Maclen]", overlay=false, slippage=0, initial_capital=1000, currency=currency.USD, default_qty_type=strategy.fixed, default_qty_value=0.1, pyramiding=5, commission_type=strategy.commission.percent, commission_value=0.08)
//------WINDOW----------
i_startTime = input.time(defval = timestamp("01 Jan 2022 00:00 -0700"), title = "Start Time", group = "Backtest Window")
i_endTime = input.time(defval = timestamp("31 Dec 2025 00:00 -0700"), title = "End Time")
window = time >= i_startTime and time <= i_endTime
//-----------------------------
sube = close>close[1] ? ta.tr : 0
baja = close<close[1] ? ta.tr : 0
corto = input(10, group="Configuración")
largo = input(30)
suavizado = input(10)
fastDiff = ta.wma(sube, corto) - ta.wma(baja,corto)
slowDiff = ta.wma(sube, largo) - ta.wma(baja, largo)
ind = ta.wma(fastDiff - slowDiff, suavizado)
iColor = ind>0 ? color.green : ind<0 ? color.red : color.black
plot(ind, color=iColor)
plot(0, color=color.white)
long = ind[1]<ind and ind[2]<ind[1] and ind<0
short = ind[1]>ind and ind[2]>ind[1] and ind>0
plotshape(long and not long[1], style = shape.xcross, color=color.green, location=location.bottom, size=size.tiny)
plotshape(short and not short[1], style = shape.xcross, color=color.red, location=location.top, size=size.tiny)
//Apalancamiento
lev = input.int(2)
//Contratos
capital = input(defval=1000, title="Capital Inicial", group="Gestión de Riesgo")
contrato1 = (capital*lev)/(16*close)
c1 = contrato1
c2 = contrato1
c3 = contrato1*2
c4 = contrato1*4
c5 = contrato1*8
//cap_enopentrade = strategy.opentrades == 1 ? c1: strategy.opentrades == 2 ? c1+c2: strategy.opentrades == 3 ? c1+c2+c3: strategy.opentrades == 4 ? c1+c2+c3+c4: strategy.opentrades == 5 ? c1+c2+c3+c4+c5 : 0
change = math.round((close-strategy.position_avg_price)/strategy.position_avg_price * 100,2)
var float used = 0
porc_tp = input.float(6.5, step=0.1)
safe = input.float(-6.0, step=0.1)
sl = input.float(-5.0, title="StopLoss", step=0.1)
//----------------Strategy---------------------------
if strategy.opentrades == 0 and long and not long[1] and window
strategy.entry('BUY', strategy.long, qty=c1, comment="Buy")
used := used + (c1*close)
if strategy.opentrades == 1 and long and not long[1] and window and change<safe
strategy.entry('SAFE1', strategy.long, qty=c2, comment="Safe1")
used := used + (c2*close)
if strategy.opentrades == 2 and long and not long[1] and window and change<safe
strategy.entry('SAFE2', strategy.long, qty=c3, comment="Safe2")
used := used + (c3*close)
if strategy.opentrades == 3 and long and not long[1] and window and change<safe
strategy.entry('SAFE3', strategy.long, qty=c4, comment="Safe3")
used := used + (c4*close)
if strategy.opentrades == 4 and long and not long[1] and window and change<safe
strategy.entry('SAFE4', strategy.long, qty=c5, comment="Safe4")
used := used + (c5*close)
min_prof = strategy.openprofit>0
if (short and min_prof)
strategy.close_all(comment="Close (Profit= "+ str.tostring(math.round(change,2)*lev)+"%)")
used := 0
if math.abs(strategy.openprofit) >= (used/lev)
strategy.close_all(comment="LIQ")
used := 0
if change<=sl
strategy.close_all(comment="SL")
used := 0
//plot (strategy.openprofit)
//plot(strategy.position_size)
//plot(change)
//plot(used/lev)
var table display = table.new(position.top_right,1,1)
labelText = "Open P/L= " + str.tostring(math.round(strategy.openprofit,2)) + "\n" + "Price Change = " + str.tostring(change) + "%" + "\n" + "Capital Usado = " + str.tostring(used/lev)
table.cell(display,0,0, labelText, text_size=size.normal)
|
Hulk Strategy x35 Leverage 5m chart w/Alerts | https://www.tradingview.com/script/oGUYuz4N-Hulk-Strategy-x35-Leverage-5m-chart-w-Alerts/ | npietronuto1 | https://www.tradingview.com/u/npietronuto1/ | 1,504 | 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/
// © npietronuto1
//@version=5
strategy("Hulk Scalper x35 Leverage", shorttitle = "Smash Pullback Strat", overlay=true, initial_capital=100, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//RSI
rsiLength = input.int(20)
RsiTopInput = input.int(2)
RsiBotInput = input.int(-2)
// toprsiLine = hline(RsiTopInput, title = "Rsi Top Line", linestyle = hline.style_solid)
// botrsiLine = hline(RsiBotInput, title = "Rsi Bottom Line", linestyle = hline.style_solid)
rsi = ta.rsi(close, rsiLength)
rsiWeighted = rsi - 50 //Zeros Rsi to look nicer
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
adxlen = input(14, title="ADX Smoothing")
dilen = input(14, title="DI Length")
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)
sig = adx(dilen, adxlen)
ADXfilterlevel = input.int(33, title = "ADX filter amount")
// plot(sig, color=color.red, title="ADX")
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//MACD
FastMacdLength = input.int(12, group = "MACD")
SlowMacdLength = input.int(26, group = "MACD")
SignalLength = input.int(11, group = "MACD")
MacdTickAmountNeeded = input.float(5.45, title = "Tick Amount for entry", group = "MACD")
res = input.timeframe("1", group = "MACD")
// bullishgrow_col = input.color(defval = #3179f5)
// bullishweaken_col = input.color(defval = #00e1ff)
// bearishweaken_col = input.color(defval = #ff01f1)
// bearishgrow_col = input.color(defval = #9d00e5)
[FastMacd, SlowMacd, Macdhist] = ta.macd(close, FastMacdLength, SlowMacdLength, SignalLength)
//Pull MACD from Lower timeframe
MACD = request.security(syminfo.tickerid, res, Macdhist, gaps = barmerge.gaps_on)
//Grow and Fall Color
// getgrow_fall_col(Value) =>
// if Value >= 0
// if Value >= Value[1]
// color.new(bullishgrow_col, transp = 10)
// else if Value <= Value[1]
// color.new(bullishweaken_col, transp = 10)
// else if Value <= 0
// if Value <= Value[1]
// color.new(bearishgrow_col, transp = 10)
// else if Value >= Value[1]
// color.new(bearishweaken_col, transp = 10)
//CONDITIONS that check if MACD is overbought or oversold
MACDisAboveBand = MACD > MacdTickAmountNeeded
MACDisBelowBand = MACD < MacdTickAmountNeeded*-1
//Plot
// plot(MACD, style = plot.style_columns, color = getgrow_fall_col(MACD))
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//EMAs
//Inputs
EmaFastLength = input.int(50, title = "Ema Fast Length")
EmaSlowLength = input.int(200, title = "Ema Slow Length")
StrongUpTrendCol = input.color(color.rgb(74, 255, 163))
//WeakUptrend = input.color(color.rgb(74, 255, 163, 50))
StrongDownTrendCol = input.color(color.rgb(255, 71, 84))
//WeakDownTrend = input.color(color.rgb(255, 71, 84, 50))
//Calculations
emaFast= ta.ema(close, EmaFastLength)
emaSlow= ta.ema(close, EmaSlowLength)
emaDist=emaFast-emaSlow
EmaLengthFraction = emaDist/4
emafrac5 = emaSlow + EmaLengthFraction
emafrac4 = emaSlow + EmaLengthFraction*2
emafrac3 = emaSlow + EmaLengthFraction*3
emafrac2 = emaSlow + EmaLengthFraction*4
UptrendCol_DowntrendCol= emaFast>=emaSlow ? StrongUpTrendCol:StrongDownTrendCol
//Plot
ema1p = plot(emaFast, color = color.new(#000000, transp = 100))
ema2p = plot(emafrac2, color = color.new(#000000, transp = 100))
ema3p = plot(emafrac3, color = color.new(#000000, transp = 100))
ema4p = plot(emafrac4, color = color.new(#000000, transp = 100))
ema5p = plot(emafrac5, color = color.new(#000000, transp = 100))
ema6p = plot(emaSlow, color = color.new(#000000, transp = 100))
fill(ema2p,ema3p, color = color.new(UptrendCol_DowntrendCol, 70))
fill(ema3p,ema4p, color = color.new(UptrendCol_DowntrendCol, 60))
fill(ema4p,ema5p, color = color.new(UptrendCol_DowntrendCol, 50))
fill(ema5p,ema6p, color = color.new(UptrendCol_DowntrendCol, 40))
//Conditons
FastEma_above_SlowEma = emaFast > emaSlow
FastEma_below_SlowEma = emaFast < emaSlow
emaCrossEvent = ta.crossover(emaFast, emaSlow) or ta.crossover(emaSlow, emaFast)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//Trade Cap per EMA X
//Inputs
MaxTrades_PerCross_Checkbox = input.bool(true, "Limit Trades Per Cross", group = "Filters")
TrdCount = 0//Variable that keeps current trade count
if(TrdCount[1] > 0)//Passes variable on to current candle
TrdCount := TrdCount[1]
//Reset trade count if EMAs X
emaXevent = ta.crossover(emaFast, emaSlow) or ta.crossover(emaSlow, emaFast) // Check for EMA cross
if(emaXevent)
TrdCount := 0
//Conditions
MaxTrades = input.int(6)
IsMaxTrades_BelowCap = TrdCount[1] < MaxTrades //Condition that applies max trade count
if(not MaxTrades_PerCross_Checkbox)
IsMaxTrades_BelowCap := true
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//STRATEGY LOGIC
//Parameters
TakeProfitInput = input.float(0.0135, title = "Take Profit %", group = "TP/SL")
StopLossInput = input.float(0.011, title = "Stop Loss %", group = "TP/SL")
//TP/SL calculations
Long_takeProfit = close * (1 + TakeProfitInput)
Long_stopLoss = close * (1 - StopLossInput)
Short_takeProfit = close * (1 - TakeProfitInput)
Short_stopLoss = close * (1 + StopLossInput)
//LONG and Short
LongConditionPt1 = close > emaSlow and MACDisBelowBand and sig > ADXfilterlevel
LongConditionPt2 = FastEma_above_SlowEma and IsMaxTrades_BelowCap and strategy.position_size == 0
//Checks if Rsi Inbetween Lines
LongConditionPt3 = rsiWeighted < RsiTopInput and rsiWeighted > RsiBotInput
ShortConditionPt1 = close < emaSlow and MACDisAboveBand and sig > ADXfilterlevel
ShortConditionPt2 = FastEma_below_SlowEma and IsMaxTrades_BelowCap and strategy.position_size == 0
//Checks if Rsi Inbetween Lines
ShortConditionPt3 = rsiWeighted < RsiTopInput and rsiWeighted > RsiBotInput
// longCondition = FastEma_above_SlowEma and MACDisBelowBand and IsMaxTrades_BelowCap and rsiWeighted < RsiTopInput and strategy.position_size == 0
longCondition = LongConditionPt1 and LongConditionPt2 and LongConditionPt3
if(longCondition)
strategy.entry("long", strategy.long)
strategy.exit("exit", "long", limit = Long_takeProfit, stop = Long_stopLoss)
TrdCount := TrdCount + 1//ADD to Max Trades Count
alert("Go Long with TP at" + str.tostring(Long_takeProfit) + "and SL at" + str.tostring(Long_stopLoss), alert.freq_once_per_bar_close)
shortCondition = ShortConditionPt1 and ShortConditionPt2 and ShortConditionPt3
if(shortCondition )
strategy.entry("short", strategy.short)
strategy.exit("exit", "short", limit = Short_takeProfit, stop = Short_stopLoss)
TrdCount := TrdCount + 1 //ADD to Max Trades Count
alert("Go Short with TP at" + str.tostring(Short_takeProfit) + "and SL at" + str.tostring(Short_stopLoss), alert.freq_once_per_bar_close)
|
Strategy LinReg ST@RL | https://www.tradingview.com/script/TtTraOYt/ | RegisL76 | https://www.tradingview.com/u/RegisL76/ | 166 | 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/
// © RegisL76
// strategy based on an original idea of @KivancOzbilgic (SuperTrend) and DevLucem (@LucemAnb) (Lin Reg ++) //
// TradingView version : a special credit goes to - KivancOzbilgic and @LucemAnb which inspired me a lot to improve this indicator/Strategy. //
// ******************** //
// © RegisL76 //
// V 1780.0
// ******************** //
// V1.0 publiée 27/03/2022 (v845)
// V2.0 publiée 03/04/2022 (v921)
// V3.0 publiée 06/04/2022 (v927)
// V4.0 publiée 04/05/2022 (v938)
// V5.0 publiée 20/04/2023 (v1574)
// V6.0 publiée 28/06/2023 (v1780)
// TradingView Pine V5 //
//@version=5
// TradingView Pine V5 //
// *********************************************************************************************************************************************************************************************************** //
// ********************************************* Parametres Par Defaut Optimisés Pour BTC/USDT Perp Binance TF= 1m 3m 5m 15m 30m H1 H2 H3 H4 Daily Weekly *************************************************** //
// *********************************************************************************************************************************************************************************************************** //
strategy('Strategy LinReg ST@RL',shorttitle='LinRegST@RL', overlay=true, margin_long=70,margin_short=70,commission_value=0.04,
default_qty_value=80,initial_capital=1000,default_qty_type= strategy.percent_of_equity, currency=currency.USD,pyramiding=0,
calc_on_order_fills=false,calc_on_every_tick=false,process_orders_on_close=false,max_labels_count=500,max_lines_count=500,max_bars_back=0)
// ****************************************************************************************************************************************** //
// Parametres par defaut pour BTC/USDT Perp Binance TF=H1 //
// *************************************************** LINEAR REGRESSION INPUTS ************************************************************* //
THANKS = input.string('THANKS i -->>', tooltip=
'If you use this strategy and you are satisfied with the trading results,\n you may donate to me via paypal to [email protected]\n Thanks in advance !!!\n Have good winning trades and enjoy !'
, confirm=true, group='CONFIRMATION NEEDED')
CONFIG = input.string('CONFIG-->>',tooltip='MEMO -->>'
+'\nDef BTCUSDT Perp : Low - ?? - ?? - ?? - ?? - REGULAR : ALL TF !'
+'\n---------------------------------------------------------------'
+'\n1m BTCUSDT Perp : Low - 115 - 3 - 3.3 - 1 - REGULAR'
+'\n3m BTCUSDT Perp : Low - 142 - 0 - 3.9 - 1 - REGULAR'
+'\n5m BTCUSDT Perp : Low - 169 - 1 - 2.3 - 1 - REGULAR'
+'\n15m BTCUSDT Perp : Low - 167 - 0 - 0.6 - 6 - REGULAR'
+'\n30m BTCUSDT Perp : Low - 115 - 2 - 0.9 - 7 - REGULAR'
+'\nH1 BTCUSDT Perp : Low - 196 - 3 - 2.2 - 1 - REGULAR'
+'\nH2 BTCUSDT Perp : Low - 70 - 7 - 2.2 - 3 - REGULAR'
+'\nH3 BTCUSDT Perp : Low - 75 - 2 - 2.0 - 3 - REGULAR'
+'\nH4 BTCUSDT Perp : Low - 23 - 2 - 1.6 - 4 - REGULAR'
+'\nD BTCUSDT Perp : Low - 52 - 2 - 1.7 - 9 - REGULAR'
+'\nW BTCUSDT Perp : Low - 14 - 0 - 0.7 - 5 - REGULAR'
+'\nONLY FOR : '
+'\n1m 3m 5m 15m 30m H2 H3 H4 DAILY WEEKLY'
+'\nIF "CONF AUTO"', confirm=true, group='CONFIRMATION NEEDED')
NOTA = input.string('READ i -->>',tooltip='Inputs Marked With * Influence The Result Of The Stategy !',confirm=true, group='CONFIRMATION NEEDED')
// *********************************************************************************************************************** //
buy_only = input (false, 'BUY ONLY*', tooltip ='[Buy only] & [Sell only] both checked or both unchecked = [BUY + SELL]'
, group='For All TF', inline='ALLTF')
sell_only = input (false, 'SELL ONLY*', tooltip ='[Buy only] & [Sell only] both checked or both unchecked = [BUY + SELL]'
, group='For All TF', inline='ALLTF')
// **************************************************** STOP LOSS Inputs ************************************************* //
sl1 = input.float (1.5, 'STOP LOSS* % ' , minval=0.2,maxval=10,step=0.05, tooltip='Stop Loss : 0 to 10 % of Position Size, 100% with X10 [Default Value For All TimeFrame]'
, group='For All TF')
slX10 = input.bool (true,'STOP LOSS* X 10', tooltip='Stop Loss X10 Multiplier'
, group='For All TF', inline='SL')
no_sl = input.bool (false,'DISABLE* STOP LOSS', tooltip='Checked=Disable Exit by Stop Loss'
, group='For All TF')
// **************************************************** TAKE PROFIT Inputs *********************************************** //
tp1 = input.float (4.35, 'TAKE PROFIT* % ' ,minval=0.2,maxval=10,step=0.05, tooltip='Take Profit : 0 to 10 % of Position Size, 100% with X10 [Default Value For All TimeFrame]'
, group='For All TF')
tpX10 = input.bool (true,'TAKE PROFIT* X 10', tooltip='Take Profit X10 Multiplier'
, group='For All TF', inline='TP')
no_tp = input.bool (false,'DISABLE* TAKE PROFIT', tooltip='Checked=Disable Exit by Take Profit'
, group='For All TF')
// **************************************************** DISPLAY Inputs *************************************************** //
line_thick = input.int (2, 'Line LR Thickness', minval=1, maxval=4, group='COMMON INPUTS DISPLAY', inline='LR')
signals = input.string('All', 'Line LR Signals Display', options=['All','Last 500 Bars'], group='COMMON INPUTS DISPLAY', inline='LR')
color_up = input.color (color.new(#82fc00,0),'Up Color' , group='COMMON INPUTS DISPLAY', inline='COLOR')
color_down = input.color (color.new(#ff0000,0),'Down Color', group='COMMON INPUTS DISPLAY', inline='COLOR')
y_Pos_factor = input.float (3.0, 'Label Y Position Factor', minval=0.0,maxval=20.0,step=0.25, group='COMMON INPUTS DISPLAY')
show_trade_info = input (true, 'Show Trade Infos',
tooltip='Display Or Not The Trade Infos Label', group='COMMON INPUTS DISPLAY', inline='INFO')
show_full_info = input (false, 'Show Full Infos Label',
tooltip='Display Full Or Simple Trade Infos Label', group='COMMON INPUTS DISPLAY', inline='INFO')
barscolors = input (true, 'Trend Bars Colors',
tooltip='Displays Or Not The Color Of The Candles According To The Trend Of The Strategy, Instead Of The Standard Colors'
, group='COMMON INPUTS DISPLAY', inline='INFO')
trans_Col_bg = input.float (88, 'Trend Background Transparency', minval=86, maxval=90, step=1, group='COMMON INPUTS DISPLAY')
show_sl_line = input.bool (true, 'Show SL Line', group='COMMON INPUTS DISPLAY', inline='SL-TP')
show_tp_line = input.bool (true, 'Show TP Line', tooltip='Show TP / SL Lines & Backgrounds', group='COMMON INPUTS DISPLAY', inline='SL-TP')
showIntermedSignal= input.bool(true, 'Show intermediate Signals', tooltip='Show intermediate Signals', group='ALERT MESSAGES')
showBuySignal = input.bool(true, 'Show Buy Signals', tooltip='Show Buy Signals', group='ALERT MESSAGES')
showSellSignal = input.bool(true, 'Show Sell Signals', tooltip='Show Sell Signals', group='ALERT MESSAGES')
showTpSignal = input.bool(true, 'Show Exit TP Signals', tooltip='Show Exit TP Signals', group='ALERT MESSAGES')
showSlSignal = input.bool(true, 'Show Exit SL Signals', tooltip='Show Exit SL Signals', group='ALERT MESSAGES')
showExitSignal = input.bool(true, 'Show Exit Signals', tooltip='Show Exit Signals', group='ALERT MESSAGES')
source = input (low, 'COMMON SOURCE*',tooltip='(Default is "LOW")', group='DEFAULT FOR ALL TF')
conf_auto = input.bool (true,'CONF AUTO 1m 3m 5m 15m 30m H1 H2 H3 H4 DAILY WEEKLY*',
tooltip='CONF AUTO Only For Timeframe 1m 3m 5m 15m 30m H1 H2 H3 H4 DAILY WEEKLY, ELSE ALL OTHER TF = DEF CONF !',
confirm=true, group='DEFAULT FOR ALL TF')
// ------------------------------------------------------------------------------------------------- //
// Parametres defaut pour ALL Time Frame = DEFAUT Futures BTC/USDT Perp : Low - ?? - ?? - ?? - ?? - REGULAR // Default //
// ------------------------------------------------------------------------------------------------- //
length_Def = input.int (75, 'DEFAULT LENGTH* --', minval=1, group='COMMON DEFAULT CONFIG FOR ALL TF, EXCEPT IF CONF AUTO',inline='DEFAULT CONF')
offset_Def = input.int (2, 'DEFAULT OFFSET* --', minval=0, group='COMMON DEFAULT CONFIG FOR ALL TF, EXCEPT IF CONF AUTO',inline='DEFAULT CONF')
dev_Def = input.float (2.0, 'DEFAULT DEVIATION*', minval=0.1, step=0.1, group='COMMON DEFAULT CONFIG FOR ALL TF, EXCEPT IF CONF AUTO',inline='DEFAULT CONF')
smoothing_Def = input.int (3, 'DEFAULT SMOOTHING*', minval=1, group='COMMON DEFAULT CONFIG FOR ALL TF, EXCEPT IF CONF AUTO',inline='DEFAULT CONF')
reversal_Def = input (false, 'DEFAULT REVERSAL* ', group='COMMON DEFAULT CONFIG FOR ALL TF, EXCEPT IF CONF AUTO',inline='DEFAULT CONF',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// ------------------------------------------------------------------------------------------------- //
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = 1m Futures BTC/USDT Perp : Low - 115 - 3 - 3.3 - 1 - REGULAR - CONF AUTO 1m ! - //
// *********************************************************************************************************************** //
length_1m = input.int (115, 'LENGTH 1m* --', minval=1, group='CONFIG ONLY FOR 1m, IF CONF AUTO', inline='1m')
offset_1m = input.int (3, 'OFFSET 1m* -----' , minval=0, group='CONFIG ONLY FOR 1m, IF CONF AUTO', inline='1m')
dev_1m = input.float (3.3, 'DEVIATION 1m*', minval=0.1, step=0.1, group='CONFIG ONLY FOR 1m, IF CONF AUTO', inline='1m')
smoothing_1m = input.int (1, 'SMOOTHING 1m*', minval=1, group='CONFIG ONLY FOR 1m, IF CONF AUTO', inline='1m')
reversal_1m = input (false,'REVERSAL 1m*', group='CONFIG ONLY FOR 1m, IF CONF AUTO', inline='1m',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = 3m Futures BTC/USDT Perp : Low - 142 - 0 - 3.9 - 1 - REGULAR - CONF AUTO 3m ! - //
// *********************************************************************************************************************** //
length_3m = input.int (142, 'LENGTH 3m* --', minval=1, group='CONFIG ONLY FOR 3m, IF CONF AUTO', inline='3m')
offset_3m = input.int (0, 'OFFSET 3m* -----' , minval=0, group='CONFIG ONLY FOR 3m, IF CONF AUTO', inline='3m')
dev_3m = input.float (3.9, 'DEVIATION 3m*', minval=0.1, step=0.1, group='CONFIG ONLY FOR 3m, IF CONF AUTO', inline='3m')
smoothing_3m = input.int (1, 'SMOOTHING 3m*', minval=1, group='CONFIG ONLY FOR 3m, IF CONF AUTO', inline='3m')
reversal_3m = input (false,'REVERSAL 3m*', group='CONFIG ONLY FOR 3m, IF CONF AUTO', inline='3m',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = 5m Futures BTC/USDT Perp : Low - 169 - 1 - 2.3 - 1 - REGULAR - CONF AUTO 5m ! - //
// *********************************************************************************************************************** //
length_5m = input.int (169, 'LENGTH 5m* --', minval=1, group='CONFIG ONLY FOR 5m, IF CONF AUTO', inline='5m')
offset_5m = input.int (1, 'OFFSET 5m* -----' , minval=0, group='CONFIG ONLY FOR 5m, IF CONF AUTO', inline='5m')
dev_5m = input.float (2.3, 'DEVIATION 5m*', minval=0.1, step=0.1, group='CONFIG ONLY FOR 5m, IF CONF AUTO', inline='5m')
smoothing_5m = input.int (1, 'SMOOTHING 5m*', minval=1, group='CONFIG ONLY FOR 5m, IF CONF AUTO', inline='5m')
reversal_5m = input (false, 'REVERSAL 5m*', group='CONFIG ONLY FOR 5m, IF CONF AUTO', inline='5m',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = 15m Futures BTC/USDT Perp : Low - 167 - 0 - 0.6 - 6 - REGULAR - CONF AUTO 15m ! - //
// *********************************************************************************************************************** //
length_15m = input.int (167, 'LENGTH 15m* --', minval=1, group='CONFIG ONLY FOR 15m, IF CONF AUTO', inline='15m')
offset_15m = input.int (0, 'OFFSET 15m* -----' , minval=0, group='CONFIG ONLY FOR 15m, IF CONF AUTO', inline='15m')
dev_15m = input.float (0.6, 'DEVIATION 15m*', minval=0.1, step=0.1, group='CONFIG ONLY FOR 15m, IF CONF AUTO', inline='15m')
smoothing_15m = input.int (6, 'SMOOTHING 15m*', minval=1, group='CONFIG ONLY FOR 15m, IF CONF AUTO', inline='15m')
reversal_15m = input (false, 'REVERSAL 15m*', group='CONFIG ONLY FOR 15m, IF CONF AUTO', inline='15m',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = 30m Futures BTC/USDT Perp : Low - 115 - 2 - 0.9 - 7 - REGULAR - CONF AUTO 30m ! - //
// *********************************************************************************************************************** //
length_30m = input.int (115, 'LENGTH 30m* --', minval=1, group='CONFIG ONLY FOR 30m, IF CONF AUTO', inline='30m')
offset_30m = input.int (2, 'OFFSET 30m* -----' , minval=0, group='CONFIG ONLY FOR 30m, IF CONF AUTO', inline='30m')
dev_30m = input.float (0.9, 'DEVIATION 30m*', minval=0.1, step=0.1, group='CONFIG ONLY FOR 30m, IF CONF AUTO', inline='30m')
smoothing_30m = input.int (7, 'SMOOTHING 30m*', minval=1, group='CONFIG ONLY FOR 30m, IF CONF AUTO', inline='30m')
reversal_30m = input (false, 'REVERSAL 30m*', group='CONFIG ONLY FOR 30m, IF CONF AUTO', inline='30m',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// ------------------------------------------------------------------------------------------------- //
// Parametres de base pour Time Frame = H1 Futures BTC/USDT Perp : Low - 196 - 3 - 2.2 - 1 - REGULAR - CONF AUTO H1 ! - //
// ------------------------------------------------------------------------------------------------- //
length_H1 = input.int (196, 'LENGTH H1* --', minval=1, group='CONFIG ONLY FOR H1, IF CONF AUTO', inline='H1')
offset_H1 = input.int (3, 'OFFSET H1* -----', minval=0, group='CONFIG ONLY FOR H1, IF CONF AUTO', inline='H1')
dev_H1 = input.float (2.2, 'DEVIATION H1*', minval=0.1, step=0.1, group='CONFIG ONLY FOR H1, IF CONF AUTO', inline='H1')
smoothing_H1 = input.int (1, 'SMOOTHING H1*', minval=1, group='CONFIG ONLY FOR H1, IF CONF AUTO', inline='H1')
reversal_H1 = input (false, 'REVERSAL H1*', group='CONFIG ONLY FOR H1, IF CONF AUTO', inline='H1',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = H2 Futures BTC/USDT Perp : Low - 70 - 7 - 2.2 - 3 - REGULAR - CONF AUTO H2 ! - //
// *********************************************************************************************************************** //
length_H2 = input.int (70, 'LENGTH H2* --', minval=1, group='CONFIG ONLY FOR H2, IF CONF AUTO', inline='H2')
offset_H2 = input.int (7, 'OFFSET H2* -----' , minval=0, group='CONFIG ONLY FOR H2, IF CONF AUTO', inline='H2')
dev_H2 = input.float (2.2, 'DEVIATION H2*', minval=0.1, step=0.1, group='CONFIG ONLY FOR H2, IF CONF AUTO', inline='H2')
smoothing_H2 = input.int (3, 'SMOOTHING H2*', minval=1, group='CONFIG ONLY FOR H2, IF CONF AUTO', inline='H2')
reversal_H2 = input (false, 'REVERSAL _H2*', group='CONFIG ONLY FOR H2, IF CONF AUTO', inline='H2',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = H3 Futures BTC/USDT Perp : Low - 75 - 2 - 2.0 - 3 - REGULAR - CONF AUTO H3 ! - //
// *********************************************************************************************************************** //
length_H3 = input.int (75, 'LENGTH H3* --', minval=1, group='CONFIG ONLY FOR H3, IF CONF AUTO', inline='H3')
offset_H3 = input.int (2, 'OFFSET H3* -----' , minval=0, group='CONFIG ONLY FOR H3, IF CONF AUTO', inline='H3')
dev_H3 = input.float (2.0, 'DEVIATION H3*', minval=0.1, step=0.1, group='CONFIG ONLY FOR H3, IF CONF AUTO', inline='H3')
smoothing_H3 = input.int (3, 'SMOOTHING H3*', minval=1, group='CONFIG ONLY FOR H3, IF CONF AUTO', inline='H3')
reversal_H3 = input (false, 'REVERSAL H3*', group='CONFIG ONLY FOR H3, IF CONF AUTO', inline='H2',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = H4 Futures BTC/USDT Perp : Low - 23 - 2 - 1.6 - 4 - REGULAR - CONF AUTO H4 ! - //
// *********************************************************************************************************************** //
length_H4 = input.int (23, 'LENGTH H4* --', minval=1, group='CONFIG ONLY FOR H4, IF CONF AUTO', inline='H4')
offset_H4 = input.int (2, 'OFFSET H4* -----' , minval=0, group='CONFIG ONLY FOR H4, IF CONF AUTO', inline='H4')
dev_H4 = input.float (1.6, 'DEVIATION H4*', minval=0.1, step=0.1, group='CONFIG ONLY FOR H4, IF CONF AUTO', inline='H4')
smoothing_H4 = input.int (4, 'SMOOTHING H4*', minval=1, group='CONFIG ONLY FOR H4, IF CONF AUTO', inline='H4')
reversal_H4 = input (false, 'REVERSAL H4*', group='CONFIG ONLY FOR H4, IF CONF AUTO', inline='H4',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = D Futures BTC/USDT Perp : Low - 52 - 2 - 1.7 - 9 - REGULAR - CONF AUTO D ! - //
// *********************************************************************************************************************** //
length_D = input.int (52, 'LENGTH Daily* --', minval=1, group='CONFIG ONLY FOR DAILY, IF CONF AUTO', inline='DAILY')
offset_D = input.int (2, 'OFFSET Daily* -----' , minval=0, group='CONFIG ONLY FOR DAILY, IF CONF AUTO', inline='DAILY')
dev_D = input.float (1.7, 'DEVIATION Daily*', minval=0.1, step=0.1,group='CONFIG ONLY FOR DAILY, IF CONF AUTO', inline='DAILY')
smoothing_D = input.int (9, 'SMOOTHING Daily*', minval=1, group='CONFIG ONLY FOR DAILY, IF CONF AUTO', inline='DAILY')
reversal_D = input (false, 'REVERSAL Daily*', group='CONFIG ONLY FOR DAILY, IF CONF AUTO', inline='DAILY',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// *********************************************************************************************************************** //
// Parametres de base pour Time Frame = W Futures BTC/USDT Perp : Low - 14 - 0 - 0.7 - 5 - REGULAR - CONF AUTO W ! - //
// *********************************************************************************************************************** //
length_W = input.int (14, 'LENGTH Weekly* --', minval=1, group='CONFIG ONLY FOR WEEKLY, IF CONF AUTO', inline='WEEKLY')
offset_W = input.int (0, 'OFFSET Weekly* -----' , minval=0, group='CONFIG ONLY FOR WEEKLY, IF CONF AUTO', inline='WEEKLY')
dev_W = input.float (0.7, 'DEVIATION Weekly*', minval=0.1, step=0.1, group='CONFIG ONLY FOR WEEKLY, IF CONF AUTO', inline='WEEKLY')
smoothing_W = input.int (5, 'SMOOTHING Weekly*', minval=1, group='CONFIG ONLY FOR WEEKLY, IF CONF AUTO', inline='WEEKLY')
reversal_W = input (false, 'REVERSAL Weekly*', group='CONFIG ONLY FOR WEEKLY, IF CONF AUTO', inline='WEEKLY',
tooltip='Reversal = Reversal Strategy Method (Buy = Sell & Sell = Buy) ! May Be Better (Or Not !) Than The Regular Strategy !')
// ********************************************************************************************************************************************* //
// Default Conf //
smoothing=smoothing_Def
loop=length_Def
dev=dev_Def
conf='[CONF DEF]' // Default Conf //
reversal=reversal_Def
if (timeframe.period =='1') and conf_auto
smoothing:=smoothing_1m
loop:=length_1m
dev:=dev_1m
conf:='[CONF 1m]'
reversal:=reversal_1m
if (timeframe.period =='3') and conf_auto
smoothing:=smoothing_3m
loop:=length_3m
dev:=dev_3m
conf:='[CONF 3m]'
reversal:=reversal_3m
if (timeframe.period =='5') and conf_auto
smoothing:=smoothing_5m
loop:=length_5m
dev:=dev_5m
conf:='[CONF 5m]'
reversal:=reversal_5m
if (timeframe.period =='15') and conf_auto
smoothing:=smoothing_15m
loop:=length_15m
dev:=dev_15m
conf:='[CONF 15m]'
reversal:=reversal_15m
if (timeframe.period =='30') and conf_auto
smoothing:=smoothing_30m
loop:=length_30m
dev:=dev_30m
conf:='[CONF 30m]'
reversal:=reversal_30m
if timeframe.period =='60' and conf_auto
smoothing:=smoothing_H1
loop:=length_H1
dev:=dev_H1
conf:='[CONF H1]'
reversal:=reversal_H1
if timeframe.period =='120' and conf_auto
smoothing:=smoothing_H2
loop:=length_H2
dev:=dev_H2
conf:='[CONF H2]'
reversal:=reversal_H2
if timeframe.period =='180' and conf_auto
smoothing:=smoothing_H3
loop:=length_H3
dev:=dev_H3
conf:='[CONF H3]'
reversal:=reversal_H3
if timeframe.period =='240' and conf_auto
smoothing:=smoothing_H4
loop:=length_H4
dev:=dev_H4
conf:='[CONF H4]'
reversal:=reversal_H4
if timeframe.period =='D' and conf_auto
smoothing:=smoothing_D
loop:=length_D
dev:=dev_D
conf:='[CONF D]'
reversal:=reversal_D
if timeframe.period =='W' and conf_auto
smoothing:=smoothing_W
loop:=length_W
dev:=dev_W
conf:='[CONF W]'
reversal:=reversal_W
data(x) =>
ta.sma(request.security(syminfo.tickerid,timeframe.period, x), smoothing)
// ********************************************************************************************************************************************* //
// Default Conf //
linreg = data(ta.linreg(source, length_Def, offset_Def))
linreg_p = data(ta.linreg(source, length_Def, offset_Def + 1))
if (timeframe.period =='1') and conf_auto
linreg := data(ta.linreg(source, length_1m, offset_1m))
linreg_p := data(ta.linreg(source, length_1m, offset_1m + 1))
if (timeframe.period =='3') and conf_auto
linreg := data(ta.linreg(source, length_3m, offset_3m))
linreg_p := data(ta.linreg(source, length_3m, offset_3m + 1))
if timeframe.period =='5' and conf_auto
linreg := data(ta.linreg(source, length_5m, offset_5m))
linreg_p := data(ta.linreg(source, length_5m, offset_5m + 1))
if timeframe.period =='15' and conf_auto
linreg := data(ta.linreg(source, length_15m, offset_15m))
linreg_p := data(ta.linreg(source, length_15m, offset_15m + 1))
if timeframe.period =='30' and conf_auto
linreg := data(ta.linreg(source, length_30m, offset_30m))
linreg_p := data(ta.linreg(source, length_30m, offset_30m + 1))
if timeframe.period =='60' and conf_auto
linreg := data(ta.linreg(source, length_H1, offset_H1))
linreg_p := data(ta.linreg(source, length_H1, offset_H1 + 1))
if timeframe.period =='120' and conf_auto
linreg := data(ta.linreg(source, length_H2, offset_H2))
linreg_p := data(ta.linreg(source, length_H2, offset_H2 + 1))
if timeframe.period =='180' and conf_auto
linreg := data(ta.linreg(source, length_H3, offset_H3))
linreg_p := data(ta.linreg(source, length_H3, offset_H3 + 1))
if timeframe.period =='240' and conf_auto
linreg := data(ta.linreg(source, length_H4, offset_H4))
linreg_p := data(ta.linreg(source, length_H4, offset_H4 + 1))
if timeframe.period =='D' and conf_auto
linreg := data(ta.linreg(source, length_D, offset_D))
linreg_p := data(ta.linreg(source, length_D, offset_D + 1))
if timeframe.period =='W' and conf_auto
linreg := data(ta.linreg(source, length_W, offset_W))
linreg_p := data(ta.linreg(source, length_W, offset_W + 1))
// ********************************************************************************************************************************************* //
x = bar_index
slope = linreg - linreg_p
intercept = linreg - x * slope
deviationSum = 0.0
for i = 0 to loop - 1 by 1
deviationSum += math.pow(source[i] - (slope * (x - i) + intercept), 2)
deviationSum
// Default Conf //
deviation = math.sqrt(deviationSum / length_Def)
x1 = x - length_Def
y1 = slope * (x - length_Def) + intercept
lengthHist=length_Def
if (timeframe.period =='1') and conf_auto
deviation := math.sqrt(deviationSum / length_1m)
x1 := x - length_1m
y1 := slope * (x - length_1m) + intercept
lengthHist:=length_1m
if (timeframe.period =='3') and conf_auto
deviation := math.sqrt(deviationSum / length_3m)
x1 := x - length_3m
y1 := slope * (x - length_3m) + intercept
lengthHist:=length_3m
if (timeframe.period =='5') and conf_auto
deviation := math.sqrt(deviationSum / length_5m)
x1 := x - length_5m
y1 := slope * (x - length_5m) + intercept
lengthHist:=length_5m
if (timeframe.period =='15') and conf_auto
deviation := math.sqrt(deviationSum / length_15m)
x1 := x - length_15m
y1 := slope * (x - length_15m) + intercept
lengthHist:=length_15m
if (timeframe.period =='30') and conf_auto
deviation := math.sqrt(deviationSum / length_30m)
x1 := x - length_30m
y1 := slope * (x - length_30m) + intercept
lengthHist:=length_30m
if timeframe.period =='60' and conf_auto
deviation := math.sqrt(deviationSum / length_H1)
x1 := x - length_H1
y1 := slope * (x - length_H1) + intercept
lengthHist:=length_H1
if timeframe.period =='120' and conf_auto
deviation := math.sqrt(deviationSum / length_H2)
x1 := x - length_H2
y1 := slope * (x - length_H2) + intercept
lengthHist:=length_H2
if timeframe.period =='180' and conf_auto
deviation := math.sqrt(deviationSum / length_H3)
x1 := x - length_H3
y1 := slope * (x - length_H3) + intercept
lengthHist:=length_H3
if timeframe.period =='240' and conf_auto
deviation := math.sqrt(deviationSum / length_H4)
x1 := x - length_H4
y1 := slope * (x - length_H4) + intercept
lengthHist:=length_H4
if timeframe.period =='D' and conf_auto
deviation := math.sqrt(deviationSum / length_D)
x1 := x - length_D
y1 := slope * (x - length_D) + intercept
lengthHist:=length_D
if timeframe.period =='W' and conf_auto
deviation := math.sqrt(deviationSum / length_W)
x1 := x - length_W
y1 := slope * (x - length_W) + intercept
lengthHist:=length_W
x2 = x
y2 = linreg
// ********************************************************************************************************************************************* //
b = line(na)
dp = line(na)
dm = line(na)
bHist = line(na)
dpHist = line(na)
dmHist = line(na)
bHist1 = line(na)
dpHist1= line(na)
dmHist1= line(na)
b := line.new(x1, y1, x2, y2, xloc.bar_index, extend.right, color.white,style=line.style_dashed, width=line_thick)
line.delete(b[1])
bHist := line.new(x1[lengthHist], y1[lengthHist], x2[lengthHist], y2[lengthHist], xloc.bar_index, extend.none,
color.white,style=line.style_dashed, width=line_thick)
line.delete(bHist[1])
bHist1 := line.new(x1[lengthHist*2], y1[lengthHist*2], x2[lengthHist*2], y2[lengthHist*2], xloc.bar_index, extend.none,
color.white,style=line.style_dashed, width=line_thick)
line.delete(bHist1[1])
dp := line.new(x1, deviation * dev + y1, x2, deviation * dev + y2, xloc.bar_index, extend.right,
color_up,style=line.style_dashed, width=line_thick)
line.delete(dp[1])
dpHist := line.new(x1[lengthHist], deviation * dev + y1[lengthHist], x2[lengthHist], deviation * dev + y2[lengthHist],
xloc.bar_index, extend.none, color_up,style=line.style_dashed, width=line_thick)
line.delete(dpHist[1])
dpHist1 := line.new(x1[lengthHist*2], deviation * dev + y1[lengthHist*2], x2[lengthHist*2], deviation * dev + y2[lengthHist*2],
xloc.bar_index, extend.none, color_up,style=line.style_dashed, width=line_thick)
line.delete(dpHist1[1])
dm := line.new(x1, -deviation * dev + y1, x2, -deviation * dev + y2, xloc.bar_index, extend.right,
color_down,style=line.style_dashed, width=line_thick)
line.delete(dm[1])
dmHist := line.new(x1[lengthHist], -deviation * dev + y1[lengthHist], x2[lengthHist], -deviation * dev + y2[lengthHist],
xloc.bar_index, extend.none, color_down,style=line.style_dashed, width=line_thick)
line.delete(dmHist[1])
dmHist1 := line.new(x1[lengthHist*2], -deviation * dev + y1[lengthHist*2], x2[lengthHist*2], -deviation * dev + y2[lengthHist*2],
xloc.bar_index, extend.none, color_down,style=line.style_dashed, width=line_thick)
line.delete(dmHist1[1])
// ********************************************************************************************************************************************* //
// Signaux
dm_current = -deviation * dev + y2
dp_current = deviation * dev + y2
// *** Linear Regression Buy & Sell Signal Regular Mode *** //
sell = ta.crossunder (close, dm_current)
buy = ta.crossover (close, dp_current)
// ********************************************************************************************************************************************* //
plotshape(not reversal ? buy : na, title='BUY', style=shape.triangleup, location=location.top,color=color.new(#00ff00,0),size=size.tiny,
text='Buy', textcolor=color.new(#87a4f1, 0),show_last=signals == 'All' ? 99999999 : 500)
if not reversal and buy
line.new(bar_index, high, bar_index, low, xloc=xloc.bar_index, extend=extend.left, color=color.new(#00ff00,0), style=line.style_solid, width=1)
plotshape(not reversal ? sell : na, title='SELL', style=shape.triangledown,location=location.top,color=color.new(#ff0000,0) ,size=size.tiny,
text='Sell', textcolor=color.new(#87a4f1, 0),show_last=signals == 'All' ? 99999999 : 500)
if not reversal and sell
line.new(bar_index, high, bar_index, low, xloc=xloc.bar_index, extend=extend.left, color=color.new(#ff0000,0), style=line.style_solid, width=1)
plotshape(reversal ? buy : na, title='SELL Rv', style=shape.triangledown,location=location.top,color=color.new(#ff0000,0),size=size.tiny,
text='Sell\nRv',textcolor=color.new(#87a4f1, 0),show_last=signals == 'All' ? 99999999 : 500)
if reversal and buy
line.new(bar_index, high, bar_index, low, xloc=xloc.bar_index, extend=extend.left, color=color.new(#ff0000,0), style=line.style_solid, width=1)
plotshape(reversal ? sell: na, title='BUY Rv', style=shape.triangleup, location=location.top,color=color.new(#00ff00,0) ,size=size.tiny,
text='Buy\nRv', textcolor=color.new(#87a4f1, 0),show_last=signals == 'All' ? 99999999 : 500)
if reversal and sell
line.new(bar_index, high, bar_index, low, xloc=xloc.bar_index, extend=extend.left, color=color.new(#00ff00,0), style=line.style_solid, width=1)
// ******************************************************************************** //
// *** Define F_print_last function For Current Trade Infos *** //
f_print_last(_offsetx, _offsety, _lab_styl, _bkg_color, _text, _color_text, _size) =>
// *** Create label *** //.
var _label = label(na)
label.delete(_label)
_label := label.new(bar_index+_offsetx, _offsety, _text, xloc.bar_index, yloc.price, _bkg_color, _lab_styl, _color_text, _size, text.align_center)
_label
// ******************************************************************************** //
// *** Define F_print2 function For Trades Infos *** //
f_print2(_offsetx, _offsety, _lab_styl, _bkg_color, _text, _color_text, _size) =>
// *** Create label *** //.
var _label = label(na)
// label.delete(_label) // permanent label //
_label := label.new(bar_index + _offsetx, _offsety, _text, xloc.bar_index, yloc.price, _bkg_color, _lab_styl, _color_text, _size, text.align_center)
_label
// ******************************************************************************** //
// [Buy Only] & [Sell Only]' both checked or no checked = [BUY + SELL] //
if (sell_only and buy_only) or (not sell_only and not buy_only)
sell_only:=false
buy_only:=false
// ******************************************************************************** //
// Gestion Des Multiplicateurs Stop Loss //
// Managing Stop Loss Multipliers //
sl=sl1
if slX10 and sl>0
sl:=sl1*10
if no_sl
sl:=0
// *************************************** //
stp_loss_enable=bool(na)
if sl==0
stp_loss_enable:=false
else
stp_loss_enable:=true
// *************************************** //
// Gestion Des Multiplicateurs Take Profit //
// Managing Take Profit Multipliers //
tp=tp1
if tpX10 and tp>0
tp:=tp1*10
if no_tp
tp:=0
// *************************************** //
tp_enable=bool(na)
if tp==0
tp_enable:=false
else
tp_enable:=true
// ******************************************************************************************************************** //
trend = -1
trend := nz(trend[1], trend)
// ************************************************ LINEAR REGRESSION METHODE ***************************************** //
// Trend == 1 --> Long If Not Reverse //
if not reversal
trend := trend == -1 and buy ? 1 : trend == 1 and sell ? -1 : trend
else
trend := trend == 1 and buy ? -1 : trend == -1 and sell ? 1 : trend
changeCond = trend != trend[1]
// ********************************************************************************************************************* //
var no_bar=int(0)
varip int no_trend =0 // Varip //
var last_trend=int(na)
//-------------------------//
no_bar:=no_bar+1
last_trend:=no_bar-no_trend
varip trade = float(0)
//-------------------------//
if changeCond
no_trend := no_bar
// ******************************************************************************** //
var buySignal=bool(na)
if not reversal
buySignal:= changeCond and trend == 1
else
buySignal:= changeCond and trend == -1
// ******************************************************************************** //
var sellSignal = bool(na)
if not reversal
sellSignal:= changeCond and trend == -1
else
sellSignal:= changeCond and trend == 1
// ******************************************************************************** //
var bool sl_lg =na
var bool sl_sh =na
var bool stop_loss =na
var bool tp_lg =na
var bool tp_sh =na
var bool take_profit =na
// ********************************************************************************************************** //
// Gestion des Numeros de Trade, En Accord Avec La Liste Des Transactions Du testeur De Strategie TradindView //
// Management of Trade Numbers, In Accordance With The TradindView Strategy tester's Transactions List //
// ********************************************************************************************************** //
// ********************************************************************************************************** //
// ************************** modifying this section is not recommended ! *********************************** //
// ********************************************************************************************************** //
if (changeCond and not sell_only and not buy_only) and trade==0 // ************************************ //
trade:=trade+1 // ************************************ //
else
if (changeCond and not sell_only and not buy_only) // ************************************ //
trade:=trade+1
if trade==0 and not reversal and buySignal and buy_only // ************************************ //
trade:=trade+1
if trade==0 and not reversal and sellSignal and sell_only // ************************************ //
trade:=trade+1
if trade==0 and reversal and buySignal and sell_only // ************************************ //
trade:=trade+1
if trade==0 and reversal and sellSignal and buy_only // ************************************ //
trade:=trade+1
// ********************************************************************************************************** //
// ******************************************************************************** //
// ******************************* STRATEGY *************************************** //
// ******************************************************************************** //
var str_lg=bool(na)
var str_sh=bool(na)
// !!! Varip -> start_price!!!
varip start_price=float(na) // varip //
//**************************************************************************//
// Trend == 1 --> Long Normal
if trend == 1 and changeCond and not reversal and not str_lg
str_lg:=true
str_sh:=false
start_price:=close
sl_lg:=false
sl_sh:=false
tp_lg:=false
tp_sh:=false
// Trend == -1 --> Short Normal
if trend == -1 and changeCond and not reversal and not str_sh
str_lg:=false
str_sh:=true
start_price:=close
sl_lg:=false
sl_sh:=false
tp_lg:=false
tp_sh:=false
//**************************************************************************//
// Trend == -1 -->Short Reversal
if trend == -1 and changeCond and reversal and not str_sh
str_lg:=false
str_sh:=true
start_price:=close
sl_lg:=false
sl_sh:=false
tp_lg:=false
tp_sh:=false
// Trend == 1 --> Long Reversal
if trend == 1 and changeCond and reversal and not str_lg
str_lg:=true
str_sh:=false
start_price:=close
sl_lg:=false
sl_sh:=false
tp_lg:=false
tp_sh:=false
// **************************************************************************************************************************************************** //
// ************************************************ Strategy Entry LG - SH - LG Rev - SH Rev ********************************************************** //
// **************************************************************************************************************************************************** //
if not reversal and str_lg and not sell_only and buySignal
strategy.entry('Lg', strategy.long, comment = 'Lg '+str.format('{0,number,#}',trade))
stop_loss:=false
take_profit:=false
if not reversal and str_sh and not buy_only and sellSignal
strategy.entry('Sh', strategy.short,comment = 'Sh '+str.format('{0,number,#}',trade))
stop_loss:=false
take_profit:=false
if reversal and str_lg and not sell_only and sellSignal
strategy.entry('Lg Rev', strategy.long,comment = 'Lg Rev '+str.format('{0,number,#}',trade))
stop_loss:=false
take_profit:=false
if reversal and str_sh and not buy_only and buySignal
strategy.entry('Sh Rev', strategy.short,comment = 'Sh Rev '+str.format('{0,number,#}',trade))
stop_loss:=false
take_profit:=false
//**************************************************************************//
// Difference De Prix % //
// Price difference % //
d_per100=(close-close[last_trend])/math.max(close,close[last_trend])
var txt_end_trade=string(na)
total_days=string(na)
//**************************************************************************//
if str.tonumber(timeframe.period)<=240
total_days:='\nHist '+str.format('{0,number,#.#} ', (bar_index*str.tonumber(timeframe.period)/1440)) +' DAYS'
if timeframe.period=='D'
total_days:='\nHist '+str.format('{0,number,#.#} ', (bar_index)) +' DAYS'
if timeframe.period=='W'
total_days:='\nHist '+str.format('{0,number,#.#} ', (bar_index*7)) +' DAYS'
if timeframe.period=='M'
total_days:='\nHist '+str.format('{0,number,#.#} ', (bar_index*30.4375)) +' DAYS'
if timeframe.period!='M' and timeframe.period!='W' and timeframe.period!='D' and (str.tonumber(timeframe.period)>240 or str.tonumber(timeframe.period)<1)
total_days:='\nHist ???' + ' DAYS'
//**************************************************************************//
since_days=string(na)
since=bar_index-bar_index[last_trend]
// si le script s'exécute sur la barre précédant immédiatement la barre en temps réel
if barstate.islastconfirmedhistory
since:=bar_index-bar_index[last_trend]
//**************************************************************************//
if str.tonumber(timeframe.period)<=240
since_days:='\nSince '+str.format('{0,number,#.#} ', (since*str.tonumber(timeframe.period)/1440)) +' DAYS'
if timeframe.period=='D'
since_days:='\nSince '+str.format('{0,number,#.#} ', (since)) +' DAYS'
if timeframe.period=='W'
since_days:='\nSince '+str.format('{0,number,#.#} ', (since*7)) +' DAYS'
if timeframe.period=='M'
since_days:='\nSince '+str.format('{0,number,#.#} ', (since*30.4375)) +' DAYS'
if timeframe.period!='M' and timeframe.period!='W' and timeframe.period!='D' and (str.tonumber(timeframe.period)>240 or str.tonumber(timeframe.period)<1)
since_days:='\nSince ???' + ' DAYS'
//**************************************************************************//
SizePosUsd=string(na)
SizePosBtc =float(na)
if trade>=1
SizePosUsd:=strategy.account_currency+str.tostring(strategy.position_size*start_price,format =' #.##')
SizePosBtc:=strategy.position_size
PnlFlag=string(na)
GreenCircle =string('🟢')
RedCircle =string('🔴')
WhiteCircle =string('⚪')
if strategy.opentrades.profit(0)<0
PnlFlag:=RedCircle
else if strategy.opentrades.profit(0)>0
PnlFlag:=GreenCircle
else
PnlFlag:=WhiteCircle
if show_full_info
txt_end_trade:='# '+str.format('{0,number,#}',trade) +
' ' + PnlFlag +
'\n<last # '+str.format('{0,number,#}',trade[last_trend]) +
'\n<' + syminfo.basecurrency +str.format(' {0,number,#.########} ',strategy.position_size) +
'\n<' + SizePosUsd +
'\nSL ' + str.format('{0,number,#.###}',sl)+'%'+ ' TP ' +str.format('{0,number,#.###}',tp)+'%' +
'\n<E ' + str.format('{0,number,#.########} ' + strategy.account_currency,close[last_trend]) +
'\n=C ' + str.format('{0,number,#.########} ' + strategy.account_currency,close) +
'\nd ' + str.format('{0,number,#.########} ' + strategy.account_currency,close-close[last_trend]) +
'\n%d ' + str.format('{0,number,#.##%}',d_per100) +
'\n=PnL '+ str.format('{0,number,#.##} ' + strategy.account_currency ,strategy.opentrades.profit(0)) +
'\nCom ' + str.format('{0,number,-#.## }' + strategy.account_currency ,strategy.opentrades.commission(0)*2) +
total_days +
since_days
else
txt_end_trade:='# '+str.format('{0,number,#}',trade) +
' ' + PnlFlag +
'\n<' + syminfo.basecurrency +str.format(' {0,number,#.########} ',strategy.position_size) +
'\n<' + SizePosUsd +
'\n%d ' + str.format('{0,number,#.##%}',d_per100) +
'\nPnL ' + str.format('{0,number,#.##} ' + strategy.account_currency ,strategy.opentrades.profit(0)) +
'\nCom ' + str.format('{0,number,-#.## }' + strategy.account_currency ,strategy.opentrades.commission(0)*2) +
since_days
// ************************************ //
// Label Horizontal Position Setting //
atr = ta.sma(ta.tr, loop)
high_pos=ohlc4 + (y_Pos_factor * atr)
low_pos=ohlc4 - (y_Pos_factor * atr)
// ************************************ //
var f2=label(na)
if trade==0
label.delete(f2)
pnl_color=color(na)
if strategy.opentrades.profit(0)<0
pnl_color:=color.new(#080808, 0)
else if strategy.opentrades.profit(0)>0
pnl_color:=color.new(#ffffff,0)
else
pnl_color:=color.new(#fbe78c, 0)
varip trade_dir=string(na)
// **************************************************************************************************************** //
// *** Ordre Des Parametres Pour F_Print2 : (_Offsetx,_Offsety,_Lab_styl,_Bkg_color,_Text,_Color_text,_Size) *** //
// *** Order Of Parameters For F_Print2: (_Offsetx, _Offsety, _Lab_styl, _Bkg_color, _Text, _Color_text, _Size) *** //
// **************************************************************************************************************** //
// ----------------------------------------------------------------------------
txt_end_trade:=txt_end_trade +'\n'+str.format_time(time, "yyyy-MM-dd", "UTC")+'\ntrig='+str.format_time(time, "HH:mm", "UTC")+'\nUTC '
// ----------------------------------------------------------------------------
// Alert Intermediat Buy / Sell
if ta.crossunder (close, dm_current) and not reversal and showIntermedSignal
alert('\nIntermediate BUY Signal\n'+txt_end_trade, alert.freq_all)
if ta.crossover (close, dp_current) and not reversal and showIntermedSignal
alert('\nIntermediate SELL Signal\n'+txt_end_trade, alert.freq_all)
if ta.crossunder (close, dm_current) and reversal and showIntermedSignal
alert('\nIntermediate SELL Signal Rev.\n'+txt_end_trade, alert.freq_all)
if ta.crossover (close, dp_current) and reversal and showIntermedSignal
alert('\nIntermediate BUY Signal Rev.\n'+txt_end_trade, alert.freq_all)
// ----------------------------------------------------------------------------
if buySignal and show_trade_info and not reversal and not sell_only
f2:=f_print2( 1,high_pos,label.style_label_down, color.new(#65ff65, 40),
'Lg '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Lg '
if buySignal and not reversal and not sell_only
if showBuySignal
alert('\nBUY Signal\n'+txt_end_trade, alert.freq_all)
trade_dir:='Lg '
// ----------------------------------------------------------------------------
if buySignal and show_trade_info and reversal and not buy_only
f2:=f_print2( 1,low_pos,label.style_label_up, color.new(#ff6565, 40),
'ShRv '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='ShRv '
if buySignal and reversal and not buy_only
if showSellSignal
alert('\nSELL Rev. SIGNAL\n'+txt_end_trade, alert.freq_all)
trade_dir:='ShRv '
// ----------------------------------------------------------------------------
if sellSignal and show_trade_info and not reversal and not buy_only
f2:=f_print2( 1,low_pos,label.style_label_up, color.new(#ff6565,40),
'Sh '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Sh '
if sellSignal and not reversal and not buy_only
if showSellSignal
alert('\nSELL SIGNAL\n'+txt_end_trade, alert.freq_all)
trade_dir:='Sh '
// ----------------------------------------------------------------------------
if sellSignal and show_trade_info and reversal and not sell_only
f2:=f_print2( 1,high_pos,label.style_label_down, color.new(#65ff65,40),
'LgRv '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='LgRv '
if sellSignal and reversal and not sell_only
if showBuySignal
alert('\nBUY Rev. SIGNAL\n'+txt_end_trade, alert.freq_all)
trade_dir:='LgRv '
// ----------------------------------------------------------------------------
// ********************************************************************************************************************************************************** //
// CALCUL des valeurs de Stop Loss et Take Profit //
// ********************************************************************************************************************************************************** //
// Stop Loss & Take Profit calculés en pourcentage de la taille de la Position
// FORMULE De CALCUL du : TP_SL_usd = ((E_usd x SIZE_btc x TP_SL_% / 100) +- (E_usd x SIZE_btc)) / SIZE_btc
// Les Valeurs des Commissions d'Entrée & de Sortie sont prises en Compte !
SLLgValUsd= ( ( (start_price*SizePosBtc) - (start_price*SizePosBtc*sl/100) ) / SizePosBtc )+strategy.opentrades.commission(0)
SLShValUsd= ( ( (start_price*SizePosBtc) + (start_price*SizePosBtc*sl/100) ) / SizePosBtc )-strategy.opentrades.commission(0)
TPLgValUsd= ( ( (start_price*SizePosBtc) + (start_price*SizePosBtc*tp/100) ) / SizePosBtc )+strategy.opentrades.commission(0)
TPShValUsd= ( ( (start_price*SizePosBtc) - (start_price*SizePosBtc*tp/100) ) / SizePosBtc )-strategy.opentrades.commission(0)
// ********************************************************************************************************************************************************** //
// ********************************************************************************************************************************************************** //
// ********************************************************************* STOP LOSS ************************************************************************** //
// ********************************************************************************************************************************************************** //
// SIGNAL SL
if close <= SLLgValUsd and stp_loss_enable and str_lg and not sell_only
sl_lg := true
stop_loss:=true
if close >= SLShValUsd and stp_loss_enable and str_sh and not buy_only
sl_sh := true
stop_loss:=true
// **************************************************************************************************************** //
// *** Ordre Des Parametres Pour F_Print2 : (_Offsetx,_Offsety,_Lab_styl,_Bkg_color,_Text,_Color_text,_Size) *** //
// *** Order Of Parameters For F_Print2: (_Offsetx, _Offsety, _Lab_styl, _Bkg_color, _Text, _Color_text, _Size) *** //
// **************************************************************************************************************** //
varip sl_price=float(na) // varip //
if sl_lg and stp_loss_enable and not reversal and show_trade_info and str_lg and not sell_only
f2:=f_print2( 0,low_pos,label.style_label_up, color.new(#00aaff,40),
'SL LG '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Null '
if sl_lg and stp_loss_enable and not reversal and str_lg
strategy.close('Lg', comment = 'STOP LOSS LG '+str.format('{0,number,#}',trade),immediately = true)
if showSlSignal
alert('\nSTOP LOSS LG\n'+txt_end_trade, alert.freq_all)
str_lg:=false
str_sh:=false
sl_price:=close
trade_dir:='Null '
// ******************************************************************************** //
if sl_sh and stp_loss_enable and not reversal and show_trade_info and str_sh and not buy_only
f2:=f_print2( 0,high_pos,label.style_label_down, color.new(#fbea7f, 40),
'SL SH '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Null '
if sl_sh and stp_loss_enable and not reversal and str_sh
strategy.close('Sh', comment = 'STOP LOSS SH '+str.format('{0,number,#}',trade),immediately = true)
if showSlSignal
alert('\nSTOP LOSS SH\n'+txt_end_trade, alert.freq_all)
str_lg:=false
str_sh:=false
sl_price:=close
trade_dir:='Null '
// ******************************************************************************** //
// ******************************************************************************** //
if sl_lg and stp_loss_enable and reversal and show_trade_info and str_lg and not sell_only
f2:=f_print2( 0,low_pos,label.style_label_up, color.new(#00aaff,40),
'SL LGRv '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Null '
if sl_lg and stp_loss_enable and reversal and str_lg
strategy.close('Lg Rev', comment = 'STOP LOSS LG Rev. '+str.format('{0,number,#}',trade),immediately = true)
if showSlSignal
alert('\nSTOP LOSS LG Rev.\n'+txt_end_trade, alert.freq_all)
str_lg:=false
str_sh:=false
sl_price:=close
trade_dir:='Null '
// ******************************************************************************** //
if sl_sh and stp_loss_enable and reversal and show_trade_info and str_sh and not buy_only
f2:=f_print2( 0,high_pos,label.style_label_down, color.new(#fbea7f, 40),
'SL SHRv '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Null '
if sl_sh and stp_loss_enable and reversal and str_sh
strategy.close('Sh Rev', comment = 'STOP LOSS SH Rev. '+str.format('{0,number,#}',trade),immediately = true)
if showSlSignal
alert('\nSTOP LOSS SH Rev.\n'+txt_end_trade, alert.freq_all)
str_lg:=false
str_sh:=false
sl_price:=close
trade_dir:='Null '
// ********************************************************************************************************************************************************** //
// ********************************************************************* TAKE PROFIT ************************************************************************ //
// ********************************************************************************************************************************************************** //
// SIGNAL TP
if close >= TPLgValUsd and tp_enable and str_lg and not sell_only
tp_lg := true
take_profit:=true
if close <= TPShValUsd and tp_enable and str_sh and not buy_only
tp_sh := true
take_profit:=true
// **************************************************************************************************************** //
// *** Ordre Des Parametres Pour F_Print2 : (_Offsetx,_Offsety,_Lab_styl,_Bkg_color,_Text,_Color_text,_Size) *** //
// *** Order Of Parameters For F_Print2: (_Offsetx, _Offsety, _Lab_styl, _Bkg_color, _Text, _Color_text, _Size) *** //
// **************************************************************************************************************** //
varip tp_price=float(na) //varip //
if tp_lg and tp_enable and not reversal and show_trade_info and str_lg and not sell_only
f2:=f_print2( 0,low_pos,label.style_label_up, color.new(#00ffdd, 40),
'TP LG '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Null '
if tp_lg and tp_enable and not reversal and str_lg
strategy.close('Lg', comment = 'TAKE PROFIT LG '+str.format('{0,number,#}',trade),immediately = true)
if showTpSignal
alert('\nTAKE PROFIT LG\n'+txt_end_trade, alert.freq_all)
str_lg:=false
str_sh:=false
tp_price:=close
trade_dir:='Null '
// ******************************************************************************** //
if tp_sh and tp_enable and not reversal and show_trade_info and str_sh and not buy_only
f2:=f_print2( 0,high_pos,label.style_label_down, color.new(#ff5f00,40),
'TP SH '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Null '
if tp_sh and tp_enable and not reversal and str_sh
strategy.close('Sh', comment = 'TAKE PROFIT SH '+str.format('{0,number,#}',trade),immediately = true)
if showTpSignal
alert('\nTAKE PROFIT SH\n'+txt_end_trade, alert.freq_all)
str_lg:=false
str_sh:=false
tp_price:=close
trade_dir:='Null '
// ******************************************************************************** //
// ******************************************************************************** //
if tp_lg and tp_enable and reversal and show_trade_info and str_lg and not sell_only
f2:=f_print2( 0,low_pos,label.style_label_up, color.new(#00ffdd, 40),
'TP LGRv '+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Null '
if tp_lg and tp_enable and reversal and str_lg
strategy.close('Lg Rev', comment = 'TAKE PROFIT LG Rev. '+str.format('{0,number,#}',trade),immediately = true)
if showTpSignal
alert('\nTAKE PROFIT LG Rev.\n'+txt_end_trade, alert.freq_all)
str_lg:=false
str_sh:=false
tp_price:=close
trade_dir:='Null '
// ******************************************************************************** //
if tp_sh and tp_enable and reversal and show_trade_info and str_sh and not buy_only
f2:=f_print2( 0,high_pos,label.style_label_down, color.new(#ff5f00,40),
'TP SHRv'+txt_end_trade,
pnl_color, size.normal)
trade_dir:='Null '
if tp_sh and tp_enable and reversal and str_sh
strategy.close('Sh Rev', comment = 'TAKE PROFIT SH Rev. '+str.format('{0,number,#}',trade),immediately = true)
if showTpSignal
alert('\nTAKE PROFIT SH Rev.\n'+txt_end_trade, alert.freq_all)
str_lg:=false
str_sh:=false
tp_price:=close
trade_dir:='Null '
// ********************************************************************************************************************************************************** //
// EXIT //
// ********************************************************************************************************************************************************** //
if changeCond and sellSignal and not reversal and buy_only and show_trade_info and not stop_loss and not take_profit
f2:=f_print2( 0,low_pos,label.style_label_up, color.new(#f47ff2, 40),
'ExLg '+txt_end_trade,
pnl_color, size.normal)
stop_loss:=false
take_profit:=false
trade_dir:='Null '
if changeCond and sellSignal and not reversal and buy_only
strategy.close('Lg',comment = 'Exit Lg '+str.format('{0,number,#}',trade), immediately=true)
if showExitSignal
alert('\nEXIT LG\n'+txt_end_trade, alert.freq_all)
stop_loss:=false
take_profit:=false
trade:=trade+1
trade_dir:='Null '
str_lg:=false
str_sh:=false
// ********************************************************************************************************************************************************** //
if changeCond and buySignal and not reversal and sell_only and show_trade_info and not stop_loss and not take_profit
f2:=f_print2( 0,high_pos,label.style_label_down, color.new(#8bfcc7, 40),
'ExSh '+txt_end_trade,
pnl_color, size.normal)
stop_loss:=false
take_profit:=false
trade_dir:='Null '
if changeCond and buySignal and not reversal and sell_only
strategy.close('Sh', comment = 'Exit Sh '+str.format('{0,number,#}',trade), immediately=true)
if showExitSignal
alert('\nEXIT SH\n'+txt_end_trade, alert.freq_all)
stop_loss:=false
take_profit:=false
trade:=trade+1
trade_dir:='Null '
str_lg:=false
str_sh:=false
// ********************************************************************************************************************************************************** //
// ********************************************************************************************************************************************************** //
if changeCond and sellSignal and reversal and sell_only and show_trade_info and not stop_loss and not take_profit
f2:=f_print2( 0,high_pos,label.style_label_down, color.new(#8bfcc7,40),
'ExShRv '+txt_end_trade,
pnl_color, size.normal)
stop_loss:=false
take_profit:=false
trade_dir:='Null '
if changeCond and sellSignal and reversal and sell_only
strategy.close('Sh Rev', comment = 'Exit Sh Rev '+str.format('{0,number,#}',trade), immediately=true)
if showExitSignal
alert('\nEXIT SH REV.\n'+txt_end_trade, alert.freq_all)
stop_loss:=false
take_profit:=false
trade:=trade+1
trade_dir:='Null '
str_lg:=false
str_sh:=false
// ********************************************************************************************************************************************************** //
if changeCond and buySignal and reversal and buy_only and show_trade_info and not stop_loss and not take_profit
f2:=f_print2( 0,low_pos,label.style_label_up, color.new(#f47ff2,40),
'ExLgRv '+txt_end_trade,
pnl_color, size.normal)
stop_loss:=false
take_profit:=false
trade_dir:='Null '
if changeCond and buySignal and reversal and buy_only
strategy.close('Lg Rev', comment = 'Exit Lg Rev '+str.format('{0,number,#}',trade), immediately=true)
if showExitSignal
alert('\n'+'EXIT LG REV.\n'+txt_end_trade, alert.freq_all)
stop_loss:=false
take_profit:=false
trade:=trade+1
trade_dir:='Null '
str_lg:=false
str_sh:=false
// ********************************************* Candle Colors According To Trend Direction ***************************************************************** //
barcolor (not reversal and trend == -1 and barscolors and not buy_only and not stop_loss and not take_profit ? color.new(#ff0000, 55) :
not reversal and trend == 1 and barscolors and not sell_only and not stop_loss and not take_profit ? color.new(#00ff00, 55) :
reversal and trend == -1 and barscolors and not buy_only and not stop_loss and not take_profit ? color.new(#ff0000, 55) :
reversal and trend == 1 and barscolors and not sell_only and not stop_loss and not take_profit ? color.new(#00ff00, 55) :
barscolors ? color.new(#2a2a2c, 55) : na )
// ********************************************************************************************************************************************************** //
shp_color =color.new(na,100)
if not take_profit and not stop_loss
if str_lg and (linreg >= linreg[1])
shp_color:=not sell_only ? color.new(#00ff00,0) : color.new(#00ff00,80)
if str_lg and (linreg < linreg[1])
shp_color:=not sell_only ? color.new(#eaff00,0) : color.new(#eaff00,80)
// ------------------------------------------------------------------------------------------------- //
if str_sh and (linreg < linreg[1])
shp_color:=not buy_only ? color.new(#ff0000,0) : color.new(#ff0000,80)
if str_sh and (linreg >= linreg[1])
shp_color:=not buy_only ? color.new(#ff9100,0) : color.new(#ff9100,80)
plot(linreg, 'Regression Line', color= shp_color,linewidth=2,style=plot.style_line)
plotshape(str_lg ? linreg : na, 'Lg PnL Line',style=shape.square,location=location.bottom,color=str_lg and (close>=start_price) ? color.new(#00ff00, 20) :
str_lg and (close<start_price) ? color.new(#ff0000, 20) : na,size=size.tiny)
plotshape(str_sh ? linreg : na, 'Sh PnL Line',style=shape.square,location=location.bottom,color=str_sh and (close<start_price) ? color.new(#00ff00, 20) :
str_sh and (close>=start_price) ? color.new(#ff0000, 20) : na,size=size.tiny)
// ********************************************************************* Stop Loss Indicator ************************************************************************************ //
sl_lg_price=SLLgValUsd
if show_sl_line and stp_loss_enable and not sell_only and sl_lg
sl_lg_price:=sl_price
sl_sh_price=SLShValUsd
if show_sl_line and stp_loss_enable and not buy_only and sl_sh
sl_sh_price:=sl_price
sl_line_lg=plot(show_sl_line and stp_loss_enable and not sell_only and (str_lg or sl_lg) and not stop_loss ? sl_lg_price : na,
title='Stop loss Lg Line', style=plot.style_linebr, linewidth=2, color=color.new(#ff0000,0),offset=1)
sl_line_sh=plot(show_sl_line and stp_loss_enable and not buy_only and (str_sh or sl_sh) and not stop_loss ? sl_sh_price : na,
title='Stop loss Sh Line', style=plot.style_linebr, linewidth=2, color=color.new(#ff0000,0),offset=1)
// ********************************************************************* Take Profit Indicator ************************************************************************************ //
tp_lg_price=TPLgValUsd
if show_tp_line and tp_enable and not sell_only and tp_lg
tp_lg_price:=tp_price
tp_sh_price=TPShValUsd
if show_tp_line and tp_enable and not buy_only and tp_sh
tp_sh_price:=tp_price
tp_line_lg=plot(show_tp_line and tp_enable and not sell_only and (str_lg or tp_lg) and not take_profit ? tp_lg_price : na,
title='Take Profit Lg Line', style=plot.style_linebr, linewidth=2, color=color.new(#00ff00,0),offset=1)
tp_line_sh=plot(show_tp_line and tp_enable and not buy_only and (str_sh or tp_sh) and not take_profit ? tp_sh_price : na,
title='Take Profit Sh Line', style=plot.style_linebr, linewidth=2, color=color.new(#00ff00,0),offset=1)
// ********************************************************************* Entry Price Indicator ********************************************************************************** //
start_price_lg=plot(start_price , title='Start Price Lg Line', style=plot.style_stepline_diamond, linewidth=2,
color=not changeCond and not sell_only and (str_lg or sl_lg or tp_lg) and not stop_loss and not take_profit ? color.new(color.white,0) : na,trackprice=false,offset=1)
start_price_sh=plot(start_price , title='Start Price Sh Line', style=plot.style_stepline_diamond, linewidth=2,
color=not changeCond and not buy_only and (str_sh or sl_sh or tp_sh) and not stop_loss and not take_profit ? color.new(color.white,0) : na,trackprice=false,offset=1)
// ********************************************************************* Stop Loss Background *********************************************************************************** //
fill(start_price_lg, sl_line_lg , title='Stop Long Background', color=show_sl_line and stp_loss_enable and not sell_only and not stop_loss ? color.new(#ff4fb3,90): na)
fill(start_price_sh, sl_line_sh , title='Stop Short Background', color=show_sl_line and stp_loss_enable and not buy_only and not stop_loss ? color.new(#ff4fb3,90): na)
// ******************************************************************* Take Profit Background *********************************************************************************** //
fill(start_price_lg, tp_line_lg , title='TP Long Background', color=show_tp_line and tp_enable and not sell_only and not take_profit ? color.new(#00ff00,90): na)
fill(start_price_sh, tp_line_sh , title='TP Short Background', color=show_tp_line and tp_enable and not buy_only and not take_profit ? color.new(#00ff00,90): na)
// dmline & dpline
dmline=plot(dm_current,'dm_current',color=str_lg or str_sh ? color.new(#00ff00, 0) : color.new(#217d21, 0),style=plot.style_line,linewidth=1)
dpline=plot(dp_current,'dp_current',color=str_lg or str_sh ? color.new(#ff0000, 0) : color.new(#852727, 0),style=plot.style_line,linewidth=1)
// ******************************************************************* Take Profit Background *********************************************************************************** //
var f1=label(na)
if trade==0 or barstate.ishistory
label.delete(f1)
// ******************************************************************* Label Current Position *************************************************************** //
// ***************************************************************************************************************** //
// *** Ordre Des Parametres Pour F_Print_last : (_Offsetx,_Offsety,_Lab_styl,_Bkg_color,_Text,_Color_text,_Size) *** //
// *** Order Of Parameters For F_Print_last: (_Offsetx, _Offsety, _Lab_styl, _Bkg_color, _Text, _Color_text, _Size) //
// ***************************************************************************************************************** //
//
f1:=f_print_last(8,close,label.style_label_left, strategy.openprofit>=0 ? color.new(#aaffaa,50) : strategy.openprofit<0 ? color.new(#ff7777,50) : color.new(#cccccc,80),
trade_dir+txt_end_trade+'\n'+conf,
pnl_color, size.normal)
// ********************************************************************************************************************************************************** //
// ********************************************************************************************************************************************************** //
// ************************************************************************ END CODE ************************************************************************ //
// ********************************************************************************************************************************************************** //
// ********************************************************************************************************************************************************** //
|
Trendelicious Strategy | https://www.tradingview.com/script/l2QjZKrb-Trendelicious-Strategy/ | levieux | https://www.tradingview.com/u/levieux/ | 93 | 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/
// © levieux
//@version=5
strategy(title='Trendelicious Strategy', shorttitle='Trendelicious Strategy', initial_capital=1000, overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.1)
length=input(defval=30)
price=input(defval=hl2, title="Price Source")
aggressiveMode=input(defval=false,title="Aggressive Mode")
start = input.time(defval = timestamp("01 Jan 1900 00:00 +0000"), title = "Start Time")
end = input.time(defval = timestamp("31 Dec 2050 23:59 +0000"), title = "End Time")
window() =>
time >= start and time < end
if not window()
strategy.cancel_all()
isUptrend(price,length,aggressiveMode) =>
uptrend= false
PP= (ta.highest(price,length)+ta.lowest(price,length))/2
ppChange= ta.change(PP,1)
ppFlat= ppChange==0
priceOverPP=ta.crossover(price,PP)
priceUnderPP=ta.crossunder(price,PP)
risingPrice= ta.rising(price,5)
risingPP= ta.rising(PP,5)
fallingPrice= ta.falling(price,5)
fallingPP= ta.falling(PP,5)
uptrendCondition1= price>PP and (ppChange>0 or (ppChange==0 and aggressiveMode)) and (ppChange[1]>0 or (ppChange[1]==0 and aggressiveMode)) and ppChange[2]>=0 and ppChange[3]>=0
uptrendCondition2= (priceOverPP or risingPrice) and ppFlat and aggressiveMode
uptrendCondition3= risingPrice and fallingPP and aggressiveMode
downtrendCondition1= price < PP and (ppChange<0 or (ppChange==0 and aggressiveMode)) and (ppChange[1]<0 or (ppChange[1]==0 and aggressiveMode)) and ppChange[2]<=0 and ppChange[3]<=0
downtrendCondition2= (priceUnderPP or fallingPrice) and ppFlat and aggressiveMode
downtrendCondition3= fallingPrice and risingPP and aggressiveMode
if uptrendCondition1 or uptrendCondition2 or uptrendCondition3
uptrend:= true
else if downtrendCondition1 or downtrendCondition2 or downtrendCondition3
uptrend:= false
else
uptrend:= uptrend[1]
[PP,uptrend]
[trendline,uptrend]= isUptrend(price,length,aggressiveMode)
baseLinePlot = plot((open + close) / 2, display=display.none)
upTrendPlot = plot(uptrend ? trendline : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrendPlot = plot(not uptrend ? trendline : na, "Down Trend", color = color.red, style=plot.style_linebr)
fill(baseLinePlot, upTrendPlot, color.new(color.green, 90), fillgaps=false)
fill(baseLinePlot, downTrendPlot, color.new(color.red, 90), fillgaps=false)
buyCondition= window() and uptrend and uptrend[1] and strategy.position_size<=0
sellCondition= window() and not uptrend and not uptrend[1] and strategy.position_size>=0
firstTradePrice= close-close
firstTradePrice:= nz(firstTradePrice[1],0)
if buyCondition
strategy.entry("Long", strategy.long)
if firstTradePrice==0
firstTradePrice:= close
else if sellCondition
strategy.close("Long")
end_time= time_close>timenow
end_time:= time_close + (time_close - time_close[1]) > timenow or barstate.islastconfirmedhistory
precision= 0
if end_time
netprofit=math.round(strategy.netprofit,precision)
netprofitPercent=math.round(100*netprofit/strategy.initial_capital,precision)
bhprofit= math.round((strategy.initial_capital/firstTradePrice)*close-strategy.initial_capital,precision)
bhprofitPercent= math.round(100*bhprofit/strategy.initial_capital,precision)
openprofit=math.round(strategy.openprofit,precision)
trades= strategy.closedtrades
wins= strategy.wintrades
losses= strategy.losstrades
winColor= color.new(color.green, transp = 20)
loseColor= color.new(color.red, transp = 20)
neutralColor= color.new(color.silver, transp = 70)
testTable = table.new(position = position.bottom_right, columns = 2, rows = 4, border_width = 1)
table.cell(table_id = testTable, column = 0, row = 0, text = "Net Profit", bgcolor = #cccccc)
table.cell(table_id = testTable, column = 1, row = 0, text = str.tostring(netprofit)+"\n"+str.tostring(netprofitPercent)+" %", bgcolor= netprofit>0?winColor:loseColor)
table.cell(table_id = testTable, column = 0, row = 1, text = "Buy & Hold", bgcolor = #cccccc)
table.cell(table_id = testTable, column = 1, row = 1, text = str.tostring(bhprofit)+"\n"+str.tostring(bhprofitPercent)+" %", bgcolor= bhprofitPercent>0?winColor:loseColor)
table.cell(table_id = testTable, column = 0, row = 2, text = "Win / Loss", bgcolor = #cccccc)
table.cell(table_id = testTable, column = 1, row = 2, text = str.tostring(wins)+" / "+str.tostring(losses), bgcolor=neutralColor)
table.cell(table_id = testTable, column = 0, row = 3, text = "Open PnL", bgcolor = #cccccc)
table.cell(table_id = testTable, column = 1, row = 3, text = str.tostring(openprofit), bgcolor= openprofit==0?neutralColor:openprofit>0?winColor:loseColor)
|
Trading the Equity Curve Position Sizing Example | https://www.tradingview.com/script/md5jT8X2-Trading-the-Equity-Curve-Position-Sizing-Example/ | shardison | https://www.tradingview.com/u/shardison/ | 69 | 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/
// © shardison
//@version=5
//EXPLANATION
//"Trading the equity curve" as a risk management method is the
//process of acting on trade signals depending on whether a system’s performance
//is indicating the strategy is in a profitable or losing phase.
//The point of managing equity curve is to minimize risk in trading when the equity curve is in a downtrend.
//This strategy has two modes to determine the equity curve downtrend:
//By creating two simple moving averages of a portfolio's equity curve - a short-term
//and a longer-term one - and acting on their crossings. If the fast SMA is below
//the slow SMA, equity downtrend is detected (smafastequity < smaslowequity).
//The second method is by using the crossings of equity itself with the longer-period SMA (equity < smasloweequity).
//When "Reduce size by %" is active, the position size will be reduced by a specified percentage
//if the equity is "under water" according to a selected rule. If you're a risk seeker, select "Increase size by %"
//- for some robust systems, it could help overcome their small drawdowns quicker.
strategy("Use Trading the Equity Curve Postion Sizing", shorttitle="TEC", default_qty_type = strategy.percent_of_equity, default_qty_value = 10, initial_capital = 100000)
//TRADING THE EQUITY CURVE INPUTS
useTEC = input.bool(true, title="Use Trading the Equity Curve Position Sizing")
defulttraderule = useTEC ? false: true
initialsize = input.float(defval=10.0, title="Initial % Equity")
slowequitylength = input.int(25, title="Slow SMA Period")
fastequitylength = input.int(9, title="Fast SMA Period")
seedequity = 100000 * .10
if strategy.equity == 0
seedequity
else
strategy.equity
slowequityseed = strategy.equity > seedequity ? strategy.equity : seedequity
fastequityseed = strategy.equity > seedequity ? strategy.equity : seedequity
smaslowequity = ta.sma(slowequityseed, slowequitylength)
smafastequity = ta.sma(fastequityseed, fastequitylength)
equitycalc = input.bool(true, title="Use Fast/Slow Avg", tooltip="Fast Equity Avg is below Slow---otherwise if unchecked uses Slow Equity Avg below Equity")
sizeadjstring = input.string("Reduce size by (%)", title="Position Size Adjustment", options=["Reduce size by (%)","Increase size by (%)"])
sizeadjint = input.int(50, title="Increase/Decrease % Equity by:")
equitydowntrendavgs = smafastequity < smaslowequity
slowequitylessequity = strategy.equity < smaslowequity
equitymethod = equitycalc ? equitydowntrendavgs : slowequitylessequity
if sizeadjstring == ("Reduce size by (%)")
sizeadjdown = initialsize * (1 - (sizeadjint/100))
else
sizeadjup = initialsize * (1 + (sizeadjint/100))
c = close
qty = 100000 * (initialsize / 100) / c
if useTEC and equitymethod
if sizeadjstring == "Reduce size by (%)"
qty := (strategy.equity * (initialsize / 100) * (1 - (sizeadjint/100))) / c
else
qty := (strategy.equity * (initialsize / 100) * (1 + (sizeadjint/100))) / c
//EXAMPLE TRADING STRATEGY INPUTS
CMO_Length = input.int(defval=9, minval=1, title='Chande Momentum Length')
CMO_Signal = input.int(defval=10, minval=1, title='Chande Momentum Signal')
chandeMO = ta.cmo(close, CMO_Length)
cmosignal = ta.sma(chandeMO, CMO_Signal)
SuperTrend_atrPeriod = input.int(10, "SuperTrend ATR Length")
SuperTrend_Factor = input.float(3.0, "SuperTrend Factor", step = 0.01)
Momentum_Length = input.int(12, "Momentum Length")
price = close
mom0 = ta.mom(price, Momentum_Length)
mom1 = ta.mom( mom0, 1)
[supertrend, direction] = ta.supertrend(SuperTrend_Factor, SuperTrend_atrPeriod)
stupind = (direction < 0 ? supertrend : na)
stdownind = (direction < 0? na : supertrend)
//TRADING CONDITIONS
longConditiondefault = ta.crossover(chandeMO, cmosignal) and (mom0 > 0 and mom1 > 0 and close > stupind) and defulttraderule
if (longConditiondefault)
strategy.entry("DefLong", strategy.long, qty=qty)
shortConditiondefault = ta.crossunder(chandeMO, cmosignal) and (mom0 < 0 and mom1 < 0 and close < stdownind) and defulttraderule
if (shortConditiondefault)
strategy.entry("DefShort", strategy.short, qty=qty)
longCondition = ta.crossover(chandeMO, cmosignal) and (mom0 > 0 and mom1 > 0 and close > stupind) and useTEC
if (longCondition)
strategy.entry("AdjLong", strategy.long, qty = qty)
shortCondition = ta.crossunder(chandeMO, cmosignal) and (mom0 < 0 and mom1 < 0 and close < stdownind) and useTEC
if (shortCondition)
strategy.entry("AdjShort", strategy.short, qty = qty)
plot(strategy.equity)
plot(smaslowequity, color=color.new(color.red, 0))
plot(smafastequity, color=color.new(color.green, 0)) |
SRJ RSI Outperformer Strategy | https://www.tradingview.com/script/Yea5fzK5-SRJ-RSI-Outperformer-Strategy/ | Sapt_Jash | https://www.tradingview.com/u/Sapt_Jash/ | 20 | 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/
// © Sapt_Jash
//@version=5
strategy("SRJ RSI Outperformer Strategy", overlay=true)
srcperiod1 = input.int(14, minval=1, title="Length Of Fast RSI")
srcperiod2 = input.int(28, minval=1, title="Length Of Slow RSI")
srcperiod3 = input.int(14, minval=1, title="Length Of Moving Average")
srcperiod4 = input.int(100, minval=1, title="Length Of Deciding Moving Average")
srcperiod5 = input.int(20, minval=1, title="Target Profit Percentage")
srcperiod6 = input.int(10, minval=1, title="Stoploss Percentage")
rsi1 = ta.rsi(close, srcperiod1)
rsi2 = ta.rsi(close, srcperiod2)
divergence1 = (rsi2/rsi1)
divergence2 = (rsi1/divergence1)
ma1 = ta.sma(rsi1, srcperiod3)
ma2 = ta.sma(divergence2, srcperiod3)
//Long Conditions//
longcondition = (ta.crossover(ma2, ma1) and (close > ta.sma(close, srcperiod4)))
//Exit onditions//
exitcondition = (ta.crossunder(ma2, ma1) or (ta.crossunder(close, ta.sma(close, srcperiod4))))
if (longcondition)
strategy.entry("Long Entry", strategy.long)
if (exitcondition)
strategy.exit("Long Exit", profit = close * (1+(srcperiod5/100)), loss = close * (1-(srcperiod6/100)))
|
Villa Dinamic Pivot Supertrend Strategy | https://www.tradingview.com/script/HCdMhEcU-Villa-Dinamic-Pivot-Supertrend-Strategy/ | VILIO_Trading | https://www.tradingview.com/u/VILIO_Trading/ | 57 | 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/
// © evillalobos1123
//@version=5
strategy("Villa Dinamic Pivot Supertrend Strategy", overlay=true, calc_on_every_tick = true, default_qty_type = strategy.fixed)
//INPUTS
ema_b = input.bool(false, "Use Simple EMA Filter", group = "Strategy Inputs")
ema_b_ang = input.bool(true, "Use DEMA Angle Filter", group = "Strategy Inputs")
dema_b = input.bool(true, "Use DEMA Filter", group = "Strategy Inputs")
st_sig = input.bool(false, "Take Every Supertrend Signal" , group = "Strategy Inputs")
take_p = input.bool(true, "Stop Loss at Supertrend", group = "Strategy Inputs")
din_tp = input.bool(false, "2 Steps Take Profit", group = "Strategy Inputs")
move_sl = input.bool(true, "Move SL", group = "Strategy Inputs")
sl_atr = input.float(2.5, "Stop Loss ATR Multiplier", group = "Strategy Inputs")
tp_atr = input.float(4, "Take Profit ATR Multiplier", group = "Strategy Inputs")
din_tp_qty = input.int(50, "2 Steps TP qty%", group = "Strategy Inputs")
dema_a_filter = input.float(0, "DEMA Angle Threshold (+ & -)", group = "Strategy Inputs")
dema_a_look = input.int(1, "DEMA Angle Lookback", group = "Strategy Inputs")
dr_test = input.string("Backtest", "Testing", options = ["Backtest", "Forwardtest", "All"], group = "Strategy Inputs")
test_act = input.string('Forex', 'Market', options = ['Forex', 'Stocks'], group = "Strategy Inputs")
not_in_trade = strategy.position_size == 0
//Backtesting date range
start_year = input.int(2021, "Backtesting start year", group = "BT Date Range")
start_month = input.int(1, "Backtesting start month", group = "BT Date Range")
start_date = input.int(1, "Backtesting start day", group = "BT Date Range")
end_year = input.int(2021, "Backtesting end year", group = "BT Date Range")
end_month = input.int(12, "Backtesting end month", group = "BT Date Range")
end_date = input.int(31, "Backtesting end day", group = "BT Date Range")
bt_date_range = (time >= timestamp(syminfo.timezone, start_year,
start_month, start_date, 0, 0)) and
(time < timestamp(syminfo.timezone, end_year, end_month, end_date, 0, 0))
//Forward testing date range
start_year_f = input.int(2022, "Forwardtesting start year", group = "FT Date Range")
start_month_f = input.int(1, "Forwardtesting start month", group = "FT Date Range")
start_date_f = input.int(1, "Forwardtesting start day", group = "FT Date Range")
end_year_f = input.int(2022, "Forwardtesting end year", group = "FT Date Range")
end_month_f = input.int(03, "Forwardtesting end month", group = "FT Date Range")
end_date_f = input.int(26, "Forwardtesting end day", group = "FT Date Range")
ft_date_range = (time >= timestamp(syminfo.timezone, start_year_f,
start_month_f, start_date_f, 0, 0)) and
(time < timestamp(syminfo.timezone, end_year_f, end_month_f, end_date_f, 0, 0))
//date condition
date_range_cond = if dr_test == "Backtest"
bt_date_range
else if dr_test == "Forwardtest"
ft_date_range
else
true
//INDICATORS
//PIVOT SUPERTREND
prd = input.int(2, "PVT ST Pivot Point Period", group = "Pivot Supertrend")
Factor=input.float(3, "PVT ST ATR Factor", group = "Pivot Supertrend")
Pd=input.int(9 , "PVT ST ATR Period", group = "Pivot Supertrend")
// get Pivot High/Low
float ph = ta.pivothigh(prd, prd)
float pl = ta.pivotlow(prd, prd)
// calculate the Center line using pivot points
var float center = na
float lastpp = ph ? ph : pl ? pl : na
if lastpp
if na(center)
center := lastpp
else
//weighted calculation
center := (center * 2 + lastpp) / 3
// upper/lower bands calculation
Up = center - (Factor * ta.atr(Pd))
Dn = center + (Factor * ta.atr(Pd))
// get the trend
float TUp = na
float TDown = na
Trend = 0
TUp := close[1] > TUp[1] ? math.max(Up, TUp[1]) : Up
TDown := close[1] < TDown[1] ? math.min(Dn, TDown[1]) : Dn
Trend := close > TDown[1] ? 1: close < TUp[1]? -1: nz(Trend[1], 1)
Trailingsl = Trend == 1 ? TUp : TDown
// check and plot the signals
bsignal = Trend == 1 and Trend[1] == -1
ssignal = Trend == -1 and Trend[1] == 1
//get S/R levels using Pivot Points
float resistance = na
float support = na
support := pl ? pl : support[1]
resistance := ph ? ph : resistance[1]
//DEMA
dema_ln = input.int(200, "DEMA Len", group = 'D-EMAs')
dema_src = input.source(close, "D-EMAs Source", group = 'D-EMAs')
ema_fd = ta.ema(dema_src, dema_ln)
dema = (2*ema_fd)-(ta.ema(ema_fd,dema_ln))
//EMA
ema1_l = input.int(21, "EMA 1 Len", group = 'D-EMAs')
ema2_l = input.int(50, "EMA 2 Len", group = 'D-EMAs')
ema3_l = input.int(200, "EMA 3 Len", group = 'D-EMAs')
ema1 = ta.ema(dema_src, ema1_l)
ema2 = ta.ema(dema_src, ema2_l)
ema3 = ta.ema(dema_src, ema3_l)
//Supertrend
Periods = input.int(21, "ST ATR Period", group = "Normal Supertrend")
src_st = input.source(hl2, "ST Supertrend Source", group = "Normal Supertrend")
Multiplier = input.float(2.0 , "ST ATR Multiplier", group = "Normal Supertrend")
changeATR= true
atr2 = ta.sma(ta.tr, Periods)
atr3= changeATR ? ta.atr(Periods) : atr2
up=src_st-(Multiplier*atr3)
up1 = nz(up[1],up)
up := close[1] > up1 ? math.max(up,up1) : up
dn=src_st+(Multiplier*atr3)
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? math.min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend
buySignal = trend == 1 and trend[1] == -1
sellSignal = trend == -1 and trend[1] == 1
//ATR
atr = ta.atr(14)
///CONDITIONS
//BUY
/// ema simple
ema_cond_b = if ema_b
ema1 > ema2 and ema2 > ema3
else
true
///ema angle
div_ang = if test_act == 'Forex'
0.0001
else
1
dema_angle_rad = math.atan((dema - dema[dema_a_look])/div_ang)
dema_angle = dema_angle_rad * (180/math.pi)
dema_ang_cond_b = if ema_b_ang
if dema_angle >= dema_a_filter
true
else
false
else
true
///ema distance
dema_cond_b = if dema_b
close > dema
else
true
//supertrends
///if pivot buy sig or (st buy sig and pivot. trend = 1)
pvt_cond_b = bsignal
st_cond_b = if st_sig
buySignal and Trend == 1
else
false
st_entry_cond = pvt_cond_b or st_cond_b
///stop loss tp
sl_b = if take_p
if trend == 1
up
else
close - (atr * sl_atr)
else
close - (atr * sl_atr)
tp_b = if take_p
if trend == 1
close + ((close - up) * (tp_atr / sl_atr))
else
close + (atr * tp_atr)
else
close + (atr * tp_atr)
//position size
init_cap = strategy.equity
pos_size_b = math.round((init_cap * .01) / (close - sl_b))
ent_price = strategy.opentrades.entry_price(strategy.opentrades - 1)
var sl_b_n = 0.0
var tp_b_n = 0.0
longCondition = (ema_cond_b and dema_cond_b and dema_ang_cond_b and st_entry_cond and date_range_cond and not_in_trade)
if (longCondition)
strategy.entry("Long", strategy.long, qty = pos_size_b)
sl_b_n := sl_b
tp_b_n := tp_b
ent_price := strategy.opentrades.entry_price(strategy.opentrades - 1)
if (up[1] < ent_price and up >= ent_price and trend[0] == 1)
if din_tp
strategy.close("Long", qty_percent = din_tp_qty)
if move_sl
sl_b_n := ent_price
strategy.exit("Exit", "Long", stop =sl_b_n, limit = tp_b_n)
//sell
///ema simple
ema_cond_s = if ema_b
ema1 < ema2 and ema2 < ema3
else
true
//ema distance
dema_cond_s = if dema_b
close < dema
else
true
//dema angle
dema_ang_cond_s = if ema_b_ang
if dema_angle <= -(dema_a_filter)
true
else
false
else
true
//supertrends
///if pivot buy sig or (st buy sig and pivot. trend = 1)
pvt_cond_s = ssignal
st_cond_s = if st_sig
sellSignal and Trend == -1
else
false
st_entry_cond_s = pvt_cond_s or st_cond_s
///stop loss tp
sl_s = if take_p
if trend == -1
dn
else
close + (atr * sl_atr)
else
close + (atr * sl_atr)
tp_s = if take_p
if trend == -1
close - ((dn - close) * (tp_atr / sl_atr))
else
close - (atr * tp_atr)
else
close - (atr * tp_atr)
shortCondition = (ema_cond_s and dema_cond_s and dema_ang_cond_s and date_range_cond and st_entry_cond_s and not_in_trade)
pos_size_s = math.round((init_cap * .01) / (sl_s - close))
var sl_s_n = 0.0
var tp_s_n = 0.0
if (shortCondition)
strategy.entry("Short", strategy.short, qty = pos_size_s)
sl_s_n := sl_s
tp_s_n := tp_s
if (dn[1] > ent_price and dn <= ent_price and trend[0] == -1)
if din_tp
strategy.close("Short", qty_percent = din_tp_qty)
if move_sl
sl_s_n := ent_price
strategy.exit("Exit", "Short", stop = sl_s_n, limit = tp_s_n)
|
TradeIQ Darvas Box Backtest | https://www.tradingview.com/script/Zqti4oAK-TradeIQ-Darvas-Box-Backtest/ | xxy_theone | https://www.tradingview.com/u/xxy_theone/ | 75 | 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/
// © xxy_theone
// https://www.youtube.com/watch?v=YYxlnFOX9sQ
// This strategy script has been made to backtest the strategy explained in the video above
//@version=5
strategy(shorttitle = "Darvas Box Test", title="TradeIQ Darvas Box Test", overlay=true, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=100, currency=currency.USD)
// === INPUT BACKTEST RANGE ===
var GRP1 = "Backtest Range"
fromDate = input.time(timestamp("7 Mar 2022 00:00 +0000"), "From", group=GRP1)
toDate = input.time(timestamp("19 Mar 2022 23:59 +0000"), "To", group=GRP1)
window() => // create function "within window of time"
time >= fromDate and time <= toDate ? true : false
var GRP3 = "Darvas Box"
boxp=input(5, "Box Length", group=GRP3)
LL = ta.lowest(low,boxp)
k1=ta.highest(high,boxp)
k2=ta.highest(high,boxp-1)
k3=ta.highest(high,boxp-2)
NH = ta.valuewhen(high>k1[1],high,0)
box1 =k3<k2
TopBox = ta.valuewhen(ta.barssince(high>k1[1])==boxp-2 and box1, NH, 0)
BottomBox = ta.valuewhen(ta.barssince(high>k1[1])==boxp-2 and box1, LL, 0)
plot(TopBox, linewidth=3, color=color.green, title="TBbox")
plot(BottomBox, linewidth=3, color=color.red, title="BBbox")
var GRP4 = "MavilimW"
fmal=input(3,"First Moving Average length", group=GRP4)
smal=input(5,"Second Moving Average length", group=GRP4)
tmal=fmal+smal
Fmal=smal+tmal
Ftmal=tmal+Fmal
Smal=Fmal+Ftmal
M1= ta.wma(close, fmal)
M2= ta.wma(M1, smal)
M3= ta.wma(M2, tmal)
M4= ta.wma(M3, Fmal)
M5= ta.wma(M4, Ftmal)
MAVW= ta.wma(M5, Smal)
col1= MAVW>MAVW[1]
col3= MAVW<MAVW[1]
colorM = col1 ? color.blue : col3 ? color.red : color.yellow
plot(MAVW, color=colorM, linewidth=2, title="MAVW")
var GRP5 = "Relative Vigor Index"
len = input.int(10, title="Length", minval=1, group=GRP5)
rvi = math.sum(ta.swma(close-open), len)/math.sum(ta.swma(high-low),len)
sig = ta.swma(rvi)
offset = input.int(0, "Offset", minval = -500, maxval = 500, group=GRP5)
//plot(rvi, color=#008000, title="RVGI", offset = offset)
//plot(sig, color=#FF0000, title="Signal", offset = offset)
var longStopSet = false
long = ta.crossover(close,TopBox) and close > MAVW ? true : false
longClose = strategy.opentrades.profit(strategy.opentrades-1)>0 and ta.crossunder(rvi,sig) ? true : false
strategy.entry("Long Position", strategy.long, when = long and window() and strategy.position_size==0 and strategy.closedtrades<100)
if(longStopSet==false and strategy.position_size > 0)
strategy.exit("exit", "Long Position", stop=BottomBox)
longStopSet := true
if(strategy.position_size==0)
longStopSet := false
strategy.close("Long Position", when = longClose)
var shortStopSet = false
short = ta.crossunder(close,BottomBox) and close < MAVW ? true : false
shortClose = strategy.opentrades.profit(strategy.opentrades-1)>0 and ta.crossover(rvi,sig) ? true : false
strategy.entry("Short Position", strategy.short, when = short and window() and strategy.position_size==0 and strategy.closedtrades<100)
if(shortStopSet==false and strategy.position_size < 0)
strategy.exit("exit", "Short Position", stop=TopBox)
shortStopSet := true
if(strategy.position_size==0)
shortStopSet := false
strategy.close("Short Position", when = shortClose)
|
Loft Strategy V4 | https://www.tradingview.com/script/Laq4rDWw-Loft-Strategy-V4/ | BigCoinHunter | https://www.tradingview.com/u/BigCoinHunter/ | 529 | 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/
// © BigCoinHunter
// ____ _ _____ _ _ _ _
// | _ \(_) / ____| (_) | | | | | |
// | |_) |_ __ _| | ___ _ _ __ | |__| |_ _ _ __ | |_ ___ _ __
// | _ <| |/ _` | | / _ \| | '_ \| __ | | | | '_ \| __/ _ \ '__|
// | |_) | | (_| | |___| (_) | | | | | | | | |_| | | | | || __/ |
// |____/|_|\__, |\_____\___/|_|_| |_|_| |_|\__,_|_| |_|\__\___|_|
// __/ |
// |___/
//@version=5
strategy(title='Loft Strategy V4', overlay=true,
pyramiding=0, default_qty_type=strategy.cash,
default_qty_value=100, initial_capital=10000,
currency=currency.USD, commission_value=0.05,
commission_type=strategy.commission.percent,
process_orders_on_close=true)
//-------------- fetch user inputs ------------------
gain = input.float(title="Kalman Gain:", defval=100.0, minval=1, maxval=10000.0, step=1)
src = input(defval=close, title='Source:')
stopPercentBase = input.float(title='Beginning Approach(%)', defval=5.0, minval=0.1, maxval=30.0, step=0.1)
stopPercentMin = input.float(title='Final Approach(%)', defval=1.0, minval=0.1, maxval=30.0, step=0.1)
downStep = input.float(title='Approach Decrease Step', defval=0.001, minval=0.0, maxval = 5, step=0.001)
//stopPercentDeviation = input.float(title="Approach Deviation", defval=1.0, minval=0.1, maxval = 5.0, step=0.1)
baseOrderQty = input.float(title="Base Order Quantity", defval=100.0, minval=0.001)
maxOrderCount = input.int(title="Max Safe Order Attemp", defval=4, minval=1)
priceDeviation = input.float(title="Safe Order Deviation", defval=3, minval=1.0, step=0.1)
profitDeviation = input.float(title="Profit Deviation", defval=1.0, minval=1.0, maxval=10, step=0.1)
maxTakeProfit = input.float(title="Max Take Profit(%)", defval=25.0, maxval=100, step=0.1)
maxOrderQty = input.float(title="Max Order Quantity", defval=10000.0, minval=0.01)
baseTP1 = input.float(title="TP1(%)", defval=1.0, minval=0.0, maxval=100.0, step=0.1, inline="0")
qt1 = input.int(title="QT1(%):", defval=40, minval=1, maxval=100, step=5, inline="0")
baseTP2 = input.float(title="TP2(%)", defval=3.0, minval=0.0, maxval=100.0, step=0.1, inline="1")
qt2 = input.int(title="QT2(%):", defval=30, minval=1, maxval=100, step=5, inline="1")
baseTP3 = input.float(title="TP3(%)", defval=5.0, minval=0.0, maxval=100.0, step=0.1, inline="2")
qt3 = input.int(title="QT3(%):", defval=30, minval=1, maxval=100, step=5, inline="2")
initialStopLoss = input.float(title="Stop Loss(%)", defval=0.0, minval=0.0, maxval=100.0, step=0.1)
longEntry = input.bool(defval=true, title= 'Long Entry', inline="3")
shortEntry = input.bool(defval=true, title='Short Entry', inline="3")
useSafeStop2 = input.bool(defval = true, title="Safe Stop After TP2", inline="6")
useSafeStop1 = input.bool(defval = false, title="Safe Stop After TP1", inline="6")
//---------- backtest range setup ------------
fromDay = input.int(defval = 1, title = "From Date:", minval = 1, maxval = 31, inline="4")
fromMonth = input.int(defval = 1, title = "/", minval = 1, maxval = 12, inline="4")
fromYear = input.int(defval = 2021, title = "/", minval = 2010, inline="4")
toDay = input.int(defval = 30, title = "To__ Date:", minval = 1, maxval = 31, inline="5")
toMonth = input.int(defval = 12, title = "/", minval = 1, maxval = 12, inline="5")
toYear = input.int(defval = 2022, title = "/", minval = 2010, inline="5")
//------------ time interval setup -----------
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(toYear, toMonth, toDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
//------- define the order comments ------
enterLongComment = ""
exitLongComment = ""
enterShortComment = ""
exitShortComment = ""
longTPSL = ""
longTP = ""
longSL = ""
shortTPSL = ""
shortTP = ""
shortSL = ""
//--------- Define global variables -----------
var bool long = true
var bool stoppedOutLong = false
var bool stoppedOutShort = false
var float kf = 0.0
var float velo = 0.0
var float orderQty = baseOrderQty
var float stopLoss = initialStopLoss
var bool isProfit = false
var int barindex = 1
var int winCounter = 0
var int winCounterBuffer = 0
var int failCounter = 0
var float tp1 = baseTP1
var float tp2 = baseTP2
var float tp3 = baseTP3
var bool isTakeTP1 = false
var bool isTakeTP2 = false
var bool isTakeTP3 = false
var bool isLastProfit = true
var float stopPercentMax = stopPercentBase
var float stopPercent = stopPercentBase
var float stopLine = 0.0
var labelColor = color.blue
//------ kalman filter calculation --------
dk = src - nz(kf[1], src)
smooth = nz(kf[1], src) + dk * math.sqrt(gain / 10000 * 2)
velo := nz(velo[1], 0) + gain / 10000 * dk
kf := smooth + velo
//--------- calculate the loft stopLoss line ---------
//stopPercentMax := isLastProfit ? stopPercentBase : (stopPercentBase * stopPercentDeviation)
if long == true
stopLine := kf - (kf * (stopPercent / 100))
if long[1] == true and stopLine <= stopLine[1]
stopLine := stopLine[1]
else if (long[1] == true)
stopPercent := stopPercent - downStep
if(stopPercent < stopPercentMin)
stopPercent := stopPercentMin
if(kf < stopLine)
long := false
stopPercent := stopPercentMax
stopLine := kf + (kf * (stopPercent / 100))
else
stopLine := kf + (kf * (stopPercent / 100))
if long[1] == false and stopLine >= stopLine[1]
stopLine := stopLine[1]
else if(long[1] == false)
stopPercent := stopPercent - downStep
if(stopPercent < stopPercentMin)
stopPercent := stopPercentMin
if(kf > stopLine)
long := true
stopPercent := stopPercentMax
stopLine := kf - (kf * (stopPercent / 100))
//------------------- determine buy and sell points ---------------------
buySignall = window() and long and (not stoppedOutLong)
sellSignall = window() and (not long) and (not stoppedOutShort)
if longEntry and shortEntry
if buySignall and baseTP1 <= 0.0
if strategy.position_size < 0
if close < strategy.position_avg_price
isLastProfit := true
else if strategy.position_size == 0
if strategy.wintrades > winCounter //strategy.wintrades[ barindex ]
isLastProfit := true
else
isLastProfit := false
else if sellSignall and baseTP1 <= 0.0
if strategy.position_size > 0
if close > strategy.position_avg_price
isLastProfit := true
else if strategy.position_size == 0
if strategy.wintrades > winCounter //strategy.wintrades[ barindex ]
isLastProfit := true
else
isLastProfit := false
else if isTakeTP2 == true
isLastProfit := true
else
isLastProfit := false
else if longEntry
if sellSignall
winCounterBuffer := winCounter
if buySignall
if winCounter > winCounterBuffer
isLastProfit := true
else
isLastProfit := false
else if shortEntry
if buySignall
winCounterBuffer := winCounter
if sellSignall
if winCounter > winCounterBuffer
isLastProfit := true
else
isLastProfit := false
//------------- set the deviations ------------
var float maxOrderSize = (baseOrderQty * math.pow(priceDeviation, maxOrderCount - 1))
if buySignall or sellSignall
if isLastProfit == false
orderQty := orderQty * priceDeviation
tp1 := tp1 * profitDeviation
tp2 := tp2 * profitDeviation
tp3 := tp3 * profitDeviation
tp1 := math.min(tp1, maxTakeProfit)
tp2 := math.min(tp2, maxTakeProfit)
tp3 := math.min(tp3, maxTakeProfit)
if orderQty > maxOrderSize
failCounter := failCounter + 1
orderQty := baseOrderQty
tp1 := baseTP1
tp2 := baseTP2
tp3 := baseTP3
else
orderQty := baseOrderQty
tp1 := baseTP1
tp2 := baseTP2
tp3 := baseTP3
// ----------------- put debug labels -------------------
if orderQty == maxOrderSize
labelColor := color.red
else
labelColor := isLastProfit ? color.lime : color.yellow
if longEntry and shortEntry
if buySignall or sellSignall
label.new( x=bar_index, y=high, text="Qty:"+str.tostring(math.min(orderQty, maxOrderQty))+" | Worst Case:"+str.tostring(failCounter) ,color = labelColor )
else if longEntry
if buySignall
label.new( x=bar_index, y=high, text="Qty:"+str.tostring(math.min(orderQty, maxOrderQty))+" | Worst Case:"+str.tostring(failCounter) ,color = labelColor )
else if shortEntry
if sellSignall
label.new( x=bar_index, y=high, text="Qty:"+str.tostring(math.min(orderQty, maxOrderQty))+" | Worst Case:"+str.tostring(failCounter) ,color = labelColor )
//---------- execute the strategy -----------------
nz(orderQty, baseOrderQty)
if longEntry and shortEntry
if long
strategy.close_all( when = buySignall, comment = exitShortComment)
strategy.entry("LONG", strategy.long, when = buySignall, qty=math.min(orderQty, maxOrderQty), comment = enterLongComment)
stoppedOutLong := true
stoppedOutShort := false
else
strategy.close_all(when=sellSignall, comment = exitLongComment)
strategy.entry("SHORT", strategy.short, when = sellSignall, qty=math.min(orderQty, maxOrderQty), comment = enterShortComment)
stoppedOutLong := false
stoppedOutShort := true
else if(longEntry)
strategy.entry("LONG", strategy.long, when = buySignall, qty=math.min(orderQty, maxOrderQty), comment = enterLongComment)
strategy.close("LONG", when = sellSignall, comment = exitLongComment)
if long
stoppedOutLong := true
stoppedOutShort := false
else
stoppedOutLong := false
stoppedOutShort := true
else if(shortEntry)
strategy.entry("SHORT", strategy.short, when = sellSignall, qty=math.min(orderQty, maxOrderQty), comment = enterShortComment)
strategy.close("SHORT", when = buySignall, comment = exitShortComment)
if not long
stoppedOutShort := true
stoppedOutLong := false
else
stoppedOutShort := false
stoppedOutLong := true
//--------- calculate the TP/SL entries -----------
longProfitPrice1 = strategy.position_avg_price * (1 + tp1 * 0.01)
longProfitPrice2 = strategy.position_avg_price * (1 + tp2 * 0.01)
longProfitPrice3 = strategy.position_avg_price * (1 + tp3 * 0.01)
shortProfitPrice1 = strategy.position_avg_price * (1 - tp1 * 0.01)
shortProfitPrice2 = strategy.position_avg_price * (1 - tp2 * 0.01)
shortProfitPrice3 = strategy.position_avg_price * (1 - tp3 * 0.01)
longStopPrice = strategy.position_avg_price * (1 - stopLoss * 0.01)
shortStopPrice = strategy.position_avg_price * (1 + stopLoss * 0.01)
shortSafeStopPrice2 = strategy.position_avg_price * (1 - 0.2 * 0.01)
longSafeStopPrice2 = strategy.position_avg_price * (1 + 0.2 * 0.01)
longSafeStopPrice1 = stopLine
shortSafeStopPrice1 = stopLine
//----------- calculate TP quantity values -----------
takeQty1 = math.min(orderQty, maxOrderQty) * qt1 / 100
takeQty2 = math.min(orderQty, maxOrderQty) * qt2 / 100
takeQty3 = math.min(orderQty, maxOrderQty) * qt3 / 100
//----------------- take profit and stop loss processes -----------------
if strategy.position_size > 0
if close > longProfitPrice1 and tp1 > 0 and isTakeTP1 == false
strategy.close(id="LONG", qty=takeQty1, comment = "longTP 1")
isTakeTP1 := true
if close > longProfitPrice2 and tp2 > 0 and isTakeTP2 == false
strategy.close(id="LONG", qty=takeQty2, comment = "longTP 2")
isTakeTP2 := true
if close > longProfitPrice3 and tp3 > 0 and isTakeTP3 == false
strategy.close(id="LONG", qty=takeQty3, comment = "longTP 3")
isTakeTP3 := true
if isTakeTP2 == true and useSafeStop2
strategy.exit(id="LONG", stop=longSafeStopPrice2, comment = "Long Safe Stop2")
if isTakeTP1 == true and useSafeStop1
strategy.exit(id="LONG", stop=longSafeStopPrice1, comment = "Long Safe Stop1")
if strategy.position_size < 0
if close < shortProfitPrice1 and tp1 > 0 and isTakeTP1 == false
strategy.close(id="SHORT", qty=takeQty1, comment = "Short TP 1")
isTakeTP1 := true
if close < shortProfitPrice2 and tp2 > 0 and isTakeTP2 == false
strategy.close(id="SHORT", qty=takeQty2, comment = "Short TP 2")
isTakeTP2 := true
if close < shortProfitPrice3 and tp3 > 0 and isTakeTP3 == false
strategy.close(id="SHORT", qty=takeQty3, comment = "Short TP 3")
isTakeTP3 := true
if isTakeTP2 == true and useSafeStop2
strategy.exit(id="SHORT", stop=shortSafeStopPrice2, comment = "Short Safe Stop2")
if isTakeTP1 == true and useSafeStop1
strategy.exit(id="SHORT", stop=shortSafeStopPrice1, comment = "Short Safe Stop1")
if(initialStopLoss>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", stop=longStopPrice, comment = "Long Stop Loss")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", stop=shortStopPrice, comment = "Short Stop Loss")
if buySignall or sellSignall
isTakeTP1 := false
isTakeTP2 := false
isTakeTP3 := false
winCounter := strategy.wintrades
//------------- plot charts ---------------------
lineColor1 = long ? color.green : color.red
lineColor2 = long ? color.aqua : color.fuchsia
kalmanPlot = plot(kf, color=lineColor1, linewidth=3, title = "Kalman Filter")
stopPlot = plot(stopLine, color=lineColor2, linewidth=2, title = "Stop Loss Line")
|
TICK strategy for SPY options | https://www.tradingview.com/script/5NpphIlt-TICK-strategy-for-SPY-options/ | PtGambler | https://www.tradingview.com/u/PtGambler/ | 474 | 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/
// © platsn
//@version=5
strategy("TICK strategy for SPY", overlay=false, pyramiding=3, initial_capital=5000, commission_type=strategy.commission.cash_per_contract, commission_value = 0.0625)
// ******************** Trade Period **************************************
startY = input(title='Start Year', defval=2011, group = "Trading window")
startM = input.int(title='Start Month', defval=1, minval=1, maxval=12, group = "Trading window")
startD = input.int(title='Start Day', defval=1, minval=1, maxval=31, group = "Trading window")
finishY = input(title='Finish Year', defval=2050, group = "Trading window")
finishM = input.int(title='Finish Month', defval=12, minval=1, maxval=12, group = "Trading window")
finishD = input.int(title='Finish Day', defval=31, minval=1, maxval=31, group = "Trading window")
timestart = timestamp(startY, startM, startD, 00, 00)
timefinish = timestamp(finishY, finishM, finishD, 23, 59)
t1 = time(timeframe.period, "0945-1545:23456")
window = time >= timestart and time <= timefinish and t1 ? true : false
t2 = time(timeframe.period, "0930-1555:23456")
window2 = time >= timestart and time <= timefinish and t2 ? true : false
trade_options = input.bool(defval=true,title="Trading Options only", group = "Trading Options")
option_amt = input.int(defval=10,title="# of options per trade", group = "Trading Options")
option_multiplier = input.float(0.007, title="Multiplier for trading options (adjust to approx. options P&L)", step=0.001, group = "Trading Options")
reinvest = input.bool(defval=false,title="Reinvest profit", group = "Trading Options")
reinvest_percent = input.float(defval=20, title = "Reinvest percentage", group="Trading Options")
daily_max = input.float(1200, title="Stop trading after Max daily profit", group="Trading Options")
// ***************************************************************************************************** Daily ATR *****************************************************
atrlen = input.int(14, minval=1, title="ATR period", group = "Daily ATR")
iPercent = input.float(5, minval=1, maxval=100, step=0.1, title="% ATR to use for SL / PT", group = "Daily ATR")
percentage = iPercent * 0.01
datr = request.security(syminfo.tickerid, "1D", ta.rma(ta.tr, atrlen))
datrp = datr * percentage
// plot(datr,"Daily ATR")
// plot(datrp, "Daily % ATR")
//*********************************************************** VIX volatility index ****************************************
VIX = request.security("VIX", timeframe.period, close)
vix_thres = input.float(20.0, "VIX Threshold for entry", step=0.5, group="VIX Volatility Index")
// ***************************************************** TICK Indictor *****************************************************
malen1 = input.int(5, title = "Fast EMA period", group = "TICK Indicator")
malen2 = input.int(21, title = "Slow EMA period", group = "TICK Indicator")
malen3 = input.int(21, title = "Hull MA period", group = "TICK Indicator")
malen4 = input.int(5, title = "Hull MA Smoothing", group = "TICK Indicator")
//get TICK data
// tickO = request.security("USI:TICK", timeframe.period, open)
tickC = request.security("USI:TICK", timeframe.period, close)
tickAVG = ta.ema(tickC,malen1)
tickAVG_L = ta.ema(tickC,malen2)
f_hma(_src, _length) =>
_return = ta.wma(2 * ta.wma(_src, _length / 2) - ta.wma(_src, _length), math.round(math.sqrt(_length)))
_return
tickHMA = f_hma(tickC, malen3)
tickHMA_MA = ta.ema(tickHMA, malen4)
tick_bull = tickAVG > tickAVG[1]
tick_bear = tickAVG < tickAVG[1]
//Plot Tick data
plot(tickC, title='TICK', color = color.new(color.white,30) , style=plot.style_line, linewidth = 1) //color = tickC > 0 ? color.green : color.red
plot(tickAVG, title='TICK 9 EMA', color = color.yellow, style=plot.style_line, linewidth = 1)
plot(tickAVG_L, title='TICK 21 EMA', color = color.new(color.red,70), style=plot.style_line, linewidth = 1)
plot(tickHMA, title='TICK 21 HMA', color = color.blue, style=plot.style_line, linewidth = 2)
plot(tickHMA_MA, title='TICK HMA Smoothed', color = color.purple, style=plot.style_line, linewidth = 2)
hline(0, color=color.white, linewidth = 1, linestyle = hline.style_solid)
hline(1000, color=color.green, linestyle=hline.style_solid, linewidth = 2)
hline(500, color=color.gray, linestyle=hline.style_dashed)
hline(-1000, color=color.red, linestyle=hline.style_solid, linewidth = 2)
hline(-500, color=color.gray, linestyle=hline.style_dashed)
// plotshape(ta.crossunder(tickHMA,tickAVG) ,"Cross down", color=color.red, style=shape.triangledown, location = location.top, size =size.tiny)
// plotshape(ta.crossover(tickHMA,tickAVG) ,"Cross up", color=color.green, style=shape.triangleup, location = location.bottom, size =size.tiny)
plotshape(ta.crossunder(tickHMA,tickHMA_MA) ,"Cross down", color=color.red, style=shape.triangledown, location = location.top, size =size.small)
plotshape(ta.crossover(tickHMA,tickHMA_MA) ,"Cross up", color=color.green, style=shape.triangleup, location = location.bottom, size =size.small)
tick_revUp = tickHMA[2] >= tickHMA[1] and tickHMA > tickHMA[1]
tick_revDown = tickHMA[2] <= tickHMA[1] and tickHMA < tickHMA[1]
plotshape(tick_revDown,"Cross down", color=color.orange, style=shape.triangledown, location = location.top, size =size.tiny)
plotshape(tick_revUp ,"Cross up", color=color.blue, style=shape.triangleup, location = location.bottom, size =size.tiny)
//Background
bgcolor(tickAVG_L > 0 ? color.green : color.red, transp=90)
bgcolor(tickC > 499 ? color.green : na, transp=70)
bgcolor(tickC < -499 ? color.red : na, transp=70)
bgcolor(tickC > 999 ? color.green : na, transp=30)
bgcolor(tickC < -999 ? color.red : na, transp=30)
lbR = input(title='Pivot Lookback Right', defval=0, group = "TICK Divergence")
lbL = input(title='Pivot Lookback Left', defval=2, group = "TICK Divergence")
rangeUpper = input(title='Max of Lookback Range', defval=60, group = "TICK Divergence")
rangeLower = input(title='Min of Lookback Range', defval=5, group = "TICK Divergence")
plotBull = input(title='Plot Bullish', defval=true, group = "TICK Divergence")
plotHiddenBull = input(title='Plot Hidden Bullish', defval=true, group = "TICK Divergence")
plotBear = input(title='Plot Bearish', defval=true, group = "TICK Divergence")
plotHiddenBear = input(title='Plot Hidden Bearish', defval=false, group = "TICK Divergence")
bearColor = color.red
bullColor = color.green
hiddenBullColor = color.new(color.green, 80)
hiddenBearColor = color.new(color.red, 80)
textColor = color.white
noneColor = color.new(color.white, 100)
plFound = na(ta.pivotlow(tickC, lbL, lbR)) ? false : true
phFound = na(ta.pivothigh(tickC, lbL, lbR)) ? false : true
_inRange(cond) =>
bars = ta.barssince(cond == true)
rangeLower <= bars and bars <= rangeUpper
//----------------------------------------------- TICK Divergence -------------------------------
// Regular Bullish
// Osc: Higher Low
oscHL = tickC[lbR] > ta.valuewhen(plFound, tickC[lbR], 1) and _inRange(plFound[1])
// Price: Lower Low
priceLL = low[lbR] < ta.valuewhen(plFound, low[lbR], 1)
bullCond = plotBull and priceLL and oscHL and plFound
plot(plFound ? tickC[lbR] : na, offset=-lbR, title='Regular Bullish', linewidth=2, color=bullCond ? bullColor : noneColor, transp=0)
plotshape(bullCond ? tickC[lbR] : na, offset=-lbR, title='Regular Bullish Label', text=' Bull ', style=shape.labelup, location=location.absolute, color=color.new(bullColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Hidden Bullish
// Osc: Lower Low
oscLL = tickC[lbR] < ta.valuewhen(plFound, tickC[lbR], 1) and _inRange(plFound[1])
// Price: Higher Low
priceHL = low[lbR] > ta.valuewhen(plFound, low[lbR], 1)
hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound
plot(plFound ? tickC[lbR] : na, offset=-lbR, title='Hidden Bullish', linewidth=2, color=hiddenBullCond ? hiddenBullColor : noneColor, transp=0)
plotshape(hiddenBullCond ? tickC[lbR] : na, offset=-lbR, title='Hidden Bullish Label', text=' H Bull ', style=shape.labelup, location=location.absolute, color=color.new(bullColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Regular Bearish
// Osc: Lower High
oscLH = tickC[lbR] < ta.valuewhen(phFound, tickC[lbR], 1) and _inRange(phFound[1])
// Price: Higher High
priceHH = high[lbR] > ta.valuewhen(phFound, high[lbR], 1)
bearCond = plotBear and priceHH and oscLH and phFound
plot(phFound ? tickC[lbR] : na, offset=-lbR, title='Regular Bearish', linewidth=2, color=bearCond ? bearColor : noneColor, transp=0)
plotshape(bearCond ? tickC[lbR] : na, offset=-lbR, title='Regular Bearish Label', text=' Bear ', style=shape.labeldown, location=location.absolute, color=color.new(bearColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Hidden Bearish
// Osc: Higher High
oscHH = tickC[lbR] > ta.valuewhen(phFound, tickC[lbR], 1) and _inRange(phFound[1])
// Price: Lower High
priceLH = high[lbR] < ta.valuewhen(phFound, high[lbR], 1)
hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound
plot(phFound ? tickC[lbR] : na, offset=-lbR, title='Hidden Bearish', linewidth=2, color=hiddenBearCond ? hiddenBearColor : noneColor, transp=0)
plotshape(hiddenBearCond ? tickC[lbR] : na, offset=-lbR, title='Hidden Bearish Label', text=' H Bear ', style=shape.labeldown, location=location.absolute, color=color.new(bearColor, 0), textcolor=color.new(textColor, 0))
//-------------------------------------------------------- RSI ------------------------------------
src = close
rsi_len = input.int(14, minval=1, title="RSI Length", group = "RSI")
rsi_ma_len = input.int(1, minval=1, title="RSI Signal Length", group = "RSI")
rsi_up = ta.rma(math.max(ta.change(src), 0), rsi_len)
rsi_down = ta.rma(-math.min(ta.change(src), 0), rsi_len)
rsi = rsi_down == 0 ? 100 : rsi_up == 0 ? 0 : 100 - (100 / (1 + rsi_up / rsi_down))
rsi_ma = ta.sma(rsi,rsi_ma_len)
rsi_avg = math.avg(rsi,rsi_ma)
rsi_bull = rsi_avg > rsi_avg[1]
rsi_bear = rsi_avg < rsi_avg[1]
rsi_thres = input.int(20,"RSI Overbought/Oversold levels +/- from 50", group = "RSI")
//-------------------------------------------------------- Moving Average ------------------------------------
emalen1 = input.int(8, minval=1, title='Fast EMA', group= "Moving Averages")
ema1 = ta.ema(src, emalen1)
//-------------------------------------------------------------------------------------
profit = strategy.netprofit
trade_amount = math.floor(strategy.initial_capital / close)
BSLE()=>
strategy.opentrades > 0 ? (bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades-1)) : na
min_hold = input.int(6,"Minimum bars to hold order", group = "Trading Options")
if trade_options
if strategy.netprofit > 0 and reinvest// and strategy.closedtrades.profit(strategy.closedtrades-1) > 0
trade_amount := math.floor(strategy.initial_capital * option_multiplier) * (option_amt + math.floor(((profit*reinvest_percent*0.01)/strategy.initial_capital)*10))
else
trade_amount := math.floor(strategy.initial_capital * option_multiplier) * option_amt
// --------------------
daily_profit = 0.0
for i = 0 to strategy.closedtrades-1
if strategy.closedtrades.exit_time(i) > time_tradingday
daily_profit += strategy.closedtrades.profit(i)
// plot(daily_profit, "Daily P/L")
pause_trade1 = daily_profit > daily_max
trade_amount := pause_trade1 ? 1 : trade_amount
L_entry0 = ta.crossover(tickHMA, tickHMA_MA) and rsi_avg > 50 and rsi < 50 + rsi_thres and VIX > vix_thres and tickAVG > 0 //and close > ema1
S_entry0 = ta.crossunder(tickHMA,tickHMA_MA) and rsi_avg < 50 and rsi > 50 - rsi_thres and VIX > vix_thres and tickAVG < 0 //and close < ema1
L_entry1 = L_entry0 and close > ema1
S_entry1 = S_entry0 and close < ema1
L_entry2 = strategy.opentrades == 0 and ta.barssince(L_entry0) < 2 and close > ema1
S_entry2 = strategy.opentrades == 0 and ta.barssince(S_entry0) < 2 and close < ema1
long_SL = low[1] - datrp
short_SL = high[1] + datrp
if strategy.opentrades > 0
long_SL := math.min(long_SL[BSLE()], low[1] - datrp)
short_SL := math.max(short_SL[BSLE()], high[1] + datrp)
L_exit1 = tickHMA < tickHMA_MA and rsi_bear
S_exit1 = tickHMA > tickHMA_MA and rsi_bull
L_exit2 = bearCond
S_exit2 = bullCond
trade_amount_long = trade_amount
trade_amount_short = trade_amount
if (L_entry1) and window and barstate.isconfirmed //and not(pause_trade1)
strategy.entry("Long", strategy.long, trade_amount_long)
if (S_entry1) and window and barstate.isconfirmed //and not(pause_trade1)
strategy.entry("Short", strategy.short, trade_amount_short)
if L_entry2 and not(L_entry1) and window and barstate.isconfirmed //and not(pause_trade1)
strategy.entry("Long2", strategy.long, trade_amount_long, comment="Long 2")
if (S_entry2) and not(S_entry2) and window and barstate.isconfirmed //and not(pause_trade1)
strategy.entry("Short2", strategy.short, trade_amount_short, comment="Short 2" )
if BSLE() > min_hold and window2 and barstate.isconfirmed
strategy.exit("Exit", "Long", stop = long_SL, comment = "Stopped out")
strategy.exit("Exit", "Short", stop = short_SL, comment = "Stopped out")
strategy.close("Long", when = L_exit1 or L_exit2)
strategy.close("Short", when = S_exit1 or S_exit2)
if window2 and barstate.isconfirmed
strategy.exit("Exit2", "Long2", stop = long_SL, comment = "Stopped out")
strategy.exit("Exit2", "Short2", stop = short_SL, comment = "Stopped out")
strategy.close("Long2", when = L_exit1 or L_exit2)
strategy.close("Short2", when = S_exit1 or S_exit2)
if time(timeframe.period, "1550-1600:23456")
strategy.close_all()
|
TICK Scalping strategy, SPY 1 min | https://www.tradingview.com/script/yiBwexdm-TICK-Scalping-strategy-SPY-1-min/ | PtGambler | https://www.tradingview.com/u/PtGambler/ | 1,138 | 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/
// © platsn
// How it works:
// When trading the indices, many rely on the TICK for market directions. This strategy is a trend following strategy that uses a combination of conditions using the following indicators:
// - TICK
// - RSI
// - VIX volatility index
// - EMA
// For entries, the conditions are:
// 1. TICK moving average crossover with a delayed signal line
// 2. Bullish or bearish RSI signal, RSI > 50 for bullish , < 50 for bearish
// 3. VIX must be above a certain threshold to take advantage of high market volatility
// 4. Price must be on top of EMA line for long, and below for short
// 5. Price has not moved significantly already (this delta can be set)
// For exits, there are 3 scenarios:
// 1. Stop loss set by a percentage of the daily ATR value
// 2. Trend changes on the TICK and the RSI
// 3. Bearish or bullish divergence on price with TICK
// This strategy automatically signal to close all trades at 3:50 pm EST at the end of the day.
// Extras:
// - There is an option to show P/L for reinvesting profits
//@version=5
strategy("TICK strategy, SPY 1 min", overlay=false, pyramiding=3, initial_capital=5000, commission_type=strategy.commission.cash_per_contract, commission_value = 0.0625)
indicator_only = input.bool(false,"Use As Indicator Only", tooltip = "Disables strategy signals")
// ******************** Trade Period **************************************
startY = input(title='Start Year', defval=2011, group = "Trading window")
startM = input.int(title='Start Month', defval=1, minval=1, maxval=12, group = "Trading window")
startD = input.int(title='Start Day', defval=1, minval=1, maxval=31, group = "Trading window")
finishY = input(title='Finish Year', defval=2050, group = "Trading window")
finishM = input.int(title='Finish Month', defval=12, minval=1, maxval=12, group = "Trading window")
finishD = input.int(title='Finish Day', defval=31, minval=1, maxval=31, group = "Trading window")
timestart = timestamp(startY, startM, startD, 00, 00)
timefinish = timestamp(finishY, finishM, finishD, 23, 59)
t1 = time(timeframe.period, "0930-1545:23456")
window = time >= timestart and time <= timefinish and t1 ? true : false
t2 = time(timeframe.period, "0930-1555:23456")
window2 = time >= timestart and time <= timefinish and t2 ? true : false
trade_options = input.bool(defval=true,title="Trading Options only", group = "Trading Options")
option_amt = input.int(defval=10,title="# of options per trade", group = "Trading Options")
option_multiplier = input.float(0.007, title="Multiplier for trading options (adjust to approx. options P&L)", step=0.001, group = "Trading Options")
reinvest = input.bool(defval=false,title="Reinvest profit", group = "Trading Options")
reinvest_percent = input.float(defval=20, title = "Reinvest percentage", group="Trading Options")
trade_TICKdiverg = input.bool(true, title="Trade with TICK divergences", group = "Trading Options")
diverg_lookback = input.int(defval=5, title="TICK divergence lookback period (only if trading TICK divergence", group = "Trading Options")
trade_optimal = input.bool(true, title="Trade with optimal Stochastic", group = "Trading Options")
entry_lookback = input.int(defval=12, title="Lookback period for entry condition, waiting for Stochastic", group = "Trading Options")
k_entry_thres = input.int(defval=0, title="Stochastic RSI k value offset from 50 for entry threshold (ie. 10 means long entry under k=60", group = "Trading Options")
trade_chase = input.bool(true, title="Trade with Chasing entries", group = "Trading Options")
chase_lookback = input.int(defval=10, title="Chase entry lookback period", group = "Trading Options")
k_chase_thres = input.int(defval=30, title="Stochastic RSI k value offset from 50 for chase entry threshold (ie. 30 means long entry under k=80", group = "Trading Options")
trade_PT = input.bool(true, title="Trade with Price Target", group = "Trading Options")
no_longat10 = input.bool(false, title="No entry between 10 - 10:30", group = "Trading Options")
hold_ON = input.bool(true, title="Hold 1/2 position overnight on Tues/Thurs", group = "Trading Options")
// ***************************************************************************************************** Daily ATR *****************************************************
atrlen = input.int(4, minval=1, title="ATR period", group = "Daily ATR")
SL_atr_perc = input.float(9, minval=1, maxval=100, step=0.5, title="% ATR to use for SL", group = "Daily ATR")
PT_atr_perc = input.float(17.5, minval=1, maxval=100, step=0.5, title="% ATR to use for PT (only if trading w/ PT)", group = "Daily ATR")
SL_atr = SL_atr_perc * 0.01
PT_atr = PT_atr_perc * 0.01
datr = request.security(syminfo.tickerid, "1D", ta.rma(ta.tr, atrlen))
d_SL_atr = datr * SL_atr
d_PT_atr = datr * PT_atr
// plot(datr,"Daily ATR")
// plot(d_SL_atr, "Daily % ATR")
//*********************************************************** VIX volatility index ****************************************
VIX = request.security("VIX", timeframe.period, close)
vix_thres = input.float(20.0, "VIX Threshold for entry", step=0.5, group="VIX Volatility Index")
// ***************************************************** TICK Indictor *****************************************************
malen1 = input.int(21, title = "Fast EMA period", group = "TICK Indicator")
malen2 = input.int(102, title = "Slow EMA period", group = "TICK Indicator")
malen3 = input.int(135, title = "Hull MA period", group = "TICK Indicator")
malen4 = input.int(25, title = "Hull MA Smoothing", group = "TICK Indicator")
//get TICK data
// tickO = request.security("USI:TICK", timeframe.period, open)
tickH = request.security("USI:TICK", "5", high)
tickC = request.security("USI:TICK", "5", close)
tickL = request.security("USI:TICK", "5", low)
tickAVG = ta.ema(tickC,malen1)
tickAVG_L = ta.ema(tickC,malen2)
f_hma(_src, _length) =>
_return = ta.wma(2 * ta.wma(_src, _length / 2) - ta.wma(_src, _length), math.round(math.sqrt(_length)))
_return
tickHMA = f_hma(tickC, malen3)
tickHMA_MA = ta.sma(tickHMA, malen4)
tick_bull = tickAVG > tickAVG[5]
tick_bear = tickAVG < tickAVG[5]
//Plot Tick data
plot(barstate.isconfirmed? tickC : na, title='TICK', color = color.new(color.white,30) , style=plot.style_line, linewidth = 1) //color = tickC > 0 ? color.green : color.red
plot(tickAVG, title='TICK 9 EMA', color = color.yellow, style=plot.style_line, linewidth = 1)
plot(tickAVG_L, title='TICK 21 EMA', color = color.new(color.red,70), style=plot.style_line, linewidth = 1)
plot(tickHMA, title='TICK 21 HMA', color = color.blue, style=plot.style_line, linewidth = 2)
plot(tickHMA_MA, title='TICK HMA Smoothed', color = color.purple, style=plot.style_line, linewidth = 2)
hline(0, color=color.white, linewidth = 1, linestyle = hline.style_solid)
hline(1000, color=color.green, linestyle=hline.style_solid, linewidth = 2)
hline(500, color=color.gray, linestyle=hline.style_dashed)
hline(-1000, color=color.red, linestyle=hline.style_solid, linewidth = 2)
hline(-500, color=color.gray, linestyle=hline.style_dashed)
// plotshape(ta.crossunder(tickHMA,tickAVG) ,"Cross down", color=color.red, style=shape.triangledown, location = location.top, size =size.tiny)
// plotshape(ta.crossover(tickHMA,tickAVG) ,"Cross up", color=color.green, style=shape.triangleup, location = location.bottom, size =size.tiny)
plotshape(ta.crossunder(tickHMA,tickHMA_MA) ,"Cross down", color=color.red, style=shape.triangledown, location = location.top, size =size.tiny)
plotshape(ta.crossover(tickHMA,tickHMA_MA) ,"Cross up", color=color.green, style=shape.triangleup, location = location.bottom, size =size.tiny)
//Background
bgcolor(tickAVG_L > 0 ? color.new(color.green, 90) : color.new(color.red, 90))
bgcolor(tickC > 499 ? color.new(color.green, 70) : na)
bgcolor(tickC < -499 ? color.new(color.red, 70) : na)
bgcolor(tickC > 999 ?color.new(color.green,30) : na)
bgcolor(tickC < -999 ? color.new(color.red,30) : na)
lbR = input(title='Pivot Lookback Right', defval=5, group = "TICK Divergence")
lbL = input(title='Pivot Lookback Left', defval=10, group = "TICK Divergence")
rangeUpper = input(title='Max of Lookback Range', defval=300, group = "TICK Divergence")
rangeLower = input(title='Min of Lookback Range', defval=25, group = "TICK Divergence")
plotBull = input(title='Plot Bullish', defval=true, group = "TICK Divergence")
plotHiddenBull = input(title='Plot Hidden Bullish', defval=false, group = "TICK Divergence")
plotBear = input(title='Plot Bearish', defval=true, group = "TICK Divergence")
plotHiddenBear = input(title='Plot Hidden Bearish', defval=false, group = "TICK Divergence")
bearColor = color.red
bullColor = color.green
hiddenBullColor = color.new(color.green, 80)
hiddenBearColor = color.new(color.red, 80)
textColor = color.white
noneColor = color.new(color.white, 100)
plFound = na(ta.pivotlow(tickC, lbL, lbR)) ? false : true
phFound = na(ta.pivothigh(tickC, lbL, lbR)) ? false : true
_inRange(cond) =>
bars = ta.barssince(cond == true)
rangeLower <= bars and bars <= rangeUpper
//----------------------------------------------- TICK Divergence -------------------------------
// Regular Bullish
// Osc: Higher Low
oscHL = tickC[lbR] > ta.valuewhen(plFound, tickC[lbR], 1) and _inRange(plFound[1])
// Price: Lower Low
priceLL = low[lbR] < ta.valuewhen(plFound, low[lbR], 1)
bullCond = plotBull and priceLL and oscHL and plFound
plot(plFound ? tickC[lbR] : na, offset=-lbR, title='Regular Bullish', linewidth=2, color=bullCond ? bullColor : noneColor)
plotshape(bullCond ? tickC[lbR] : na, offset=-lbR, title='Regular Bullish Label', text=' Bull ', style=shape.labelup, location=location.absolute, color=color.new(bullColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Hidden Bullish
// Osc: Lower Low
oscLL = tickC[lbR] < ta.valuewhen(plFound, tickC[lbR], 1) and _inRange(plFound[1])
// Price: Higher Low
priceHL = low[lbR] > ta.valuewhen(plFound, low[lbR], 1)
hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound
plot(plFound ? tickC[lbR] : na, offset=-lbR, title='Hidden Bullish', linewidth=2, color=hiddenBullCond ? hiddenBullColor : noneColor)
plotshape(hiddenBullCond ? tickC[lbR] : na, offset=-lbR, title='Hidden Bullish Label', text=' H Bull ', style=shape.labelup, location=location.absolute, color=color.new(bullColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Regular Bearish
// Osc: Lower High
oscLH = tickC[lbR] < ta.valuewhen(phFound, tickC[lbR], 1) and _inRange(phFound[1])
// Price: Higher High
priceHH = high[lbR] > ta.valuewhen(phFound, high[lbR], 1)
bearCond = plotBear and priceHH and oscLH and phFound
plot(phFound ? tickC[lbR] : na, offset=-lbR, title='Regular Bearish', linewidth=2, color=bearCond ? bearColor : noneColor)
plotshape(bearCond ? tickC[lbR] : na, offset=-lbR, title='Regular Bearish Label', text=' Bear ', style=shape.labeldown, location=location.absolute, color=color.new(bearColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Hidden Bearish
// Osc: Higher High
oscHH = tickC[lbR] > ta.valuewhen(phFound, tickC[lbR], 1) and _inRange(phFound[1])
// Price: Lower High
priceLH = high[lbR] < ta.valuewhen(phFound, high[lbR], 1)
hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound
plot(phFound ? tickC[lbR] : na, offset=-lbR, title='Hidden Bearish', linewidth=2, color=hiddenBearCond ? hiddenBearColor : noneColor)
plotshape(hiddenBearCond ? tickC[lbR] : na, offset=-lbR, title='Hidden Bearish Label', text=' H Bear ', style=shape.labeldown, location=location.absolute, color=color.new(bearColor, 0), textcolor=color.new(textColor, 0))
//-------------------------------------------------------- RSI ------------------------------------
src = close //request.security(syminfo.ticker, "5",close)
rsi_len = input.int(70, minval=1, title="RSI Length", group = "RSI")
rsi_ma_len = input.int(6, minval=1, title="RSI Signal Length", group = "RSI")
rsi_up = ta.rma(math.max(ta.change(src), 0), rsi_len)
rsi_down = ta.rma(-math.min(ta.change(src), 0), rsi_len)
rsi = rsi_down == 0 ? 100 : rsi_up == 0 ? 0 : 100 - (100 / (1 + rsi_up / rsi_down))
rsi_ma = ta.wma(rsi,rsi_ma_len)
rsi_avg = rsi_ma//math.avg(rsi,rsi_ma)
rsi_bull = rsi_avg > rsi_avg[1]
rsi_bear = rsi_avg < rsi_avg[1]
rsi_thres = input.int(15,"RSI Overbought/Oversold levels +/- from 50", group = "RSI")
rsi_len2 = input.int(14, minval=1, title="Fast RSI Length", group = "RSI")
rsi_up2 = ta.rma(math.max(ta.change(src), 0), rsi_len2)
rsi_down2 = ta.rma(-math.min(ta.change(src), 0), rsi_len2)
rsi2 = rsi_down2 == 0 ? 100 : rsi_up2 == 0 ? 0 : 100 - (100 / (1 + rsi_up2 / rsi_down2))
//-------------------------------------------------------- Stochastic RSI ------------------------------------
// Stochastic Main Parameters
smoothK = input.int(3, minval=1, title='Stoch K', group = "Stochastic RSI")
smoothD = input.int(3, minval=1, title='Stoch D', group = "Stochastic RSI")
lengthRSI = input.int(14, "RSI Length", minval=1, group = "Stochastic RSI")
lengthStoch = input.int(14, "Stochastic Length", minval=1, group = "Stochastic RSI")
rsi_stoch = ta.rsi(src, lengthRSI)
k = ta.sma(ta.stoch(rsi_stoch, rsi_stoch, rsi_stoch, lengthStoch), smoothK)
d = ta.sma(k, smoothD)
//-------------------------------------------------------- Moving Average ------------------------------------
ma_src = close
emalen1 = input.int(20, minval=1, title='Filtering EMA', group= "Moving Averages")
ema1 = ta.ema(ma_src, emalen1)
//------------------------------------------------------------- Trade options ------------------------
profit = strategy.netprofit
trade_amount = math.floor(strategy.initial_capital / close)
BSLE()=>
strategy.opentrades > 0 ? (bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades-1)) : na
BSLExit()=>
strategy.opentrades == 0 ? (bar_index - strategy.closedtrades.exit_bar_index(strategy.closedtrades-1)) : na
min_hold = input.int(6,"Minimum bars to hold order", group = "Trading Options")
if trade_options
if strategy.netprofit > 0 and reinvest// and strategy.closedtrades.profit(strategy.closedtrades-1) > 0
trade_amount := math.floor(strategy.initial_capital * option_multiplier) * (option_amt + math.floor(((profit*reinvest_percent*0.01)/strategy.initial_capital)*10))
else
trade_amount := math.floor(strategy.initial_capital * option_multiplier) * option_amt
// **************************************************************************************************************************************** Trade Pauses ****************************************
bool trade_pause = false
bool trade_pause2 = false
trade_pause := false
if no_longat10 and time(timeframe.period, "1000-1030:23456")
trade_pause2 := true
else
trade_pause2 := false
// ---------------------------------------------------------------- Entry Conditions ------------------------------------------------------------
L_entry0 = ta.crossover(tickHMA, tickHMA_MA) and rsi_avg > 50 and rsi < 50 + rsi_thres and VIX > vix_thres and tickAVG > 0 and close > ema1
S_entry0 = ta.crossunder(tickHMA,tickHMA_MA) and rsi_avg < 50 and rsi > 50 - rsi_thres and VIX > vix_thres and tickAVG < 0 and close < ema1
L_entry1 = L_entry0
S_entry1 = S_entry0
BSL = ta.barssince(L_entry0)
BSS = ta.barssince(S_entry0)
// plot(BSL, "Bars since long entry condition")
// plot(BSS, "Bars since short entry condition")
if trade_optimal and strategy.opentrades == 0
if BSL < entry_lookback
L_entry1 := k < 50 + k_entry_thres and k > k[1]
else
L_entry1 := L_entry0
if BSS < entry_lookback
S_entry1 := k > 50 - k_entry_thres and k < k[1]
else
S_entry1 := S_entry0
// plotshape(L_entry0 ,"Long entry condition", color=color.blue, style=shape.triangleup, location = location.bottom, size =size.tiny)
// plotshape(S_entry0 ,"Short entry condition", color=color.orange, style=shape.triangledown, location = location.top, size =size.tiny)
L_entry2 = bullCond and tickHMA > tickHMA_MA and rsi > rsi_ma and VIX > vix_thres and tickAVG > 0 and close > ema1
S_entry2 = bearCond and tickHMA < tickHMA_MA and rsi < rsi_ma and VIX > vix_thres and tickAVG < 0 and close < ema1
L_entry3 = BSLExit() < chase_lookback and close > close[BSLExit()] and tickHMA > tickHMA_MA and tickHMA > tickHMA[1] and rsi_avg > 50 and rsi < 50 + rsi_thres and VIX > vix_thres and tickAVG > tickAVG[1] and close > ema1 and k < 50 + k_chase_thres
S_entry3 = BSLExit() < chase_lookback and close < close[BSLExit()] and tickHMA < tickHMA_MA and tickHMA < tickHMA[1] and rsi_avg < 50 and rsi > 50 - rsi_thres and VIX > vix_thres and tickAVG < tickAVG[1] and close < ema1 and k > 50 - k_chase_thres
if not indicator_only
if L_entry1 and window and not(trade_pause) and not(trade_pause2) and barstate.isconfirmed
strategy.entry("Long", strategy.long, trade_amount, comment="Long")
if trade_TICKdiverg and L_entry2 and window and not(trade_pause) and not(trade_pause2) and barstate.isconfirmed and strategy.opentrades == 0 //limit to 1 entry, ignoring pyramiding
strategy.entry("Long", strategy.long, trade_amount, comment="Long, TICK divergence")
if trade_chase and L_entry3 and window and not(trade_pause) and not(trade_pause2) and barstate.isconfirmed and strategy.opentrades == 0 //limit to 1 entry, ignoring pyramiding
strategy.entry("Long", strategy.long, trade_amount, comment="Long, Chase")
if S_entry1 and window and not(trade_pause) and not(trade_pause2) and barstate.isconfirmed
strategy.entry("Short", strategy.short, trade_amount, comment="Short")
if trade_TICKdiverg and S_entry2 and window and not(trade_pause) and not(trade_pause2) and barstate.isconfirmed and strategy.opentrades == 0 //limit to 1 entry, ignoring pyramiding
strategy.entry("Short", strategy.short, trade_amount, comment="Short, TICK divergence")
if trade_chase and S_entry3 and window and not(trade_pause) and not(trade_pause2) and barstate.isconfirmed and strategy.opentrades == 0 //limit to 1 entry, ignoring pyramiding
strategy.entry("Short", strategy.short, trade_amount, comment="Short, Chase")
// ---------------------------------------------------------------- SL / PT -------------------------------------------------------------------
long_SL = ta.lowest(low,5) - d_SL_atr
short_SL = ta.highest(high,5) + d_SL_atr
if strategy.opentrades > 0
long_SL := math.min(long_SL[BSLE()], low[1] - d_SL_atr)
short_SL := math.max(short_SL[BSLE()], high[1] + d_SL_atr)
// plot(long_SL, "Long SL")
// plot(short_SL,"Short SL")
long_PT = close + d_PT_atr
short_PT = close - d_PT_atr
if strategy.opentrades > 0
long_PT := strategy.opentrades.entry_price(0) + d_PT_atr
short_PT := strategy.opentrades.entry_price(0) - d_PT_atr
// ---------------------------------------------------------------- Exit Conditions ------------------------------------------------------------
L_exit1 = tickHMA < tickHMA_MA and rsi_bear
S_exit1 = tickHMA > tickHMA_MA and rsi_bull
L_exit2 = bearCond
S_exit2 = bullCond
L_exit3 = tickH > 1000
S_exit3 = tickL < -1000
L_exit4 = strategy.opentrades.profit(strategy.opentrades-1) > 0 and tickHMA < tickHMA[1] and rsi2 < 50
S_exit4 = strategy.opentrades.profit(strategy.opentrades-1) > 0 and tickHMA > tickHMA[1] and rsi2 > 50
if BSLE() > min_hold and window2
if trade_PT
strategy.exit("Exit", "Long", stop = long_SL, limit = long_PT, comment = "SL/PT hit")
strategy.exit("Exit", "Short", stop = short_SL, limit = short_PT, comment = "SL/PT hit")
else
strategy.exit("Exit", "Long", stop = long_SL, comment = "SL hit")
strategy.exit("Exit", "Short", stop = short_SL, comment = "SL hit")
strategy.close("Long", when = L_exit1, comment = "Exit, TICK/RSI reversal")
strategy.close("Short", when = S_exit1, comment = "Exit, TICK/RSI reversal")
strategy.close("Long", when = L_exit2, comment = "Exit, Bearish Divergence")
strategy.close("Short", when = S_exit2, comment = "Exit, Bullish Divergence")
strategy.close("Long", when = L_exit3, comment = "Exit, TICK overbought")
strategy.close("Short", when = S_exit3, comment = "Exit, TICK oversold")
// strategy.close("Long", when = L_exit4, comment = "Exit, TICK/RSI reversal 2")
// strategy.close("Short", when = S_exit4, comment = "Exit, TICK/RSI reversal 2")
if hold_ON
if time(timeframe.period, "1550-1551:246")
strategy.close_all()
if time(timeframe.period, "1550-1551:35")
strategy.close("Long", qty_percent = 50, comment="Close 1/2 EOD")
strategy.close("Short", qty_percent = 50, comment="Close 1/2 EOD")
else
if time(timeframe.period, "1550-1551:23456")
strategy.close_all() |
GAS Backtest | https://www.tradingview.com/script/yRCm3hFR/ | windlu | https://www.tradingview.com/u/windlu/ | 52 | 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/
//@version=5
strategy("GAS Backtest",overlay=true, initial_capital=10000, process_orders_on_close=false)
startDate = input.time(title="Start Date", defval=timestamp("5 Mar 2022 00:00 +0800"))
endDate = input.time(title="Start Date", defval=timestamp("5 Mar 2022 00:00 +0800"))
gridPct = input.float(title="Grid PCT", defval=1, minval = 0.1, step = 0.25, maxval = 100)
maxOrder = input.int(title="Max Order", defval=2, minval=1)
initBuy = input.bool(title="Grid Reward Only",defval=true)
userVol = input.float(title="Grid Vol (optional)",defval=0)
refGrid = input.float(title="Ref. Grid (optional)",defval=0, minval=0)
userSetting = input.bool(title="Apply User setting",defval=false)
today = input.bool(title="Today Only",defval=true)
if today
startDate := timenow - ( timenow + 28800000 ) % 86400000 - 1800000
endDate := timenow
if userSetting
switch syminfo.ticker
"SOLUSD" =>
gridPct := 1
maxOrder := 5
userVol := 1
refGrid := 45
=> startDate := time + 120000
if timeframe.period != "1"
startDate := time + 120000
pct = 1 + gridPct / 100.0
gridLine = open
vol = 0.0
ratio = 2
sellCount = 0
buyCount = 0
gain = 0.0
var label labelName = na
if labelName[1] != na
label.delete(labelName[1])
if time > startDate and time <= endDate
vol := vol[1]
gridLine := gridLine[1]
pct := pct[1]
if hour != 16 or minute != 0
buyCount := buyCount[1]
sellCount := sellCount[1]
gain := gain[1]
nt = math.max( math.floor( math.log( high / gridLine ) / math.log( pct ) ), 0)
nt := math.min( nt , maxOrder)
//highLine = gridLine * math.pow(pct,nt)
highLine = gridLine
if nt != 0
prePrice = highLine
for i = 1 to nt
highLine := math.ceil( highLine * pct / syminfo.mintick ) * syminfo.mintick
gain += ( highLine - prePrice ) * vol
prePrice := highLine
gain := math.round( gain * 100 ) * 0.01
sellCount += nt
nb = math.min( math.ceil( math.log( low / gridLine ) / math.log( pct ) ), 0)
nb := math.max( nb , -1 * maxOrder)
//lowLine = gridLine * math.pow(pct,nb)
lowLine = gridLine
if nb != 0
for i = 1 to -1*nb
lowLine := math.floor( lowLine / pct / syminfo.mintick ) * syminfo.mintick
buyCount -= nb
if ( highLine != gridLine ) and ( lowLine != gridLine )
gridLine := ( highLine - gridLine ) > ( gridLine - lowLine ) ? lowLine : highLine
else if highLine != gridLine
gridLine := highLine
else if lowLine != gridLine
gridLine := lowLine
if ( gridLine != gridLine[1] )
buyPrice = gridLine
sellPrice = gridLine
strategy.cancel_all()
for i = 1 to maxOrder
//sellPrice := sellPrice * pct
sellPrice := math.ceil( sellPrice * pct / syminfo.mintick ) * syminfo.mintick
strategy.order( str.format("Sell{0}",i), strategy.short, vol, limit=sellPrice)
//buyPrice := buyPrice / pct
buyPrice := math.floor( buyPrice / pct / syminfo.mintick ) * syminfo.mintick
strategy.order( str.format("Buy{0}",i), strategy.long, vol, limit=buyPrice)
else if time == startDate
//label.new(bar_index, high, syminfo.ticker )
if refGrid != 0
n = math.floor( math.log( gridLine / refGrid ) / math.log( pct ) )
line1 = refGrid
line2 = line1
for i = 1 to ( n >= 0 ? n+1 : -1*n )
line2 := line1
line1 := if n >= 0
math.ceil( line1 * pct / syminfo.mintick ) * syminfo.mintick
else
math.floor( line1 / pct / syminfo.mintick ) * syminfo.mintick
// line1 = refGrid * math.pow( pct, n )
// line2 = line1 * pct
h = high
l = low
i = 1
while true
if ( line1 <= h ) and ( line1 >= l )
gridLine := line1
break
if ( line2 <= h ) and ( line2 >= l )
gridLine := line2
break
h := high[i] > h ? high[i] : h
l := low[i] < l ? low[i] : l
i += 1
botBound = gridLine / 1.1
topBound = gridLine * 1.1
nb = math.floor( math.log( gridLine / botBound ) / math.log( pct ) )
vol := gridLine / pct * ( 1 - math.pow( 1/pct, math.max(nb,0) ) ) / ( 1 - 1/pct)
nt = math.floor( math.log( topBound / gridLine ) / math.log( pct ) )
if nt < 0
vol -= gridLine / pct * ( 1 - math.pow( 1/pct, -1 - nt) ) / ( 1 - 1/pct )
nt := 0
if initBuy == false
if nb < 0
nt -= -1 - nb
vol += nt * close
else
vol += gridLine * ( 1 - math.pow( pct, nt ) ) / ( 1 - pct)
if nb < 0
vol -= gridLine * ( 1 - math.pow( pct, -1*nb ) ) / ( 1 - pct )
if userVol == 0
vol := strategy.equity / vol
else if userVol > 0
vol := userVol
else
vol := -1 * userVol * gridPct
if initBuy == false
strategy.order("init", strategy.long, nt*vol)
buyPrice = gridLine
sellPrice = gridLine
for i = 1 to maxOrder
sellPrice := sellPrice * pct
strategy.order( str.format("Sell{0}",i), strategy.short, vol, limit=sellPrice)
buyPrice := buyPrice / pct
strategy.order( str.format("Buy{0}",i), strategy.long, vol, limit=buyPrice)
if time == endDate
strategy.cancel_all()
//plot(line1, color= color.red)
//plot(line2)
//plot(pct * 100 -10)
//plot(syminfo.mintick)
if today and ( time >= startDate ) and bar_index >= last_bar_index-1
labelName := label.new(x=bar_index+80, y=high*1.002, text = str.format("Buy : {0}\nSell : {1}\nGain : {2}",buyCount,sellCount,gain), style=label.style_label_center, textcolor = color.white)
plot( time >= startDate and time <= endDate? gridLine : na , color = color.yellow, style = plot.style_stepline )
//plot(close)
|
VOLLY PRICE CONVERGE | https://www.tradingview.com/script/dmQs0fRa-VOLLY-PRICE-CONVERGE/ | Celar | https://www.tradingview.com/u/Celar/ | 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/
// © Celar
//@version=5
strategy("VOLLY PRICE CONVERGE", default_qty_type= strategy.percent_of_equity )
base_sma = ta.sma(close, 10)
vol_sma5 = ta.hma(volume, 15)
price_sma5 = ta.hma(close, 15)
ma50 = ta.sma(close, 50)
ma20 = ta.sma(close, 20)
int vol_indicator = na
int price_indicator = na
if vol_sma5 > vol_sma5[1]
vol_indicator := 1
else
vol_indicator := 0
if price_sma5 > price_sma5[1]
price_indicator := 1
else
price_indicator := 0
signal = vol_indicator + price_indicator
colour = signal == 2 ? #00802b : signal == 1 ? #cc2900 : color.white
bank_roll = strategy.equity
qty = bank_roll/close
strategy.entry("Long", strategy.long, qty, when = signal == 2 and close > base_sma)
// Generate a full exit bracket (profit 10 points, loss 5 points per contract) from the entry named "Long".
strategy.close("Long", when = signal == 1 or signal == 0 or close < base_sma )
|
Kahlman HullMA / WT Cross Strategy | https://www.tradingview.com/script/1Im3kKwi/ | pigsq | https://www.tradingview.com/u/pigsq/ | 509 | 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/
// WT CROSS @author [LazyBear]
// Kahlman HullMA / WT Cross Strategy ©author [pigsq]
//@version=5
strategy("Kahlman HullMA / WT Cross Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=100)
//Inputs
_1 = input(false, '|| LONG TP SETTINGS ||')
long = input(true, 'Long On')
LongprofitPercent = input.float(10, "TP1 Profit Percent", minval = 0, maxval = 100, step = 5, tooltip="Percentage of balance to be taken for take profit 1-2.")
LongprofitPercent2 = input.float(15, "TP2 Profit Percent", minval = 0, maxval = 100, step = 5, tooltip="Percentage of balance to be taken for take profit 1-2.")
takeprofitLong = input.float(8.9, "Long Take Profit 1", minval = 0.1, step = 0.1, tooltip="Long take profit 1 percent setting")/100
var tp2L = "tp2L"
takeprofit2Long = input.float(13.6, "Long Take Profit 2", minval = 0.1, step = 0.1, tooltip="Long take profit 2 percent setting. / Close TP2", inline=tp2L)/100
tp2OnOffL = input(true, 'On', inline=tp2L)
var tp3L = "tp3L"
takeprofit3Long = input.float(13.6, "Long Take Profit 3", minval = 0.1, step = 0.1, tooltip="Long take profit 3 percent setting. / Close TP3", inline=tp3L)/100
tp3OnOffL = input(false, 'On', inline=tp3L)
src_long = input.string(title='Long TP1 Source', defval="hc2",
options=["hc2", "co2", "hco3", "hlo3", "ho2", "lo2", "open", "close", "hlc3", "hl2", "ohlc4", "hlcc4", "low", "high"],
tooltip="TP1 up or down control. Close process if selected 'source' is less than TP1")
src_long2 = input.string(title='Long TP2 Source', defval="hc2",
options=["hc2", "co2", "hco3", "hlo3", "ho2", "lo2", "open", "close", "hlc3", "hl2", "ohlc4", "hlcc4", "low", "high"],
tooltip="TP2 up or down control. Close process if selected 'source' is less than TP2")
_2 = input(false, '|| SHORT TP SETTINGS ||')
short = input(true, 'Short On')
ShortprofitPercent = input.float(50, "TP1 Profit Percent", minval = 0, maxval = 100, step = 5, tooltip="Percentage of balance to be taken for take profit 1-2.")
ShortprofitPercent2 = input.float(70, "TP2 Profit Percent", minval = 0, maxval = 100, step = 5, tooltip="Percentage of balance to be taken for take profit 1-2.")
takeprofitShort = input.float(8.2, "Short Take Profit 1", minval = 0.1, step = 0.1, tooltip="Short take profit 1 percent setting")/100
var tp2S = "tp2S"
takeprofit2Short = input.float(13.4, "Short Take Profit 2", minval = 0.1, step = 0.1, tooltip="Short take profit 2 percent setting. / Close TP3", inline=tp2S)/100
tp2OnOffS = input(true, 'On', inline=tp2S)
var tp3S = "tp3S"
takeprofit3Short = input.float(13.9, "Short Take Profit 3", minval = 0.1, step = 0.1, tooltip="Short take profit 3 percent setting. / Close TP3", inline=tp3S)/100
tp3OnOffS = input(false, 'On', inline=tp3S)
src_short = input.string(title='Short TP1 Source', defval="lc2",
options=["lc2", "lco3", "hco3", "hc2", "co2", "hlo3", "lo2", "ho2", "close", "hlc3", "hl2", "ohlc4", "hlcc4", "low", "high", "open"],
tooltip="TP1 up or down control. Close process if selected 'source' is greater than TP1")
src_short2 = input.string(title='Short TP2 Source', defval="lco3",
options=["lc2", "lco3", "hco3", "hc2", "co2", "hlo3", "lo2", "ho2", "close", "hlc3", "hl2", "ohlc4", "hlcc4", "low", "high", "open"],
tooltip="TP2 up or down control. Close process if selected 'source' is greater than TP2")
_3 = input(false, '|| STOP LOSS SETTINGS ||')
stoplossLong = input.float(7.1, "Long", minval = 0.1, step = 0.1, tooltip="Stop loss percent(Red line)")/100
stoplossShort = input.float(7.9, "Short", minval = 0.1, step = 0.1)/100
_4 = input(false, '|| TRAILING STOP SETTINGS ||')
trailingSLOnOff = input(true, 'Long Trailing SL On', tooltip="Trailing stop loss mode.")
trailingStopChangeL = input(true, 'Change Line', tooltip="On: If price is greater than TP1. Off: If price is greater than Long Position Check.")
trailingPercent = input.float(3.6, "Long", minval = 0.1, step = 0.1,
tooltip="Trailing stop loss percent. Note: Activated if greater than TP1. Otherwise, the stop level is the value on a bottom line.(Yellow dot line)")/100
trailingSLOnOff2 = input(false, 'Short Trailing SL On', tooltip="Trailing stop loss mode.")
trailingStopChangeS = input(true, 'Change Line', tooltip="On: If price is greater than TP1. Off: If price is greater than Short Position Check.")
trailingPercent2 = input.float(3.4, "Short", minval = 0.1, step = 0.1,
tooltip="Trailing stop loss percent. Note: Activated if greater than TP1. Otherwise, the stop level is the value on a bottom line.(Yellow dot line)")/100
_5 = input(false, '|| POSITION CHECK SETTINGS ||')
LongpositionCheckOnOff = input(true, 'Long Position Check On',
tooltip="Long Position check mode. Depends on TP1 percentage. It works as a '%X' / 'Senstive Value'.")
src_LongpositionCheck = input.string(title='Source', defval="co2",
options=["hco3", "lco3", "hc2", "lc2", "co2", "ho2", "lo2", "hlo3", "close", "open", "hl2", "hlc3", "ohlc4", "hlcc4", "low", "high"],
tooltip="Long check senstive up or down control. Close process if selected 'source' is less than Position Check Line(Yellow solid line)")
LongpositionCheck = input.float(1.7, "Senstive", minval = 1, step = 0.01)
ShortpositionCheckOnOff = input(true, 'Short Position Check On',
tooltip="Short Position check mode. It works as a '%X' / 'Senstive Value'.")
src_ShortpositionCheck = input.string(title='Source', defval="low",
options=["lco3", "hco3", "lc2", "hc2", "co2", "lo2", "ho2", "hlo3", "close", "open", "hl2", "hlc3", "ohlc4", "hlcc4", "low", "high"],
tooltip="Short check senstive up or down control. Close process if selected 'source' is greater than Position Check Line(Yellow solid line)")
ShortpositionCheck = input.float(1.4, "Senstive", minval = 1, step = 0.01)
//Long TP1 source
float source_long = switch src_long
"hc2" => (high + close)/2
"hco3" => (high + close + open)/3
"co2" => (open + close)/2
"hlo3" => (open + high + low)/3
"ho2" => (open + high)/2
"lo2" => (low + open)/2
"lc2" => (low + close)/2
"lco3" => (low + close + open)/3
"open" => open
"close" => close
"hlc3" => hlc3
"hl2" => hl2
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
//Long TP2 source
float source_long2 = switch src_long2
"hc2" => (high + close)/2
"hco3" => (high + close + open)/3
"co2" => (open + close)/2
"lc2" => (low + close)/2
"lco3" => (low + close + open)/3
"hlo3" => (open + high + low)/3
"lo2" => (open + low)/2
"ho2" => (high + open)/2
"open" => open
"close" => close
"hlc3" => hlc3
"hl2" => hl2
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
//Short TP1 source
float source_short = switch src_short
"lc2" => (low + close)/2
"lco3" => (low + close + open)/3
"co2" => (open + close)/2
"hlo3" => (open + high + low)/3
"lo2" => (open + low)/2
"ho2" => (high + open)/2
"hc2" => (high + close)/2
"hco3" => (high + close + open)/3
"close" => close
"hlc3" => hlc3
"hl2" => hl2
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
"open" => open
//Short TP2 source
float source_short2 = switch src_short2
"lc2" => (low + close)/2
"lco3" => (low + close + open)/3
"co2" => (open + close)/2
"hlo3" => (open + high + low)/3
"lo2" => (open + low)/2
"ho2" => (high + open)/2
"hc2" => (high + close)/2
"hco3" => (high + close + open)/3
"close" => close
"hlc3" => hlc3
"hl2" => hl2
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
"open" => open
//Long position check source
float source_CheckLong = switch src_LongpositionCheck
"hco3" => (high + close + open)/3
"lco3" => (low + close + open)/3
"hc2" => (high + close)/2
"lc2" => (low + close)/2
"hlo3" => (open + high + low)/3
"co2" => (open + close)/2
"ho2" => (open + high)/2
"lo2" => (low + open)/2
"close" => close
"hl2" => hl2
"hlc3" => hlc3
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
"open" => open
//Short position check source
float source_CheckShort = switch src_ShortpositionCheck
"lco3" => (low + close + open)/3
"hco3" => (high + close + open)/3
"lc2" => (low + close)/2
"hc2" => (high + close)/2
"hlo3" => (open + high + low)/3
"co2" => (open + close)/2
"lo2" => (open + low)/2
"ho2" => (high + open)/2
"close" => close
"hl2" => hl2
"hlc3" => hlc3
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"high" => high
"open" => open
"low" => low
// WT Cross Setup
_6 = input(false, '|| WT CROSS SETTINGS ||')
var wtlong = "WT LONG"
n1L = input(6, 'Channel Length')
n2L = input(23, 'Average Length')
apL = input.string(title='Source', defval='hlc3',
options=["hc2", "hco3", "lc2", "lco3", "co2", "hlo3", "lo2", "close", "hlc3", "hl2", "ohlc4", "hlcc4", "low", "high", "open"])
float apL_src = switch apL
"hc2" => (high + close)/2
"hco3" => (high + close + open)/3
"lc2" => (low + close)/2
"lco3" => (low + close + open)/3
"co2" => (open + close)/2
"hlo3" => (open + high + low)/3
"lo2" => (open + low)/2
"close" => close
"hlc3" => hlc3
"hl2" => hl2
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
"open" => open
esaL = ta.ema(apL_src, n1L)
rL = ta.ema(math.abs(apL_src - esaL), n1L)
ciL = (apL_src - esaL) / (0.015 * rL)
tciL = ta.ema(ciL, n2L)
wt1L = tciL
wt2L = ta.sma(wt1L, 4)
// WT SHORT
var wtshort = "WT SHORT"
n1S = input(8, 'Channel Length')
n2S = input(19, 'Average Length')
apS = input.string(title='Source', defval='hlc3',
options=["hc2", "hco3", "lc2", "lco3", "co2", "hlo3", "lo2", "close", "hlc3", "hl2", "ohlc4", "hlcc4", "low", "high", "open"])
float apS_src = switch apS
"hc2" => (high + close)/2
"hco3" => (high + close + open)/3
"lc2" => (low + close)/2
"lco3" => (low + close + open)/3
"co2" => (open + close)/2
"hlo3" => (open + high + low)/3
"lo2" => (open + low)/2
"close" => close
"hlc3" => hlc3
"hl2" => hl2
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
"open" => open
esaS = ta.ema(apS_src, n1S)
rS = ta.ema(math.abs(apS_src - esaS), n1S)
ciS = (apS_src - esaS) / (0.015 * rS)
tciS = ta.ema(ciS, n2S)
wt1S = tciS
wt2S = ta.sma(wt1S, 4)
// Hull Kahlman Setup
_7 = input(false, '|| HULLMA SETTINGS ||')
hull_source = input.string(title='Source', defval='hl2',
options=["hc2", "hco3", "lc2", "lco3", "co2", "hlo3", "lo2", "close", "hlc3", "hl2", "ohlc4", "hlcc4", "low", "high", "open"])
lengthhull = input(24, 'Lookback')
gain = input(10000, 'Gain')
float hull_src = switch hull_source
"hc2" => (high + close)/2
"hco3" => (high + close + open)/3
"lc2" => (low + close)/2
"lco3" => (low + close + open)/3
"co2" => (open + close)/2
"hlo3" => (open + high + low)/3
"lo2" => (open + low)/2
"close" => close
"hlc3" => hlc3
"hl2" => hl2
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
"open" => open
hma(_hull_src, _lengthhull) =>
ta.wma((2 * ta.wma(_hull_src, _lengthhull / 2)) - ta.wma(_hull_src, _lengthhull), math.round(math.sqrt(_lengthhull)))
hma3(_hull_src, _lengthhull) =>
p = lengthhull / 2
ta.wma(ta.wma(close, p / 3) * 3 - ta.wma(close, p / 2) - ta.wma(close, p), p)
kahlman(x, g) =>
kf = 0.0
dk = x - nz(kf[1], x)
smooth = nz(kf[1], x) + dk * math.sqrt(g / 10000 * 2)
velo = 0.0
velo := nz(velo[1], 0) + g / 10000 * dk
kf := smooth + velo
kf
a = kahlman(hma(hull_src, lengthhull), gain)
b = kahlman(hma3(hull_src, lengthhull), gain)
c = b > a ? color.lime : color.red
crossdn = a > b and a[1] < b[1]
crossup = b > a and b[1] < a[1]
p1hma = plot(a, color=color.new(c, 75), linewidth=1, title='Long Plot')
p2hma = plot(b, color=color.new(c, 75), linewidth=1, title='Short Plot')
fill(p1hma, p2hma, color=color.new(c, 75), title='Fill')
//Stoch RSI Settings
_8 = input(false, '|| STOCH RSI SETTINGS ||')
rsistochOnOff = input(true, 'Stoch RSI', tooltip="Stoch RSI On/Off")
smoothK = input.int(2, "K", minval=1)
smoothD = input.int(3, "D", minval=1)
lengthRSI = input.int(13, "RSI Length", minval=1)
lengthStoch = input.int(13, "Stochastic Length", minval=1)
src = input.string(title='RSI Source', defval='hl2',
options=["hc2", "hco3", "lc2", "lco3", "co2", "hlo3", "lo2", "close", "hlc3", "hl2", "ohlc4", "hlcc4", "low", "high", "open"])
float src_src = switch src
"hc2" => (high + close)/2
"hco3" => (high + close + open)/3
"lc2" => (low + close)/2
"lco3" => (low + close + open)/3
"co2" => (open + close)/2
"hlo3" => (open + high + low)/3
"lo2" => (open + low)/2
"close" => close
"hlc3" => hlc3
"hl2" => hl2
"ohlc4" => ohlc4
"hlcc4" => hlcc4
"low" => low
"high" => high
"open" => open
rsi1 = ta.rsi(src_src, lengthRSI)
k = ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = ta.sma(k, smoothD)
LStoch = rsistochOnOff ? k > d:close
SStoch = rsistochOnOff ? k < d:close
//Vol Setup
_15 = input(false, '|| VOLUME SETTINGS ||')
volumeonoff = input(true, 'On/Off')
volume_f = input.float(0.6, title="Mult.", minval = 0, step = 0.1)
sma_length = input.int(3, title="Sma volume lenght", minval = 1)
vwma_length = input.int(3, title="Vwma volume lenght", minval = 1)
wma_length = input.int(4, title="Wma volume lenght", minval = 1)
vol = ((ta.sma(volume, sma_length) + ta.vwma(volume, vwma_length) + ta.wma(volume, wma_length)) / 3) * volume_f
volEntry = volumeonoff ? volume > vol:volume
_16 = input(false, '|| ADX SETTINGS ||')
adxon = input(false, 'On')
adxlen = input(14, title="ADX Smoothing")
dilen = input(14, title="DI Length")
adxBuyLevel = input(20, title="Buy Level")
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)
sig = adx(dilen, adxlen)
ADXEntry = if adxon
sig > adxBuyLevel
else
sig < 100
// Wunderbit Settings
_9 = input(false, '|| WUNDERBIT SETTINGS ||')
var wunder = "Wunderbit Comments"
longentryComment = input("ENTER-LONG", title = "Long Entry Comment", group=wunder)
longexitComment = input("EXIT-LONG", title = "Long Exit Comment", group=wunder)
shortentryComment = input("ENTER-SHORT", title = "Short Entry Comment", group=wunder)
shortexitComment = input("EXIT-SHORT", title = "Short Exit Comment", group=wunder)
// Date Setup
_10 = input(false, '|| DATE & DATE RANGE SETTINGS ||')
startDate = input.time(timestamp("1 Jan 2020 00:00 +0000"), "Start Date")
endDate = input.time(timestamp("1 Jan 9999 03:00 +0000"), "End Date")
var rangeL = "LONG"
sessionOnOff = input(true, 'Long/Time Range & Weekdays On/Off', tooltip="Start Date and End Date not inclueded", group=rangeL)
timeSession = input.session("0000-0000", 'Time Range', group=rangeL)
d_monday = input.bool(title="Monday", defval=true, inline="D1", group=rangeL)
d_tuesday = input.bool(title="Tuesday", defval=true, inline="D1", group=rangeL)
d_wednesday = input.bool(title="Wednesday", defval=true, inline="D1", group=rangeL)
d_thursday = input.bool(title="Thursday", defval=true, inline="D2", group=rangeL)
d_friday = input.bool(title="Friday", defval=true, inline="D2", group=rangeL)
d_saturday = input.bool(title="Saturday", defval=false, inline="D2", group=rangeL)
d_sunday = input.bool(title="Sunday", defval=true, tooltip="Trade days?", inline="D2", group=rangeL)
days = d_sunday ? "1" : ""
days := days + (d_monday ? "2" : "")
days := days + (d_tuesday ? "3" : "")
days := days + (d_wednesday ? "4" : "")
days := days + (d_thursday ? "5" : "")
days := days + (d_friday ? "6" : "")
days := days + (d_saturday ? "7" : "")
strategyTime = time >= startDate and time <= endDate ? true : false
inSession(session) =>
if sessionOnOff
na(time(timeframe.period, session + ":" + days)) == false and strategyTime
else
strategyTime
// For Short
var rangeS = "SHORT"
sessionOnOff2 = input(false, 'Short/Time Range & Weekdays On/Off', tooltip="Start Date and End Date not inclueded", group=rangeS)
timeSession2 = input.session("0300-0300", 'Time Range', group=rangeS)
d_monday2 = input.bool(title="Monday", defval=true, inline="D3", group=rangeS)
d_tuesday2 = input.bool(title="Tuesday", defval=true, inline="D3", group=rangeS)
d_wednesday2 = input.bool(title="Wednesday", defval=true, inline="D3", group=rangeS)
d_thursday2 = input.bool(title="Thursday", defval=true, inline="D4", group=rangeS)
d_friday2 = input.bool(title="Friday", defval=true, inline="D4", group=rangeS)
d_saturday2 = input.bool(title="Saturday", defval=true, inline="D4", group=rangeS)
d_sunday2 = input.bool(title="Sunday", defval=true, tooltip="Trade days?", inline="D4", group=rangeS)
days2 = d_sunday2 ? "1" : ""
days2 := days2 + (d_monday2 ? "2" : "")
days2 := days2 + (d_tuesday2 ? "3" : "")
days2 := days2 + (d_wednesday2 ? "4" : "")
days2 := days2 + (d_thursday2 ? "5" : "")
days2 := days2 + (d_friday2 ? "6" : "")
days2 := days2 + (d_saturday2 ? "7" : "")
inSession2(session2) =>
if sessionOnOff2
na(time(timeframe.period, session2 + ":" + days2)) == false and time >= startDate and time <= endDate
else
time >= startDate and time <= endDate ? true : false
// SL-TP Setups
longConditionDirection = strategy.position_size >= 0
shortConditionDirection = strategy.position_size <= 0
// Long Line Setup
exitSL = if longConditionDirection
strategy.position_avg_price * (1 - stoplossLong)
else
strategy.position_avg_price * (1 + stoplossShort)
exitTP = if longConditionDirection
strategy.position_avg_price * (1 + takeprofitLong)
else
strategy.position_avg_price * (1 - takeprofitShort)
exitTP2 = if longConditionDirection
strategy.position_avg_price * (1 + takeprofit2Long)
else
strategy.position_avg_price * (1 - takeprofit2Short)
exitTP3 = if longConditionDirection
strategy.position_avg_price * (1 + takeprofit3Long)
else
strategy.position_avg_price * (1 - takeprofit3Short)
positionCheckLong = if LongpositionCheckOnOff
longConditionDirection ? strategy.position_avg_price * (1 + takeprofitLong/LongpositionCheck):na
positionCheckShort = if ShortpositionCheckOnOff
shortConditionDirection ? strategy.position_avg_price * (1 - takeprofitShort/ShortpositionCheck):na
// Long-Short Condition Setup
longCondition = crossup and ta.crossover(wt1L,wt2L) and LStoch or
crossup and ta.crossover(wt1L[1],wt2L[1]) and LStoch or
crossup and ta.crossover(wt1L[2],wt2L) and LStoch
shortCondition = crossdn and ta.crossunder(wt1S,wt2S) and SStoch
// Trailing Long Stop Setup
trailingStopChangeL1 = trailingStopChangeL ? high >= exitTP or high[1] >= exitTP:
high >= positionCheckLong or high[1] >= positionCheckLong
priceStopL = 0.0
priceStopL := if longConditionDirection and trailingStopChangeL1 and trailingSLOnOff
stopMeasure = close * (1 - trailingPercent)
math.max(stopMeasure, priceStopL[1])
else if longConditionDirection
exitSL
// Trailing Short Stop Setup
trailingStopChangeS1 = trailingStopChangeS ? low <= exitTP or low[1] <= exitTP:
low <= positionCheckShort or low[1] <= positionCheckShort
priceStopS = 0.0
priceStopS := if shortConditionDirection and trailingStopChangeS1 and trailingSLOnOff2
stopMeasure = close * (1 + trailingPercent2)
math.min(stopMeasure, priceStopS[1])
else if shortConditionDirection
exitSL
// Position Check Control
positionCheckLong2 =
high >= positionCheckLong and ta.crossunder(wt1L,wt2L) and source_CheckLong < positionCheckLong or
high >= positionCheckLong and ta.crossunder(wt1S,wt2S) and source_CheckLong < positionCheckLong or
high >= positionCheckLong and a > b and source_CheckLong < positionCheckLong and wt1L < wt2L and not volEntry or
high >= positionCheckLong and a > b and source_CheckLong < positionCheckLong and wt1S < wt2S and not volEntry or
high >= positionCheckLong and crossdn and source_CheckLong < positionCheckLong
positionCheckShort2 =
low <= positionCheckShort and ta.crossover(wt1S,wt2S) and source_CheckShort > positionCheckShort or
low <= positionCheckShort and ta.crossover(wt1L,wt2L) and source_CheckShort > positionCheckShort or
low <= positionCheckShort and a < b and source_CheckShort > positionCheckShort and wt1S > wt2S and not volEntry or
low <= positionCheckShort and a < b and source_CheckShort > positionCheckShort and wt1L > wt2L and not volEntry or
low <= positionCheckShort and crossup and source_CheckShort > positionCheckShort
// TP's Control
longTStop = high >= exitTP and source_long <= exitTP or
high >= exitTP2 and source_long2 <= exitTP2 or
high >= exitTP2 and a > b
shortTStop = low <= exitTP and source_short >= exitTP or
low <= exitTP2 and source_short2 >= exitTP2 or
low <= exitTP2 and a < b
// Long-Short Condition Close
longConditionExit = if high <= strategy.position_avg_price or high >= positionCheckLong
shortCondition or positionCheckLong2
shortConditionExit = if low >= strategy.position_avg_price or low <= positionCheckShort
longCondition or positionCheckShort2
if strategyTime
if longConditionDirection and longCondition and long and volEntry and ADXEntry
if inSession(sessionOnOff ? timeSession:na)
strategy.entry("LONG", strategy.long, comment=longentryComment)
strategy.exit("LONG", stop=priceStopL, qty_percent=tp2OnOffL ? LongprofitPercent:100, limit=exitTP, comment=longexitComment)
if tp2OnOffL
strategy.exit("LONG1", stop=priceStopL, qty_percent=tp3OnOffL ? LongprofitPercent2:100, limit=exitTP2, comment=longexitComment)
if tp3OnOffL
strategy.exit("LONG2", stop=priceStopL, qty_percent=100, limit=exitTP3, comment=longexitComment)
if longConditionExit or longTStop
strategy.close("LONG", comment=longexitComment)
if shortConditionDirection and shortCondition and short and volEntry and ADXEntry
if inSession2(sessionOnOff2 ? timeSession2:na)
strategy.entry("SHORT", strategy.short, comment=shortentryComment)
strategy.exit("SHORT", stop=priceStopS, qty_percent=tp2OnOffS ? ShortprofitPercent:100, limit=exitTP, comment=shortexitComment)
if tp2OnOffS
strategy.exit("SHORT1", stop=priceStopS, qty_percent=tp3OnOffS ? ShortprofitPercent2:100, limit=exitTP2, comment=shortexitComment)
if tp3OnOffS
strategy.exit("SHORT2", stop=priceStopS, qty_percent=100, limit=exitTP3, comment=shortexitComment)
if shortConditionExit or shortTStop
strategy.close("SHORT", comment=shortexitComment)
// SL-TP Lines
LSTP2Lines = longConditionDirection ? tp2OnOffL ? exitTP2:na:shortConditionDirection ? tp2OnOffS ? exitTP2:na:na
LSTP3Lines = longConditionDirection ? tp3OnOffL ? tp2OnOffL ? exitTP3:na:na:shortConditionDirection ? tp3OnOffS ? tp2OnOffS ? exitTP3:na:na:na
plot(exitTP, title='Long/Short TP1', color=color.lime, style=plot.style_linebr, linewidth=1)
plot(LSTP2Lines, title='Long/Short TP2', color=color.lime, style=plot.style_linebr, linewidth=1)
plot(LSTP3Lines, title='Long/Short TP3', color=color.lime, style=plot.style_linebr, linewidth=1)
// L/S Stop Loss Lines
plot(exitSL, title='Long/Short SL', color=color.red, style=plot.style_linebr, linewidth=1)
// Position Check Lines
PositionCheckColors = LongpositionCheckOnOff and positionCheckLong ? color.yellow :
ShortpositionCheckOnOff and positionCheckShort ? color.yellow:na
PositionCheckLines = LongpositionCheckOnOff and longConditionDirection ? positionCheckLong :
ShortpositionCheckOnOff and shortConditionDirection ? positionCheckShort:na
plot(PositionCheckLines, title='Long/Short Position Check', color=PositionCheckColors, style=plot.style_linebr, linewidth=1)
// Trailing Stop Lines
TrailingStopLines = trailingSLOnOff ? longConditionDirection and trailingStopChangeL1 ? priceStopL:na:na
TrailingStopLines2 = trailingSLOnOff2 ? shortConditionDirection and trailingStopChangeS1 ? priceStopS:na:na
plot(TrailingStopLines, title='Long Trailing Stop', color=color.yellow, style=plot.style_circles, linewidth=1)
plot(TrailingStopLines2, title='Short Trailing Stop', color=color.yellow, style=plot.style_circles, linewidth=1)
// Date Range Background Color
// bgcolor(sessionOnOff ? inSession(timeSession) ? color.rgb(91, 255, 0, 95):na:na, title="Long Time Range Bg Color")
// bgcolor(sessionOnOff2 ? inSession2(timeSession2) ? color.rgb(91, 255, 0, 95):na:na, title="Short Time Range Bg Color") |
Golden Swing Strategy - Souradeep Dey | https://www.tradingview.com/script/23YZfW0R-Golden-Swing-Strategy-Souradeep-Dey/ | rajm14 | https://www.tradingview.com/u/rajm14/ | 46 | 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/
// © rajm14
//@version=5
strategy(title = "Golden Swing Strategy - Souradeep Dey", shorttitle = "GSS", overlay = true, process_orders_on_close = true, default_qty_type = strategy.cash, default_qty_value=100000, currency = currency.USD)
// Indicator - RSI - 20
rsiSrc = input(defval = close, title = "RSI Source")
rsiLen = input.int(defval = 20, title = "RSI Length", minval = 0, maxval = 200, step = 1)
rsi = ta.rsi(rsiSrc, rsiLen)
//plot(rsi)
// Indicator - Stochastic (55,34,21)
kLength = input.int(defval = 55, title="Stoch %K Length", minval=1)
kSmooth = input.int(defval = 34, title="Stoch %K Smoothing", minval=1)
dLength = input.int(defval = 21, title="Stoch %D Smoothing", minval=1)
kLine = ta.sma(ta.stoch(close, high, low, kLength), kSmooth)
dLine = ta.sma(kLine, dLength)
// plot(kLine, color=color.red)
// plot(dLine, color=color.green)
// Indicator - ATR(5)
atrLength = input(5, "ATR Length")
atr = ta.atr(5)
// plot(atr)
// Indicator - SuperTrend(10,2)
atrPeriod = input(10, "SuperTrend ATR Length")
stSrc = hl2
stfactor = input.float(2.0, "SuperTrend Multiplier", step = 0.1)
stAtr = ta.atr(atrPeriod)
[supertrend, direction] = ta.supertrend(stfactor, atrPeriod)
bodyMiddle = (open + close) / 2
upTrend = direction < 0 ? supertrend : na
downTrend = direction < 0? na : supertrend
// plot(bodyMiddle, display=display.none)
// plot(upTrend)
// plot(downTrend)
// Indicator - Bollinger Bands (20,2)
bblength = input.int(defval = 20, title = "BB Length")
bbsource = input(defval = close, title = "BB Source")
bbStdDev = input.float(defval = 2.0, title = "BB Std Dev", step = 0.1)
bbmultiplier = bbStdDev * ta.stdev(bbsource, bblength)
bbMband = ta.sma(bbsource, bblength)
bbUband = bbMband + bbmultiplier
bbLband = bbMband - bbmultiplier
// plot (bbUband, color = color.red, linewidth = 2)
// plot (bbMband, color = color.black, linewidth = 2)
// plot (bbLband, color = color.green, linewidth = 2)
// Trade Entry
LongEntry = rsi >= 50 and kLine > dLine and low < supertrend and direction < 0 and supertrend < bbMband
ShortEntry = rsi <= 50 and kLine < dLine and high > supertrend and direction > 0 and supertrend > bbMband
plotshape(LongEntry, style = shape.triangleup, text = "Long", location = location.belowbar, size = size.large, color = color.green)
plotshape(ShortEntry, style = shape.triangledown, text = "Short", location = location.abovebar, size = size.large, color = color.red)
//Trade execution
if LongEntry
strategy.entry(id = "Buy", direction = strategy.long, limit = close * .5 * atr)
closelong = close >= strategy.position_avg_price * 2.2 * atr
stoplong = close <= strategy.position_avg_price * 1.1 * atr
if closelong
strategy.close(id = "Buy")
if stoplong
strategy.close(id = "Buy")
if ShortEntry
strategy.entry(id = "Sell", direction = strategy.long, limit = close * .5 * atr)
closeshort = close <= strategy.position_avg_price * 2.2 * atr
stopshort = close >= strategy.position_avg_price * 1.1 * atr
if closeshort
strategy.close(id = "Sell")
if stopshort
strategy.close(id = "Sell")
|
Madri | https://www.tradingview.com/script/vwazHzfd/ | Mdemoio | https://www.tradingview.com/u/Mdemoio/ | 71 | 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/
// © Mdemoio
//@version=4
strategy("Madri", shorttitle="Madri", overlay=true)
// Version 1.1
///////////// RSI
RSIlength = input(2,title="A")
RSIoverSold = 45
RSIoverBought = 40
price = close
vrsi = rsi(price, RSIlength)
///////////// Bollinger Bands
BBlength = input(150, minval=1,title="B")
BBmult = 2// input(2.0, minval=0.001, maxval=50,title="Bollinger Bands Standard Deviation")
BBbasis = sma(price, BBlength)
BBdev = BBmult * stdev(price, BBlength)
BBupper = BBbasis + BBdev
BBlower = BBbasis - BBdev
source = close
buyEntry = crossover(source, BBlower)
sellEntry = crossunder(source, BBupper)
///////////// Colors
//switch1=input(true, title="Enable Bar Color?")
//switch2=input(true, title="Enable Background Color?")
//TrendColor = RSIoverBought and (price[1] > BBupper and price < BBupper) and BBbasis < BBbasis[1] ? red : RSIoverSold and (price[1] < BBlower and price > BBlower) and BBbasis > BBbasis[1] ? green : na
//barcolor(switch1?TrendColor:na)
//bgcolor(switch2?TrendColor:na,transp=50)
///////////// RSI + Bollinger Bands Strategy
if (not na(vrsi))
if (crossover(vrsi, RSIoverSold) and crossover(source, BBlower))
strategy.entry("RSI_BB_L", strategy.long, stop=BBlower, oca_type=strategy.oca.cancel, comment="Buy")
else
strategy.cancel(id="RSI_BB_L")
if (crossunder(vrsi, RSIoverBought) and crossunder(source, BBupper))
strategy.entry("RSI_BB_S", strategy.short, stop=BBupper, oca_type=strategy.oca.cancel, comment="Sell")
else
strategy.cancel(id="RSI_BB_S")
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr) |
The strategy example. Close position by timeout | https://www.tradingview.com/script/Tqq1lFCS-The-strategy-example-Close-position-by-timeout/ | adolgov | https://www.tradingview.com/u/adolgov/ | 132 | 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/
// © adolgov
//@version=5
strategy("The strategy example. Close position by timeout", overlay=true, margin_long=100, margin_short=100, process_orders_on_close=true)
longCondition = ta.crossover(ta.sma(close, 14), ta.sma(close, 28))
if (longCondition)
strategy.entry("My Long Entry Id", strategy.long)
shortCondition = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28))
if (shortCondition)
strategy.entry("My Short Entry Id", strategy.short)
closePositionAfter(timeoutS)=>
if strategy.opentrades > 0
for i = 0 to strategy.opentrades-1
if time - strategy.opentrades.entry_time(i) >= timeoutS*1000
entry = strategy.opentrades.entry_id(i)
strategy.close(entry, comment = str.format("Close \"{0}\" by timeout {1}s", entry, timeoutS))
closePositionAfter(120) // close position after 120 sec |
SIMPLE CANDLESTICK PATTERN ALGO BACKTESTING - TESLA 4H | https://www.tradingview.com/script/XT7qjACu-SIMPLE-CANDLESTICK-PATTERN-ALGO-BACKTESTING-TESLA-4H/ | thequantscience | https://www.tradingview.com/u/thequantscience/ | 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/
// © TheQuantScience
//@version=5
strategy("SimpleBarPattern_LongOnly", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, currency = currency.EUR, initial_capital = 1000, commission_type = strategy.commission.percent, commission_value = 0.03)
// Make input options that configure backtest date range
startDate = input.int(title="Start Date",
defval=1, minval=1, maxval=31)
startMonth = input.int(title="Start Month",
defval=1, minval=1, maxval=12)
startYear = input.int(title="Start Year",
defval=2017, minval=1800, maxval=2100)
endDate = input.int(title="End Date",
defval=8, minval=1, maxval=31)
endMonth = input.int(title="End Month",
defval=3, minval=1, maxval=12)
endYear = input.int(title="End Year",
defval=2022, minval=1800, maxval=2100)
// Look if the close time of the current bar
// Falls inside the date range
inDateRange = (time >= timestamp(syminfo.timezone, startYear,
startMonth, startDate, 0, 0)) and
(time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))
// Setting Conditions
ConditionA = low < open
ConditionB = low < low[1]
ConditionC = close > open
ConditionD = close > open[1] and close > close[1]
FirstCondition = ConditionA and ConditionB
SecondCondition = ConditionC and ConditionD
IsLong = FirstCondition and SecondCondition
TakeProfit_long = input(4.00)
StopLoss_long = input(4.00)
Profit = TakeProfit_long*close/100/syminfo.mintick
Loss = StopLoss_long*close/100/syminfo.mintick
EntryCondition = IsLong and inDateRange
// Trade Entry&Exit Condition
if EntryCondition and strategy.opentrades == 0
strategy.entry(id = 'Open_Long', direction = strategy.long)
strategy.exit(id = "Close_Long", from_entry = 'Open_Long', profit = Profit, loss = Loss)
|
EDMA Scalping Strategy (Exponentially Deviating Moving Average) | https://www.tradingview.com/script/CJesxF5m-EDMA-Scalping-Strategy-Exponentially-Deviating-Moving-Average/ | MightyZinger | https://www.tradingview.com/u/MightyZinger/ | 1,589 | 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/
// © MightyZinger
//@version=5
strategy('EDMA Scalping Strategy (Exponentially Deviating Moving Average)', shorttitle='MZ EDMA Strategy', overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=5, calc_on_every_tick=false, commission_type=strategy.commission.percent, commission_value=0.1)
import MightyZinger/Chikou/3 as filter
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
///// Source Options //////
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
// ─── Different Sources Options List ───► [
string SRC_Tv = 'Use traditional TradingView Sources '
string SRC_Wc = '(open+close+3(high+low))/8'
string SRC_Wo = 'close+high+low-2*open'
string SRC_Wu = '(close+5(high+low)-7(open))/4'
string SRC_Wi = '(open+close+5(high+low))/12'
string SRC_Exi = 'close>open ? high : low'
string SRC_Exj = 'Heiken-ashi(close>open) ? high : low'
string src_grp = 'Source Parameters'
// ●───────── Inputs ─────────● {
diff_src = input.string(SRC_Exi, '→ Different Sources Options', options=[SRC_Tv, SRC_Wc, SRC_Wo, SRC_Wu, SRC_Wi, SRC_Exi, SRC_Exj], group=src_grp)
i_sourceSetup = input.source(close, 'Tradingview Source Setup', group=src_grp)
i_Sym = input.bool(true, 'Apply Symmetrically Weighted Moving Average at the price source (May Result Repainting)', group=src_grp)
// Heikinashi Candles for calculations
f_ha_open() =>
haopen = float(na)
haopen := na(haopen[1]) ? (open + close) / 2 : (nz(haopen[1]) + nz(ohlc4[1])) / 2
haopen
h_open = f_ha_open()
// Get Source
src_o = diff_src == SRC_Wc ? (open+close+3*(high+low))/8 :
diff_src == SRC_Wo ? close+high+low-2*open :
diff_src == SRC_Wu ? (close+5*(high+low)-7*(open))/4 :
diff_src == SRC_Wi ? (open+close+5*(high+low))/12 :
diff_src == SRC_Exi ? (close > open ? high : low) :
diff_src == SRC_Exj ? (ohlc4 > h_open ? high : low) :
i_sourceSetup
src_f = i_Sym ? ta.swma(src_o) : src_o // Symmetrically Weighted Moving Average?
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
string grp1 = 'MA Parameters'
edma_Length = input.int(20, title='MA Length:', group=grp1)
i_Symmetrical = input(true, ' Apply Symmetrically Weighted Moving Average at EDMA')
ema1_Length = input.int(20, title='EMA 1 Length:', group=grp1)
show_ema1 = input(true, ' Show EMA 1')
ema2_Length = input.int(40, title='EMA 2 Length:', group=grp1)
show_ema2 = input(false, ' Show EMA 2')
string grp2 = 'Chikou Filter Parameters'
c_len = input.int(25, title='Chikou Period (Displaced Source)', group=grp2)
c_bull_col = input.color(color.green, 'Bull Color ', group = grp2, inline='c_col')
c_bear_col = input.color(color.red, 'Bear Color ', group = grp2, inline='c_col')
c_rvsl_col = input.color(color.yellow, 'Consollidation/Reversal Color ', group = grp2, inline='c_col')
string grp3 = 'EMA Color Settings'
ema1_col = input.color(#2962FF, 'EMA 1 Color ', group = grp3, inline='e_col')
ema2_col = input.color(#FF6D00, 'EMA 2 Color ', group = grp3, inline='e_col')
string grp4 = 'ETrade Parameters'
showSignals = input.bool(true, title='Show Cross Alerts', group=grp4)
conf_chk = input.bool(false, title='Use Chikou Filter for Confirmation', group=grp4)
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
// EDMA Function
f_edma(src, len)=>
var hexp = float(na) // Initiallizing Variables
var lexp = float(na)
var _hma = float(na)
var _edma = float(na)
float smoothness = 1.0 // Increasing smoothness will result in MA same as EMA
h_len = int(len/1.5) // Length to be used in final calculation of Hull Moving Average
// Defining Exponentially Expanding Moving Line
hexp := na(hexp[1]) ? src : src >= hexp[1] ? src : hexp[1] + (src - hexp[1]) * (smoothness / (len + 1))
// Defining Exponentially Contracting Moving Line
lexp := na(lexp[1]) ? hexp : src <= lexp[1] ? hexp : lexp[1] + (src - lexp[1]) * (smoothness / (len + 1))
// Calculating Hull Moving Average of resulted Exponential Moving Line with 3/2 of total length
_hma := ta.wma(2 * ta.wma(lexp, h_len / 2) - ta.wma(lexp, h_len), math.round(math.sqrt(h_len)))
_edma := _hma // EDMA will be equal to resulted smoothened Hull Moving Average
_edma
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
edma = i_Symmetrical ? ta.swma(f_edma(src_f, edma_Length)) : f_edma(src_f, edma_Length)
ema1 = ta.ema(src_f, ema1_Length)
ema2 = ta.ema(src_f, ema2_Length)
// Calling Chikou filter function from library to obtaing dynamic color of EDMA Band and also Chikou Trend
[edma_col, _trend] = filter.chikou(src_f, c_len, high, low, c_bull_col, c_bear_col, c_rvsl_col)
edma_plot = plot(edma, title='EDMA', color= edma_col , linewidth=4) // Plotting EDMA with dynamic color from Chikou Filter Function
ema1_plot = plot(show_ema1 ? ema1 : na, title='EMA 1', color= ema1_col , linewidth=3)
ema2_plot = plot(show_ema2 ? ema2 : na, title='EMA 2', color= ema2_col , linewidth=3)
fill(ema1_plot , edma_plot, title = "Background", color = color.new(edma_col,70)) // Filling the bands inbetween EMA and EDMA
/////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////
// Trade Signals and Alerts
L1 = ema2 > edma // Weak Uptrend Condition
L2 = ema1 > edma // Strong Uptrend Condition
L3 = _trend == 1 // Chikou Filter Uptrend Condition
S1 = ema2 < edma // Weak Downtrend Condition
S2 = ema1 < edma // Strong Downtrend Condition
S3 = _trend == -1 // Chikou Filter Downtrend Condition
// Setting confirmation conditional operator for Chikou Filter
weak_up = conf_chk ? L1 and L3 : L1
strong_up = conf_chk ? L2 and L3 : L2
weak_dn = conf_chk ? S1 and S3 : S1
strong_dn = conf_chk ? S2 and S3 : S2
// Defining condition equivalent to Crossover & Crossunder
bool[] signal_a = array.from(weak_up, strong_up, weak_dn, strong_dn)
var swing_a = array.new_int(2)
f_signal()=>
for i = 0 to 1
var sig = 0
if array.get(signal_a, i) and sig <= 0
sig := 1
if array.get(signal_a, i+2) and sig >= 0
sig := -1
array.set(swing_a, i, sig)
f_signal()
buy_weak = array.get(swing_a, 0) == 1 and array.get(swing_a, 0)[1] != 1
buy_strong = array.get(swing_a, 1) == 1 and array.get(swing_a, 1)[1] != 1
sell_weak = array.get(swing_a, 0) == -1 and array.get(swing_a, 0)[1] != -1
sell_strong = array.get(swing_a, 1) == -1 and array.get(swing_a, 1)[1] != -1
// Plotting Signals on Chart
//atrOver = 0.7 * ta.atr(5) // Atr to place alert shape on chart
//plotshape(showSignals and buy_strong ? (low - atrOver) : na, style=shape.triangleup, color=color.new(color.green, 30), location=location.absolute, text='Buy', size=size.small)
//plotshape(showSignals and sell_strong ? (high + atrOver) : na, style=shape.triangledown, color=color.new(color.red, 30), location=location.absolute, text='Sell', size=size.small)
strategy.close('sell', when = buy_strong)
strategy.entry("buy", strategy.long, when = buy_strong)
strategy.close('buy', when = sell_strong)
strategy.entry("sell", strategy.short, when = sell_strong)
|
PCT Trailing Stoploss-Strategy | https://www.tradingview.com/script/VMKVjZNl-PCT-Trailing-Stoploss-Strategy/ | Thumpyr | https://www.tradingview.com/u/Thumpyr/ | 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/
// © Thumpyr
//@version=5
/////////////////////////////////////////////////////////////////////////////////////////////
// Comment out Strategy Line and remove // from Indicator line to turn into Indicator //////
// Do same for alertConidction at bottom //////
/////////////////////////////////////////////////////////////////////////////////////////////
strategy("PCT Trailing Stoploss-Strategy", shorttitle="PCT Trailing Stoploss- Strategy", overlay=true, margin_long=100, margin_short=100)
//indicator(title="PCT Trailing Stoploss- Indicator", shorttitle="PCT Trailing Stoploss - Indicator", timeframe="", timeframe_gaps=true, overlay=true)//
sellLow=input.float(.035, minval=0, title="Stop Loss Loss: 1% = .01", group="Sell Settings")
trailStopArm=input.float(.0065, minval=0, title="Trailing Stop Arm: 1%=.01", group="Sell Settings")
trailStopPct=input.float(.003, minval=0, title="Trailing Stop Trigger: 1%=.01 ", group="Sell Settings")
/////////////////////////////////////////////////
// Indicators //
/////////////////////////////////////////////////
ema1Len = input.int(14, minval=1, title=" ema 1 Length", group="Trend Line Settings")
ema1Src = input(close, title="ema 1 Source", group="Trend Line Settings")
ema1 = ta.ema(ema1Src, ema1Len)
plot(ema1, title="EMA", color=color.blue)
ema2Len = input.int(22, minval=1, title=" ema 2 Length", group="Trend Line Settings")
ema2Src = input(close, title="ema 2 Source", group="Trend Line Settings")
ema2 = ta.ema(ema2Src, ema2Len)
plot(ema2, title="EMA", color=color.orange)
ema3Len = input.int(200, minval=1, title=" ema 3 Length", group="Trend Line Settings")
ema3Src = input(close, title="ema 2 Source", group="Trend Line Settings")
ema3 = ta.ema(ema3Src, ema3Len)
plot(ema3, title="EMA", color=color.gray)
/////////////////////////////
//// Buy Conditions ////
/////////////////////////////
alertBuy = ta.crossover(ema1,ema2) and close>ema3
////////////////////////////////////////////////////////////////////
//// Filter redundant Buy Signals if Sell has not happened ////
////////////////////////////////////////////////////////////////////
var lastsignal = 0
showAlertBuy = 0
if(alertBuy and lastsignal !=1)
showAlertBuy := 1
lastsignal := 1
buyAlert= showAlertBuy > 0
//////////////////////////////////////////////////////////////////
//// Track Conditions at buy Signal ////
//////////////////////////////////////////////////////////////////
alertBuyValue = ta.valuewhen(buyAlert, close,0)
alertSellValueLow = alertBuyValue - (alertBuyValue*sellLow)
////////////////////////////////////////////////////////////
///// Trailing Stop /////
////////////////////////////////////////////////////////////
var TSLActive=0 //Check to see if TSL has been activated
var TSLTriggerValue=0.0 //Initial and climbing value of TSL
var TSLStop = 0.0 //Sell Trigger
var TSLRunning =0 //Continuously check each bar to raise TSL or not
// Check if a Buy has been triggered and set initial value for TSL //
if buyAlert
TSLTriggerValue := alertBuyValue+(alertBuyValue*trailStopArm)
TSLActive := 0
TSLRunning :=1
TSLStop := TSLTriggerValue - (TSLTriggerValue*trailStopPct)
// Check that Buy has triggered and if Close has reached initial TSL//
// Keeps from setting Sell Signal before TSL has been armed w/TSLActive//
beginTrail=TSLRunning==1 and TSLActive==0 and close>alertBuyValue+(alertBuyValue*trailStopArm) and ta.crossover(close,TSLTriggerValue)
if beginTrail
TSLTriggerValue :=close
TSLActive :=1
TSLStop :=TSLTriggerValue - (TSLTriggerValue*trailStopPct)
// Continuously check if TSL needs to increase and set new value //
runTrail= TSLActive==1 and (ta.crossover(close,TSLTriggerValue) or close>=TSLTriggerValue)
if runTrail
TSLTriggerValue :=close
TSLStop :=TSLTriggerValue - (TSLTriggerValue*trailStopPct)
// Verify that TSL is active and trigger when close cross below TSL Stop//
TSL=TSLActive==1 and (ta.crossunder(close,TSLStop) or (close[1]>TSLStop and close<TSLStop))
// Plot point of inital arming of TSL//
TSLTrigger=TSLActive==1 and TSLActive[1]==0
plotshape(TSLTrigger, title='TSL Armed', location=location.abovebar, color=color.new(color.blue, 0), size=size.small, style=shape.cross, text='TSL Armed')
////////////////////////////////////////////////////////////
// Plots used for troubleshooting and verification of TSL //
////////////////////////////////////////////////////////////
//plot(TSLActive,"Trailing Stop", color=#f48fb1)
//plot(TSLRunning,"Trailing Stop", color=#f48fb1)
//plot(TSLTriggerValue,"Trailing Stop Trigger", color.new(color=#ec407a, transp = TSLRunning==1 ? 0 : 100))
//plot(TSLStop,"Trailing Stop", color.new(color=#f48fb1, transp = TSLRunning==1 ? 0 : 100))//
////////////////////////////////////////////////////////////
///// Sell Conditions ///////
////////////////////////////////////////////////////////////
Sell1 = TSL
Sell2 = ta.crossunder(close,alertSellValueLow)
alertSell= Sell1 or Sell2
////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////
//// Remove Redundant Signals ////
////////////////////////////////////////////////////////////
showAlertSell = 0
if(alertSell and lastsignal != -1)
showAlertSell := 1
lastsignal := -1
sellAlert= showAlertSell > 0
if sellAlert
TSLActive :=0
TSLRunning :=0
/////////////////////////////////////////
// Plot Buy and Sell Shapes on Chart //
/////////////////////////////////////////
plotshape(buyAlert, title='Buy', location=location.belowbar, color=color.new(color.green, 0), size=size.small, style=shape.triangleup, text='Buy')
plotshape(sellAlert, title='Sell', location=location.abovebar, color=color.new(color.red, 0), size=size.small, style=shape.triangledown, text='Sell')
/////////////////////////////////////////////////////////////////////////////////////////////
// Remove // to setup for Indicator //
/////////////////////////////////////////////////////////////////////////////////////////////
//Alerts
//alertcondition(title='Buy Alert', condition=buyAlert, message='Buy Conditions are Met')
//alertcondition(title='Sell Alert', condition=sellAlert, message='Sell Conditions are Met')
/////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////
//// Comment out this section if setup as Indicator ////
////////////////////////////////////////////////////////////
longCondition = buyAlert
if (longCondition)
strategy.entry("Buy", strategy.long)
alert(message='Buy', freq=alert.freq_once_per_bar_close)
shortCondition = sellAlert
if (shortCondition)
strategy.close_all(sellAlert,"Sell")
alert(message='Sell', freq=alert.freq_once_per_bar_close)
/////////////////////////////////////////////////////////////
|
RSI_Boll-TP/SL | https://www.tradingview.com/script/wAztQq30-RSI-Boll-TP-SL/ | BigCoinHunter | https://www.tradingview.com/u/BigCoinHunter/ | 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/
// © BigCoinHunter
//@version=5
strategy(title="RSI_Boll-TP/SL", overlay=true,
pyramiding=0, default_qty_type=strategy.percent_of_equity,
default_qty_value=100, initial_capital=1000,
currency=currency.USD, commission_value=0.05,
commission_type=strategy.commission.percent,
process_orders_on_close=true)
//----------- get the user inputs --------------
//---------- RSI -------------
price = input(close, title="Source")
RSIlength = input.int(defval=6,title="RSI Length")
RSIoverSold = input.int(defval=50, title="RSI OverSold", minval=1)
RSIoverBought = input.int(defval=50, title="RSI OverBought", minval=1)
//------- Bollinger Bands -----------
BBlength = input.int(defval=200, title="Bollinger Period Length", minval=1)
BBmult = input.float(defval=2.0, minval=0.001, maxval=50, step=0.1, title="Bollinger Bands Standard Deviation")
BBbasis = ta.sma(price, BBlength)
BBdev = BBmult * ta.stdev(price, BBlength)
BBupper = BBbasis + BBdev
BBlower = BBbasis - BBdev
source = close
buyEntry = ta.crossover(source, BBlower)
sellEntry = ta.crossunder(source, BBupper)
plot(BBbasis, color=color.aqua, title="Bollinger Bands SMA Basis Line")
p1 = plot(BBupper, color=color.silver, title="Bollinger Bands Upper Line")
p2 = plot(BBlower, color=color.silver, title="Bollinger Bands Lower Line")
fill(plot1=p1, plot2=p2, title="Bollinger BackGround", color=color.new(color.aqua,90), fillgaps=false, editable=true)
//---------- input TP/SL ---------------
tp = input.float(title="Take Profit:", defval=0.0, minval=0.0, maxval=100.0, step=0.1) * 0.01
sl = input.float(title="Stop Loss: ", defval=0.0, minval=0.0, maxval=100.0, step=0.1) * 0.01
longEntry = input.bool(defval=true, title= 'Long Entry', inline="11")
shortEntry = input.bool(defval=true, title='Short Entry', inline="11")
//---------- backtest range setup ------------
fromDay = input.int(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input.int(defval = 1, title = "From Month", minval = 1, maxval = 12)
fromYear = input.int(defval = 2021, title = "From Year", minval = 2010)
toDay = input.int(defval = 30, title = "To Day", minval = 1, maxval = 31)
toMonth = input.int(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input.int(defval = 2022, title = "To Year", minval = 2010)
//------------ time interval setup -----------
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(toYear, toMonth, toDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
//------- define the global variables ------
var bool long = true
var bool stoppedOutLong = false
var bool stoppedOutShort = false
//--------- Colors ---------------
TrendColor = RSIoverBought and (price[1] > BBupper and price < BBupper) and BBbasis < BBbasis[1] ? color.red : RSIoverSold and (price[1] < BBlower and price > BBlower) and BBbasis > BBbasis[1] ? color.green : na
//bgcolor(switch2?(color.new(TrendColor,50)):na)
//--------- calculate the input/output points -----------
longProfitPrice = strategy.position_avg_price * (1 + tp) // tp -> take profit percentage
longStopPrice = strategy.position_avg_price * (1 - sl) // sl -> stop loss percentage
shortProfitPrice = strategy.position_avg_price * (1 - tp)
shortStopPrice = strategy.position_avg_price * (1 + sl)
//---------- RSI + Bollinger Bands Strategy -------------
vrsi = ta.rsi(price, RSIlength)
rsiCrossOver = ta.crossover(vrsi, RSIoverSold)
rsiCrossUnder = ta.crossunder(vrsi, RSIoverBought)
BBCrossOver = ta.crossover(source, BBlower)
BBCrossUnder = ta.crossunder(source, BBupper)
if (not na(vrsi))
if rsiCrossOver and BBCrossOver
long := true
if rsiCrossUnder and BBCrossUnder
long := false
//------------------- determine buy and sell points ---------------------
buySignall = window() and long and (not stoppedOutLong)
sellSignall = window() and (not long) and (not stoppedOutShort)
//---------- execute the strategy -----------------
if(longEntry and shortEntry)
if long
strategy.entry("LONG", strategy.long, when = buySignall, comment = "ENTER LONG")
stoppedOutLong := true
stoppedOutShort := false
else
strategy.entry("SHORT", strategy.short, when = sellSignall, comment = "ENTER SHORT")
stoppedOutLong := false
stoppedOutShort := true
else if(longEntry)
strategy.entry("LONG", strategy.long, when = buySignall)
strategy.close("LONG", when = sellSignall)
if long
stoppedOutLong := true
else
stoppedOutLong := false
else if(shortEntry)
strategy.entry("SHORT", strategy.short, when = sellSignall)
strategy.close("SHORT", when = buySignall)
if not long
stoppedOutShort := true
else
stoppedOutShort := false
//----------------- take profit and stop loss -----------------
if(tp>0.0 and sl>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", limit=longProfitPrice, stop=longStopPrice, comment="Long TP/SL Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", limit=shortProfitPrice, stop=shortStopPrice, comment="Short TP/SL Trigger")
else if(tp>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", limit=longProfitPrice, comment="Long TP Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", limit=shortProfitPrice, comment="Short TP Trigger")
else if(sl>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", stop=longStopPrice, comment="Long SL Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", stop=shortStopPrice, comment="Short SL Trigger")
|
OTT-Stoch-TP/SL | https://www.tradingview.com/script/jPEIOqzL-OTT-Stoch-TP-SL/ | BigCoinHunter | https://www.tradingview.com/u/BigCoinHunter/ | 177 | 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/
// © BigCoinHunter
//@version=5
strategy(title='OTT-Stoch-TP/SL', overlay=true,
pyramiding=0, default_qty_type=strategy.percent_of_equity,
default_qty_value=100, initial_capital=1000,
currency=currency.USD, commission_value=0.05,
commission_type=strategy.commission.percent,
process_orders_on_close=true)
//-------------- fetch user inputs ------------------
src = input(defval=close, title='OTT source')
src1 = input(defval=close, title="Stoch OTT source")
ottFastPercent = input.float(title='OTT Fast Percent(%):', defval=3.0, minval=0.1, maxval=30.0, step=0.1)
ottSlowPercent = input.float(title='OTT Slow Percent(%):', defval=10.0, minval=0.1, maxval=30.0, step=0.1)
ottFastLength = input.int(title="OTT Fast Length:", defval=1, minval=1)
ottSlowLength = input.int(title="OTT Slow Length:", defval=1, minval=1)
periodK = input.int(defval=500, title="%K Length", minval=1, step=10)
smoothK = input.int(defval=200, title="%K Smoothing", minval=1, step=10)
stochLength=input.int(defval=2, title="Stoch OTT Period", minval=1)
stochPercent=input.float(defval=0.5, title="Stoch OTT Percent", step=0.1, minval=0)
mav = input.string(title="Moving Average Type", defval="SMA", options=["SMA", "EMA", "WMA", "TMA", "VAR", "WWMA", "ZLEMA", "TSF"])
tp = input.float(title="Take Profit:", defval=0.0, minval=0.0, maxval=100.0, step=0.1) * 0.01
sl = input.float(title="Stop Loss: ", defval=0.0, minval=0.0, maxval=100.0, step=0.1) * 0.01
//showsupport = input.bool(title="Show Support Line?", defval=true)
stoch = input.bool(title="evaluate Stoch OTT", defval=false)
longEntry = input.bool(defval=true, title= 'Long Entry', inline="11")
shortEntry = input.bool(defval=true, title='Short Entry', inline="11")
//---------- backtest range setup ------------
fromDay = input.int(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input.int(defval = 1, title = "From Month", minval = 1, maxval = 12)
fromYear = input.int(defval = 2021, title = "From Year", minval = 2010)
toDay = input.int(defval = 30, title = "To Day", minval = 1, maxval = 31)
toMonth = input.int(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input.int(defval = 2022, title = "To Year", minval = 2010)
//------------ time interval setup -----------
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(toYear, toMonth, toDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
//-------- calculate the OTT lines ----------
Var_Func(src,length)=>
valpha=2/(length+1)
vud1=src>src[1] ? src-src[1] : 0
vdd1=src<src[1] ? src[1]-src : 0
vUD=math.sum(vud1,9)
vDD=math.sum(vdd1,9)
vCMO=nz((vUD-vDD)/(vUD+vDD))
VAR=0.0
VAR:=nz(valpha*math.abs(vCMO)*src)+(1-valpha*math.abs(vCMO))*nz(VAR[1])
//VAR=Var_Func(src,length)
Wwma_Func(src,length)=>
wwalpha = 1/ length
WWMA = 0.0
WWMA := wwalpha*src + (1-wwalpha)*nz(WWMA[1])
//WWMA=Wwma_Func(src,length)
Zlema_Func(src,length)=>
zxLag = length/2==math.round(length/2) ? length/2 : (length - 1) / 2
zxEMAData = (src + (src - src[zxLag]))
ZLEMA = ta.ema(zxEMAData, length)
//ZLEMA=Zlema_Func(src,length)
Tsf_Func(src,length)=>
lrc = ta.linreg(src, length, 0)
lrc1 = ta.linreg(src,length,1)
lrs = (lrc-lrc1)
TSF = ta.linreg(src, length, 0)+lrs
//TSF=Tsf_Func(src,length)
getMA(src, length) =>
ma = 0.0
if mav == "SMA"
ma := ta.sma(src, length)
ma
if mav == "EMA"
ma := ta.ema(src, length)
ma
if mav == "WMA"
ma := ta.wma(src, length)
ma
if mav == "TMA"
ma := ta.sma(ta.sma(src, math.ceil(length / 2)), math.floor(length / 2) + 1)
ma
if mav == "VAR"
ma := Var_Func(src,length)
ma
if mav == "WWMA"
ma := Wwma_Func(src,length)
ma
if mav == "ZLEMA"
ma := Zlema_Func(src,length)
ma
if mav == "TSF"
ma := Tsf_Func(src,length)
ma
ma
//-------- OTT line calculation --------
MAvg1=getMA(src, ottFastLength)
fark1=MAvg1*ottFastPercent*0.01
longStop1 = MAvg1 - fark1
longStopPrev1 = nz(longStop1[1], longStop1)
longStop1 := MAvg1 > longStopPrev1 ? math.max(longStop1, longStopPrev1) : longStop1
shortStop1 = MAvg1 + fark1
shortStopPrev1 = nz(shortStop1[1], shortStop1)
shortStop1 := MAvg1 < shortStopPrev1 ? math.min(shortStop1, shortStopPrev1) : shortStop1
dir1 = 1
dir1 := nz(dir1[1], dir1)
dir1 := dir1 == -1 and MAvg1 > shortStopPrev1 ? 1 : dir1 == 1 and MAvg1 < longStopPrev1 ? -1 : dir1
MT1 = dir1==1 ? longStop1: shortStop1
OTTFast=MAvg1>MT1 ? MT1*(200+ottFastPercent)/200 : MT1*(200-ottFastPercent)/200
MAvg2=getMA(src, ottSlowLength)
fark2=MAvg2*ottSlowPercent*0.01
longStop2 = MAvg2 - fark2
longStopPrev2 = nz(longStop2[1], longStop2)
longStop2 := MAvg2 > longStopPrev2 ? math.max(longStop2, longStopPrev2) : longStop2
shortStop2 = MAvg2 + fark2
shortStopPrev2 = nz(shortStop2[1], shortStop2)
shortStop2 := MAvg2 < shortStopPrev2 ? math.min(shortStop2, shortStopPrev2) : shortStop2
dir2 = 1
dir2 := nz(dir2[1], dir2)
dir2 := dir2 == -1 and MAvg2 > shortStopPrev2 ? 1 : dir2 == 1 and MAvg2 < longStopPrev2 ? -1 : dir2
MT2 = dir2==1 ? longStop2: shortStop2
OTTSlow=MAvg2>MT2 ? MT2*(200+ottSlowPercent)/200 : MT2*(200-ottSlowPercent)/200
//-------- Stoch OTT calculation ----------
Var_Func1(src1,length)=>
valpha1=2/(length+1)
vud11=src1>src1[1] ? src1-src1[1] : 0
vdd11=src1<src1[1] ? src1[1]-src1 : 0
vUD1=math.sum(vud11,9)
vDD1=math.sum(vdd11,9)
vCMO1=nz((vUD1-vDD1)/(vUD1+vDD1))
VAR1=0.0
VAR1:=nz(valpha1*math.abs(vCMO1)*src1)+(1-valpha1*math.abs(vCMO1))*nz(VAR1[1])
VAR1=Var_Func1(src1,stochLength)
k = Var_Func1(ta.stoch(close, high, low, periodK), smoothK)
k1=k+1000
VAR2=Var_Func(k1,stochLength)
MAvg3=Var_Func(k1, stochLength)
fark3=MAvg3*stochPercent*0.01
longStop3 = MAvg3 - fark3
longStopPrev3 = nz(longStop3[1], longStop3)
longStop3 := MAvg3 > longStopPrev3 ? math.max(longStop3, longStopPrev3) : longStop3
shortStop3 = MAvg3 + fark3
shortStopPrev3 = nz(shortStop3[1], shortStop3)
shortStop3 := MAvg3 < shortStopPrev3 ? math.min(shortStop3, shortStopPrev3) : shortStop3
dir3 = 1
dir3 := nz(dir3[1], dir3)
dir3 := dir3 == -1 and MAvg3 > shortStopPrev3 ? 1 : dir3 == 1 and MAvg3 < longStopPrev3 ? -1 : dir3
MT3 = dir3==1 ? longStop3: shortStop3
OTTStoch=MAvg3>MT3 ? MT3*(200+stochPercent)/200 : MT3*(200-stochPercent)/200
//------- define the global variables ------
var bool long = true
var bool stoppedOutLong = false
var bool stoppedOutShort = false
//-------- determine the market direction --------
if OTTFast > OTTSlow
long := true
else if OTTFast < OTTSlow
long := false
//--------- calculate the input/output points -----------
longProfitPrice = strategy.position_avg_price * (1 + tp) // tp -> take profit percentage
longStopPrice = strategy.position_avg_price * (1 - sl) // sl -> stop loss percentage
shortProfitPrice = strategy.position_avg_price * (1 - tp)
shortStopPrice = strategy.position_avg_price * (1 + sl)
//------------------- determine buy and sell points ---------------------
buySignall = false
sellSignall = false
if stoch == false
buySignall := window() and long and (not stoppedOutLong)
sellSignall := window() and (not long) and (not stoppedOutShort)
else
buySignall := window() and long and (not stoppedOutLong) and ( k1 > OTTStoch )
sellSignall := window() and (not long) and (not stoppedOutShort) and ( k1 < OTTStoch )
//---------- execute the strategy -----------------
if(longEntry and shortEntry)
if long
strategy.entry("LONG", strategy.long, when = buySignall, comment = "ENTER LONG")
stoppedOutLong := true
stoppedOutShort := false
else
strategy.entry("SHORT", strategy.short, when = sellSignall, comment = "ENTER SHORT")
stoppedOutLong := false
stoppedOutShort := true
else if(longEntry)
strategy.entry("LONG", strategy.long, when = buySignall)
strategy.close("LONG", when = sellSignall)
if long
stoppedOutLong := true
else
stoppedOutLong := false
else if(shortEntry)
strategy.entry("SHORT", strategy.short, when = sellSignall)
strategy.close("SHORT", when = buySignall)
if not long
stoppedOutShort := true
else
stoppedOutShort := false
//----------------- take profit and stop loss -----------------
if(tp>0.0 and sl>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", limit=longProfitPrice, stop=longStopPrice, comment="Long TP/SL Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", limit=shortProfitPrice, stop=shortStopPrice, comment="Short TP/SL Trigger")
else if(tp>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", limit=longProfitPrice, comment="Long TP Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", limit=shortProfitPrice, comment="Short TP Trigger")
else if(sl>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", stop=longStopPrice, comment="Long SL Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", stop=shortStopPrice, comment="Short SL Trigger")
//------------- plot charts ---------------------
lineColor1 = long ? color.green : color.red
lineColor2 = long ? color.aqua : color.fuchsia
light_green=#08ff12
light_red=#fe0808
plot(nz(OTTFast), color=light_green, linewidth=3, title="OTT Fast")
plot(nz(OTTSlow), color=light_red, linewidth=3, title="OTT Slow")
|
RSI_OTT - TP/SL | https://www.tradingview.com/script/njyiMUdB-RSI-OTT-TP-SL/ | BigCoinHunter | https://www.tradingview.com/u/BigCoinHunter/ | 249 | 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/
// © BigCoinHunter
//@version=5
strategy(title="RSI_OTT-TP/SL", overlay=true,
pyramiding=0, default_qty_type=strategy.percent_of_equity,
default_qty_value=100, initial_capital=1000,
currency=currency.USD, commission_value=0.05,
commission_type=strategy.commission.percent,
process_orders_on_close=true)
//----------- get the user inputs --------------
//---------- RSI -------------
price = input(close, title="Source")
RSIlength = input.int(defval=6,title="RSI Length")
RSIoverSold = input.int(defval=50, title="RSI OverSold", minval=1)
RSIoverBought = input.int(defval=50, title="RSI OverBought", minval=1)
//------- OTT Bands ----------------
src = close
length=input.int(defval=1, title="OTT Period", minval=1)
percent=input.float(defval=5, title="OTT Percent", step=0.1, minval=0.001)
mav = input.string(title="OTT MA Type", defval="VAR", options=["SMA", "EMA", "WMA", "TMA", "VAR", "WWMA", "ZLEMA", "TSF"])
ottUpperPercent = input.float(title="OTT Upper Line Coeff", defval=0.01, minval = 0.001, step=0.001)
ottLowerPercent = input.float(title="OTT Lower Line Coeff", defval=0.01, minval = 0.001, step=0.001)
Var_Func(src,length)=>
valpha=2/(length+1)
vud1=src>src[1] ? src-src[1] : 0
vdd1=src<src[1] ? src[1]-src : 0
vUD=math.sum(vud1,9)
vDD=math.sum(vdd1,9)
vCMO=nz((vUD-vDD)/(vUD+vDD))
VAR=0.0
VAR:=nz(valpha*math.abs(vCMO)*src)+(1-valpha*math.abs(vCMO))*nz(VAR[1])
VAR=Var_Func(src,length)
Wwma_Func(src,length)=>
wwalpha = 1/ length
WWMA = 0.0
WWMA := wwalpha*src + (1-wwalpha)*nz(WWMA[1])
WWMA=Wwma_Func(src,length)
Zlema_Func(src,length)=>
zxLag = length/2==math.round(length/2) ? length/2 : (length - 1) / 2
zxEMAData = (src + (src - src[zxLag]))
ZLEMA = ta.ema(zxEMAData, length)
ZLEMA=Zlema_Func(src,length)
Tsf_Func(src,length)=>
lrc = ta.linreg(src, length, 0)
lrc1 = ta.linreg(src,length,1)
lrs = (lrc-lrc1)
TSF = ta.linreg(src, length, 0)+lrs
TSF=Tsf_Func(src,length)
getMA(src, length) =>
ma = 0.0
if mav == "SMA"
ma := ta.sma(src, length)
ma
if mav == "EMA"
ma := ta.ema(src, length)
ma
if mav == "WMA"
ma := ta.wma(src, length)
ma
if mav == "TMA"
ma := ta.sma(ta.sma(src, math.ceil(length / 2)), math.floor(length / 2) + 1)
ma
if mav == "VAR"
ma := VAR
ma
if mav == "WWMA"
ma := WWMA
ma
if mav == "ZLEMA"
ma := ZLEMA
ma
if mav == "TSF"
ma := TSF
ma
ma
MAvg=getMA(src, length)
fark=MAvg*percent*0.01
longStop = MAvg - fark
longStopPrev = nz(longStop[1], longStop)
longStop := MAvg > longStopPrev ? math.max(longStop, longStopPrev) : longStop
shortStop = MAvg + fark
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := MAvg < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir
MT = dir==1 ? longStop: shortStop
OTT=MAvg>MT ? MT*(200+percent)/200 : MT*(200-percent)/200
light_green=#08ff12
light_red=#fe0808
OTTupper = nz(OTT[2])*(1+ottUpperPercent)
OTTlower = nz(OTT[2])*(1-ottLowerPercent)
p1 = plot(OTTupper, color=light_green, linewidth=1, title="OTT UPPER")
p2 = plot(nz(OTT[2]), color=color.new(color.yellow,0), linewidth=1, title="OTT MIDDLE")
p3 = plot(OTTlower, color=light_red, linewidth=1, title="OTT LOWER")
fill(plot1=p1, plot2=p3, title="OTT Background", color=color.new(color.aqua,90), fillgaps=false, editable=true)
buyEntry = ta.crossover(src, OTTlower)
sellEntry = ta.crossunder(src, OTTupper)
//---------- input TP/SL ---------------
tp = input.float(title="Take Profit:", defval=0.0, minval=0.0, maxval=100.0, step=0.1) * 0.01
sl = input.float(title="Stop Loss: ", defval=0.0, minval=0.0, maxval=100.0, step=0.1) * 0.01
isEntryLong = input.bool(defval=true, title= 'Long Entry', inline="11")
isEntryShort = input.bool(defval=true, title='Short Entry', inline="11")
//---------- backtest range setup ------------
fromDay = input.int(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input.int(defval = 1, title = "From Month", minval = 1, maxval = 12)
fromYear = input.int(defval = 2021, title = "From Year", minval = 2010)
toDay = input.int(defval = 30, title = "To Day", minval = 1, maxval = 31)
toMonth = input.int(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input.int(defval = 2022, title = "To Year", minval = 2010)
//------------ time interval setup -----------
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(toYear, toMonth, toDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
//------- define the global variables ------
var bool long = true
var bool stoppedOutLong = false
var bool stoppedOutShort = false
//--------- Colors ---------------
//TrendColor = RSIoverBought and (price[1] > BBupper and price < BBupper) and BBbasis < BBbasis[1] ? color.red : RSIoverSold and (price[1] < BBlower and price > BBlower) and BBbasis > BBbasis[1] ? color.green : na
//bgcolor(switch2?(color.new(TrendColor,50)):na)
//--------- calculate the input/output points -----------
longProfitPrice = strategy.position_avg_price * (1 + tp) // tp -> take profit percentage
longStopPrice = strategy.position_avg_price * (1 - sl) // sl -> stop loss percentage
shortProfitPrice = strategy.position_avg_price * (1 - tp)
shortStopPrice = strategy.position_avg_price * (1 + sl)
//---------- RSI + Bollinger Bands Strategy -------------
vrsi = ta.rsi(price, RSIlength)
rsiCrossOver = ta.crossover(vrsi, RSIoverSold)
rsiCrossUnder = ta.crossunder(vrsi, RSIoverBought)
OTTCrossOver = ta.crossover(src, OTTlower)
OTTCrossUnder = ta.crossunder(src, OTTupper)
if (not na(vrsi))
if rsiCrossOver and OTTCrossOver
long := true
if rsiCrossUnder and OTTCrossUnder
long := false
//------- define the global variables ------
buySignall = false
sellSignall = false
//------------------- determine buy and sell points ---------------------
buySignall := window() and long and (not stoppedOutLong)
sellSignall := window() and (not long) and (not stoppedOutShort)
//---------- execute the strategy -----------------
if(isEntryLong and isEntryShort)
if long
strategy.entry("LONG", strategy.long, when = buySignall, comment = "ENTER LONG")
stoppedOutLong := true
stoppedOutShort := false
else
strategy.entry("SHORT", strategy.short, when = sellSignall, comment = "ENTER SHORT")
stoppedOutLong := false
stoppedOutShort := true
else if(isEntryLong)
strategy.entry("LONG", strategy.long, when = buySignall)
strategy.close("LONG", when = sellSignall)
if long
stoppedOutLong := true
else
stoppedOutLong := false
else if(isEntryShort)
strategy.entry("SHORT", strategy.short, when = sellSignall)
strategy.close("SHORT", when = buySignall)
if not long
stoppedOutShort := true
else
stoppedOutShort := false
//----------------- take profit and stop loss -----------------
if(tp>0.0 and sl>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", limit=longProfitPrice, stop=longStopPrice, comment="Long TP/SL Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", limit=shortProfitPrice, stop=shortStopPrice, comment="Short TP/SL Trigger")
else if(tp>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", limit=longProfitPrice, comment="Long TP Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", limit=shortProfitPrice, comment="Short TP Trigger")
else if(sl>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", stop=longStopPrice, comment="Long SL Trigger")
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", stop=shortStopPrice, comment="Short SL Trigger")
|
EMA Strat | https://www.tradingview.com/script/NFFIcgFf-EMA-Strat/ | swagmoneytrader | https://www.tradingview.com/u/swagmoneytrader/ | 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/
// © ericdwyang
//@version=5
strategy("EMA Strat", overlay=true, margin_long=100, margin_short=100)
// EMA Variables
emaInput = input(21, "Length")
ema = ta.ema(close, emaInput)
// Variable Declaration
p = 0
start = false
// Start Date
yearInput = input(2000, "Year")
if (time >= timestamp(2000,01,01,01,01))
start := true
// Check first candle relative to EMA
if (close > ema and start == true)
p += 1
strategy.entry("Long", strategy.long, comment = "Entry")
// Candle close above EMA (p + 1, count reset to 0)
above = close[1] > ema[1]
if (above)
p += 1
// Candle close below EMA (reset p to 0, count -1)
below = close < ema
if (below)
p := 0
strategy.close("Long", comment = "Flat")
// // Exit Position
// if (redCount == -2)
// strategy.close("Long", comment = "Flat")
// goLong = p[1] == 0 and p == 1
// flatten = p == 0
// // Restablish long
// if (goLong and start == true)
// strategy.entry("Long", strategy.long, comment = "Entry")
plot(p)
plot(ema)
|
Stairs Gain Strategy - MG | https://www.tradingview.com/script/tpSocClH/ | trademasterf | https://www.tradingview.com/u/trademasterf/ | 76 | 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/
// © MGULHANN
//@version=5
//İchimoku Leading Span 2 Hesaplaması ve Girişleri
strategy("Stairs Gain Strategy - MG", overlay=true, margin_long=100, margin_short=100)
laggingSpan2Periods = input.int(52, minval=1, title="Leading Periot")
displacement = input.int(1, minval=1, title="Displacement")
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))
leadLine2 = donchian(laggingSpan2Periods)
p2 = plot(leadLine2, offset = displacement - 1, color=#EF9A9A,
title="Leading Span B")
// İşlem Tekrarını Filtrele
filtreUygula = input.bool(true,title="Pozisyon Sıra Filtresi Uygula")
//Kar Al / Zarar Durdur Seviyeleri Girişleri
zararDurdurmaYuzde = input.float(1.0, title='Zarar Durdurma %', step=0.01) / 100
karAlmaYuzde = input.float(2.0, title='Kar Alma %', step=0.01) / 100
//ATR Hesaplaması
atrCarpani = input.float(0.3, title="ATR Çarpanı", step= 0.01)
atrDegeri = ta.atr(14) * atrCarpani
//ATR Değer Girişleri
atrbuyukdeger = input.float(0.01, title="ATR Üst Limit", step=0.01)
atrkucukdeger = input.float(0.06, title="ATR Alt Limit", step=0.01)
//Buy ve Sell Şartları
buycross = ta.crossover(close,leadLine2[displacement-1]) ? atrDegeri > atrbuyukdeger : strategy.position_size == 0
sellcross = ta.crossover(leadLine2[displacement-1],close) ? atrDegeri < atrkucukdeger : strategy.position_size == 0
//KONTROL
var sonPozisyonYonu = 0
//Son kapanan pozisyon long ise degiskenin degerini 1 olarak ata
if strategy.position_size[1] > 0 and strategy.position_size == 0
sonPozisyonYonu := 1
//Son kapanan pozisyon short ise degiskenin degerini -1 olarak ata
if strategy.position_size[1] < 0 and strategy.position_size == 0
sonPozisyonYonu := -1
//eger filtre uygulama seçiliyse ve son pozisyon yönü long ise 'longFiltreSonuc' degiskenine false degeri ata ve bir sonraki pozisyonun long olmasını engelle
longFiltreSonuc = filtreUygula ? sonPozisyonYonu == 1 ? false : true : true
//eger filtre uygulama seçiliyse ve son pozisyon yönü short ise 'shortFiltreSonuc' degiskenine false degeri ata ve bir sonraki pozisyonun short olmasını engelle
shortFiltreSonuc = filtreUygula ? sonPozisyonYonu == -1 ? false : true : true
//LONG GİRİŞ
strategy.entry("Long", strategy.long, when=buycross and longFiltreSonuc)
longKarAl = strategy.position_avg_price * (1 + karAlmaYuzde)
longZararDurdur = strategy.position_avg_price * (1 - zararDurdurmaYuzde)
strategy.exit("Long Exit","Long",limit=longKarAl, stop=longZararDurdur)
//SHORT GİRİŞ
strategy.entry("Short", strategy.short, when=sellcross and shortFiltreSonuc)
shortKarAl = strategy.position_avg_price * (1 - karAlmaYuzde)
shortZararDurdur = strategy.position_avg_price * (1 + zararDurdurmaYuzde)
strategy.exit("Short Exit","Short",limit=shortKarAl, stop=shortZararDurdur)
//Kar Al ve Zarar Durdur Seviyelerinin Grafikte İşaretlenmesi
plot(strategy.position_size != 0 ? strategy.position_avg_price : na, color=color.navy, linewidth=2, style=plot.style_linebr, title="İşleme Giriş Seviyesi")
plot(strategy.position_size > 0 ? longKarAl : na, color=color.green, linewidth=2, style=plot.style_linebr, title="Long Kar Alım Seviyesi")
plot(strategy.position_size > 0 ? longZararDurdur : na, color=color.red, linewidth=2, style=plot.style_linebr, title="Long Zarar Durdurma Seviyesi")
plot(strategy.position_size < 0 ? shortKarAl : na, color=color.green, linewidth=2, style=plot.style_linebr, title="Short Kar Alım Seviyesi")
plot(strategy.position_size < 0 ? shortZararDurdur : na, color=color.red, linewidth=2, style=plot.style_linebr, title="Short Zarar Durdurma Seviyesi")
//plotshape(buycross,size=size.small,style=shape.labelup,location=location.belowbar,color=color.green,text="Al", offset = displacement-1, textcolor=color.white)
//plotshape(sellcross,size=size.small,style=shape.labeldown,location=location.abovebar,color=color.red,text="Sat", offset = displacement-1, textcolor=color.white)
|
Loft Strategy V1 | https://www.tradingview.com/script/hMzmBTWO-Loft-Strategy-V1/ | BigCoinHunter | https://www.tradingview.com/u/BigCoinHunter/ | 120 | 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/
// © BigCoinHunter
//@version=5
strategy(title='Loft Strategy V1', overlay=true,
pyramiding=0, default_qty_type=strategy.fixed,
default_qty_value=100, initial_capital=100000,
currency=currency.USD, commission_value=0.05,
commission_type=strategy.commission.percent,
process_orders_on_close=true)
//-------------- fetch user inputs ------------------
gain = input.float(title="Kalman Gain:", defval=1.0, minval=1.0, maxval=5000.0, step=100.0)
src = input(defval=close, title='Source:')
stopPercentMax = input.float(title='Beginning Approach(%):', defval=2.0, minval=0.1, maxval=30.0, step=0.1)
stopPercentMin = input.float(title='Final Approach(%): ', defval=0.5, minval=0.1, maxval=30.0, step=0.1)
downStep = input.float(title='Approach Decrease Step:', defval=0.005, minval=0.0, maxval = 5, step=0.005)
tp = input.float(title="Take Profit:", defval=1.5, minval=0.0, maxval=100.0, step=0.1) * 0.01
sl = input.float(title="Stop Loss: ", defval=0.0, minval=0.0, maxval=100.0, step=0.1) * 0.01
longEntry = input.bool(defval=true, title= 'Long Entry', inline="11")
shortEntry = input.bool(defval=true, title='Short Entry', inline="11")
//---------- backtest range setup ------------
fromDay = input.int(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input.int(defval = 1, title = "From Month", minval = 1, maxval = 12)
fromYear = input.int(defval = 2021, title = "From Year", minval = 2010)
toDay = input.int(defval = 30, title = "To Day", minval = 1, maxval = 31)
toMonth = input.int(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input.int(defval = 2022, title = "To Year", minval = 2010)
//------------ time interval setup -----------
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(toYear, toMonth, toDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
//------- define the global variables ------
enterLongComment = "ENTER LONG"
exitLongComment = "EXIT LONG"
enterShortComment = "ENTER SHORT"
exitShortComment = "EXIT SHORT"
longTPSL = "Long TP/SL"
longTP = "Long TP"
longSL = "Long SL"
shortTPSL = "Short TP/SL"
shortTP = "Short TP"
shortSL = "Short SL"
var bool long = true
var bool stoppedOutLong = false
var bool stoppedOutShort = false
var float kf = 0.0
var float velo = 0.0
//------ kalman filter calculation --------
dk = src - nz(kf[1], src)
smooth = nz(kf[1], src) + dk * math.sqrt(gain / 10000 * 2)
velo := nz(velo[1], 0) + gain / 10000 * dk
kf := smooth + velo
//--------- calculate the loft stopLoss line ---------
var stopPercent = stopPercentMax
var stopLoss = kf - kf * (stopPercent /100)
if long == true
stopLoss := kf - (kf * (stopPercent / 100))
if long[1] == true and stopLoss <= stopLoss[1]
stopLoss := stopLoss[1]
else if (long[1] == true)
stopPercent := stopPercent - downStep
if(stopPercent < stopPercentMin)
stopPercent := stopPercentMin
if(kf < stopLoss)
long := false
stopPercent := stopPercentMax
stopLoss := kf + (kf * (stopPercent / 100))
else
stopLoss := kf + (kf * (stopPercent / 100))
if long[1] == false and stopLoss >= stopLoss[1]
stopLoss := stopLoss[1]
else if(long[1] == false)
stopPercent := stopPercent - downStep
if(stopPercent < stopPercentMin)
stopPercent := stopPercentMin
if(kf > stopLoss)
long := true
stopPercent := stopPercentMax
stopLoss := kf - (kf * (stopPercent / 100))
//--------- calculate the input/output points -----------
longProfitPrice = strategy.position_avg_price * (1 + tp) // tp -> take profit percentage
longStopPrice = strategy.position_avg_price * (1 - sl) // sl -> stop loss percentage
shortProfitPrice = strategy.position_avg_price * (1 - tp)
shortStopPrice = strategy.position_avg_price * (1 + sl)
//------------------- determine buy and sell points ---------------------
buySignall = window() and long and (not stoppedOutLong)
sellSignall = window() and (not long) and (not stoppedOutShort)
//---------- execute the strategy -----------------
if(longEntry and shortEntry)
if long
strategy.entry("LONG", strategy.long, when = buySignall, comment = enterLongComment)
stoppedOutLong := true
stoppedOutShort := false
else
strategy.entry("SHORT", strategy.short, when = sellSignall, comment = enterShortComment)
stoppedOutLong := false
stoppedOutShort := true
else if(longEntry)
strategy.entry("LONG", strategy.long, when = buySignall, comment = enterLongComment)
strategy.close("LONG", when = sellSignall, comment = exitLongComment)
if long
stoppedOutLong := true
else
stoppedOutLong := false
else if(shortEntry)
strategy.entry("SHORT", strategy.short, when = sellSignall, comment = enterShortComment)
strategy.close("SHORT", when = buySignall, comment = exitShortComment)
if not long
stoppedOutShort := true
else
stoppedOutShort := false
//----------------- take profit and stop loss -----------------
if(tp>0.0 and sl>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", limit=longProfitPrice, stop=longStopPrice, comment = longTPSL)
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", limit=shortProfitPrice, stop=shortStopPrice, comment = shortTPSL)
else if(tp>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", limit=longProfitPrice, comment = longTP)
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", limit=shortProfitPrice, comment = shortTP)
else if(sl>0.0)
if ( strategy.position_size > 0 )
strategy.exit(id="LONG", stop=longStopPrice, comment = longSL)
else if ( strategy.position_size < 0 )
strategy.exit(id="SHORT", stop=shortStopPrice, comment = shortSL)
//------------- plot charts ---------------------
lineColor1 = long ? color.green : color.red
lineColor2 = long ? color.aqua : color.fuchsia
kalmanLine = plot(kf, color=lineColor1, linewidth=3, title = "Kalman Filter")
stopLine = plot(stopLoss, color=lineColor2, linewidth=2, title = "Stop Loss Line")
|
AC- MY SCRIPT1 | https://www.tradingview.com/script/9xwZvkWt-AC-MY-SCRIPT1/ | CryptoACking | https://www.tradingview.com/u/CryptoACking/ | 59 | 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/
// © arjunji4u
//@version=5
strategy('AC- MY SCRIPT1', 'AC- MS1', overlay=true)
src = input(close, title='Source')
length = input.int(4, 'OTT Period', minval=1)
percent = input.float(4.2, 'OTT Percent', step=0.1, minval=0)
showsupport = input(title='Show Support Line?', defval=true)
showsignalsk = input(title='Show Support Line Crossing Signals?', defval=true)
showsignalsc = input(title='Show Price/OTT Crossing Signals?', defval=false)
highlight = input(title='Show OTT Color Changes?', defval=false)
showsignalsr = input(title='Show OTT Color Change Signals?', defval=false)
highlighting = input(title='Highlighter On/Off ?', defval=true)
mav = input.string(title='Moving Average Type', defval='VAR', options=['SMA', 'EMA', 'WMA', 'TMA', 'VAR', 'WWMA', 'ZLEMA', 'TSF'])
Var_Func(src, length) =>
valpha = 2 / (length + 1)
vud1 = src > src[1] ? src - src[1] : 0
vdd1 = src < src[1] ? src[1] - src : 0
vUD = math.sum(vud1, 9)
vDD = math.sum(vdd1, 9)
vCMO = nz((vUD - vDD) / (vUD + vDD))
VAR = 0.0
VAR := nz(valpha * math.abs(vCMO) * src) + (1 - valpha * math.abs(vCMO)) * nz(VAR[1])
VAR
VAR = Var_Func(src, length)
Wwma_Func(src, length) =>
wwalpha = 1 / length
WWMA = 0.0
WWMA := wwalpha * src + (1 - wwalpha) * nz(WWMA[1])
WWMA
WWMA = Wwma_Func(src, length)
Zlema_Func(src, length) =>
zxLag = length / 2 == math.round(length / 2) ? length / 2 : (length - 1) / 2
zxEMAData = src + src - src[zxLag]
ZLEMA = ta.ema(zxEMAData, length)
ZLEMA
ZLEMA = Zlema_Func(src, length)
Tsf_Func(src, length) =>
lrc = ta.linreg(src, length, 0)
lrc1 = ta.linreg(src, length, 1)
lrs = lrc - lrc1
TSF = ta.linreg(src, length, 0) + lrs
TSF
TSF = Tsf_Func(src, length)
getMA(src, length) =>
ma = 0.0
if mav == 'SMA'
ma := ta.sma(src, length)
ma
if mav == 'EMA'
ma := ta.ema(src, length)
ma
if mav == 'WMA'
ma := ta.wma(src, length)
ma
if mav == 'TMA'
ma := ta.sma(ta.sma(src, math.ceil(length / 2)), math.floor(length / 2) + 1)
ma
if mav == 'VAR'
ma := VAR
ma
if mav == 'WWMA'
ma := WWMA
ma
if mav == 'ZLEMA'
ma := ZLEMA
ma
if mav == 'TSF'
ma := TSF
ma
ma
MAvg = getMA(src, length)
fark = MAvg * percent * 0.01
longStop = MAvg - fark
longStopPrev = nz(longStop[1], longStop)
longStop := MAvg > longStopPrev ? math.max(longStop, longStopPrev) : longStop
shortStop = MAvg + fark
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := MAvg < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir
MT = dir == 1 ? longStop : shortStop
OTT = MAvg > MT ? MT * (200 + percent) / 200 : MT * (200 - percent) / 200
plot(showsupport ? MAvg : na, color=color.new(#0585E1, 0), linewidth=2, title='Support Line')
OTTC = highlight ? OTT[2] > OTT[3] ? color.green : color.red : #B800D9
pALL = plot(nz(OTT[2]), color=OTTC, linewidth=2, title='OTT', transp=0)
alertcondition(ta.cross(OTT[2], OTT[3]), title='Color ALARM', message='OTT Has Changed Color!')
alertcondition(ta.crossover(OTT[2], OTT[3]), title='GREEN ALERT', message='OTT GREEN BUY SIGNAL!')
alertcondition(ta.crossunder(OTT[2], OTT[3]), title='RED ALERT', message='OTT RED SELL SIGNAL!')
alertcondition(ta.cross(MAvg, OTT[2]), title='Cross Alert', message='OTT - Support Line Crossing!')
alertcondition(ta.crossover(MAvg, OTT[2]), title='Crossover Alarm', message='Support Line BUY SIGNAL!')
alertcondition(ta.crossunder(MAvg, OTT[2]), title='Crossunder Alarm', message='Support Line SELL SIGNAL!')
alertcondition(ta.cross(src, OTT[2]), title='Price Cross Alert', message='OTT - Price Crossing!')
alertcondition(ta.crossover(src, OTT[2]), title='Price Crossover Alarm', message='PRICE OVER OTT - BUY SIGNAL!')
alertcondition(ta.crossunder(src, OTT[2]), title='Price Crossunder Alarm', message='PRICE UNDER OTT - SELL SIGNAL!')
buySignalk = ta.crossover(MAvg, OTT[2])
plotshape(buySignalk and showsignalsk ? OTT * 0.995 : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))
sellSignallk = ta.crossunder(MAvg, OTT[2])
plotshape(sellSignallk and showsignalsk ? OTT * 1.005 : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
buySignalc = ta.crossover(src, OTT[2])
plotshape(buySignalc and showsignalsc ? OTT * 0.995 : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))
sellSignallc = ta.crossunder(src, OTT[2])
plotshape(sellSignallc and showsignalsc ? OTT * 1.005 : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0, display=display.none)
longFillColor = highlighting ? MAvg > OTT ? color.green : na : na
shortFillColor = highlighting ? MAvg < OTT ? color.red : na : na
fill(mPlot, pALL, title='UpTrend Highligter', color=longFillColor, transp=90)
fill(mPlot, pALL, title='DownTrend Highligter', color=shortFillColor, transp=90)
buySignalr = ta.crossover(OTT[2], OTT[3])
plotshape(buySignalr and showsignalsr ? OTT * 0.995 : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))
sellSignallr = ta.crossunder(OTT[2], OTT[3])
plotshape(sellSignallr and showsignalsr ? OTT * 1.005 : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
showscr = input(true, title='Show Screener Label')
posX_scr = input(20, title='Pos. Label x-axis')
posY_scr = input(1, title='Pos. Size Label y-axis')
colinput = input.string(title='Label Color', defval='Blue', options=['White', 'Black', 'Red', 'Green', 'Yellow', 'Blue'])
col = color.gray
if colinput == 'White'
col := color.white
col
if colinput == 'Black'
col := color.black
col
if colinput == 'Red'
col := color.red
col
if colinput == 'Green'
col := color.green
col
if colinput == 'Yellow'
col := color.yellow
col
if colinput == 'Blue'
col := color.blue
col
dummy0 = input(true, title='=Backtest Inputs=')
FromDay = input.int(defval=1, title='From Day', minval=1, maxval=31)
FromMonth = input.int(defval=1, title='From Month', minval=1, maxval=12)
FromYear = input.int(defval=2005, title='From Year', minval=2005)
ToDay = input.int(defval=1, title='To Day', minval=1, maxval=31)
ToMonth = input.int(defval=1, title='To Month', minval=1, maxval=12)
ToYear = input.int(defval=9999, title='To Year', minval=2006)
Start = timestamp(FromYear, FromMonth, FromDay, 00, 00)
Finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)
Timerange() =>
time >= Start and time <= Finish ? true : false
if buySignalk
strategy.entry('Long', strategy.long, when=Timerange())
if sellSignallk
strategy.entry('Short', strategy.short, when=Timerange())
t1 = input.symbol('NIFTY', title='Symbol 01')
t2 = input.symbol('S68', title='Symbol 02')
t3 = input.symbol('1000SHIBUSDTPERP', title='Symbol 03')
t4 = input.symbol('1INCHUSDTPERP', title='Symbol 04')
t5 = input.symbol('ALGOUSDTPERP', title='Symbol 05')
t6 = input.symbol('ALICEUSDTPERP', title='Symbol 06')
t7 = input.symbol('ALPHAUSDTPERP', title='Symbol 07')
t8 = input.symbol('ANTUSDTPERP', title='Symbol 08')
t9 = input.symbol('API3USDTPERP', title='Symbol 09')
t10 = input.symbol('ARUSDTPERP', title='Symbol 10')
t11 = input.symbol('ARPAUSDTPERP', title='Symbol 11')
t12 = input.symbol('AUDIOUSDTPERP', title='Symbol 12')
t13 = input.symbol('', title='Symbol 13')
t14 = input.symbol('', title='Symbol 14')
t15 = input.symbol('', title='Symbol 15')
t16 = input.symbol('', title='Symbol 16')
t17 = input.symbol('', title='Symbol 17')
t18 = input.symbol('', title='Symbol 18')
t19 = input.symbol('', title='Symbol 19')
t20 = input.symbol('', title='Symbol 20')
t21 = input.symbol('', title='Symbol 21')
t22 = input.symbol('', title='Symbol 22')
t23 = input.symbol('', title='Symbol 23')
t24 = input.symbol('', title='Symbol 24')
t25 = input.symbol('', title='Symbol 25')
t26 = input.symbol('', title='Symbol 26')
t27 = input.symbol('', title='Symbol 27')
t28 = input.symbol('', title='Symbol 28')
t29 = input.symbol('', title='Symbol 29')
t30 = input.symbol('', title='Symbol 30')
t31 = input.symbol('', title='Symbol 31')
t32 = input.symbol('', title='Symbol 32')
t33 = input.symbol('', title='Symbol 33')
t34 = input.symbol('', title='Symbol 34')
t35 = input.symbol('', title='Symbol 35')
t36 = input.symbol('', title='Symbol 36')
t37 = input.symbol('', title='Symbol 37')
t38 = input.symbol('', title='Symbol 38')
t39 = input.symbol('', title='Symbol 39')
t40 = input.symbol('', title='Symbol 40')
OTTs(percent, length) =>
Up = MAvg - MAvg * percent * 0.01
Dn = MAvg + MAvg * percent * 0.01
TrendUp = 0.0
TrendUp := MAvg[1] > TrendUp[1] ? math.max(Up, TrendUp[1]) : Up
TrendDown = 0.0
TrendDown := MAvg[1] < TrendDown[1] ? math.min(Dn, TrendDown[1]) : Dn
Trend = 0.0
Trend := MAvg > TrendDown[1] ? 1 : MAvg < TrendUp[1] ? -1 : nz(Trend[1], 1)
Tsl = Trend == 1 ? TrendUp : TrendDown
S_Buy = Trend == 1 ? 1 : 0
S_Sell = Trend != 1 ? 1 : 0
[Trend, Tsl]
[Trend, Tsl] = OTTs(percent, length)
TrendReversal = Trend != Trend[1]
[t01, s01] = request.security(t1, timeframe.period, OTTs(percent, length))
[t02, s02] = request.security(t2, timeframe.period, OTTs(percent, length))
[t03, s03] = request.security(t3, timeframe.period, OTTs(percent, length))
[t04, s04] = request.security(t4, timeframe.period, OTTs(percent, length))
[t05, s05] = request.security(t5, timeframe.period, OTTs(percent, length))
[t06, s06] = request.security(t6, timeframe.period, OTTs(percent, length))
[t07, s07] = request.security(t7, timeframe.period, OTTs(percent, length))
[t08, s08] = request.security(t8, timeframe.period, OTTs(percent, length))
[t09, s09] = request.security(t9, timeframe.period, OTTs(percent, length))
[t010, s010] = request.security(t10, timeframe.period, OTTs(percent, length))
[t011, s011] = request.security(t11, timeframe.period, OTTs(percent, length))
[t012, s012] = request.security(t12, timeframe.period, OTTs(percent, length))
[t013, s013] = request.security(t13, timeframe.period, OTTs(percent, length))
[t014, s014] = request.security(t14, timeframe.period, OTTs(percent, length))
[t015, s015] = request.security(t15, timeframe.period, OTTs(percent, length))
[t016, s016] = request.security(t16, timeframe.period, OTTs(percent, length))
[t017, s017] = request.security(t17, timeframe.period, OTTs(percent, length))
[t018, s018] = request.security(t18, timeframe.period, OTTs(percent, length))
[t019, s019] = request.security(t19, timeframe.period, OTTs(percent, length))
[t020, s020] = request.security(t20, timeframe.period, OTTs(percent, length))
[t021, s021] = request.security(t21, timeframe.period, OTTs(percent, length))
[t022, s022] = request.security(t22, timeframe.period, OTTs(percent, length))
[t023, s023] = request.security(t23, timeframe.period, OTTs(percent, length))
[t024, s024] = request.security(t24, timeframe.period, OTTs(percent, length))
[t025, s025] = request.security(t25, timeframe.period, OTTs(percent, length))
[t026, s026] = request.security(t26, timeframe.period, OTTs(percent, length))
[t027, s027] = request.security(t27, timeframe.period, OTTs(percent, length))
[t028, s028] = request.security(t28, timeframe.period, OTTs(percent, length))
[t029, s029] = request.security(t29, timeframe.period, OTTs(percent, length))
[t030, s030] = request.security(t30, timeframe.period, OTTs(percent, length))
[t031, s031] = request.security(t31, timeframe.period, OTTs(percent, length))
[t032, s032] = request.security(t22, timeframe.period, OTTs(percent, length))
[t033, s033] = request.security(t33, timeframe.period, OTTs(percent, length))
[t034, s034] = request.security(t34, timeframe.period, OTTs(percent, length))
[t035, s035] = request.security(t35, timeframe.period, OTTs(percent, length))
[t036, s036] = request.security(t36, timeframe.period, OTTs(percent, length))
[t037, s037] = request.security(t37, timeframe.period, OTTs(percent, length))
[t038, s038] = request.security(t38, timeframe.period, OTTs(percent, length))
[t039, s039] = request.security(t39, timeframe.period, OTTs(percent, length))
[t040, s040] = request.security(t40, timeframe.period, OTTs(percent, length))
tr01 = t01 != t01[1]
up01 = t01 == 1
dn01 = t01 == -1
tr02 = t02 != t02[1]
up02 = t02 == 1
dn02 = t02 == -1
tr03 = t03 != t03[1]
up03 = t03 == 1
dn03 = t03 == -1
tr04 = t04 != t04[1]
up04 = t04 == 1
dn04 = t04 == -1
tr05 = t05 != t05[1]
up05 = t05 == 1
dn05 = t05 == -1
tr06 = t06 != t06[1]
up06 = t06 == 1
dn06 = t06 == -1
tr07 = t07 != t07[1]
up07 = t07 == 1
dn07 = t07 == -1
tr08 = t08 != t08[1]
up08 = t08 == 1
dn08 = t08 == -1
tr09 = t09 != t09[1]
up09 = t09 == 1
dn09 = t09 == -1
tr010 = t010 != t010[1]
up010 = t010 == 1
dn010 = t010 == -1
tr011 = t011 != t011[1]
up011 = t011 == 1
dn011 = t011 == -1
tr012 = t012 != t012[1]
up012 = t012 == 1
dn012 = t012 == -1
tr013 = t013 != t013[1]
up013 = t013 == 1
dn013 = t013 == -1
tr014 = t014 != t014[1]
up014 = t014 == 1
dn014 = t014 == -1
tr015 = t015 != t015[1]
up015 = t015 == 1
dn015 = t015 == -1
tr016 = t016 != t016[1]
up016 = t016 == 1
dn016 = t016 == -1
tr017 = t017 != t017[1]
up017 = t017 == 1
dn017 = t017 == -1
tr018 = t018 != t018[1]
up018 = t018 == 1
dn018 = t018 == -1
tr019 = t019 != t019[1]
up019 = t019 == 1
dn019 = t019 == -1
tr020 = t020 != t020[1]
up020 = t020 == 1
dn020 = t020 == -1
tr021 = t021 != t021[1]
up021 = t021 == 1
dn021 = t021 == -1
tr022 = t022 != t022[1]
up022 = t022 == 1
dn022 = t022 == -1
tr023 = t023 != t023[1]
up023 = t023 == 1
dn023 = t023 == -1
tr024 = t024 != t024[1]
up024 = t024 == 1
dn024 = t024 == -1
tr025 = t025 != t025[1]
up025 = t025 == 1
dn025 = t025 == -1
tr026 = t026 != t026[1]
up026 = t026 == 1
dn026 = t026 == -1
tr027 = t027 != t027[1]
up027 = t027 == 1
dn027 = t027 == -1
tr028 = t028 != t028[1]
up028 = t028 == 1
dn028 = t028 == -1
tr029 = t029 != t029[1]
up029 = t029 == 1
dn029 = t029 == -1
tr030 = t030 != t030[1]
up030 = t030 == 1
dn030 = t030 == -1
tr031 = t031 != t031[1]
up031 = t031 == 1
dn031 = t031 == -1
tr032 = t032 != t032[1]
up032 = t032 == 1
dn032 = t032 == -1
tr033 = t033 != t033[1]
up033 = t033 == 1
dn033 = t033 == -1
tr034 = t034 != t034[1]
up034 = t034 == 1
dn034 = t034 == -1
tr035 = t035 != t035[1]
up035 = t035 == 1
dn035 = t035 == -1
tr036 = t036 != t036[1]
up036 = t036 == 1
dn036 = t036 == -1
tr037 = t037 != t037[1]
up037 = t037 == 1
dn037 = t037 == -1
tr038 = t038 != t038[1]
up038 = t038 == 1
dn038 = t038 == -1
tr039 = t039 != t039[1]
up039 = t039 == 1
dn039 = t039 == -1
tr040 = t040 != t040[1]
up040 = t040 == 1
dn040 = t040 == -1
pot_label = 'Potential Reversal: \n'
pot_label := tr01 ? pot_label + t1 + '\n' : pot_label
pot_label := tr02 ? pot_label + t2 + '\n' : pot_label
pot_label := tr03 ? pot_label + t3 + '\n' : pot_label
pot_label := tr04 ? pot_label + t4 + '\n' : pot_label
pot_label := tr05 ? pot_label + t5 + '\n' : pot_label
pot_label := tr06 ? pot_label + t6 + '\n' : pot_label
pot_label := tr07 ? pot_label + t7 + '\n' : pot_label
pot_label := tr08 ? pot_label + t8 + '\n' : pot_label
pot_label := tr09 ? pot_label + t9 + '\n' : pot_label
pot_label := tr010 ? pot_label + t10 + '\n' : pot_label
pot_label := tr011 ? pot_label + t11 + '\n' : pot_label
pot_label := tr012 ? pot_label + t12 + '\n' : pot_label
pot_label := tr013 ? pot_label + t13 + '\n' : pot_label
pot_label := tr014 ? pot_label + t14 + '\n' : pot_label
pot_label := tr015 ? pot_label + t15 + '\n' : pot_label
pot_label := tr016 ? pot_label + t16 + '\n' : pot_label
pot_label := tr017 ? pot_label + t17 + '\n' : pot_label
pot_label := tr018 ? pot_label + t18 + '\n' : pot_label
pot_label := tr019 ? pot_label + t19 + '\n' : pot_label
pot_label := tr020 ? pot_label + t20 + '\n' : pot_label
pot_label := tr021 ? pot_label + t21 + '\n' : pot_label
pot_label := tr022 ? pot_label + t22 + '\n' : pot_label
pot_label := tr023 ? pot_label + t23 + '\n' : pot_label
pot_label := tr024 ? pot_label + t24 + '\n' : pot_label
pot_label := tr025 ? pot_label + t25 + '\n' : pot_label
pot_label := tr026 ? pot_label + t26 + '\n' : pot_label
pot_label := tr027 ? pot_label + t27 + '\n' : pot_label
pot_label := tr028 ? pot_label + t28 + '\n' : pot_label
pot_label := tr029 ? pot_label + t29 + '\n' : pot_label
pot_label := tr030 ? pot_label + t30 + '\n' : pot_label
pot_label := tr031 ? pot_label + t31 + '\n' : pot_label
pot_label := tr032 ? pot_label + t32 + '\n' : pot_label
pot_label := tr033 ? pot_label + t33 + '\n' : pot_label
pot_label := tr034 ? pot_label + t34 + '\n' : pot_label
pot_label := tr035 ? pot_label + t35 + '\n' : pot_label
pot_label := tr036 ? pot_label + t36 + '\n' : pot_label
pot_label := tr037 ? pot_label + t37 + '\n' : pot_label
pot_label := tr038 ? pot_label + t38 + '\n' : pot_label
pot_label := tr039 ? pot_label + t39 + '\n' : pot_label
pot_label := tr040 ? pot_label + t40 + '\n' : pot_label
scr_label = 'Confirmed Reversal: \n'
scr_label := tr01[1] ? scr_label + t1 + '\n' : scr_label
scr_label := tr02[1] ? scr_label + t2 + '\n' : scr_label
scr_label := tr03[1] ? scr_label + t3 + '\n' : scr_label
scr_label := tr04[1] ? scr_label + t4 + '\n' : scr_label
scr_label := tr05[1] ? scr_label + t5 + '\n' : scr_label
scr_label := tr06[1] ? scr_label + t6 + '\n' : scr_label
scr_label := tr07[1] ? scr_label + t7 + '\n' : scr_label
scr_label := tr08[1] ? scr_label + t8 + '\n' : scr_label
scr_label := tr09[1] ? scr_label + t9 + '\n' : scr_label
scr_label := tr010[1] ? scr_label + t10 + '\n' : scr_label
scr_label := tr011[1] ? scr_label + t11 + '\n' : scr_label
scr_label := tr012[1] ? scr_label + t12 + '\n' : scr_label
scr_label := tr013[1] ? scr_label + t13 + '\n' : scr_label
scr_label := tr014[1] ? scr_label + t14 + '\n' : scr_label
scr_label := tr015[1] ? scr_label + t15 + '\n' : scr_label
scr_label := tr016[1] ? scr_label + t16 + '\n' : scr_label
scr_label := tr017[1] ? scr_label + t17 + '\n' : scr_label
scr_label := tr018[1] ? scr_label + t18 + '\n' : scr_label
scr_label := tr019[1] ? scr_label + t19 + '\n' : scr_label
scr_label := tr020[1] ? scr_label + t20 + '\n' : scr_label
scr_label := tr021[1] ? scr_label + t21 + '\n' : scr_label
scr_label := tr022[1] ? scr_label + t22 + '\n' : scr_label
scr_label := tr023[1] ? scr_label + t23 + '\n' : scr_label
scr_label := tr024[1] ? scr_label + t24 + '\n' : scr_label
scr_label := tr025[1] ? scr_label + t25 + '\n' : scr_label
scr_label := tr026[1] ? scr_label + t26+ '\n' : scr_label
scr_label := tr027[1] ? scr_label + t27 + '\n' : scr_label
scr_label := tr028[1] ? scr_label + t28 + '\n' : scr_label
scr_label := tr029[1] ? scr_label + t29 + '\n' : scr_label
scr_label := tr030[1] ? scr_label + t30 + '\n' : scr_label
scr_label := tr031[1] ? scr_label + t31 + '\n' : scr_label
scr_label := tr032[1] ? scr_label + t32 + '\n' : scr_label
scr_label := tr033[1] ? scr_label + t33 + '\n' : scr_label
scr_label := tr034[1] ? scr_label + t34 + '\n' : scr_label
scr_label := tr035[1] ? scr_label + t35 + '\n' : scr_label
scr_label := tr036[1] ? scr_label + t36 + '\n' : scr_label
scr_label := tr037[1] ? scr_label + t37 + '\n' : scr_label
scr_label := tr038[1] ? scr_label + t38 + '\n' : scr_label
scr_label := tr039[1] ? scr_label + t39 + '\n' : scr_label
scr_label := tr040[1] ? scr_label + t40 + '\n' : scr_label
up_label = 'Uptrend: \n'
up_label := up01[1] ? up_label + t1 + '\n' : up_label
up_label := up02[1] ? up_label + t2 + '\n' : up_label
up_label := up03[1] ? up_label + t3 + '\n' : up_label
up_label := up04[1] ? up_label + t4 + '\n' : up_label
up_label := up05[1] ? up_label + t5 + '\n' : up_label
up_label := up06[1] ? up_label + t6 + '\n' : up_label
up_label := up07[1] ? up_label + t7 + '\n' : up_label
up_label := up08[1] ? up_label + t8 + '\n' : up_label
up_label := up09[1] ? up_label + t9 + '\n' : up_label
up_label := up010[1] ? up_label + t10 + '\n' : up_label
up_label := up011[1] ? up_label + t11 + '\n' : up_label
up_label := up012[1] ? up_label + t12 + '\n' : up_label
up_label := up013[1] ? up_label + t13 + '\n' : up_label
up_label := up014[1] ? up_label + t14 + '\n' : up_label
up_label := up015[1] ? up_label + t15 + '\n' : up_label
up_label := up016[1] ? up_label + t16 + '\n' : up_label
up_label := up017[1] ? up_label + t17 + '\n' : up_label
up_label := up018[1] ? up_label + t18 + '\n' : up_label
up_label := up019[1] ? up_label + t19 + '\n' : up_label
up_label := up020[1] ? up_label + t20 + '\n' : up_label
up_label := up021[1] ? up_label + t21 + '\n' : up_label
up_label := up022[1] ? up_label + t22 + '\n' : up_label
up_label := up023[1] ? up_label + t23 + '\n' : up_label
up_label := up024[1] ? up_label + t24 + '\n' : up_label
up_label := up025[1] ? up_label + t25 + '\n' : up_label
up_label := up026[1] ? up_label + t26 + '\n' : up_label
up_label := up027[1] ? up_label + t27 + '\n' : up_label
up_label := up028[1] ? up_label + t28 + '\n' : up_label
up_label := up029[1] ? up_label + t29 + '\n' : up_label
up_label := up030[1] ? up_label + t30 + '\n' : up_label
up_label := up031[1] ? up_label + t31 + '\n' : up_label
up_label := up032[1] ? up_label + t32 + '\n' : up_label
up_label := up033[1] ? up_label + t33 + '\n' : up_label
up_label := up034[1] ? up_label + t34 + '\n' : up_label
up_label := up035[1] ? up_label + t35 + '\n' : up_label
up_label := up036[1] ? up_label + t36 + '\n' : up_label
up_label := up037[1] ? up_label + t37 + '\n' : up_label
up_label := up038[1] ? up_label + t38 + '\n' : up_label
up_label := up039[1] ? up_label + t39 + '\n' : up_label
up_label := up040[1] ? up_label + t40 + '\n' : up_label
dn_label = 'Downtrend: \n'
dn_label := dn01[1] ? dn_label + t1 + '\n' : dn_label
dn_label := dn02[1] ? dn_label + t2 + '\n' : dn_label
dn_label := dn03[1] ? dn_label + t3 + '\n' : dn_label
dn_label := dn04[1] ? dn_label + t4 + '\n' : dn_label
dn_label := dn05[1] ? dn_label + t5 + '\n' : dn_label
dn_label := dn06[1] ? dn_label + t6 + '\n' : dn_label
dn_label := dn07[1] ? dn_label + t7 + '\n' : dn_label
dn_label := dn08[1] ? dn_label + t8 + '\n' : dn_label
dn_label := dn09[1] ? dn_label + t9 + '\n' : dn_label
dn_label := dn010[1] ? dn_label + t10 + '\n' : dn_label
dn_label := dn011[1] ? dn_label + t11 + '\n' : dn_label
dn_label := dn012[1] ? dn_label + t12 + '\n' : dn_label
dn_label := dn013[1] ? dn_label + t13 + '\n' : dn_label
dn_label := dn014[1] ? dn_label + t14 + '\n' : dn_label
dn_label := dn015[1] ? dn_label + t15 + '\n' : dn_label
dn_label := dn016[1] ? dn_label + t16 + '\n' : dn_label
dn_label := dn017[1] ? dn_label + t17 + '\n' : dn_label
dn_label := dn018[1] ? dn_label + t18 + '\n' : dn_label
dn_label := dn019[1] ? dn_label + t19 + '\n' : dn_label
dn_label := dn020[1] ? dn_label + t20 + '\n' : dn_label
dn_label := dn021[1] ? dn_label + t21 + '\n' : dn_label
dn_label := dn022[1] ? dn_label + t22 + '\n' : dn_label
dn_label := dn023[1] ? dn_label + t23 + '\n' : dn_label
dn_label := dn024[1] ? dn_label + t24 + '\n' : dn_label
dn_label := dn025[1] ? dn_label + t25 + '\n' : dn_label
dn_label := dn026[1] ? dn_label + t26 + '\n' : dn_label
dn_label := dn027[1] ? dn_label + t27 + '\n' : dn_label
dn_label := dn028[1] ? dn_label + t28 + '\n' : dn_label
dn_label := dn029[1] ? dn_label + t29 + '\n' : dn_label
dn_label := dn030[1] ? dn_label + t30 + '\n' : dn_label
dn_label := dn031[1] ? dn_label + t31 + '\n' : dn_label
dn_label := dn032[1] ? dn_label + t32 + '\n' : dn_label
dn_label := dn033[1] ? dn_label + t33 + '\n' : dn_label
dn_label := dn034[1] ? dn_label + t34 + '\n' : dn_label
dn_label := dn035[1] ? dn_label + t35 + '\n' : dn_label
dn_label := dn036[1] ? dn_label + t36 + '\n' : dn_label
dn_label := dn037[1] ? dn_label + t37 + '\n' : dn_label
dn_label := dn038[1] ? dn_label + t38 + '\n' : dn_label
dn_label := dn039[1] ? dn_label + t39 + '\n' : dn_label
dn_label := dn040[1] ? dn_label + t40 + '\n' : dn_label
f_colorscr(_valscr) =>
_valscr ? #00000000 : na
f_printscr(_txtscr) =>
var _lblscr = label(na)
label.delete(_lblscr)
_lblscr := label.new(time + (time - time[1]) * posX_scr, ohlc4[posY_scr], _txtscr, xloc.bar_time, yloc.price, f_colorscr(showscr), textcolor=showscr ? col : na, size=size.normal, style=label.style_label_center)
_lblscr
f_printscr(scr_label + '\n' + pot_label + '\n' + up_label + '\n' + dn_label)
|
Chanu Delta RSI Strategy | https://www.tradingview.com/script/VhxmxGuq/ | chanu_lev10k | https://www.tradingview.com/u/chanu_lev10k/ | 85 | 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/
// © chanu_lev10k
//@version=5
strategy(title='Chanu Delta RSI Strategy', overlay=false)
// Inputs
sym_ref = input.symbol(title='BTCUSD reference market', defval='BYBIT:BTCUSDT')
sym_amp = input.symbol(title='BTCUSD large amplitude market', defval='COINBASE:BTCUSD')
src = input.source(title='Source', defval=close)
res = input.timeframe(title='Resolution', defval='')
isnorm = input.bool(title='Use Normalization of Chanu Delta ?', defval=true, tooltip='By dividing the original Chanu Delta value by the price of the reference Bitcoin market, it allows the Chanu Delta strategy to be universally used in the long term despite Bitcoin price fluctuations.')
len = input.int(defval=4, title='Length of Chanu Delta RSI')
bullLevel = input.int(title='Bull Level', defval=63, maxval=100, minval=0)
bearLevel = input.int(title='Bear Level', defval=30, maxval=100, minval=0)
highlightBreakouts = input(title='Highlight Bull/Bear Breakouts ?', defval=true)
// Chanu Delta RSI Definition
delta_f(res, src) =>
d = request.security(sym_amp, res, src) - request.security(sym_ref, res, src)
n = d / request.security(sym_ref, res, src) * 100000
isnorm ? n : d
delta = delta_f(res, src)
delta_rsi = ta.rsi(delta, len)
// Plot
rcColor = delta_rsi > bullLevel ? #0ebb23 : delta_rsi < bearLevel ? #ff0000 : #f4b77d
maxBand = hline(100, title='Max Level', linestyle=hline.style_dotted, color=color.white)
hline(0, title='Zero Level', linestyle=hline.style_dotted)
minBand = hline(0, title='Min Level', linestyle=hline.style_dotted, color=color.white)
bullBand = hline(bullLevel, title='Bull Level', linestyle=hline.style_dotted)
bearBand = hline(bearLevel, title='Bear Level', linestyle=hline.style_dotted)
fill(bullBand, bearBand, color=color.new(color.purple, 95))
bullFillColor = delta_rsi > bullLevel and highlightBreakouts ? color.green : na
bearFillColor = delta_rsi < bearLevel and highlightBreakouts ? color.red : na
fill(maxBand, bullBand, color=color.new(bullFillColor, 80))
fill(minBand, bearBand, color=color.new(bearFillColor, 80))
plot(delta_rsi, title='Chanu Delta RSI', linewidth=2, color=rcColor)
// Long Short conditions
longCondition = ta.crossover(delta_rsi, bullLevel)
if longCondition
strategy.entry('Long', strategy.long)
shortCondition = ta.crossunder(delta_rsi, bearLevel)
if shortCondition
strategy.entry('Short', strategy.short) |
DayTradingFutures Cross-Strategy | https://www.tradingview.com/script/71UyePo4-DayTradingFutures-Cross-Strategy/ | james4392010 | https://www.tradingview.com/u/james4392010/ | 173 | 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/
// © james4392010
//@version=4
strategy(title="DayTradingFutures Cross-Strategy", overlay=true)
// === GENERAL INPUTS ===
Periods = input(title="ATR Period", type=input.integer, defval=10)
src = input(hl2, title="Source")
Multiplier = input(title="ATR Multiplier", type=input.float, step=0.1, defval=3.0)
changeATR= input(title="Change ATR Calculation Method ?", type=input.bool, defval=true)
showsignals = input(title="Show Buy/Sell Signals ?", type=input.bool, defval=true)
//highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true)
atr2 = sma(tr, Periods)
atr= changeATR ? atr(Periods) : atr2
up=src-(Multiplier*atr)
up1 = nz(up[1],up)
up := close[1] > up1 ? max(up,up1) : up
dn=src+(Multiplier*atr)
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? min(dn, dn1) : dn
wmaFastSource = input(defval = close, title = "Fast WMA Source")
wmaFastLength = input(defval = 5, title = "Fast WMA Period")
wmaSlowSource = input(defval = close, title = "Slow WMA Source")
wmaSlowLength = input(defval = 20, title = "Slow WMA Period")
wmaDirectionSource = input(defval = close, title = "Trend 50 Period Source")
wmaDirectionLength = input(defval = 50, title = "Trend 50 Period")
timeinrange(res, sess) => time(res, sess) != 0
// === SERIES SETUP ===
/// a couple of ma's..
wmaFast = wma(close, 5)
wmaSlow = wma(close, 20)
wmaDirection = wma(close, 50)
// === PLOTTING ===
fast = plot(series=wmaFast, color=color.white, linewidth=2)
slow = plot(series=wmaSlow, color=color.yellow, linewidth=2)
direction = plot(series=wmaDirection, color=color.red, linewidth=2)
// === INPUT BACKTEST RANGE ===
//fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
//fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
//fromYear = input(defval = 2022, title = "From Year", minval = 2022)
// To Date Inputs
//toDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
//toMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
//toYear = input(defval = 2022, title = "To Year", minval = 2022)
//startDate = timestamp(fromYear, fromMonth, fromDay)
//finishDate = timestamp(toYear, toMonth, toDay)
//inDateRange= (time >= fromDay, fromMonth, fromYear and time <= toDay, toMonth, toYear)
// === FUNCTION EXAMPLE ===
//inDateRange = (time >= fromDay, fromMonth, fromYear) and (time <= toDay, toMonth, toYear)
// === LOGIC ===
enterLong = crossover(wmaFast, wmaSlow) and close > wmaDirection and timeinrange(timeframe.period, "0900-1430")
enterShort = crossunder(wmaFast, wmaSlow) and close < wmaDirection and timeinrange(timeframe.period, "0900-1430")
//trend := nz(trend[1], trend)
//trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend
//upPlot = plot(trend == 1 ? up : na, title="Up Trend", style=plot.style_linebr, linewidth=2, color=color.green)
buySignal = enterLong
//plotshape(enterLong ? up : na, title="UpTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.green)
plotshape(enterLong and showsignals ? up : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white)
//dnPlot = plot(trend == 1 ? na : dn, title="Down Trend", style=plot.style_linebr, linewidth=2, color=color.red)
sellSignal = enterShort
//plotshape(enterShort ? dn : na, title="DownTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.red)
plotshape(enterShort and showsignals ? dn : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white)
//mPlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0)
//longFillColor = highlighting ? (trend == 1 ? color.green : color.white) : color.white
//shortFillColor = highlighting ? (trend == -1 ? color.red : color.white) : color.white
//fill(mPlot, upPlot, title="UpTrend Highligter", color=longFillColor)
//fill(mPlot, dnPlot, title="DownTrend Highligter", color=shortFillColor)
alertcondition(buySignal, title="Buy", message="Buy!")
alertcondition(sellSignal, title="Sell", message="Sell!")
//changeCond = trend != trend[1]
//alertcondition(changeCond, title="SuperTrend Direction Change", message="SuperTrend has changed direction!")
// Entry for strategy //
//tp=input(25,title="TakeProfit")
//sl=input(40,title="StopLoss")
//strategy.entry("Long",1, when=enterLong)
//strategy.exit("Exit",profit=tp,loss=sl)
//strategy.exit("TakeProfit",profit=tp)
//strategy.exit("StopLoss",loss=sl)
//strategy.entry("Short",1, when=enterShort)
//strategy.exit("Exit",profit=tp,loss=sl)
//strategy.exit("TakeProfit",profit=tp)
//strategy.exit("StopLoss",loss=sl)
//strategy.exit("Exit", wmaFastwmaSlow)
//Buy and Sell Signals
//strategy.close_all(when =not timeinrange(timeframe.period, "1000-1430"))
// === FILL ====
fill (fast, slow, color = wmaSlow > wmaDirection ? color.green : color.red)
//fill(when=enterLong, tp, color = color.new(color.green, 90), title = "Profit area")
//fill(when=enterLong, sl, color = color.new(color.red, 90), title = "Loss area")
//fill(when=enterShort, tp, color = color.new(color.green, 90), title = "Profit area")
//fill(when=enterShort, sl, color = color.new(color.red, 90), title = "Loss area")
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Follow the Crypto Shorts | https://www.tradingview.com/script/gllD36NB-Follow-the-Crypto-Shorts/ | xtradernet | https://www.tradingview.com/u/xtradernet/ | 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/
// © xtradernet
//@version=4
// This script allows to backtest the impact of variations in the number of BTCUSD Shorts Positions on its price.
strategy("Follow the Crypto Shorts", shorttitle="FollowBTCShorts", overlay=true)
length = input(50, type=input.integer, title="BTC Shorts SMA Length")
expr = sma(close, length)
BTCShorts = security("BTCUSDSHORTS", "D", close)
BTCShortsMA = security("BTCUSDSHORTS", "D", expr)
if crossunder(BTCShorts, BTCShortsMA)
strategy.entry("Long", strategy.long, comment="Shorts Out")
strategy.close("Long", when=crossover(BTCShorts, BTCShortsMA), comment="Shorts In")
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Bollinger Stop Strategy | https://www.tradingview.com/script/jCFatPh6-bollinger-stop-strategy/ | ROBO_Trading | https://www.tradingview.com/u/ROBO_Trading/ | 661 | 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/
// © ROBO_Trading
//@version=5
strategy(title = "Bollinger Stop Strategy", shorttitle = "BBStop", overlay = true, default_qty_type = strategy.percent_of_equity, initial_capital = 10000, default_qty_value = 100, commission_value = 0.1)
//Settings
long = input(true)
short = input(true)
length = input.int(20, minval=1)
mult = input.float(2.0, minval=0.001, maxval=50)
source = input(close)
showbb = input(true, title = "Show Bollinger Bands")
showof = input(true, title = "Show Offset")
startTime = input.time(defval = timestamp("01 Jan 2000 00:00 +0000"), title = "Start Time", inline = "time1")
finalTime = input.time(defval = timestamp("31 Dec 2099 23:59 +0000"), title = "Final Time", inline = "time1")
//Bollinger Bands
basis = ta.sma(source, length)
dev = mult * ta.stdev(source, length)
upper = basis + dev
lower = basis - dev
//Show indicator
offset = showof ? 1 : 0
colorBasis = showbb ? color.gray : na
colorUpper = showbb ? color.blue : na
colorLower = showbb ? color.blue : na
colorBands = showbb ? color.blue : na
p0 = plot(basis, "Basis", color = colorBasis, offset = offset)
p1 = plot(upper, "Upper", color = colorUpper, offset = offset)
p2 = plot(lower, "Lower", color = colorLower, offset = offset)
fill(p1, p2, title = "Background", color = colorBands, transp = 90)
//Trading
truetime = time > startTime and time < finalTime
if basis > 0 and truetime
if long
strategy.entry("Long", strategy.long, stop = upper, when = truetime)
if short
strategy.entry("Short", strategy.short, stop = lower, when = truetime)
if long == false
strategy.exit("Exit", "Short", stop = upper)
if short == false
strategy.exit("Exit", "Long", stop = lower)
if time > finalTime
strategy.close_all() |
Overnight Gap Analysis | https://www.tradingview.com/script/rEZ9Pggd-Overnight-Gap-Analysis/ | TradeAutomation | https://www.tradingview.com/u/TradeAutomation/ | 150 | 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/
// @version = 5
// Author = TradeAutomation
strategy(title="Overnight Gap Analysis", shorttitle="Overnight Gap Analysis", process_orders_on_close=true, calc_on_every_tick=false, overlay=true, commission_type=strategy.commission.cash_per_order, commission_value=1, slippage=0, initial_capital = 100000, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
// Default settings are for a 1 hour chart in a market that has 7 bars per day. The number of bars on the chart per day must be adjusted with an input for the script to work on other types of charts/markets.
// Script Date Range Inputs
StartTime = input.time(defval=timestamp('01 Jan 2010 05:00 +0000'), group="Script Date Range Settings", title='Start Time')
EndTime = input.time(defval=timestamp('01 Jan 2099 00:00 +0000'), group="Script Date Range Settings", title='End Time')
InDateRange = time>=StartTime and time<=EndTime
// Identifies the Last Bar of the Day
var todaybarcount = 0
todaybarcount := close and not ta.change(time_tradingday) ? todaybarcount + 1 : ta.change(time_tradingday) ? 1 : todaybarcount[1]
// Calculates Trigger and Filter Criteria
LongTrigger = todaybarcount==input.int(7, "Number of Bars on Your Chart Per Day", tooltip="This is used to identify the last bar of the day. A Long order is placed on the close of this bar")
EMAFilterInput = input.bool(false, "Only Enter Trade if Above EMA?")
EMAFilter = close>ta.ema(close, input.int(1400, "EMA Qual Length"))
EnteredLastBar = ta.crossover(strategy.position_size, 0.5) ? 1 : 0
// Entry and Exit Functions
if (InDateRange and EMAFilterInput==true)
strategy.entry("Long", strategy.long, when = LongTrigger and EMAFilter, alert_message="Buy")
if (InDateRange and EMAFilterInput==false)
strategy.entry("Long", strategy.long, when = LongTrigger, alert_message="Buy")
if (InDateRange)
strategy.close("Long", when = EnteredLastBar==1)
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